Core Fixed Income Fund

Fund Profile

Fund profile

Tickers

TIIUX

Fund manager

Morgan Stanley Pathway Funds

Total assets

$1.97 bn

Liabilities

$110.85 mm

Net assets

$1.86 bn

Number of holdings

3.99 k

Top 200 of 3989 Holdings

As of Aug 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
FUTURE CONTRACT ON US 10YR NOTE (CBT)DEC24 0.00000000	166.37 mm	1.47 k contracts	8.93	Interest rate derivative	N/A	USA
FUTURE CONTRACT ON US 2YR NOTE (CBT) DEC24 0.00000000	140.09 mm	675.00 contracts	7.52	Interest rate derivative	N/A	USA
FUTURE CONTRACT ON 3 MONTH SOFR FUT DEC25 0.00000000	89.08 mm	368.00 contracts	4.78	Interest rate derivative	N/A	USA
UNITED STATES TREASURY BOND 4.62500000	24.01 mm	23.01 mm shares	1.29	Debt	Long	USA
UNITED STATES TREASURY BOND 4.25000000	22.59 mm	22.44 mm shares	1.21	Debt	Long	USA
FUTURE CONTRACT ON US 5YR NOTE (CBT) DEC24 0.00000000	21.99 mm	201.00 contracts	1.18	Interest rate derivative	N/A	USA
WI TREAS. NT/BD REGD 3.62500000	21.91 mm	22.00 mm shares	1.18	Debt	Long	USA
GNMAII 30 YEAR TBA 6% SEPT 24 TO BE ANNOUNCED 6.00000000	19.32 mm	19.04 mm shares	1.04	ABS-mortgage backed security	Long	USA
FREDDIE MAC POOL UMBS P#SD3983 5.50000000	17.93 mm	17.73 mm shares	0.96	ABS-mortgage backed security	Long	USA
WI TREAS. NT/BD REGD 4.00000000	17.56 mm	17.35 mm shares	0.94	Debt	Long	USA
FUTURE CONTRACT ON US ULTRA BOND CBT DEC24 0.00000000	17.02 mm	129.00 contracts	0.91	Interest rate derivative	N/A	USA
G2SF 30 YR TBA 5.5% SEP 24 TO BE ANNOUNCED 5.50000000	14.27 mm	14.17 mm shares	0.77	ABS-mortgage backed security	Long	USA
GINNIE MAE II POOL P#MA7767 2.50000000	10.96 mm	12.53 mm shares	0.59	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL UMBS P#FM9530 2.50000000	10.22 mm	11.97 mm shares	0.55	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY NOTE 4.87500000	9.92 mm	9.85 mm shares	0.53	Debt	Long	USA
UNITED STATES TREASURY BOND 3.87500000	9.78 mm	10.34 mm shares	0.52	Debt	Long	USA
UNITED STATES TREASURY BOND 3.75000000	9.56 mm	10.31 mm shares	0.51	Debt	Long	USA
UNITED STATES TREASURY NOTE 4.00000000	9.37 mm	9.39 mm shares	0.50	Debt	Long	USA
FANNIE MAE POOL UMBS P#BX0388 4.50000000	9.35 mm	9.59 mm shares	0.50	ABS-mortgage backed security	Long	USA
GINNIE MAE II POOL P#MA8098 3.00000000	8.45 mm	9.34 mm shares	0.45	ABS-mortgage backed security	Long	USA
MEX BONOS DESARR FIX RT /MXN/ REGD SER M 7.75000000	8.36 mm	203.98 mm shares	0.45	Debt	Long	Mexico
UNITED STATES TREASURY NOTE 4.25000000	8.08 mm	8.00 mm shares	0.43	Debt	Long	USA
FRANCE (GOVT OF) /EUR/ REGD SER OAT 2.75000000	8.06 mm	7.26 mm shares	0.43	Debt	Long	France
UNITED STATES TREASURY BOND 4.62500000	7.82 mm	7.30 mm shares	0.42	Debt	Long	USA
UNITED STATES TREASURY NOTE 4.25000000	7.66 mm	7.51 mm shares	0.41	Debt	Long	USA
FNCL 30YR TBA 3.5% SEP 24 TO BE ANNOUNCED 3.50000000	7.41 mm	8.04 mm shares	0.40	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL UMBS P#BY2978 5.00000000	6.86 mm	6.89 mm shares	0.37	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY BOND 4.75000000	6.64 mm	6.08 mm shares	0.36	Debt	Long	USA
UNITED STATES TREASURY NOTE 4.00000000	6.44 mm	6.37 mm shares	0.35	Debt	Long	USA
FUTURE CONTRACT ON LONG GILT FUTURE DEC24 /GBP/ 0.00000000	6.22 mm	48.00 contracts	0.33	Interest rate derivative	N/A	UK
UNITED STATES TREASURY NOTE 4.12500000	6.11 mm	6.01 mm shares	0.33	Debt	Long	USA
UNITED STATES TREASURY NOTE 4.12500000	6.04 mm	6.00 mm shares	0.32	Debt	Long	USA
FANNIE MAE POOL UMBS P#FM9696 2.50000000	5.99 mm	6.96 mm shares	0.32	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY NOTE 4.00000000	5.90 mm	5.83 mm shares	0.32	Debt	Long	USA
UNITED STATES TREASURY NOTE 2.62500000	5.82 mm	6.00 mm shares	0.31	Debt	Long	USA
UNITED STATES TREASURY NOTE 2.50000000	5.81 mm	6.00 mm shares	0.31	Debt	Long	USA
FREDDIE MAC POOL UMBS P#SD8205 2.50000000	5.60 mm	6.55 mm shares	0.30	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL UMBS P#FS6928 2.50000000	5.60 mm	6.51 mm shares	0.30	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY NOTE 4.62500000	5.51 mm	5.50 mm shares	0.30	Debt	Long	USA
FANNIE MAE POOL UMBS P#BU0720 2.00000000	5.40 mm	6.53 mm shares	0.29	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY BOND 3.62500000	5.20 mm	5.78 mm shares	0.28	Debt	Long	USA
FREDDIE MAC POOL UMBS P#SD8199 2.00000000	5.19 mm	6.33 mm shares	0.28	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY NOTE 4.62500000	5.19 mm	5.00 mm shares	0.28	Debt	Long	USA
FANNIE MAE POOL UMBS P#MA4325 2.00000000	5.18 mm	6.28 mm shares	0.28	ABS-mortgage backed security	Long	USA
GINNIE MAE II POOL P#MA9105 5.00000000	5.16 mm	5.17 mm shares	0.28	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY NOTE 1.12500000	5.10 mm	6.00 mm shares	0.27	Debt	Long	USA
UNITED STATES TREASURY NOTE 4.12500000	5.09 mm	5.00 mm shares	0.27	Debt	Long	USA
UNITED STATES TREASURY NOTE 4.25000000	5.05 mm	5.05 mm shares	0.27	Debt	Long	USA
UNITED STATES TREASURY NOTE 4.62500000	5.03 mm	5.00 mm shares	0.27	Debt	Long	USA
UNITED STATES TREASURY NOTE 3.87500000	4.98 mm	5.00 mm shares	0.27	Debt	Long	USA
UNITED STATES TREASURY NOTE 4.00000000	4.91 mm	4.88 mm shares	0.26	Debt	Long	USA
SHER TRUST 2024-DAL SER 2024-DAL CL B V/R REGD 144A P/P 7.57688900	4.91 mm	4.96 mm shares	0.26	ABS-collateralized bond/debt obligation	Long	USA
UNITED KINGDOM GILT /GBP/ REGD REG S 3.25000000	4.68 mm	3.75 mm shares	0.25	Debt	Long	UK
UNITED STATES TREASURY NOTE 4.50000000	4.68 mm	4.66 mm shares	0.25	Debt	Long	USA
UNITED STATES TREASURY NOTE 2.75000000	4.63 mm	5.00 mm shares	0.25	Debt	Long	USA
FREDDIE MAC POOL UMBS P#SD8432 6.00000000	4.57 mm	4.49 mm shares	0.25	ABS-mortgage backed security	Long	USA
SALUDA GRADE ALTERNATIVE MORTGAGE TRUST SER 2024-CES1 CL A1 V/R REGD 144A P/P 6.30600000	4.57 mm	4.50 mm shares	0.24	ABS-collateralized bond/debt obligation	Long	USA
FIVE GUYS HOLDINGS INC SER 2023-1A CL A2 REGD 144A P/P 7.54900000	4.55 mm	4.31 mm shares	0.24	ABS-collateralized bond/debt obligation	Long	USA
FREDDIE MAC POOL UMBS P#SD8155 2.00000000	4.49 mm	5.44 mm shares	0.24	ABS-mortgage backed security	Long	USA
ZIPLY FIBER ISSUER LLC SER 2024-1A CL A2 REGD 144A P/P 6.64000000	4.44 mm	4.30 mm shares	0.24	ABS-collateralized bond/debt obligation	Long	USA
GS MORTGAGE SECURITIES CORP TRUST 2021-DM SER 2021-DM CL A V/R REGD 144A P/P 6.33648000	4.34 mm	4.38 mm shares	0.23	ABS-collateralized bond/debt obligation	Long	USA
UNITED STATES TREASURY BOND 1.87500000	4.33 mm	6.00 mm shares	0.23	Debt	Long	USA
UMBS TBA 30YR 2% SEP 24 TO BE ANNOUNCED 2.00000000	4.22 mm	5.15 mm shares	0.23	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY BOND 4.12500000	4.14 mm	4.06 mm shares	0.22	Debt	Long	USA
UNITED STATES TREASURY BOND 1.37500000	4.09 mm	7.53 mm shares	0.22	Debt	Long	USA
UNITED STATES TREASURY NOTE 4.25000000	4.09 mm	4.00 mm shares	0.22	Debt	Long	USA
SEB FUNDING LLC SER 2021-1A CL A2 REGD 144A P/P 4.96900000	4.06 mm	4.17 mm shares	0.22	ABS-collateralized bond/debt obligation	Long	USA
AVIS BUDGET RENTAL CAR FUNDING AESOP LLC SER 2024-3A CL A REGD 144A P/P 5.23000000	4.05 mm	4.00 mm shares	0.22	ABS-collateralized bond/debt obligation	Long	USA
UNITED STATES TREASURY NOTE 0.50000000	4.00 mm	4.21 mm shares	0.21	Debt	Long	USA
FREDDIE MAC POOL UMBS P#SB1008 4.00000000	3.91 mm	3.97 mm shares	0.21	ABS-mortgage backed security	Long	USA
BANK OF AMERICA CORP REGD V/R 4.57100000	3.91 mm	3.99 mm shares	0.21	Debt	Long	USA
JPMORGAN CHASE & CO REGD V/R 5.01200000	3.85 mm	3.78 mm shares	0.21	Debt	Long	USA
SALUDA GRADE ALTERNATIVE MORTGAGE TRUST SER 2023-FIG4 CL A V/R REGD 144A P/P 6.71800000	3.82 mm	3.69 mm shares	0.20	ABS-collateralized bond/debt obligation	Long	USA
BANK OF AMERICA CORP REGD V/R MTN 3.97000000	3.77 mm	3.85 mm shares	0.20	Debt	Long	USA
UNITED STATES TREASURY BOND 3.87500000	3.77 mm	3.98 mm shares	0.20	Debt	Long	USA
GINNIE MAE II POOL P#MA8877 4.50000000	3.76 mm	3.84 mm shares	0.20	ABS-mortgage backed security	Long	USA
FUTURE CONTRACT ON US 10YR ULTRA FUT DEC24 0.00000000	3.76 mm	32.00 contracts	0.20	Interest rate derivative	N/A	USA
REPUBLIC OF SOUTH AFRICA /ZAR/ REGD SER 2030 8.00000000	3.73 mm	70.00 mm shares	0.20	Debt	Long	South Africa
NOTA DO TESOURO NACIONAL /BRL/ REGD SER NTNF 10.00000000	3.71 mm	22.00 mm shares	0.20	Debt	Long	Brazil
PLANET FITNESS MASTER ISSUER LLC SER 2024-1A CL A2I REGD 144A P/P 5.76500000	3.61 mm	3.55 mm shares	0.19	ABS-collateralized bond/debt obligation	Long	USA
CCAS 2024-1 LLC SER 2024-1A CL A REGD 144A P/P 7.12400000	3.60 mm	3.55 mm shares	0.19	ABS-collateralized bond/debt obligation	Long	USA
STACK INFRASTRUCTURE ISSUER LLC SER 2024-1A CL A2 REGD 144A P/P 5.90000000	3.59 mm	3.50 mm shares	0.19	ABS-collateralized bond/debt obligation	Long	USA
METRONET INFRASTRUCTURE ISSUER LLC SER 2024-1A CL A2 REGD 144A P/P 6.23000000	3.49 mm	3.38 mm shares	0.19	ABS-collateralized bond/debt obligation	Long	USA
MEX BONOS DESARR FIX RT /MXN/ REGD SER M 8.00000000	3.49 mm	84.09 mm shares	0.19	Debt	Long	Mexico
FREDDIE MAC POOL UMBS P#QD1841 2.00000000	3.48 mm	4.24 mm shares	0.19	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY NOTE 4.50000000	3.45 mm	3.29 mm shares	0.18	Debt	Long	USA
GINNIE MAE II POOL P#MA9604 5.00000000	3.44 mm	3.44 mm shares	0.18	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY NOTE 3.62500000	3.41 mm	3.43 mm shares	0.18	Debt	Long	USA
NOTA DO TESOURO NACIONAL /BRL/ REGD SER NTNF 10.00000000	3.31 mm	19.00 mm shares	0.18	Debt	Long	Brazil
GINNIE MAE II POOL P#MA7826 2.00000000	3.24 mm	3.84 mm shares	0.17	ABS-mortgage backed security	Long	USA
QDOBA FUNDING LLC SER 2023-1A CL A2 REGD 144A P/P 8.50000000	3.18 mm	2.99 mm shares	0.17	ABS-collateralized bond/debt obligation	Long	USA
WELLS FARGO & COMPANY REGD V/R MTN 5.01300000	3.18 mm	3.31 mm shares	0.17	Debt	Long	USA
FREDDIE MAC POOL UMBS P#RA6665 3.00000000	3.17 mm	3.57 mm shares	0.17	ABS-mortgage backed security	Long	USA
GINNIE MAE II POOL P#MA8345 3.50000000	3.14 mm	3.37 mm shares	0.17	ABS-mortgage backed security	Long	USA
GNMA II 30YR TBA 6.5% SEP 24 TO BE ANNOUNCED 6.50000000	3.12 mm	3.06 mm shares	0.17	ABS-mortgage backed security	Long	USA
ONE NEW YORK PLAZA TRUST 2020-1NYP SER 2020-1NYP CL A V/R REGD 144A P/P 6.40148000	3.09 mm	3.23 mm shares	0.17	ABS-collateralized bond/debt obligation	Long	USA
INTER-AMERICAN DEVEL BK /INR/ REGD EMTN SER GMTN 7.35000000	3.08 mm	253.00 mm shares	0.17	Debt	Long	USA
UNITED STATES TREASURY BOND 3.00000000	3.01 mm	3.72 mm shares	0.16	Debt	Long	USA
UNITED STATES TREASURY BOND 4.37500000	2.96 mm	2.84 mm shares	0.16	Debt	Long	USA
CYRUSONE DATA CENTERS ISSUER I LLC SER 2023-2A CL A2 REGD 144A P/P 5.56000000	2.95 mm	2.94 mm shares	0.16	ABS-collateralized bond/debt obligation	Long	USA
GINNIE MAE II POOL P#MA7989 3.50000000	2.95 mm	3.16 mm shares	0.16	ABS-mortgage backed security	Long	USA
WELLS FARGO & COMPANY REGD V/R MTN 3.35000000	2.94 mm	3.26 mm shares	0.16	Debt	Long	USA
UNITED STATES TREASURY NOTE 2.75000000	2.92 mm	3.00 mm shares	0.16	Debt	Long	USA
VISTRA OPERATIONS CO LLC REGD 144A P/P 3.70000000	2.92 mm	3.00 mm shares	0.16	Debt	Long	USA
CYRUSONE DATA CENTERS ISSUER I LLC SER 2024-1A CL A2 REGD 144A P/P 4.76000000	2.91 mm	3.00 mm shares	0.16	ABS-collateralized bond/debt obligation	Long	USA
FNMA 30YR TBA 6.5% SEP 24 TO BE ANNOUNCED 6.50000000	2.91 mm	2.83 mm shares	0.16	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL UMBS P#MA5135 4.00000000	2.89 mm	3.05 mm shares	0.16	ABS-mortgage backed security	Long	USA
GINNIE MAE II POOL P#787214 6.50000000	2.84 mm	2.75 mm shares	0.15	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL UMBS P#CB5675 4.50000000	2.82 mm	2.90 mm shares	0.15	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY NOTE 3.75000000	2.82 mm	2.82 mm shares	0.15	Debt	Long	USA
AERCAP IRELAND CAP/GLOBA REGD 2.45000000	2.81 mm	2.95 mm shares	0.15	Debt	Long	Ireland
UNITED STATES TREASURY BOND 2.37500000	2.81 mm	4.04 mm shares	0.15	Debt	Long	USA
UNITED STATES TREASURY BOND 3.00000000	2.76 mm	3.43 mm shares	0.15	Debt	Long	USA
GINNIE MAE II POOL P#MA8346 4.00000000	2.76 mm	2.89 mm shares	0.15	ABS-mortgage backed security	Long	USA
FNMA 15YR TBA 2.5% SEP 24 TO BE ANNOUNCED 2.50000000	2.76 mm	2.97 mm shares	0.15	ABS-mortgage backed security	Long	USA
ZAXBYS FUNDING LLC SER 2021-1A CL A2 REGD 144A P/P 3.23800000	2.73 mm	2.99 mm shares	0.15	ABS-collateralized bond/debt obligation	Long	USA
SCHW The Charles Schwab Corporation	2.72 mm	2.53 mm shares	0.15	Debt	Long	USA
UNITED STATES TREASURY BOND 4.00000000	2.71 mm	2.81 mm shares	0.15	Debt	Long	USA
UNITED STATES TREASURY NOTE 3.87500000	2.70 mm	2.69 mm shares	0.14	Debt	Long	USA
WEA FINANCE LLC/WESTFIEL REGD P/P 3.75000000	2.70 mm	2.70 mm shares	0.14	Debt	Long	USA
FREDDIE MAC POOL UMBS P#SD8128 2.00000000	2.68 mm	3.25 mm shares	0.14	ABS-mortgage backed security	Long	USA
NIPPON LIFE INSURANCE REGD V/R 144A P/P 5.95000000	2.67 mm	2.57 mm shares	0.14	Debt	Long	Japan
FANNIE MAE POOL UMBS P#BT6179 2.50000000	2.65 mm	3.07 mm shares	0.14	ABS-mortgage backed security	Long	USA
FREDDIE MAC POOL UMBS P#QF2362 4.00000000	2.65 mm	2.78 mm shares	0.14	ABS-mortgage backed security	Long	USA
FREDDIE MAC POOL UMBS P#SD3016 3.00000000	2.64 mm	2.95 mm shares	0.14	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY BOND 5.00000000	2.62 mm	2.37 mm shares	0.14	Debt	Long	USA
UNITED STATES TREASURY BOND 2.50000000	2.60 mm	3.49 mm shares	0.14	Debt	Long	USA
AIRCASTLE LTD REGD 144A P/P 5.95000000	2.56 mm	2.50 mm shares	0.14	Debt	Long	USA
WARNERMEDIA HOLDINGS INC REGD SER WI 5.14100000	2.55 mm	3.35 mm shares	0.14	Debt	Long	USA
FANNIE MAE POOL UMBS P#MA4701 4.50000000	2.54 mm	2.61 mm shares	0.14	ABS-mortgage backed security	Long	USA
AUSTRALIAN GOVERNMENT /AUD/ REGD REG S SER 152 2.75000000	2.51 mm	3.83 mm shares	0.13	Debt	Long	Australia
UNITED STATES TREASURY BOND 1.62500000	2.50 mm	4.32 mm shares	0.13	Debt	Long	USA
DANSKE BANK A/S REGD V/R 144A P/P 4.29800000	2.47 mm	2.50 mm shares	0.13	Debt	Long	Denmark
C Citigroup Inc.	2.46 mm	2.54 mm shares	0.13	Debt	Long	USA
GS The Goldman Sachs Group, Inc.	2.46 mm	2.49 mm shares	0.13	Debt	Long	USA
FEDERAL FARM CREDIT BANKS FUNDING CORP 3.50000000	2.45 mm	2.72 mm shares	0.13	Debt	Long	USA
UNITED STATES TREASURY NOTE 4.37500000	2.44 mm	2.36 mm shares	0.13	Debt	Long	USA
UNITED STATES TREASURY BOND 1.25000000	2.43 mm	4.60 mm shares	0.13	Debt	Long	USA
NBC FUNDING LLC SER 2024-1A CL A2 REGD 144A P/P 6.75000000	2.41 mm	2.34 mm shares	0.13	ABS-collateralized bond/debt obligation	Long	USA
RNECY Renesas Electronics Corporation	2.36 mm	2.50 mm shares	0.13	Debt	Long	Japan
FNMA 30YR TBA 6% SEP 24 TO BE ANNOUNCED 6.00000000	2.34 mm	2.30 mm shares	0.13	ABS-mortgage backed security	Long	USA
UBS AG STAMFORD CT REGD 7.50000000	2.33 mm	2.13 mm shares	0.13	Debt	Long	USA
TRANSURBAN FINANCE CO /EUR/ REGD REG S EMTN 4.22500000	2.31 mm	2.00 mm shares	0.12	Debt	Long	Australia
FREDDIE MAC POOL UMBS P#RA6989 3.00000000	2.30 mm	2.58 mm shares	0.12	ABS-mortgage backed security	Long	USA
CSMC 2022-RPL3 TRUST SER 2022-RPL3 CL A1 V/R REGD 144A P/P 3.90380400	2.29 mm	2.14 mm shares	0.12	ABS-collateralized bond/debt obligation	Long	USA
FANNIE MAE POOL UMBS P#MA4379 2.50000000	2.29 mm	2.66 mm shares	0.12	ABS-mortgage backed security	Long	USA
ESB FINANCE DAC /EUR/ REGD REG S EMTN 4.00000000	2.28 mm	2.00 mm shares	0.12	Debt	Long	Ireland
FED CAISSES DESJARDINS REGD 144A P/P 5.70000000	2.26 mm	2.20 mm shares	0.12	Debt	Long	Canada
GINNIE MAE II POOL P#MA8801 5.50000000	2.26 mm	2.24 mm shares	0.12	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY BOND 4.00000000	2.24 mm	2.32 mm shares	0.12	Debt	Long	USA
A&D MORTGAGE TRUST 2024-NQM4 SER 2024-NQM4 CL A1 REGD 144A P/P 5.46400000	2.21 mm	2.21 mm shares	0.12	ABS-collateralized bond/debt obligation	Long	USA
FANNIE MAE POOL UMBS P#MA4511 2.00000000	2.18 mm	2.66 mm shares	0.12	ABS-mortgage backed security	Long	USA
META Meta Platforms, Inc.	2.18 mm	2.11 mm shares	0.12	Debt	Long	USA
VERUS SECURITIZATION TRUST 2021-7 SER 2021-7 CL A1 V/R REGD 144A P/P 1.82900000	2.18 mm	2.44 mm shares	0.12	ABS-collateralized bond/debt obligation	Long	USA
SK HYNIX INC REGD 144A P/P 5.50000000	2.16 mm	2.13 mm shares	0.12	Debt	Long	Korea, Republic of
TPR Tapestry, Inc.	2.16 mm	2.02 mm shares	0.12	Debt	Long	USA
F Ford Motor Company	2.15 mm	2.09 mm shares	0.12	Debt	Long	USA
RWE AG /EUR/ REGD EMTN 2.75000000	2.15 mm	2.00 mm shares	0.12	Debt	Long	Germany
JPMORGAN CHASE & CO REGD V/R 1.57800000	2.14 mm	2.25 mm shares	0.11	Debt	Long	USA
MEX BONOS DESARR FIX RT /MXN/ REGD SER M 7.75000000	2.13 mm	47.93 mm shares	0.11	Debt	Long	Mexico
CAIXABANK SA /EUR/ REGD V/R REG S EMTN 6.25000000	2.12 mm	1.80 mm shares	0.11	Debt	Long	Spain
UNITED STATES TREASURY NOTE 3.12500000	2.12 mm	2.16 mm shares	0.11	Debt	Long	USA
STATE OF ISRAEL REGD SER 30Y 5.75000000	2.11 mm	2.22 mm shares	0.11	Debt	Long	Israel
UNITED STATES TREASURY BOND 2.00000000	2.11 mm	3.31 mm shares	0.11	Debt	Long	USA
JPMORGAN CHASE & CO REGD V/R 2.58000000	2.09 mm	2.38 mm shares	0.11	Debt	Long	USA
DUK Duke Energy Corporation	2.08 mm	1.90 mm shares	0.11	Debt	Long	USA
UNITED STATES TREASURY NOTE 4.50000000	2.07 mm	2.00 mm shares	0.11	Debt	Long	USA
DBSG 2024-ALTA MORTGAGE TRUST SER 2024-ALTA CL A V/R REGD 144A P/P 6.14376600	2.06 mm	2.03 mm shares	0.11	ABS-collateralized bond/debt obligation	Long	USA
CIM TRUST 2023-R1 SER 2023-R1 CL A1A V/R REGD 144A P/P 5.40000000	2.06 mm	2.13 mm shares	0.11	ABS-collateralized bond/debt obligation	Long	USA
UNITED STATES TREASURY NOTE 4.62500000	2.04 mm	2.00 mm shares	0.11	Debt	Long	USA
FANNIE MAE POOL UMBS P#BW9886 4.50000000	2.04 mm	2.10 mm shares	0.11	ABS-mortgage backed security	Long	USA
WI TREAS. NT/BD REGD 4.50000000	2.03 mm	2.00 mm shares	0.11	Debt	Long	USA
WI TREASURY SEC REGD 4.50000000	2.03 mm	2.00 mm shares	0.11	Debt	Long	USA
UNITED STATES TREASURY BOND 2.25000000	2.02 mm	2.99 mm shares	0.11	Debt	Long	USA
OBX 2021-NQM4 TRUST SER 2021-NQM4 CL A1 V/R REGD 144A P/P 1.95700000	2.01 mm	2.37 mm shares	0.11	ABS-collateralized bond/debt obligation	Long	USA
UNITED STATES TREASURY NOTE 3.87500000	2.01 mm	2.00 mm shares	0.11	Debt	Long	USA
UNITED STATES TREASURY NOTE 4.00000000	2.01 mm	2.00 mm shares	0.11	Debt	Long	USA
SABRA HEALTH CARE LP REGD SER WI 5.12500000	2.00 mm	2.00 mm shares	0.11	Debt	Long	USA
AKER BP ASA /EUR/ REGD REG S EMTN 1.12500000	2.00 mm	2.00 mm shares	0.11	Debt	Long	Norway
FREDDIE MAC POOL UMBS P#SD0502 3.00000000	2.00 mm	2.23 mm shares	0.11	ABS-mortgage backed security	Long	USA
FREDDIE MAC POOL UMBS P#SD8395 5.50000000	2.00 mm	1.99 mm shares	0.11	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL UMBS P#FS1598 2.00000000	1.99 mm	2.43 mm shares	0.11	ABS-mortgage backed security	Long	USA
FREDDIE MAC POOL UMBS P#SD8212 2.50000000	1.99 mm	2.33 mm shares	0.11	ABS-mortgage backed security	Long	USA
NEIGHBORLY ISSUER 2023-1 SER 2023-1A CL A2 REGD 144A P/P 7.30800000	1.99 mm	1.95 mm shares	0.11	ABS-collateralized bond/debt obligation	Long	USA
GINNIE MAE II POOL P#787355 6.00000000	1.99 mm	1.94 mm shares	0.11	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL UMBS P#BV2994 2.50000000	1.98 mm	2.31 mm shares	0.11	ABS-mortgage backed security	Long	USA
FREDDIE MAC POOL UMBS P#SD8200 2.50000000	1.98 mm	2.31 mm shares	0.11	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY BOND 3.12500000	1.97 mm	2.27 mm shares	0.11	Debt	Long	USA
PFIZER INVESTMENT ENTER REGD 5.30000000	1.96 mm	1.95 mm shares	0.11	Debt	Long	Singapore
JPMORGAN CHASE & CO REGD V/R 4.56500000	1.96 mm	1.96 mm shares	0.11	Debt	Long	USA
UNITED STATES TREASURY NOTE 4.12500000	1.95 mm	1.96 mm shares	0.10	Debt	Long	USA
TALLGRASS NRG PRTNR/FIN REGD 144A P/P 6.00000000	1.94 mm	2.03 mm shares	0.10	Debt	Long	USA
FANNIE MAE POOL UMBS P#BV8515 3.00000000	1.93 mm	2.17 mm shares	0.10	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL UMBS P#FS3205 2.50000000	1.92 mm	2.23 mm shares	0.10	ABS-mortgage backed security	Long	USA
FREDDIE MAC POOL UMBS P#SD8194 2.50000000	1.92 mm	2.23 mm shares	0.10	ABS-mortgage backed security	Long	USA
INDONESIA GOVERNMENT /IDR/ REGD SER 101 6.87500000	1.90 mm	29.00 bn shares	0.10	Debt	Long	Indonesia
UNITED STATES TREASURY BOND 2.00000000	1.90 mm	2.96 mm shares	0.10	Debt	Long	USA
GINNIE MAE II POOL P#MA8947 5.00000000	1.90 mm	1.90 mm shares	0.10	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL UMBS P#CB2767 2.00000000	1.90 mm	2.30 mm shares	0.10	ABS-mortgage backed security	Long	USA
PETROBRAS GLOBAL FINANCE REGD 5.75000000	1.88 mm	1.86 mm shares	0.10	Debt	Long	Netherlands