Ultra-Short Term Fixed Income Fund

Fund Profile

Fund profile

Tickers

TSDUX

Fund manager

Morgan Stanley Pathway Funds

Total assets

$331.01 mm

Liabilities

$15.92 mm

Net assets

$315.09 mm

Number of holdings

309.00

Top 200 of 309 Holdings

As of Aug 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
FUTURE CONTRACT ON 3 MONTH SOFR FUT SEP24 0.00000000	29.48 mm	124.00 contracts	9.35	Interest rate derivative	N/A	USA
UNITED STATES TREASURY BILL ZCP 0.00000000	11.65 mm	11.80 mm principal	3.70	Short-term investment vehicle	Long	USA
UNITED STATES TREASURY INFLATION INDEXED BONDS 2.12500000	10.66 mm	10.46 mm shares	3.38	Debt	Long	USA
FNMA 30YR TBA 5.5% OCT 24 TO BE ANNOUNCED 5.50000000	5.04 mm	5.00 mm shares	1.60	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY INFLATION INDEXED BONDS 0.37500000	4.93 mm	5.03 mm shares	1.57	Debt	Long	USA
C Citigroup Inc.	4.34 mm	4.40 mm shares	1.38	Debt	Long	USA
NMR Nomura Holdings, Inc.	3.66 mm	3.70 mm shares	1.16	Debt	Long	Japan
RAI Reynolds American Inc	3.16 mm	3.17 mm shares	1.00	Debt	Long	USA
VERIZON MASTER TRUST SER 2024-1 CL A1B V/R REGD 6.00353000	3.01 mm	3.00 mm shares	0.96	ABS-collateralized bond/debt obligation	Long	USA
TRILLIUM CREDIT CARD TRUST II SER 2023-3A CL A V/R REGD 144A P/P 6.16619500	3.01 mm	3.00 mm shares	0.96	ABS-collateralized bond/debt obligation	Long	Canada
TRILLIUM CREDIT CARD TRUST II SER 2024-1A CL A V/R REGD 144A P/P 6.06617700	3.01 mm	3.00 mm shares	0.95	ABS-collateralized bond/debt obligation	Long	Canada
AMERICAN HONDA FINANCE REGD V/R MTN 5.91571800	3.00 mm	3.00 mm shares	0.95	Debt	Long	USA
TESLA ELECTRIC VEHICLE TRUST 2023-1 SER 2023-1 CL A2B V/R REGD 144A P/P 5.87319000	3.00 mm	3.00 mm shares	0.95	ABS-collateralized bond/debt obligation	Long	USA
FEDERAL HOME LOAN MORTGAGE CORP MTN 5.65000000	3.00 mm	3.00 mm shares	0.95	ABS-mortgage backed security	Long	USA
ALLY Ally Financial Inc.	3.00 mm	3.00 mm shares	0.95	Debt	Long	USA
VMW Vmware, Inc.	2.99 mm	3.00 mm shares	0.95	Debt	Long	USA
EFX Equifax Inc.	2.98 mm	3.00 mm shares	0.95	Debt	Long	USA
HII Huntington Ingalls Industries, Inc.	2.97 mm	3.00 mm shares	0.94	Debt	Long	USA
SANTANDER HOLDINGS USA REGD 3.45000000	2.96 mm	3.00 mm shares	0.94	Debt	Long	USA
FORD CREDIT AUTO LEASE TRUST 2024-A SER 2024-A CL A2B V/R REGD 5.85353000	2.93 mm	2.93 mm shares	0.93	ABS-collateralized bond/debt obligation	Long	USA
BA The Boeing Company	2.89 mm	2.90 mm shares	0.92	Debt	Long	USA
ATHENE GLOBAL FUNDING REGD V/R 144A P/P 6.58078500	2.71 mm	2.70 mm shares	0.86	Debt	Long	USA
WELLS FARGO & COMPANY REGD V/R MTN 2.40600000	2.69 mm	2.70 mm shares	0.85	Debt	Long	USA
CITIGROUP COMMERCIAL MORTGAGE TRUST 2021-KEYS SER 2021-KEYS CL A V/R REGD 144A P/P 6.63148000	2.68 mm	2.70 mm shares	0.85	ABS-collateralized bond/debt obligation	Long	USA
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-122 CL FA V/R 3.00000000	2.64 mm	3.05 mm shares	0.84	ABS-collateralized bond/debt obligation	Long	USA
HYUNDAI CAPITAL AMERICA REGD V/R 144A P/P 6.51649700	2.61 mm	2.60 mm shares	0.83	Debt	Long	USA
HCA INC REGD 5.25000000	2.60 mm	2.60 mm shares	0.82	Debt	Long	USA
AERCAP IRELAND CAP/GLOBA REGD 3.50000000	2.58 mm	2.60 mm shares	0.82	Debt	Long	Ireland
ISRAEL ELECTRIC CORP LTD REGD SER 6 5.00000000	2.50 mm	2.50 mm shares	0.79	Debt	Long	Israel
UBS AG STAMFORD CT REGD MTN 3.62500000	2.50 mm	2.50 mm shares	0.79	Debt	Long	USA
GS MORTGAGE SECURITIES CORP TRUST 2022-GTWY SER 2022-GTWY CL A V/R REGD 144A P/P 8.73700000	2.50 mm	2.50 mm shares	0.79	ABS-collateralized bond/debt obligation	Long	USA
CITIZENS AUTO RECEIVABLES TRUST 2024-1 SER 2024-1 CL A2B V/R REGD 144A P/P 5.95353000	2.46 mm	2.46 mm shares	0.78	ABS-collateralized bond/debt obligation	Long	USA
BNP PARIBAS REGD 144A P/P 3.37500000	2.31 mm	2.33 mm shares	0.73	Debt	Long	France
MASTER CREDIT CARD TRUST II SER 2023-2A CL A V/R REGD 144A P/P 6.20353000	2.31 mm	2.30 mm shares	0.73	ABS-collateralized bond/debt obligation	Long	Canada
WORLD OMNI AUTO RECEIVABLES TRUST 2023-D SER 2023-D CL A2A REGD 5.91000000	2.29 mm	2.28 mm shares	0.73	ABS-collateralized bond/debt obligation	Long	USA
HSBC HSBC Holdings plc	2.29 mm	2.30 mm shares	0.73	Debt	Long	UK
SOCIETE GENERALE REGD 144A P/P MTN 2.62500000	2.27 mm	2.30 mm shares	0.72	Debt	Long	France
FNMA 30YR TBA 5.5% SEP 24 TO BE ANNOUNCED 5.50000000	2.22 mm	2.20 mm shares	0.70	ABS-mortgage backed security	Long	USA
DANSKE BANK A/S REGD V/R 144A P/P 6.46600000	2.21 mm	2.20 mm shares	0.70	Debt	Long	Denmark
MASTER CREDIT CARD TRUST II SER 2024-1A CL A V/R REGD 144A P/P 6.10353000	2.21 mm	2.20 mm shares	0.70	ABS-collateralized bond/debt obligation	Long	Canada
JDE PEET'S NV REGD 144A P/P 0.80000000	2.09 mm	2.10 mm shares	0.66	Debt	Long	Netherlands
DEUTSCHE BANK NY REGD V/R 3.96100000	2.09 mm	2.10 mm shares	0.66	Debt	Long	USA
ARI FLEET LEASE TRUST 2024-B SER 2024-B CL A2 REGD 144A P/P 5.54000000	2.02 mm	2.00 mm shares	0.64	ABS-collateralized bond/debt obligation	Long	USA
TRINITAS CLO XII LTD SER 2020-12A CL A1R V/R REGD 144A P/P 6.65460000	2.00 mm	2.00 mm shares	0.64	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CARMAX AUTO OWNER TRUST 2024-3 SER 2024-3 CL A2B V/R REGD 5.82353000	2.00 mm	2.00 mm shares	0.63	ABS-collateralized bond/debt obligation	Long	USA
DAL Delta Air Lines, Inc.	1.99 mm	2.00 mm shares	0.63	Debt	Long	USA
SCBFY Standard Chartered PLC	1.98 mm	2.00 mm shares	0.63	Debt	Long	UK
APTIV PLC / APTIV CORP REGD 2.39600000	1.97 mm	2.00 mm shares	0.63	Debt	Long	Ireland
FORD MOTOR CREDIT CO LLC REGD 2.30000000	1.97 mm	2.00 mm shares	0.63	Debt	Long	USA
ING GROEP NV REGD V/R 6.38076000	1.90 mm	1.90 mm shares	0.60	Debt	Long	Netherlands
EXTENDED STAY AMERICA TRUST 2021-ESH SER 2021-ESH CL A V/R REGD 144A P/P 6.53148000	1.88 mm	1.89 mm shares	0.60	ABS-collateralized bond/debt obligation	Long	USA
BAYER US FINANCE II LLC REGD 144A P/P 4.25000000	1.88 mm	1.90 mm shares	0.60	Debt	Long	USA
OSD CLO 2021-23 LTD SER 2021-23A CL A V/R REGD 144A P/P 6.41738000	1.79 mm	1.79 mm shares	0.57	ABS-collateralized bond/debt obligation	Long	Cayman Islands
JPMORGAN CHASE & CO REGD V/R 2.30100000	1.79 mm	1.80 mm shares	0.57	Debt	Long	USA
BCS Barclays PLC	1.77 mm	1.80 mm shares	0.56	Debt	Long	UK
NYO COMMERCIAL MORTGAGE TRUST 2021-1290 SER 2021-1290 CL A V/R REGD 144A P/P 6.54648000	1.74 mm	1.80 mm shares	0.55	ABS-collateralized bond/debt obligation	Long	USA
GOLDMAN SACHS GROUP INC REGD V/R 6.43071800	1.64 mm	1.64 mm shares	0.52	Debt	Long	USA
DEUTSCHE BANK NY REGD V/R 6.11900000	1.61 mm	1.60 mm shares	0.51	Debt	Long	USA
ING GROEP NV REGD V/R 7.01098000	1.61 mm	1.60 mm shares	0.51	Debt	Long	Netherlands
GENERAL MOTORS FINL CO REGD 2.90000000	1.58 mm	1.60 mm shares	0.50	Debt	Long	USA
WELLS FARGO & COMPANY REGD V/R MTN 2.16400000	1.58 mm	1.60 mm shares	0.50	Debt	Long	USA
ET+E Energy Transfer Operating, L.P.	1.57 mm	1.60 mm shares	0.50	Debt	Long	USA
M360 2021-CRE3 LTD SER 2021-CRE3 CL A V/R REGD 144A P/P 6.92593000	1.57 mm	1.58 mm shares	0.50	ABS-collateralized bond/debt obligation	Long	Cayman Islands
BWAY 2021-1450 MORTGAGE TRUST SER 2021-1450 CL A V/R REGD 144A P/P 6.70137000	1.53 mm	1.60 mm shares	0.48	ABS-collateralized bond/debt obligation	Long	USA
PFS FINANCING CORP SER 2023-D CL A V/R REGD 144A P/P 6.50353000	1.51 mm	1.50 mm shares	0.48	ABS-collateralized bond/debt obligation	Long	USA
NATIXIS COMMERCIAL MORTGAGE SECURITIES SER 2021-APPL CL A V/R REGD 144A P/P 6.55148000	1.51 mm	1.60 mm shares	0.48	ABS-collateralized bond/debt obligation	Long	USA
MARATHON CLO 14 LTD SER 2019-2A CL A1AR V/R REGD 144A P/P 6.66201000	1.50 mm	1.50 mm shares	0.48	ABS-collateralized bond/debt obligation	Long	Cayman Islands
WOODSIDE FINANCE LTD REGD P/P 3.65000000	1.49 mm	1.50 mm shares	0.47	Debt	Long	Australia
AVOLON HOLDINGS FNDG LTD REGD 144A P/P 2.87500000	1.48 mm	1.50 mm shares	0.47	Debt	Long	Ireland
CARMAX AUTO OWNER TRUST 2024-1 SER 2024-1 CL A2B V/R REGD 5.97353000	1.47 mm	1.46 mm shares	0.47	ABS-collateralized bond/debt obligation	Long	USA
NISSAN MOTOR ACCEPTANCE REGD 2.00000000	1.42 mm	1.50 mm shares	0.45	Debt	Long	USA
SCBFY Standard Chartered PLC	1.41 mm	1.40 mm shares	0.45	Debt	Long	UK
TOYOTA AUTO RECEIVABLES 2022-C OWNER TRUST SER 2022-C CL A3 REGD 3.76000000	1.38 mm	1.40 mm shares	0.44	ABS-collateralized bond/debt obligation	Long	USA
BMW VEHICLE LEASE TRUST 2024-1 SER 2024-1 CL A2B V/R REGD 5.74884000	1.38 mm	1.38 mm shares	0.44	ABS-collateralized bond/debt obligation	Long	USA
ELFI GRADUATE LOAN PROGRAM 2021-A LLC SER 2021-A CL A REGD 144A P/P 1.53000000	1.37 mm	1.55 mm shares	0.44	ABS-collateralized bond/debt obligation	Long	USA
HYUNDAI AUTO LEASE SECURITIZATION TR SER 2024-A CL A2B V/R REGD 144A P/P 5.85353000	1.36 mm	1.36 mm shares	0.43	ABS-collateralized bond/debt obligation	Long	USA
CITIGROUP MORTGAGE LOAN TRUST 2021-INV3 SER 2021-INV3 CL A11 V/R REGD 144A P/P 5.00000000	1.35 mm	1.45 mm shares	0.43	ABS-collateralized bond/debt obligation	Long	USA
BAYER US FINANCE LL REGD REG S 3.37500000	1.30 mm	1.30 mm shares	0.41	Debt	Long	USA
COMM 2021-2400 MORTGAGE TRUST SER 2021-2400 CL A V/R REGD 144A P/P 6.75148000	1.26 mm	1.32 mm shares	0.40	ABS-collateralized bond/debt obligation	Long	USA
BAX Baxter International Inc.	1.24 mm	1.25 mm shares	0.39	Debt	Long	USA
BMW US CAPITAL LLC REGD V/R 144A P/P 6.16560700	1.21 mm	1.20 mm shares	0.38	Debt	Long	USA
AXP American Express Company	1.20 mm	1.20 mm shares	0.38	Debt	Long	USA
BANK OF AMERICA CORP REGD V/R MTN 6.27373000	1.20 mm	1.20 mm shares	0.38	Debt	Long	USA
VERDELITE STATIC CLO 2024-1 LTD SER 2024-1A CL A V/R REGD 144A P/P 6.42388000	1.20 mm	1.20 mm shares	0.38	ABS-collateralized bond/debt obligation	Long	Jersey
ANCHORAGE CAPITAL CLO 6 LTD SER 2015-6A CL AR3 V/R REGD 144A P/P 6.76456000	1.20 mm	1.20 mm shares	0.38	ABS-collateralized bond/debt obligation	Long	Cayman Islands
SOUTHERN CALIF EDISON CO ZCP__ COMMERCIAL PAPER 0.00000000	1.20 mm	1.20 mm principal	0.38	Short-term investment vehicle	Long	USA
GA GLOBAL FUNDING TRUST REGD 144A P/P 0.80000000	1.20 mm	1.20 mm shares	0.38	Debt	Long	USA
AVIATION CAPITAL GROUP REGD 144A P/P 5.50000000	1.20 mm	1.20 mm shares	0.38	Debt	Long	USA
GS The Goldman Sachs Group, Inc.	1.20 mm	1.20 mm shares	0.38	Debt	Long	USA
BNP PARIBAS REGD V/R 144A P/P 2.81900000	1.19 mm	1.20 mm shares	0.38	Debt	Long	France
SABINE PASS LIQUEFACTION REGD SER WI 5.62500000	1.19 mm	1.19 mm shares	0.38	Debt	Long	USA
BANK OF AMERICA CORP REGD V/R MTN 3.38400000	1.19 mm	1.20 mm shares	0.38	Debt	Long	USA
UNITED STATES TREASURY INFLATION INDEXED BONDS 0.12500000	1.18 mm	1.21 mm shares	0.37	Debt	Long	USA
IMPERIAL BRANDS FIN PLC REGD 144A P/P 3.50000000	1.17 mm	1.20 mm shares	0.37	Debt	Long	UK
LCM LOAN INCOME FUND I LTD SER 1A CL A V/R REGD 144A P/P 6.57362000	1.16 mm	1.15 mm shares	0.37	ABS-collateralized bond/debt obligation	Long	Cayman Islands
NATIONAL BANK OF CANADA REGD V/R MTN SER GMTN 6.27078500	1.10 mm	1.10 mm shares	0.35	Debt	Long	Canada
TIAA CLO IV LTD SER 2018-1A CL A1AR V/R REGD 144A P/P 6.42201000	1.10 mm	1.10 mm shares	0.35	ABS-collateralized bond/debt obligation	Long	Cayman Islands
ARBOR REALTY COMMERCIAL REAL ESTATE NOTES 20 SER 2021-FL3 CL A V/R REGD 144A P/P 6.52137000	1.09 mm	1.10 mm shares	0.35	ABS-collateralized bond/debt obligation	Long	Cayman Islands
JPMORGAN CHASE & CO REGD V/R 2.00500000	1.08 mm	1.10 mm shares	0.34	Debt	Long	USA
GS MORTGAGE-BACKED SECURITIES CORP TRUST 2021 SER 2021-RPL1 CL A1 V/R REGD 144A P/P 1.75000000	1.08 mm	1.16 mm shares	0.34	ABS-collateralized bond/debt obligation	Long	USA
UNITED STATES TREASURY INFLATION INDEXED BONDS 0.12500000	1.07 mm	1.09 mm shares	0.34	Debt	Long	USA
VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2023-1 SER 2023-1 CL A2A REGD 5.50000000	1.06 mm	1.06 mm shares	0.34	ABS-collateralized bond/debt obligation	Long	USA
BXMT 2020-FL3 LTD SER 2020-FL3 CL A V/R REGD 144A P/P 6.85312000	1.06 mm	1.08 mm shares	0.34	ABS-collateralized bond/debt obligation	Long	Cayman Islands
AVOLON HOLDINGS FNDG LTD REGD 144A P/P 2.12500000	1.05 mm	1.10 mm shares	0.33	Debt	Long	Ireland
FORD CREDIT AUTO LEASE TRUST 2023-B SER 2023-B CL A2B V/R REGD 5.94353000	1.05 mm	1.05 mm shares	0.33	ABS-collateralized bond/debt obligation	Long	USA
GA GLOBAL FUNDING TRUST REGD V/R 144A P/P 6.73021700	1.03 mm	1.02 mm shares	0.33	Debt	Long	USA
SWEDBANK AB REGD REG S 5.33700000	1.02 mm	1.00 mm shares	0.32	Debt	Long	Sweden
HSBC HSBC Holdings plc	1.01 mm	1.00 mm shares	0.32	Debt	Long	UK
HERTZ VEHICLE FINANCING III LLC SER 2023-1A CL A REGD 144A P/P 5.49000000	1.01 mm	1.00 mm shares	0.32	ABS-collateralized bond/debt obligation	Long	USA
DLLAD 2024-1 LLC SER 2024-1A CL A2 REGD 144A P/P 5.50000000	1.01 mm	1.00 mm shares	0.32	ABS-collateralized bond/debt obligation	Long	USA
NATWEST MARKETS PLC REGD V/R 144A P/P 6.81963000	1.01 mm	1.00 mm shares	0.32	Debt	Long	UK
SFS AUTO RECEIVABLES SECURITIZATION TRUST 2 SER 2024-2A CL A2 REGD 144A P/P 5.71000000	1.00 mm	1.00 mm shares	0.32	ABS-collateralized bond/debt obligation	Long	USA
SBNA AUTO LEASE TRUST 2024-B SER 2024-B CL A2 REGD 144A P/P 5.67000000	1.00 mm	1.00 mm shares	0.32	ABS-collateralized bond/debt obligation	Long	USA
AMERICAN HONDA FINANCE REGD V/R MTN 6.14957800	1.00 mm	1.00 mm shares	0.32	Debt	Long	USA
LCM 31 LTD SER 31A CL AR V/R REGD 144A P/P 6.56201000	1.00 mm	1.00 mm shares	0.32	ABS-collateralized bond/debt obligation	Long	Cayman Islands
MMAF EQUIPMENT FINANCE LLC 2024-A SER 2024-A CL A2 REGD 144A P/P 5.20000000	1.00 mm	1.00 mm shares	0.32	ABS-collateralized bond/debt obligation	Long	USA
VENTURE 36 CLO LTD SER 2019-36A CL A1AR V/R REGD 144A P/P 6.67362000	1.00 mm	1.00 mm shares	0.32	ABS-collateralized bond/debt obligation	Long	Cayman Islands
AXP American Express Company	1.00 mm	1.00 mm shares	0.32	Debt	Long	USA
VOLKSWAGEN GROUP AMERICA REGD V/R 144A P/P 6.20033600	1.00 mm	1.00 mm shares	0.32	Debt	Long	USA
DLLST 2024-1 LLC SER 2024-1A CL A2 REGD 144A P/P 5.33000000	1.00 mm	1.00 mm shares	0.32	ABS-collateralized bond/debt obligation	Long	USA
OSCAR US FUNDING XVI LLC SER 2024-1A CL A2 REGD 144A P/P 5.48000000	999.63 k	1.00 mm shares	0.32	ABS-collateralized bond/debt obligation	Long	Japan
ENEL FINANCE INTL N REGD REG S 2.65000000	999.38 k	1.00 mm shares	0.32	Debt	Long	Netherlands
ENEL FINANCE INTL NV REGD 144A P/P 2.65000000	999.38 k	1.00 mm shares	0.32	Debt	Long	Netherlands
AOZORA BANK REGD 1.05000000	999.35 k	1.00 mm shares	0.32	Debt	Long	Japan
BAMLL COMMERCIAL MORTGAGE SECURITIES SER 2020-BHP3 CL A V/R REGD 144A P/P 7.35148000	997.83 k	1.00 mm shares	0.32	ABS-collateralized bond/debt obligation	Long	USA
FORD MOTOR CREDIT CO LLC REGD 4.68700000	995.26 k	1.00 mm shares	0.32	Debt	Long	USA
GENERAL MOTORS FINL CO REGD 4.35000000	994.87 k	1.00 mm shares	0.32	Debt	Long	USA
Energy Transfer LP	993.36 k	1.00 mm shares	0.32	Debt	Long	USA
SMB PRIVATE EDUCATION LOAN TRUST 2024-D SER 2024-D CL A1B V/R REGD 144A P/P 6.45353000	975.32 k	981.13 k shares	0.31	ABS-collateralized bond/debt obligation	Long	USA
CHASE AUTO OWNER TRUST 2024-2 SER 2024-2A CL A2 REGD 144A P/P 5.66000000	962.68 k	959.81 k shares	0.31	ABS-collateralized bond/debt obligation	Long	USA
FREDDIE MAC REMICS SER 4906 CL WF V/R 5.85024000	957.34 k	976.45 k shares	0.30	ABS-collateralized bond/debt obligation	Long	USA
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2017-H15 CL FE V/R 6.71710000	942.60 k	930.18 k shares	0.30	ABS-collateralized bond/debt obligation	Long	USA
ENEL FINANCE INTL NV REGD 144A P/P 4.50000000	915.85 k	921.00 k shares	0.29	Debt	Long	Netherlands
MERCEDES-BENZ FIN NA REGD V/R 144A P/P 5.99794500	901.61 k	900.00 k shares	0.29	Debt	Long	USA
BANK OF AMERICA CORP REGD V/R MTN 3.09300000	898.23 k	900.00 k shares	0.29	Debt	Long	USA
CARVANA AUTO RECEIVABLES TRUST 2023-P5 SER 2023-P5 CL A2 REGD 144A P/P 5.77000000	896.28 k	894.84 k shares	0.28	ABS-collateralized bond/debt obligation	Long	USA
LLOYDS BANKING GROUP PLC REGD V/R 4.71600000	896.21 k	900.00 k shares	0.28	Debt	Long	UK
LYG Lloyds Banking Group plc	888.91 k	900.00 k shares	0.28	Debt	Long	UK
M&T EQUIPMENT 2023-LEAF1 NOTES SER 2023-1A CL A2 REGD 144A P/P 6.09000000	887.44 k	885.10 k shares	0.28	ABS-collateralized bond/debt obligation	Long	USA
NISSAN MOTOR CO REGD 144A P/P 3.52200000	882.48 k	900.00 k shares	0.28	Debt	Long	Japan
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2016-H06 CL FD V/R 6.36640000	850.97 k	849.44 k shares	0.27	ABS-collateralized bond/debt obligation	Long	USA
TOYOTA LEASE OWNER TRUST 2023-B SER 2023-B CL A2B V/R REGD 144A P/P 5.90082000	838.31 k	837.71 k shares	0.27	ABS-collateralized bond/debt obligation	Long	USA
KUBOTA CREDIT OWNER TRUST 2023-1 SER 2023-1A CL A2 REGD 144A P/P 5.40000000	834.15 k	834.29 k shares	0.26	ABS-collateralized bond/debt obligation	Long	USA
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2024-H01 CL FB V/R 6.25319000	810.94 k	804.68 k shares	0.26	ABS-collateralized bond/debt obligation	Long	USA
TOWD POINT MORTGAGE TRUST 2021-SJ2 SER 2021-SJ2 CL A1A V/R REGD 144A P/P 2.25000000	806.11 k	836.99 k shares	0.26	ABS-collateralized bond/debt obligation	Long	USA
LEASEPLAN CORPORATION NV REGD 144A P/P 2.87500000	796.72 k	800.00 k shares	0.25	Debt	Long	Netherlands
GA GLOBAL FUNDING TRUST REGD 144A P/P 3.85000000	793.16 k	800.00 k shares	0.25	Debt	Long	USA
FANNIE MAE REMICS SER 2017-108 CL AF V/R 5.76332000	744.68 k	759.20 k shares	0.24	ABS-collateralized bond/debt obligation	Long	USA
GCAT 2022-CM1 TRUST SER 2022-HX1 CL A1 V/R REGD 144A P/P 2.88500000	738.90 k	793.85 k shares	0.23	ABS-collateralized bond/debt obligation	Long	USA
CASH COLLATERAL CME WFS /CCWFSXUS7 5.23000000	732.00 k	732.00 k shares	0.23	Short-term investment vehicle	Long	USA
BARCLAYS MORTGAGE LOAN TRUST 2024-NQM1 SER 2024-NQM1 CL A1 V/R REGD 144A P/P 5.90300000	726.98 k	704.12 k shares	0.23	ABS-collateralized bond/debt obligation	Long	USA
HYUNDAI CAPITAL AMERICA REGD V/R 144A P/P 6.87087800	709.07 k	700.00 k shares	0.23	Debt	Long	USA
CANADIAN IMPERIAL BANK REGD V/R 6.59143200	706.95 k	700.00 k shares	0.22	Debt	Long	Canada
CARDS II TRUST SER 2023-2A CL A V/R REGD 144A P/P 6.18454300	701.93 k	700.00 k shares	0.22	ABS-collateralized bond/debt obligation	Long	Canada
GS MORTGAGE-BACKED SECURITIES TRUST 2024-PJ7 SER 2024-PJ7 CL A25 V/R REGD 144A P/P 6.70353000	701.30 k	700.00 k shares	0.22	ABS-collateralized bond/debt obligation	Long	USA
ATRIUM HOTEL PORTFOLIO TRUST 2018-ATRM SER 2018-ATRM CL A V/R REGD 144A P/P 6.58400000	697.71 k	700.00 k shares	0.22	ABS-collateralized bond/debt obligation	Long	USA
OBX 2024-NQM6 TRUST SER 2024-NQM6 CL A1 V/R REGD 144A P/P 6.44700000	682.38 k	670.56 k shares	0.22	ABS-collateralized bond/debt obligation	Long	USA
CSMC 2021-RPL4 TRUST SER 2021-RPL4 CL A1 V/R REGD 144A P/P 4.06828700	666.14 k	662.74 k shares	0.21	ABS-collateralized bond/debt obligation	Long	USA
GS MORTGAGE-BACKED SECURITIES TRUST 2021-GR2 SER 2021-GR2 CL A9 V/R REGD 144A P/P 5.00000000	659.34 k	710.13 k shares	0.21	ABS-collateralized bond/debt obligation	Long	USA
REGATTA XV FUNDING LTD SER 2018-4A CL A1R V/R REGD 144A P/P 6.48460000	648.09 k	647.21 k shares	0.21	ABS-collateralized bond/debt obligation	Long	Cayman Islands
GOLDENTREE LOAN MANAGEMENT US CLO 4 LTD SER 2019-4A CL ARR V/R REGD 144A P/P 6.43336000	622.56 k	622.31 k shares	0.20	ABS-collateralized bond/debt obligation	Long	Cayman Islands
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST SER 2023-2 CL A2B V/R REGD 6.10353000	610.09 k	609.58 k shares	0.19	ABS-collateralized bond/debt obligation	Long	USA
ABN AMRO BANK NV REGD V/R 144A P/P 7.15002100	609.42 k	600.00 k shares	0.19	Debt	Long	Netherlands
NORDEA BANK ABP REGD V/R 144A P/P 6.32865800	602.53 k	600.00 k shares	0.19	Debt	Long	Finland
UNH UnitedHealth Group Incorporated	601.99 k	600.00 k shares	0.19	Debt	Long	USA
SOUND POINT CLO XXVIII LTD SER 2020-3A CL A1R V/R REGD 144A P/P 6.56460000	600.32 k	600.00 k shares	0.19	ABS-collateralized bond/debt obligation	Long	Cayman Islands
AVIS BUDGET RENTAL CAR FUNDING AESOP LLC SER 2019-3A CL A REGD 144A P/P 2.36000000	593.66 k	600.00 k shares	0.19	ABS-collateralized bond/debt obligation	Long	USA
FORD MOTOR CREDIT CO LLC REGD MTN SER GMTN 4.38900000	593.02 k	600.00 k shares	0.19	Debt	Long	USA
VOLKSWAGEN AUTO LEASE TRUST 2023-A SER 2023-A CL A2B V/R REGD 5.92082000	587.97 k	587.68 k shares	0.19	ABS-collateralized bond/debt obligation	Long	USA
CNH EQUIPMENT TRUST 2023-B SER 2023-B CL A2 REGD 5.90000000	585.57 k	584.03 k shares	0.19	ABS-collateralized bond/debt obligation	Long	USA
CHESAPEAKE FUNDING II LLC SER 2024-1A CL A1 REGD 144A P/P 5.52000000	563.46 k	558.08 k shares	0.18	ABS-collateralized bond/debt obligation	Long	USA
GCAT 2021-NQM3 TRUST SER 2021-NQM3 CL A1 V/R REGD 144A P/P 1.09100000	555.99 k	658.61 k shares	0.18	ABS-collateralized bond/debt obligation	Long	USA
CARLYLE US CLO 2018-2 LTD SER 2018-2A CL A1R V/R REGD 144A P/P 6.45137000	551.97 k	551.26 k shares	0.18	ABS-collateralized bond/debt obligation	Long	Cayman Islands
GALLATIN CLO VIII 2017-1 LTD SER 2017-1A CL A1R V/R REGD 144A P/P 6.65298000	548.33 k	548.19 k shares	0.17	ABS-collateralized bond/debt obligation	Long	Cayman Islands
NELNET STUDENT LOAN TRUST 2019-2 SER 2019-2A CL A V/R 144A P/P 6.36332000	520.88 k	520.74 k shares	0.17	ABS-collateralized bond/debt obligation	Long	USA
NELNET STUDENT LOAN TRUST 2017-3 SER 2017-3A CL A V/R 144A P/P 6.31332000	516.06 k	517.42 k shares	0.16	ABS-collateralized bond/debt obligation	Long	USA
STWD 2021-HTS MORTGAGE TRUST SER 2021-HTS CL A V/R REGD 144A P/P 6.55148000	516.01 k	520.92 k shares	0.16	ABS-collateralized bond/debt obligation	Long	USA
BERRY GLOBAL INC REGD 144A P/P 4.87500000	514.61 k	519.00 k shares	0.16	Debt	Long	USA
NAVIENT PRIVATE EDUCATION LOAN TRUST 2015-B SER 2015-BA CL A3 V/R REGD 144A P/P 6.90137000	505.76 k	504.29 k shares	0.16	ABS-collateralized bond/debt obligation	Long	USA
GENERAL MOTORS FINL CO REGD V/R 6.71611300	503.92 k	500.00 k shares	0.16	Debt	Long	USA
SMB PRIVATE EDUCATION LOAN TRUST 2023-C SER 2023-C CL A1B V/R REGD 144A P/P 6.90353000	503.72 k	504.24 k shares	0.16	ABS-collateralized bond/debt obligation	Long	USA
ACREC 2023-FL2 LLC SER 2023-FL2 CL A V/R REGD 144A P/P 7.56689000	501.13 k	499.69 k shares	0.16	ABS-collateralized bond/debt obligation	Long	USA
BLUEMOUNTAIN CLO 2018-3 LTD SER 2018-3A CL A1R V/R REGD 144A P/P 6.47460000	500.84 k	500.12 k shares	0.16	ABS-collateralized bond/debt obligation	Long	Cayman Islands
SOCIETE GENERALE REGD V/R 144A P/P 6.41861300	500.52 k	500.00 k shares	0.16	Debt	Long	France
FREDDIE MAC REMICS SER 4351 CL FA V/R 5.90024000	499.65 k	511.61 k shares	0.16	ABS-collateralized bond/debt obligation	Long	USA
HONDA AUTO RECEIVABLES 2023-2 OWNER TRUST SER 2023-2 CL A2 REGD 5.41000000	496.03 k	495.96 k shares	0.16	ABS-collateralized bond/debt obligation	Long	USA
BANK OF AMERICA CORP REGD V/R 3.36600000	495.94 k	500.00 k shares	0.16	Debt	Long	USA
HARLEY-DAVIDSON FINL SER REGD 144A P/P 3.35000000	491.60 k	500.00 k shares	0.16	Debt	Long	USA
ECMC GROUP STUDENT LOAN TRUST SER 2019-1A CL A1B V/R 144A P/P 6.46332000	481.38 k	481.55 k shares	0.15	ABS-collateralized bond/debt obligation	Long	USA
LAD AUTO RECEIVABLES TRUST 2023-2 SER 2023-2A CL A2 REGD 144A P/P 5.93000000	475.17 k	474.28 k shares	0.15	ABS-collateralized bond/debt obligation	Long	USA
RESIMAC BASTILLE TRUST SERIES 2021-2NC SER 2021-2NCA CL A1A V/R REGD 144A P/P 6.11652000	472.98 k	473.73 k shares	0.15	ABS-collateralized bond/debt obligation	Long	Australia
COOPERATIEVE RABOBANK UA REGD V/R 144A P/P 1.98000000	470.52 k	500.00 k shares	0.15	Debt	Long	Netherlands
OCTAGON INVESTMENT PARTNERS 39 LTD SER 2018-3A CL AR V/R REGD 144A P/P 6.43201000	463.34 k	462.57 k shares	0.15	ABS-collateralized bond/debt obligation	Long	Cayman Islands
TOYOTA AUTO RECEIVABLES 2023-C OWNER TRUST SER 2023-C CL A2A REGD 5.60000000	460.78 k	460.17 k shares	0.15	ABS-collateralized bond/debt obligation	Long	USA
TOWD POINT MORTGAGE TRUST 2020-1 SER 2020-1 CL A1 V/R REGD 144A P/P 2.71000000	453.68 k	476.73 k shares	0.14	ABS-collateralized bond/debt obligation	Long	USA
DRYDEN 54 SENIOR LOAN FUND SER 2017-54A CL AR V/R REGD 144A P/P 6.42947000	442.16 k	441.81 k shares	0.14	ABS-collateralized bond/debt obligation	Long	Cayman Islands
ECMC GROUP STUDENT LOAN TRUST 2017-2 SER 2017-2A CL A V/R 144A P/P 6.51332000	432.64 k	433.21 k shares	0.14	ABS-collateralized bond/debt obligation	Long	USA
MILL CITY MORTGAGE LOAN TRUST 2019-GS2 SER 2019-GS2 CL A1 V/R REGD 144A P/P 2.75000000	425.84 k	442.50 k shares	0.14	ABS-collateralized bond/debt obligation	Long	USA
NELNET STUDENT LOAN TRUST 2019-3 SER 2019-3A CL A V/R 144A P/P 6.19243000	412.95 k	414.08 k shares	0.13	ABS-collateralized bond/debt obligation	Long	USA
SK HYNIX INC REGD REG S 6.25000000	407.31 k	400.00 k shares	0.13	Debt	Long	Korea, Republic of