NPORT-P false 0001676326 XXXXXXXX S000077963 C000238680 Morgan Stanley ETF Trust 811-23820 0001676326 549300HASXQLXGOR9H31 1585 Broadway New York 10036 800-548-7786 Calvert Ultra-Short Investment Grade ETF S000077963 549300RQT9YNL0GPOP12 2025-09-30 2025-03-31 N 200105796.34 1450554.31 198655242.03 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 USD UST UniCredit SpA 549300TRUWO2CD2G5692 904678AU3 475000.00000000 PA USD 469810.53000000 0.236495410440 Long DBT CORP IT Y 2 2026-09-22 Variable 2.56900000 N N N N N N NRTH Mortgage Trust N/A 67021HAA4 760000.00000000 PA USD 761900.15000000 0.383528842337 Long ABS-MBS CORP US Y 2 2039-03-15 Floating 5.96048040 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GKM0 196000.00000000 PA USD 195990.22000000 0.098658468811 Long DBT CORP US N 2 2026-04-02 Variable 3.38400000 N N N N N N J.P. Morgan Mortgage Trust 529900PFHUFMSHU0UV97 46658AAA3 1649823.31000000 PA USD 1657158.59000000 0.834188201159 Long ABS-O CORP US Y 2 2054-08-25 Floating 5.84435880 N N N N N N Lendbuzz Securitization Trust N/A 525931AB7 600706.31000000 PA USD 616072.02000000 0.310121199775 Long ABS-O CORP US Y 2 2028-12-15 Fixed 7.50000000 N N N N N N General Motors Financial Co., Inc. 5493008B6JBRUJ90QL97 37045XDT0 1000000.00000000 PA USD 1000148.18000000 0.503459244155 Long DBT CORP US N 2 2025-04-07 Floating 5.70381120 N N N N N N INTOWN Mortgage Trust N/A 46117WAC6 865000.00000000 PA USD 861762.48000000 0.433798006633 Long ABS-MBS CORP US Y 2 2042-03-15 Floating 6.05000160 N N N N N N Genpact Luxembourg SARL N/A 37190AAA7 69000.00000000 PA USD 66870.82000000 0.033661744495 Long DBT CORP LU N 2 2026-04-10 Fixed 1.75000000 N N N N N N HSBC USA, Inc. 549300LBOHZ4QSIWU288 40434PT55 250000.00000000 PA USD 247950.80000000 0.124814627324 Long STIV CORP US N 2 2025-06-05 None 0.00000000 N N N N N N EPR Properties 549300YSSXFHMPOWZ492 26884UAC3 302000.00000000 PA USD 300737.56000000 0.151386672169 Long DBT CORP US N 2 2026-12-15 Fixed 4.75000000 N N N N N N ORL Trust N/A 67120DAA3 637000.00000000 PA USD 638991.84000000 0.321658685404 Long ABS-MBS CORP US Y 2 2039-12-15 Floating 5.81168160 N N N N N N Westinghouse Air Brake Technologies Corp. 06BTX5UWZD0GQ5N5Y745 960386AQ3 150000.00000000 PA USD 149405.25000000 0.075208309870 Long DBT CORP US N 2 2025-06-15 Fixed 3.20000000 N N N N N Discovery Communications LLC L2Z2MO2EQURH3BREWI15 25470DAL3 900000.00000000 PA USD 900310.10000000 0.453202286936 Long DBT CORP US N 2 2026-03-11 Fixed 4.90000000 N N N N N N DLLMT LLC N/A 23347AAC5 235000.00000000 PA USD 235575.30000000 0.118584990555 Long ABS-O CORP US Y 2 2027-02-22 Fixed 5.08000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PCZ7 2919000.00000000 PA USD 2916777.24000000 1.468260897721 Long DBT CORP US N 2 2026-04-26 Variable 4.08000000 N N N N N N Intesa Sanpaolo SpA 2W8N8UU78PMDQKZENC08 46115HBU0 760000.00000000 PA USD 769772.48000000 0.387491652439 Long DBT CORP IT Y 2 2025-11-21 Fixed 7.00000000 N N N N N N LAD Auto Receivables Trust N/A 505713AB3 29717.66000000 PA USD 29755.92000000 0.014978673452 Long ABS-O CORP US Y 2 2027-06-15 Fixed 5.93000000 N N N N N N Bank of Ireland Group plc 635400C8EK6DRI12LJ39 06279JAC3 1488000.00000000 PA USD 1498389.11000000 0.754266081623 Long DBT CORP IE Y 2 2026-09-16 Variable 6.25300000 N N N N N N Tricolor Auto Securitization Trust N/A 89617AAA3 489687.87000000 PA USD 491034.90000000 0.247179432559 Long ABS-O CORP US Y 2 2028-06-15 Fixed 5.22000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137AL5L9 235348.01000000 PA USD 234249.94000000 0.117917824672 Long ABS-MBS USGSE US N 2 2042-01-15 Floating 4.86315000 N N N N N N DLLST LLC N/A 23346HAB3 57209.48000000 PA USD 57277.34000000 0.028832533898 Long ABS-O CORP US Y 2 2026-01-20 Fixed 5.33000000 N N N N N N Crossroads Asset Trust N/A 227927AB6 878171.25000000 PA USD 890061.69000000 0.448043394629 Long ABS-O CORP US Y 2 2030-08-20 Fixed 5.90000000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 83368RBZ4 849000.00000000 PA USD 855576.08000000 0.430683867819 Long DBT CORP FR Y 2 2027-02-19 Fixed 5.25000000 N N N N N N Oportun Issuance Trust N/A 68377TAA6 525000.00000000 PA USD 525223.44000000 0.264389418891 Long ABS-O CORP US Y 2 2033-02-08 Fixed 5.01000000 N N N N N N Macquarie Bank Ltd. 4ZHCHI4KYZG2WVRT8631 55608PBQ6 59000.00000000 PA USD 59981.71000000 0.030193872251 Long DBT CORP AU Y 2 2026-12-07 Fixed 5.39100000 N N N N N N Protective Life Global Funding 635400EVYITCJYWL2I50 743672AE7 500000.00000000 PA USD 502451.49000000 0.252926368751 Long DBT CORP US Y 2 2026-04-10 Floating 5.08193640 N N N N N N Verisk Analytics, Inc. 549300I1YSWNIRKBWP67 92345YAD8 273000.00000000 PA USD 272860.99000000 0.137354034664 Long DBT CORP US N 2 2025-06-15 Fixed 4.00000000 N N N N N N Aviation Capital Group LLC 549300ODEK8HY3445C77 05367AAH6 956000.00000000 PA USD 955845.45000000 0.481157929804 Long DBT CORP US Y 2 2025-10-01 Fixed 4.87500000 N N N N N N Prosper Marketplace Issuance Trust N/A 74363CAA7 198220.95000000 PA USD 198747.09000000 0.100046234858 Long ABS-O CORP US Y 2 2029-08-15 Fixed 6.12000000 N N N N N N CVS Health Corp. 549300EJG376EN5NQE29 12665JUP2 1580000.00000000 PA USD 1556435.88000000 0.783485934775 Long STIV CORP US N 2 2025-07-23 None 0.00000000 N N N N N N Octane Receivables Trust N/A 67571BAA1 25790.92000000 PA USD 25884.90000000 0.013030061394 Long ABS-O CORP US Y 2 2029-05-21 Fixed 5.87000000 N N N N N N Harley-Davidson Financial Services, Inc. RLUFFFFW4GRYU77BTS24 41282JSN2 1230000.00000000 PA USD 1221538.95000000 0.614903960005 Long STIV CORP US N 2 2025-05-22 None 0.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HHNE7 2888998.88000000 PA USD 2898748.96000000 1.459185738256 Long ABS-MBS USGSE US N 2 2054-12-25 Floating 5.76969120 N N N N N N Bank of Nova Scotia (The) L3I9ZG2KFGXZ61BMYR72 064159HB5 951000.00000000 PA USD 949483.11000000 0.477955225493 Long DBT CORP CA N 2 2025-12-16 Fixed 4.50000000 N N N N N N Prodigy Finance DAC 635400HTAZNW3LYYMQ40 742857AA3 195895.42000000 PA USD 202435.43000000 0.101902888608 Long ABS-O CORP IE Y 2 2051-07-25 Floating 10.33458840 N N N N N N DB Master Finance LLC 549300F17UZJL70BPB08 233046AN1 445050.00000000 PA USD 424966.58000000 0.213921654247 Long ABS-O CORP US Y 2 2051-11-20 Fixed 2.04500000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GLA5 4956000.00000000 PA USD 4958561.61000000 2.496063813534 Long DBT CORP US N 2 2026-07-22 Variable 4.82700000 N N N N N N EPR Properties 549300YSSXFHMPOWZ492 26884UAB5 1783000.00000000 PA USD 1783000.00000000 0.897534835617 Long DBT CORP US N 2 2025-04-01 Fixed 4.50000000 N N N N N N Centene Corp. 549300Z7JJ4TQSQGT333 15135BAR2 925000.00000000 PA USD 903324.47000000 0.454719674532 Long DBT CORP US N 2 2027-12-15 Fixed 4.25000000 N N N N N N Chesapeake Funding II LLC 5493000HT7H4OFOD6Z12 165183DJ0 160641.07000000 PA USD 160910.10000000 0.080999674791 Long ABS-O CORP US Y 2 2036-05-15 Floating 5.11867080 N N N N N N Stack Infrastructure Issuer LLC N/A 85236KAE2 1090000.00000000 PA USD 1057126.47000000 0.532141240874 Long ABS-O CORP US Y 2 2046-03-26 Fixed 1.87700000 N N N N N N Synchrony Financial 549300RS7EWPM9MA6C78 87165BAS2 275000.00000000 PA USD 274876.91000000 0.138368817853 Long DBT CORP US N 2 2025-06-13 Fixed 4.87500000 N N N N N N Rocket Mortgage LLC N/A 77313LAA1 455000.00000000 PA USD 436419.21000000 0.219686732421 Long DBT CORP US Y 2 2026-10-15 Fixed 2.87500000 N N N N N Santander Bank Auto Credit-Linked Notes N/A 80290CBB9 636667.60000000 PA USD 645918.51000000 0.325145464775 Long ABS-O CORP US Y 2 2032-08-16 Fixed 11.91000000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891ABW6 69000.00000000 PA USD 66432.02000000 0.033440859310 Long DBT CORP US Y 2 2026-06-15 Fixed 1.50000000 N N N N N Delta Air Lines, Inc. N/A 830867AB3 449000.00000000 PA USD 447273.49000000 0.225150610388 Long DBT CORP US Y 2 2028-10-20 Fixed 4.75000000 N N N N N N Prodigy Finance DAC 635400HTAZNW3LYYMQ40 742855AB5 602340.37000000 PA USD 610477.21000000 0.307304858287 Long ABS-O CORP IE Y 2 2051-07-25 Floating 6.93459000 N N N N N N Equinix, Inc. 549300EVUN2BTLJ3GT74 29444UBF2 1025000.00000000 PA USD 1014705.44000000 0.510787145423 Long DBT CORP US N 2 2025-07-15 Fixed 1.25000000 N N N N N HA Sustainable Infrastructure Capital, Inc. 254900ZZRL7MWL1X8E92 40460JRG4 810000.00000000 PA USD 807678.01000000 0.406572714490 Long STIV CORP US N 2 2025-04-16 None 0.00000000 N N N N N N Domino's Pizza Master Issuer LLC N/A 25755TAE0 1182562.50000000 PA USD 1180251.65000000 0.594120566836 Long ABS-O CORP US Y 2 2045-10-25 Fixed 4.47400000 N N N N N N Octane Receivables Trust N/A 67571GAB8 1800000.00000000 PA USD 1805190.48000000 0.908705182683 Long ABS-O CORP US Y 2 2030-05-20 Fixed 4.94000000 N N N N N N CENT Trust N/A 12516WAA9 595000.00000000 PA USD 598346.04000000 0.301198213490 Long ABS-MBS CORP US Y 2 2038-09-15 Floating 6.93918000 N N N N N N Marlette Funding Trust N/A 57110PAB7 225084.56000000 PA USD 226319.44000000 0.113925732685 Long ABS-MBS CORP US Y 2 2033-04-15 Fixed 6.50000000 N N N N N N Hewlett Packard Enterprise Co. 549300BX44RGX6ANDV88 42824CAW9 567000.00000000 PA USD 567448.50000000 0.285644866051 Long DBT CORP US N 2 2025-10-15 Fixed 4.90000000 N N N N N N Lloyds Banking Group plc 549300PPXHEU2JF0AM85 53944YAF0 250000.00000000 PA USD 249898.92000000 0.125795281033 Long DBT CORP GB N 2 2025-05-08 Fixed 4.45000000 N N N N N N TELUS Corp. L2TEUTQ8OSHMJWVLCE40 87974PTD5 1080000.00000000 PA USD 1069809.44000000 0.538525653321 Long STIV CORP CA Y 2 2025-06-13 None 0.00000000 N N N N N N Lendbuzz Securitization Trust N/A 525935AB8 110132.88000000 PA USD 111297.47000000 0.056025438273 Long ABS-O CORP US Y 2 2029-08-15 Fixed 6.19000000 N N N N N N Reach ABS Trust N/A 75525HAA8 640839.21000000 PA USD 643504.46000000 0.323930269055 Long ABS-O CORP US Y 2 2031-07-15 Fixed 5.88000000 N N N N N N Ally Bank Auto Credit-Linked Notes N/A 02007G4C4 397558.25000000 PA USD 399457.51000000 0.201080779906 Long ABS-O CORP US Y 2 2032-09-15 Fixed 5.11700000 N N N N N N BHG Securitization Trust N/A 08860DAB9 734270.74000000 PA USD 735575.47000000 0.370277402440 Long ABS-O CORP US Y 2 2035-10-17 Fixed 5.93000000 N N N N N N Athene Global Funding 549300LM1QSI4MSIL320 04685A4F5 1330000.00000000 PA USD 1332997.29000000 0.671010377767 Long DBT CORP US Y 2 2027-01-07 Floating 5.23372680 N N N N N N Intesa Sanpaolo SpA 2W8N8UU78PMDQKZENC08 46115HAW7 1000000.00000000 PA USD 1002966.43000000 0.504877907952 Long DBT CORP IT Y 2 2026-01-15 Fixed 5.71000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31396NGM2 197319.14000000 PA USD 196137.53000000 0.098732622404 Long ABS-MBS USGSE US N 2 2036-04-15 Floating 5.01315120 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891ADA2 371000.00000000 PA USD 374220.74000000 0.188376977207 Long DBT CORP US Y 2 2026-06-24 Fixed 5.45000000 N N N N N N Stack Infrastructure Issuer LLC N/A 85236KAD4 312000.00000000 PA USD 308031.61000000 0.155058384995 Long ABS-O CORP US Y 2 2045-08-25 Fixed 1.89300000 N N N N N N Clarus Capital Funding LLC N/A 18271JAB8 241445.29000000 PA USD 241669.95000000 0.121652943828 Long ABS-O CORP US Y 2 2032-08-20 Fixed 4.71000000 N N N N N N Charter Communications Operating LLC N/A 161175AY0 1986000.00000000 PA USD 1985633.58000000 0.999537469894 Long DBT CORP US N 2 2025-07-23 Fixed 4.90800000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HKU51 1013000.00000000 PA USD 1014477.06000000 0.510672182436 Long ABS-MBS USGSE US N 2 2055-03-25 Floating 5.32000080 N N N N N N CAMB Commercial Mortgage Trust N/A 12482HAG9 286543.00000000 PA USD 286255.55000000 0.144096650596 Long ABS-MBS CORP US Y 2 2037-12-15 Floating 5.86699920 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XBC8 2000000.00000000 PA USD 1995508.86000000 1.004508534287 Long DBT CORP US N 2 2025-05-15 Fixed 2.95000000 N N N N N N J.P. Morgan Mortgage Trust N/A 46657FAA3 605324.79000000 PA USD 609337.00000000 0.306730894072 Long ABS-O CORP US Y 2 2054-03-20 Floating 6.04436040 N N N N N N Brookfield Renewable Partners LP VA8DFMRI2GY8Y7V79H93 11284WT94 1070000.00000000 PA USD 1060446.83000000 0.533812659139 Long STIV CORP BM N 2 2025-06-09 None 0.00000000 N N N N N N Volkswagen Group of America Finance LLC 5493002SQ1AVQBY41K40 928668CD2 250000.00000000 PA USD 250260.24000000 0.125977163976 Long DBT CORP US Y 2 2026-03-20 Floating 5.17572360 N N N N N N Connecticut Avenue Securities Trust N/A 20754MBZ9 275863.55000000 PA USD 283273.47000000 0.142595517291 Long ABS-MBS CORP US Y 2 2042-06-25 Floating 7.28565840 N N N N N N Amur Equipment Finance Receivables XII LLC 5493000K1GV1VHEHGY40 03236YAB1 119692.20000000 PA USD 121122.23000000 0.060971071672 Long ABS-O CORP US Y 2 2029-12-20 Fixed 6.09000000 N N N N N N Enterprise Fleet Financing LLC N/A 29375CAB5 133558.30000000 PA USD 134061.21000000 0.067484355625 Long ABS-O CORP US Y 2 2029-01-22 Fixed 5.51000000 N N N N N N Extended Stay America Trust N/A 30227FAE0 692920.28000000 PA USD 693139.49000000 0.348915781389 Long ABS-MBS CORP US Y 2 2038-07-15 Floating 5.81348160 N N N N N N Lendbuzz Securitization Trust N/A 52609YAB7 245772.35000000 PA USD 246047.93000000 0.123856751770 Long ABS-O CORP US Y 2 2029-10-15 Fixed 4.97000000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891ACF2 901000.00000000 PA USD 902898.27000000 0.454505131993 Long DBT CORP US Y 2 2025-06-26 Fixed 5.80000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CKH3 11556700.00000000 PA USD 11605312.68000000 5.841936291944 Long DBT UST US N 2 2026-03-31 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31395D6P9 167146.50000000 PA USD 166102.05000000 0.083613222738 Long ABS-MBS USGSE US N 2 2036-06-25 Floating 4.70417040 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264ABB0 700000.00000000 PA USD 699642.36000000 0.352189226345 Long DBT CORP US N 2 2025-04-15 Fixed 3.50000000 N N N N N N Barclays plc 213800LBQA1Y9L22JB70 06738ECC7 900000.00000000 PA USD 913063.14000000 0.459621971547 Long DBT CORP GB N 2 2026-11-02 Variable 7.32500000 N N N N N N United States of America 254900HROIFWPRGM1V77 9128286F2 6516000.00000000 PA USD 6423464.46000000 3.233473425800 Long DBT UST US N 2 2026-02-28 Fixed 2.50000000 N N N N N N Connecticut Avenue Securities Trust N/A 20754LAA7 58991.79000000 PA USD 59117.28000000 0.029758731456 Long ABS-MBS CORP US Y 2 2041-12-25 Floating 5.33968920 N N N N N N Athene Global Funding 549300LM1QSI4MSIL320 04685A3S8 1163000.00000000 PA USD 1174961.34000000 0.591457505975 Long DBT CORP US Y 2 2026-02-23 Fixed 5.68400000 N N N N N N Santander UK Group Holdings plc 549300F5XIFGNNW4CF72 80281LAS4 1518000.00000000 PA USD 1537180.92000000 0.773793283425 Long DBT CORP GB N 2 2026-11-21 Variable 6.83300000 N N N N N N Oscar US Funding XV LLC 353800KY84862IDYBM21 68785CAB7 81873.00000000 PA USD 82031.95000000 0.041293624654 Long ABS-O CORP JP Y 2 2026-09-10 Fixed 6.07000000 N N N N N N National Bank of Canada BSGEFEIOM18Y80CKCV46 63307A3A1 250000.00000000 PA USD 253094.11000000 0.127403690641 Long DBT CORP CA N 2 2027-07-02 Variable 5.60000000 N N N N N Volkswagen Group of America Finance LLC 5493002SQ1AVQBY41K40 928668CK6 700000.00000000 PA USD 700988.37000000 0.352866787121 Long DBT CORP US Y 2 2026-08-14 Fixed 4.90000000 N N N N N N Concentrix Corp. 5493000EAJN1KMPVA737 20602DAA9 679000.00000000 PA USD 692887.44000000 0.348788903287 Long DBT CORP US N 2 2026-08-02 Fixed 6.65000000 N N N N N Enel Finance International NV 0YQH6LCEF474UTUV4B96 29278GAZ1 1625000.00000000 PA USD 1640355.28000000 0.825729672792 Long DBT CORP NL Y 2 2025-10-14 Fixed 7.05000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U2X0 3800000.00000000 PA USD 3797505.34000000 1.911605906390 Long DBT CORP US N 2 2026-04-25 Variable 3.90800000 N N N N N N Harley-Davidson Financial Services, Inc. RLUFFFFW4GRYU77BTS24 41282JSG7 485000.00000000 PA USD 482049.94000000 0.242656541591 Long STIV CORP US N 2 2025-05-16 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BT6U2 943165.42000000 PA USD 942929.35000000 0.474656163292 Long ABS-MBS USGSE US N 2 2054-12-25 Floating 5.38968960 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385BP53 1010626.46000000 PA USD 1013610.79000000 0.510236115413 Long ABS-MBS USGA US N 2 2054-12-20 Floating 5.39435880 N N N N N N ABN AMRO Bank NV BFXS5XCH7N0Y05NIXW11 00080QAF2 581000.00000000 PA USD 580142.41000000 0.292034785526 Long DBT CORP NL Y 2 2025-07-28 Fixed 4.75000000 N N N N N N CAMB Commercial Mortgage Trust N/A 12482HAL8 288000.00000000 PA USD 287710.68000000 0.144829140706 Long ABS-MBS CORP US Y 2 2037-12-15 Floating 6.36699960 N N N N N N Sabey Data Center Issuer LLC N/A 78520EAA4 173181.82000000 PA USD 172923.21000000 0.087046889995 Long ABS-O CORP US Y 2 2045-04-20 Fixed 3.81200000 N N N N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 38151LAG5 220000.00000000 PA USD 222112.92000000 0.111808235076 Long DBT CORP US N 2 2027-05-21 Variable 5.41400000 N N N N N N COPT Defense Properties LP H0TWO5VRNEP6CQAWPX27 22003BAL0 935000.00000000 PA USD 911260.78000000 0.458714691184 Long DBT CORP US N 2 2026-03-15 Fixed 2.25000000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967NX5 1610000.00000000 PA USD 1617835.61000000 0.814393616532 Long DBT CORP US N 2 2026-09-29 Variable 5.61000000 N N N N N N Lendbuzz Securitization Trust N/A 52608MAB4 647412.79000000 PA USD 659249.57000000 0.331856115782 Long ABS-O CORP US Y 2 2028-10-16 Fixed 7.09000000 N N N N N N BPR Trust N/A 05592DAA2 805000.00000000 PA USD 806699.31000000 0.406080051931 Long ABS-MBS CORP US Y 2 2037-04-15 Floating 6.21717840 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 05971KAE9 50000.00000000 PA USD 49834.62000000 0.025085982877 Long DBT CORP ES N 2 2025-05-28 Fixed 2.74600000 N N N N N N Ally Bank Auto Credit-Linked Notes N/A 02007GZ55 418661.62000000 PA USD 424157.06000000 0.213514154303 Long ABS-O CORP US Y 2 2032-05-17 Fixed 5.82700000 N N N N N N BPR Trust N/A 05602HAA1 150000.00000000 PA USD 150560.76000000 0.075789975870 Long ABS-MBS CORP US Y 2 2039-05-15 Floating 7.31918160 N N N N N N Wingspire Equipment Finance LLC N/A 97415AAB8 156000.00000000 PA USD 156116.25000000 0.078586524274 Long ABS-O CORP US Y 2 2032-09-20 Fixed 4.99000000 N N N N N N Prosper Marketplace Issuance Trust N/A 74390NAA0 1730.31000000 PA USD 1731.35000000 0.000871535018 Long ABS-O CORP US Y 2 2029-07-16 Fixed 7.06000000 N N N N N N Blue Owl Asset Leasing Trust LLC N/A 095921AB8 2314194.42000000 PA USD 2318829.75000000 1.167263308183 Long ABS-O CORP US Y 2 2029-03-15 Fixed 5.05000000 N N N N N N Air Lease Corp. 5493004NW4M4P8TMMK63 00914AAM4 37000.00000000 PA USD 35637.00000000 0.017939118865 Long DBT CORP US N 2 2026-08-15 Fixed 1.87500000 N N N N N N Lendbuzz Securitization Trust N/A 52608LAB6 582033.19000000 PA USD 591404.04000000 0.297703717232 Long ABS-O CORP US Y 2 2028-08-15 Fixed 6.92000000 N N N N N N HILT Commercial Mortgage Trust N/A 403956AC9 505000.00000000 PA USD 506420.16000000 0.254924136320 Long ABS-MBS CORP US Y 2 2037-05-15 Floating 6.25984920 N N N N N N J.P. Morgan Chase Commercial Mortgage Securities Trust N/A 466330AG2 100000.00000000 PA USD 99939.62000000 0.050308070896 Long ABS-MBS CORP US Y 2 2038-04-15 Floating 5.73447960 N N N N N N Newtek Small Business Loan Trust N/A 65254RAA4 100837.42000000 PA USD 102074.23000000 0.051382600809 Long ABS-O CORP US Y 2 2050-07-25 Floating 6.99999840 N N N N N N NRG Energy, Inc. 5E2UPK5SW04M13XY7I38 629377CN0 1300000.00000000 PA USD 1273152.26000000 0.640885308129 Long DBT CORP US Y 2 2025-12-02 Fixed 2.00000000 N N N N N N Intel Corp. KNX4USFCNGPY45LOCE31 458140CD0 37000.00000000 PA USD 37055.02000000 0.018652928370 Long DBT CORP US N 2 2026-02-10 Fixed 4.87500000 N N N N N N GA Global Funding Trust 54930029I8ROQ4OROZ88 36143L2J3 940000.00000000 PA USD 939749.66000000 0.473055556146 Long DBT CORP US Y 2 2025-04-11 Fixed 3.85000000 N N N N N N Apollo Management Holdings LP 5493006XQW0V5K38YM64 03765HAB7 75000.00000000 PA USD 74917.85000000 0.037712495897 Long DBT CORP US Y 2 2026-05-27 Fixed 4.40000000 N N N N N N Delta Air Lines, Inc. N/A 830867AA5 2662226.61000000 PA USD 2653243.17000000 1.335601891441 Long DBT CORP US Y 2 2025-10-20 Fixed 4.50000000 N N N N N N HAT Holdings I LLC N/A 418751AL7 684000.00000000 PA USD 708952.32000000 0.356875717325 Long DBT CORP US Y 2 2027-06-15 Fixed 8.00000000 N N N N N N Corebridge Global Funding 54930057MDZ7KOVOTV71 00138CAY4 375000.00000000 PA USD 378884.69000000 0.190724738057 Long DBT CORP US Y 2 2026-06-24 Fixed 5.35000000 N N N N N N Whirlpool Corp. WHENKOULSSK7WUM60H03 96332URA0 1060000.00000000 PA USD 1058529.57000000 0.532847539880 Long STIV CORP US N 2 2025-04-10 None 0.00000000 N N N N N N Fiserv, Inc. GI7UBEJLXYLGR2C7GV83 337738AP3 205000.00000000 PA USD 204597.30000000 0.102991140787 Long DBT CORP US N 2 2025-06-01 Fixed 3.85000000 N N N N N N Tricolor Auto Securitization Trust N/A 89616PAA1 109897.60000000 PA USD 110597.74000000 0.055673204930 Long ABS-O CORP US Y 2 2027-12-15 Fixed 6.36000000 N N N N N N Campbell's Co. (The) 5493007JDSMX8Z5Z1902 134429BL2 232000.00000000 PA USD 233597.24000000 0.117589265509 Long DBT CORP US N 2 2026-03-20 Fixed 5.30000000 N N N N N N SERVPRO Master Issuer LLC N/A 817743AA5 539127.50000000 PA USD 528742.61000000 0.266160915059 Long ABS-O CORP US Y 2 2049-10-25 Fixed 3.88200000 N N N N N N Ally Financial, Inc. 549300JBN1OSM8YNAI90 02005NBJ8 1537000.00000000 PA USD 1538082.52000000 0.774247135027 Long DBT CORP US N 2 2025-05-01 Fixed 5.80000000 N N N N N N Theorem Funding Trust N/A 882925AB6 500000.00000000 PA USD 514901.30000000 0.259193412033 Long ABS-O CORP US Y 2 2029-04-15 Fixed 8.95000000 N N N N N N Penske Truck Leasing Co. LP N/A 709599BU7 120000.00000000 PA USD 121366.51000000 0.061094038475 Long DBT CORP US Y 2 2026-05-24 Fixed 5.75000000 N N N N N N Vontier Corp. 549300VVSQLG4P5K4639 928881AB7 1083000.00000000 PA USD 1051539.28000000 0.529328735176 Long DBT CORP US N 2 2026-04-01 Fixed 1.80000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31396YHZ8 220259.37000000 PA USD 220118.94000000 0.110804496146 Long ABS-MBS USGSE US N 2 2038-02-25 Floating 4.99416840 N N N N N N Extended Stay America Trust N/A 30227FAA8 476382.67000000 PA USD 476684.29000000 0.239955555730 Long ABS-MBS CORP US Y 2 2038-07-15 Floating 5.51347920 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PBK1 1021000.00000000 PA USD 1019345.78000000 0.513123021362 Long DBT CORP US N 2 2026-04-22 Variable 2.08300000 N N N N N N BX Commercial Mortgage Trust N/A 05609VAG0 425000.00000000 PA USD 421497.30000000 0.212175271939 Long ABS-MBS CORP US Y 2 2036-09-15 Floating 5.38365960 N N N N N N GA Global Funding Trust 54930029I8ROQ4OROZ88 36143L2A2 690000.00000000 PA USD 673115.57000000 0.338836047376 Long DBT CORP US Y 2 2026-01-15 Fixed 1.62500000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38145GAM2 3980000.00000000 PA USD 3996304.63000000 2.011678417927 Long DBT CORP US N 2 2026-08-10 Variable 5.79800000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HBUT9 671430.51000000 PA USD 675689.09000000 0.340131517847 Long ABS-MBS USGSE US N 2 2054-03-25 Floating 5.58969120 N N N N N N Brookfield Renewable Partners LP VA8DFMRI2GY8Y7V79H93 11284WTH6 1070000.00000000 PA USD 1059361.20000000 0.533266169658 Long STIV CORP BM N 2 2025-06-17 None 0.00000000 N N N N N N Morgan Stanley & Co. LLC 549300BI6Y5SI6BYPB26 61747C707 564745.00000000 NS USD 564745.00000000 0.284283965642 Long STIV RF US N 1 N N Taco Bell Funding LLC N/A 87342RAC8 2221875.00000000 PA USD 2220339.91000000 1.117685034289 Long ABS-O CORP US Y 2 2046-05-25 Fixed 4.97000000 N N N N N N Vantage Data Centers Issuer LLC N/A 92212KAB2 800000.00000000 PA USD 787090.80000000 0.396209428936 Long ABS-O CORP US Y 2 2045-09-15 Fixed 1.64500000 N N N N N N GLS Auto Select Receivables Trust N/A 37988XAB1 96639.30000000 PA USD 97287.10000000 0.048972833037 Long ABS-O CORP US Y 2 2030-03-15 Fixed 5.24000000 N N N N N N KeyBank NA HUX2X73FUCYHUVH1BK78 49327M3E2 1273000.00000000 PA USD 1269635.03000000 0.639114788528 Long DBT CORP US N 2 2025-08-08 Fixed 4.15000000 N N N N N N Octane Receivables Trust N/A 67579FAA4 487676.23000000 PA USD 490555.23000000 0.246937974043 Long ABS-O CORP US Y 2 2046-01-22 Fixed 5.01000000 N N N N N N J.P. Morgan Mortgage Trust 529900ELA1S09AZO9Q54 46593HAA6 191783.37000000 PA USD 193061.36000000 0.097184125637 Long ABS-O CORP US Y 2 2054-10-20 Floating 5.54436000 N N N N N N Berry Global, Inc. 549300AP2Q7ERHX6RI89 085770AA3 961000.00000000 PA USD 960971.55000000 0.483738329872 Long DBT CORP US Y 2 2026-07-15 Fixed 4.87500000 N N N N N N Mercury Financial Credit Card Master Trust N/A 58940BAZ9 207000.00000000 PA USD 209980.18000000 0.105700799965 Long ABS-O CORP US Y 2 2029-07-20 Fixed 6.56000000 N N N N N N Domino's Pizza Master Issuer LLC N/A 25755TAJ9 710625.00000000 PA USD 707320.81000000 0.356054440231 Long ABS-O CORP US Y 2 2048-07-25 Fixed 4.11600000 N N N N N N Dell International LLC N/A 24703TAE6 672000.00000000 PA USD 674769.10000000 0.339668409000 Long DBT CORP US N 2 2026-10-01 Fixed 4.90000000 N N N N N N LAD Auto Receivables Trust N/A 50168BAC2 99668.55000000 PA USD 100065.00000000 0.050371185264 Long ABS-O CORP US Y 2 2027-09-15 Fixed 6.12000000 N N N N N N FHF Issuer Trust N/A 30336NAC5 63826.39000000 PA USD 64680.33000000 0.032559085448 Long ABS-O CORP US Y 2 2030-06-15 Fixed 5.89000000 N N N N N N Oscar US Funding XVI LLC 3538004TGTV49T7RNL88 68784GAB9 114764.00000000 PA USD 115075.92000000 0.057927452013 Long ABS-O CORP JP Y 2 2027-02-10 Fixed 5.48000000 N N N N N N TX Trust N/A 90216DAA0 510000.00000000 PA USD 509683.90000000 0.256567052946 Long ABS-MBS CORP US Y 2 2039-06-15 Floating 5.91055200 N N N N N N Take-Two Interactive Software, Inc. BOMSTHHJK882EWYX3334 874054AF6 502000.00000000 PA USD 501775.28000000 0.252585975015 Long DBT CORP US N 2 2025-04-14 Fixed 3.55000000 N N N N N N Driven Brands Funding LLC N/A 26208LAD0 1045669.66000000 PA USD 1040667.49000000 0.523856042944 Long ABS-O CORP US Y 2 2049-04-20 Fixed 4.64100000 N N N N N N Charles Schwab Corp. (The) 549300VSGCJ7E698NM85 808513AX3 75000.00000000 PA USD 74919.28000000 0.037713215737 Long DBT CORP US N 2 2025-05-21 Fixed 3.85000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GFP9 200000.00000000 PA USD 199868.32000000 0.100610644832 Long DBT CORP US N 2 2025-04-21 Fixed 3.95000000 N N N N N N Santander Holdings USA, Inc. 549300SMVCQN2P0O6I58 80282KBE5 1021000.00000000 PA USD 1024856.23000000 0.515896897321 Long DBT CORP US N 2 2026-09-09 Variable 5.80700000 N N N N N N Jefferies Financial Group, Inc. 549300HOF34RGOJ5YL07 47233WHZ5 888000.00000000 PA USD 889078.83000000 0.447548637989 Long DBT CORP US N 2 2026-02-10 Fixed 5.00000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U3C5 353000.00000000 PA USD 352863.01000000 0.177625823710 Long DBT CORP US N 2 2026-08-15 Variable 4.54000000 N N N N N N Enel Finance International NV 0YQH6LCEF474UTUV4B96 29278GAM0 50000.00000000 PA USD 48154.18000000 0.024240075171 Long DBT CORP NL Y 2 2026-07-12 Fixed 1.62500000 N N N N N N HLTN Commercial Mortgage Trust N/A 40424UAA5 760600.00000000 PA USD 763453.09000000 0.384310568499 Long ABS-MBS CORP US Y 2 2041-06-15 Floating 5.96067840 N N N N N N PEAC Solutions Receivables LLC N/A 69433BAB3 421104.83000000 PA USD 424717.28000000 0.213796160453 Long ABS-O CORP US Y 2 2027-06-21 Fixed 5.79000000 N N N N N N SFS Auto Receivables Securitization Trust N/A 78435VAB8 37521.57000000 PA USD 37571.26000000 0.018912795663 Long ABS-O CORP US Y 2 2027-06-21 Fixed 5.35000000 N N N N N N Harley-Davidson Financial Services, Inc. RLUFFFFW4GRYU77BTS24 41283LAY1 720000.00000000 PA USD 717081.98000000 0.360968063400 Long DBT CORP US Y 2 2025-06-08 Fixed 3.35000000 N N N N N N Morgan Stanley & Co. LLC 549300BI6Y5SI6BYPB26 61747C707 5461188.57000000 NS USD 5461188.57000000 2.749078511190 Long STIV RF US N 1 N N N Synovus Financial Corp. 549300EIUS8UN5JTLE54 87161CAN5 1719000.00000000 PA USD 1718011.44000000 0.864820591918 Long DBT CORP US N 2 2025-08-11 Fixed 5.20000000 N N N N N N General Motors Co. 54930070NSV60J38I987 37045VAV2 159000.00000000 PA USD 159818.89000000 0.080450376424 Long DBT CORP US N 2 2025-10-01 Fixed 6.12500000 N N N N N N FHLMC STACR REMIC Trust 529900N6M839KA246662 35564NAX1 98193.82000000 PA USD 98504.01000000 0.049585406855 Long ABS-MBS CORP US Y 2 2044-02-25 Floating 5.68968840 N N N N N N Oportun Issuance Trust N/A 68377JAC4 317000.00000000 PA USD 318350.83000000 0.160252921970 Long ABS-O CORP US Y 2 2031-04-08 Fixed 6.54600000 N N N N N N Brookfield Infrastructure Holdings Canada, Inc. 549300GV8LYH0T7DZO77 11275MYJ9 2070000.00000000 PA USD 2010765.92000000 1.012188704135 Long STIV CORP CA N 2 2025-11-18 None 0.00000000 N N N N N N National Bank of Canada BSGEFEIOM18Y80CKCV46 63307A2Z7 300000.00000000 PA USD 301597.39000000 0.151819497395 Long DBT CORP CA N 2 2027-07-02 Floating 5.41620360 N N N N N N SHR Trust N/A 784234AA4 605000.00000000 PA USD 607269.29000000 0.305690040592 Long ABS-MBS CORP US Y 2 2041-10-15 Floating 6.26918040 N N N N N N PEAC Solutions Receivables LLC N/A 69392BAB2 270000.00000000 PA USD 270139.91000000 0.135984284753 Long ABS-O CORP US Y 2 2027-04-20 Fixed 4.74000000 N N N N N N AES Corp. (The) 2NUNNB7D43COUIRE5295 00130HCE3 730000.00000000 PA USD 710073.80000000 0.357440253146 Long DBT CORP US N 2 2026-01-15 Fixed 1.37500000 N N N N N N DB Master Finance LLC 549300F17UZJL70BPB08 233046AF8 209250.00000000 PA USD 204804.40000000 0.103095391748 Long ABS-O CORP US Y 2 2047-11-20 Fixed 4.03000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HKE42 397250.01000000 PA USD 397187.96000000 0.199938323268 Long ABS-MBS USGSE US N 2 2055-03-25 Floating 5.33968920 N N N N N N Pagaya Ai Debt Grantor Trust N/A 69546QAA6 223151.66000000 PA USD 223500.78000000 0.112506862500 Long ABS-O CORP US Y 2 2032-03-15 Fixed 5.06500000 N N N N N N HAT Holdings I LLC N/A 418751AE3 1135000.00000000 PA USD 1101669.14000000 0.554563337338 Long DBT CORP US Y 2 2026-06-15 Fixed 3.37500000 N N N N N N MHC Commercial Mortgage Trust N/A 55316VAA2 167590.68000000 PA USD 167385.26000000 0.084259170958 Long ABS-MBS CORP US Y 2 2038-04-15 Floating 5.23444320 N N N N N N NXP BV N/A 62954HAW8 974000.00000000 PA USD 972291.74000000 0.489436739783 Long DBT CORP US N 2 2025-05-01 Fixed 2.70000000 N N N N N N SoFi Consumer Loan Program Trust N/A 83406YAA9 520000.00000000 PA USD 520430.46000000 0.261976706318 Long ABS-O CORP US Y 2 2034-02-27 Fixed 4.80000000 N N N N N N Alaska Airlines Pass-Through Trust N/A 01166WAA5 101983.26000000 PA USD 103010.56000000 0.051853934961 Long ABS-O CORP US Y 2 2025-08-15 Fixed 8.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CBH3 6490000.00000000 PA USD 6293076.14000000 3.167837946632 Long DBT UST US N 2 2026-01-31 Fixed 0.37500000 N N N N N N Enterprise Fleet Financing LLC N/A 29375RAB2 178166.98000000 PA USD 179224.90000000 0.090219064026 Long ABS-O CORP US Y 2 2026-12-20 Fixed 5.74000000 N N N N N N Royalty Pharma plc 549300FGFN7VOK8BZR03 78081BAH6 436000.00000000 PA USD 429284.45000000 0.216095203737 Long DBT CORP GB N 2 2025-09-02 Fixed 1.20000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613AU2 1450000.00000000 PA USD 1461563.81000000 0.735728790775 Long DBT CORP CH Y 2 2027-01-12 Variable 5.71100000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 83368RBV3 225000.00000000 PA USD 227288.64000000 0.114413613090 Long DBT CORP FR Y 2 2028-01-19 Variable 5.51900000 N N N N N N Citadel LP 549300IPM6EKPVUPFL67 17288XAB0 876000.00000000 PA USD 875417.26000000 0.440671613320 Long DBT CORP US Y 2 2027-01-15 Fixed 4.87500000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280BX6 825000.00000000 PA USD 823223.33000000 0.414397989999 Long DBT CORP GB N 2 2026-09-12 Variable 4.29200000 N N N N N N Amphenol Corp. 549300D3L3G0R4U4VT04 032095AM3 20000.00000000 PA USD 20071.89000000 0.010103881375 Long DBT CORP US N 2 2026-03-30 Fixed 4.75000000 N N N N N N Athene Global Funding 549300LM1QSI4MSIL320 04685A3W9 1045000.00000000 PA USD 1047431.39000000 0.527260886396 Long DBT CORP US Y 2 2026-05-08 Floating 5.23578960 N N N N N N Auxilior Term Funding LLC N/A 05335FAB7 166348.02000000 PA USD 167553.31000000 0.084343764749 Long ABS-O CORP US Y 2 2027-03-15 Fixed 5.84000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BSFC4 629798.92000000 PA USD 631985.02000000 0.318131559752 Long ABS-MBS USGSE US N 2 2054-01-25 Floating 5.28968880 N N N N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 14040HCU7 909000.00000000 PA USD 909289.28000000 0.457722268341 Long DBT CORP US N 2 2026-07-24 Variable 4.98500000 N N N N N N Theorem Funding Trust N/A 88339FAB9 1345000.00000000 PA USD 1380277.87000000 0.694810696106 Long ABS-O CORP US Y 2 2028-12-15 Fixed 9.27000000 N N N N N N Truist Financial Corp. 549300DRQQI75D2JP341 89788MAH5 1902000.00000000 PA USD 1898602.72000000 0.955727470666 Long DBT CORP US N 2 2026-07-28 Variable 4.26000000 N N N N N N Algonquin Power & Utilities Corp. 549300K5VIUTJXQL7X75 015857AF2 891000.00000000 PA USD 896416.42000000 0.451242268182 Long DBT CORP CA N 2 2026-06-15 Variable 5.36500000 N N N N N N Reach Abs Trust N/A 75526PAA9 101714.62000000 PA USD 102459.24000000 0.051576408934 Long ABS-MBS CORP US Y 2 2031-02-18 Fixed 6.30000000 N N N N N N National Bank of Canada BSGEFEIOM18Y80CKCV46 63307A3G8 1465000.00000000 PA USD 1466855.23000000 0.738392410394 Long DBT CORP CA N 2 2027-03-05 Variable 4.70200000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 78016FZY3 140000.00000000 PA USD 140032.65000000 0.070490286875 Long DBT CORP CA N 2 2025-04-25 Fixed 4.95000000 N N N N N N Sonoco Products Co. GKOMIK4RDJGHEF0VNP11 83549RRM8 1060000.00000000 PA USD 1056905.54000000 0.532030028102 Long STIV CORP US N 2 2025-04-21 None 0.00000000 N N N N N N Aircastle Ltd. 549300PNK8AKY3OIKP58 00928QAT8 1461000.00000000 PA USD 1462051.35000000 0.735974210929 Long DBT CORP BM Y 2 2025-08-11 Fixed 5.25000000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891ACS4 464000.00000000 PA USD 466229.26000000 0.234692654085 Long DBT CORP US Y 2 2025-11-03 Floating 5.70950280 N N N N N N Theorem Funding Trust N/A 88338QAA8 14902.02000000 PA USD 14992.87000000 0.007547180656 Long ABS-O CORP US Y 2 2029-04-15 Fixed 7.58000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HBUG7 2234125.40000000 PA USD 2240529.30000000 1.127848063360 Long ABS-MBS USGSE US N 2 2054-03-25 Floating 5.53969080 N N N N N N Banco Bilbao Vizcaya Argentaria SA K8MS7FD7N5Z2WQ51AZ71 05946KAK7 1733000.00000000 PA USD 1741173.99000000 0.876480264103 Long DBT CORP ES N 2 2026-09-14 Variable 5.86200000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XBT1 293000.00000000 PA USD 293000.00000000 0.147491703217 Long DBT CORP US N 2 2025-04-01 Fixed 2.50000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 05581KAA9 799000.00000000 PA USD 795969.11000000 0.400678633931 Long DBT CORP FR Y 2 2025-09-28 Fixed 4.37500000 N N N N N N Intel Corp. KNX4USFCNGPY45LOCE31 458140AU4 975000.00000000 PA USD 953897.58000000 0.480177401941 Long DBT CORP US N 2 2026-05-19 Fixed 2.60000000 N N N N N N Lennar Corp. 529900G61XVRLX5TJX09 526057BV5 290000.00000000 PA USD 289950.08000000 0.145956420297 Long DBT CORP US N 2 2025-05-30 Fixed 4.75000000 N N N N N N Octane Receivables Trust N/A 67578YAB2 370742.44000000 PA USD 374989.67000000 0.188764044768 Long ABS-O CORP US Y 2 2032-07-20 Fixed 5.80000000 N N N N N N Prodigy Finance DAC 635400HTAZNW3LYYMQ40 742855AA7 480712.39000000 PA USD 482136.26000000 0.242699993754 Long ABS-O CORP IE Y 2 2051-07-25 Floating 5.68459080 N N N N N N Reach ABS Trust N/A 75525PAA0 427838.05000000 PA USD 427944.50000000 0.215420693472 Long ABS-O CORP US Y 2 2032-08-16 Fixed 4.96000000 N N N N N N Athene Global Funding 549300LM1QSI4MSIL320 04685A2Z3 37000.00000000 PA USD 35684.60000000 0.017963079974 Long DBT CORP US Y 2 2026-06-29 Fixed 1.60800000 N N N N N N Athene Global Funding 549300LM1QSI4MSIL320 04685A4A6 168000.00000000 PA USD 168558.36000000 0.084849691494 Long DBT CORP US Y 2 2026-08-27 Fixed 4.86000000 N N N N N N Oportun Funding Trust N/A 68377NAA9 662477.54000000 PA USD 662971.22000000 0.333729537275 Long ABS-O CORP US Y 2 2029-08-15 Fixed 5.26000000 N N N N N N Wendy's Funding LLC 5493009DRVSTWJOXUL48 95058XAG3 467661.23000000 PA USD 460441.29000000 0.231779078817 Long ABS-O CORP US Y 2 2049-06-15 Fixed 3.78300000 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 345397A60 3800000.00000000 PA USD 3797613.45000000 1.911660327305 Long DBT CORP US N 2 2025-06-16 Fixed 5.12500000 N N N N N N/A N/A N/A 2.00000000 NC USD 1992.16000000 0.001002822769 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long N/A U.S. Treasury 2 Year Notes 2025-06-30 414343.75000000 USD 1992.16000000 N N N Australia & New Zealand Banking Group Ltd. JHE42UYNWWTJB8YTTU19 05252ADK4 250000.00000000 PA USD 250619.43000000 0.126157974709 Long DBT CORP AU Y 2 2026-03-18 Floating 4.92678720 N N N N N N American National Group, Inc. 549300RK5RZQ740FPL83 025676AM9 245000.00000000 PA USD 245080.97000000 0.123369998946 Long DBT CORP US N 2 2027-06-15 Fixed 5.00000000 N N N N N N FHF Issuer Trust N/A 30333LAB4 124371.83000000 PA USD 126470.51000000 0.063663313742 Long ABS-O CORP US Y 2 2029-10-15 Fixed 6.79000000 N N N N N N DB Master Finance LLC 549300F17UZJL70BPB08 233046AK7 560385.00000000 PA USD 555067.56000000 0.279412490870 Long ABS-O CORP US Y 2 2049-05-20 Fixed 4.02100000 N N N N N N Pagaya AI Debt Grantor Trust N/A 69544NAB3 1050000.00000000 PA USD 1052019.78000000 0.529570611502 Long ABS-O CORP US Y 2 2032-07-15 Fixed 5.15600000 N N N N N N Cajun Global LLC N/A 12803VAA3 630500.00000000 PA USD 607281.71000000 0.305696292629 Long ABS-O CORP US Y 2 2051-11-20 Fixed 3.93100000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HCV82 786443.71000000 PA USD 789657.47000000 0.397501451223 Long ABS-MBS USGSE US N 2 2054-05-25 Floating 5.43969000 N N N N N N PNC Financial Services Group, Inc. (The) CFGNEKW0P8842LEUIA51 693475BQ7 1260000.00000000 PA USD 1262062.32000000 0.635302802535 Long DBT CORP US N 2 2026-06-12 Variable 5.81200000 N N N N N N NextEra Energy Capital Holdings, Inc. UMI46YPGBLUE4VGNNT48 65339KBS8 858000.00000000 PA USD 861558.23000000 0.433695190318 Long DBT CORP US N 2 2025-09-01 Fixed 5.74900000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967MQ1 2225000.00000000 PA USD 2224269.29000000 1.119663023875 Long DBT CORP US N 2 2026-04-08 Variable 3.10600000 N N N N N N Swedbank AB M312WZV08Y7LYUC71685 87020PAX5 792000.00000000 PA USD 810826.01000000 0.408157369377 Long DBT CORP SE Y 2 2026-09-12 Fixed 6.13600000 N N N N N N Oportun Issuance Trust N/A 68377JAA8 780758.81000000 PA USD 781427.45000000 0.393358585464 Long ABS-O CORP US Y 2 2031-04-08 Fixed 6.33400000 N N N N N N Synchrony Bank 549300UATVPGSLE43Z27 87166FAD5 1323000.00000000 PA USD 1324881.19000000 0.666924857588 Long DBT CORP US N 2 2025-08-22 Fixed 5.40000000 N N N N N HP, Inc. WHKXQACZ14C5XRO8LW03 40434LAA3 1525000.00000000 PA USD 1515947.36000000 0.763104635200 Long DBT CORP US N 2 2025-06-17 Fixed 2.20000000 N N N N N N 2025-04-30 Morgan Stanley ETF Trust Francis J. Smith Francis J. Smith Principal Financial Officer