Inflation-Linked Fixed Income Fund

Fund Profile

Fund profile

Tickers

TILUX

Fund manager

Morgan Stanley Pathway Funds

Total assets

$228.98 mm

Liabilities

$84.64 mm

Net assets

$144.34 mm

Number of holdings

296.00

Top 200 of 296 Holdings

As of Nov 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
FUTURE CONTRACT ON 3MO EURO EURIBOR SEP26 /EUR/ 0.00000000	27.75 mm	107.00 contracts	19.23	Interest rate derivative	N/A	UK
UNITED STATES TREASURY INFLATION INDEXED BONDS 1.12500000	10.07 mm	10.69 mm shares	6.97	Debt	Long	USA
FUTURE CONTRACT ON US 10YR ULTRA FUT MAR25 0.00000000	8.49 mm	74.00 contracts	5.89	Interest rate derivative	N/A	USA
UNITED STATES TREASURY INFLATION INDEXED BONDS 0.62500000	8.43 mm	9.22 mm shares	5.84	Debt	Long	USA
UNITED STATES TREASURY INFLATION INDEXED BONDS 0.50000000	8.08 mm	8.41 mm shares	5.60	Debt	Long	USA
UNITED STATES TREASURY INFLATION INDEXED BONDS 1.37500000	6.67 mm	6.96 mm shares	4.62	Debt	Long	USA
UNITED STATES TREASURY INFLATION INDEXED BONDS 0.12500000	6.55 mm	7.31 mm shares	4.54	Debt	Long	USA
UNITED STATES TREASURY INFLATION INDEXED BONDS 1.62500000	6.38 mm	6.39 mm shares	4.42	Debt	Long	USA
UNITED STATES TREASURY INFLATION INDEXED BONDS 2.37500000	5.91 mm	5.76 mm shares	4.10	Debt	Long	USA
UNITED STATES TREASURY INFLATION INDEXED BONDS 0.37500000	4.98 mm	5.13 mm shares	3.45	Debt	Long	USA
UNITED STATES TREASURY INFLATION INDEXED BONDS 0.12500000	4.82 mm	5.34 mm shares	3.34	Debt	Long	USA
UNITED STATES TREASURY INFLATION INDEXED BONDS 0.12500000	4.77 mm	5.20 mm shares	3.31	Debt	Long	USA
UNITED STATES TREASURY INFLATION INDEXED BONDS 0.12500000	4.67 mm	4.74 mm shares	3.24	Debt	Long	USA
UNITED STATES TREASURY INFLATION INDEXED BONDS 0.12500000	4.66 mm	4.78 mm shares	3.23	Debt	Long	USA
FNMA 30YR TBA 4.5% JAN 25 TO BE ANNOUNCED 4.50000000	4.42 mm	4.60 mm shares	3.06	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY INFLATION INDEXED BONDS 0.62500000	4.39 mm	4.46 mm shares	3.04	Debt	Long	USA
UNITED STATES TREASURY INFLATION INDEXED BONDS 0.75000000	4.39 mm	4.53 mm shares	3.04	Debt	Long	USA
FREDDIE MAC POOL UMBS P#SD8409 6.00000000	4.38 mm	4.32 mm shares	3.03	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY INFLATION INDEXED BONDS 0.25000000	4.35 mm	4.64 mm shares	3.01	Debt	Long	USA
UNITED STATES TREASURY INFLATION INDEXED BONDS 0.12500000	4.15 mm	4.27 mm shares	2.87	Debt	Long	USA
UNITED STATES TREASURY INFLATION INDEXED BONDS 0.12500000	3.83 mm	4.32 mm shares	2.65	Debt	Long	USA
UNITED STATES TREASURY INFLATION INDEXED BONDS 0.37500000	3.75 mm	3.88 mm shares	2.60	Debt	Long	USA
G2SF 30 YR TBA 3.5 DEC 24 TO BE ANNOUNCED 3.50000000	3.66 mm	4.00 mm shares	2.53	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY INFLATION INDEXED BONDS 0.12500000	3.56 mm	3.90 mm shares	2.47	Debt	Long	USA
BUONI POLIENNALI DEL TES /EUR/ REGD SER ICPI 1.40000000	3.27 mm	3.10 mm shares	2.26	Debt	Long	Italy
UNITED STATES TREASURY INFLATION INDEXED BONDS 3.62500000	3.08 mm	2.91 mm shares	2.13	Debt	Long	USA
UNITED STATES TREASURY INFLATION INDEXED BONDS 0.87500000	3.00 mm	3.11 mm shares	2.08	Debt	Long	USA
FNMA 30YR TBA 4.0% JAN 25 TO BE ANNOUNCED 4.00000000	2.99 mm	3.20 mm shares	2.07	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY INFLATION INDEXED BONDS 1.37500000	2.93 mm	3.34 mm shares	2.03	Debt	Long	USA
UNITED STATES TREASURY INFLATION INDEXED BONDS 0.37500000	2.76 mm	2.79 mm shares	1.92	Debt	Long	USA
FUTURE CONTRACT ON EURO-BUND FUTURE MAR25 /EUR/ 0.00000000	2.74 mm	19.00 contracts	1.90	Interest rate derivative	N/A	Germany
UNITED STATES TREASURY INFLATION INDEXED BONDS 0.12500000	2.70 mm	2.77 mm shares	1.87	Debt	Long	USA
UNITED STATES TREASURY INFLATION INDEXED BONDS 0.12500000	2.68 mm	2.79 mm shares	1.86	Debt	Long	USA
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-H19 CL FA V/R 5.66078000	2.65 mm	2.64 mm shares	1.84	ABS-collateralized bond/debt obligation	Long	USA
UNITED STATES TREASURY INFLATION INDEXED BONDS 3.87500000	2.60 mm	2.39 mm shares	1.80	Debt	Long	USA
UNITED STATES TREASURY INFLATION INDEXED BONDS 2.00000000	2.42 mm	2.42 mm shares	1.68	Debt	Long	USA
UNITED STATES TREASURY INFLATION INDEXED BONDS 0.75000000	2.28 mm	2.97 mm shares	1.58	Debt	Long	USA
UNITED STATES TREASURY INFLATION INDEXED BONDS 1.00000000	2.22 mm	2.78 mm shares	1.54	Debt	Long	USA
UNITED STATES TREASURY INFLATION INDEXED BONDS 1.75000000	2.22 mm	2.26 mm shares	1.54	Debt	Long	USA
UNITED STATES TREASURY INFLATION INDEXED BONDS 1.75000000	2.10 mm	2.10 mm shares	1.46	Debt	Long	USA
FNMA 30YR TBA 6.5% DEC 24 TO BE ANNOUNCED 6.50000000	2.05 mm	2.00 mm shares	1.42	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY INFLATION INDEXED BONDS 2.12500000	2.04 mm	2.05 mm shares	1.41	Debt	Long	USA
UNITED STATES TREASURY INFLATION INDEXED BONDS 0.75000000	1.91 mm	2.37 mm shares	1.32	Debt	Long	USA
FANNIE MAE POOL UMBS P#MA5353 5.50000000	1.85 mm	1.85 mm shares	1.28	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY INFLATION INDEXED BONDS 1.50000000	1.83 mm	2.12 mm shares	1.27	Debt	Long	USA
FUTURE CONTRACT ON EURO-BTP FUTURE MAR25 /EUR/ 0.00000000	1.81 mm	14.00 contracts	1.25	Interest rate derivative	N/A	Germany
UNITED STATES TREASURY INFLATION INDEXED BONDS 1.00000000	1.73 mm	2.20 mm shares	1.20	Debt	Long	USA
UNITED STATES TREASURY INFLATION INDEXED BONDS 0.62500000	1.68 mm	2.18 mm shares	1.17	Debt	Long	USA
UNITED STATES TREASURY INFLATION INDEXED BONDS 2.50000000	1.65 mm	1.60 mm shares	1.14	Debt	Long	USA
FUTURE CONTRACT ON AUST 10Y BOND FUT DEC24 /AUD/ 0.00000000	1.62 mm	22.00 contracts	1.13	Interest rate derivative	N/A	Australia
UNITED STATES TREASURY INFLATION INDEXED BONDS 1.87500000	1.60 mm	1.61 mm shares	1.11	Debt	Long	USA
UNITED STATES TREASURY INFLATION INDEXED BONDS 1.62500000	1.60 mm	1.60 mm shares	1.11	Debt	Long	USA
FUTURE CONTRACT ON EURO-BOBL FUTURE MAR25 /EUR/ 0.00000000	1.51 mm	12.00 contracts	1.05	Interest rate derivative	N/A	Germany
UNITED STATES TREASURY INFLATION INDEXED BONDS 0.87500000	1.40 mm	1.82 mm shares	0.97	Debt	Long	USA
UNITED STATES TREASURY INFLATION INDEXED BONDS 1.00000000	1.17 mm	1.50 mm shares	0.81	Debt	Long	USA
UNITED STATES TREASURY INFLATION INDEXED BONDS 2.12500000	1.14 mm	1.12 mm shares	0.79	Debt	Long	USA
UNITED STATES TREASURY INFLATION INDEXED BONDS 1.25000000	1.03 mm	1.05 mm shares	0.71	Debt	Long	USA
JAPAN GOVT CPI LINKED /JPY/ REGD SER 24 0.10000000	1.02 mm	146.17 mm shares	0.71	Debt	Long	Japan
UNITED STATES TREASURY INFLATION INDEXED BONDS 2.12500000	944.93 k	935.90 k shares	0.65	Debt	Long	USA
UNITED STATES TREASURY INFLATION INDEXED BONDS 0.12500000	868.42 k	1.45 mm shares	0.60	Debt	Long	USA
UNITED STATES TREASURY INFLATION INDEXED BONDS 2.12500000	853.35 k	846.13 k shares	0.59	Debt	Long	USA
MAN GLG EURO CLO V DAC SER 5A CL A1R V/R REGD 144A P/P /EUR/ 4.17100000	847.21 k	802.47 k shares	0.59	ABS-collateralized bond/debt obligation	Long	Ireland
FRANCE (GOVT OF) /EUR/ REGD SER OATE 0.10000000	758.44 k	719.47 k shares	0.53	Debt	Long	France
CASH COLLATERAL CME WFS /CCWFSXUS7 4.48000000	745.00 k	745.00 k shares	0.52	Short-term investment vehicle	Long	USA
UNITED STATES TREASURY INFLATION INDEXED BONDS 0.25000000	740.79 k	1.18 mm shares	0.51	Debt	Long	USA
DUNEDIN PARK CLO DAC SER 1A CL AR V/R REGD 144A P/P /EUR/ 3.98400000	737.52 k	700.00 k shares	0.51	ABS-collateralized bond/debt obligation	Long	Ireland
TRALEE CLO VI LTD SER 2019-6A CL A1RR V/R REGD 144A P/P 5.84587000	700.33 k	700.00 k shares	0.49	ABS-collateralized bond/debt obligation	Long	Cayman Islands
PALMER SQUARE EUROPEAN LOAN FUNDING SER 2023-3A CL AR V/R REGD 144A P/P /EUR/ 0.00000000	634.52 k	600.00 k shares	0.44	ABS-collateralized bond/debt obligation	Long	Ireland
LUX 2023-LION SER 2023-LION CL A V/R REGD 144A P/P 7.29978000	610.34 k	600.00 k shares	0.42	ABS-collateralized bond/debt obligation	Long	USA
UNITED STATES TREASURY INFLATION INDEXED BONDS 0.12500000	603.79 k	610.36 k shares	0.42	Debt	Long	USA
UNITED STATES TREASURY INFLATION INDEXED BONDS 0.12500000	601.77 k	1.02 mm shares	0.42	Debt	Long	USA
ELMWOOD CLO 24 LTD SER 2023-3A CL A1 V/R REGD 144A P/P 6.34745000	601.64 k	600.00 k shares	0.42	ABS-collateralized bond/debt obligation	Long	Cayman Islands
TRINITAS CLO XIV LTD SER 2020-14A CL A1R V/R REGD 144A P/P 5.96587000	600.74 k	600.00 k shares	0.42	ABS-collateralized bond/debt obligation	Long	Cayman Islands
FUTURE CONTRACT ON US LONG BOND(CBT) MAR25 0.00000000	597.50 k	5.00 contracts	0.41	Interest rate derivative	N/A	USA
IRS RER6MP00.19 11/08/52 WFSLUS33XXX FLOAT	566.51 k	1.00 contracts	0.39	Interest rate derivative	N/A	N/A
TIAA CLO IV LTD SER 2018-1A CL A1AR V/R REGD 144A P/P 5.75740000	558.68 k	557.90 k shares	0.39	ABS-collateralized bond/debt obligation	Long	Cayman Islands
DRYDEN 44 EURO CLO 2015 DAC SER 2015-44A CL A1RR V/R REGD 144A P/P /EUR/ 4.05900000	526.32 k	500.00 k shares	0.36	ABS-collateralized bond/debt obligation	Long	Ireland
CASH COLLATERAL LCH FOB WFS 0.00000000	524.00 k	524.00 k shares	0.36	Short-term investment vehicle	Long	USA
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-H11 CL FC V/R 5.86078000	504.54 k	498.09 k shares	0.35	ABS-collateralized bond/debt obligation	Long	USA
TRINITAS CLO VI LTD SER 2017-6A CL ARRR V/R REGD 144A P/P 5.95587000	501.97 k	500.00 k shares	0.35	ABS-collateralized bond/debt obligation	Long	Cayman Islands
REGATTA XV FUNDING LTD SER 2018-4A CL A1R V/R REGD 144A P/P 5.82587000	501.34 k	500.92 k shares	0.35	ABS-collateralized bond/debt obligation	Long	Cayman Islands
FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES SER KBX1 CL A2 2.92000000	495.18 k	499.57 k shares	0.34	ABS-collateralized bond/debt obligation	Long	USA
ST PAUL'S CLO IV DAC SER 4A CL ARR1 V/R REGD 144A P/P /EUR/ 3.91600000	489.16 k	463.34 k shares	0.34	ABS-collateralized bond/debt obligation	Long	Ireland
PALMER SQUARE EUROPEAN LOAN FUNDING SER 2023-3A CL A V/R REGD 144A P/P /EUR/ 4.52300000	474.42 k	448.84 k shares	0.33	ABS-collateralized bond/debt obligation	Long	Ireland
ELLINGTON LOAN ACQUISITION TRUST 2007-1 SER 2007-1 CL A1 V/R REGD 144A P/P 5.80219000	472.13 k	483.81 k shares	0.33	ABS-collateralized bond/debt obligation	Long	USA
JAPAN GOVT CPI LINKED /JPY/ REGD SER 23 0.10000000	450.07 k	64.81 mm shares	0.31	Debt	Long	Japan
IRS R02.50PER6M 03/19/35 WFSLUS33XXX FIXED	448.25 k	1.00 contracts	0.31	Interest rate derivative	N/A	N/A
CREDIT-BASED ASSET SERVICING AND SECURITI SER 2007-CB6 CL A3 V/R REGD 144A P/P 5.07207000	435.11 k	662.24 k shares	0.30	ABS-collateralized bond/debt obligation	Long	USA
CANADIAN GOVERNMENT RRB /CAD/ REGD SER CPI 4.25000000	417.30 k	550.37 k shares	0.29	Debt	Long	Canada
CHL MORTGAGE PASS-THROUGH TRUST 2005-HYB6 SER 2005-HYB6 CL 2A1 V/R REGD 5.26258400	401.86 k	423.94 k shares	0.28	ABS-collateralized bond/debt obligation	Long	USA
FREDDIE MAC POOL UMBS P#QH2327 6.50000000	401.48 k	390.96 k shares	0.28	ABS-mortgage backed security	Long	USA
AIMCO CLO SERIES 2015-A SER 2015-AA CL AR3 V/R REGD 144A P/P 5.89745000	400.32 k	400.00 k shares	0.28	ABS-collateralized bond/debt obligation	Long	Cayman Islands
BUONI POLIENNALI DEL TES /EUR/ REGD SER CPI 0.40000000	373.04 k	365.31 k shares	0.26	Debt	Long	Italy
MAGNETITE XII LTD SER 2015-12A CL AR4 V/R REGD 144A P/P 5.80590000	342.62 k	341.90 k shares	0.24	ABS-collateralized bond/debt obligation	Long	Cayman Islands
ARBOUR CLO VI DAC SER 6A CL AR V/R REGD 144A P/P /EUR/ 4.32000000	317.00 k	300.00 k shares	0.22	ABS-collateralized bond/debt obligation	Long	Ireland
ALTERNATIVE LOAN TRUST RESECURITIZATION 2008-2R SER 2008-2R CL 1A1 V/R REGD 6.00000000	304.49 k	364.07 k shares	0.21	ABS-collateralized bond/debt obligation	Long	USA
CAIRN CLO X DAC SER 2018-10A CL AR V/R REGD 144A P/P /EUR/ 3.96400000	300.52 k	284.75 k shares	0.21	ABS-collateralized bond/debt obligation	Long	Ireland
FREDDIE MAC POOL UMBS P#QI9438 5.00000000	293.08 k	298.54 k shares	0.20	ABS-mortgage backed security	Long	USA
GINNIE MAE II POOL P#MA8425 3.50000000	268.25 k	293.19 k shares	0.19	ABS-mortgage backed security	Long	USA
INF SWAP US IT 2.31125 02/24/21-10Y LCH /FIXED/	259.61 k	1.00 contracts	0.18	Interest rate derivative	N/A	USA
FRANCE (GOVT OF) /EUR/ REGD SER OATE 0.10000000	244.37 k	240.20 k shares	0.17	Debt	Long	France
CARLYLE GLOBAL MARKET STRATEGIES SER 2014-2A CL AR1 V/R REGD 144A P/P /EUR/ 3.77300000	243.29 k	230.82 k shares	0.17	ABS-collateralized bond/debt obligation	Long	Ireland
CWABS ASSET-BACKED CERTIFICATES TRUST 2007-8 SER 2007-8 CL 1A1 V/R REGD 4.89219000	237.32 k	252.72 k shares	0.16	ABS-collateralized bond/debt obligation	Long	USA
IRS RSOFRP02.23 11/21/53 WFSLUS33XXX FLOAT	235.83 k	1.00 contracts	0.16	Interest rate derivative	N/A	USA
EUR/USD FWD 20241203 000004334 USD JPMORGAN CHASE BANK NA	228.72 k	1.00 contracts	0.16	DFE	N/A	N/A
SECURITIZED ASSET BACKED RECEIVABLES LLC TRUS SER 2006-FR3 CL A3 V/R REGD 5.20219000	221.01 k	424.89 k shares	0.15	ABS-collateralized bond/debt obligation	Long	USA
BLUEMOUNTAIN CLO 2016-3 LTD SER 2016-3A CL A1R2 V/R REGD 144A P/P 5.72346000	220.57 k	220.35 k shares	0.15	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CWABS ASSET-BACKED CERTIFICATES TRUST 2007-1 SER 2007-1 CL 1A V/R REGD 4.84219000	217.06 k	233.91 k shares	0.15	ABS-collateralized bond/debt obligation	Long	USA
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2018-H15 CL FG V/R 5.46121000	212.54 k	212.76 k shares	0.15	ABS-collateralized bond/debt obligation	Long	USA
VMC FINANCE 2022-FL5 LLC SER 2022-FL5 CL A V/R REGD 144A P/P 6.68890000	210.23 k	210.97 k shares	0.15	ABS-collateralized bond/debt obligation	Long	USA
IRS RSOFRP02.86 02/13/54 WFSLUS33XXX FLOAT	209.21 k	1.00 contracts	0.14	Interest rate derivative	N/A	USA
CARLYLE EURO CLO 2018-2 DAC SER 2018-2A CL A1A V/R REGD 144A P/P /EUR/ 3.69800000	189.79 k	179.45 k shares	0.13	ABS-collateralized bond/debt obligation	Long	Ireland
ARES L CLO LTD SER 2018-50A CL AR V/R REGD 144A P/P 5.96751000	189.65 k	189.19 k shares	0.13	ABS-collateralized bond/debt obligation	Long	Cayman Islands
LEHMAN XS TRUST SERIES 2007-20N SER 2007-20N CL A1 V/R REGD 7.00219000	181.68 k	190.93 k shares	0.13	ABS-collateralized bond/debt obligation	Long	USA
RESIDENTIAL ASSET SECURITIZATION TRUST 2006-A10 SER 2006-A10 CL A5 REGD 6.50000000	179.23 k	507.52 k shares	0.12	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	149.74 k	149.38 k shares	0.10	ABS-collateralized bond/debt obligation	Long	Cayman Islands
ALTERNATIVE LOAN TRUST 2006-HY11 SER 2006-HY11 CL A1 V/R REGD 4.94219000	143.55 k	160.58 k shares	0.10	ABS-collateralized bond/debt obligation	Long	USA
CREDIT-BASED ASSET SERVICING AND SECURITIZATION LLC SER 2005-CB3 CL M4 V/R REGD 5.75219000	140.68 k	145.49 k shares	0.10	ABS-collateralized bond/debt obligation	Long	USA
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-RPL3 SER 2019-RPL3 CL A1 V/R REGD 144A P/P 2.75000000	133.12 k	139.52 k shares	0.09	ABS-collateralized bond/debt obligation	Long	USA
CWABS ASSET-BACKED CERTIFICATES TRUST 2004-7 SER 2004-7 CL MV5 V/R REGD 6.42719000	132.34 k	149.01 k shares	0.09	ABS-collateralized bond/debt obligation	Long	USA
SOUNDVIEW HOME LOAN TRUST 2007-OPT1 SER 2007-OPT1 CL 1A1 V/R REGD 4.90219000	130.61 k	188.70 k shares	0.09	ABS-collateralized bond/debt obligation	Long	USA
HSBC HOLD 6% 03/29/40 /GBP/ 6.00000000	126.45 k	100.00 k shares	0.09	Debt	Long	UK
FRANCE (GOVT OF) /EUR/ REGD SER OATE 0.10000000	109.43 k	117.92 k shares	0.08	Debt	Long	France
INF SWAP US IT 1.89 08/27/20-7Y LCH /FIXED/	108.15 k	1.00 contracts	0.07	Interest rate derivative	N/A	USA
RASC SERIES 2006-KS3 TRUST SER 2006-KS3 CL M1 V/R REGD 5.19719000	105.25 k	106.33 k shares	0.07	ABS-collateralized bond/debt obligation	Long	USA
BEAR STEARNS ASSET BACKED SECURITIES TRUST 2004-1 SER 2004-1 CL M1 V/R REGD 5.67719000	102.49 k	95.79 k shares	0.07	ABS-collateralized bond/debt obligation	Long	USA
CSMC SERIES 2015-3R SER 2015-3R CL 5A2 V/R REGD 144A P/P 4.85219000	99.94 k	101.89 k shares	0.07	ABS-collateralized bond/debt obligation	Long	USA
INF SWAP US IT 1.7975 08/25/20-7Y LCH /FIXED/	96.78 k	1.00 contracts	0.07	Interest rate derivative	N/A	USA
JP MORGAN ALTERNATIVE LOAN TRUST 2006-A1 SER 2006-A1 CL 1A1 V/R REGD 5.16219000	96.43 k	102.77 k shares	0.07	ABS-collateralized bond/debt obligation	Long	USA
VOYA CLO 2017-1 LTD SER 2017-1A CL A1R V/R REGD 144A P/P 5.85906000	88.87 k	88.80 k shares	0.06	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CITIGROUP MORTGAGE LOAN TRUST_ INC SERIES 2007-AR4 CLASS 1A1A V/R REGD 4.70764800	87.78 k	104.40 k shares	0.06	ABS-collateralized bond/debt obligation	Long	USA
FANNIE MAE POOL UMBS P#MA4784 4.50000000	82.67 k	85.95 k shares	0.06	ABS-mortgage backed security	Long	USA
IRS RSOFRP04.25 12/20/25 WFSLUS33XXX FLOAT	79.65 k	1.00 contracts	0.06	Interest rate derivative	N/A	USA
FREDDIE MAC POOL UMBS P#SD8225 3.00000000	77.99 k	89.33 k shares	0.05	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL UMBS P#BV5578 3.00000000	77.26 k	88.38 k shares	0.05	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL UMBS P#MA4599 3.00000000	75.76 k	86.74 k shares	0.05	ABS-mortgage backed security	Long	USA
VOYA CLO 2017-2 SER 2017-2A CL A1R V/R REGD 144A P/P 5.89751000	59.47 k	59.38 k shares	0.04	ABS-collateralized bond/debt obligation	Long	Cayman Islands
LONG BEACH MORTGAGE LOAN TRUST 2006-7 SER 2006-7 CL 2A2 V/R REGD 4.94219000	58.76 k	147.55 k shares	0.04	ABS-collateralized bond/debt obligation	Long	USA
JP MORGAN CHASE COMMERCIAL MORTGAGE SE SER 2019-FL12 CL A V/R REGD 144A P/P 6.10701000	53.98 k	57.17 k shares	0.04	ABS-collateralized bond/debt obligation	Long	USA
OPTION ONE MORTGAGE LOAN TRUST 2007-1 SER 2007-1 CL 1A1 V/R REGD 4.84219000	53.20 k	82.30 k shares	0.04	ABS-collateralized bond/debt obligation	Long	USA
OPTION ONE MORTGAGE LOAN TRUST 2007-2 SER 2007-2 CL 1A1 V/R REGD 4.84219000	52.99 k	77.10 k shares	0.04	ABS-collateralized bond/debt obligation	Long	USA
CHL MORTGAGE PASS-THROUGH TRUST 2007-1 SER 2007-1 CL A1 REGD 6.00000000	51.69 k	116.39 k shares	0.04	ABS-collateralized bond/debt obligation	Long	USA
SEQUOIA MORTGAGE TRUST 6 SER 6 CL A V/R REGD 5.36493000	51.25 k	52.68 k shares	0.04	ABS-collateralized bond/debt obligation	Long	USA
CASH COLLATERAL WFS USD 4.48000000	50.00 k	50.00 k shares	0.03	Short-term investment vehicle	Long	USA
UNITED STATES TREASURY INFLATION INDEXED BONDS 3.37500000	47.17 k	42.63 k shares	0.03	Debt	Long	USA
CWABS ASSET-BACKED CERTIFICATES TRUST 2007-6 SER 2007-6 CL 1A V/R REGD 5.10219000	45.75 k	50.53 k shares	0.03	ABS-collateralized bond/debt obligation	Long	USA
EUR/USD FWD 20241203 000009049 USD HSBC BANK PLC	45.42 k	1.00 contracts	0.03	DFE	N/A	N/A
INF SWAP US IT 2.703 05/25/21-5Y LCH /FIXED/	44.92 k	1.00 contracts	0.03	Interest rate derivative	N/A	USA
INF SWAP US IT 2.7675 05/13/21-5Y LCH /FIXED/	42.93 k	1.00 contracts	0.03	Interest rate derivative	N/A	USA
DRYDEN SENIOR LOAN FUND SER 2017-47A CL A1R V/R REGD 144A P/P 5.89751000	40.63 k	40.62 k shares	0.03	ABS-collateralized bond/debt obligation	Long	Cayman Islands
SOUNDVIEW HOME LOAN TRUST 2007-OPT2 SER 2007-OPT2 CL 2A3 V/R REGD 4.88219000	40.60 k	44.33 k shares	0.03	ABS-collateralized bond/debt obligation	Long	USA
CHL MORTGAGE PASS-THROUGH TRUST 2006-6 SER 2006-6 CL A4 REGD 6.00000000	38.61 k	79.10 k shares	0.03	ABS-collateralized bond/debt obligation	Long	USA
INF SWAP EM NI 2.7 04/15/23- 30Y LCH /FLOAT/	38.41 k	1.00 contracts	0.03	Interest rate derivative	N/A	USA
OZLM VIII LTD SER 2014-8A CL A1R3 V/R REGD 144A P/P 5.88906000	38.15 k	38.13 k shares	0.03	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CHL MORTGAGE PASS-THROUGH TRUST 2005-HYB9 SER 2005-HYB9 CL 2A1 V/R REGD 7.20994000	36.32 k	39.79 k shares	0.03	ABS-collateralized bond/debt obligation	Long	USA
CANADIAN GOVERNMENT RRB /CAD/ REGD SER CPI 0.50000000	35.58 k	61.99 k shares	0.02	Debt	Long	Canada
SECURITIZED ASSET BACKED RECEIVABLES LLC TRUS SER 2006-HE2 CL A2C V/R REGD 5.00219000	35.15 k	88.89 k shares	0.02	ABS-collateralized bond/debt obligation	Long	USA
FANNIE MAE POOL UMBS P#BK2298 4.00000000	32.78 k	34.61 k shares	0.02	ABS-mortgage backed security	Long	USA
INDYMAC INDX MORTGAGE LOAN TRUST 2005-AR16IP SER 2005-16IP CL A1 V/R REGD 5.34219000	31.48 k	39.42 k shares	0.02	ABS-collateralized bond/debt obligation	Long	USA
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2018-3 SER 2018-3A CL A1 V/R REGD 144A P/P 4.50000000	27.89 k	28.64 k shares	0.02	ABS-collateralized bond/debt obligation	Long	USA
INF SWAP US IT 2.813 05/14/21-5Y LCH /FIXED/	25.01 k	1.00 contracts	0.02	Interest rate derivative	N/A	USA
CHEVY CHASE FUNDING LLC MORTGAGE-BACKED SER 2004-A CL A1 V/R REGD 144A P/P 5.06219000	24.13 k	24.66 k shares	0.02	ABS-collateralized bond/debt obligation	Long	USA
ALTERNATIVE LOAN TRUST 2007-4CB SER 2007-4CB CL 1A35 REGD 6.00000000	22.56 k	26.60 k shares	0.02	ABS-collateralized bond/debt obligation	Long	USA
INF SWAP EM NI 2.763 09/15/23-30Y LCH /FLOAT/	21.88 k	1.00 contracts	0.02	Interest rate derivative	N/A	USA
INF SWAP EM NI 2.736 10/15/23-30Y LCH /FLOAT/	20.90 k	1.00 contracts	0.01	Interest rate derivative	N/A	USA
REALKREDIT DANMARK /DKK/ REGD REG S SER 23S 1.50000000	20.66 k	174.21 k shares	0.01	Debt	Long	Denmark
TWD/USD FWD 20241204 000004066 USD BNP PARIBAS	16.89 k	1.00 contracts	0.01	DFE	N/A	N/A
IRS RSOFRP03.50 06/20/54 WFSLUS33XXX FLOAT	16.79 k	1.00 contracts	0.01	Interest rate derivative	N/A	USA
INF SWAP EM NI 2.59 12/15/22 30Y LCH /FLOAT/	13.72 k	1.00 contracts	0.01	Interest rate derivative	N/A	USA
INF SWAP EM NI 2.59 03/15/22-30Y LCH /FLOAT/	13.31 k	1.00 contracts	0.01	Interest rate derivative	N/A	USA
BEAR STEARNS ARM TRUST 2003-3 SER 2003-3 CL 3A2 V/R REGD 6.67793000	12.67 k	13.43 k shares	0.01	ABS-collateralized bond/debt obligation	Long	USA
CITIGROUP MORTGAGE LOAN TRUST INC SER 2004-NCM2 CL 1CB1 REGD 5.50000000	12.64 k	13.01 k shares	0.01	ABS-collateralized bond/debt obligation	Long	USA
IRS RESTRP03.47 02/26/25 WFSL FLOAT	12.28 k	1.00 contracts	0.01	Interest rate derivative	N/A	USA
JYSKE REALKREDIT A/S /DKK/ REGD SER CCE 1.50000000	11.37 k	98.83 k shares	0.01	Debt	Long	Denmark
IRS RMUTKP00.50 12/15/31 WFSLUS33XXX FLOAT	11.24 k	1.00 contracts	0.01	Interest rate derivative	N/A	Japan
KRW/USD FWD 20241204 000005286 USD MERRILL LYNCH INTERNATIONAL	10.66 k	1.00 contracts	0.01	DFE	N/A	N/A
NORDEA KREDIT REALKREDIT /DKK/ REGD 1.50000000	10.29 k	100.00 k shares	0.01	Debt	Long	Denmark
GSAA TRUST SER 2006-7 CL AF4A V/R REGD 6.72000000	9.89 k	18.25 k shares	0.01	ABS-collateralized bond/debt obligation	Long	USA
CHF/USD FWD 20241203 000004334 USD JPMORGAN CHASE BANK NA	9.78 k	1.00 contracts	0.01	DFE	N/A	N/A
JPY/USD FWD 20241203 000005198 USD MERRILL LYNCH, PIERCE FENNER	8.41 k	1.00 contracts	0.01	DFE	N/A	N/A
INF SWAP US IT 2.573 08/26/21-7Y LCH /FIXED/	7.00 k	1.00 contracts	0.00	Interest rate derivative	N/A	USA
INF SWAP US IT 2.645 09/10/21-7Y LCH /FIXED/	6.21 k	1.00 contracts	0.00	Interest rate derivative	N/A	USA
EUR/USD FWD 20241203 000011553 USD BARCLAYS BANK PLC WHOLESALE	4.31 k	1.00 contracts	0.00	DFE	N/A	N/A
WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2002-AR2 SER 2002-AR2 CL A V/R REGD 4.46300000	4.22 k	4.41 k shares	0.00	ABS-collateralized bond/debt obligation	Long	USA
IRS RMUTKP00.55 09/14/28 WFSLUS33XXX FLOAT	4.14 k	1.00 contracts	0.00	Interest rate derivative	N/A	Japan
NYKREDIT REALKREDIT AS /DKK/ REGD REG S SER CCE 1.00000000	3.98 k	34.82 k shares	0.00	Debt	Long	Denmark
JPY/USD FWD 20241203 000004334 USD JPMORGAN CHASE BANK NA	3.65 k	1.00 contracts	0.00	DFE	N/A	N/A
CAD/USD FWD 20241203 000004066 USD BNP PARIBAS	3.32 k	1.00 contracts	0.00	DFE	N/A	N/A
INF SWAP EM NI 3.0 5/15/22-5Y LCH /FIXED/	3.29 k	1.00 contracts	0.00	Interest rate derivative	N/A	USA
CAD/USD FWD 20241203 000005198 USD MERRILL LYNCH, PIERCE FENNER	3.28 k	1.00 contracts	0.00	DFE	N/A	N/A
GBP/USD FWD 20241203 000004066 USD BNP PARIBAS	3.22 k	1.00 contracts	0.00	DFE	N/A	N/A
CAD/USD FWD 20241203 000004334 USD JPMORGAN CHASE BANK NA	3.17 k	1.00 contracts	0.00	DFE	N/A	N/A
MRFC MORTGAGE PASS-THROUGH TRUST SERIES 1999-TBC2 SER 2000-TBC2 CL A1 V/R REGD 5.20377000	2.83 k	2.92 k shares	0.00	ABS-collateralized bond/debt obligation	Long	USA
HARBORVIEW MORTGAGE LOAN TRUST 2005-9 SER 2005-9 CL 2A1A V/R REGD 5.40065000	2.71 k	2.86 k shares	0.00	ABS-collateralized bond/debt obligation	Long	USA
KRW/USD FWD 20241204 000001394 USD HSBC BANK PLC	2.63 k	1.00 contracts	0.00	DFE	N/A	N/A
CITIGROUP MORTGAGE LOAN TRUST 2004-HYB2 SER 2004-HYB2 CL 2A V/R REGD 6.23271300	2.50 k	2.76 k shares	0.00	ABS-collateralized bond/debt obligation	Long	USA
AUD/USD FWD 20241203 000004066 USD BNP PARIBAS	2.43 k	1.00 contracts	0.00	DFE	N/A	N/A
REALKREDIT DANMARK /DKK/ REGD REG S SER . 1.00000000	2.06 k	18.18 k shares	0.00	Debt	Long	Denmark
IDR/USD FWD 20250115 000011553 USD BARCLAYS BANK PLC WHOLESALE	1.97 k	1.00 contracts	0.00	DFE	N/A	N/A
WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2002-AR17 SER 2002-AR17 CL 1A V/R REGD 6.12728000	1.87 k	1.97 k shares	0.00	ABS-collateralized bond/debt obligation	Long	USA