International Fixed Income Fund

Fund Profile

Fund profile

Tickers

TIFUX

Fund manager

Morgan Stanley Pathway Funds

Total assets

$266.92 mm

Liabilities

$87.73 mm

Net assets

$179.19 mm

Number of holdings

779.00

Top 200 of 779 Holdings

As of Nov 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
CCS USD R USSOFR/JPYMUTKCALM -47 GST /LONG/	18.33 mm	1.00 contracts	10.23	DFE	N/A	N/A
FUTURE CONTRACT ON EURO-BTP FUTURE DEC24 /EUR/ 0.00000000	14.28 mm	110.00 contracts	7.97	Interest rate derivative	N/A	Germany
FANNIE MAE POOL UMBS P#MA5389 6.00000000	11.64 mm	11.50 mm shares	6.50	ABS-mortgage backed security	Long	USA
FNMA 30YR TBA 4.5% JAN 25 TO BE ANNOUNCED 4.50000000	8.10 mm	8.44 mm shares	4.52	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL UMBS P#MA5073 6.00000000	6.43 mm	6.35 mm shares	3.59	ABS-mortgage backed security	Long	USA
FUTURE CONTRACT ON EURO-SCHATZ FUT DEC24 /EUR/ 0.00000000	6.00 mm	53.00 contracts	3.35	Interest rate derivative	N/A	Germany
FUTURE CONTRACT ON EURO-OAT FUTURE DEC24 /EUR/ 0.00000000	5.49 mm	41.00 contracts	3.06	Interest rate derivative	N/A	Germany
FUTURE CONTRACT ON US 2YR NOTE (CBT) MAR25 0.00000000	5.36 mm	26.00 contracts	2.99	Interest rate derivative	N/A	USA
FUTURE CONTRACT ON CAN 5YR BOND FUT MAR25 /CAD/ 0.00000000	4.86 mm	60.00 contracts	2.71	Interest rate derivative	N/A	Canada
FANNIE MAE POOL UMBS P#MA5217 6.50000000	4.84 mm	4.72 mm shares	2.70	ABS-mortgage backed security	Long	USA
FUTURE CONTRACT ON EURO-BTP FUTURE MAR25 /EUR/ 0.00000000	4.01 mm	31.00 contracts	2.24	Interest rate derivative	N/A	Germany
FUTURE CONTRACT ON AUST 3YR BOND FUT DEC24 /AUD/ 0.00000000	3.73 mm	54.00 contracts	2.08	Interest rate derivative	N/A	Australia
FUTURE CONTRACT ON CAN 10YR BOND FUT MAR25 /CAD/ 0.00000000	3.70 mm	42.00 contracts	2.07	Interest rate derivative	N/A	Canada
RC R/P CITIGR 4.650% 12/02/24 4.65000000	3.70 mm	3.70 mm principal	2.06	Repurchase agreement	Long	USA
FREDDIE MAC POOL UMBS P#SD8369 6.50000000	3.43 mm	3.35 mm shares	1.92	ABS-mortgage backed security	Long	USA
FUTURE CONTRACT ON LONG GILT FUTURE MAR25 /GBP/ 0.00000000	3.17 mm	26.00 contracts	1.77	Interest rate derivative	N/A	UK
FNMA TBA 30YR 3% JAN 24 TO BE ANNOUNCED 3.00000000	3.14 mm	3.60 mm shares	1.75	ABS-mortgage backed security	Long	USA
FREDDIE MAC POOL UMBS P#SD8463 6.00000000	2.94 mm	2.91 mm shares	1.64	ABS-mortgage backed security	Long	USA
MALAYSIA GOVERNMENT /MYR/ REGD SER 0223 3.51900000	2.82 mm	12.52 mm shares	1.57	Debt	Long	Malaysia
FUTURE CONTRACT ON EURO-BOBL FUTURE MAR25 /EUR/ 0.00000000	2.77 mm	22.00 contracts	1.55	Interest rate derivative	N/A	Germany
FRANCE (GOVT OF) /EUR/ REGD SER OAT 2.00000000	2.75 mm	3.30 mm shares	1.54	Debt	Long	France
FUTURE CONTRACT ON EURO-BUND FUTURE DEC24 /EUR/ 0.00000000	2.56 mm	18.00 contracts	1.43	Interest rate derivative	N/A	Germany
FANNIE MAE POOL UMBS P#MA5109 6.50000000	2.48 mm	2.42 mm shares	1.39	ABS-mortgage backed security	Long	USA
GINNIE MAE II POOL P#MA8098 3.00000000	2.25 mm	2.54 mm shares	1.26	ABS-mortgage backed security	Long	USA
BONOS Y OBLIG DEL ESTADO /EUR/ REGD 2.55000000	2.21 mm	2.10 mm shares	1.23	Debt	Long	Spain
UNITED STATES TREASURY NOTE 0.25000000	1.99 mm	2.00 mm shares	1.11	Debt	Long	USA
LETRA TESOURO NACIONAL /BRL/ REGD ZCP SER LTN 0.00000000	1.90 mm	12.70 mm shares	1.06	Debt	Long	Brazil
UNITED STATES TREASURY NOTE 4.50000000	1.74 mm	1.70 mm shares	0.97	Debt	Long	USA
JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 48 1.40000000	1.71 mm	280.00 mm shares	0.95	Debt	Long	Japan
JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 62 0.50000000	1.69 mm	360.00 mm shares	0.94	Debt	Long	Japan
CASH COLLATERAL LCH BCY USD REGD 0.50000000	1.62 mm	1.62 mm shares	0.90	Short-term investment vehicle	Long	USA
CANADIAN GOVERNMENT /CAD/ REGD 4.00000000	1.56 mm	2.10 mm shares	0.87	Debt	Long	Canada
LETRA TESOURO NACIONAL /BRL/ REGD ZCP SER LTN 0.00000000	1.55 mm	9.70 mm shares	0.87	Debt	Long	Brazil
BONOS Y OBLIG DEL ESTADO /EUR/ REGD 1.40000000	1.54 mm	1.50 mm shares	0.86	Debt	Long	Spain
FUTURE CONTRACT ON EURO-BUXL 30Y BND DEC24 /EUR/ 0.00000000	1.48 mm	10.00 contracts	0.82	Interest rate derivative	N/A	Germany
UK TSY 3 1/4% 2044 /GBP/ REGD 3.25000000	1.41 mm	1.35 mm shares	0.79	Debt	Long	UK
UNITED STATES TREASURY INFLATION INDEXED BONDS 1.12500000	1.40 mm	1.48 mm shares	0.78	Debt	Long	USA
JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 44 1.70000000	1.37 mm	210.00 mm shares	0.76	Debt	Long	Japan
SINGAPORE GOVERNMENT /SGD/ REGD REG S 3.25000000	1.36 mm	1.65 mm shares	0.76	Debt	Long	Singapore
UNITED STATES TREASURY INFLATION INDEXED BONDS 0.12500000	1.33 mm	1.34 mm shares	0.74	Debt	Long	USA
JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 155 1.00000000	1.31 mm	200.00 mm shares	0.73	Debt	Long	Japan
CANADIAN GOVERNMENT /CAD/ REGD 3.25000000	1.23 mm	1.70 mm shares	0.69	Debt	Long	Canada
UNITED STATES TREASURY INFLATION INDEXED BONDS 0.50000000	1.23 mm	1.28 mm shares	0.69	Debt	Long	USA
CDX 2I65BYEG6 01.000 SP 12/20/2029 BARCUS3BXXX FIXED	1.19 mm	1.00 contracts	0.67	Credit derivative	N/A	USA
UNITED STATES TREASURY NOTE 4.00000000	1.18 mm	1.20 mm shares	0.66	Debt	Long	USA
KOREA TREASURY BOND /KRW/ REGD SER 3306 3.25000000	1.16 mm	1.55 bn shares	0.65	Debt	Long	Korea, Republic of
JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 83 2.20000000	1.14 mm	172.00 mm shares	0.64	Debt	Long	Japan
JAPAN GOVT CPI LINKED /JPY/ REGD SER 23 0.10000000	1.12 mm	161.47 mm shares	0.63	Debt	Long	Japan
ONTARIO (PROVINCE OF) /CAD/ REGD 3.65000000	1.07 mm	1.50 mm shares	0.60	Debt	Long	Canada
GINNIE MAE II POOL P#MA7937 3.00000000	996.55 k	1.12 mm shares	0.56	ABS-mortgage backed security	Long	USA
JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 73 0.70000000	981.05 k	210.00 mm shares	0.55	Debt	Long	Japan
CASH COLLATERAL BCY USD /CCBCYXUS0/ 4.48000000	968.00 k	968.00 k shares	0.54	Short-term investment vehicle	Long	USA
BONOS Y OBLIG DEL ESTADO /EUR/ REGD 2.50000000	957.67 k	900.00 k shares	0.53	Debt	Long	Spain
FRANCE (GOVT OF) /EUR/ REGD SER OAT 3.25000000	950.16 k	900.00 k shares	0.53	Debt	Long	France
UNITED STATES TREASURY INFLATION INDEXED BONDS 0.12500000	948.86 k	1.06 mm shares	0.53	Debt	Long	USA
FRANCE (GOVT OF) /EUR/ REGD SER OAT 0.75000000	946.55 k	1.65 mm shares	0.53	Debt	Long	France
OBX 2024-HYB1 TRUST SER 2024-HYB1 CL A1 V/R REGD 144A P/P 3.62263000	935.54 k	950.43 k shares	0.52	ABS-collateralized bond/debt obligation	Long	USA
SCBFY Standard Chartered PLC	932.41 k	900.00 k shares	0.52	Debt	Long	UK
FREDDIE MAC POOL UMBS P#SD8384 6.00000000	931.87 k	920.34 k shares	0.52	ABS-mortgage backed security	Long	USA
REPUBLIC OF SOUTH AFRICA /ZAR/ REGD SER 2035 8.87500000	929.98 k	18.20 mm shares	0.52	Debt	Long	South Africa
UNITED STATES TREASURY BOND 4.12500000	928.38 k	975.00 k shares	0.52	Debt	Long	USA
JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 82 1.80000000	921.87 k	152.00 mm shares	0.51	Debt	Long	Japan
FREDDIE MAC POOL UMBS P#SD8403 6.50000000	911.07 k	889.42 k shares	0.51	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL UMBS P#MA4980 6.00000000	910.50 k	899.41 k shares	0.51	ABS-mortgage backed security	Long	USA
BONOS Y OBLIG DEL ESTADO /EUR/ REGD 3.45000000	893.44 k	850.00 k shares	0.50	Debt	Long	Spain
FREDDIE MAC POOL UMBS P#SD8348 5.00000000	882.78 k	898.17 k shares	0.49	ABS-mortgage backed security	Long	USA
JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 154 1.20000000	880.41 k	131.00 mm shares	0.49	Debt	Long	Japan
FANNIE MAE POOL UMBS P#DB5507 5.00000000	878.40 k	894.62 k shares	0.49	ABS-mortgage backed security	Long	USA
FREDDIE MAC POOL UMBS P#SD4998 5.00000000	856.18 k	870.70 k shares	0.48	ABS-mortgage backed security	Long	USA
RIPON MORTGAGES PLC SER 1RA CL A V/R REGD 144A P/P /GBP/ 5.40000000	852.55 k	669.81 k shares	0.48	ABS-collateralized bond/debt obligation	Long	UK
FANNIE MAE POOL UMBS P#MA5297 6.50000000	834.86 k	815.06 k shares	0.47	ABS-mortgage backed security	Long	USA
SOUNDVIEW HOME LOAN TRUST 2006-3 SER 2006-3 CL A4 V/R REGD 5.20219000	833.62 k	888.01 k shares	0.47	ABS-collateralized bond/debt obligation	Long	USA
JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 186 1.50000000	829.72 k	130.00 mm shares	0.46	Debt	Long	Japan
BCS Barclays PLC	820.33 k	800.00 k shares	0.46	Debt	Long	UK
FREDDIE MAC POOL UMBS P#QF8822 6.50000000	818.46 k	797.09 k shares	0.46	ABS-mortgage backed security	Long	USA
REPUBLIC OF PERU /PEN/ REGD REG S 6.95000000	817.38 k	2.90 mm shares	0.46	Debt	Long	Peru
FREDDIE MAC POOL UMBS P#QI1549 5.00000000	800.08 k	813.02 k shares	0.45	ABS-mortgage backed security	Long	USA
JP MORGAN MORTGAGE TRUST 2021-INV4 SER 2021-INV4 CL A2 V/R REGD 144A P/P 3.00000000	795.74 k	930.65 k shares	0.44	ABS-collateralized bond/debt obligation	Long	USA
UNITED KINGDOM GILT /GBP/ REGD REG S 1.25000000	792.02 k	1.30 mm shares	0.44	Debt	Long	UK
UNITED STATES TREASURY BOND 1.87500000	777.00 k	1.10 mm shares	0.43	Debt	Long	USA
GCAT 2023-NQM4 TRUST SER 2023-NQM4 CL A1 V/R REGD 144A P/P 4.25000000	775.44 k	823.65 k shares	0.43	ABS-collateralized bond/debt obligation	Long	USA
JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 52 0.50000000	754.38 k	152.00 mm shares	0.42	Debt	Long	Japan
UNITED KINGDOM GILT /GBP/ REGD REG S 3.50000000	751.64 k	700.00 k shares	0.42	Debt	Long	UK
FREDDIE MAC POOL UMBS P#SD8364 6.50000000	734.33 k	715.77 k shares	0.41	ABS-mortgage backed security	Long	USA
JAPAN (40 YEAR ISSUE) /JPY/ REGD SER 17 2.20000000	733.29 k	120.00 mm shares	0.41	Debt	Long	Japan
CASH COLATERAL ISDA BPS USD 4.48000000	733.00 k	733.00 k shares	0.41	Short-term investment vehicle	Long	USA
JAPAN (2 YEAR ISSUE) /JPY/ REGD SER 456 0.10000000	732.20 k	110.00 mm shares	0.41	Debt	Long	Japan
UNITED KINGDOM GILT /GBP/ REGD REG S 0.62500000	711.86 k	1.40 mm shares	0.40	Debt	Long	UK
TD The Toronto-Dominion Bank	706.25 k	700.00 k shares	0.39	Debt	Long	Canada
UNITED STATES TREASURY INFLATION INDEXED BONDS 0.12500000	704.81 k	796.24 k shares	0.39	Debt	Long	USA
JAMESTOWN CLO XVI LTD SER 2021-16A CL AR V/R REGD 144A P/P 0.00000000	700.53 k	700.00 k shares	0.39	ABS-collateralized bond/debt obligation	Long	Cayman Islands
SAUDI INTERNATIONAL BOND REGD 144A P/P MTN 4.87500000	696.06 k	700.00 k shares	0.39	Debt	Long	Saudi Arabia
FNMA 30YR TBA 4.0% JAN 25 TO BE ANNOUNCED 4.00000000	696.03 k	744.00 k shares	0.39	ABS-mortgage backed security	Long	USA
DEUTSCHE BANK NY REGD V/R 4.99900000	691.60 k	700.00 k shares	0.39	Debt	Long	USA
ROMANIA /EUR/ REGD REG S EMTN 6.62500000	687.12 k	600.00 k shares	0.38	Debt	Long	Romania
FREDDIE MAC POOL UMBS P#SD8410 6.50000000	676.49 k	660.35 k shares	0.38	ABS-mortgage backed security	Long	USA
CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 3.19000000	675.27 k	4.09 mm shares	0.38	Debt	Long	China
J.P. MORGAN MORTGAGE TRUST 2021-INV8 SER 2021-INV8 CL A2 V/R REGD 144A P/P 3.00000000	675.12 k	785.06 k shares	0.38	ABS-collateralized bond/debt obligation	Long	USA
J.P. MORGAN MORTGAGE TRUST 2022-LTV2 SER 2022-LTV2 CL A3 V/R REGD 144A P/P 3.50000000	669.96 k	752.79 k shares	0.37	ABS-collateralized bond/debt obligation	Long	USA
IRS R02.25PCN07 09/18/29 BARC FIXED	669.37 k	1.00 contracts	0.37	Interest rate derivative	N/A	China
JAPAN TREASURY DISC BILL /JPY/ REGD ZCP SER 1231 0.00000000	667.84 k	100.00 mm principal	0.37	Short-term investment vehicle	Long	Japan
UNITED STATES TREASURY BOND 3.37500000	664.53 k	800.00 k shares	0.37	Debt	Long	USA
Credit Suisse Group AG	649.51 k	600.00 k shares	0.36	Debt	Long	Switzerland
ROCKFORD TOWER EUROPE CLO 2018-1 DAC SER 2018-1A CL AR V/R REGD 144A P/P /EUR/ 4.46800000	634.98 k	600.00 k shares	0.35	ABS-collateralized bond/debt obligation	Long	Ireland
GS MORTGAGE-BACKED SECURITIES CORP TRUST 202 SER 2022-PJ4 CL A4 V/R REGD 144A P/P 2.50000000	626.72 k	764.54 k shares	0.35	ABS-collateralized bond/debt obligation	Long	USA
GS The Goldman Sachs Group, Inc.	619.44 k	600.00 k shares	0.35	Debt	Long	USA
CARLYLE GLOBAL MARKET STRATEGIES CLO SER 2016-3A CL ARRR V/R REGD 144A P/P 0.00000000	600.45 k	600.00 k shares	0.34	ABS-collateralized bond/debt obligation	Long	Cayman Islands
WELLS FARGO & COMPANY REGD V/R MTN 4.80800000	599.87 k	600.00 k shares	0.33	Debt	Long	USA
GNMA TBA 30 UR 2.5% DEC 24 TO BE ANNOUNCED 2.50000000	598.15 k	700.00 k shares	0.33	ABS-mortgage backed security	Long	USA
UNITED KINGDOM GILT /GBP/ REGD REG S 4.37500000	597.91 k	500.00 k shares	0.33	Debt	Long	UK
BANK OF AMERICA CORP REGD V/R MTN 1.89800000	597.50 k	700.00 k shares	0.33	Debt	Long	USA
UNITED STATES TREASURY NOTE 2.87500000	596.25 k	600.00 k shares	0.33	Debt	Long	USA
JPMORGAN CHASE & CO REGD V/R 4.60300000	594.84 k	600.00 k shares	0.33	Debt	Long	USA
FREDDIE MAC POOL UMBS P#QF0820 4.50000000	591.73 k	614.89 k shares	0.33	ABS-mortgage backed security	Long	USA
DANSKE BANK A/S REGD V/R 144A P/P 4.61300000	590.11 k	600.00 k shares	0.33	Debt	Long	Denmark
JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 71 0.70000000	589.40 k	125.00 mm shares	0.33	Debt	Long	Japan
EUR/USD FWD 20241203 000004334 USD JPMORGAN CHASE BANK NA	579.25 k	1.00 contracts	0.32	DFE	N/A	N/A
REALKREDIT DANMARK /DKK/ REGD REG S SER 10F 1.00000000	577.61 k	4.10 mm shares	0.32	Debt	Long	Denmark
CARVAL CLO I LTD SER 2018-1A CL AR V/R REGD 144A P/P 5.87730000	574.59 k	573.81 k shares	0.32	ABS-collateralized bond/debt obligation	Long	Cayman Islands
TOWD POINT MORTGAGE FUNDING 2024 - GRA SER 2024-GR6A CL A1 V/R REGD 144A P/P /GBP/ 5.79088000	566.69 k	443.53 k shares	0.32	ABS-collateralized bond/debt obligation	Long	UK
REALKREDIT DANMARK /DKK/ REGD REG S SER 10F 1.00000000	565.62 k	4.00 mm shares	0.32	Debt	Long	Denmark
FANNIE MAE POOL UMBS P#CB7220 5.50000000	561.43 k	561.39 k shares	0.31	ABS-mortgage backed security	Long	USA
PROVIDUS CLO II DAC SER 2A CL ARR V/R REGD 144A P/P /EUR/ 4.34400000	528.97 k	500.00 k shares	0.30	ABS-collateralized bond/debt obligation	Long	Ireland
GROSVENOR PLACE CLO 2024-2 DAC SER 2024-2A CL A V/R REGD 144A P/P /EUR/ 0.00000000	528.76 k	500.00 k shares	0.30	ABS-collateralized bond/debt obligation	Long	Ireland
HAYFIN EMERALD CLO XII DAC SER 12A CL A V/R REGD 144A P/P /EUR/ 4.82600000	528.56 k	500.00 k shares	0.29	ABS-collateralized bond/debt obligation	Long	Ireland
TREASURY CORP VICTORIA /AUD/ REGD REG S 2.25000000	524.30 k	1.00 mm shares	0.29	Debt	Long	Australia
GS The Goldman Sachs Group, Inc.	524.28 k	500.00 k shares	0.29	Debt	Long	USA
SANTANDER UK GROUP HLDGS REGD V/R 6.53400000	521.24 k	500.00 k shares	0.29	Debt	Long	UK
ITALY GOV'T INT BOND /GBP/ REGD EMTN 6.00000000	521.10 k	400.00 k shares	0.29	Debt	Long	Italy
CVC CORDATUS OPPORTUNITY LOAN FUND DAC SER 1A CL A V/R REGD 144A P/P /EUR/ 4.40300000	513.98 k	484.51 k shares	0.29	ABS-collateralized bond/debt obligation	Long	Ireland
BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 5Y 0.00000000	512.98 k	500.00 k shares	0.29	Debt	Long	Italy
BANK OF AMERICA CORP REGD V/R 5.20200000	506.16 k	500.00 k shares	0.28	Debt	Long	USA
ROYAL BANK OF CANADA REGD 144A P/P 4.85100000	503.92 k	500.00 k shares	0.28	Debt	Long	Canada
ELEVATION CLO 2021-15 LTD SER 2018-3A CL A1R2 V/R REGD 144A P/P 5.92587000	501.46 k	500.00 k shares	0.28	ABS-collateralized bond/debt obligation	Long	Cayman Islands
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2024-H07 CL JF V/R 5.55078000	501.06 k	500.56 k shares	0.28	ABS-collateralized bond/debt obligation	Long	USA
BAIN CAPITAL CREDIT CLO 2020-2 LTD SER 2020-2A CL ARR V/R REGD 144A P/P 5.85740000	500.40 k	500.00 k shares	0.28	ABS-collateralized bond/debt obligation	Long	Cayman Islands
NORTHWOODS CAPITAL XII-B LTD SER 2018-12BA CL AR V/R REGD 144A P/P 6.13664000	500.17 k	500.00 k shares	0.28	ABS-collateralized bond/debt obligation	Long	Cayman Islands
JP MORGAN MORTGAGE TRUST 2022-INV1 SER 2022-INV1 CL A3 V/R REGD 144A P/P 3.00000000	494.32 k	579.34 k shares	0.28	ABS-collateralized bond/debt obligation	Long	USA
JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 61 0.70000000	487.91 k	98.00 mm shares	0.27	Debt	Long	Japan
ABU DHABI DEVELOPMENT HO REGD 144A P/P 4.37500000	486.32 k	500.00 k shares	0.27	Debt	Long	United Arab Emirates
REPUBLIC OF SOUTH AFRICA /ZAR/ REGD SER 2030 8.00000000	470.33 k	8.80 mm shares	0.26	Debt	Long	South Africa
FANNIE MAE POOL UMBS P#BU8670 4.50000000	469.62 k	488.10 k shares	0.26	ABS-mortgage backed security	Long	USA
ISRAEL FIXED BOND /ILS/ REGD SER 0330 1.00000000	469.06 k	2.00 mm shares	0.26	Debt	Long	Israel
BONOS Y OBLIG DEL ESTADO /EUR/ REGD 1.45000000	466.28 k	800.00 k shares	0.26	Debt	Long	Spain
GINNIE MAE II POOL P#MA8043 3.00000000	459.33 k	517.90 k shares	0.26	ABS-mortgage backed security	Long	USA
BONOS Y OBLIG DEL ESTADO /EUR/ REGD 1.45000000	458.51 k	450.00 k shares	0.26	Debt	Long	Spain
IRS R02.50PER6M 03/19/30 BARCUS3BXXX FIXED	457.02 k	1.00 contracts	0.26	Interest rate derivative	N/A	N/A
MALAYSIA GOVERNMENT /MYR/ REGD SER 0124 4.05400000	456.01 k	2.00 mm shares	0.25	Debt	Long	Malaysia
BARCLAYS PLC /EUR/ REGD V/R REG S EMTN 4.91800000	455.74 k	400.00 k shares	0.25	Debt	Long	UK
BLUEMOUNTAIN CLO 2016-3 LTD SER 2016-3A CL A1R2 V/R REGD 144A P/P 5.72346000	441.13 k	440.69 k shares	0.25	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 6.00751000	439.37 k	438.44 k shares	0.25	ABS-collateralized bond/debt obligation	Long	Cayman Islands
TOWD POINT MORTGAGE TRUST 2019-4 SER 2019-4 CL A1 V/R REGD 144A P/P 2.90000000	435.85 k	458.63 k shares	0.24	ABS-collateralized bond/debt obligation	Long	USA
PRPM 2023-NQM3 TRUST SER 2023-NQM3 CL A1 V/R REGD 144A P/P 6.22100000	429.06 k	425.55 k shares	0.24	ABS-collateralized bond/debt obligation	Long	USA
IRS R02.50PER6M 03/19/35 BARCUS3BXXX FIXED	427.88 k	1.00 contracts	0.24	Interest rate derivative	N/A	N/A
PRKCM 2023-AFC4 TRUST SER 2023-AFC4 CL A1 S/UP REGD 144A P/P 7.22500000	423.56 k	415.81 k shares	0.24	ABS-collateralized bond/debt obligation	Long	USA
GS The Goldman Sachs Group, Inc.	423.31 k	400.00 k shares	0.24	Debt	Long	USA
NGATE 07-1X A3 V/R 12/1/50 5.20929000	414.60 k	333.30 k shares	0.23	ABS-collateralized bond/debt obligation	Long	UK
BONOS Y OBLIG DEL ESTADO /EUR/ REGD 1.45000000	413.74 k	400.00 k shares	0.23	Debt	Long	Spain
BPCE SA REGD V/R 144A P/P 6.61200000	411.13 k	400.00 k shares	0.23	Debt	Long	France
MFA 2023-NQM4 TRUST SER 2023-NQM4 CL A1 V/R REGD 144A P/P 6.10500000	410.70 k	407.63 k shares	0.23	ABS-collateralized bond/debt obligation	Long	USA
GINNIE MAE II POOL P#MA7706 3.00000000	405.86 k	457.41 k shares	0.23	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY NOTE 4.37500000	405.53 k	400.00 k shares	0.23	Debt	Long	USA
ABN AMRO BANK NV REGD V/R 144A P/P MTN 6.57500000	405.02 k	400.00 k shares	0.23	Debt	Long	Netherlands
OZLM IX LTD SER 2014-9A CL A1A4 V/R REGD 144A P/P 5.81740000	404.49 k	404.05 k shares	0.23	ABS-collateralized bond/debt obligation	Long	Cayman Islands
GS The Goldman Sachs Group, Inc.	404.08 k	400.00 k shares	0.23	Debt	Long	USA
ROYAL BANK OF CANADA REGD V/R MTN SER GMTN 4.96900000	403.41 k	400.00 k shares	0.23	Debt	Long	Canada
CASSA DEPOSITI E PRESTIT REGD 144A P/P 5.75000000	402.49 k	400.00 k shares	0.22	Debt	Long	Italy
JAPAN TREASURY DISC BILL /JPY/ REGD ZCP SER 1238 0.00000000	400.77 k	60.00 mm principal	0.22	Short-term investment vehicle	Long	Japan
VENTURE 38 CLO LTD SER 2019-38A CL A1R V/R REGD 144A P/P 6.01078000	400.53 k	400.00 k shares	0.22	ABS-collateralized bond/debt obligation	Long	Cayman Islands
SAUDI INTERNATIONAL BOND REGD 144A P/P MTN 4.75000000	400.28 k	400.00 k shares	0.22	Debt	Long	Saudi Arabia
PALMER SQUARE EUROPEAN LOAN FUNDING SER 2023-3A CL A V/R REGD 144A P/P /EUR/ 4.52300000	395.35 k	374.03 k shares	0.22	ABS-collateralized bond/debt obligation	Long	Ireland
NYO COMMERCIAL MORTGAGE TRUST 2021-1290 SER 2021-1290 CL A V/R REGD 144A P/P 5.81948000	392.20 k	400.00 k shares	0.22	ABS-collateralized bond/debt obligation	Long	USA
KOREA NATIONAL OIL CORP REGD 144A P/P 4.25000000	391.92 k	400.00 k shares	0.22	Debt	Long	Korea, Republic of
BONOS Y OBLIG DEL ESTADO /EUR/ REGD 1.90000000	389.31 k	500.00 k shares	0.22	Debt	Long	Spain
NOVASTAR MORTGAGE FUNDING TRUST SERIES 2006-1 SER 2006-1 CL A2D V/R REGD 5.24219000	384.70 k	400.00 k shares	0.21	ABS-collateralized bond/debt obligation	Long	USA
BONOS Y OBLIG DEL ESTADO /EUR/ REGD 1.85000000	384.57 k	400.00 k shares	0.21	Debt	Long	Spain
DEUTSCHE BANK NY REGD V/R 144A 2.55200000	380.12 k	400.00 k shares	0.21	Debt	Long	USA
BONOS Y OBLIG DEL ESTADO /EUR/ REGD 0.70000000	370.34 k	400.00 k shares	0.21	Debt	Long	Spain
UNITED KINGDOM GILT /GBP/ REGD REG S 1.75000000	367.45 k	500.00 k shares	0.21	Debt	Long	UK
BIG COMMERCIAL MORTGAGE TRUST 2022-BIG SER 2022-BIG CL A V/R REGD 144A P/P 5.95119000	363.78 k	365.09 k shares	0.20	ABS-collateralized bond/debt obligation	Long	USA
JAPAN GOVT CPI LINKED /JPY/ REGD SER 24 0.10000000	357.04 k	51.27 mm shares	0.20	Debt	Long	Japan
EXTENDED STAY AMERICA TRUST 2021-ESH SER 2021-ESH CL A V/R REGD 144A P/P 5.80348000	355.12 k	354.65 k shares	0.20	ABS-collateralized bond/debt obligation	Long	USA
SOCIETE GENERALE REGD V/R 144A P/P 3.33700000	347.35 k	400.00 k shares	0.19	Debt	Long	France
REPUBLIC OF PERU /PEN/ REGD REG S 5.40000000	343.85 k	1.40 mm shares	0.19	Debt	Long	Peru
FANNIE MAE POOL UMBS P#BV4128 2.00000000	340.82 k	423.48 k shares	0.19	ABS-mortgage backed security	Long	USA
LUDGATE FUNDING PLC SER 2007-1 CL A2A V/R REGD /GBP/ 5.18449000	336.36 k	270.44 k shares	0.19	ABS-collateralized bond/debt obligation	Long	UK
UNITED STATES TREASURY INFLATION INDEXED BONDS 2.37500000	333.85 k	334.56 k shares	0.19	Debt	Long	USA
EXPORT DEVELOPMNT CANADA /INR/ REGD 144A P/P MTN 7.13000000	331.17 k	27.90 mm shares	0.18	Debt	Long	Canada
JAPAN (5 YEAR ISSUE) /JPY/ REGD SER 171 0.40000000	329.67 k	50.00 mm shares	0.18	Debt	Long	Japan
FREDDIE MAC POOL UMBS P#QF1922 4.50000000	326.58 k	339.09 k shares	0.18	ABS-mortgage backed security	Long	USA
RMAC SECURITIES NO 1 PLC SER 2006-NS3X CL A2A V/R REGD REG S /GBP/ 5.19637000	320.16 k	256.55 k shares	0.18	ABS-collateralized bond/debt obligation	Long	UK
BNPP AM EURO CLO 2019 DAC SER 2019-1A CL AR V/R REGD 144A P/P /EUR/ 4.02100000	315.53 k	299.80 k shares	0.18	ABS-collateralized bond/debt obligation	Long	Ireland
FREDDIE MAC POOL UMBS P#RA6433 2.50000000	311.17 k	371.34 k shares	0.17	ABS-mortgage backed security	Long	USA
ARBOR REALTY COMMERCIAL REAL ESTATE NOTES 20 SER 2022-FL1 CL A V/R REGD 144A P/P 6.25563000	310.45 k	310.31 k shares	0.17	ABS-collateralized bond/debt obligation	Long	Cayman Islands
LLOYDS BANKING GROUP PLC REGD V/R 5.72100000	308.30 k	300.00 k shares	0.17	Debt	Long	UK
ATHENE GLOBAL FUNDING REGD 144A P/P 5.51600000	304.39 k	300.00 k shares	0.17	Debt	Long	USA
STATE OF ISRAEL REGD SER 5Y 5.37500000	303.67 k	300.00 k shares	0.17	Debt	Long	Israel
UBS GROUP AG /EUR/ REGD V/R REG S 7.75000000	302.70 k	250.00 k shares	0.17	Debt	Long	Switzerland
STATE OF ISRAEL REGD SER 10Y 5.50000000	300.65 k	300.00 k shares	0.17	Debt	Long	Israel
ARGENT MORTGAGE LOAN TRUST 2005-W1 SER 2005-W1 CL A1 V/R REGD 5.18219000	297.82 k	334.65 k shares	0.17	ABS-collateralized bond/debt obligation	Long	USA