Antares Holdings LP

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 2026-09-30 2026-06-30 N 213376212.40 841654.09 212534558.31 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 21017.06000000 CAD USD UST Antares Holdings LP 5493008EAIGV4283RM42 Antares Holdings LP 03666HAC5 635000.00000000 PA USD 634722.31000000 0.298644284038 Long DBT CORP US Y 2 2026-07-15 Fixed 3.95000000 N N N N N N Equitable America Global Funding 98450066CCBIACF06694 Equitable America Global Funding 29446Q2C6 1050000.00000000 PA USD 1041284.06000000 0.489936351189 Long DBT CORP US Y 2 2027-09-15 Fixed 3.95000000 N N N N N N CVS Pass Through Trust N/A CVS Pass-Through Trust 126650BP4 59183.82000000 PA USD 59381.77000000 0.027939818574 Long ABS-O CORP US N 2 2028-12-10 Fixed 6.03600000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2024-5, Class FT 3136BQ3L1 968809.49000000 PA USD 970247.98000000 0.456513043203 Long ABS-MBS USGSE US N 2 2054-03-25 Floating 4.42775880 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2023-116, Class DF 38384EDX0 325071.07000000 PA USD 327534.28000000 0.154108716532 Long ABS-MBS USGA US N 2 2053-08-20 Floating 4.70872080 N N N N N N J.P. Morgan Mortgage Trust 529900PFHUFMSHU0UV97 J.P. Morgan Mortgage Trust, Series 2024-HE1, Class A1 46658AAA3 890527.22000000 PA USD 893125.78000000 0.420226144445 Long ABS-O CORP US Y 2 2054-08-25 Floating 5.10872040 N N N N N N Lendbuzz Securitization Trust N/A Lendbuzz Securitization Trust, Series 2023-3A, Class A2 525931AB7 222161.39000000 PA USD 225009.81000000 0.105869752095 Long ABS-O CORP US Y 2 2028-12-15 Fixed 7.50000000 N N N N N N INTOWN Mortgage Trust N/A INTOWN Mortgage Trust, Series 2025-STAY, Class B 46117WAC6 865000.00000000 PA USD 866259.53000000 0.407585259022 Long ABS-MBS CORP US Y 2 2042-03-15 Floating 5.37500160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2025-109, Class FC 3136BYEL2 462118.81000000 PA USD 463097.21000000 0.217892663518 Long ABS-MBS USGSE US N 2 2054-11-25 Floating 4.62776040 N N N N N N Bain Capital Specialty Finance, Inc. 549300V2JL72R0EYBK64 Bain Capital Specialty Finance, Inc. 05684BAC1 600000.00000000 PA USD 596655.06000000 0.280733196871 Long DBT CORP US N 2 2026-10-13 Fixed 2.55000000 N N N N N N General Motors Financial Co., Inc. 5493008B6JBRUJ90QL97 General Motors Financial Co., Inc. 37045XDH6 421000.00000000 PA USD 404691.31000000 0.190412003213 Long DBT CORP US N 2 2028-04-10 Fixed 2.40000000 N N N N N N EPR Properties 549300YSSXFHMPOWZ492 EPR Properties 26884UAC3 387000.00000000 PA USD 387072.09000000 0.182121953755 Long DBT CORP US N 2 2026-12-15 Fixed 4.75000000 N N N N N N ORL Trust N/A ORL Trust, Series 2024-GLKS, Class A 67120DAA3 637000.00000000 PA USD 638914.06000000 0.300616551529 Long ABS-MBS CORP US Y 2 2039-12-15 Floating 5.11788960 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 HSBC Holdings plc 404280EF2 1465000.00000000 PA USD 1477915.98000000 0.695376785663 Long DBT CORP GB N 2 2028-05-17 Variable 5.59700000 N N N N N N Ally Financial, Inc. 549300JBN1OSM8YNAI90 Ally Financial, Inc. 02005NBQ2 950000.00000000 PA USD 952307.71000000 0.448071935958 Long DBT CORP US N 2 2027-06-09 Fixed 4.75000000 N N N N N N Truist Bank JJKC32MCHWDI71265Z06 Truist Bank 89788JAF6 2018000.00000000 PA USD 2015898.25000000 0.948503747357 Long DBT CORP US N 2 2028-07-24 Variable 4.42000000 N N N N N N Occidental Petroleum Corp. IM7X0T3ECJW4C1T7ON55 Occidental Petroleum Corp. 674599CM5 275000.00000000 PA USD 273047.53000000 0.128472062224 Long DBT CORP US N 2 2027-02-15 Fixed 3.00000000 N N N N N N EFMT N/A EFMT, Series 2026-INV2, Class A1F 26846TAG4 535523.37000000 PA USD 536307.70000000 0.252339056887 Long ABS-MBS CORP US Y 2 2071-02-25 Floating 4.77776160 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 5397, Class FE 3137HCFS6 442706.58000000 PA USD 448052.46000000 0.210813932361 Long ABS-MBS USGSE US N 2 2054-04-25 Floating 4.88775960 N N N N N N OneMain Financial Issuance Trust N/A OneMain Financial Issuance Trust, Series 2021-1A, Class B 68269MAC8 277000.00000000 PA USD 263858.98000000 0.124148741784 Long ABS-O CORP US Y 2 2036-06-16 Fixed 1.95000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 5370, Class FB 3137HBFP4 411035.71000000 PA USD 416179.08000000 0.195817133603 Long ABS-MBS USGSE US N 2 2054-01-25 Floating 5.02776000 N N N N N N EPR Properties 549300YSSXFHMPOWZ492 EPR Properties 26884UAD1 2262000.00000000 PA USD 2257873.00000000 1.062355702504 Long DBT CORP US N 2 2027-06-01 Fixed 4.50000000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 Royal Bank of Canada 78016HZX1 2000.00000000 PA USD 2001.04000000 0.000941512766 Long DBT CORP CA N 2 2027-07-23 Variable 5.06900000 N N N N N Tricolor Auto Securitization Trust N/A Tricolor Auto Securitization Trust, Series 2024-3A, Class A 89617AAA3 250783.48000000 PA USD 218079.31000000 0.102608870639 Long ABS-O CORP US Y 2 2028-06-15 Fixed 5.22000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2024-48, Class FC 3136BSLD5 502766.45000000 PA USD 506645.97000000 0.238382865369 Long ABS-MBS USGSE US N 2 2054-07-25 Floating 4.72776120 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 3990, Class TF 3137AL5L9 172081.84000000 PA USD 171487.64000000 0.080686943979 Long ABS-MBS USGSE US N 2 2042-01-15 Floating 4.10748840 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 Oracle Corp. 68389XDW2 662000.00000000 PA USD 652708.99000000 0.307107227732 Long DBT CORP US N 2 2029-02-04 Fixed 4.55000000 N N N N N N Crossroads Asset Trust N/A Crossroads Asset Trust, Series 2024-A, Class A2 227927AB6 300134.78000000 PA USD 301980.01000000 0.142085133072 Long ABS-O CORP US Y 2 2030-08-20 Fixed 5.90000000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 Societe Generale SA 83368RBZ4 1064000.00000000 PA USD 1069278.48000000 0.503108053816 Long DBT CORP FR Y 2 2027-02-19 Fixed 5.25000000 N N N N N N TD SYNNEX Corp. 5493004HI6PFLF46NS53 TD SYNNEX Corp. 87162WAM2 444000.00000000 PA USD 438525.28000000 0.206331282539 Long DBT CORP US N 2 2029-01-17 Fixed 4.30000000 N N N N N N Jabil, Inc. 5493000CGCQY2OQU7669 Jabil, Inc. 46652MHH1 1030000.00000000 PA USD 1024097.38000000 0.481849816868 Long STIV CORP US Y 2 2026-08-17 None 0.00000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 UBS Group AG 902613AS7 480000.00000000 PA USD 480003.91000000 0.225847463968 Long DBT CORP CH Y 2 2027-08-05 Variable 4.70300000 N N N N N N Bank of Nova Scotia (The) L3I9ZG2KFGXZ61BMYR72 Bank of Nova Scotia (The) 06418GAX5 915000.00000000 PA USD 914538.24000000 0.430300957769 Long DBT CORP CA N 2 2030-02-02 Floating 4.37074920 N N N N N N MMP Capital LLC N/A MMP Capital LLC, Series 2025-A, Class A 55317QAA2 159064.56000000 PA USD 159475.03000000 0.075034870219 Long ABS-O CORP US Y 2 2031-12-15 Fixed 5.36000000 N N N N N N National Bank of Canada BSGEFEIOM18Y80CKCV46 National Bank of Canada 63307A3D5 1345000.00000000 PA USD 1348625.64000000 0.634544165769 Long DBT CORP CA N 2 2028-02-01 Variable 4.95000000 N N N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 Capital One Financial Corp. 14040HCH6 925000.00000000 PA USD 916526.77000000 0.431236584434 Long DBT CORP US N 2 2027-11-02 Variable 1.87800000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2024-84, Class JF 3136BTUE1 408256.96000000 PA USD 412907.46000000 0.194277798059 Long ABS-MBS USGSE US N 2 2054-11-25 Floating 5.09775840 N N N N N N Wingspire Equipment Finance LLC N/A Wingspire Equipment Finance LLC, Series 2025-1A, Class A2 97415CAB4 305000.00000000 PA USD 304623.78000000 0.143329057835 Long ABS-MBS CORP US Y 2 2033-09-20 Fixed 4.33000000 N N N N N N Harley-Davidson Financial Services, Inc. RLUFFFFW4GRYU77BTS24 Harley-Davidson Financial Services, Inc. 41282KG69 575000.00000000 PA USD 574616.42000000 0.270363758519 Long STIV CORP US N 2 2026-07-06 None 0.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 5483, Class FB 3137HHNE7 1267326.34000000 PA USD 1279776.62000000 0.602149895140 Long ABS-MBS USGSE US N 2 2054-12-25 Floating 5.05775880 N N N N N N Prodigy Finance DAC 635400HTAZNW3LYYMQ40 Prodigy Finance DAC, Series 2021-1A, Class D 742857AA3 122829.86000000 PA USD 123091.50000000 0.057915993040 Long ABS-O CORP IE Y 2 2051-07-25 Floating 9.66282120 N N N N N N NYO Commercial Mortgage Trust N/A NYO Commercial Mortgage Trust, Series 2021-1290, Class A 62955HAA5 1045000.00000000 PA USD 1044921.10000000 0.491647621125 Long ABS-MBS CORP US Y 2 2038-11-15 Floating 4.83548040 N N N N N N Centene Corp. 549300Z7JJ4TQSQGT333 Centene Corp. 15135BAR2 706000.00000000 PA USD 702648.97000000 0.330604573480 Long DBT CORP US N 2 2027-12-15 Fixed 4.25000000 N N N N N N Chesapeake Funding II LLC 5493000HT7H4OFOD6Z12 Chesapeake Funding II LLC, Series 2024-1A, Class A2 165183DJ0 77328.59000000 PA USD 77431.72000000 0.036432531544 Long ABS-O CORP US Y 2 2036-05-15 Floating 4.36300920 N N N N N N NextEra Energy Capital Holdings, Inc. UMI46YPGBLUE4VGNNT48 NextEra Energy Capital Holdings, Inc. 65339KCL2 1467000.00000000 PA USD 1470763.93000000 0.692011662336 Long DBT CORP US N 2 2027-09-01 Fixed 4.68500000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 Goldman Sachs Group, Inc. (The) 38141GYG3 1575000.00000000 PA USD 1566244.51000000 0.736936393993 Long DBT CORP US N 2 2027-09-10 Variable 1.54200000 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 Ford Motor Credit Co. LLC 345397F81 1425000.00000000 PA USD 1426794.00000000 0.671323295065 Long DBT CORP US N 2 2026-11-05 Fixed 5.12500000 N N N N N Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 Canadian Imperial Bank of Commerce 13607QWA6 917000.00000000 PA USD 916600.78000000 0.431271407007 Long DBT CORP CA N 2 2030-01-29 Floating 4.44262320 N N N N N N Towd Point Mortgage Trust 254900HCCXAYNB40M417 Towd Point Mortgage Trust, Series 2025-HE2, Class A1A 89183PAA4 497610.32000000 PA USD 499848.82000000 0.235184726650 Long ABS-O CORP US Y 2 2065-09-25 Floating 4.97776050 N N N N N N JDE Peet's NV 724500EHG519SE5ZRT89 JDE Peet's NV 47216QAB9 1086000.00000000 PA USD 1066068.79000000 0.501597857062 Long DBT CORP NL Y 2 2027-01-15 Fixed 1.37500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 5626, Class FD 3137HQAK7 838329.31000000 PA USD 839158.08000000 0.394833709243 Long ABS-MBS USGSE US N 2 2055-09-25 Floating 4.32776160 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 HSBC Holdings plc 404280BH1 970000.00000000 PA USD 970311.90000000 0.456543118312 Long DBT CORP GB N 2 2026-11-23 Fixed 4.37500000 N N N N N N Delta Air Lines, Inc. N/A Delta Air Lines, Inc. 830867AB3 1298332.00000000 PA USD 1297427.91000000 0.610455033909 Long DBT CORP US Y 2 2028-10-20 Fixed 4.75000000 N N N N N N Prodigy Finance DAC 635400HTAZNW3LYYMQ40 Prodigy Finance DAC, Series 2021-1A, Class B 742855AB5 377677.98000000 PA USD 376220.82000000 0.177016304073 Long ABS-O CORP IE Y 2 2051-07-25 Floating 6.26281920 N N N N N N Tesla Lease Electric Vehicle Securitization LLC N/A Tesla Lease Electric Vehicle Securitization LLC, Series 2025-A, Class A2 88162VAB6 652251.15000000 PA USD 651301.28000000 0.306444883683 Long ABS-O CORP US Y 2 2028-06-20 Fixed 4.14000000 N N N N N N Athene Global Funding 549300LM1QSI4MSIL320 Athene Global Funding 04685A4E8 1092000.00000000 PA USD 1093623.23000000 0.514562543943 Long DBT CORP US Y 2 2027-01-07 Fixed 4.95000000 N N N N N N Amgen, Inc. 62QBXGPJ34PQ72Z12S66 Amgen, Inc. 031162CJ7 403000.00000000 PA USD 402164.50000000 0.189223109501 Long DBT CORP US N 2 2026-08-19 Fixed 2.60000000 N N N N N N Octane Receivables Trust N/A Octane Receivables Trust, Series 2024-3A, Class A2 67571GAB8 758710.76000000 PA USD 760698.05000000 0.357917345794 Long ABS-O CORP US Y 2 2030-05-20 Fixed 4.94000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 5410, Class FD 3137HCUE0 680972.56000000 PA USD 688389.41000000 0.323895283418 Long ABS-MBS USGSE US N 2 2054-05-25 Floating 4.87775880 N N N N N N Crown Castle, Inc. 54930012H97VSM0I2R19 Crown Castle, Inc. 22822VAZ4 1137000.00000000 PA USD 1124786.12000000 0.529225048831 Long DBT CORP US N 2 2027-03-15 Fixed 2.90000000 N N N N N N BFLD Commercial Mortgage Trust N/A BFLD Commercial Mortgage Trust, Series 2025-660F, Class A 05556QAA7 510000.00000000 PA USD 511833.60000000 0.240823706069 Long ABS-MBS CORP US Y 2 2042-11-15 Floating 5.12538840 N N N N N N Lendbuzz Securitization Trust N/A Lendbuzz Securitization Trust, Series 2024-1A, Class A2 525935AB8 28834.12000000 PA USD 28926.29000000 0.013610158380 Long ABS-O CORP US Y 2 2029-08-15 Fixed 6.19000000 N N N N N N Reach ABS Trust N/A Reach ABS Trust, Series 2024-2A, Class A 75525HAA8 18928.62000000 PA USD 18940.16000000 0.008911567206 Long ABS-O CORP US Y 2 2031-07-15 Fixed 5.88000000 N N N N N N Triton Container International Ltd. 549300O4LZFLCX53XZ54 Triton Container International Ltd. 89679YJE9 1295000.00000000 PA USD 1282969.06000000 0.603651975566 Long STIV CORP BM N 2 2026-09-14 None 0.00000000 N N N N N N Ally Bank Auto Credit-Linked Notes N/A Ally Bank Auto Credit-Linked Notes, Series 2024-B, Class B 02007G4C4 209985.68000000 PA USD 210676.85000000 0.099125926472 Long ABS-O CORP US Y 2 2032-09-15 Fixed 5.11700000 N N N N N N PRMI Securitization Trust N/A PRMI Securitization Trust, Series 2025-CMG1, Class A1 74291CAA4 242027.49000000 PA USD 243067.48000000 0.114366097416 Long ABS-MBS CORP US Y 2 2055-12-25 Floating 5.09167080 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 3136, Class FA 31396NGM2 152143.52000000 PA USD 152216.16000000 0.071619486830 Long ABS-MBS USGSE US N 2 2036-04-15 Floating 4.25748960 N N N N N N Healthpeak OP LLC PZ9HF5U52KPF0MH0QN75 Healthpeak OP LLC 40414LAQ2 262000.00000000 PA USD 261890.00000000 0.123222313623 Long DBT CORP US N 2 2026-07-15 Fixed 3.25000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2024-177, Class FB 38384VPZ4 128710.78000000 PA USD 129089.85000000 0.060738286999 Long ABS-MBS USGA US N 2 2054-10-20 Floating 4.65872040 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2025-156, Class FM 38383BSJ2 798631.14000000 PA USD 801254.36000000 0.376999564857 Long ABS-MBS USGA US N 2 2065-09-20 Floating 4.45871880 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 Citigroup, Inc. 172967NG2 3712000.00000000 PA USD 3677369.30000000 1.730245344211 Long DBT CORP US N 2 2028-02-24 Variable 3.07000000 N N N N N N Connecticut Avenue Securities Trust N/A Connecticut Avenue Securities Trust, Series 2025-R05, Class 2A1 20753CAA8 402215.04000000 PA USD 403731.63000000 0.189960462529 Long ABS-MBS CORP US Y 2 2045-07-25 Floating 4.62776040 N N N N N N Clarus Capital Funding LLC N/A Clarus Capital Funding LLC, Series 2024-1A, Class A2 18271JAB8 73251.95000000 PA USD 73361.08000000 0.034517247728 Long ABS-O CORP US Y 2 2032-08-20 Fixed 4.71000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2023-101, Class FM 38384CBT5 599240.76000000 PA USD 601079.02000000 0.282814721887 Long ABS-MBS USGA US N 2 2053-07-20 Floating 4.50871920 N N N N N N LPL Holdings, Inc. 549300Z5YF8CCRMYUL26 LPL Holdings, Inc. 50212YAC8 1236000.00000000 PA USD 1230349.58000000 0.578893893672 Long DBT CORP US Y 2 2027-11-15 Fixed 4.62500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2025-75, Class FA 3136BXHG2 489647.97000000 PA USD 491242.66000000 0.231135427530 Long ABS-MBS USGSE US N 2 2055-09-25 Floating 4.67776080 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 5529, Class AF 3137HKU51 534485.92000000 PA USD 537146.19000000 0.252733576257 Long ABS-MBS USGSE US N 2 2055-03-25 Floating 4.62776040 N N N N N N NRG Energy, Inc. 5E2UPK5SW04M13XY7I38 NRG Energy, Inc. 629377CP5 1209000.00000000 PA USD 1169446.03000000 0.550238059776 Long DBT CORP US Y 2 2027-12-02 Fixed 2.45000000 N N N N N N FIGRE Trust N/A FIGRE Trust, Series 2025-FL2, Class A1 31684TAA2 232790.91000000 PA USD 231146.45000000 0.108757113119 Long ABS-O CORP US Y 2 2055-11-25 Variable 5.05299960 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 5461, Class FA 3137HFW84 537436.03000000 PA USD 539249.15000000 0.253723043578 Long ABS-MBS USGSE US N 2 2054-10-25 Floating 4.57776000 N N N N N N J.P. Morgan Mortgage Trust N/A J.P. Morgan Mortgage Trust, Series 2023-HE2, Class A1 46657FAA3 188499.87000000 PA USD 189032.12000000 0.088941827391 Long ABS-O CORP US Y 2 2054-03-20 Floating 5.31205920 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Notes 91282CGJ4 13000.00000000 PA USD 12709.53000000 0.005979982785 Long DBT UST US N 2 2030-01-31 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2024-95, Class FA 3136BTP31 231988.54000000 PA USD 233775.36000000 0.109994046078 Long ABS-MBS USGSE US N 2 2054-12-25 Floating 5.12776080 N N N N N N Air Canada 4B4HI3CGXMBDC0G6BM51 Air Canada 008911BK4 950000.00000000 PA USD 949741.98000000 0.446864729930 Long DBT CORP CA Y 2 2026-08-15 Fixed 3.87500000 N N N N N N Saluda Grade Alternative Mortgage Trust N/A Saluda Grade Alternative Mortgage Trust, Series 2025-LOC5, Class A1A 79581XAB4 760464.42870000 PA USD 766121.45000000 0.360469119042 Long ABS-O CORP US Y 2 2055-10-25 Floating 5.24833920 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 Ford Motor Credit Co. LLC 345397E74 530000.00000000 PA USD 534110.84000000 0.251305408516 Long DBT CORP US N 2 2027-05-17 Fixed 5.85000000 N N N N N N Extended Stay America Trust N/A Extended Stay America Trust, Series 2025-ESH, Class A 30227TAA8 496013.67000000 PA USD 497688.91000000 0.234168463687 Long ABS-MBS CORP US Y 2 2042-10-15 Floating 4.92539040 N N N N N N Vantage Data Centers Issuer LLC N/A Vantage Data Centers Issuer LLC, Series 2021-1A, Class A2 92212KAD8 760000.00000000 PA USD 754356.32000000 0.354933487522 Long ABS-O CORP US Y 2 2046-10-15 Fixed 2.16500000 N N N N N N FOCUS Brands Funding LLC N/A FOCUS Brands Funding LLC, Series 2017-1A, Class A2II 34417MAB3 728000.00000000 PA USD 726022.53000000 0.341602107334 Long ABS-O CORP US Y 2 2047-04-30 Fixed 5.09300000 N N N N N N Amur Equipment Finance Receivables XII LLC 5493000K1GV1VHEHGY40 Amur Equipment Finance Receivables XII LLC, Series 2023-1A, Class A2 03236YAB1 23678.01000000 PA USD 23765.39000000 0.011181894459 Long ABS-O CORP US Y 2 2029-12-20 Fixed 6.09000000 N N N N N N Triton Container International Ltd. 549300O4LZFLCX53XZ54 Triton Container International Ltd. 89679YG10 1000000.00000000 PA USD 999878.50000000 0.470454550050 Long STIV CORP BM N 2 2026-07-01 None 0.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, Strips, Series 406, Class F30 3133Q3H79 264895.61000000 PA USD 267295.79000000 0.125765801159 Long ABS-MBS USGSE US N 2 2053-10-25 Floating 4.77776160 N N N N N N Lendbuzz Securitization Trust N/A Lendbuzz Securitization Trust, Series 2024-3A, Class A2 52609YAB7 97029.72000000 PA USD 97066.65000000 0.045670996176 Long ABS-O CORP US Y 2 2029-10-15 Fixed 4.97000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2006-46, Class FG 31395D6P9 125095.11000000 PA USD 124781.38000000 0.058711101381 Long ABS-MBS USGSE US N 2 2036-06-25 Floating 3.99224160 N N N N N N Reach ABS Trust N/A Reach ABS Trust, Series 2026-1A, Class A 75526XAA2 178567.26000000 PA USD 178470.82000000 0.083972611992 Long ABS-O CORP US Y 2 2033-02-15 Fixed 4.32000000 N N N N N N Videotron Ltd. 549300LW4GNJRBECSD81 Videotron Ltd. 92659LGE8 1030000.00000000 PA USD 1028262.39000000 0.483809502876 Long STIV CORP CA N 2 2026-07-14 Fixed 0.00000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 UBS Group AG 902613AH1 473000.00000000 PA USD 471349.64000000 0.221775528529 Long DBT CORP CH Y 2 2027-08-10 Variable 1.49400000 N N N N N N Connecticut Avenue Securities Trust N/A Connecticut Avenue Securities Trust, Series 2022-R01, Class 1M1 20754LAA7 3323.80000000 PA USD 3333.66000000 0.001568526091 Long ABS-MBS CORP US Y 2 2041-12-25 Floating 4.62776040 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 5379, Class FA 3137HBGH1 445389.86000000 PA USD 449744.70000000 0.211610151109 Long ABS-MBS USGSE US N 2 2054-02-25 Floating 4.82775840 N N N N N N CDW LLC N/A CDW LLC 12513GBG3 1025000.00000000 PA USD 1016798.09000000 0.478415415396 Long DBT CORP US N 2 2026-12-01 Fixed 2.67000000 N N N N N N Volkswagen Group of America Finance LLC 5493002SQ1AVQBY41K40 Volkswagen Group of America Finance LLC 928668CK6 400000.00000000 PA USD 400197.49000000 0.188297608248 Long DBT CORP US Y 2 2026-08-14 Fixed 4.90000000 N N N N N N Pinnacle Bank 549300CDOC4F7XSRG390 Pinnacle Bank 87164DVJ6 1033000.00000000 PA USD 1043865.21000000 0.491150812508 Long DBT CORP US N 2 2028-02-15 Fixed 5.62500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 5517, Class FJ 3137HKNA8 476022.69000000 PA USD 479202.76000000 0.225470513506 Long ABS-MBS USGSE US N 2 2055-03-25 Floating 4.67776080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2024-88, Class FN 3136BT6U2 620094.98000000 PA USD 623241.34000000 0.293242353128 Long ABS-MBS USGSE US N 2 2054-12-25 Floating 4.67776080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2023-56, Class FA 3136BQMZ9 265674.06000000 PA USD 268995.45000000 0.126565511105 Long ABS-MBS USGSE US N 2 2053-11-25 Floating 5.02776000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2025-2, Class FB 38385BP53 548154.52000000 PA USD 552936.89000000 0.260163285630 Long ABS-MBS USGA US N 2 2054-12-20 Floating 4.65872040 N N N N N N OBX Trust 2549002GJHC7CO92J583 OBX Trust, Series 2025-HE1, Class A1 67121CAA4 686447.97000000 PA USD 690705.05000000 0.324984819171 Long ABS-O CORP US Y 2 2055-02-25 Floating 5.22776160 N N N N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 Standard Chartered Bank 85325X2C9 1000000.00000000 PA USD 1000178.37000000 0.470595642399 Long DBT CORP GB N 2 2029-05-28 Variable 4.71800000 N N N N N N Lendbuzz Securitization Trust N/A Lendbuzz Securitization Trust, Series 2025-2A, Class A2 52611JAB6 548974.28000000 PA USD 549849.67000000 0.258710712447 Long ABS-O CORP US Y 2 2030-05-15 Fixed 5.18000000 N N N N N N Chase Auto Credit Linked Notes N/A Chase Auto Credit Linked Notes, Series 2025-1, Class B 46591HCS7 592478.94000000 PA USD 592232.41000000 0.278652288225 Long ABS-O CORP US Y 2 2033-02-25 Fixed 4.75300000 N N N N N N FIGRE Trust N/A FIGRE Trust, Series 2026-FL1, Class A1 31684XAA3 403146.92000000 PA USD 403090.92000000 0.189659000966 Long ABS-O CORP US Y 2 2056-03-25 Variable 5.48899920 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 Bank of America Corp. 06051GJS9 4373000.00000000 PA USD 4366395.98000000 2.054440470632 Long DBT CORP US N 2 2027-07-22 Variable 1.73400000 N N N N N N Alaska Airlines Pass-Through Trust N/A Alaska Airlines Pass-Through Trust, Series 2020-1, Class A 01166VAA7 341318.68000000 PA USD 341364.76000000 0.160616119427 Long ABS-O CORP US Y 2 2027-08-15 Fixed 4.80000000 N N N N N N Toronto-Dominion Bank (The) PT3QB789TSUIDF371261 Toronto-Dominion Bank (The) 89115KAE0 1032000.00000000 PA USD 1021495.83000000 0.480625757111 Long DBT CORP CA N 2 2028-10-13 Fixed 4.10900000 N N N N N ING Groep NV 549300NYKK9MWM7GGW15 ING Groep NV 456837BF9 1700000.00000000 PA USD 1704729.77000000 0.802095331486 Long DBT CORP NL N 2 2027-09-11 Variable 6.08300000 N N N N N N N/A N/A U.S. Treasury 2 Year Notes N/A 7.00000000 NC USD -2091.65000000 -0.00098414583 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long N/A U.S. Treasury 2 Year Notes 2026-09-30 1442929.68000000 USD -2091.65000000 N N N Barclays plc 213800LBQA1Y9L22JB70 Barclays plc 06738ECJ2 1500000.00000000 PA USD 1505635.64000000 0.708419210490 Long DBT CORP GB N 2 2027-09-13 Variable 6.49600000 N N N N N N Lendbuzz Securitization Trust N/A Lendbuzz Securitization Trust, Series 2023-2A, Class A2 52608MAB4 198946.74000000 PA USD 200563.46000000 0.094367457977 Long ABS-O CORP US Y 2 2028-10-16 Fixed 7.09000000 N N N N N N LPL Holdings, Inc. 549300Z5YF8CCRMYUL26 LPL Holdings, Inc. 50212YAJ3 220000.00000000 PA USD 221709.18000000 0.104316767006 Long DBT CORP US N 2 2027-05-20 Fixed 5.70000000 N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2024-146, Class FE 38384W3E3 412375.96000000 PA USD 416221.74000000 0.195837205633 Long ABS-MBS USGA US N 2 2064-09-20 Floating 4.60872000 N N N N N N Intesa Sanpaolo SpA 2W8N8UU78PMDQKZENC08 Intesa Sanpaolo SpA 46115HBB2 1120000.00000000 PA USD 1112716.19000000 0.523546005340 Long DBT CORP IT Y 2 2027-07-14 Fixed 3.87500000 N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 33728.48000000 0.015869645044 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 2581000.00000000 CAD 1859887.50000000 USD 2026-09-16 33728.48000000 N N N Ally Bank Auto Credit-Linked Notes N/A Ally Bank Auto Credit-Linked Notes, Series 2024-A, Class B 02007GZ55 213715.40000000 PA USD 216017.22000000 0.101638633132 Long ABS-O CORP US Y 2 2032-05-17 Fixed 5.82700000 N N N N N N Wingspire Equipment Finance LLC N/A Wingspire Equipment Finance LLC, Series 2024-1A, Class A2 97415AAB8 66356.78000000 PA USD 66534.29000000 0.031305163042 Long ABS-O CORP US Y 2 2032-09-20 Fixed 4.99000000 N N N N N N Blue Owl Asset Leasing Trust LLC 254900NKIE3UX6A74K45 Blue Owl Asset Leasing Trust LLC, Series 2024-1A, Class A2 095921AB8 502792.54000000 PA USD 503552.16000000 0.236927191513 Long ABS-O CORP US Y 2 2029-03-15 Fixed 5.05000000 N N N N N N Sumisho Air Lease Corp. 5493004NW4M4P8TMMK63 Sumisho Air Lease Corp. 00914AAM4 37000.00000000 PA USD 36881.96000000 0.017353394334 Long DBT CORP US N 2 2026-08-15 Fixed 1.87500000 N N N N N N Lendbuzz Securitization Trust N/A Lendbuzz Securitization Trust, Series 2023-1A, Class A2 52608LAB6 180650.73000000 PA USD 181896.06000000 0.085584227546 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 HILT Commercial Mortgage Trust, Series 2024-ORL, Class B 403956AC9 505000.00000000 PA USD 506149.08000000 0.238149072802 Long ABS-MBS CORP US Y 2 2037-05-15 Floating 5.56606080 N N N N N N Volkswagen Group of America Finance LLC 5493002SQ1AVQBY41K40 Volkswagen Group of America Finance LLC 928668BB7 1015000.00000000 PA USD 1011676.50000000 0.476005647290 Long DBT CORP US Y 2 2026-09-26 Fixed 3.20000000 N N N N N N Sonoco Products Co. GKOMIK4RDJGHEF0VNP11 Sonoco Products Co. 835495AQ5 925000.00000000 PA USD 925098.87000000 0.435269857926 Long DBT CORP US N 2 2026-09-01 Fixed 4.45000000 N N N N N N Avtech Equipment Receivables Funding LLC N/A Avtech Equipment Receivables Funding LLC, Series 2026-1A, Class A 05452AAA7 220575.07000000 PA USD 220085.19000000 0.103552660682 Long ABS-O CORP US Y 2 2033-02-15 Fixed 4.55000000 N N N N N N Newtek Small Business Loan Trust N/A Newtek Small Business Loan Trust, Series 2023-1, Class A 65254RAA4 72425.05000000 PA USD 73036.91000000 0.034364721944 Long ABS-O CORP US Y 2 2050-07-25 Floating 6.24999960 N N N N N N Healthpeak OP LLC PZ9HF5U52KPF0MH0QN75 Healthpeak OP LLC 42250PAC7 2037000.00000000 PA USD 2002328.63000000 0.942119082149 Long DBT CORP US N 2 2027-02-01 Fixed 1.35000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2024-160, Class FT 38384YQU8 646544.74000000 PA USD 649140.75000000 0.305428329002 Long ABS-MBS USGA US N 2 2054-10-20 Floating 4.55871960 N N N N N N Jefferies Financial Group, Inc. 549300HOF34RGOJ5YL07 Jefferies Financial Group, Inc. 47233WKS7 995000.00000000 PA USD 994305.08000000 0.467832190635 Long DBT CORP US N 2 2026-09-15 Fixed 4.50000000 N N N N N Driven Brands Funding LLC N/A Driven Brands Funding LLC, Series 2020-2A, Class A2 26209XAC5 1330952.67000000 PA USD 1286294.95000000 0.605216845781 Long ABS-O CORP US Y 2 2051-01-20 Fixed 3.23700000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co. 95000U2A0 3300000.00000000 PA USD 3272820.94000000 1.539900600647 Long DBT CORP US N 2 2028-05-22 Variable 3.58400000 N N N N N N Marlette Funding Trust N/A Marlette Funding Trust, Series 2024-1A, Class C 57108VAC6 490000.00000000 PA USD 491758.71000000 0.231378235102 Long ABS-O CORP US Y 2 2034-07-17 Fixed 6.34000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Notes 91282CNL1 22328000.00000000 PA USD 22251832.05000000 10.46974770923 Long DBT UST US N 2 2027-06-30 Fixed 3.75000000 N N N N N Tricolor Auto Securitization Trust N/A Tricolor Auto Securitization Trust, Series 2024-2A, Class A 89616PAA1 39491.28000000 PA USD 36957.95000000 0.017389148519 Long ABS-O CORP US Y 2 2027-12-15 Fixed 6.36000000 N N N N N N GA Global Funding Trust 54930029I8ROQ4OROZ88 GA Global Funding Trust 36143L2N4 610000.00000000 PA USD 607546.16000000 0.285857587034 Long DBT CORP US Y 2 2027-09-23 Fixed 4.40000000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 Oracle Corp. 6840C3JH7 475000.00000000 PA USD 470429.93000000 0.221342794198 Long STIV CORP US N 2 2026-09-17 None 0.00000000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 Oracle Corp. 6840C3K28 490000.00000000 PA USD 484347.41000000 0.227891131612 Long STIV CORP US N 2 2026-10-02 None 0.00000000 N N N N N N Ally Bank Auto Credit-Linked Notes N/A Ally Bank Auto Credit-Linked Notes, Series 2025-B, Class A2 02007G6N8 341052.87000000 PA USD 339779.96000000 0.159870452458 Long ABS-O CORP US Y 2 2033-09-15 Fixed 4.30500000 N N N N N N Theorem Funding Trust N/A Theorem Funding Trust, Series 2022-3A, Class B 882925AB6 224867.69000000 PA USD 225177.65000000 0.105948722782 Long ABS-O CORP US Y 2 2029-04-15 Fixed 8.95000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 Goldman Sachs Group, Inc. (The) 38141GD76 1649000.00000000 PA USD 1651850.13000000 0.777214841263 Long DBT CORP US N 2 2029-01-21 Floating 4.35549960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2008-3, Class FA 31396YHZ8 161150.51000000 PA USD 161655.01000000 0.076060576353 Long ABS-MBS USGSE US N 2 2038-02-25 Floating 4.28223960 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co. 95000U2V4 1075000.00000000 PA USD 1067231.34000000 0.502144850459 Long DBT CORP US N 2 2028-03-24 Variable 3.52600000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 5556, Class FA 3137HMBS8 354666.26000000 PA USD 356025.15000000 0.167514004701 Long ABS-MBS USGSE US N 2 2055-07-25 Floating 4.77776160 N N N N N N Oceanview Mortgage Trust N/A Oceanview Mortgage Trust, Series 2025-3, Class AF1 67648CAU4 718782.44000000 PA USD 719186.54000000 0.338385693940 Long ABS-MBS CORP US Y 2 2055-05-25 Floating 4.58011080 N N N N N N Ally Bank Auto Credit-Linked Notes N/A Ally Bank Auto Credit-Linked Notes, Series 2025-B, Class C 02007G6Q1 366723.51000000 PA USD 365401.66000000 0.171925762523 Long ABS-O CORP US Y 2 2033-09-15 Fixed 4.69700000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 5391, Class HF 3137HBUT9 383277.34000000 PA USD 387848.11000000 0.182487080258 Long ABS-MBS USGSE US N 2 2054-03-25 Floating 4.87775880 N N N N N N Ally Bank Auto Credit-Linked Notes N/A Ally Bank Auto Credit-Linked Notes, Series 2025-B, Class B 02007G6P3 421732.03000000 PA USD 420420.23000000 0.197812644373 Long ABS-O CORP US Y 2 2033-09-15 Fixed 4.50100000 N N N N N N Morgan Stanley & Co. LLC 549300BI6Y5SI6BYPB26 Morgan Stanley Institutional Liquidity Funds - Government Portfolio - Institutional Class 61747C707 7235994.02000000 NS USD 7235994.02000000 3.404619972176 Long STIV RF US N 1 N N N Smithfield Foods, Inc. CVTIPZRZJC0JQEZLL598 Smithfield Foods, Inc. 832248AZ1 2416000.00000000 PA USD 2410483.74000000 1.134160843849 Long DBT CORP US Y 2 2027-02-01 Fixed 4.25000000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 Oracle Corp. 68389XDV4 1395000.00000000 PA USD 1394259.05000000 0.656015219871 Long DBT CORP US N 2 2029-02-04 Floating 4.75075080 N N N N N N Morgan Stanley & Co. LLC 549300BI6Y5SI6BYPB26 Morgan Stanley Institutional Liquidity Funds - Government Portfolio - Institutional Class 61747C707 102000.00000000 NS USD 102000.00000000 0.047992195156 Long STIV RF US N 1 N N SoFi Consumer Loan Program Trust N/A SoFi Consumer Loan Program Trust, Series 2026-2, Class A 83408EAA1 230714.98000000 PA USD 230471.25000000 0.108439423608 Long ABS-O CORP US Y 2 2036-03-25 Fixed 4.27000000 N N N N N N Stellantis Financial Services US Corp. 5493000KNKFDOC1BOW59 Stellantis Financial Services US Corp. 85855FAA1 400000.00000000 PA USD 397207.90000000 0.186890971124 Long DBT CORP US Y 2 2028-09-15 Fixed 4.95000000 N N N N N N GLS Auto Select Receivables Trust N/A GLS Auto Select Receivables Trust, Series 2024-1A, Class A2 37988XAB1 32661.44000000 PA USD 32790.52000000 0.015428323873 Long ABS-O CORP US Y 2 2030-03-15 Fixed 5.24000000 N N N N N N Pagaya AI Debt Grantor Trust N/A Pagaya AI Debt Grantor Trust, Series 2026-R2, Class B 69490AAC3 715000.00000000 PA USD 714286.14000000 0.336079998321 Long ABS-O CORP US Y 2 2034-02-15 Fixed 5.68900000 N N N N N N GS Mortgage-Backed Securities Trust 254900RIVK2GCJ08H839 GS Mortgage-Backed Securities Trust, Series 2025-HE1, Class A1 36272NAA2 360488.90000000 PA USD 362127.32000000 0.170385147187 Long ABS-MBS CORP US Y 2 2055-10-25 Floating 5.17776120 N N N N N N Octane Receivables Trust N/A Octane Receivables Trust, Series 2024-RVM1, Class A 67579FAA4 265302.77000000 PA USD 266713.33000000 0.125491746904 Long ABS-O CORP US Y 2 2046-01-22 Fixed 5.01000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 5460, Class FA 3137HFS63 425635.23000000 PA USD 428068.86000000 0.201411414408 Long ABS-MBS USGSE US N 2 2054-10-25 Floating 4.67776080 N N N N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 Capital One Financial Corp. 14040HCS2 725000.00000000 PA USD 726806.34000000 0.341970899123 Long DBT CORP US N 2 2028-05-10 Variable 4.92700000 N N N N N N J.P. Morgan Mortgage Trust 529900ELA1S09AZO9Q54 J.P. Morgan Mortgage Trust, Series 2024-HE2, Class A1 46593HAA6 536260.91000000 PA USD 537388.24000000 0.252847463618 Long ABS-O CORP US Y 2 2054-10-20 Floating 4.81205880 N N N N N N AerCap Ireland Capital DAC N/A AerCap Ireland Capital DAC 00774MAR6 525000.00000000 PA USD 525345.22000000 0.247181081597 Long DBT CORP IE N 2 2027-10-15 Fixed 4.62500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 5475, Class FJ 3137HHDL2 285899.40000000 PA USD 286952.91000000 0.135014706446 Long ABS-MBS USGSE US N 2 2054-11-25 Floating 4.87775880 N N N N N N Jefferies Financial Group, Inc. 549300HOF34RGOJ5YL07 Jefferies Financial Group, Inc. 47233WLT4 940000.00000000 PA USD 938529.60000000 0.441589173762 Long DBT CORP US N 2 2027-02-11 Fixed 4.30000000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 Societe Generale SA 83368JKF6 950000.00000000 PA USD 949592.37000000 0.446794336672 Long DBT CORP FR Y 2 2026-08-19 Fixed 4.25000000 N N N N N N Stellantis Finance US, Inc. 549300QZ0AI8Q7LNON33 Stellantis Finance US, Inc. 85855CAA8 1655000.00000000 PA USD 1626180.11000000 0.765136796072 Long DBT CORP US Y 2 2027-01-29 Fixed 1.71100000 N N N N N HYT Commercial Mortgage Trust N/A HYT Commercial Mortgage Trust, Series 2024-RGCY, Class A 449173AA1 280000.00000000 PA USD 280716.18000000 0.132080251904 Long ABS-MBS CORP US Y 2 2041-09-15 Floating 5.46684840 N N N N N N Ally Bank N/A Ally Bank, Series 2026-A, Class B 02009EAB2 231802.28000000 PA USD 231486.06000000 0.108916903604 Long ABS-O CORP US Y 2 2034-03-15 Fixed 4.70900000 N N N N N N OneMain Financial Issuance Trust N/A OneMain Financial Issuance Trust, Series 2020-2A, Class A 682696AA7 211208.31000000 PA USD 208904.89000000 0.098292198530 Long ABS-O CORP US Y 2 2035-09-14 Fixed 1.75000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 UBS Group AG 225401AC2 2095000.00000000 PA USD 2086055.84000000 0.981513715504 Long DBT CORP CH Y 2 2028-01-09 Fixed 4.28200000 N N N N N N Marex Group plc 549300DWX0SVICJAL507 Marex Group plc 566539AB8 705000.00000000 PA USD 710081.40000000 0.334101618883 Long DBT CORP GB N 2 2028-05-08 Fixed 5.82900000 N N N N N N Dell International LLC N/A Dell International LLC 24703TAE6 672000.00000000 PA USD 672287.81000000 0.316319291952 Long DBT CORP US N 2 2026-10-01 Fixed 4.90000000 N N N N N N Lendbuzz Securitization Trust N/A Lendbuzz Securitization Trust, Series 2026-1A, Class A2 525952AB3 439446.77000000 PA USD 438548.94000000 0.206342414846 Long ABS-O CORP US Y 2 2030-07-15 Fixed 4.68000000 N N N N N N FHF Issuer Trust N/A FHF Issuer Trust, Series 2024-2A, Class A2 30336NAC5 22157.30000000 PA USD 22259.56000000 0.010473383800 Long ABS-O CORP US Y 2 2030-06-15 Fixed 5.89000000 N N N N N N TX Trust N/A TX Trust, Series 2024-HOU, Class A 90216DAA0 510000.00000000 PA USD 510144.02000000 0.240028738882 Long ABS-MBS CORP US Y 2 2039-06-15 Floating 5.21676000 N N N N N N Aviation Capital Group LLC 549300ODEK8HY3445C77 Aviation Capital Group LLC 05369AAL5 950000.00000000 PA USD 944883.60000000 0.444578805213 Long DBT CORP US Y 2 2026-09-20 Fixed 1.95000000 N N N N N N N/A N/A U.S. Treasury 5 Year Notes N/A -16.00000000 NC USD -1151.39000000 -0.00054174248 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short N/A U.S. Treasury 5 Year Notes 2026-09-30 -1712750.00000000 USD -1151.39000000 N N N PRA Health Sciences, Inc. 549300R1HR1VWWHIAK47 PRA Health Sciences, Inc. 45569KAA1 347000.00000000 PA USD 346774.92000000 0.163161663099 Long DBT CORP US Y 2 2026-07-15 Fixed 2.87500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 5326, Class FA 3137HAEW2 459192.36000000 PA USD 462288.67000000 0.217512235975 Long ABS-MBS USGSE US N 2 2053-08-25 Floating 4.72776120 N N N N N N PEAC Solutions Receivables LLC N/A PEAC Solutions Receivables LLC, Series 2024-1A, Class A2 69433BAB3 110382.73000000 PA USD 110826.85000000 0.052145331508 Long ABS-O CORP US Y 2 2027-06-21 Fixed 5.79000000 N N N N N N Figre N/A Figre, Series 2026-FL2, Class A1 316928AA8 360000.00000000 PA USD 361482.88000000 0.170081930616 Long ABS-O CORP US Y 2 2056-06-25 Variable 5.51599920 N N N N N N FHLMC STACR REMIC Trust 529900N6M839KA246662 FHLMC STACR REMIC Trust, Series 2024-DNA1, Class M1 35564NAX1 30426.58000000 PA USD 30527.74000000 0.014363659370 Long ABS-MBS CORP US Y 2 2044-02-25 Floating 4.97775960 N N N N N N Bank of Ireland Group plc 635400C8EK6DRI12LJ39 Bank of Ireland Group plc 06279JAB5 2566000.00000000 PA USD 2551672.79000000 1.200591946218 Long DBT CORP IE Y 2 2027-09-30 Variable 2.02900000 N N N N N N Sumisho Air Lease Corp. 5493004NW4M4P8TMMK63 Sumisho Air Lease Corp. 00912XAV6 1210000.00000000 PA USD 1201210.31000000 0.565183525705 Long DBT CORP US N 2 2027-04-01 Fixed 3.62500000 N N N N N N SHR Trust N/A SHR Trust, Series 2024-LXRY, Class A 784234AA4 605000.00000000 PA USD 606613.17000000 0.285418604307 Long ABS-MBS CORP US Y 2 2041-10-15 Floating 5.57538840 N N N N N N PEAC Solutions Receivables LLC N/A PEAC Solutions Receivables LLC, Series 2024-2A, Class A2 69392BAB2 41940.01000000 PA USD 41980.35000000 0.019752246568 Long ABS-O CORP US Y 2 2027-04-20 Fixed 4.74000000 N N N N N N DB Master Finance LLC 549300F17UZJL70BPB08 DB Master Finance LLC, Series 2017-1A, Class A2II 233046AF8 1305602.50000000 PA USD 1292981.63000000 0.608363007071 Long ABS-O CORP US Y 2 2047-11-20 Fixed 4.03000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 5513, Class FA 3137HKE42 264660.60000000 PA USD 265925.02000000 0.125120837813 Long ABS-MBS USGSE US N 2 2055-03-25 Floating 4.62776040 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 Goldman Sachs Group, Inc. (The) 38141GZR8 250000.00000000 PA USD 248381.58000000 0.116866443732 Long DBT CORP US N 2 2028-03-15 Variable 3.61500000 N N N N N N Rogers Communications, Inc. 54930030NVF3Y2OL0A78 Rogers Communications, Inc. 77511MGG0 2060000.00000000 PA USD 2056316.72000000 0.967521111084 Long STIV CORP CA N 2 2026-07-16 None 0.00000000 N N N N N N RCKT Trust N/A RCKT Trust, Series 2025-1A, Class A 74939RAA9 108269.94000000 PA USD 108432.86000000 0.051018931162 Long ABS-O CORP US Y 2 2034-07-25 Fixed 4.90000000 N N N N N N Pagaya Ai Debt Grantor Trust N/A Pagaya Ai Debt Grantor Trust, Series 2024-9, Class A 69546QAA6 71539.54000000 PA USD 71592.04000000 0.033684893680 Long ABS-O CORP US Y 2 2032-03-15 Fixed 5.06500000 N N N N N N TELUS Corp. 894500TX134IMF6NW757 TELUS Corp. 87974WKD9 1170000.00000000 PA USD 1154831.42000000 0.543361714529 Long STIV CORP CA N 2 2026-10-13 None 0.00000000 N N N N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 Eversource Energy 30040WAQ1 1187000.00000000 PA USD 1175246.15000000 0.552967084198 Long DBT CORP US N 2 2027-03-01 Fixed 2.90000000 N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co. 46647PEA0 5122000.00000000 PA USD 5138475.02000000 2.417712705575 Long DBT CORP US N 2 2028-01-23 Variable 5.04000000 N N N N N N Antares Holdings LP 5493008EAIGV4283RM42 Antares Holdings LP 03666HAD3 250000.00000000 PA USD 246436.05000000 0.115951049071 Long DBT CORP US Y 2 2027-01-15 Fixed 2.75000000 N N N N N N CaixaBank SA 7CUNS533WID6K7DGFI87 CaixaBank SA 12803RAA2 865000.00000000 PA USD 885230.84000000 0.416511482668 Long DBT CORP ES Y 2 2029-01-18 Variable 6.20800000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2023-149, Class NF 38384DGY7 214616.77000000 PA USD 215892.12000000 0.101579772116 Long ABS-MBS USGA US N 2 2053-10-20 Floating 4.65872040 N N N N N N Truist Bank Auto Credit-Linked Notes N/A Truist Bank Auto Credit-Linked Notes, Series 2025-1, Class B 897926CB5 483782.58000000 PA USD 482291.27000000 0.226923693650 Long ABS-O CORP US Y 2 2033-09-26 Fixed 4.72800000 N N N N N N SoFi Consumer Loan Program Trust N/A SoFi Consumer Loan Program Trust, Series 2025-1, Class A 83406YAA9 103363.40000000 PA USD 103526.36000000 0.048710365421 Long ABS-O CORP US Y 2 2034-02-27 Fixed 4.80000000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 Societe Generale SA 83368RBV3 1065000.00000000 PA USD 1070265.30000000 0.503572364188 Long DBT CORP FR Y 2 2028-01-19 Variable 5.51900000 N N N N N N Citadel LP 549300IPM6EKPVUPFL67 Citadel LP 17288XAB0 1041000.00000000 PA USD 1040187.18000000 0.489420256296 Long DBT CORP US Y 2 2027-01-15 Fixed 4.87500000 N N N N N N CVS Health Corp. 549300EJG376EN5NQE29 CVS Health Corp. 126650DF4 591000.00000000 PA USD 589871.15000000 0.277541287727 Long DBT CORP US N 2 2026-08-15 Fixed 3.00000000 N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 Hyundai Capital America 44891ADU8 2469000.00000000 PA USD 2478835.93000000 1.166321350142 Long DBT CORP US Y 2 2027-06-23 Fixed 4.87500000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 BPCE SA 05571AAQ8 875000.00000000 PA USD 880279.85000000 0.414181983861 Long DBT CORP FR Y 2 2027-10-19 Variable 6.61200000 N N N N N N Sammons Financial Group, Inc. 254900SHCOQLVJ21CT59 Sammons Financial Group, Inc. 79588TAC4 1010000.00000000 PA USD 1007271.46000000 0.473933024355 Long DBT CORP US Y 2 2027-05-12 Fixed 4.45000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2024-33, Class KF 3136BSFC4 269236.06000000 PA USD 271107.36000000 0.127559189505 Long ABS-MBS USGSE US N 2 2054-01-25 Floating 4.57776000 N N N N N N Truist Bank Auto Credit-Linked Notes N/A Truist Bank Auto Credit-Linked Notes, Series 2026-1, Class B 897926DQ1 250000.00000000 PA USD 249776.98000000 0.117522995782 Long ABS-O CORP US Y 2 2034-06-26 Fixed 5.06700000 N N N N N N Theorem Funding Trust N/A Theorem Funding Trust, Series 2022-2A, Class B 88339FAB9 451419.69000000 PA USD 452127.52000000 0.212731295839 Long ABS-O CORP US Y 2 2028-12-15 Fixed 9.27000000 N N N N N N CaixaBank SA 7CUNS533WID6K7DGFI87 CaixaBank SA 12803RAB0 1696000.00000000 PA USD 1703166.67000000 0.801359874621 Long DBT CORP ES Y 2 2027-09-13 Variable 6.68400000 N N N N N N NatWest Markets plc RR3QWICWWIPCS8A4S074 NatWest Markets plc 63906YAT5 1075000.00000000 PA USD 1064249.17000000 0.500741704531 Long DBT CORP GB Y 2 2028-11-06 Fixed 4.17400000 N N N N N GWT N/A GWT, Series 2024-WLF2, Class A 362414AA2 315000.00000000 PA USD 316139.61000000 0.148747390783 Long ABS-MBS CORP US Y 2 2041-05-15 Floating 5.31663120 N N N N N N Liberty Mutual Insurance Co. CNC20I6IOMGF7KY49D67 Liberty Mutual Insurance Co. 53079QAC1 1475000.00000000 PA USD 1487876.16000000 0.700063167059 Long DBT CORP US Y 2 2026-10-15 Fixed 7.87500000 N N N N N N Navistar Financial Dealer Note Master Owner Trust II N/A Navistar Financial Dealer Note Master Owner Trust II, Series 2025-1, Class A 63938PBZ1 186000.00000000 PA USD 185463.22000000 0.087262618124 Long ABS-O CORP US Y 2 2030-09-25 Fixed 4.18000000 N N N N N N HCA, Inc. L3CJ6J7LJ2DX62FTXD46 HCA, Inc. 404119BU2 1087000.00000000 PA USD 1086643.80000000 0.511278640349 Long DBT CORP US N 2 2027-02-15 Fixed 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 5391, Class FA 3137HBUG7 1687135.05000000 PA USD 1701519.65000000 0.800584932412 Long ABS-MBS USGSE US N 2 2054-03-25 Floating 4.82775840 N N N N N N Smith & Nephew plc 213800ZTMDN8S67S1H61 Smith & Nephew plc 83192PAC2 507000.00000000 PA USD 508879.53000000 0.239433781520 Long DBT CORP GB N 2 2027-03-20 Fixed 5.15000000 N N N N N N Macquarie Group Ltd. ACMHD8HWFMFUIQQ8Y590 Macquarie Group Ltd. 55607PAF2 775000.00000000 PA USD 769569.50000000 0.362091466968 Long DBT CORP AU Y 2 2027-09-23 Variable 1.62900000 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 Banco Santander SA 05964HAQ8 2505000.00000000 PA USD 2498333.02000000 1.175494959439 Long DBT CORP ES N 2 2028-03-24 Variable 4.17500000 N N N N N N HCA, Inc. L3CJ6J7LJ2DX62FTXD46 HCA, Inc. 40412DK16 525000.00000000 PA USD 518983.66000000 0.244187893078 Long STIV CORP US N 2 2026-10-01 None 0.00000000 N N N N N N Volkswagen Group of America Finance LLC 5493002SQ1AVQBY41K40 Volkswagen Group of America Finance LLC 928668CV2 620000.00000000 PA USD 618120.98000000 0.290833163752 Long DBT CORP US Y 2 2027-09-11 Fixed 4.45000000 N N N N N N Ashtead Capital, Inc. 213800J1134IW58IC398 Ashtead Capital, Inc. 045054AN3 1635000.00000000 PA USD 1628970.32000000 0.766449622571 Long DBT CORP US Y 2 2026-08-12 Fixed 1.50000000 N N N N N N Taco Bell Funding LLC N/A Taco Bell Funding LLC, Series 2018-1A, Class A2II 87342RAE4 242887.50000000 PA USD 242467.79000000 0.114083936244 Long ABS-O CORP US Y 2 2048-11-25 Fixed 4.94000000 N N N N N N Octane Receivables Trust N/A Octane Receivables Trust, Series 2024-2A, Class A2 67578YAB2 104434.94000000 PA USD 104940.38000000 0.049375678399 Long ABS-O CORP US Y 2 2032-07-20 Fixed 5.80000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2025-63, Class FA 3136BWXU5 310423.32000000 PA USD 312058.06000000 0.146826973684 Long ABS-MBS USGSE US N 2 2055-08-25 Floating 4.77776160 N N N N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 Bank of Montreal 06368D3U6 1250000.00000000 PA 890974.79000000 0.419214078446 Long DBT CORP CA N 2 2027-06-01 Fixed 4.30900000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, Strips, Series 406, Class F12 3133Q3GP0 222412.36000000 PA USD 224860.34000000 0.105799424709 Long ABS-MBS USGSE US N 2 2053-10-25 Floating 4.92775920 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co. 949746SZ5 1300000.00000000 PA 914514.37000000 0.430289726655 Long DBT CORP US N 2 2027-02-18 Fixed 2.49300000 N N N N N N Brookfield Renewable Partners LP VA8DFMRI2GY8Y7V79H93 Brookfield Renewable Partners LP 11284XGN5 2060000.00000000 PA USD 2054991.52000000 0.966897588957 Long STIV CORP BM N 2 2026-07-22 None 0.00000000 N N N N N N Prodigy Finance DAC 635400HTAZNW3LYYMQ40 Prodigy Finance DAC, Series 2021-1A, Class A 742855AA7 301415.13000000 PA USD 300976.84000000 0.141613129833 Long ABS-O CORP IE Y 2 2051-07-25 Floating 5.01282000 N N N N N N Reach ABS Trust N/A Reach ABS Trust, Series 2025-1A, Class A 75525PAA0 107860.40000000 PA USD 107964.16000000 0.050798402320 Long ABS-O CORP US Y 2 2032-08-16 Fixed 4.96000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2024-30, Class LF 38384JNF7 204776.59000000 PA USD 205544.45000000 0.096711072135 Long ABS-MBS USGA US N 2 2054-02-20 Floating 4.60872000 N N N N N N Athene Global Funding 549300LM1QSI4MSIL320 Athene Global Funding 04685A4A6 617000.00000000 PA USD 617439.69000000 0.290512608824 Long DBT CORP US Y 2 2026-08-27 Fixed 4.86000000 N N N N N N NMEF Funding LLC N/A NMEF Funding LLC, Series 2026-A, Class A2 62919FAB2 610000.00000000 PA USD 607839.87000000 0.285995781031 Long ABS-O CORP US Y 2 2034-02-15 Fixed 4.09000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 Bank of America Corp. 06051GLV9 925000.00000000 PA USD 927749.24000000 0.436516888066 Long DBT CORP US N 2 2027-09-15 Variable 5.93300000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 5499, Class FQ 3137HJX44 386005.77000000 PA USD 389129.15000000 0.183089824588 Long ABS-MBS USGSE US N 2 2055-02-25 Floating 4.77776160 N N N N N N American National Group, Inc. 549300RK5RZQ740FPL83 American National Group, Inc. 025676AM9 1620000.00000000 PA USD 1622926.21000000 0.763605797995 Long DBT CORP US N 2 2027-06-15 Fixed 5.00000000 N N N N N FHF Issuer Trust N/A FHF Issuer Trust, Series 2023-2A, Class A2 30333LAB4 33493.51000000 PA USD 33690.64000000 0.015851840880 Long ABS-O CORP US Y 2 2029-10-15 Fixed 6.79000000 N N N N N N Danske Bank A/S MAES062Z21O4RZ2U7M96 Danske Bank A/S 23636ABC4 1025000.00000000 PA USD 1023845.78000000 0.481731436120 Long DBT CORP DK Y 2 2028-04-01 Variable 4.29800000 N N N N N N MasTec, Inc. 549300TMDIT8WREDOF45 MasTec, Inc. 576323AP4 777000.00000000 PA USD 769691.29000000 0.362148770590 Long DBT CORP US Y 2 2028-08-15 Fixed 4.50000000 N N N N N N US Bank NA 6BYL5QZYBDK8S7L73M02 US Bank NA 90331HPS6 780000.00000000 PA USD 781889.80000000 0.367888312478 Long DBT CORP US N 2 2028-05-15 Variable 4.73000000 N N N N N Icon Investments Six DAC 635400FQ1M7J2CHLAS59 Icon Investments Six DAC 45115AAA2 855000.00000000 PA USD 861846.85000000 0.405509041378 Long DBT CORP IE N 2 2027-05-08 Fixed 5.80900000 N N N N N N Pagaya AI Debt Grantor Trust N/A Pagaya AI Debt Grantor Trust, Series 2025-1, Class A2 69544NAB3 706484.97000000 PA USD 707488.32000000 0.332881544359 Long ABS-O CORP US Y 2 2032-07-15 Fixed 5.15600000 N N N N N N Extended Stay America Trust N/A Extended Stay America Trust, Series 2026-ESH2, Class A 30227WAA1 304499.11000000 PA USD 305246.87000000 0.143622228981 Long ABS-MBS CORP US Y 2 2043-02-15 Floating 4.82538960 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 5410, Class FE 3137HCV82 497074.45000000 PA USD 501320.39000000 0.235877117578 Long ABS-MBS USGSE US N 2 2054-05-25 Floating 4.72776120 N N N N N N Extended Stay America Trust N/A Extended Stay America Trust, Series 2026-ESH2, Class B 30227WAC7 435667.96000000 PA USD 437622.72000000 0.205906617483 Long ABS-MBS CORP US Y 2 2043-02-15 Floating 5.02539120 N N N N N N NRTH Commercial Mortgage Trust N/A NRTH Commercial Mortgage Trust, Series 2025-PARK, Class A 669985AA1 125000.00000000 PA USD 125472.08000000 0.059036083824 Long ABS-MBS CORP US Y 2 2040-10-15 Floating 5.01865920 N N N N N N Huntington National Bank (The) 2WHM8VNJH63UN14OL754 Huntington National Bank (The) 44644MAK7 700000.00000000 PA USD 701462.94000000 0.330046532468 Long DBT CORP US N 2 2028-04-12 Variable 4.87100000 N N N N N N RCKTL N/A RCKTL, Series 2025-2A, Class A 74939HAA1 214245.84000000 PA USD 214383.81000000 0.100870094588 Long ABS-O CORP US Y 2 2034-11-27 Fixed 4.48000000 N N N N N N Crossroads Asset Trust N/A Crossroads Asset Trust, Series 2025-A, Class A2 22767VAB4 513714.38000000 PA USD 515991.52000000 0.242780056148 Long ABS-O CORP US Y 2 2032-02-20 Fixed 4.91000000 N N N N N N Radian Group, Inc. 54930005OUP720S5U385 Radian Group, Inc. 750236AW1 1512000.00000000 PA USD 1510763.18000000 0.710831778141 Long DBT CORP US N 2 2027-03-15 Fixed 4.87500000 N N N N N N Santander Bank Auto Credit-Linked Notes N/A Santander Bank Auto Credit-Linked Notes, Series 2025-A, Class B 80290CCR3 264712.00000000 PA USD 263557.38000000 0.124006835451 Long ABS-O CORP US Y 2 2034-01-16 Fixed 4.48400000 N N N N N N Great Wolf Trust N/A Great Wolf Trust, Series 2024-WOLF, Class A 39152MAA3 261000.00000000 PA USD 261812.70000000 0.123185943068 Long ABS-MBS CORP US Y 2 2039-03-15 Floating 5.16738960 N N N N N N Swedbank AB M312WZV08Y7LYUC71685 Swedbank AB 87020PAX5 200000.00000000 PA USD 200626.70000000 0.094397213138 Long DBT CORP SE Y 2 2026-09-12 Fixed 6.13600000 N N N N N N Athene Global Funding 549300LM1QSI4MSIL320 Athene Global Funding 04685A2K6 755000.00000000 PA USD 750496.16000000 0.353117237012 Long DBT CORP US Y 2 2026-11-12 Fixed 2.95000000 N N N N N N SERVPRO Master Issuer LLC N/A SERVPRO Master Issuer LLC, Series 2021-1A, Class A2 817743AE7 399000.00000000 PA USD 379732.97000000 0.178668811801 Long ABS-O CORP US Y 2 2051-04-25 Fixed 2.39400000 N N N N N N 2026-07-30 Morgan Stanley ETF Trust James F. Kirchner James F. Kirchner Principal Financial Officer XXXX