Ultra-Short Term Fixed Income Fund

Fund Profile

Fund profile

Tickers

TSDUX

Fund manager

Morgan Stanley Pathway Funds

Total assets

$302.00 mm

Liabilities

$38.75 mm

Net assets

$263.24 mm

Number of holdings

297.00

Top 200 of 297 Holdings

As of Nov 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
FUTURE CONTRACT ON US 2YR NOTE (CBT) MAR25 0.00000000	9.07 mm	44.00 contracts	3.45	Interest rate derivative	N/A	USA
FNMA 30YR TBA 5.5% JAN 25 TO BE ANNOUNCED 5.50000000	7.19 mm	7.20 mm shares	2.73	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY BILL ZCP 0.00000000	5.14 mm	5.20 mm principal	1.95	Short-term investment vehicle	Long	USA
C Citigroup Inc.	4.37 mm	4.40 mm shares	1.66	Debt	Long	USA
UNITED STATES TREASURY INFLATION INDEXED BONDS 2.12500000	3.20 mm	3.16 mm shares	1.22	Debt	Long	USA
RAI Reynolds American Inc	3.17 mm	3.17 mm shares	1.20	Debt	Long	USA
BMW US CAPITAL LLC REGD V/R 144A P/P 5.39908100	3.12 mm	3.10 mm shares	1.19	Debt	Long	USA
DANSKE BANK A/S REGD V/R 144A P/P 6.46600000	3.10 mm	3.10 mm shares	1.18	Debt	Long	Denmark
VERIZON MASTER TRUST SER 2024-1 CL A1B V/R REGD 5.45563000	3.02 mm	3.00 mm shares	1.15	ABS-collateralized bond/debt obligation	Long	USA
TRILLIUM CREDIT CARD TRUST II SER 2023-3A CL A V/R REGD 144A P/P 5.41527700	3.01 mm	3.00 mm shares	1.14	ABS-collateralized bond/debt obligation	Long	Canada
TRILLIUM CREDIT CARD TRUST II SER 2024-1A CL A V/R REGD 144A P/P 5.31371900	3.01 mm	3.00 mm shares	1.14	ABS-collateralized bond/debt obligation	Long	Canada
EFX Equifax Inc.	3.00 mm	3.00 mm shares	1.14	Debt	Long	USA
VMW Vmware, Inc.	2.99 mm	3.00 mm shares	1.14	Debt	Long	USA
HII Huntington Ingalls Industries, Inc.	2.98 mm	3.00 mm shares	1.13	Debt	Long	USA
SANTANDER HOLDINGS USA REGD 3.45000000	2.98 mm	3.00 mm shares	1.13	Debt	Long	USA
BA The Boeing Company	2.90 mm	2.90 mm shares	1.10	Debt	Long	USA
VOLKSWAGEN GROUP AMERICA REGD V/R 144A P/P 5.58753700	2.80 mm	2.80 mm shares	1.06	Debt	Long	USA
ATHENE GLOBAL FUNDING REGD V/R 144A P/P 5.94763700	2.71 mm	2.70 mm shares	1.03	Debt	Long	USA
NOMURA HOLDINGS INC REGD 2.64800000	2.69 mm	2.70 mm shares	1.02	Debt	Long	Japan
CITIGROUP COMMERCIAL MORTGAGE TRUST 2021-KEYS SER 2021-KEYS CL A V/R REGD 144A P/P 5.90448000	2.69 mm	2.70 mm shares	1.02	ABS-collateralized bond/debt obligation	Long	USA
BAYER US FINANCE II LLC REGD 144A P/P 4.25000000	2.68 mm	2.70 mm shares	1.02	Debt	Long	USA
HYUNDAI CAPITAL AMERICA REGD V/R 144A P/P 5.77235900	2.61 mm	2.60 mm shares	0.99	Debt	Long	USA
HCA INC REGD 5.25000000	2.60 mm	2.60 mm shares	0.99	Debt	Long	USA
AERCAP IRELAND CAP/GLOBA REGD 3.50000000	2.60 mm	2.60 mm shares	0.99	Debt	Long	Ireland
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-122 CL FA V/R 3.00000000	2.58 mm	2.97 mm shares	0.98	ABS-collateralized bond/debt obligation	Long	USA
UNITED STATES TREASURY BILL ZCP 0.00000000	2.47 mm	2.50 mm principal	0.94	Short-term investment vehicle	Long	USA
ABN AMRO BANK NV REGD V/R 144A P/P MTN 6.57500000	2.43 mm	2.40 mm shares	0.92	Debt	Long	Netherlands
NATIONAL BANK OF CANADA REGD V/R 5.74684000	2.41 mm	2.40 mm shares	0.91	Debt	Long	Canada
SEQUOIA MORTGAGE TRUST 2024-HYB1 SER 2024-HYB1 CL A1A V/R REGD 144A P/P 4.50218000	2.32 mm	2.34 mm shares	0.88	ABS-collateralized bond/debt obligation	Long	USA
BNP PARIBAS REGD 144A P/P 3.37500000	2.32 mm	2.33 mm shares	0.88	Debt	Long	France
MASTER CREDIT CARD TRUST II SER 2023-2A CL A V/R REGD 144A P/P 5.64827000	2.31 mm	2.30 mm shares	0.88	ABS-collateralized bond/debt obligation	Long	Canada
SOCIETE GENERALE REGD 144A P/P MTN 2.62500000	2.29 mm	2.30 mm shares	0.87	Debt	Long	France
MASTER CREDIT CARD TRUST II SER 2024-1A CL A V/R REGD 144A P/P 5.54827000	2.21 mm	2.20 mm shares	0.84	ABS-collateralized bond/debt obligation	Long	Canada
TESLA ELECTRIC VEHICLE TRUST 2023-1 SER 2023-1 CL A2B V/R REGD 144A P/P 5.28078000	2.08 mm	2.08 mm shares	0.79	ABS-collateralized bond/debt obligation	Long	USA
SCBFY Standard Chartered PLC	2.06 mm	2.05 mm shares	0.78	Debt	Long	UK
ARI FLEET LEASE TRUST 2024-B SER 2024-B CL A2 REGD 144A P/P 5.54000000	2.01 mm	2.00 mm shares	0.77	ABS-collateralized bond/debt obligation	Long	USA
DELL EQUIPMENT FINANCE TRUST 2024-2 SER 2024-2 CL A2 REGD 144A P/P 4.69000000	2.00 mm	2.00 mm shares	0.76	ABS-collateralized bond/debt obligation	Long	USA
TRINITAS CLO XII LTD SER 2020-12A CL A1R V/R REGD 144A P/P 5.99587000	2.00 mm	2.00 mm shares	0.76	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CARMAX AUTO OWNER TRUST 2024-3 SER 2024-3 CL A2B V/R REGD 5.27563000	2.00 mm	2.00 mm shares	0.76	ABS-collateralized bond/debt obligation	Long	USA
BRIGHTHSE FIN GLBL FUND REGD 144A P/P MTN 1.75000000	1.99 mm	2.00 mm shares	0.76	Debt	Long	USA
FORD CREDIT AUTO LEASE TRUST 2024-A SER 2024-A CL A2B V/R REGD 5.30563000	1.99 mm	1.99 mm shares	0.76	ABS-collateralized bond/debt obligation	Long	USA
SCBFY Standard Chartered PLC	1.99 mm	2.00 mm shares	0.76	Debt	Long	UK
ING GROEP NV REGD V/R 5.74474000	1.91 mm	1.90 mm shares	0.73	Debt	Long	Netherlands
EXTENDED STAY AMERICA TRUST 2021-ESH SER 2021-ESH CL A V/R REGD 144A P/P 5.80348000	1.86 mm	1.86 mm shares	0.71	ABS-collateralized bond/debt obligation	Long	USA
CITIZENS AUTO RECEIVABLES TRUST 2024-1 SER 2024-1 CL A2B V/R REGD 144A P/P 5.40563000	1.81 mm	1.81 mm shares	0.69	ABS-collateralized bond/debt obligation	Long	USA
BCS Barclays PLC	1.78 mm	1.80 mm shares	0.68	Debt	Long	UK
NYO COMMERCIAL MORTGAGE TRUST 2021-1290 SER 2021-1290 CL A V/R REGD 144A P/P 5.81948000	1.76 mm	1.80 mm shares	0.67	ABS-collateralized bond/debt obligation	Long	USA
WORLD OMNI AUTO RECEIVABLES TRUST 2023-D SER 2023-D CL A2A REGD 5.91000000	1.66 mm	1.66 mm shares	0.63	ABS-collateralized bond/debt obligation	Long	USA
GOLDMAN SACHS GROUP INC REGD V/R 5.66674600	1.65 mm	1.64 mm shares	0.63	Debt	Long	USA
DEUTSCHE BANK NY REGD V/R 6.11900000	1.61 mm	1.60 mm shares	0.61	Debt	Long	USA
ING GROEP NV REGD V/R 6.36873000	1.61 mm	1.60 mm shares	0.61	Debt	Long	Netherlands
GENERAL MOTORS FINL CO REGD 2.90000000	1.59 mm	1.60 mm shares	0.60	Debt	Long	USA
WELLS FARGO & COMPANY REGD V/R MTN 2.16400000	1.59 mm	1.60 mm shares	0.60	Debt	Long	USA
ET+E Energy Transfer Operating, L.P.	1.58 mm	1.60 mm shares	0.60	Debt	Long	USA
BWAY 2021-1450 MORTGAGE TRUST SER 2021-1450 CL A V/R REGD 144A P/P 5.97377000	1.53 mm	1.60 mm shares	0.58	ABS-collateralized bond/debt obligation	Long	USA
NATIXIS COMMERCIAL MORTGAGE SECURITIES SER 2021-APPL CL A V/R REGD 144A P/P 5.82448000	1.52 mm	1.60 mm shares	0.58	ABS-collateralized bond/debt obligation	Long	USA
HSBC HSBC Holdings plc	1.51 mm	1.50 mm shares	0.57	Debt	Long	UK
PFS FINANCING CORP SER 2023-D CL A V/R REGD 144A P/P 5.95563000	1.51 mm	1.50 mm shares	0.57	ABS-collateralized bond/debt obligation	Long	USA
MARATHON CLO 14 LTD SER 2019-2A CL A1AR V/R REGD 144A P/P 5.99740000	1.50 mm	1.50 mm shares	0.57	ABS-collateralized bond/debt obligation	Long	Cayman Islands
OSD CLO 2021-23 LTD SER 2021-23A CL A V/R REGD 144A P/P 5.77906000	1.50 mm	1.49 mm shares	0.57	ABS-collateralized bond/debt obligation	Long	Cayman Islands
WOODSIDE FINANCE LTD REGD P/P 3.65000000	1.49 mm	1.50 mm shares	0.57	Debt	Long	Australia
AVOLON HOLDINGS FNDG LTD REGD 144A P/P 2.87500000	1.49 mm	1.50 mm shares	0.57	Debt	Long	Ireland
FUTURE CONTRACT ON US 5YR NOTE (CBT) MAR25 0.00000000	1.40 mm	13.00 contracts	0.53	Interest rate derivative	N/A	USA
BANQUE FED CRED MUTUEL REGD V/R 144A P/P 5.03236000	1.33 mm	1.33 mm shares	0.51	Debt	Long	France
CITIGROUP MORTGAGE LOAN TRUST 2021-INV3 SER 2021-INV3 CL A11 V/R REGD 144A P/P 5.00000000	1.32 mm	1.42 mm shares	0.50	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	1.31 mm	1.49 mm shares	0.50	ABS-collateralized bond/debt obligation	Long	USA
GREYWOLF CLO III LTD SER 2020-3RA CL A1R2 V/R REGD 144A P/P 6.18324000	1.30 mm	1.30 mm shares	0.49	ABS-collateralized bond/debt obligation	Long	Cayman Islands
NISSAN MOTOR CO REGD 144A P/P 3.52200000	1.28 mm	1.30 mm shares	0.49	Debt	Long	Japan
COMM 2021-2400 MORTGAGE TRUST SER 2021-2400 CL A V/R REGD 144A P/P 6.02448000	1.26 mm	1.32 mm shares	0.48	ABS-collateralized bond/debt obligation	Long	USA
AXP American Express Company	1.21 mm	1.20 mm shares	0.46	Debt	Long	USA
ANCHORAGE CAPITAL CLO 6 LTD SER 2015-6A CL AR3 V/R REGD 144A P/P 6.07163000	1.21 mm	1.20 mm shares	0.46	ABS-collateralized bond/debt obligation	Long	Cayman Islands
BANK OF AMERICA CORP REGD V/R MTN 5.58590000	1.20 mm	1.20 mm shares	0.46	Debt	Long	USA
BANK OF AMERICA CORP REGD V/R MTN 3.38400000	1.19 mm	1.20 mm shares	0.45	Debt	Long	USA
IMPERIAL BRANDS FIN PLC REGD 144A P/P 3.50000000	1.17 mm	1.20 mm shares	0.45	Debt	Long	UK
VERDELITE STATIC CLO 2024-1 LTD SER 2024-1A CL A V/R REGD 144A P/P 5.74740000	1.16 mm	1.16 mm shares	0.44	ABS-collateralized bond/debt obligation	Long	Jersey
M360 2021-CRE3 LTD SER 2021-CRE3 CL A V/R REGD 144A P/P 6.20961000	1.15 mm	1.15 mm shares	0.44	ABS-collateralized bond/debt obligation	Long	Cayman Islands
TOYOTA AUTO RECEIVABLES 2022-C OWNER TRUST SER 2022-C CL A3 REGD 3.76000000	1.14 mm	1.14 mm shares	0.43	ABS-collateralized bond/debt obligation	Long	USA
HYUNDAI AUTO LEASE SECURITIZATION TR SER 2024-A CL A2B V/R REGD 144A P/P 5.30563000	1.13 mm	1.13 mm shares	0.43	ABS-collateralized bond/debt obligation	Long	USA
CARMAX AUTO OWNER TRUST 2024-1 SER 2024-1 CL A2B V/R REGD 5.42563000	1.11 mm	1.11 mm shares	0.42	ABS-collateralized bond/debt obligation	Long	USA
NATIONAL BANK OF CANADA REGD V/R MTN SER GMTN 5.63763700	1.10 mm	1.10 mm shares	0.42	Debt	Long	Canada
JPMORGAN CHASE & CO REGD V/R 2.00500000	1.09 mm	1.10 mm shares	0.41	Debt	Long	USA
PCG+A Pacific Gas & Electric Co.	1.09 mm	1.10 mm shares	0.41	Debt	Long	USA
AVOLON HOLDINGS FNDG LTD REGD 144A P/P 2.12500000	1.06 mm	1.10 mm shares	0.40	Debt	Long	Ireland
BMW VEHICLE LEASE TRUST 2024-1 SER 2024-1 CL A2B V/R REGD 5.13403000	1.06 mm	1.06 mm shares	0.40	ABS-collateralized bond/debt obligation	Long	USA
LCM LOAN INCOME FUND I LTD SER 1A CL A V/R REGD 144A P/P 5.90901000	1.05 mm	1.05 mm shares	0.40	ABS-collateralized bond/debt obligation	Long	Cayman Islands
GOLDEN CREDIT CARD TRUST SER 2022-1A CL A REGD 144A P/P 1.97000000	1.04 mm	1.10 mm shares	0.40	ABS-collateralized bond/debt obligation	Long	Canada
GS MORTGAGE-BACKED SECURITIES CORP TRUST 2021 SER 2021-RPL1 CL A1 V/R REGD 144A P/P 1.75000000	1.03 mm	1.11 mm shares	0.39	ABS-collateralized bond/debt obligation	Long	USA
GA GLOBAL FUNDING TRUST REGD V/R 144A P/P 6.04492500	1.03 mm	1.02 mm shares	0.39	Debt	Long	USA
TIAA CLO IV LTD SER 2018-1A CL A1AR V/R REGD 144A P/P 5.75740000	1.02 mm	1.02 mm shares	0.39	ABS-collateralized bond/debt obligation	Long	Cayman Islands
SMFG Sumitomo Mitsui Financial Group, Inc.	1.02 mm	1.00 mm shares	0.39	Debt	Long	Japan
SWEDBANK AB REGD REG S 5.33700000	1.01 mm	1.00 mm shares	0.39	Debt	Long	Sweden
DLLAD 2024-1 LLC SER 2024-1A CL A2 REGD 144A P/P 5.50000000	1.01 mm	1.00 mm shares	0.38	ABS-collateralized bond/debt obligation	Long	USA
HERTZ VEHICLE FINANCING III LLC SER 2023-1A CL A REGD 144A P/P 5.49000000	1.01 mm	1.00 mm shares	0.38	ABS-collateralized bond/debt obligation	Long	USA
NATWEST MARKETS PLC REGD V/R 144A P/P 6.30883000	1.00 mm	1.00 mm shares	0.38	Debt	Long	UK
AXP American Express Company	1.00 mm	1.00 mm shares	0.38	Debt	Long	USA
BAIN CAPITAL CREDIT CLO 2021-2 LTD SER 2021-2A CL A1R V/R REGD 144A P/P 5.87730000	1.00 mm	1.00 mm shares	0.38	ABS-collateralized bond/debt obligation	Long	Cayman Islands
LCM 31 LTD SER 31A CL AR V/R REGD 144A P/P 5.89740000	1.00 mm	1.00 mm shares	0.38	ABS-collateralized bond/debt obligation	Long	Cayman Islands
BPCE SA REGD V/R 144A P/P 5.25206600	1.00 mm	1.00 mm shares	0.38	Debt	Long	France
BAMLL COMMERCIAL MORTGAGE SECURITIES SER 2020-BHP3 CL A V/R REGD 144A P/P 6.62448000	999.01 k	1.00 mm shares	0.38	ABS-collateralized bond/debt obligation	Long	USA
FORD MOTOR CREDIT CO LLC REGD 4.68700000	997.92 k	1.00 mm shares	0.38	Debt	Long	USA
Energy Transfer LP	996.76 k	1.00 mm shares	0.38	Debt	Long	USA
SABINE PASS LIQUEFACTION REGD SER WI 5.62500000	968.63 k	968.00 k shares	0.37	Debt	Long	USA
SMB PRIVATE EDUCATION LOAN TRUST 2024-D SER 2024-D CL A1B V/R REGD 144A P/P 5.89827000	966.16 k	957.91 k shares	0.37	ABS-collateralized bond/debt obligation	Long	USA
FREDDIE MAC REMICS SER 4906 CL WF V/R 5.72735000	950.30 k	963.53 k shares	0.36	ABS-collateralized bond/debt obligation	Long	USA
VENTURE 36 CLO LTD SER 2019-36A CL A1AR V/R REGD 144A P/P 6.00901000	944.42 k	943.35 k shares	0.36	ABS-collateralized bond/debt obligation	Long	Cayman Islands
ENEL FINANCE INTL NV REGD 144A P/P 4.50000000	917.18 k	921.00 k shares	0.35	Debt	Long	Netherlands
FREDDIE MAC REMICS SER 5481 CL FJ V/R 5.89273000	904.06 k	900.00 k shares	0.34	ABS-collateralized bond/debt obligation	Long	USA
MERCEDES-BENZ FIN NA REGD V/R 144A P/P 5.27193100	902.59 k	900.00 k shares	0.34	Debt	Long	USA
HSBC HSBC Holdings plc	902.29 k	900.00 k shares	0.34	Debt	Long	UK
FANNIE MAE REMICS SER 2024-90 CL FB V/R 6.10515000	901.25 k	900.00 k shares	0.34	ABS-collateralized bond/debt obligation	Long	USA
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2017-H15 CL FE V/R 6.71710000	900.47 k	888.72 k shares	0.34	ABS-collateralized bond/debt obligation	Long	USA
LLOYDS BANKING GROUP PLC REGD V/R 4.71600000	897.90 k	900.00 k shares	0.34	Debt	Long	UK
LYG Lloyds Banking Group plc	895.83 k	900.00 k shares	0.34	Debt	Long	UK
MMAF EQUIPMENT FINANCE LLC 2024-A SER 2024-A CL A2 REGD 144A P/P 5.20000000	864.05 k	861.48 k shares	0.33	ABS-collateralized bond/debt obligation	Long	USA
SBNA AUTO LEASE TRUST 2024-B SER 2024-B CL A2 REGD 144A P/P 5.67000000	863.36 k	859.96 k shares	0.33	ABS-collateralized bond/debt obligation	Long	USA
OSCAR US FUNDING XVI LLC SER 2024-1A CL A2 REGD 144A P/P 5.48000000	832.74 k	832.99 k shares	0.32	ABS-collateralized bond/debt obligation	Long	Japan
ARBOR REALTY COMMERCIAL REAL ESTATE NOTES 20 SER 2021-FL3 CL A V/R REGD 144A P/P 5.79377000	831.76 k	831.76 k shares	0.32	ABS-collateralized bond/debt obligation	Long	Cayman Islands
DLLST 2024-1 LLC SER 2024-1A CL A2 REGD 144A P/P 5.33000000	815.18 k	813.52 k shares	0.31	ABS-collateralized bond/debt obligation	Long	USA
SWEDBANK AB REGD V/R REG S 6.18935000	812.46 k	800.00 k shares	0.31	Debt	Long	Sweden
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2024-H01 CL FB V/R 5.66078000	803.39 k	795.03 k shares	0.31	ABS-collateralized bond/debt obligation	Long	USA
JPMORGAN CHASE & CO REGD V/R 5.51971300	803.23 k	800.00 k shares	0.31	Debt	Long	USA
LYG Lloyds Banking Group plc	801.09 k	800.00 k shares	0.30	Debt	Long	UK
GA GLOBAL FUNDING TRUST REGD 144A P/P 3.85000000	796.73 k	800.00 k shares	0.30	Debt	Long	USA
SFS AUTO RECEIVABLES SECURITIZATION TRUST 2 SER 2024-2A CL A2 REGD 144A P/P 5.71000000	796.06 k	792.77 k shares	0.30	ABS-collateralized bond/debt obligation	Long	USA
BXMT 2020-FL3 LTD SER 2020-FL3 CL A V/R REGD 144A P/P 6.12496000	754.73 k	768.52 k shares	0.29	ABS-collateralized bond/debt obligation	Long	Cayman Islands
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2016-H06 CL FD V/R 5.89103000	741.34 k	740.13 k shares	0.28	ABS-collateralized bond/debt obligation	Long	USA
CHASE AUTO OWNER TRUST 2024-2 SER 2024-2A CL A2 REGD 144A P/P 5.66000000	735.97 k	732.90 k shares	0.28	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	735.15 k	764.66 k shares	0.28	ABS-collateralized bond/debt obligation	Long	USA
FANNIE MAE REMICS SER 2017-108 CL AF V/R 5.14851000	718.01 k	731.58 k shares	0.27	ABS-collateralized bond/debt obligation	Long	USA
HYUNDAI CAPITAL AMERICA REGD V/R 144A P/P 6.20108900	708.32 k	700.00 k shares	0.27	Debt	Long	USA
CANADIAN IMPERIAL BANK REGD V/R 5.93684000	707.83 k	700.00 k shares	0.27	Debt	Long	Canada
CARDS II TRUST SER 2023-2A CL A V/R REGD 144A P/P 5.48213700	701.38 k	700.00 k shares	0.27	ABS-collateralized bond/debt obligation	Long	Canada
TOYOTA LEASE OWNER TRUST 2024-B SER 2024-B CL A2B V/R REGD 144A P/P 5.20078000	700.21 k	700.00 k shares	0.27	ABS-collateralized bond/debt obligation	Long	USA
GCAT 2022-CM1 TRUST SER 2022-HX1 CL A1 V/R REGD 144A P/P 2.88500000	699.12 k	759.87 k shares	0.27	ABS-collateralized bond/debt obligation	Long	USA
VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2023-1 SER 2023-1 CL A2A REGD 5.50000000	691.24 k	689.71 k shares	0.26	ABS-collateralized bond/debt obligation	Long	USA
CHASE HOME LENDING MORTGAGE TRUST 2024-9 SER 2024-9 CL A11 V/R REGD 144A P/P 5.98403000	655.91 k	654.27 k shares	0.25	ABS-collateralized bond/debt obligation	Long	USA
BARCLAYS MORTGAGE LOAN TRUST 2024-NQM1 SER 2024-NQM1 CL A1 V/R REGD 144A P/P 5.90300000	647.10 k	638.48 k shares	0.25	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	642.78 k	693.36 k shares	0.24	ABS-collateralized bond/debt obligation	Long	USA
CSMC 2021-RPL4 TRUST SER 2021-RPL4 CL A1 V/R REGD 144A P/P 4.08801900	642.76 k	644.46 k shares	0.24	ABS-collateralized bond/debt obligation	Long	USA
GS MORTGAGE-BACKED SECURITIES TRUST 2024-PJ7 SER 2024-PJ7 CL A25 V/R REGD 144A P/P 6.07533000	633.55 k	630.76 k shares	0.24	ABS-collateralized bond/debt obligation	Long	USA
CARVANA AUTO RECEIVABLES TRUST 2023-P5 SER 2023-P5 CL A2 REGD 144A P/P 5.77000000	627.05 k	625.45 k shares	0.24	ABS-collateralized bond/debt obligation	Long	USA
OBX 2024-NQM6 TRUST SER 2024-NQM6 CL A1 V/R REGD 144A P/P 6.44700000	623.04 k	613.44 k shares	0.24	ABS-collateralized bond/debt obligation	Long	USA
ABN AMRO BANK NV REGD V/R 144A P/P 6.55555300	611.50 k	600.00 k shares	0.23	Debt	Long	Netherlands
M&T EQUIPMENT 2023-LEAF1 NOTES SER 2023-1A CL A2 REGD 144A P/P 6.09000000	609.13 k	607.37 k shares	0.23	ABS-collateralized bond/debt obligation	Long	USA
CREDIT AGRICOLE SA REGD V/R REG S 5.99326900	607.05 k	600.00 k shares	0.23	Debt	Long	France
NORDEA BANK ABP REGD V/R 144A P/P 5.83774500	602.03 k	600.00 k shares	0.23	Debt	Long	Finland
SOUND POINT CLO XXVIII LTD SER 2020-3A CL A1R V/R REGD 144A P/P 5.90587000	601.08 k	600.00 k shares	0.23	ABS-collateralized bond/debt obligation	Long	Cayman Islands
FORD MOTOR CREDIT CO LLC REGD MTN SER GMTN 4.38900000	594.77 k	600.00 k shares	0.23	Debt	Long	USA
CASH COLLATERAL CME WFS /CCWFSXUS7 4.48000000	590.00 k	590.00 k shares	0.22	Short-term investment vehicle	Long	USA
UBER Uber Technologies, Inc.	585.94 k	600.00 k shares	0.22	Debt	Long	USA
REGATTA XV FUNDING LTD SER 2018-4A CL A1R V/R REGD 144A P/P 5.82587000	584.90 k	584.41 k shares	0.22	ABS-collateralized bond/debt obligation	Long	Cayman Islands
TOYOTA LEASE OWNER TRUST 2023-B SER 2023-B CL A2B V/R REGD 144A P/P 5.30176000	564.60 k	564.36 k shares	0.21	ABS-collateralized bond/debt obligation	Long	USA
GCAT 2021-NQM3 TRUST SER 2021-NQM3 CL A1 V/R REGD 144A P/P 1.09100000	552.22 k	646.60 k shares	0.21	ABS-collateralized bond/debt obligation	Long	USA
GALLATIN CLO VIII 2017-1 LTD SER 2017-1A CL A1R V/R REGD 144A P/P 6.00751000	527.25 k	526.13 k shares	0.20	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 5.78476000	520.42 k	519.93 k shares	0.20	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CHESAPEAKE FUNDING II LLC SER 2024-1A CL A1 REGD 144A P/P 5.52000000	518.57 k	513.47 k shares	0.20	ABS-collateralized bond/debt obligation	Long	USA
BERRY GLOBAL INC REGD 144A P/P 4.87500000	517.42 k	519.00 k shares	0.20	Debt	Long	USA
GENERAL MOTORS FINL CO REGD V/R 5.95366900	504.23 k	500.00 k shares	0.19	Debt	Long	USA
ENERGY TRANSFER LP REGD 5.95000000	504.05 k	500.00 k shares	0.19	Debt	Long	USA
ACREC 2023-FL2 LLC SER 2023-FL2 CL A V/R REGD 144A P/P 6.83929000	500.56 k	499.69 k shares	0.19	ABS-collateralized bond/debt obligation	Long	USA
SOCIETE GENERALE REGD V/R 144A P/P 5.71282600	500.49 k	500.00 k shares	0.19	Debt	Long	France
BANK OF AMERICA CORP REGD V/R 3.36600000	498.76 k	500.00 k shares	0.19	Debt	Long	USA
NELNET STUDENT LOAN TRUST 2019-2 SER 2019-2A CL A V/R 144A P/P 5.74851000	495.74 k	495.64 k shares	0.19	ABS-collateralized bond/debt obligation	Long	USA
WESTINGHOUSE AIR BRAKE REGD 3.20000000	495.28 k	500.00 k shares	0.19	Debt	Long	USA
HARLEY-DAVIDSON FINL SER REGD 144A P/P 3.35000000	494.48 k	500.00 k shares	0.19	Debt	Long	USA
NELNET STUDENT LOAN TRUST 2017-3 SER 2017-3A CL A V/R 144A P/P 5.69851000	492.62 k	493.99 k shares	0.19	ABS-collateralized bond/debt obligation	Long	USA
SMB PRIVATE EDUCATION LOAN TRUST 2023-C SER 2023-C CL A1B V/R REGD 144A P/P 6.34827000	488.87 k	481.50 k shares	0.19	ABS-collateralized bond/debt obligation	Long	USA
ECMC GROUP STUDENT LOAN TRUST SER 2019-1A CL A1B V/R 144A P/P 5.84851000	474.46 k	474.62 k shares	0.18	ABS-collateralized bond/debt obligation	Long	USA
COOPERATIEVE RABOBANK UA REGD V/R 144A P/P 1.98000000	472.54 k	500.00 k shares	0.18	Debt	Long	Netherlands
CARLYLE US CLO 2018-2 LTD SER 2018-2A CL A1R V/R REGD 144A P/P 5.80590000	466.07 k	465.35 k shares	0.18	ABS-collateralized bond/debt obligation	Long	Cayman Islands
NAVIENT PRIVATE EDUCATION LOAN TRUST 2015-B SER 2015-BA CL A3 V/R REGD 144A P/P 6.17377000	462.03 k	460.69 k shares	0.18	ABS-collateralized bond/debt obligation	Long	USA
FREDDIE MAC REMICS SER 4351 CL FA V/R 5.77735000	454.82 k	465.68 k shares	0.17	ABS-collateralized bond/debt obligation	Long	USA
BLUEMOUNTAIN CLO 2018-3 LTD SER 2018-3A CL A1R V/R REGD 144A P/P 5.81587000	450.82 k	449.99 k shares	0.17	ABS-collateralized bond/debt obligation	Long	Cayman Islands
KUBOTA CREDIT OWNER TRUST 2023-1 SER 2023-1A CL A2 REGD 144A P/P 5.40000000	450.29 k	449.84 k shares	0.17	ABS-collateralized bond/debt obligation	Long	USA
CNH EQUIPMENT TRUST 2023-B SER 2023-B CL A2 REGD 5.90000000	431.78 k	429.33 k shares	0.16	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	428.15 k	451.17 k shares	0.16	ABS-collateralized bond/debt obligation	Long	USA
ECMC GROUP STUDENT LOAN TRUST 2017-2 SER 2017-2A CL A V/R 144A P/P 5.89851000	425.17 k	425.27 k shares	0.16	ABS-collateralized bond/debt obligation	Long	USA
DRYDEN 54 SENIOR LOAN FUND SER 2017-54A CL AR V/R REGD 144A P/P 5.76740000	418.30 k	417.42 k shares	0.16	ABS-collateralized bond/debt obligation	Long	Cayman Islands
FORD CREDIT AUTO LEASE TRUST 2023-B SER 2023-B CL A2B V/R REGD 5.39563000	408.72 k	408.60 k shares	0.16	ABS-collateralized bond/debt obligation	Long	USA
ABN AMRO BANK NV REGD V/R 6.55555300	407.67 k	400.00 k shares	0.15	Debt	Long	Netherlands
SK HYNIX INC REGD REG S 6.25000000	404.90 k	400.00 k shares	0.15	Debt	Long	Korea, Republic of
ATHENE GLOBAL FUNDING REGD V/R REG S EMTN 5.94763700	402.05 k	400.00 k shares	0.15	Debt	Long	USA
WELLS FARGO & COMPANY REGD V/R MTN 5.96479000	401.62 k	400.00 k shares	0.15	Debt	Long	USA
HCA INC REGD 5.37500000	399.97 k	400.00 k shares	0.15	Debt	Long	USA
NELNET STUDENT LOAN TRUST 2019-3 SER 2019-3A CL A V/R 144A P/P 5.50219000	398.01 k	399.07 k shares	0.15	ABS-collateralized bond/debt obligation	Long	USA
AVIS BUDGET RENTAL CAR FUNDING AESOP LLC SER 2019-3A CL A REGD 144A P/P 2.36000000	397.91 k	400.00 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 5.42054000	397.80 k	398.21 k shares	0.15	ABS-collateralized bond/debt obligation	Long	Australia
FORD MOTOR CREDIT CO LLC REGD 2.30000000	397.74 k	400.00 k shares	0.15	Debt	Long	USA
FORD MOTOR CREDIT CO LLC REGD 4.13400000	397.18 k	400.00 k shares	0.15	Debt	Long	USA
MILL CITY MORTGAGE LOAN TRUST 2019-GS2 SER 2019-GS2 CL A1 V/R REGD 144A P/P 2.75000000	394.25 k	410.35 k shares	0.15	ABS-collateralized bond/debt obligation	Long	USA
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-H24 CL FA V/R 5.71078000	393.31 k	388.29 k shares	0.15	ABS-collateralized bond/debt obligation	Long	USA
NISSAN MOTOR CO REGD REG S 3.52200000	393.00 k	400.00 k shares	0.15	Debt	Long	Japan
BA The Boeing Company	392.32 k	400.00 k shares	0.15	Debt	Long	USA
OCTAGON INVESTMENT PARTNERS 39 LTD SER 2018-3A CL AR V/R REGD 144A P/P 5.76740000	386.41 k	385.65 k shares	0.15	ABS-collateralized bond/debt obligation	Long	Cayman Islands
NYMT LOAN TRUST 2021-SP1 SER 2021-SP1 CL A1 S/UP REGD 144A P/P 4.66960000	383.96 k	387.37 k shares	0.15	ABS-collateralized bond/debt obligation	Long	USA
NISSAN MOTOR ACCEPTANCE REGD 144A P/P 2.00000000	380.60 k	400.00 k shares	0.14	Debt	Long	USA
FREDDIE MAC REMICS SER 4344 CL FA V/R 5.77735000	378.00 k	388.58 k shares	0.14	ABS-collateralized bond/debt obligation	Long	USA
DRYDEN 38 SENIOR LOAN FUND SER 2015-38A CL ARR V/R REGD 144A P/P 5.80590000	370.80 k	370.14 k shares	0.14	ABS-collateralized bond/debt obligation	Long	Cayman Islands
MORGAN STANLEY ABS CAPITAL I INC TRUST 2004-HE4 SER 2004-HE4 CL M1 V/R REGD 5.60219000	366.93 k	356.45 k shares	0.14	ABS-collateralized bond/debt obligation	Long	USA
FREDDIE MAC POOL UMBS P#SD8006 4.00000000	355.80 k	375.67 k shares	0.14	ABS-mortgage backed security	Long	USA