MORGAN STANLEY PATHWAY FUNDS > MORGAN STANLEY PATHWAY FUNDS
Ultra-Short Term Fixed Income Fund
$405.73M
Avg Monthly Net Assets
$332.13M
Total Assets
$10.63M
Total Liabilities
$321.50M
Net Assets
Ultra-Short Term Fixed Income Fund is a Mutual Fund in MORGAN STANLEY PATHWAY FUNDS
from MORGAN STANLEY PATHWAY FUNDS,
based in New York,
United States of America.
The fund has one share class
and monthly net assets of $405.73M.
On July 29th, 2024 it reported 307 holdings, the largest
being US T BILL ZCP 08/22/24 (2.4%), FHLMC 5.7% 03/06/26 (1.9%) and US T BILL ZCP 08/29/24 (1.8%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Ultra-Short Term Fixed Income Fund | C000164313 | TSDUX |
Holdings
From latest NPORT-P, filed July 29th, 2024 for period ending May 31st, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| ACREC 2023-FL2 LLC SER 2023-FL2 CL A V/R REGD 144A P/P 7.54677000 (ACREC 2023-FL2 A V/R 05/19/27) | Long | ABS-collateralized bond/debt obligation | US | $503K | 500K | 0.16 |
| AERCAP IRELAND CAP/GLOBA REGD 3.50000000 (AERCAP IRELAND C 3.5% 01/15/25) | Long | Debt | IE | $3M | 3M | 0.80 |
| ALLY AUTO RECEIVABLES TRUST 2023-1 SER 2023-1 CL A2 REGD 5.76000000 (ALLYA 2023-1 A 5.76% 11/15/26) | Long | ABS-collateralized bond/debt obligation | US | $474K | 474K | 0.15 |
| ALLY FINANCIAL INC REGD 5.12500000 (ALLY FINANCIAL 5.125% 09/30/24) | Long | Debt | US | $3M | 3M | 0.93 |
| AMERICAN HONDA FINANCE REGD V/R MTN 5.91138400 (AMERICAN HONDA FI V/R 02/12/25) | Long | Debt | US | $3M | 3M | 0.93 |
| ANCHORAGE CAPITAL CLO 6 LTD SER 2015-6A CL AR3 V/R REGD 144A P/P 6.76456000 (ANCHC 2015-6A AR V/R 04/22/34) | Long | ABS-collateralized bond/debt obligation | KY | $1M | 1M | 0.37 |
| AOZORA BANK REGD 1.05000000 (AOZORA BANK 1.05% 09/09/24) | Long | Debt | JP | $984K | 1M | 0.31 |
| APTIV PLC / APTIV CORP REGD 2.39600000 (APTIV PLC / AP 2.396% 02/18/25) | Long | Debt | IE | $2M | 2M | 0.61 |
| ARBOR REALTY COMMERCIAL REAL ESTATE NOTES 20 SER 2021-FL3 CL A V/R REGD 144A P/P 6.50125000 (ARCLO 2021-FL3 A V/R 07/15/26) | Long | ABS-collateralized bond/debt obligation | KY | $2M | 2M | 0.50 |
| ARES L CLO LTD SER 2018-50A CL AR V/R REGD 144A P/P 6.64017000 (ARES 2018-50A AR V/R 01/15/32) | Long | ABS-collateralized bond/debt obligation | KY | $284K | 283K | 0.09 |
| AT&T INC DISC 06/26/24 0.00000000 | Long | Short-term investment vehicle | US | $1M | – | 0.37 |
| AT&T INC 0% 06/25/24 0.00000000 | Long | Short-term investment vehicle | US | $2M | – | 0.62 |
| ATHENE GLOBAL FUNDING REGD V/R 144A P/P 6.56457400 (ATHENE GLOBAL FUN V/R 03/25/27) | Long | Debt | US | $3M | 3M | 0.84 |
| ATRIUM HOTEL PORTFOLIO TRUST 2018-ATRM SER 2018-ATRM CL A V/R REGD 144A P/P 6.56400000 (AHPT 2018-ATRM A V/R 06/15/21) | Long | ABS-collateralized bond/debt obligation | US | $693K | 700K | 0.22 |
| AVIATION CAPITAL GROUP REGD 144A P/P 5.50000000 (AVIATION CAPITAL 5.5% 12/15/24) | Long | Debt | US | $199K | 200K | 0.06 |
| AVIS BUDGET RENTAL CAR FUNDING AESOP LLC SER 2019-3A CL A REGD 144A P/P 2.36000000 (AESOP 2019-3A 2.36% 03/20/25) | Long | ABS-collateralized bond/debt obligation | US | $588K | 600K | 0.18 |
| AVOLON HOLDINGS FNDG LTD REGD 144A P/P 2.87500000 (AVOLON HOLDING 2.875% 02/15/25) | Long | Debt | IE | $1M | 2M | 0.46 |
| AVOLON HOLDINGS FNDG LTD REGD 144A P/P 3.95000000 (AVOLON HOLDINGS 3.95% 07/01/24) | Long | Debt | IE | $699K | 700K | 0.22 |
| BAMLL COMMERCIAL MORTGAGE SECURITIES SER 2020-BHP3 CL A V/R REGD 144A P/P 7.33148000 (BAMLL 2020-BHP3 V/R 03/15/25) | Long | ABS-collateralized bond/debt obligation | US | $1M | 1M | 0.31 |
| BANK OF AMERICA AUTO TRUST 2023-1 SER 2023-1A CL A2 REGD 144A P/P 5.83000000 (BAAT 2023-1A A 5.83% 05/15/26) | Long | ABS-collateralized bond/debt obligation | US | $444K | 444K | 0.14 |
| BANK OF AMERICA CORP REGD V/R MTN 2.45600000 (BANK OF AMERICA C V/R 10/22/25) | Long | Debt | US | $197K | 200K | 0.06 |
| BANK OF AMERICA CORP REGD V/R MTN 3.09300000 (BANK OF AMERICA C V/R 10/01/25) | Long | Debt | US | $892K | 900K | 0.28 |
| BANK OF AMERICA CORP REGD V/R MTN 3.38400000 (BANK OF AMERICA C V/R 04/02/26) | Long | Debt | US | $1M | 1M | 0.37 |
| BANK OF AMERICA CORP REGD V/R MTN 6.35916000 (BANK OF AMERICA C V/R 02/05/26) | Long | Debt | US | $603K | 600K | 0.19 |
| BANK OF AMERICA CORP REGD V/R MTN 6.68493400 (BANK OF AMERICA C V/R 04/02/26) | Long | Debt | US | $201K | 200K | 0.06 |
| BANQUE FED CRED MUTUEL REGD V/R 144A P/P 6.75603900 (BANQUE FED CRED M V/R 07/13/26) | Long | Debt | FR | $203K | 200K | 0.06 |
| BARCLAYS MORTGAGE LOAN TRUST 2024-NQM1 SER 2024-NQM1 CL A1 V/R REGD 144A P/P 5.90300000 (BARC 2024-NQM1 A V/R 01/25/28) | Long | ABS-collateralized bond/debt obligation | US | $768K | 772K | 0.24 |
| BARCLAYS PLC REGD V/R 2.85200000 (BARCLAYS PLC V/R 05/07/26) | Long | Debt | GB | $584K | 600K | 0.18 |
| BAXTER INTERNATIONAL INC REGD 1.32200000 (BAXTER INTERNA 1.322% 11/29/24) | Long | Debt | US | $1M | 1M | 0.38 |
| BAYER US FINANCE II LLC REGD 144A P/P 4.25000000 (BAYER US FINANC 4.25% 12/15/25) | Long | Debt | US | $2M | 2M | 0.58 |
| BAYER US FINANCE LL REGD REG S 3.37500000 (BAYER US FINAN 3.375% 10/08/24) | Long | Debt | US | $1M | 1M | 0.40 |
| BEAR STEARNS ASSET BACKED SECURITIES I TRUST 2005-CL1 SER 2005-CL1 CL A2 V/R REGD 5.93936000 (BSABS 2005-CL1 A V/R 09/25/34) | Long | ABS-collateralized bond/debt obligation | US | $225K | 230K | 0.07 |
| BERRY GLOBAL INC REGD 144A P/P 4.87500000 (BERRY GLOBAL I 4.875% 07/15/26) | Long | Debt | US | $511K | 519K | 0.16 |
| BLUEMOUNTAIN CLO 2018-3 LTD SER 2018-3A CL A1R V/R REGD 144A P/P 6.51355000 (BLUEM 2018-3A A1 V/R 10/25/30) | Long | ABS-collateralized bond/debt obligation | KY | $569K | 568K | 0.18 |
| BMW VEHICLE LEASE TRUST 2023-2 SER 2023-2 CL A2 REGD 5.95000000 (BMWLT 2023-2 A 5.95% 01/27/25) | Long | ABS-collateralized bond/debt obligation | US | $209K | 209K | 0.07 |
| BMW VEHICLE LEASE TRUST 2023-2 SER 2023-2 CL A3 REGD 5.99000000 (BMWLT 2023-2 A 5.99% 12/26/25) | Long | ABS-collateralized bond/debt obligation | US | $302K | 300K | 0.09 |
| BMW VEHICLE LEASE TRUST 2024-1 SER 2024-1 CL A2B V/R REGD 5.72374000 (BMWLT 2024-1 A2B V/R 07/27/26) | Long | ABS-collateralized bond/debt obligation | US | $2M | 2M | 0.47 |
| BNP PARIBAS REGD 144A P/P 3.37500000 (BNP PARIBAS 3.375% 01/09/25) | Long | Debt | FR | $2M | 2M | 0.71 |
| BNP PARIBAS REGD V/R 144A P/P 2.81900000 (BNP PARIBAS V/R 11/19/25) | Long | Debt | FR | $1M | 1M | 0.37 |
| BOEING CO REGD 4.87500000 (BOEING CO 4.875% 05/01/25) | Long | Debt | US | $3M | 3M | 0.89 |
| BWAY 2021-1450 MORTGAGE TRUST SER 2021-1450 CL A V/R REGD 144A P/P 6.68125000 (BWAY 2021-1450 A V/R 09/15/23) | Long | ABS-collateralized bond/debt obligation | US | $1M | 2M | 0.45 |
| BXMT 2020-FL3 LTD SER 2020-FL3 CL A V/R REGD 144A P/P 6.83503000 (BXMT 2020-FL3 A V/R 11/15/37) | Long | ABS-collateralized bond/debt obligation | KY | $1M | 1M | 0.35 |
| CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2022-2 SER 2022-2 CL A2A REGD 3.74000000 (COPAR 2022-2 A 3.74% 05/15/24) | Long | ABS-collateralized bond/debt obligation | US | $213K | 213K | 0.07 |
| CARDS II TRUST SER 2023-2A CL A V/R REGD 144A P/P 6.16543700 (CARD2 2023-2A A V/R 07/15/25) | Long | ABS-collateralized bond/debt obligation | CA | $701K | 700K | 0.22 |
| CARLYLE US CLO 2018-2 LTD SER 2018-2A CL A1R V/R REGD 144A P/P 6.47856000 (CGMS 2018-2A A1R V/R 10/15/31) | Long | ABS-collateralized bond/debt obligation | KY | $688K | 687K | 0.21 |
| CARMAX AUTO OWNER TRUST 2022-4 SER 2022-4 CL A2B V/R REGD 6.22371000 (CARMX 2022-4 A2B V/R 08/15/24) | Long | ABS-collateralized bond/debt obligation | US | $342K | 342K | 0.11 |
| CARMAX AUTO OWNER TRUST 2024-1 SER 2024-1 CL A2B V/R REGD 5.94371000 (CARMX 2024-1 A2B V/R 11/15/25) | Long | ABS-collateralized bond/debt obligation | US | $2M | 2M | 0.50 |
| CARVANA AUTO RECEIVABLES TRUST 2021-P2 SER 2021-P2 CL A4 REGD 0.80000000 (CRVNA 2021-P2 A 0.8% 09/10/25) | Long | ABS-collateralized bond/debt obligation | US | $288K | 300K | 0.09 |
| CARVANA AUTO RECEIVABLES TRUST 2023-P5 SER 2023-P5 CL A2 REGD 144A P/P 5.77000000 (CRVNA 2023-P5 5.77% 09/10/25) | Long | ABS-collateralized bond/debt obligation | US | $1M | 1M | 0.37 |
| CASH COLLATERAL CME WFS /CCWFSXUS7 5.23000000 | Long | Short-term investment vehicle | US | $469K | 469K | 0.15 |
| CHASE AUTO OWNER TRUST 2024-2 SER 2024-2A CL A2 REGD 144A P/P 5.66000000 (CHAOT 2024-2A 5.66% 12/25/25) | Long | ABS-collateralized bond/debt obligation | US | $1M | 1M | 0.31 |
| CHESAPEAKE FUNDING II LLC SER 2024-1A CL A1 REGD 144A P/P 5.52000000 (CFII 2024-1A A 5.52% 09/15/27) | Long | ABS-collateralized bond/debt obligation | US | $592K | 593K | 0.18 |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2021-KEYS SER 2021-KEYS CL A V/R REGD 144A P/P 6.61148000 (CGCMT 2021-KEYS V/R 10/15/23) | Long | ABS-collateralized bond/debt obligation | US | $3M | 3M | 0.84 |
| CITIGROUP INC REGD V/R 3.10600000 (CITIGROUP INC V/R 04/08/26) | Long | Debt | US | $4M | 4M | 1.34 |
| CITIGROUP MORTGAGE LOAN TRUST 2021-INV3 SER 2021-INV3 CL A11 V/R REGD 144A P/P 5.00000000 (CMLTI 2021-INV3 V/R 05/25/51) | Long | ABS-collateralized bond/debt obligation | US | $1M | 1M | 0.43 |
| CITIZENS AUTO RECEIVABLES TRUST 2024-1 SER 2024-1 CL A2B V/R REGD 144A P/P 5.92371000 (CITZN 2024-1 A2B V/R 07/15/25) | Long | ABS-collateralized bond/debt obligation | US | $3M | 3M | 0.87 |
| CNH EQUIPMENT TRUST 2023-B SER 2023-B CL A2 REGD 5.90000000 (CNH 2023-B A2 5.9% 07/15/25) | Long | ABS-collateralized bond/debt obligation | US | $947K | 945K | 0.29 |
| CNO GLOBAL FUNDING REGD 144A P/P 1.65000000 (CNO GLOBAL FUND 1.65% 01/06/25) | Long | Debt | US | $195K | 200K | 0.06 |
| COMM 2021-2400 MORTGAGE TRUST SER 2021-2400 CL A V/R REGD 144A P/P 6.73148000 (COMM 2021-2400 A V/R 12/15/23) | Long | ABS-collateralized bond/debt obligation | US | $1M | 1M | 0.39 |
| CONSTELLATION 0.00% 06/17/24 0.00000000 | Long | Short-term investment vehicle | US | $898K | – | 0.28 |
| CONSTELLATION 0.00% 06/21/24 0.00000000 | Long | Short-term investment vehicle | US | $1M | – | 0.43 |
| CONSTELLATION BRANDS DISCOUNT_ COMMERCIAL PAPER 0.00000000 (CONSTELLATION DISC 06/07/24) | Long | Short-term investment vehicle | US | $899K | – | 0.28 |
| COOPERATIEVE RABOBANK UA REGD V/R 144A P/P 1.98000000 (COOPERATIEVE RABO V/R 12/15/27) | Long | Debt | NL | $458K | 500K | 0.14 |
| COX COMMUNICATIONS INC REGD 144A P/P 3.15000000 (COX COMMUNICATI 3.15% 08/15/24) | Long | Debt | US | $2M | 2M | 0.62 |
| CREDIT SUISSE NEW YORK REGD MTN 3.62500000 (CREDIT SUISSE 3.625% 09/09/24) | Long | Debt | US | $2M | 3M | 0.77 |
| CSMC 2021-INV1TRUST SER 2021-INV1 CL A11 V/R REGD 144A P/P 5.00000000 (CSMC 2021-INV1 A V/R 07/25/56) | Long | ABS-collateralized bond/debt obligation | US | $215K | 232K | 0.07 |
| CSMC 2021-RPL4 TRUST SER 2021-RPL4 CL A1 V/R REGD 144A P/P 4.03881000 (CSMC 2021-RPL4 A V/R 12/27/60) | Long | ABS-collateralized bond/debt obligation | US | $664K | 683K | 0.21 |
| CSMC 2022-RPL4 TRUST SER 2022-RPL4 CL A1 V/R REGD 144A P/P 3.90435000 (CSMC 2022-RPL4 A V/R 03/01/62) | Long | ABS-collateralized bond/debt obligation | US | $157K | 169K | 0.05 |
| CWABS INC ASSET-BACKED CERTIFICATES TRUST 2004-5 SER 2004-5 CL M1 V/R REGD 6.29436000 (CWL 2004-5 M1 V/R 08/25/34) | Long | ABS-collateralized bond/debt obligation | US | $75K | 76K | 0.02 |
| DANSKE BANK A/S REGD V/R 144A P/P 6.46600000 (DANSKE BANK A/S V/R 01/09/26) | Long | Debt | DK | $2M | 2M | 0.59 |
| DELTA AIR LINES INC REGD 2.90000000 (DELTA AIR LINES 2.9% 10/28/24) | Long | Debt | US | $2M | 2M | 0.61 |
| DEUTSCHE BANK NY REGD V/R 3.96100000 (DEUTSCHE BANK NY V/R 11/26/25) | Long | Debt | US | $1M | 1M | 0.34 |
| DLLAA 2023-1 LLC SER 2023-1A CL A2 REGD 144A P/P 5.93000000 (DLLAA 2023-1A 5.93% 07/20/26) | Long | ABS-collateralized bond/debt obligation | US | $318K | 318K | 0.10 |
| DLLAD 2024-1 LLC SER 2024-1A CL A2 REGD 144A P/P 5.50000000 (DLLAD 2024-1A A 5.5% 06/20/26) | Long | ABS-collateralized bond/debt obligation | US | $1000K | 1M | 0.31 |
| DLLST 2024-1 LLC SER 2024-1A CL A2 REGD 144A P/P 5.33000000 (DLLST 2024-1A 5.33% 07/20/25) | Long | ABS-collateralized bond/debt obligation | US | $997K | 1M | 0.31 |
| DRYDEN 38 SENIOR LOAN FUND SER 2015-38A CL ARR V/R REGD 144A P/P 6.47856000 (DRSLF 2015-38A A V/R 07/15/30) | Long | ABS-collateralized bond/debt obligation | KY | $461K | 459K | 0.14 |
| DRYDEN 54 SENIOR LOAN FUND SER 2017-54A CL AR V/R REGD 144A P/P 6.47656000 (DRSLF 2017-54A A V/R 10/19/29) | Long | ABS-collateralized bond/debt obligation | KY | $479K | 477K | 0.15 |
| ECMC GROUP STUDENT LOAN TRUST 2017-2 SER 2017-2A CL A V/R 144A P/P 6.48822000 (ECMC 2017-2A A V/R 05/25/67) | Long | ABS-collateralized bond/debt obligation | US | $457K | 458K | 0.14 |
| ECMC GROUP STUDENT LOAN TRUST 2018-1 SER 2018-1A CL A V/R 144A P/P 6.18822000 (ECMC 2018-1A A V/R 02/25/30) | Long | ABS-collateralized bond/debt obligation | US | $335K | 335K | 0.10 |
| ECMC GROUP STUDENT LOAN TRUST SER 2019-1A CL A1B V/R 144A P/P 6.43822000 (ECMC 2019-1A A1B V/R 04/25/30) | Long | ABS-collateralized bond/debt obligation | US | $510K | 511K | 0.16 |
| ELFI GRADUATE LOAN PROGRAM 2021-A LLC SER 2021-A CL A REGD 144A P/P 1.53000000 (ELFI 2021-A A 1.53% 12/26/46) | Long | ABS-collateralized bond/debt obligation | US | $1M | 2M | 0.43 |
| ENEL FINANCE INTL N REGD REG S 2.65000000 (ENEL FINANCE IN 2.65% 09/10/24) | Long | Debt | NL | $991K | 1M | 0.31 |
| ENEL FINANCE INTL NV REGD 144A P/P 2.65000000 (ENEL FINANCE IN 2.65% 09/10/24) | Long | Debt | NL | $991K | 1M | 0.31 |
| ENEL FINANCE INTL NV REGD 144A P/P 4.25000000 (ENEL FINANCE IN 4.25% 06/15/25) | Long | Debt | NL | $909K | 921K | 0.28 |
| ENERGY TRANSFE DISC 06/03/24 0.00000000 | Long | Short-term investment vehicle | US | $3M | – | 0.81 |
| ENERGY TRANSFER LP REGD 2.90000000 (ENERGY TRANSFER 2.9% 05/15/25) | Long | Debt | US | $2M | 2M | 0.48 |
| EQUIFAX INC REGD 2.60000000 (EQUIFAX INC 2.6% 12/01/24) | Long | Debt | US | $3M | 3M | 0.92 |
| EXTENDED STAY AMERICA TRUST 2021-ESH SER 2021-ESH CL A V/R REGD 144A P/P 6.51148000 (ESA 2021-ESH A V/R 07/15/26) | Long | ABS-collateralized bond/debt obligation | US | $2M | 2M | 0.60 |
| FANNIE MAE REMICS SER 2017-108 CL AF V/R 5.73822000 (FNR 2017-108 AF V/R 01/25/48) | Long | ABS-collateralized bond/debt obligation | US | $767K | 786K | 0.24 |
| FEDERAL HOME LOAN BANKS 6.00000000 (FHLB 6% 05/03/27) | Long | ABS-mortgage backed security | US | $2M | 2M | 0.75 |
| FEDERAL HOME LOAN MORTGAGE CORP MTN 5.65000000 (FHLMC 5.65% 03/06/26) | Long | ABS-mortgage backed security | US | $3M | 3M | 0.93 |
| FEDERAL HOME LOAN MORTGAGE CORP MTN 5.70000000 (FHLMC 5.7% 03/06/26) | Long | ABS-mortgage backed security | US | $6M | 6M | 1.87 |
| FIFTH THIRD AUTO TRUST 2023-1 SER 2023-1 CL A2A REGD 5.80000000 (FITAT 2023-1 A2 5.8% 04/15/25) | Long | ABS-collateralized bond/debt obligation | US | $453K | 452K | 0.14 |
| FINANCE AMERICA MORTGAGE LOAN TRUST 2004-2 SER 2004-2 CL M1 V/R REGD 6.26436000 (FINA 2004-2 M1 V/R 08/25/34) | Long | ABS-collateralized bond/debt obligation | US | $133K | 143K | 0.04 |
| FORD CREDIT AUTO LEASE TRUST 2023-B SER 2023-B CL A2B V/R REGD 5.91371000 (FORDL 2023-B A2B V/R 01/15/25) | Long | ABS-collateralized bond/debt obligation | US | $2M | 2M | 0.47 |
| FORD CREDIT AUTO LEASE TRUST 2024-A SER 2024-A CL A2B V/R REGD 5.82371000 (FORDL 2024-A A2B V/R 07/15/25) | Long | ABS-collateralized bond/debt obligation | US | $3M | 3M | 0.93 |
| FORD CREDIT AUTO OWNER TRUST 2022-D SER 2022-D CL A2B V/R REGD 6.08371000 (FORDO 2022-D A2B V/R 06/15/24) | Long | ABS-collateralized bond/debt obligation | US | $89K | 89K | 0.03 |
| FORD MOTOR CREDIT CO LLC REGD 2.30000000 (FORD MOTOR CREDI 2.3% 02/10/25) | Long | Debt | US | $2M | 2M | 0.61 |
| FORD MOTOR CREDIT CO LLC REGD 4.13400000 (FORD MOTOR CRE 4.134% 08/04/25) | Long | Debt | US | $392K | 400K | 0.12 |
| FORD MOTOR CREDIT CO LLC REGD 4.68700000 (FORD MOTOR CRE 4.687% 06/09/25) | Long | Debt | US | $989K | 1M | 0.31 |
| FORD MOTOR CREDIT CO LLC REGD 5.12500000 (FORD MOTOR CRE 5.125% 06/16/25) | Long | Debt | US | $298K | 300K | 0.09 |
| FORD MOTOR CREDIT CO LLC REGD MTN SER GMTN 4.38900000 (FORD MOTOR CRE 4.389% 01/08/26) | Long | Debt | US | $586K | 600K | 0.18 |
| FREDDIE MAC POOL UMBS P#SD0251 4.00000000 (UMBS P#SD0251 4% 06/01/49) | Long | ABS-mortgage backed security | US | $53K | 57K | 0.02 |
| FREDDIE MAC POOL UMBS P#SD8006 4.00000000 (UMBS P#SD8006 4% 08/01/49) | Long | ABS-mortgage backed security | US | $366K | 398K | 0.11 |
| FREDDIE MAC POOL UMBS P#SD8012 4.00000000 (UMBS P#SD8012 4% 09/01/49) | Long | ABS-mortgage backed security | US | $294K | 320K | 0.09 |
| FREDDIE MAC REMICS SER 4344 CL FA V/R 5.88688000 (FHR 4344 FA V/R 12/15/37) | Long | ABS-collateralized bond/debt obligation | US | $403K | 415K | 0.13 |
| FREDDIE MAC REMICS SER 4351 CL FA V/R 5.88688000 (FHR 4351 FA V/R 05/15/38) | Long | ABS-collateralized bond/debt obligation | US | $531K | 544K | 0.17 |
| FREDDIE MAC REMICS SER 4906 CL WF V/R 5.83688000 (FHR 4906 WF V/R 12/15/38) | Long | ABS-collateralized bond/debt obligation | US | $1M | 1M | 0.32 |
| FREMONT HOME LOAN TRUST 2005-A SER 2005-A CL M3 V/R REGD 6.17436000 (FHLT 2005-A M3 V/R 01/25/35) | Long | ABS-collateralized bond/debt obligation | US | $102K | 105K | 0.03 |
| FS KKR CAPITAL CORP REGD 1.65000000 (FS KKR CAPITAL 1.65% 10/12/24) | Long | Debt | US | $393K | 400K | 0.12 |
| FUTURE CONTRACT ON US 10YR NOTE (CBT)SEP24 0.00000000 (F/C US 10YR NOTE (CBT)SEP24) | Derivative-interest rate | US | $-762K | – | -0.24 | |
| FUTURE CONTRACT ON US 10YR ULTRA FUT SEP24 0.00000000 (F/C US 10YR ULTRA FUT SEP24) | Derivative-interest rate | US | $-5M | – | -1.46 | |
| FUTURE CONTRACT ON US 2YR NOTE (CBT) SEP24 0.00000000 (F/C US 2YR NOTE (CBT) SEP24) | Derivative-interest rate | US | $-7M | – | -2.09 | |
| FUTURE CONTRACT ON US 5YR NOTE (CBT) SEP24 0.00000000 (F/C US 5YR NOTE (CBT) SEP24) | Derivative-interest rate | US | $-16M | – | -4.87 | |
| FUTURE CONTRACT ON US ULTRA BOND CBT SEP24 0.00000000 (F/C US ULTRA BOND CBT SEP24) | Derivative-interest rate | US | $-612K | – | -0.19 | |
| GA GLOBAL FUNDING TRUST REGD 144A P/P 0.80000000 (GA GLOBAL FUNDIN 0.8% 09/13/24) | Long | Debt | US | $1M | 1M | 0.37 |
| GA GLOBAL FUNDING TRUST REGD 144A P/P 3.85000000 (GA GLOBAL FUNDI 3.85% 04/11/25) | Long | Debt | US | $787K | 800K | 0.24 |
| GA GLOBAL FUNDING TRUST REGD V/R 144A P/P 6.71559400 (GA GLOBAL FUNDING V/R 04/11/25) | Long | Debt | US | $1M | 1M | 0.32 |
| GALLATIN CLO VIII 2017-1 LTD SER 2017-1A CL A1R V/R REGD 144A P/P 6.68017000 (GALL 2017-1A A1R V/R 07/15/31) | Long | ABS-collateralized bond/debt obligation | KY | $569K | 568K | 0.18 |
| GCAT 2021-NQM3 TRUST SER 2021-NQM3 CL A1 V/R REGD 144A P/P 1.09100000 (GCAT 2021-NQM3 A V/R 05/25/66) | Long | ABS-collateralized bond/debt obligation | US | $565K | 686K | 0.18 |
| GCAT 2022-CM1 TRUST SER 2022-HX1 CL A1 V/R REGD 144A P/P 2.88500000 (GCAT 2022-HX1 A1 V/R 12/27/66) | Long | ABS-collateralized bond/debt obligation | US | $740K | 822K | 0.23 |
| GENERAL MOTORS CO REGD 4.00000000 (GENERAL MOTORS CO 4% 04/01/25) | Long | Debt | US | $394K | 400K | 0.12 |
| GENERAL MOTORS FINL CO REGD 2.90000000 (GENERAL MOTORS F 2.9% 02/26/25) | Long | Debt | US | $2M | 2M | 0.49 |
| GENERAL MOTORS FINL CO REGD 3.80000000 (GENERAL MOTORS F 3.8% 04/07/25) | Long | Debt | US | $295K | 300K | 0.09 |
| GENERAL MOTORS FINL CO REGD 4.35000000 (GENERAL MOTORS 4.35% 04/09/25) | Long | Debt | US | $989K | 1M | 0.31 |
| GENERAL MOTORS FINL CO REGD V/R 6.65441800 (GENERAL MOTORS FI V/R 04/07/25) | Long | Debt | US | $201K | 200K | 0.06 |
| GENERAL MOTORS FINL CO REGD V/R 6.71116600 (GENERAL MOTORS FI V/R 05/08/27) | Long | Debt | US | $505K | 500K | 0.16 |
| GM FINANCIAL AUTOMOBILE LEASING TRUST 2023-1 SER 2023-1 CL A2B V/R REGD 5.87340000 (GMALT 2023-1 A2B V/R 08/20/24) | Long | ABS-collateralized bond/debt obligation | US | $234K | 234K | 0.07 |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST SER 2023-2 CL A2B V/R REGD 6.07374000 (GMCAR 2023-2 A2B V/R 05/18/26) | Long | ABS-collateralized bond/debt obligation | US | $984K | 983K | 0.31 |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2023-3 SER 2023-3 CL A2A REGD 5.74000000 (GMCAR 2023-3 A 5.74% 04/16/25) | Long | ABS-collateralized bond/debt obligation | US | $488K | 487K | 0.15 |
| GOLDENTREE LOAN MANAGEMENT US CLO 4 LTD SER 2019-4A CL ARR V/R REGD 144A P/P 6.47294000 (GLM 2019-4A ARR V/R 04/24/31) | Long | ABS-collateralized bond/debt obligation | KY | $701K | 700K | 0.22 |
| GOLDMAN SACHS GROUP INC REGD 5.70000000 (GOLDMAN SACHS GR 5.7% 11/01/24) | Long | Debt | US | $2M | 2M | 0.62 |
| GOLDMAN SACHS GROUP INC REGD V/R 3.27200000 (GOLDMAN SACHS GRO V/R 09/29/25) | Long | Debt | US | $1M | 1M | 0.37 |
| GOLDMAN SACHS GROUP INC REGD V/R 6.42660800 (GOLDMAN SACHS GRO V/R 08/10/26) | Long | Debt | US | $2M | 2M | 0.51 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2016-H06 CL FD V/R 6.35860000 (GNR 2016-H06 FD V/R 07/20/65) | Long | ABS-collateralized bond/debt obligation | US | $967K | 968K | 0.30 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2017-H15 CL FE V/R 6.52543000 (GNR 2017-H15 FE V/R 07/20/67) | Long | ABS-collateralized bond/debt obligation | US | $994K | 990K | 0.31 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2020-17 CL EU 2.50000000 (GNR 2020-17 EU 2.5% 10/20/49) | Long | ABS-collateralized bond/debt obligation | US | $62K | 73K | 0.02 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2020-21 CL AC 2.50000000 (GNR 2020-21 AC 2.5% 01/20/49) | Long | ABS-collateralized bond/debt obligation | US | $44K | 51K | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-122 CL FA V/R 3.00000000 (GNR 2021-122 FA V/R 07/20/51) | Long | ABS-collateralized bond/debt obligation | US | $3M | 3M | 0.82 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-H11 CL FC V/R 6.42340000 (GNR 2023-H11 FC V/R 05/20/73) | Long | ABS-collateralized bond/debt obligation | US | $206K | 203K | 0.06 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-H24 CL FA V/R 6.27340000 (GNR 2023-H24 FA V/R 10/20/73) | Long | ABS-collateralized bond/debt obligation | US | $410K | 408K | 0.13 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-H27 CL FD V/R 6.42340000 (GNR 2023-H27 FD V/R 11/20/73) | Long | ABS-collateralized bond/debt obligation | US | $206K | 203K | 0.06 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2024-H01 CL FB V/R 6.22340000 (GNR 2024-H01 FB V/R 01/20/74) | Long | ABS-collateralized bond/debt obligation | US | $810K | 807K | 0.25 |
| GREYSTONE CRE NOTES 2019-FL2 LTD SER 2019-FL2 CL A V/R REGD 144A P/P 6.61125000 (GSTNE 2019-FL2 A V/R 08/15/23) | Long | ABS-collateralized bond/debt obligation | KY | $141K | 141K | 0.04 |
| GS MORTGAGE SECURITIES CORP TRUST 2022-GTWY SER 2022-GTWY CL A V/R REGD 144A P/P 8.71700000 (GSMS 2022-GTWY A V/R 08/15/39) | Long | ABS-collateralized bond/debt obligation | US | $3M | 3M | 0.78 |
| GS MORTGAGE-BACKED SECURITIES CORP TRUST 2021 SER 2021-RPL1 CL A1 V/R REGD 144A P/P 1.75000000 (GSMBS 2021-RPL1 V/R 12/25/60) | Long | ABS-collateralized bond/debt obligation | US | $1M | 1M | 0.34 |
| GS MORTGAGE-BACKED SECURITIES TRUST 2021-GR2 SER 2021-GR2 CL A9 V/R REGD 144A P/P 5.00000000 (GSMBS 2021-GR2 A V/R 02/25/52) | Long | ABS-collateralized bond/debt obligation | US | $670K | 724K | 0.21 |
| GS MORTGAGE-BACKED SECURITIES TRUST 2021-INV1 SER 2021-INV1 CL A9 V/R REGD 144A P/P 5.00000000 (GSMBS 2021-INV1 V/R 12/25/43) | Long | ABS-collateralized bond/debt obligation | US | $225K | 244K | 0.07 |
| HCA INC REGD 5.25000000 (HCA INC 5.25% 04/15/25) | Long | Debt | US | $3M | 3M | 0.80 |
| HERTZ VEHICLE FINANCING III LLC SER 2023-1A CL A REGD 144A P/P 5.49000000 (HERTZ 2023-1A 5.49% 06/25/26) | Long | ABS-collateralized bond/debt obligation | US | $997K | 1M | 0.31 |
| HONDA AUTO RECEIVABLES 2023-2 OWNER TRUST SER 2023-2 CL A2 REGD 5.41000000 (HAROT 2023-2 A 5.41% 03/17/25) | Long | ABS-collateralized bond/debt obligation | US | $696K | 697K | 0.22 |
| HSBC HOLDINGS PLC REGD V/R 2.63300000 (HSBC HOLDINGS PLC V/R 11/07/25) | Long | Debt | GB | $2M | 2M | 0.55 |
| HSBC HOLDINGS PLC REGD V/R 6.78057400 (HSBC HOLDINGS PLC V/R 03/10/26) | Long | Debt | GB | $403K | 400K | 0.13 |
| HSBC HOLDINGS PLC REGD V/R 6.96245000 (HSBC HOLDINGS PLC V/R 09/12/26) | Long | Debt | GB | $1M | 1M | 0.31 |
| HUNTINGTON INGALLS INDUS REGD SER WI 3.84400000 (HUNTINGTON ING 3.844% 05/01/25) | Long | Debt | US | $3M | 3M | 0.92 |
| HYUNDAI AUTO LEASE SECURITIZATION TR SER 2023-A CL A2B V/R REGD 144A P/P 5.96371000 (HALST 2023-A A2B V/R 07/15/24) | Long | ABS-collateralized bond/debt obligation | US | $166K | 166K | 0.05 |
| HYUNDAI AUTO LEASE SECURITIZATION TR SER 2024-A CL A2B V/R REGD 144A P/P 5.82371000 (HALST 2024-A A2B V/R 09/15/25) | Long | ABS-collateralized bond/debt obligation | US | $2M | 2M | 0.47 |
| HYUNDAI AUTO RECEIVABLES TRUST 2023-B SER 2023-B CL A2A REGD 5.77000000 (HART 2023-B A2 5.77% 05/15/26) | Long | ABS-collateralized bond/debt obligation | US | $364K | 364K | 0.11 |
| HYUNDAI CAPITAL AMERICA REGD V/R 144A P/P 6.50982500 (HYUNDAI CAPITAL A V/R 08/04/25) | Long | Debt | US | $3M | 3M | 0.81 |
| HYUNDAI CAPITAL AMERICA REGD V/R 144A P/P 6.85481400 (HYUNDAI CAPITAL A V/R 01/08/27) | Long | Debt | US | $710K | 700K | 0.22 |
| IMPERIAL BRANDS FIN PLC REGD 144A P/P 3.12500000 (IMPERIAL BRAND 3.125% 07/26/24) | Long | Debt | GB | $2M | 2M | 0.62 |
| IMPERIAL BRANDS FIN PLC REGD 144A P/P 3.50000000 (IMPERIAL BRANDS 3.5% 07/26/26) | Long | Debt | GB | $1M | 1M | 0.36 |
| ING GROEP NV REGD V/R 6.36609000 (ING GROEP NV V/R 04/01/27) | Long | Debt | NL | $2M | 2M | 0.59 |
| ING GROEP NV REGD V/R 6.99597000 (ING GROEP NV V/R 03/28/26) | Long | Debt | NL | $2M | 2M | 0.50 |
| ISRAEL ELECTRIC CORP LTD REGD SER 6 5.00000000 (ISRAEL ELECTRIC CO 5% 11/12/24) | Long | Debt | IL | $2M | 3M | 0.77 |
| JACKSON NATL LIFE GLOBAL REGD V/R 144A P/P 6.50597200 (JACKSON NATL LIFE V/R 06/28/24) | Long | Debt | US | $1M | 1M | 0.44 |
| JDE PEET'S NV REGD 144A P/P 0.80000000 (JDE PEET'S NV 0.8% 09/24/24) | Long | Debt | NL | $2M | 2M | 0.64 |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SE SER 2019-FL12 CL A V/R REGD 144A P/P 6.81401000 (JPMCC 2019-FL12 V/R 04/15/21) | Long | ABS-collateralized bond/debt obligation | US | $128K | 143K | 0.04 |
| JP MORGAN MORTGAGE TRUST 2019-INV3 SER 2019-INV3 CL A3 V/R REGD 144A P/P 3.50000000 (JPMMT 2019-INV3 V/R 06/01/42) | Long | ABS-collateralized bond/debt obligation | US | $147K | 167K | 0.05 |
| JP MORGAN MORTGAGE TRUST 2021-12 SER 2021-12 CL A11 V/R REGD 144A P/P 5.00000000 (JPMMT 2021-12 A1 V/R 02/25/52) | Long | ABS-collateralized bond/debt obligation | US | $285K | 308K | 0.09 |
| JPMORGAN CHASE & CO REGD V/R 2.00500000 (JPMORGAN CHASE & V/R 03/13/26) | Long | Debt | US | $1M | 1M | 0.33 |
| JPMORGAN CHASE & CO REGD V/R 2.30100000 (JPMORGAN CHASE & V/R 10/15/25) | Long | Debt | US | $2M | 2M | 0.55 |
| JPMORGAN CHASE & CO REGD V/R 3.84500000 (JPMORGAN CHASE & V/R 06/14/25) | Long | Debt | US | $1M | 2M | 0.47 |
| JPMORGAN CHASE & CO REGD V/R 6.28469200 (JPMORGAN CHASE & V/R 02/24/26) | Long | Debt | US | $301K | 300K | 0.09 |
| KKR CLO 11 LTD SER 11 CL AR V/R REGD 144A P/P 6.77017000 (KKR 11 AR V/R 01/15/31) | Long | ABS-collateralized bond/debt obligation | KY | $433K | 432K | 0.13 |
| KUBOTA CREDIT OWNER TRUST 2023-1 SER 2023-1A CL A2 REGD 144A P/P 5.40000000 (KCOT 2023-1A A2 5.4% 05/15/25) | Long | ABS-collateralized bond/debt obligation | US | $1M | 1M | 0.38 |
| L3HARRIS TECH DISC 06/13/24 0.00000000 | Long | Short-term investment vehicle | US | $599K | – | 0.19 |
| L3HARRIS TECH DISC 06/17/24 0.00000000 | Long | Short-term investment vehicle | US | $3M | – | 0.81 |
| LAD AUTO RECEIVABLES TRUST 2023-2 SER 2023-2A CL A2 REGD 144A P/P 5.93000000 (LADAR 2023-2A 5.93% 04/15/25) | Long | ABS-collateralized bond/debt obligation | US | $639K | 638K | 0.20 |
| LAD AUTO RECEIVABLES TRUST 2023-3 SER 2023-3A CL A2 REGD 144A P/P 6.09000000 (LADAR 2023-3A 6.09% 11/15/24) | Long | ABS-collateralized bond/debt obligation | US | $163K | 163K | 0.05 |
| LCM LOAN INCOME FUND I LTD SER 1A CL A V/R REGD 144A P/P 6.61617000 (LCMLF 1A A V/R 04/20/31) | Long | ABS-collateralized bond/debt obligation | KY | $1M | 1M | 0.45 |
| LEASEPLAN CORPORATION NV REGD 144A P/P 2.87500000 (LEASEPLAN CORP 2.875% 10/24/24) | Long | Debt | NL | $791K | 800K | 0.25 |
| LEGACY MORTGAGE ASSET TRUST 2021-GS5 SER 2021-GS5 CL A1 V/R REGD 144A P/P 2.25000000 (LMAT 2021-GS5 A1 V/R 07/25/67) | Long | ABS-collateralized bond/debt obligation | US | $271K | 278K | 0.08 |
| LEGACY MORTGAGE ASSET TRUST 2021-SL2 SER 2021-SL2 CL A V/R REGD 144A P/P 1.87500000 (LMAT 2021-SL2 A V/R 10/25/68) | Long | ABS-collateralized bond/debt obligation | US | $234K | 241K | 0.07 |
| LLOYDS BANKING GROUP PLC REGD V/R 2.43800000 (LLOYDS BANKING GR V/R 02/05/26) | Long | Debt | GB | $489K | 500K | 0.15 |
| LLOYDS BANKING GROUP PLC REGD V/R 3.87000000 (LLOYDS BANKING GR V/R 07/09/25) | Long | Debt | GB | $2M | 2M | 0.68 |
| LLOYDS BANKING GROUP PLC REGD V/R 4.71600000 (LLOYDS BANKING GR V/R 08/11/26) | Long | Debt | GB | $889K | 900K | 0.28 |
| M&T EQUIPMENT 2023-LEAF1 NOTES SER 2023-1A CL A2 REGD 144A P/P 6.09000000 (MTLRF 2023-1A 6.09% 07/15/30) | Long | ABS-collateralized bond/debt obligation | US | $1M | 1M | 0.37 |
| M360 2021-CRE3 LTD SER 2021-CRE3 CL A V/R REGD 144A P/P 6.93507000 (M360 2021-CRE3 A V/R 11/22/38) | Long | ABS-collateralized bond/debt obligation | KY | $2M | 2M | 0.68 |
| MARATHON CLO 14 LTD SER 2019-2A CL A1AR V/R REGD 144A P/P 6.70456000 (MCLO 2019-2A A1A V/R 01/20/33) | Long | ABS-collateralized bond/debt obligation | KY | $2M | 2M | 0.47 |
| MASTER CREDIT CARD TRUST II SER 2023-2A CL A V/R REGD 144A P/P 6.17374000 (MCCT 2023-2A A V/R 07/21/25) | Long | ABS-collateralized bond/debt obligation | CA | $2M | 2M | 0.72 |
| MASTER CREDIT CARD TRUST II SER 2024-1A CL A V/R REGD 144A P/P 6.07374000 (MCCT 2024-1A A V/R 01/21/26) | Long | ABS-collateralized bond/debt obligation | CA | $2M | 2M | 0.69 |
| MASTR ASSET BACKED SECURITIES TRUST 2004-OPT2 SER 2004-OPT2 CL A1 V/R REGD 6.13936000 (MABS 2004-OPT2 A V/R 09/25/34) | Long | ABS-collateralized bond/debt obligation | US | $124K | 137K | 0.04 |
| MF1 2020-FL4 LTD SER 2020-FL4 CL A V/R REGD 144A P/P 7.13412000 (MF1 2020-FL4 A V/R 10/15/25) | Long | ABS-collateralized bond/debt obligation | US | $395K | 395K | 0.12 |
| MF1 MULTIFAMILY HOUSING MORTGAGE LOAN SER 2021-FL5 CL A V/R REGD 144A P/P 6.28412000 (MF1 2021-FL5 A V/R 07/15/36) | Long | ABS-collateralized bond/debt obligation | KY | $367K | 368K | 0.11 |
| MFA 2020-NQM1 TRUST SER 2020-NQM1 CL A1 V/R REGD 144A P/P 1.47900000 (MFRA 2020-NQM1 A V/R 03/25/65) | Long | ABS-collateralized bond/debt obligation | US | $157K | 167K | 0.05 |
| MFA 2020-NQM2 TRUST SER 2020-NQM2 CL A1 V/R REGD 144A P/P 1.38100000 (MFRA 2020-NQM2 A V/R 04/25/65) | Long | ABS-collateralized bond/debt obligation | US | $175K | 189K | 0.05 |
| MIDOCEAN CREDIT CLO II SER 2013-2A CL ARR V/R REGD 144A P/P 6.61648000 (MIDO 2013-2A ARR V/R 01/29/30) | Long | ABS-collateralized bond/debt obligation | KY | $20K | 20K | 0.01 |
| MILL CITY MORTGAGE LOAN TRUST 2019-GS2 SER 2019-GS2 CL A1 V/R REGD 144A P/P 2.75000000 (MCMLT 2019-GS2 A V/R 08/25/59) | Long | ABS-collateralized bond/debt obligation | US | $446K | 473K | 0.14 |
| MILL CITY MORTGAGE LOAN TRUST 2021-NMR1 SER 2021-NMR1 CL A1 V/R REGD 144A P/P 1.12500000 (MCMLT 2021-NMR1 V/R 11/25/60) | Long | ABS-collateralized bond/debt obligation | US | $325K | 349K | 0.10 |
| MMAF EQUIPMENT FINANCE LLC 2023-A SER 2023-A CL A2 REGD 144A P/P 5.79000000 (MMAF 2023-A A2 5.79% 12/13/25) | Long | ABS-collateralized bond/debt obligation | US | $433K | 433K | 0.13 |
| MMAF EQUIPMENT FINANCE LLC 2024-A SER 2024-A CL A2 REGD 144A P/P 5.20000000 (MMAF 2024-A A2 5.2% 09/13/27) | Long | ABS-collateralized bond/debt obligation | US | $995K | 1M | 0.31 |
| MORGAN STANLEY ABS CAPITAL I INC TRUST 2004-HE4 SER 2004-HE4 CL M1 V/R REGD 6.33936000 (MSAC 2004-HE4 M1 V/R 05/25/34) | Long | ABS-collateralized bond/debt obligation | US | $365K | 371K | 0.11 |
| MOUNTAIN VIEW CLO 2017-1 LLC SER 2017-1A CL AR V/R REGD 144A P/P 6.67927000 (MVEW 2017-1A AR V/R 10/16/29) | Long | ABS-collateralized bond/debt obligation | KY | $178K | 178K | 0.06 |
| NATIXIS COMMERCIAL MORTGAGE SECURITIES SER 2021-APPL CL A V/R REGD 144A P/P 6.38148000 (NCMS 2021-APPL A V/R 08/15/23) | Long | ABS-collateralized bond/debt obligation | US | $1M | 2M | 0.47 |
| NATWEST MARKETS PLC REGD V/R 144A P/P 6.11597200 (NATWEST MARKETS P V/R 09/29/26) | Long | Debt | GB | $300K | 300K | 0.09 |
| NATWEST MARKETS PLC REGD V/R 144A P/P 6.80465000 (NATWEST MARKETS P V/R 03/22/25) | Long | Debt | GB | $1M | 1M | 0.31 |
| NAVIENT PRIVATE EDUCATION LOAN TRUST 2015-B SER 2015-BA CL A3 V/R REGD 144A P/P 6.88125000 (NAVSL 2015-BA A3 V/R 05/15/27) | Long | ABS-collateralized bond/debt obligation | US | $556K | 554K | 0.17 |
| NAVIENT PRIVATE EDUCATION LOAN TRUST 2020-A SER 2020-A CL A2B V/R REGD 144A P/P 6.33125000 (NAVSL 2020-A A2B V/R 07/15/28) | Long | ABS-collateralized bond/debt obligation | US | $261K | 262K | 0.08 |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-G SER 2020-GA CL A REGD 144A P/P 1.17000000 (NAVSL 2020-GA 1.17% 02/15/28) | Long | ABS-collateralized bond/debt obligation | US | $147K | 163K | 0.05 |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-H SER 2020-IA CL A1A REGD 144A P/P 1.33000000 (NAVSL 2020-IA 1.33% 12/15/29) | Long | ABS-collateralized bond/debt obligation | US | $195K | 216K | 0.06 |
| NELNET STUDENT LOAN TRUST 2017-3 SER 2017-3A CL A V/R 144A P/P 6.28822000 (NSLT 2017-3A A V/R 06/25/37) | Long | ABS-collateralized bond/debt obligation | US | $562K | 564K | 0.17 |
| NELNET STUDENT LOAN TRUST 2018-3 SER 2018-3A CL A2 V/R 144A P/P 5.87936000 (NSLT 2018-3A A2 V/R 10/25/24) | Long | ABS-collateralized bond/debt obligation | US | $129K | 129K | 0.04 |
| NELNET STUDENT LOAN TRUST 2019-2 SER 2019-2A CL A V/R 144A P/P 6.33822000 (NSLT 2019-2A A V/R 09/25/32) | Long | ABS-collateralized bond/debt obligation | US | $573K | 576K | 0.18 |
| NELNET STUDENT LOAN TRUST 2019-3 SER 2019-3A CL A V/R 144A P/P 6.23936000 (NSLT 2019-3A A V/R 09/25/28) | Long | ABS-collateralized bond/debt obligation | US | $455K | 457K | 0.14 |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2018-3 SER 2018-3A CL A1 V/R REGD 144A P/P 4.50000000 (NRZT 2018-3A A1 V/R 05/25/58) | Long | ABS-collateralized bond/debt obligation | US | $148K | 155K | 0.05 |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2018-RPL1 SER 2018-RPL1 CL A1 V/R REGD 144A P/P 3.50000000 (NRZT 2018-RPL1 A V/R 12/25/57) | Long | ABS-collateralized bond/debt obligation | US | $46K | 48K | 0.01 |
| NEXTERA ENERGY CAP HLDGS INC__ DISCOUNT COMMERCIAL PAPER 0.00000000 (NEXTERA ENERGY C DISC 06/26/24) | Long | Short-term investment vehicle | US | $3M | – | 0.99 |
| NISSAN MOTOR ACCEPTANCE REGD 144A P/P 2.00000000 (NISSAN MOTOR ACCEP 2% 03/09/26) | Long | Debt | US | $373K | 400K | 0.12 |
| NISSAN MOTOR CO REGD 144A P/P 3.52200000 (NISSAN MOTOR C 3.522% 09/17/25) | Long | Debt | JP | $872K | 900K | 0.27 |
| NISSAN MOTOR CO REGD REG S 3.52200000 (NISSAN MOTOR C 3.522% 09/17/25) | Long | Debt | JP | $194K | 200K | 0.06 |
| NOMURA HOLDINGS INC REGD 2.64800000 (NOMURA HOLDING 2.648% 01/16/25) | Long | Debt | JP | $4M | 4M | 1.13 |
| NORDEA BANK ABP REGD V/R 144A P/P 6.31113400 (NORDEA BANK ABP V/R 06/06/25) | Long | Debt | FI | $604K | 600K | 0.19 |
| NOVASTAR MORTGAGE FUNDING TRUST SERIES 2005-4 SER 2005-4 CL M1 V/R REGD 6.09936000 (NHEL 2005-4 M1 V/R 01/25/36) | Long | ABS-collateralized bond/debt obligation | US | $61K | 62K | 0.02 |
| NYMT LOAN TRUST 2021-SP1 SER 2021-SP1 CL A1 S/UP REGD 144A P/P 1.66960000 (NYMT 2021-SP1 A S/UP 08/25/24) | Long | ABS-collateralized bond/debt obligation | US | $395K | 409K | 0.12 |
| NYO COMMERCIAL MORTGAGE TRUST 2021-1290 SER 2021-1290 CL A V/R REGD 144A P/P 6.52648000 (NYO 2021-1290 A V/R 11/15/28) | Long | ABS-collateralized bond/debt obligation | US | $2M | 2M | 0.54 |
| OBX 2024-NQM5 TRUST SER 2024-NQM5 CL A1 V/R REGD 144A P/P 5.98800000 (OBX 2024-NQM5 A1 V/R 03/25/28) | Long | ABS-collateralized bond/debt obligation | US | $387K | 387K | 0.12 |
| OBX 2024-NQM6 TRUST SER 2024-NQM6 CL A1 V/R REGD 144A P/P 6.44700000 (OBX 2024-NQM6 A1 V/R 02/25/64) | Long | ABS-collateralized bond/debt obligation | US | $694K | 690K | 0.22 |
| OCTAGON INVESTMENT PARTNERS 39 LTD SER 2018-3A CL AR V/R REGD 144A P/P 6.47456000 (OCT39 2018-3A AR V/R 10/20/30) | Long | ABS-collateralized bond/debt obligation | KY | $551K | 551K | 0.17 |
| OSCAR US FUNDING XVI LLC SER 2024-1A CL A2 REGD 144A P/P 5.48000000 (OSCAR 2024-1A 5.48% 01/12/26) | Long | ABS-collateralized bond/debt obligation | JP | $999K | 1M | 0.31 |
| OSD CLO 2021-23 LTD SER 2021-23A CL A V/R REGD 144A P/P 6.44868000 (OSD 2021-23A A V/R 04/17/31) | Long | ABS-collateralized bond/debt obligation | KY | $2M | 2M | 0.68 |
| PACIFIC GAS & ELECTRIC REGD 3.40000000 (PACIFIC GAS & EL 3.4% 08/15/24) | Long | Debt | US | $99K | 100K | 0.03 |
| PAGAYA AI DEBT TRUST 2024-1 SER 2024-1 CL A REGD 144A P/P 6.66000000 (PAID 2024-1 A 6.66% 07/15/31) | Long | ABS-collateralized bond/debt obligation | US | $82K | 81K | 0.03 |
| PFP 2021-8 LTD SER 2021-8 CL A V/R REGD 144A P/P 6.43448000 (PFP 2021-8 A V/R 08/09/37) | Long | ABS-collateralized bond/debt obligation | KY | $112K | 113K | 0.03 |
| PFS FINANCING CORP SER 2023-D CL A V/R REGD 144A P/P 6.47371000 (PFSFC 2023-D A V/R 08/15/25) | Long | ABS-collateralized bond/debt obligation | US | $2M | 2M | 0.47 |
| PRETIUM MORTGAGE CREDIT PARTNERS I 202 SER 2021-NPL1 CL A1 V/R REGD 144A P/P 5.23950000 (PRET 2021-NPL1 A V/R 09/27/60) | Long | ABS-collateralized bond/debt obligation | US | $81K | 82K | 0.03 |
| REGATTA XV FUNDING LTD SER 2018-4A CL A1R V/R REGD 144A P/P 6.52333000 (REG15 2018-4A A1 V/R 10/25/31) | Long | ABS-collateralized bond/debt obligation | KY | $702K | 700K | 0.22 |
| RENESAS ELECTRONICS CORP REGD 144A P/P 1.54300000 (RENESAS ELECTR 1.543% 11/26/24) | Long | Debt | JP | $196K | 200K | 0.06 |
| RENESAS ELECTRONICS CORP REGD REG S 1.54300000 (RENESAS ELECTR 1.543% 11/26/24) | Long | Debt | JP | $196K | 200K | 0.06 |
| RESIMAC BASTILLE TRUST SERIES 2021-2NC SER 2021-2NCA CL A1A V/R REGD 144A P/P 6.08469000 (RESI 2021-2NCA A V/R 02/03/53) | Long | ABS-collateralized bond/debt obligation | AU | $554K | 555K | 0.17 |
| REYNOLDS AMERICAN INC REGD 4.45000000 (REYNOLDS AMERIC 4.45% 06/12/25) | Long | Debt | US | $3M | 3M | 0.97 |
| SABINE PASS LIQUEFACTION REGD SER WI 5.62500000 (SABINE PASS LI 5.625% 03/01/25) | Long | Debt | US | $3M | 3M | 0.93 |
| SANTANDER HOLDINGS USA REGD 3.45000000 (SANTANDER HOLDI 3.45% 06/02/25) | Long | Debt | US | $3M | 3M | 0.91 |
| SBNA AUTO LEASE TRUST 2024-B SER 2024-B CL A2 REGD 144A P/P 5.67000000 (SBALT 2024-B A 5.67% 10/20/25) | Long | ABS-collateralized bond/debt obligation | US | $1M | 1M | 0.31 |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST 2 SER 2024-2A CL A2 REGD 144A P/P 5.71000000 (SFAST 2024-2A 5.71% 10/20/27) | Long | ABS-collateralized bond/debt obligation | US | $1M | 1M | 0.31 |
| SK HYNIX INC REGD 144A P/P 5.50000000 (SK HYNIX INC 5.5% 01/16/27) | Long | Debt | KR | $299K | 300K | 0.09 |
| SK HYNIX INC REGD REG S 6.25000000 (SK HYNIX INC 6.25% 01/17/26) | Long | Debt | KR | $404K | 400K | 0.13 |
| SLC STUDENT LOAN TRUST 2007-1 SER 2007-1 CL A4 V/R 5.66937000 (SLCLT 2007-1 A4 V/R 05/15/19) | Long | ABS-collateralized bond/debt obligation | US | $91K | 91K | 0.03 |
| SLM STUDENT LOAN TRUST 2004-10 SER 2004-10 CL A7B V/R 144A P/P 6.20948000 (SLMA 2004-10 A7B V/R 10/25/29) | Long | ABS-collateralized bond/debt obligation | US | $106K | 106K | 0.03 |
| SMB PRIVATE EDUCATION LOAN TRUST 2020-PT-A SER 2020-PTA CL A2A REGD 144A P/P 1.60000000 (SMB 2020-PTA A2 1.6% 09/15/54) | Long | ABS-collateralized bond/debt obligation | US | $205K | 226K | 0.06 |
| SMB PRIVATE EDUCATION LOAN TRUST 2021-D SER 2021-D CL A1A REGD 144A P/P 1.34000000 (SMB 2021-D A1A 1.34% 08/15/30) | Long | ABS-collateralized bond/debt obligation | US | $166K | 185K | 0.05 |
| SMB PRIVATE EDUCATION LOAN TRUST 2023-C SER 2023-C CL A1B V/R REGD 144A P/P 6.87374000 (SMB 2023-C A1B V/R 10/15/33) | Long | ABS-collateralized bond/debt obligation | US | $525K | 526K | 0.16 |
| SOCIETE GENERALE REGD 144A P/P MTN 2.62500000 (SOCIETE GENERA 2.625% 01/22/25) | Long | Debt | FR | $2M | 2M | 0.70 |
| SOCIETE GENERALE REGD V/R 144A P/P 6.40748700 (SOCIETE GENERALE V/R 01/21/26) | Long | Debt | FR | $501K | 500K | 0.16 |
| SOFI CONSUMER LOAN PROGRAM 2023-1S TRUST SER 2023-1S CL A REGD 144A P/P 5.81000000 (SCLP 2023-1S A 5.81% 10/15/24) | Long | ABS-collateralized bond/debt obligation | US | $74K | 74K | 0.02 |
| SOUND POINT CLO XXVIII LTD SER 2020-3A CL A1R V/R REGD 144A P/P 6.60355000 (SNDPT 2020-3A A1 V/R 01/25/32) | Long | ABS-collateralized bond/debt obligation | KY | $603K | 600K | 0.19 |
| SPRINT LLC REGD SER WI 7.12500000 (SPRINT LLC 7.125% 06/15/24) | Long | Debt | US | $1M | 1M | 0.31 |
| STANDARD CHARTERED PLC REGD P/P MTN 3.20000000 (STANDARD CHARTER 3.2% 04/17/25) | Long | Debt | GB | $348K | 355K | 0.11 |
| STANDARD CHARTERED PLC REGD V/R 144A P/P 3.97100000 (STANDARD CHARTERE V/R 03/30/26) | Long | Debt | GB | $2M | 2M | 0.61 |
| STANDARD CHARTERED PLC REGD V/R 144A P/P 7.09597200 (STANDARD CHARTERE V/R 03/30/26) | Long | Debt | GB | $1M | 1M | 0.44 |
| STONEPEAK 2021-1 ABS SER 2021-1A CL AA REGD 144A P/P 2.30100000 (SALTT 2021-1A 2.301% 12/15/27) | Long | ABS-collateralized bond/debt obligation | US | $132K | 142K | 0.04 |
| STWD 2021-HTS MORTGAGE TRUST SER 2021-HTS CL A V/R REGD 144A P/P 6.53148000 (STWD 2021-HTS A V/R 04/15/24) | Long | ABS-collateralized bond/debt obligation | US | $778K | 784K | 0.24 |
| SWEDBANK AB REGD REG S 5.33700000 (SWEDBANK AB 5.337% 09/20/27) | Long | Debt | SE | $996K | 1M | 0.31 |
| SYNCHRONY FINANCIAL REGD 4.25000000 (SYNCHRONY FINAN 4.25% 08/15/24) | Long | Debt | US | $897K | 900K | 0.28 |
| T-MOBILE USA INC REGD 3.50000000 (T-MOBILE USA INC 3.5% 04/15/25) | Long | Debt | US | $98K | 100K | 0.03 |
| TCW CLO 2018-1 LTD SER 2018-1A CL A1R V/R REGD 144A P/P 6.55516000 (TCW 2018-1A A1R V/R 04/25/31) | Long | ABS-collateralized bond/debt obligation | KY | $350K | 349K | 0.11 |
| TD SYNNEX CORP REGD SER WI 1.25000000 (TD SYNNEX CORP 1.25% 08/09/24) | Long | Debt | US | $3M | 3M | 0.93 |
| TESLA ELECTRIC VEHICLE TRUST 2023-1 SER 2023-1 CL A2B V/R REGD 144A P/P 5.84340000 (TEVT 2023-1 A2B V/R 12/21/26) | Long | ABS-collateralized bond/debt obligation | US | $3M | 3M | 0.93 |
| TOWD POINT ASSET TRUST 2021-SL1 SER 2021-SL1 CL A2 V/R REGD 144A P/P 6.13456000 (TPAT 2021-SL1 A2 V/R 11/20/26) | Long | ABS-collateralized bond/debt obligation | US | $434K | 437K | 0.13 |
| TOWD POINT MORTGAGE TRUST 2017-5 SER 2017-5 CL A1 V/R REGD 144A P/P 6.03936000 (TPMT 2017-5 A1 V/R 02/25/57) | Long | ABS-collateralized bond/debt obligation | US | $87K | 86K | 0.03 |
| TOWD POINT MORTGAGE TRUST 2018-3 SER 2018-3 CL A1 V/R REGD 144A P/P 3.75000000 (TPMT 2018-3 A1 V/R 05/25/58) | Long | ABS-collateralized bond/debt obligation | US | $284K | 295K | 0.09 |
| TOWD POINT MORTGAGE TRUST 2019-HY2 SER 2019-HY2 CL A1 V/R REGD 144A P/P 6.43936000 (TPMT 2019-HY2 A1 V/R 05/25/58) | Long | ABS-collateralized bond/debt obligation | US | $161K | 157K | 0.05 |
| TOWD POINT MORTGAGE TRUST 2019-HY3 SER 2019-HY3 CL A1A V/R REGD 144A P/P 6.43936000 (TPMT 2019-HY3 A1 V/R 07/25/27) | Long | ABS-collateralized bond/debt obligation | US | $190K | 186K | 0.06 |
| TOWD POINT MORTGAGE TRUST 2020-1 SER 2020-1 CL A1 V/R REGD 144A P/P 2.71000000 (TPMT 2020-1 A1 V/R 01/25/60) | Long | ABS-collateralized bond/debt obligation | US | $475K | 510K | 0.15 |
| TOWD POINT MORTGAGE TRUST 2021-SJ2 SER 2021-SJ2 CL A1A V/R REGD 144A P/P 2.25000000 (TPMT 2021-SJ2 A1 V/R 12/25/61) | Long | ABS-collateralized bond/debt obligation | US | $859K | 905K | 0.27 |
| TOWD POINT MORTGAGE TRUST 2024-CES1 SER 2024-CES1 CL A1A V/R REGD 144A P/P 5.84800000 (TPMT 2024-CES1 A V/R 09/25/31) | Long | ABS-collateralized bond/debt obligation | US | $285K | 285K | 0.09 |
| TOYOTA AUTO RECEIVABLES 2022-C OWNER TRUST SER 2022-C CL A2B V/R REGD 5.89374000 (TAOT 2022-C A2B V/R 04/15/24) | Long | ABS-collateralized bond/debt obligation | US | $244K | 244K | 0.08 |
| TOYOTA AUTO RECEIVABLES 2022-C OWNER TRUST SER 2022-C CL A3 REGD 3.76000000 (TAOT 2022-C A3 3.76% 12/15/25) | Long | ABS-collateralized bond/debt obligation | US | $1M | 2M | 0.46 |
| TOYOTA AUTO RECEIVABLES 2023-C OWNER TRUST SER 2023-C CL A2A REGD 5.60000000 (TAOT 2023-C A2A 5.6% 04/15/25) | Long | ABS-collateralized bond/debt obligation | US | $619K | 619K | 0.19 |
| TOYOTA LEASE OWNER TRUST 2023-B SER 2023-B CL A2B V/R REGD 144A P/P 5.87340000 (TLOT 2023-B A2B V/R 08/20/25) | Long | ABS-collateralized bond/debt obligation | US | $1M | 1M | 0.33 |
| TRILLIUM CREDIT CARD TRUST II SER 2023-3A CL A V/R REGD 144A P/P 6.16074200 (TCCT 2023-3A A V/R 08/26/25) | Long | ABS-collateralized bond/debt obligation | CA | $3M | 3M | 0.94 |
| TRILLIUM CREDIT CARD TRUST II SER 2024-1A CL A V/R REGD 144A P/P 6.06078300 (TCCT 2024-1A A V/R 12/26/25) | Long | ABS-collateralized bond/debt obligation | CA | $3M | 3M | 0.94 |
| TRINITAS CLO XII LTD SER 2020-12A CL A1R V/R REGD 144A P/P 6.69355000 (TRNTS 2020-12A A V/R 04/25/33) | Long | ABS-collateralized bond/debt obligation | KY | $2M | 2M | 0.62 |
| UBS AG NEW YORK REGD 4.75000000 (UBS AG NEW YORK 4.75% 08/09/24) | Long | Debt | US | $499K | 500K | 0.16 |
| UBS GROUP AG REGD V/R 144A P/P 4.49000000 (UBS GROUP AG V/R 08/05/25) | Long | Debt | CH | $698K | 700K | 0.22 |
| UBS GROUP AG REGD V/R P/P 2.59300000 (UBS GROUP AG V/R 09/11/25) | Long | Debt | CH | $396K | 400K | 0.12 |
| UNITED STATES TREASURY BILL ZCP 0.00000000 (US T BILL ZCP 08/22/24) | Long | Short-term investment vehicle | US | $8M | – | 2.40 |
| UNITED STATES TREASURY BILL ZCP 0.00000000 (US T BILL ZCP 08/29/24) | Long | Short-term investment vehicle | US | $6M | – | 1.78 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS 0.12500000 (US TIPS 0.125% 10/15/24) | Long | Debt | US | $2M | 2M | 0.60 |
| USAA AUTO OWNER TRUST 2023-A SER 2023-A CL A2 REGD 144A P/P 5.83000000 (USAOT 2023-A A 5.83% 02/15/25) | Long | ABS-collateralized bond/debt obligation | US | $484K | 484K | 0.15 |
| VENTURE 36 CLO LTD SER 2019-36A CL A1AR V/R REGD 144A P/P 6.71617000 (VENTR 2019-36A A V/R 04/20/32) | Long | ABS-collateralized bond/debt obligation | KY | $1M | 1M | 0.31 |
| VENTURE XVII CLO LTD SER 2014-17A CL ARR V/R REGD 144A P/P 6.47017000 (VENTR 2014-17A A V/R 04/15/27) | Long | ABS-collateralized bond/debt obligation | KY | $2K | 2K | 0.00 |
| VERIZON MASTER TRUST SER 2024-1 CL A1B V/R REGD 5.97371000 (VZMT 2024-1 A1B V/R 12/20/28) | Long | ABS-collateralized bond/debt obligation | US | $3M | 3M | 0.93 |
| VERUS SECURITIZATION TRUST 2023-5 SER 2023-5 CL A1 V/R REGD 144A P/P 6.47600000 (VERUS 2023-5 A1 V/R 06/25/68) | Long | ABS-collateralized bond/debt obligation | US | $243K | 243K | 0.08 |
| VMWARE LLC REGD 4.50000000 (VMWARE LLC 4.5% 05/15/25) | Long | Debt | US | $3M | 3M | 0.92 |
| VOLKSWAGEN AUTO LEASE TRUST 2023-A SER 2023-A CL A2B V/R REGD 5.89340000 (VWALT 2023-A A2B V/R 01/20/26) | Long | ABS-collateralized bond/debt obligation | US | $764K | 764K | 0.24 |
| VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2023-1 SER 2023-1 CL A2A REGD 5.50000000 (VALET 2023-1 A2 5.5% 12/21/26) | Long | ABS-collateralized bond/debt obligation | US | $1M | 1M | 0.45 |
| VOLKSWAGEN GROUP AMERICA REGD V/R 144A P/P 6.18308600 (VOLKSWAGEN GROUP V/R 03/20/26) | Long | Debt | US | $1M | 1M | 0.31 |
| WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2005- SER 2005-AR13 CL A1A1 V/R REGD 6.01936000 (WAMU 2005-AR13 A V/R 10/25/45) | Long | ABS-collateralized bond/debt obligation | US | $268K | 282K | 0.08 |
| WELLFLEET CLO 2015-1 LTD SER 2015-1A CL AR4 V/R REGD 144A P/P 6.47617000 (WELF 2015-1A AR4 V/R 07/20/29) | Long | ABS-collateralized bond/debt obligation | KY | $7K | 7K | 0.00 |
| WELLS FARGO & COMPANY REGD V/R MTN 2.16400000 (WELLS FARGO & COM V/R 02/11/26) | Long | Debt | US | $2M | 2M | 0.49 |
| WELLS FARGO & COMPANY REGD V/R MTN 2.40600000 (WELLS FARGO & COM V/R 10/30/25) | Long | Debt | US | $3M | 3M | 0.83 |
| WELLS FARGO & COMPANY REGD V/R MTN 6.67871100 (WELLS FARGO & COM V/R 04/25/26) | Long | Debt | US | $403K | 400K | 0.13 |
| WORLD OMNI AUTO RECEIVABLES TRUST 2022-C SER 2022-C CL A2 REGD 3.73000000 (WOART 2022-C A 3.73% 08/15/24) | Long | ABS-collateralized bond/debt obligation | US | $347K | 348K | 0.11 |
| WORLD OMNI AUTO RECEIVABLES TRUST 2023-A SER 2023-A CL A2B V/R REGD 5.75371000 (WOART 2023-A A2B V/R 12/15/24) | Long | ABS-collateralized bond/debt obligation | US | $307K | 307K | 0.10 |
| WORLD OMNI AUTO RECEIVABLES TRUST 2023-B SER 2023-B CL A2A REGD 5.25000000 (WOART 2023-B A 5.25% 02/18/25) | Long | ABS-collateralized bond/debt obligation | US | $523K | 523K | 0.16 |
| WORLD OMNI AUTO RECEIVABLES TRUST 2023-D SER 2023-D CL A2A REGD 5.91000000 (WOART 2023-D A 5.91% 09/15/25) | Long | ABS-collateralized bond/debt obligation | US | $3M | 3M | 0.92 |
Address
MORGAN STANLEY PATHWAY FUNDS
2000 WESTCHESTER AVENUE
PURCHASE
New York
10577-2530
United States of America
Directors
Adela Cepeda
Mark J. Reed
Paul Ricciardelli
W. Thomas Matthews
Eric T. McKissack
Teresa S. Westbrook
Transfer Agents
BNY MELLON INVESTMENT SERVICING (US)
Pricing Services
Citigroup Global Markets Inc.
Refinitiv US LLC
Intercontinental Exchange, Inc.
Custodians
BROWN BROTHERS HARRIMAN AND CO
EUROCLEAR BANK SA NV
Shareholder Servicing Agents
BNY MELLON INVESTMENT SERVICING (US)
Admins
Brown Brothers Harriman & Co.
Brokers
CREDIT SUISSE SECURITIES (USA) LLC