MORGAN STANLEY PATHWAY FUNDS > MORGAN STANLEY PATHWAY FUNDS
Inflation-Linked Fixed Income Fund
$105.28M
Avg Monthly Net Assets
$195.36M
Total Assets
$70.83M
Total Liabilities
$124.53M
Net Assets
Inflation-Linked 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 $105.28M.
On July 29th, 2024 it reported 261 holdings, the largest
being US TIPS 0.625% 07/15/32 (6.5%), US TIPS 0.5% 01/15/28 (6.3%) and F/C US 10YR ULTRA FUT SEP24 (6.0%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Inflation-Linked Fixed Income Fund | C000164312 | TILUX |
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 |
|---|---|---|---|---|---|---|
| ALTERNATIVE LOAN TRUST 2006-HY11 SER 2006-HY11 CL A1 V/R REGD 5.67936000 (CWALT 2006-HY11 V/R 06/25/36) | Long | ABS-collateralized bond/debt obligation | US | $148K | 170K | 0.12 |
| ALTERNATIVE LOAN TRUST 2007-4CB SER 2007-4CB CL 1A35 REGD 6.00000000 (CWALT 2007-4CB 1A 6% 04/25/37) | Long | ABS-collateralized bond/debt obligation | US | $22K | 28K | 0.02 |
| ALTERNATIVE LOAN TRUST RESECURITIZATION 2008-2R SER 2008-2R CL 1A1 V/R REGD 6.00000000 (CWALT 2008-2R 1A V/R 08/25/37) | Long | ABS-collateralized bond/debt obligation | US | $305K | 378K | 0.24 |
| 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 | 0.23 |
| AUD/USD FWD 20240604 000009049 USD | Derivative-foreign exchange | $-337.8 | – | -0.00 | ||
| AUD/USD FWD 20240604 000011553 USD | Derivative-foreign exchange | $142.8 | – | 0.00 | ||
| AUD/USD FWD 20240702 000011553 USD | Derivative-foreign exchange | $-142.9 | – | -0.00 | ||
| BEAR STEARNS ARM TRUST 2003-3 SER 2003-3 CL 3A2 V/R REGD 6.64000000 (BSARM 2003-3 3A2 V/R 05/25/33) | Long | ABS-collateralized bond/debt obligation | US | $13K | 14K | 0.01 |
| BEAR STEARNS ASSET BACKED SECURITIES TRUST 2004-1 SER 2004-1 CL M1 V/R REGD 6.41436000 (BSABS 2004-1 M1 V/R 06/25/34) | Long | ABS-collateralized bond/debt obligation | US | $119K | 117K | 0.10 |
| BLUEMOUNTAIN CLO 2016-3 LTD SER 2016-3A CL A1R2 V/R REGD 144A P/P 6.52238000 (BLUEM 2016-3A A1 V/R 11/15/30) | Long | ABS-collateralized bond/debt obligation | KY | $279K | 278K | 0.22 |
| BUONI POLIENNALI DEL TES /EUR/ REGD SER CPI 0.40000000 (BUONI POLIE 0.4% 05/15/30/EUR/) | Long | Debt | IT | $366K | 362K | 0.29 |
| BUONI POLIENNALI DEL TES /EUR/ REGD SER ICPI 1.40000000 (BUONI POLIE 1.4% 05/26/25/EUR/) | Long | Debt | IT | $3M | 3M | 2.67 |
| CAD/USD FWD 20240604 000009049 USD | Derivative-foreign exchange | $-1K | – | -0.00 | ||
| CAIRN CLO X DAC SER 2018-10A CL AR V/R REGD 144A P/P /EUR/ 4.68600000 (CRNCL 2018- V/R 10/15/31 /EUR/) | Long | ABS-collateralized bond/debt obligation | IE | $324K | 300K | 0.26 |
| CANADIAN GOVERNMENT RRB /CAD/ REGD SER CPI 0.50000000 (CANADIAN GO 0.5% 12/01/50/CAD/) | Long | Debt | CA | $34K | 61K | 0.03 |
| CANADIAN GOVERNMENT RRB /CAD/ REGD SER CPI 4.25000000 (CANADIAN G 4.25% 12/01/26/CAD/) | Long | Debt | CA | $424K | 546K | 0.34 |
| CARLYLE EURO CLO 2018-2 DAC SER 2018-2A CL A1A V/R REGD 144A P/P /EUR/ 4.60100000 (CGMSE 2018- V/R 08/28/31 /EUR/) | Long | ABS-collateralized bond/debt obligation | IE | $323K | 298K | 0.26 |
| CARLYLE GLOBAL MARKET STRATEGIES SER 2014-2A CL AR1 V/R REGD 144A P/P /EUR/ 4.57800000 (CGMSE 2014- V/R 11/15/31 /EUR/) | Long | ABS-collateralized bond/debt obligation | IE | $301K | 278K | 0.24 |
| CASH COLLATERAL CME WFS /CCWFSXUS7 5.23000000 | Long | Short-term investment vehicle | US | $680K | 680K | 0.55 |
| CASH COLLATERAL LCH FOB WFS 0.00000000 | Long | Short-term investment vehicle | US | $495K | 495K | 0.40 |
| CASH COLLATERAL WFS USD 5.23000000 | Long | Short-term investment vehicle | US | $50K | 50K | 0.04 |
| CHEVY CHASE FUNDING LLC MORTGAGE-BACKED SER 2004-A CL A1 V/R REGD 144A P/P 5.79936000 (CCMFC 2004-A A1 V/R 03/25/35) | Long | ABS-collateralized bond/debt obligation | US | $26K | 27K | 0.02 |
| CHL MORTGAGE PASS-THROUGH TRUST 2005-HYB6 SER 2005-HYB6 CL 2A1 V/R REGD 4.75139400 (CWHL 2005-HYB6 2 V/R 10/20/35) | Long | ABS-collateralized bond/debt obligation | US | $425K | 449K | 0.34 |
| CHL MORTGAGE PASS-THROUGH TRUST 2005-HYB9 SER 2005-HYB9 CL 2A1 V/R REGD 7.87301000 (CWHL 2005-HYB9 2 V/R 02/20/36) | Long | ABS-collateralized bond/debt obligation | US | $37K | 42K | 0.03 |
| CHL MORTGAGE PASS-THROUGH TRUST 2006-6 SER 2006-6 CL A4 REGD 6.00000000 (CWHL 2006-6 A4 6% 04/25/36) | Long | ABS-collateralized bond/debt obligation | US | $38K | 79K | 0.03 |
| CHL MORTGAGE PASS-THROUGH TRUST 2007-1 SER 2007-1 CL A1 REGD 6.00000000 (CWHL 2007-1 A1 6% 03/25/37) | Long | ABS-collateralized bond/debt obligation | US | $54K | 119K | 0.04 |
| CITIGROUP MORTGAGE LOAN TRUST 2004-HYB2 SER 2004-HYB2 CL 2A V/R REGD 6.23952200 (CMLTI 2004-HYB2 V/R 03/25/34) | Long | ABS-collateralized bond/debt obligation | US | $3K | 3K | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST INC SER 2004-NCM2 CL 1CB1 REGD 5.50000000 (CMLTI 2004-NCM2 5.5% 08/25/34) | Long | ABS-collateralized bond/debt obligation | US | $14K | 15K | 0.01 |
| CITIGROUP MORTGAGE LOAN TRUST_ INC SERIES 2007-AR4 CLASS 1A1A V/R REGD 4.65789500 (CMLTI 2007-AR4 1A1A V/R3/25/37) | Long | ABS-collateralized bond/debt obligation | US | $86K | 106K | 0.07 |
| CREDIT-BASED ASSET SERVICING AND SECURITIZATION LLC SER 2005-CB3 CL M4 V/R REGD 6.48936000 (CBASS 2005-CB3 M V/R 06/25/35) | Long | ABS-collateralized bond/debt obligation | US | $145K | 153K | 0.12 |
| CREDIT-BASED ASSET SERVICING AND SECURITIZATION LLC SER 2007-CB6 CL A3 V/R REGD 5.67737000 (CBASS 2007-CB6 A V/R 07/25/37) | Long | ABS-collateralized bond/debt obligation | US | $434K | 681K | 0.35 |
| CSMC SERIES 2015-3R SER 2015-3R CL 5A2 V/R REGD 144A P/P 5.58936000 (CSMC 2015-3R 5A2 V/R 09/29/36) | Long | ABS-collateralized bond/debt obligation | US | $147K | 152K | 0.12 |
| CWABS ASSET-BACKED CERTIFICATES TRUST 2004-7 SER 2004-7 CL MV5 V/R REGD 7.16436000 (CWL 2004-7 MV5 V/R 11/25/34) | Long | ABS-collateralized bond/debt obligation | US | $124K | 149K | 0.10 |
| CWABS ASSET-BACKED CERTIFICATES TRUST 2007-1 SER 2007-1 CL 1A V/R REGD 5.57936000 (CWL 2007-1 1A V/R 07/25/37) | Long | ABS-collateralized bond/debt obligation | US | $223K | 248K | 0.18 |
| CWABS ASSET-BACKED CERTIFICATES TRUST 2007-6 SER 2007-6 CL 1A V/R REGD 5.63936000 (CWL 2007-6 1A V/R 09/25/37) | Long | ABS-collateralized bond/debt obligation | US | $46K | 53K | 0.04 |
| CWABS ASSET-BACKED CERTIFICATES TRUST 2007-8 SER 2007-8 CL 1A1 V/R REGD 5.62936000 (CWL 2007-8 1A1 V/R 11/25/37) | Long | ABS-collateralized bond/debt obligation | US | $245K | 266K | 0.20 |
| DKK/USD FWD 20240604 000004066 USD | Derivative-foreign exchange | $626.23 | – | 0.00 | ||
| DKK/USD FWD 20240604 000009049 USD | Derivative-foreign exchange | $-927.59 | – | -0.00 | ||
| DKK/USD FWD 20240604 000011553 USD | Derivative-foreign exchange | $-788.93 | – | -0.00 | ||
| DKK/USD FWD 20240702 000004066 USD | Derivative-foreign exchange | $-129.31 | – | -0.00 | ||
| DKK/USD FWD 20240702 000011553 USD | Derivative-foreign exchange | $-18.22 | – | -0.00 | ||
| DRYDEN 44 EURO CLO 2015 DAC SER 2015-44A CL A1RR V/R REGD 144A P/P /EUR/ 4.78600000 (DRYD 2015-4 V/R 04/15/34 /EUR/) | Long | ABS-collateralized bond/debt obligation | IE | $539K | 500K | 0.43 |
| DRYDEN SENIOR LOAN FUND SER 2017-47A CL A1R V/R REGD 144A P/P 6.57017000 (DRSLF 2017-47A A V/R 04/15/28) | Long | ABS-collateralized bond/debt obligation | KY | $137K | 137K | 0.11 |
| ELLINGTON LOAN ACQUISITION TRUST 2007-1 SER 2007-1 CL A1 V/R REGD 144A P/P 6.53936000 (ELAT 2007-1 A1 V/R 05/25/37) | Long | ABS-collateralized bond/debt obligation | US | $511K | 533K | 0.41 |
| ELMWOOD CLO 24 LTD SER 2023-3A CL A1 V/R REGD 144A P/P 7.03256000 (ELM24 2023-3A A1 V/R 12/11/33) | Long | ABS-collateralized bond/debt obligation | KY | $603K | 600K | 0.48 |
| EUR/USD FWD 20240604 000004066 USD | Derivative-foreign exchange | $425.2 | – | 0.00 | ||
| EUR/USD FWD 20240604 000005198 USD | Derivative-foreign exchange | $-82K | – | -0.07 | ||
| EUR/USD FWD 20240702 000005198 USD | Derivative-foreign exchange | $-4K | – | -0.00 | ||
| FANNIE MAE POOL UMBS P#BK2298 4.00000000 (UMBS P#BK2298 4% 03/01/50) | Long | ABS-mortgage backed security | US | $32K | 35K | 0.03 |
| FANNIE MAE POOL UMBS P#BV5578 3.00000000 (UMBS P#BV5578 3% 05/01/52) | Long | ABS-mortgage backed security | US | $76K | 91K | 0.06 |
| FANNIE MAE POOL UMBS P#MA4599 3.00000000 (UMBS P#MA4599 3% 05/01/52) | Long | ABS-mortgage backed security | US | $76K | 90K | 0.06 |
| FANNIE MAE POOL UMBS P#MA4784 4.50000000 (UMBS P#MA4784 4.5% 10/01/52) | Long | ABS-mortgage backed security | US | $84K | 90K | 0.07 |
| FNMA 30YR TBA 4.5% JUL 12 TO BE ANNOUNCED 4.50000000 | Long | ABS-mortgage backed security | US | $4M | 4M | 3.08 |
| FNMA 30YR TBA 4% JUN 24 TO BE ANNOUNCED 4.00000000 | Long | ABS-mortgage backed security | US | $2M | 2M | 1.46 |
| FNMA 30YR TBA 5.5% JUN 53 TO BE ANNOUNCED 5.50000000 | Long | ABS-mortgage backed security | US | $2M | 2M | 1.26 |
| FNMA 30YR TBA 5% JUN 24 TO BE ANNOUNCED 5.00000000 | Long | ABS-mortgage backed security | US | $1M | 1M | 1.08 |
| FNMA 30YR TBA 6.5% JUN 24 TO BE ANNOUNCED 6.50000000 | Long | ABS-mortgage backed security | US | $2M | 2M | 1.63 |
| FNMA 30YR TBA 6% JUL 24 TO BE ANNOUNCED 6.00000000 | Long | ABS-mortgage backed security | US | $3M | 3M | 2.25 |
| FRANCE (GOVT OF) /EUR/ REGD SER OATE 0.10000000 (FRANCE (GOV 0.1% 03/01/26/EUR/) | Long | Debt | FR | $759K | 713K | 0.61 |
| FRANCE (GOVT OF) /EUR/ REGD SER OATE 0.10000000 (FRANCE (GOV 0.1% 07/25/31/EUR/) | Long | Debt | FR | $247K | 238K | 0.20 |
| FRANCE (GOVT OF) /EUR/ REGD SER OATE 0.10000000 (FRANCE (GOV 0.1% 07/25/38/EUR/) | Long | Debt | FR | $113K | 117K | 0.09 |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES SER KBX1 CL A2 2.92000000 (FHMS KBX1 A2 2.92% 01/25/26) | Long | ABS-collateralized bond/debt obligation | US | $488K | 500K | 0.39 |
| FREDDIE MAC POOL UMBS P#QH2327 6.50000000 (UMBS P#QH2327 6.5% 10/01/53) | Long | ABS-mortgage backed security | US | $443K | 436K | 0.36 |
| FREDDIE MAC POOL UMBS P#SD8225 3.00000000 (UMBS P#SD8225 3% 07/01/52) | Long | ABS-mortgage backed security | US | $77K | 92K | 0.06 |
| FUTURE CONTRACT ON AUST 10Y BOND FUT JUN24 /AUD/ 0.00000000 (F/C AUST 10Y BOND FUT JUN24) | Derivative-interest rate | AU | $2M | – | 1.32 | |
| FUTURE CONTRACT ON EURO-BOBL FUTURE JUN24 /EUR/ 0.00000000 (F/C EURO-BOBL FUTURE JUN24) | Derivative-interest rate | DE | $1M | – | 1.11 | |
| FUTURE CONTRACT ON EURO-BTP FUTURE JUN24 /EUR/ 0.00000000 (F/C EURO-BTP FUTURE JUN24) | Derivative-interest rate | DE | $-253K | – | -0.20 | |
| FUTURE CONTRACT ON EURO-BUND FUTURE JUN24 /EUR/ 0.00000000 (F/C EURO-BUND FUTURE JUN24) | Derivative-interest rate | DE | $-702K | – | -0.56 | |
| FUTURE CONTRACT ON EURO-BUND FUTURE SEP24 /EUR/ 0.00000000 (F/C EURO-BUND FUTURE SEP24) | Derivative-interest rate | DE | $-282K | – | -0.23 | |
| FUTURE CONTRACT ON EURO-BUXL 30Y BND SEP24 /EUR/ 0.00000000 (F/C EURO-BUXL 30Y BND SEP24) | Derivative-interest rate | DE | $-1M | – | -0.89 | |
| FUTURE CONTRACT ON EURO-OAT FUTURE JUN24 /EUR/ 0.00000000 (F/C EURO-OAT FUTURE JUN24) | Derivative-interest rate | DE | $-406K | – | -0.33 | |
| FUTURE CONTRACT ON EURO-SCHATZ FUT JUN24 /EUR/ 0.00000000 (F/C EURO-SCHATZ FUT JUN24) | Derivative-interest rate | DE | $-2M | – | -1.46 | |
| FUTURE CONTRACT ON EURO-SCHATZ FUT SEP24 /EUR/ 0.00000000 (F/C EURO-SCHATZ FUT SEP24) | Derivative-interest rate | DE | $-457K | – | -0.37 | |
| FUTURE CONTRACT ON SHORT EURO-BTP FU JUN24 /EUR/ 0.00000000 (F/C SHORT EURO-BTP FU JUN24) | Derivative-interest rate | DE | $-684K | – | -0.55 | |
| FUTURE CONTRACT ON SHORT EURO-BTP FU SEP24 /EUR/ 0.00000000 (F/C SHORT EURO-BTP FU SEP24) | Derivative-interest rate | DE | $-1M | – | -0.82 | |
| FUTURE CONTRACT ON US 10YR NOTE (CBT)SEP24 0.00000000 (F/C US 10YR NOTE (CBT)SEP24) | Derivative-interest rate | US | $-17M | – | -13.54 | |
| FUTURE CONTRACT ON US 10YR ULTRA FUT SEP24 0.00000000 (F/C US 10YR ULTRA FUT SEP24) | Derivative-interest rate | US | $8M | – | 6.03 | |
| FUTURE CONTRACT ON US 2YR NOTE (CBT) SEP24 0.00000000 (F/C US 2YR NOTE (CBT) SEP24) | Derivative-interest rate | US | $-11M | – | -8.51 | |
| FUTURE CONTRACT ON US 5YR NOTE (CBT) SEP24 0.00000000 (F/C US 5YR NOTE (CBT) SEP24) | Derivative-interest rate | US | $-952K | – | -0.76 | |
| FUTURE CONTRACT ON US LONG BOND(CBT) SEP24 0.00000000 (F/C US LONG BOND(CBT) SEP24) | Derivative-interest rate | US | $464K | – | 0.37 | |
| FUTURE CONTRACT ON US ULTRA BOND CBT SEP24 0.00000000 (F/C US ULTRA BOND CBT SEP24) | Derivative-interest rate | US | $-4M | – | -3.54 | |
| G2SF 30 YR TBA 3.5 JUN 24 TO BE ANNOUNCED 3.50000000 | Long | ABS-mortgage backed security | US | $3M | 4M | 2.65 |
| GBP/USD FWD 20240604 000004334 USD | Derivative-foreign exchange | $-2K | – | -0.00 | ||
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2018-H15 CL FG V/R 6.24637000 (GNR 2018-H15 FG V/R 08/20/68) | Long | ABS-collateralized bond/debt obligation | US | $218K | 222K | 0.18 |
| 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 | $516K | 508K | 0.41 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-H19 CL FA V/R 6.22340000 (GNR 2023-H19 FA V/R 08/20/73) | Long | ABS-collateralized bond/debt obligation | US | $3M | 3M | 2.17 |
| GSAA TRUST SER 2006-7 CL AF4A V/R REGD 6.22000000 (GSAA 2006-7 AF4A V/R 03/25/46) | Long | ABS-collateralized bond/debt obligation | US | $10K | 19K | 0.01 |
| HARBORVIEW MORTGAGE LOAN TRUST 2005-9 SER 2005-9 CL 2A1A V/R REGD 6.11456000 (HVMLT 2005-9 2A1 V/R 06/20/35) | Long | ABS-collateralized bond/debt obligation | US | $3K | 3K | 0.00 |
| HARVEST CLO XI DAC SER 11A CL ARR V/R REGD 144A P/P /EUR/ 4.55300000 (HARVT 11A A V/R 06/26/30 /EUR/) | Long | ABS-collateralized bond/debt obligation | IE | $179K | 165K | 0.14 |
| HSBC HOLD 6% 03/29/40 /GBP/ 6.00000000 | Long | Debt | GB | $124K | 100K | 0.10 |
| INDYMAC INDX MORTGAGE LOAN TRUST 2005-AR16IP SER 2005-16IP CL A1 V/R REGD 6.07936000 (INDX 2005-16IP A V/R 07/25/45) | Long | ABS-collateralized bond/debt obligation | US | $31K | 40K | 0.02 |
| INF SWAP EM NI 1.38 03/15/21-10Y LCH /FLOAT/ | Derivative-interest rate | US | $-278K | – | -0.22 | |
| INF SWAP EM NI 1.62 05/15/18-10Y LCH /FLOAT/ | Derivative-interest rate | US | $-135K | – | -0.11 | |
| INF SWAP EM NI 1.71 03/15/18-15Y LCH /FIXED/ | Derivative-interest rate | US | $17K | – | 0.01 | |
| INF SWAP EM NI 2.26 03/15/23 5Y LCH /FIXED/ | Derivative-interest rate | US | $5K | – | 0.00 | |
| INF SWAP EM NI 2.356 11/15/23-10Y LCH /FLOAT/ | Derivative-interest rate | US | $4K | – | 0.00 | |
| INF SWAP EM NI 2.359 08/15/22-8Y LCH /FIXED/ | Derivative-interest rate | US | $7K | – | 0.01 | |
| INF SWAP EM NI 2.3625 11 /15/23-10Y LCH /FLOAT/ | Derivative-interest rate | US | $3K | – | 0.00 | |
| INF SWAP EM NI 2.39 11//15/23-10Y LCH /FLOAT/ | Derivative-interest rate | US | $3K | – | 0.00 | |
| INF SWAP EM NI 2.421 05/15/22-30Y LCH /FLOAT/ | Derivative-interest rate | US | $-3K | – | -0.00 | |
| INF SWAP EM NI 2.47% 07-15-22 10Y LCH /FIXED/ | Derivative-interest rate | US | $5K | – | 0.00 | |
| INF SWAP EM NI 2.5475 11/15/23-30Y LCH /FIXED/ | Derivative-interest rate | US | $-493.29 | – | -0.00 | |
| INF SWAP EM NI 2.57 06/15/22-10Y LCH /FIXED/ | Derivative-interest rate | US | $5K | – | 0.00 | |
| INF SWAP EM NI 2.59 03/15/22-30Y LCH /FLOAT/ | Derivative-interest rate | US | $-12K | – | -0.01 | |
| INF SWAP EM NI 2.59 12/15/22 30Y LCH /FLOAT/ | Derivative-interest rate | US | $376.13 | – | 0.00 | |
| INF SWAP EM NI 2.6 05/15/22 10Y LCH /FIXED/ | Derivative-interest rate | US | $12K | – | 0.01 | |
| INF SWAP EM NI 2.62 11/15/23-30Y LCH /FIXED/ | Derivative-interest rate | US | $-3K | – | -0.00 | |
| INF SWAP EM NI 2.7 04/15/23- 30Y LCH /FLOAT/ | Derivative-interest rate | US | $10K | – | 0.01 | |
| INF SWAP EM NI 2.72 06/15/22-10Y LCH /FIXED/ | Derivative-interest rate | US | $-159.89 | – | -0.00 | |
| INF SWAP EM NI 2.736 10/15/23-30Y LCH /FLOAT/ | Derivative-interest rate | US | $6K | – | 0.01 | |
| INF SWAP EM NI 2.763 09/15/23-30Y LCH /FLOAT/ | Derivative-interest rate | US | $22K | – | 0.02 | |
| INF SWAP EM NI 3.0 5/15/22-5Y LCH /FIXED/ | Derivative-interest rate | US | $5K | – | 0.00 | |
| INF SWAP EM NI 3.52 09/15/22-2Y LCH /FLOAT/ | Derivative-interest rate | US | $-2K | – | -0.00 | |
| INF SWAP EM NI 3.72 09/15/22-2Y LCH /FLOAT/ | Derivative-interest rate | US | $-1K | – | -0.00 | |
| INF SWAP EM NI 3.85 09/15/22-2Y LCH /FLOAT/ | Derivative-interest rate | US | $-640.3 | – | -0.00 | |
| INF SWAP US IT 1.28 05/19/20-10Y LCH /FLOAT/ | Derivative-interest rate | US | $-169K | – | -0.14 | |
| INF SWAP US IT 1.76 11/04/19-10Y LCH /FLOAT/ | Derivative-interest rate | US | $-199K | – | -0.16 | |
| INF SWAP US IT 1.7975 08/25/20-7Y LCH /FIXED/ | Derivative-interest rate | US | $96K | – | 0.08 | |
| INF SWAP US IT 1.8825 11/20/19-10Y LCH /FLOAT/ | Derivative-interest rate | US | $-232K | – | -0.19 | |
| INF SWAP US IT 1.89 08/27/20-7Y LCH /FIXED/ | Derivative-interest rate | US | $108K | – | 0.09 | |
| INF SWAP US IT 2.31125 02/24/21-10Y LCH /FIXED/ | Derivative-interest rate | US | $278K | – | 0.22 | |
| INF SWAP US IT 2.335 02/05/18-10Y LCH /FLOAT/ | Derivative-interest rate | US | $-101K | – | -0.08 | |
| INF SWAP US IT 2.3525 05/09/18-10Y LCH /FLOAT/ | Derivative-interest rate | US | $-36K | – | -0.03 | |
| INF SWAP US IT 2.36 05/09/18-10Y LCH /FLOAT/ | Derivative-interest rate | US | $-54K | – | -0.04 | |
| INF SWAP US IT 2.364 05/10/18-10Y LCH /FLOAT/ | Derivative-interest rate | US | $-55K | – | -0.04 | |
| INF SWAP US IT 2.51 09/08/23-1Y LCH /FLOAT/ | Derivative-interest rate | US | $-2K | – | -0.00 | |
| INF SWAP US IT 2.56 09/12/23-1Y LCH /FLOAT/ | Derivative-interest rate | US | $-3K | – | -0.00 | |
| INF SWAP US IT 2.565 09/12/23-1Y LCH /FLOAT/ | Derivative-interest rate | US | $-3K | – | -0.00 | |
| INF SWAP US IT 2.573 08/26/21-7Y LCH /FIXED/ | Derivative-interest rate | US | $7K | – | 0.01 | |
| INF SWAP US IT 2.645 09/10/21-7Y LCH /FIXED/ | Derivative-interest rate | US | $7K | – | 0.01 | |
| INF SWAP US IT 2.703 05/25/21-5Y LCH /FIXED/ | Derivative-interest rate | US | $45K | – | 0.04 | |
| INF SWAP US IT 2.7675 05/13/21-5Y LCH /FIXED/ | Derivative-interest rate | US | $43K | – | 0.03 | |
| INF SWAP US IT 2.813 05/14/21-5Y LCH /FIXED/ | Derivative-interest rate | US | $25K | – | 0.02 | |
| IRO EUR 2Y C 2.90000 L 08/19/24 BRC 0.00000000 | Derivative-interest rate | US | $-3K | – | -0.00 | |
| IRO EUR 2Y C 3.15000 L 10/06/25 BRC 0.00000000 | Derivative-interest rate | US | $-65K | – | -0.05 | |
| IRO EUR 2Y P 3.15000 L 10/06/25 BRC 0.00000000 | Derivative-interest rate | US | $-33K | – | -0.03 | |
| IRS PMUTKR00.30 09/20/27 WFSLUS33XXX FLOAT | Derivative-interest rate | JP | $158.23 | – | 0.00 | |
| IRS R00.55PER6M 08/10/24 WFSLUS33XXX FIXED | Derivative-interest rate | $-5K | – | -0.00 | ||
| IRS R00.65PER6M 04/12/27 WFSLUS33XXX FIXED | Derivative-interest rate | $-35K | – | -0.03 | ||
| IRS R00.65PER6M 05/11/27 WFSLUS33XXX FIXED | Derivative-interest rate | $-36K | – | -0.03 | ||
| IRS R00.70PER6M 04/11/27 WFSLUS33XXX FIXED | Derivative-interest rate | $-23K | – | -0.02 | ||
| IRS R02.34PSOFR 11/21/28 WFSLUS33XXX FIXED | Derivative-interest rate | US | $-445K | – | -0.36 | |
| IRS R02.75PER6M 09/18/34 WFSLUS33XXX FIXED | Derivative-interest rate | $-117K | – | -0.09 | ||
| IRS R03.08PSOFR 02/13/34 WFSLUS33XXX FIXED | Derivative-interest rate | US | $-133K | – | -0.11 | |
| IRS RER6MP00.19 11/08/52 WFSLUS33XXX FLOAT | Derivative-interest rate | $791K | – | 0.64 | ||
| IRS RER6MP02.50 09/18/54 WFSLUS33XXX FLOAT | Derivative-interest rate | $37K | – | 0.03 | ||
| IRS RER6MP02.63 02/15/33 WFSL FLOAT | Derivative-interest rate | US | $28K | – | 0.02 | |
| IRS RESTRP03.47 02/26/25 WFSL FLOAT | Derivative-interest rate | US | $52K | – | 0.04 | |
| IRS RMUTKP00.50 12/15/31 WFSLUS33XXX FLOAT | Derivative-interest rate | JP | $12K | – | 0.01 | |
| IRS RMUTKP00.55 09/14/28 WFSLUS33XXX FLOAT | Derivative-interest rate | JP | $912.86 | – | 0.00 | |
| IRS RSOFRP02.23 11/21/53 WFSLUS33XXX FLOAT | Derivative-interest rate | US | $284K | – | 0.23 | |
| IRS RSOFRP02.86 02/13/54 WFSLUS33XXX FLOAT | Derivative-interest rate | US | $259K | – | 0.21 | |
| IRS RSOFRP03.50 06/20/54 WFSLUS33XXX FLOAT | Derivative-interest rate | US | $45K | – | 0.04 | |
| IRS RSOFRP04.25 12/20/25 WFSLUS33XXX FLOAT | Derivative-interest rate | US | $120K | – | 0.10 | |
| JAPAN GOVT CPI LINKED /JPY/ REGD SER 23 0.10000000 (JAPAN GOVT 0.1% 03/10/28/JPY/) | Long | Debt | JP | $426K | 64M | 0.34 |
| JAPAN GOVT CPI LINKED /JPY/ REGD SER 24 0.10000000 (JAPAN GOVT 0.1% 03/10/29/JPY/) | Long | Debt | JP | $965K | 144M | 0.78 |
| JP MORGAN ALTERNATIVE LOAN TRUST 2006-A1 SER 2006-A1 CL 1A1 V/R REGD 5.89936000 (JPALT 2006-A1 1A V/R 03/25/36) | Long | ABS-collateralized bond/debt obligation | US | $100K | 111K | 0.08 |
| 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 | $51K | 57K | 0.04 |
| JPY/USD FWD 20240604 000003534 USD | Derivative-foreign exchange | $2K | – | 0.00 | ||
| JPY/USD FWD 20240604 000004066 USD | Derivative-foreign exchange | $7K | – | 0.01 | ||
| JPY/USD FWD 20240702 000004066 USD | Derivative-foreign exchange | $2K | – | 0.00 | ||
| JYSKE REALKREDIT A/S /DKK/ REGD REG S SER CCE 1.00000000 (JYSKE REALKRE 1% 10/01/50/DKK/) | Long | Debt | DK | $0.21 | 1.94 | 0.00 |
| JYSKE REALKREDIT A/S /DKK/ REGD SER CCE 1.50000000 (JYSKE REALK 1.5% 10/01/53/DKK/) | Long | Debt | DK | $11K | 99K | 0.01 |
| JYSKE REALKREDIT A/S /DKK/ REGD SER CCE 1.50000000 (JYSKE REALK 1.5% 10/01/53/DKK/) | Long | Debt | DK | $0.19 | 1.68 | 0.00 |
| 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 | $209K | 208K | 0.17 |
| LEHMAN XS TRUST SERIES 2007-20N SER 2007-20N CL A1 V/R REGD 7.73936000 (LXS 2007-20N A1 V/R 12/25/37) | Long | ABS-collateralized bond/debt obligation | US | $190K | 201K | 0.15 |
| LONG BEACH MORTGAGE LOAN TRUST 2006-7 SER 2006-7 CL 2A2 V/R REGD 5.67936000 (LBMLT 2006-7 2A2 V/R 08/25/36) | Long | ABS-collateralized bond/debt obligation | US | $58K | 149K | 0.05 |
| LUX 2023-LION SER 2023-LION CL A V/R REGD 144A P/P 8.00678000 (LUX 2023-LION A V/R 08/15/25) | Long | ABS-collateralized bond/debt obligation | US | $608K | 600K | 0.49 |
| MAGNETITE XII LTD SER 2015-12A CL AR4 V/R REGD 144A P/P 6.47856000 (MAGNE 2015-12A A V/R 10/15/31) | Long | ABS-collateralized bond/debt obligation | KY | $544K | 542K | 0.44 |
| MAN GLG EURO CLO V DAC SER 5A CL A1R V/R REGD 144A P/P /EUR/ 4.63000000 (GLGE 5A A1R V/R 12/15/31 /EUR/) | Long | ABS-collateralized bond/debt obligation | IE | $299K | 276K | 0.24 |
| MKS CLO 2017-2 LTD SER 2017-2A CL A V/R REGD 144A P/P 6.77617000 (MKS 2017-2A A V/R 01/20/31) | Long | ABS-collateralized bond/debt obligation | KY | $156K | 156K | 0.13 |
| MRFC MORTGAGE PASS-THROUGH TRUST SERIES 1999-TBC2 SER 2000-TBC2 CL A1 V/R REGD 5.91125000 (MRFC 2000-TBC2 A V/R 06/15/30) | Long | ABS-collateralized bond/debt obligation | US | $3K | 3K | 0.00 |
| NEUBERGER BERMAN LOAN ADVISERS NBLA SER 2023-53A CL A V/R REGD 144A P/P 6.91294000 (NEUB 2023-53A A V/R 10/24/32) | Long | ABS-collateralized bond/debt obligation | JE | $302K | 300K | 0.24 |
| 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 | $30K | 31K | 0.02 |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-RPL3 SER 2019-RPL3 CL A1 V/R REGD 144A P/P 2.75000000 (NRZT 2019-RPL3 A V/R 07/25/59) | Long | ABS-collateralized bond/debt obligation | US | $146K | 156K | 0.12 |
| NORDEA KREDIT REALKREDIT /DKK/ REGD 1.50000000 (NORDEA KRED 1.5% 10/01/53/DKK/) | Long | Debt | DK | $10K | 100K | 0.01 |
| NORDEA KREDIT REALKREDIT /DKK/ REGD REG S SER CC2 1.00000000 (NORDEA KREDIT 1% 10/01/50/DKK/) | Long | Debt | DK | $0.15 | 1.35 | 0.00 |
| NORDEA KREDIT REALKREDIT /DKK/ REGD SER CC2 1.50000000 (NORDEA KRED 1.5% 10/01/53/DKK/) | Long | Debt | DK | $0.17 | 1.52 | 0.00 |
| NYKREDIT REALKREDIT AS /DKK/ REGD REG S SER 01E 1.00000000 (NYKREDIT REAL 1% 10/01/53/DKK/) | Long | Debt | DK | $0.25 | 2.41 | 0.00 |
| NYKREDIT REALKREDIT AS /DKK/ REGD REG S SER 01E* 1.00000000 (NYKREDIT REAL 1% 10/01/53/DKK/) | Long | Debt | DK | $0.18 | 1.68 | 0.00 |
| NYKREDIT REALKREDIT AS /DKK/ REGD REG S SER 01EE 1.50000000 (NYKREDIT RE 1.5% 10/01/52/DKK/) | Long | Debt | DK | $0.17 | 1.48 | 0.00 |
| NYKREDIT REALKREDIT AS /DKK/ REGD REG S SER CCE 1.00000000 (NYKREDIT REAL 1% 10/01/50/DKK/) | Long | Debt | DK | $4K | 35K | 0.00 |
| OPTION ONE MORTGAGE LOAN TRUST 2007-1 SER 2007-1 CL 1A1 V/R REGD 5.57936000 (OOMLT 2007-1 1A1 V/R 01/25/37) | Long | ABS-collateralized bond/debt obligation | US | $54K | 86K | 0.04 |
| OPTION ONE MORTGAGE LOAN TRUST 2007-2 SER 2007-2 CL 1A1 V/R REGD 5.57936000 (OOMLT 2007-2 1A1 V/R 03/25/37) | Long | ABS-collateralized bond/debt obligation | US | $54K | 81K | 0.04 |
| ORO GBP 10Y P 4.25000 L 07/16/24 BRC 0.00000000 | Derivative-interest rate | US | $-7K | – | -0.01 | |
| OZLM VIII LTD SER 2014-8A CL A1R3 V/R REGD 144A P/P 6.55868000 (OZLM 2014-8A A1R V/R 10/17/29) | Long | ABS-collateralized bond/debt obligation | KY | $133K | 133K | 0.11 |
| PALMER SQUARE EUROPEAN LOAN FUNDING SER 2023-3A CL A V/R REGD 144A P/P /EUR/ 5.32800000 (PSTET 2023- V/R 05/15/33 /EUR/) | Long | ABS-collateralized bond/debt obligation | IE | $602K | 553K | 0.48 |
| RASC SERIES 2006-KS3 TRUST SER 2006-KS3 CL M1 V/R REGD 5.93436000 (RASC 2006-KS3 M1 V/R 04/25/36) | Long | ABS-collateralized bond/debt obligation | US | $137K | 139K | 0.11 |
| RC R/P BARCLA 5.390% 06/06/24 5.39000000 | Short | Repurchase agreement | US | $-1M | – | -0.89 |
| RC R/P BARCLA 5.420% 06/04/24 5.42000000 | Short | Repurchase agreement | US | $-518K | – | -0.42 |
| RC R/P BOFA S 5.420% 06/05/24 5.42000000 | Short | Repurchase agreement | US | $-7M | – | -5.54 |
| RC R/P NOMURA 5.430% 07/10/24 5.43000000 | Short | Repurchase agreement | US | $-33M | – | -26.20 |
| REALKREDIT DANMARK /DKK/ REGD REG S 1.00000000 (REALKREDIT DA 1% 10/01/53/DKK/) | Long | Debt | DK | $0.16 | 1.59 | 0.00 |
| REALKREDIT DANMARK /DKK/ REGD REG S SER . 1.00000000 (REALKREDIT DA 1% 10/01/53/DKK/) | Long | Debt | DK | $2K | 18K | 0.00 |
| REALKREDIT DANMARK /DKK/ REGD REG S SER 23S 1.50000000 (REALKREDIT 1.5% 10/01/53/DKK/) | Long | Debt | DK | $20K | 177K | 0.02 |
| REALKREDIT DANMARK /DKK/ REGD REG S SER CCS 1.00000000 (REALKREDIT DA 1% 10/01/50/DKK/) | Long | Debt | DK | $0.23 | 2.08 | 0.00 |
| 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 | $602K | 600K | 0.48 |
| RESIDENTIAL ASSET SECURITIZATION TRUST 2006-A10 SER 2006-A10 CL A5 REGD 6.50000000 (RAST 2006-A10 A 6.5% 09/25/36) | Long | ABS-collateralized bond/debt obligation | US | $176K | 506K | 0.14 |
| SECURITIZED ASSET BACKED RECEIVABLES LLC TRUS SER 2006-FR3 CL A3 V/R REGD 5.93936000 (SABR 2006-FR3 A3 V/R 05/25/36) | Long | ABS-collateralized bond/debt obligation | US | $228K | 440K | 0.18 |
| SECURITIZED ASSET BACKED RECEIVABLES LLC TRUS SER 2006-HE2 CL A2C V/R REGD 5.73936000 (SABR 2006-HE2 A2 V/R 07/25/36) | Long | ABS-collateralized bond/debt obligation | US | $36K | 91K | 0.03 |
| SEQUOIA MORTGAGE TRUST 6 SER 6 CL A V/R REGD 6.07456000 (SEMT 6 A V/R 04/19/27) | Long | ABS-collateralized bond/debt obligation | US | $59K | 61K | 0.05 |
| SOUNDVIEW HOME LOAN TRUST 2007-OPT1 SER 2007-OPT1 CL 1A1 V/R REGD 5.63936000 (SVHE 2007-OPT1 1 V/R 06/25/37) | Long | ABS-collateralized bond/debt obligation | US | $131K | 194K | 0.10 |
| SOUNDVIEW HOME LOAN TRUST 2007-OPT2 SER 2007-OPT2 CL 2A3 V/R REGD 5.61936000 (SVHE 2007-OPT2 2 V/R 07/25/37) | Long | ABS-collateralized bond/debt obligation | US | $41K | 47K | 0.03 |
| ST PAUL'S CLO IV DAC SER 4A CL ARR1 V/R REGD 144A P/P /EUR/ 4.71200000 (SPAUL 4A AR V/R 04/25/30 /EUR/) | Long | ABS-collateralized bond/debt obligation | IE | $532K | 492K | 0.43 |
| TRINITAS CLO XIV LTD SER 2020-14A CL A1R V/R REGD 144A P/P 6.66333000 (TRNTS 2020-14A A V/R 01/25/34) | Long | ABS-collateralized bond/debt obligation | KY | $601K | 600K | 0.48 |
| UNITED STATES TREASURY BOND 2.12500000 (US TREAS BDS 2.125% 02/15/54) | Long | Debt | US | $587K | 611K | 0.47 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS 0.12500000 (US TIPS 0.125% 07/15/31) | Long | Debt | US | $6M | 7M | 5.07 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS 0.12500000 (US TIPS 0.125% 01/15/31) | Long | Debt | US | $5M | 5M | 3.73 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS 0.12500000 (US TIPS 0.125% 01/15/30) | Long | Debt | US | $5M | 5M | 3.70 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS 0.12500000 (US TIPS 0.125% 07/15/26) | Long | Debt | US | $5M | 5M | 3.63 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS 0.12500000 (US TIPS 0.125% 01/15/32) | Long | Debt | US | $4M | 5M | 3.34 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS 0.12500000 (US TIPS 0.125% 10/15/26) | Long | Debt | US | $4M | 4M | 3.23 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS 0.12500000 (US TIPS 0.125% 04/15/25) | Long | Debt | US | $4M | 4M | 3.21 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS 0.12500000 (US TIPS 0.125% 10/15/25) | Long | Debt | US | $4M | 4M | 3.18 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS 0.12500000 (US TIPS 0.125% 07/15/30) | Long | Debt | US | $3M | 4M | 2.76 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS 0.12500000 (US TIPS 0.125% 10/15/24) | Long | Debt | US | $3M | 3M | 2.62 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS 0.12500000 (US TIPS 0.125% 04/15/26) | Long | Debt | US | $3M | 3M | 2.10 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS 0.12500000 (US TIPS 0.125% 04/15/27) | Long | Debt | US | $3M | 3M | 2.08 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS 0.12500000 (US TIPS 0.125% 02/15/51) | Long | Debt | US | $822K | 1M | 0.66 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS 0.12500000 (US TIPS 0.125% 02/15/52) | Long | Debt | US | $565K | 1M | 0.45 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS 0.25000000 (US TIPS 0.25% 07/15/29) | Long | Debt | US | $3M | 3M | 2.48 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS 0.25000000 (US TIPS 0.25% 02/15/50) | Long | Debt | US | $704K | 1M | 0.56 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS 0.37500000 (US TIPS 0.375% 07/15/27) | Long | Debt | US | $3M | 3M | 2.24 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS 0.37500000 (US TIPS 0.375% 01/15/27) | Long | Debt | US | $3M | 3M | 2.20 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS 0.37500000 (US TIPS 0.375% 07/15/25) | Long | Debt | US | $2M | 2M | 1.55 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS 0.50000000 (US TIPS 0.5% 01/15/28) | Long | Debt | US | $8M | 8M | 6.28 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS 0.62500000 (US TIPS 0.625% 07/15/32) | Long | Debt | US | $8M | 9M | 6.54 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS 0.62500000 (US TIPS 0.625% 01/15/26) | Long | Debt | US | $4M | 4M | 2.82 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS 0.62500000 (US TIPS 0.625% 02/15/43) | Long | Debt | US | $2M | 2M | 1.29 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS 0.75000000 (US TIPS 0.75% 07/15/28) | Long | Debt | US | $3M | 3M | 2.66 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS 0.75000000 (US TIPS 0.75% 02/15/45) | Long | Debt | US | $2M | 3M | 1.76 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS 0.75000000 (US TIPS 0.75% 02/15/42) | Long | Debt | US | $2M | 2M | 1.46 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS 0.87500000 (US TIPS 0.875% 02/15/47) | Long | Debt | US | $1M | 2M | 1.07 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS 0.87500000 (US TIPS 0.875% 01/15/29) | Long | Debt | US | $1M | 1M | 0.93 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS 1.00000000 (TSY INFL IX N/B 1.000% 2/15/46) | Long | Debt | US | $2M | 3M | 1.71 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS 1.00000000 (US TIPS 1% 02/15/48) | Long | Debt | US | $979K | 1M | 0.79 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS 1.00000000 (US TIPS 1% 02/15/49) | Long | Debt | US | $747K | 993K | 0.60 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS 1.12500000 (US TIPS 1.125% 01/15/33) | Long | Debt | US | $4M | 5M | 3.33 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS 1.25000000 (US TIPS 1.25% 04/15/28) | Long | Debt | US | $1M | 1M | 0.80 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS 1.37500000 (US TIPS 1.375% 07/15/33) | Long | Debt | US | $6M | 7M | 5.19 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS 1.37500000 (US TIPS 1.375% 02/15/44) | Long | Debt | US | $3M | 3M | 2.26 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS 1.50000000 (US TIPS 1.5% 02/15/53) | Long | Debt | US | $1M | 2M | 1.19 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS 1.62500000 (US TIPS 1.625% 10/15/27) | Long | Debt | US | $4M | 4M | 3.49 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS 1.75000000 (US TIPS 1.75% 01/15/28) | Long | Debt | US | $2M | 2M | 1.64 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS 2.00000000 (US TIPS 2% 01/15/26) | Long | Debt | US | $2M | 2M | 1.90 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS 2.12500000 (US TIPS 2.125% 04/15/29) | Long | Debt | US | $1M | 1M | 0.89 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS 2.12500000 (US TIPS 2.125% 02/15/41) | Long | Debt | US | $912K | 927K | 0.73 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS 2.12500000 (US TIPS 2.125% 02/15/40) | Long | Debt | US | $825K | 838K | 0.66 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS 2.37500000 (US TIPS 2.375% 10/15/28) | Long | Debt | US | $6M | 6M | 4.63 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS 2.37500000 (US TIPS 2.375% 01/15/25) | Long | Debt | US | $2M | 2M | 1.60 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS 2.50000000 (US TIPS 2.5% 01/15/29) | Long | Debt | US | $2M | 2M | 1.29 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS 3.37500000 (US TIPS 3.375% 04/15/32) | Long | Debt | US | $46K | 42K | 0.04 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS 3.62500000 (US TIPS 3.625% 04/15/28) | Long | Debt | US | $3M | 3M | 2.43 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS 3.87500000 (US TIPS 3.875% 04/15/29) | Long | Debt | US | $3M | 2M | 2.05 |
| UNITED STATES TREASURY NOTE 0.25000000 (US TREAS NTS SE 0.25% 1/15/25) | Long | Debt | US | $2M | 2M | 1.35 |
| 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 | $1K | 999.72 | 0.00 |
| VMC FINANCE 2022-FL5 LLC SER 2022-FL5 CL A V/R REGD 144A P/P 7.22340000 (VMC 2022-FL5 A V/R 02/18/39) | Long | ABS-collateralized bond/debt obligation | US | $460K | 461K | 0.37 |
| VOYA CLO 2017-1 LTD SER 2017-1A CL A1R V/R REGD 144A P/P 6.52868000 (VOYA 2017-1A A1R V/R 04/17/30) | Long | ABS-collateralized bond/debt obligation | KY | $175K | 175K | 0.14 |
| VOYA CLO 2017-2 SER 2017-2A CL A1R V/R REGD 144A P/P 6.57017000 (VOYA 2017-2A A1R V/R 06/07/30) | Long | ABS-collateralized bond/debt obligation | KY | $135K | 134K | 0.11 |
| WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2002-AR17 SER 2002-AR17 CL 1A V/R REGD 6.31493000 (WAMU 2002-AR17 1 V/R 11/25/42) | Long | ABS-collateralized bond/debt obligation | US | $2K | 2K | 0.00 |
| WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2002-AR2 SER 2002-AR2 CL A V/R REGD 4.41400000 (WAMU 2002-AR2 A V/R 02/27/34) | Long | ABS-collateralized bond/debt obligation | US | $5K | 5K | 0.00 |
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