Holdings (Monthly)
Guide ↗
Inflation-Linked Fixed Income Fund
· Morgan Stanley Pathway Funds| # | Name | Ticker | Since | Shares | Value | % Port | Cat |
|---|---|---|---|---|---|---|---|
| 1 | F/C US 5YR NOTE (CBT) JUN26 | FVM6 XCBT | Feb 2026 | 114 | $12.6M | 8.73% | DIR |
| 2 | US TIPS 1.125% 01/15/33 | 91282CGK1 | Feb 2026 | 10,987,588 | $10.8M | 7.52% | DBT |
| 3 | US TIPS 0.625% 07/15/32 | 91282CEZ0 | Feb 2026 | 9,480,220 | $9.1M | 6.34% | DBT |
| 4 | F/C US 10YR ULTRA FUT JUN26 | UXYM6XCBT | Feb 2026 | 77 | $9.0M | 6.25% | DIR |
| 5 | FNMA 30YR TBA 4.5% MAR 26 | 01F042632 | Feb 2026 | 7,800,000 | $7.7M | 5.37% | ABS-MBS |
| 6 | US TIPS 1.375% 07/15/33 | 91282CHP9 | Feb 2026 | 7,148,833 | $7.1M | 4.97% | DBT |
| 7 | US TIPS 1.625% 10/15/27 | 91282CFR7 | Feb 2026 | 6,563,580 | $6.7M | 4.64% | DBT |
| 8 | US TIPS 2.375% 10/15/28 | 91282CJH5 | Feb 2026 | 5,924,688 | $6.2M | 4.29% | DBT |
| 9 | US TIPS 1.875% 07/15/34 | 91282CLE9 | Feb 2026 | 5,989,834 | $6.2M | 4.29% | DBT |
| 10 | US TIPS 1.875% 07/15/35 | 91282CNS6 | Feb 2026 | 5,651,576 | $5.8M | 4.01% | DBT |
| 11 | US TIPS 0.125% 07/15/31 | 91282CCM1 | Feb 2026 | 5,936,485 | $5.6M | 3.92% | DBT |
| 12 | US TIPS 0.5% 01/15/28 | 9128283R9 | Feb 2026 | 5,357,432 | $5.3M | 3.70% | DBT |
| 13 | US TIPS 0.375% 01/15/27 | 912828V49 | Feb 2026 | 5,272,134 | $5.3M | 3.66% | DBT |
| 14 | F/C EURO-BUND FUTURE MAR26 | RXH6 XEUR | Feb 2026 | 34 | $5.2M | 3.64% | DIR |
| 15 | US TIPS 1.125% 10/15/30 | 91282CPH8 | Feb 2026 | 5,009,050 | $5.0M | 3.50% | DBT |
| 16 | US TIPS 1.625% 10/15/29 | 91282CLV1 | Feb 2026 | 4,840,389 | $5.0M | 3.45% | DBT |
| 17 | US TIPS 2.125% 01/15/35 | 91282CML2 | Feb 2026 | 4,620,735 | $4.8M | 3.35% | DBT |
| 18 | US TIPS 0.75% 07/15/28 | 912828Y38 | Feb 2026 | 4,660,402 | $4.7M | 3.24% | DBT |
| 19 | US TIPS 0.125% 01/15/32 | 91282CDX6 | Feb 2026 | 4,442,238 | $4.2M | 2.89% | DBT |
| 20 | US TIPS 0.375% 07/15/27 | 9128282L3 | Feb 2026 | 3,987,437 | $4.0M | 2.77% | DBT |
| 21 | GNMA II P#MA9961 3.5% 10/20/54 | 36180AB69 | Feb 2026 | 3,902,938 | $3.7M | 2.55% | ABS-MBS |
| 22 | UMBS P#SD8409 6% 03/01/54 | 3132DWKW2 | Feb 2026 | 3,169,135 | $3.3M | 2.27% | ABS-MBS |
| 23 | US TIPS 0.875% 01/15/29 | 9128285W6 | Feb 2026 | 3,195,591 | $3.2M | 2.22% | DBT |
| 24 | US TIPS 3.625% 04/15/28 | 912810FD5 | Feb 2026 | 2,987,293 | $3.2M | 2.20% | DBT |
| 25 | US TIPS 0.25% 07/15/29 | 9128287D6 | Feb 2026 | 2,998,658 | $2.9M | 2.04% | DBT |
| 26 | UNITED KINGDO 4% 10/22/31/GBP/ | G4527HF89 | Feb 2026 | 2,100,000 | $2.9M | 1.98% | DBT |
| 27 | US TIPS 0.125% 04/15/27 | 91282CEJ6 | Feb 2026 | 2,869,300 | $2.8M | 1.98% | DBT |
| 28 | US TIPS 3.875% 04/15/29 | 912810FH6 | Feb 2026 | 2,458,099 | $2.7M | 1.86% | DBT |
| 29 | US TIPS 0.125% 07/15/30 | 912828ZZ6 | Feb 2026 | 2,742,663 | $2.6M | 1.84% | DBT |
| 30 | F/C US LONG BOND(CBT) JUN26 | USM6 XCBT | Feb 2026 | 22 | $2.6M | 1.81% | DIR |
| 31 | GNR 2023-H19 FA V/R 08/20/73 | 38383KCS9 | Feb 2026 | 2,492,082 | $2.5M | 1.76% | ABS-CBDO |
| 32 | US TIPS 1.625% 04/15/30 | 91282CNB3 | Feb 2026 | 2,443,152 | $2.5M | 1.74% | DBT |
| 33 | F/C EURO-BTP FUTURE MAR26 | IKH6 XEUR | Feb 2026 | 17 | $2.5M | 1.72% | DIR |
| 34 | US TIPS 0.125% 01/15/31 | 91282CBF7 | Feb 2026 | 2,502,148 | $2.4M | 1.66% | DBT |
| 35 | US TIPS 1.75% 01/15/34 | 91282CJY8 | Feb 2026 | 2,319,262 | $2.4M | 1.64% | DBT |
| 36 | US TIPS 0.125% 01/15/30 | 912828Z37 | Feb 2026 | 2,443,469 | $2.4M | 1.64% | DBT |
| 37 | FNCL 30YR TBA 4.0% MARCH 26 | 01F040636 | Feb 2026 | 2,300,000 | $2.2M | 1.56% | ABS-MBS |
| 38 | US TIPS 1.75% 01/15/28 | 912810PV4 | Feb 2026 | 2,160,908 | $2.2M | 1.53% | DBT |
| 39 | FNMA 30YR TBA 6.5% APR 26 | 01F062648 | Feb 2026 | 2,000,000 | $2.1M | 1.45% | ABS-MBS |
| 40 | US TIPS 0.125% 10/15/26 | 91282CDC2 | Feb 2026 | 2,016,013 | $2.0M | 1.40% | DBT |
| 41 | US TIPS 1.375% 02/15/44 | 912810RF7 | Feb 2026 | 2,322,035 | $2.0M | 1.40% | DBT |
| 42 | US TIPS 0.75% 02/15/45 | 912810RL4 | Feb 2026 | 2,642,170 | $2.0M | 1.39% | DBT |
| 43 | RC R/P BNP PA 3.730% 03/02/26 | N/A | Feb 2026 | 2,000,000 | $2.0M | 1.39% | RA |
| 44 | F/C US ULTRA BOND CBT JUN26 | WNM6 XCBT | Feb 2026 | 16 | $1.9M | 1.35% | DIR |
| 45 | F/C AUST 10Y BOND FUT MAR26 | XMH6 XSFE | Feb 2026 | 24 | $1.9M | 1.31% | DIR |
| 46 | US TIPS 1.5% 02/15/53 | 912810TP3 | Feb 2026 | 2,180,320 | $1.8M | 1.23% | DBT |
| 47 | US TIPS 2.5% 01/15/29 | 912810PZ5 | Feb 2026 | 1,648,199 | $1.7M | 1.20% | DBT |
| 48 | US TIPS 2.125% 02/15/54 | 912810TY4 | Feb 2026 | 1,794,996 | $1.7M | 1.17% | DBT |
| 49 | US TIPS 0.75% 02/15/42 | 912810QV3 | Feb 2026 | 2,007,768 | $1.6M | 1.13% | DBT |
| 50 | UMBS P#MA5353 5.5% 05/01/54 | 31418E5P1 | Feb 2026 | 1,556,464 | $1.6M | 1.10% | ABS-MBS |
| 51 | US TIPS 1.875% 01/15/36 | 91282CPU9 | Feb 2026 | 1,495,935 | $1.5M | 1.06% | DBT |
| 52 | US TIPS 2.375% 02/15/55 | 912810UH9 | Feb 2026 | 1,437,730 | $1.4M | 0.99% | DBT |
| 53 | GNR 2025-H22 F V/R 10/20/75 | 38384LA58 | Feb 2026 | 1,392,843 | $1.4M | 0.98% | ABS-CBDO |
| 54 | US TIPS 0.625% 02/15/43 | 912810RA8 | Feb 2026 | 1,818,229 | $1.4M | 0.98% | DBT |
| 55 | US TIPS 0.875% 02/15/47 | 912810RW0 | Feb 2026 | 1,865,992 | $1.4M | 0.97% | DBT |
| 56 | GNR 2025-159 FJ V/R 09/20/55 | 38381U6P2 | Feb 2026 | 1,372,926 | $1.4M | 0.96% | ABS-CBDO |
| 57 | TSY INFL IX N/B 1.000% 2/15/46 | 912810RR1 | Feb 2026 | 1,627,492 | $1.3M | 0.89% | DBT |
| 58 | US TIPS 2.125% 04/15/29 | 91282CKL4 | Feb 2026 | 1,152,437 | $1.2M | 0.83% | DBT |
| 59 | US TIPS 1% 02/15/49 | 912810SG4 | Feb 2026 | 1,545,348 | $1.2M | 0.81% | DBT |
| 60 | US TIPS 1.25% 04/15/28 | 91282CGW5 | Feb 2026 | 1,080,360 | $1.1M | 0.76% | DBT |
| 61 | JAPAN GOVT 0.1% 03/10/29/JPY/ | J2S39K4F0 | Feb 2026 | 156,073,860 | $1.0M | 0.70% | DBT |
| 62 | US TIPS 2.125% 02/15/41 | 912810QP6 | Feb 2026 | 961,844 | $970K | 0.67% | DBT |
| 63 | US TIPS 1% 02/15/48 | 912810SB5 | Feb 2026 | 1,208,981 | $919K | 0.64% | DBT |
| 64 | US TIPS 2.125% 02/15/40 | 912810QF8 | Feb 2026 | 869,582 | $885K | 0.62% | DBT |
| 65 | FRANCE (GOV 0.1% 03/01/26/EUR/ | F43750LD2 | Feb 2026 | 735,606 | $869K | 0.60% | DBT |
| 66 | US TIPS 0.125% 02/15/51 | 912810SV1 | Feb 2026 | 1,493,616 | $848K | 0.59% | DBT |
| 67 | HAYEM 6A AR V/R 10/15/38 /EUR/ | N/A | Feb 2026 | 700,000 | $829K | 0.58% | ABS-CBDO |
| 68 | DUNEP 1A AR V/R 11/20/34 /EUR/ | N/A | Feb 2026 | 700,000 | $828K | 0.58% | ABS-CBDO |
| 69 | CASH COLLATERAL LCH FOB WFS | N/A | Feb 2026 | 822,000 | $822K | 0.57% | STIV |
| 70 | US TIPS 0.25% 02/15/50 | 912810SM1 | Feb 2026 | 1,210,022 | $730K | 0.51% | DBT |
| 71 | RCF 2025-4A A 5.423% 07/29/43 | 77588RAA6 | Feb 2026 | 700,000 | $704K | 0.49% | ABS-CBDO |
| 72 | GCBSL 2020-50A A V/R 04/20/35 | 38178DAN7 | Feb 2026 | 700,000 | $702K | 0.49% | ABS-CBDO |
| 73 | SYMP 2021-29A AR V/R 10/15/35 | 87168GAN9 | Feb 2026 | 700,000 | $701K | 0.49% | ABS-CBDO |
| 74 | BLUEM 2022-34A A V/R 04/20/35 | 09631JAL0 | Feb 2026 | 700,000 | $701K | 0.49% | ABS-CBDO |
| 75 | WOODS 2021-25A A V/R 07/20/34 | 668468AL5 | Feb 2026 | 700,000 | $700K | 0.49% | ABS-CBDO |
| 76 | F/C EURO-BOBL FUTURE MAR26 | OEH6 XEUR | Feb 2026 | 5 | $694K | 0.48% | DIR |
| 77 | N/A | N/A | Feb 2026 | 1 | $688K | 0.48% | DIR |
| 78 | FNR 2025-47 FJ V/R 06/25/55 | 3136BWNH5 | Feb 2026 | 633,856 | $639K | 0.44% | ABS-CBDO |
| 79 | JAPAN GOV 0.005% 03/10/35/JPY/ | J2S39L8N7 | Feb 2026 | 102,372,000 | $634K | 0.44% | DBT |
| 80 | LUX 2023-LION A V/R 08/15/25 | 55067LAA5 | Feb 2026 | 600,000 | $606K | 0.42% | ABS-CBDO |
| 81 | US TIPS 0.125% 02/15/52 | 912810TE8 | Feb 2026 | 1,047,681 | $581K | 0.40% | DBT |
| 82 | DRYD 2015-4 V/R 04/15/34 /EUR/ | N/A | Feb 2026 | 451,956 | $534K | 0.37% | ABS-CBDO |
| 83 | CANYC 2020-1A AR V/R 07/15/34 | 13876LAW7 | Feb 2026 | 500,000 | $500K | 0.35% | ABS-CBDO |
| 84 | GNR 2023-H11 FC V/R 05/20/73 | 38382Y5C3 | Feb 2026 | 470,977 | $482K | 0.34% | ABS-CBDO |
| 85 | SPAUL 4A AR V/R 04/25/30 /EUR/ | N/A | Feb 2026 | 405,462 | $479K | 0.33% | ABS-CBDO |
| 86 | BUONI POLIE 0.4% 05/15/30/EUR/ | T6052BUG1 | Feb 2026 | 373,503 | $436K | 0.30% | DBT |
| 87 | JAPAN GOVT 0.1% 03/10/28/JPY/ | J2S39KJ56 | Feb 2026 | 67,191,560 | $431K | 0.30% | DBT |
| 88 | CANADIAN G 4.25% 12/01/26/CAD/ | 135087VS0 | Feb 2026 | 563,616 | $425K | 0.30% | DBT |
| 89 | CBASS 2007-CB6 A V/R 07/25/37 | 1248RHAC1 | Feb 2026 | 593,820 | $402K | 0.28% | ABS-CBDO |
| 90 | JAPAN GOV 0.005% 03/10/34/JPY/ | J2S39L2H6 | Feb 2026 | 63,270,600 | $396K | 0.28% | DBT |
| 91 | N/A | N/A | Feb 2026 | 1 | $384K | 0.27% | DIR |
| 92 | ARBR 6A AR V/R 11/15/37 /EUR/ | G04464BV7 | Feb 2026 | 300,000 | $356K | 0.25% | ABS-CBDO |
| 93 | CWHL 2005-HYB6 2 V/R 10/20/35 | 126694BH0 | Feb 2026 | 370,830 | $352K | 0.25% | ABS-CBDO |
| 94 | ELAT 2007-1 A1 V/R 05/25/37 | 288542AA1 | Feb 2026 | 344,964 | $341K | 0.24% | ABS-CBDO |
| 95 | CASH COLLATERAL CME WFS | N/A | Feb 2026 | 329,000 | $329K | 0.23% | STIV |
| 96 | UMBS P#QH2327 6.5% 10/01/53 | 3133CESQ6 | Feb 2026 | 296,809 | $309K | 0.22% | ABS-MBS |
| 97 | UMBS P#QI9438 5% 07/01/54 | 3133WGPX7 | Feb 2026 | 292,568 | $295K | 0.20% | ABS-MBS |
| 98 | FRANCE (GOV 0.1% 07/25/31/EUR/ | F43750LT7 | Feb 2026 | 245,582 | $281K | 0.20% | DBT |
| 99 | N/A | N/A | Feb 2026 | 1 | $279K | 0.19% | DIR |
| 100 | CWALT 2008-2R 1A V/R 08/25/37 | 021482AA2 | Feb 2026 | 327,205 | $271K | 0.19% | ABS-CBDO |
| 101 | N/A | N/A | Feb 2026 | 1 | $265K | 0.18% | DIR |
| 102 | N/A | N/A | Feb 2026 | 1 | $251K | 0.17% | DIR |
| 103 | GNMA II P#MA8425 3.5% 11/20/52 | 36179XLE4 | Feb 2026 | 264,040 | $250K | 0.17% | ABS-MBS |
| 104 | PSTET 2023- V/R 05/15/33 /EUR/ | G6878ZAG6 | Feb 2026 | 185,002 | $219K | 0.15% | ABS-CBDO |
| 105 | SABR 2006-FR3 A3 V/R 05/25/36 | 813765AC8 | Feb 2026 | 397,918 | $216K | 0.15% | ABS-CBDO |
| 106 | CWL 2007-8 1A1 V/R 11/25/37 | 12669WAA4 | Feb 2026 | 216,177 | $210K | 0.15% | ABS-CBDO |
| 107 | GNR 2018-H15 FG V/R 08/20/68 | 38380LJY0 | Feb 2026 | 199,627 | $202K | 0.14% | ABS-CBDO |
| 108 | CWL 2007-1 1A V/R 07/25/37 | 23245CAA8 | Feb 2026 | 199,822 | $187K | 0.13% | ABS-CBDO |
| 109 | LXS 2007-20N A1 V/R 12/25/37 | 52525AAA2 | Feb 2026 | 151,688 | $156K | 0.11% | ABS-CBDO |
| 110 | RAST 2006-A10 A 6.5% 09/25/36 | 76113LAE7 | Feb 2026 | 506,641 | $147K | 0.10% | ABS-CBDO |
| 111 | GLGE 5A A1R V/R 12/15/31 /EUR/ | N/A | Feb 2026 | 123,508 | $146K | 0.10% | ABS-CBDO |
| 112 | CWL 2004-7 MV5 V/R 11/25/34 | 126673EG3 | Feb 2026 | 149,011 | $139K | 0.10% | ABS-CBDO |
| 113 | HSBC HOLD 6% 03/29/40 /GBP/ | G463DAAD8 | Feb 2026 | 100,000 | $136K | 0.09% | DBT |
| 114 | CWALT 2006-HY11 V/R 06/25/36 | 021466AA5 | Feb 2026 | 134,253 | $131K | 0.09% | ABS-CBDO |
| 115 | SVHE 2007-OPT1 1 V/R 06/25/37 | 83612TAA0 | Feb 2026 | 175,528 | $123K | 0.09% | ABS-CBDO |
| 116 | FRANCE (GOV 0.1% 07/25/38/EUR/ | F26348BE5 | Feb 2026 | 120,563 | $120K | 0.08% | DBT |
| 117 | N/A | N/A | Feb 2026 | 1 | $117K | 0.08% | DIR |
| 118 | CBASS 2005-CB3 M V/R 06/25/35 | 12489WLH5 | Feb 2026 | 113,763 | $112K | 0.08% | ABS-CBDO |
| 119 | N/A | N/A | Feb 2026 | 1 | $104K | 0.07% | DIR |
| 120 | NRZT 2019-RPL3 A V/R 07/25/59 | 64830NAA9 | Feb 2026 | 103,330 | $101K | 0.07% | ABS-CBDO |
| 121 | CASH COLLATERAL WFS USD | N/A | Feb 2026 | 86,000 | $86K | 0.06% | STIV |
| 122 | CMLTI 2007-AR4 1A1A V/R3/25/37 | 17311WAA5 | Feb 2026 | 95,417 | $83K | 0.06% | ABS-CBDO |
| 123 | JPALT 2006-A1 1A V/R 03/25/36 | 46627MCS4 | Feb 2026 | 81,519 | $78K | 0.05% | ABS-CBDO |
| 124 | BSABS 2004-1 M1 V/R 06/25/34 | 07384YSY3 | Feb 2026 | 64,933 | $77K | 0.05% | ABS-CBDO |
| 125 | UMBS P#MA4784 4.5% 10/01/52 | 31418EJ68 | Feb 2026 | 76,153 | $76K | 0.05% | ABS-MBS |
| 126 | UMBS P#SD8225 3% 07/01/52 | 3132DWD67 | Feb 2026 | 81,610 | $74K | 0.05% | ABS-MBS |
| 127 | UMBS P#BV5578 3% 05/01/52 | 3140MKFU1 | Feb 2026 | 80,607 | $73K | 0.05% | ABS-MBS |
| 128 | UMBS P#MA4599 3% 05/01/52 | 31418EDD9 | Feb 2026 | 79,194 | $72K | 0.05% | ABS-MBS |
| 129 | N/A | N/A | Feb 2026 | 1 | $70K | 0.05% | DFE |
| 130 | N/A | N/A | Feb 2026 | 1 | $62K | 0.04% | DIR |
| 131 | N/A | N/A | Feb 2026 | 1 | $60K | 0.04% | DFE |
| 132 | LBMLT 2006-7 2A2 V/R 08/25/36 | 54251TAC3 | Feb 2026 | 141,872 | $57K | 0.04% | ABS-CBDO |
| 133 | JPMCC 2019-FL12 V/R 04/15/21 | 46651QAA5 | Feb 2026 | 55,130 | $55K | 0.04% | ABS-CBDO |
| 134 | N/A | N/A | Feb 2026 | 1 | $53K | 0.04% | DIR |
| 135 | N/A | N/A | Feb 2026 | 1 | $52K | 0.04% | DIR |
| 136 | CWHL 2007-1 A1 6% 03/25/37 | 170255AA1 | Feb 2026 | 116,414 | $51K | 0.04% | ABS-CBDO |
| 137 | OOMLT 2007-1 1A1 V/R 01/25/37 | 68400DAA2 | Feb 2026 | 76,039 | $50K | 0.03% | ABS-CBDO |
| 138 | N/A | N/A | Feb 2026 | 1 | $49K | 0.03% | DIR |
| 139 | US TIPS 3.375% 04/15/32 | 912810FQ6 | Feb 2026 | 43,816 | $49K | 0.03% | DBT |
| 140 | N/A | N/A | Feb 2026 | 1 | $47K | 0.03% | DIR |
| 141 | OOMLT 2007-2 1A1 V/R 03/25/37 | 68401TAA6 | Feb 2026 | 68,521 | $46K | 0.03% | ABS-CBDO |
| 142 | CWL 2007-6 1A V/R 09/25/37 | 12669LAA8 | Feb 2026 | 42,724 | $40K | 0.03% | ABS-CBDO |
| 143 | N/A | N/A | Feb 2026 | 1 | $39K | 0.03% | DFE |
| 144 | CWHL 2006-6 A4 6% 04/25/36 | 126694K64 | Feb 2026 | 78,146 | $38K | 0.03% | ABS-CBDO |
| 145 | SVHE 2007-OPT2 2 V/R 07/25/37 | 83613DAD8 | Feb 2026 | 39,190 | $36K | 0.03% | ABS-CBDO |
| 146 | CANADIAN GO 0.5% 12/01/50/CAD/ | 135087G99 | Feb 2026 | 63,478 | $36K | 0.03% | DBT |
| 147 | N/A | N/A | Feb 2026 | 1 | $34K | 0.02% | DFE |
| 148 | BLUEM 2016-3A A1 V/R 11/15/30 | 09628VAW4 | Feb 2026 | 32,866 | $33K | 0.02% | ABS-CBDO |
| 149 | SABR 2006-HE2 A2 V/R 07/25/36 | 81377AAD4 | Feb 2026 | 85,592 | $33K | 0.02% | ABS-CBDO |
| 150 | CWHL 2005-HYB9 2 V/R 02/20/36 | 126670JV1 | Feb 2026 | 34,109 | $33K | 0.02% | ABS-CBDO |
| 151 | UMBS P#BK2298 4% 03/01/50 | 3140HFRU5 | Feb 2026 | 31,689 | $31K | 0.02% | ABS-MBS |
| 152 | N/A | N/A | Feb 2026 | 1 | $30K | 0.02% | DIR |
| 153 | N/A | N/A | Feb 2026 | 1 | $29K | 0.02% | DIR |
| 154 | RASC 2006-KS3 M1 V/R 04/25/36 | 76113ABL4 | Feb 2026 | 28,435 | $28K | 0.02% | ABS-CBDO |
| 155 | N/A | N/A | Feb 2026 | 1 | $27K | 0.02% | DIR |
| 156 | N/A | N/A | Feb 2026 | 1 | $24K | 0.02% | DFE |
| 157 | NRZT 2018-3A A1 V/R 05/25/58 | 64830KAA5 | Feb 2026 | 23,622 | $23K | 0.02% | ABS-CBDO |
| 158 | INDX 2005-16IP A V/R 07/25/45 | 45660LUD9 | Feb 2026 | 30,362 | $23K | 0.02% | ABS-CBDO |
| 159 | REALKREDIT 1.5% 10/01/53/DKK/ | K8094KZL0 | Feb 2026 | 167,499 | $22K | 0.02% | DBT |
| 160 | SEMT 6 A V/R 04/19/27 | 81743XAA7 | Feb 2026 | 21,604 | $21K | 0.01% | ABS-CBDO |
| 161 | N/A | N/A | Feb 2026 | 1 | $21K | 0.01% | DIR |
| 162 | CWALT 2007-4CB 1A 6% 04/25/37 | 02148FBX2 | Feb 2026 | 22,882 | $20K | 0.01% | ABS-CBDO |
| 163 | N/A | N/A | Feb 2026 | 1 | $19K | 0.01% | DFE |
| 164 | N/A | N/A | Feb 2026 | 1 | $18K | 0.01% | DFE |
| 165 | N/A | N/A | Feb 2026 | 1 | $17K | 0.01% | DIR |
| 166 | N/A | N/A | Feb 2026 | 1 | $16K | 0.01% | DIR |
| 167 | N/A | N/A | Feb 2026 | 1 | $14K | 0.01% | DFE |
| 168 | CCMFC 2004-A A1 V/R 03/25/35 | 16678RBL0 | Feb 2026 | 13,835 | $14K | 0.01% | ABS-CBDO |
| 169 | N/A | N/A | Feb 2026 | 1 | $13K | 0.01% | DFE |
| 170 | N/A | N/A | Feb 2026 | 1 | $13K | 0.01% | DFE |
| 171 | JYSKE REALK 1.5% 10/01/53/DKK/ | K5S69JBP7 | Feb 2026 | 98,531 | $12K | 0.01% | DBT |
| 172 | N/A | N/A | Feb 2026 | 1 | $12K | 0.01% | DFE |
| 173 | CMLTI 2004-NCM2 5.5% 08/25/34 | 17307GGX0 | Feb 2026 | 11,690 | $12K | 0.01% | ABS-CBDO |
| 174 | N/A | N/A | Feb 2026 | 1 | $11K | 0.01% | DIR |
| 175 | NORDEA KRED 1.5% 10/01/53/DKK/ | K7S724JW8 | Feb 2026 | 100,000 | $11K | 0.01% | DBT |
| 176 | N/A | N/A | Feb 2026 | 1 | $11K | 0.01% | DIR |
| 177 | N/A | N/A | Feb 2026 | 1 | $10K | 0.01% | DIR |
| 178 | N/A | N/A | Feb 2026 | 1 | $10K | 0.01% | DFE |
| 179 | N/A | N/A | Feb 2026 | 1 | $10K | 0.01% | DFE |
| 180 | N/A | N/A | Feb 2026 | 1 | $9K | 0.01% | DIR |
| 181 | N/A | N/A | Feb 2026 | 1 | $9K | 0.01% | DFE |
| 182 | N/A | N/A | Feb 2026 | 1 | $9K | 0.01% | DIR |
| 183 | N/A | N/A | Feb 2026 | 1 | $9K | 0.01% | DIR |
| 184 | GSAA 2006-7 AF4A V/R 03/25/46 | 362334ND2 | Feb 2026 | 16,558 | $9K | 0.01% | ABS-CBDO |
| 185 | N/A | N/A | Feb 2026 | 1 | $8K | 0.01% | DIR |
| 186 | N/A | N/A | Feb 2026 | 1 | $8K | 0.01% | DFE |
| 187 | N/A | N/A | Feb 2026 | 1 | $8K | 0.01% | DIR |
| 188 | BSARM 2003-3 3A2 V/R 05/25/33 | 07384MUR1 | Feb 2026 | 7,860 | $7K | 0.01% | ABS-CBDO |
| 189 | N/A | N/A | Feb 2026 | 1 | $7K | 0.00% | DFE |
| 190 | N/A | N/A | Feb 2026 | 1 | $7K | 0.00% | DIR |
| 191 | N/A | N/A | Feb 2026 | 1 | $7K | 0.00% | DFE |
| 192 | N/A | N/A | Feb 2026 | 1 | $6K | 0.00% | DFE |
| 193 | N/A | N/A | Feb 2026 | 1 | $6K | 0.00% | DFE |
| 194 | N/A | N/A | Feb 2026 | 1 | $5K | 0.00% | DFE |
| 195 | N/A | N/A | Feb 2026 | 1 | $4K | 0.00% | DFE |
| 196 | N/A | N/A | Feb 2026 | 1 | $4K | 0.00% | DIR |
| 197 | N/A | N/A | Feb 2026 | 1 | $4K | 0.00% | DIR |
| 198 | N/A | N/A | Feb 2026 | 1 | $3K | 0.00% | DFE |
| 199 | N/A | N/A | Feb 2026 | 1 | $3K | 0.00% | DFE |
| 200 | WAMU 2002-AR2 A V/R 02/27/34 | 929227LE4 | Feb 2026 | 2,978 | $3K | 0.00% | ABS-CBDO |
| 201 | N/A | N/A | Feb 2026 | 1 | $3K | 0.00% | DFE |
| 202 | HVMLT 2005-9 2A1 V/R 06/20/35 | 41161PSK0 | Feb 2026 | 2,498 | $2K | 0.00% | ABS-CBDO |
| 203 | CMLTI 2004-HYB2 V/R 03/25/34 | 17307GEC8 | Feb 2026 | 2,510 | $2K | 0.00% | ABS-CBDO |
| 204 | N/A | N/A | Feb 2026 | 1 | $2K | 0.00% | DFE |
| 205 | MRFC 2000-TBC2 A V/R 06/15/30 | 585525ED6 | Feb 2026 | 2,129 | $2K | 0.00% | ABS-CBDO |
| 206 | N/A | N/A | Feb 2026 | 1 | $2K | 0.00% | DFE |
| 207 | N/A | N/A | Feb 2026 | 1 | $2K | 0.00% | DFE |
| 208 | N/A | N/A | Feb 2026 | 1 | $2K | 0.00% | DFE |
| 209 | N/A | N/A | Feb 2026 | 1 | $2K | 0.00% | DFE |
| 210 | N/A | N/A | Feb 2026 | 1 | $2K | 0.00% | DFE |
| 211 | N/A | N/A | Feb 2026 | 1 | $2K | 0.00% | DFE |
| 212 | N/A | N/A | Feb 2026 | 1 | $2K | 0.00% | DFE |
| 213 | WAMU 2002-AR17 1 V/R 11/25/42 | 929227XB7 | Feb 2026 | 1,633 | $2K | 0.00% | ABS-CBDO |
| 214 | N/A | N/A | Feb 2026 | 1 | $2K | 0.00% | DFE |
| 215 | N/A | N/A | Feb 2026 | 1 | $1K | 0.00% | DFE |
| 216 | N/A | N/A | Feb 2026 | 1 | $1K | 0.00% | DFE |
| 217 | N/A | N/A | Feb 2026 | 1 | $1K | 0.00% | DIR |
| 218 | N/A | N/A | Feb 2026 | 1 | $1K | 0.00% | DFE |
| 219 | N/A | N/A | Feb 2026 | 1 | $1K | 0.00% | DFE |
| 220 | N/A | N/A | Feb 2026 | 1 | $943 | 0.00% | DFE |
| 221 | N/A | N/A | Feb 2026 | 1 | $935 | 0.00% | DFE |
| 222 | N/A | N/A | Feb 2026 | 1 | $884 | 0.00% | DFE |
| 223 | N/A | N/A | Feb 2026 | 1 | $858 | 0.00% | DFE |
| 224 | N/A | N/A | Feb 2026 | 1 | $719 | 0.00% | DFE |
| 225 | N/A | N/A | Feb 2026 | 1 | $710 | 0.00% | DFE |
| 226 | N/A | N/A | Feb 2026 | 1 | $660 | 0.00% | DFE |
| 227 | N/A | N/A | Feb 2026 | 1 | $589 | 0.00% | DFE |
| 228 | N/A | N/A | Feb 2026 | 1 | $586 | 0.00% | DIR |
| 229 | N/A | N/A | Feb 2026 | 1 | $552 | 0.00% | DIR |
| 230 | N/A | N/A | Feb 2026 | 1 | $488 | 0.00% | DFE |
| 231 | N/A | N/A | Feb 2026 | 1 | $447 | 0.00% | DFE |
| 232 | N/A | N/A | Feb 2026 | 1 | $380 | 0.00% | DFE |
| 233 | N/A | N/A | Feb 2026 | 1 | $332 | 0.00% | DFE |
| 234 | N/A | N/A | Feb 2026 | 1 | $280 | 0.00% | DFE |
| 235 | N/A | N/A | Feb 2026 | 1 | $262 | 0.00% | DFE |
| 236 | N/A | N/A | Feb 2026 | 1 | $229 | 0.00% | DFE |
| 237 | N/A | N/A | Feb 2026 | 1 | $131 | 0.00% | DFE |
| 238 | N/A | N/A | Feb 2026 | 1 | $116 | 0.00% | DFE |
| 239 | N/A | N/A | Feb 2026 | 1 | $113 | 0.00% | DFE |
| 240 | N/A | N/A | Feb 2026 | 1 | $83 | 0.00% | DFE |
| 241 | N/A | N/A | Feb 2026 | 1 | $80 | 0.00% | DFE |
| 242 | N/A | N/A | Feb 2026 | 1 | $79 | 0.00% | DFE |
| 243 | N/A | N/A | Feb 2026 | 1 | $51 | 0.00% | DFE |
| 244 | N/A | N/A | Feb 2026 | 1 | $20 | 0.00% | DFE |
| 245 | N/A | N/A | Feb 2026 | 1 | $4 | 0.00% | DIR |
| 246 | N/A | N/A | Feb 2026 | 1 | $0 | 0.00% | DFE |
| 247 | REALKREDIT DA 1% 10/01/50/DKK/ | K8094KWV1 | Feb 2026 | 2 | $0 | 0.00% | DBT |
| 248 | NORDEA KRED 1.5% 10/01/53/DKK/ | K7S724JZ1 | Feb 2026 | 1 | $0 | 0.00% | DBT |
| 249 | NYKREDIT RE 1.5% 10/01/53/DKK/ | K741813E4 | Feb 2026 | 1 | $0 | 0.00% | DBT |
| 250 | N/A | N/A | Feb 2026 | 1 | $-0 | 0.00% | DFE |
| 251 | N/A | N/A | Feb 2026 | 1 | $-2 | -0.00% | DFE |
| 252 | N/A | N/A | Feb 2026 | 1 | $-7 | -0.00% | DFE |
| 253 | N/A | N/A | Feb 2026 | 1 | $-17 | -0.00% | DIR |
| 254 | N/A | N/A | Feb 2026 | 1 | $-21 | -0.00% | DFE |
| 255 | N/A | N/A | Feb 2026 | 1 | $-22 | -0.00% | DFE |
| 256 | N/A | N/A | Feb 2026 | 1 | $-24 | -0.00% | DFE |
| 257 | N/A | N/A | Feb 2026 | 1 | $-33 | -0.00% | DFE |
| 258 | N/A | N/A | Feb 2026 | 1 | $-35 | -0.00% | DFE |
| 259 | N/A | N/A | Feb 2026 | 1 | $-42 | -0.00% | DFE |
| 260 | N/A | N/A | Feb 2026 | 1 | $-63 | -0.00% | DFE |
| 261 | N/A | N/A | Feb 2026 | 1 | $-68 | -0.00% | DFE |
| 262 | N/A | N/A | Feb 2026 | 1 | $-81 | -0.00% | DFE |
| 263 | N/A | N/A | Feb 2026 | 1 | $-112 | -0.00% | DFE |
| 264 | N/A | N/A | Feb 2026 | 1 | $-127 | -0.00% | DFE |
| 265 | N/A | N/A | Feb 2026 | 1 | $-142 | -0.00% | DFE |
| 266 | N/A | N/A | Feb 2026 | 1 | $-159 | -0.00% | DFE |
| 267 | N/A | N/A | Feb 2026 | 1 | $-226 | -0.00% | DFE |
| 268 | N/A | N/A | Feb 2026 | 1 | $-237 | -0.00% | DFE |
| 269 | N/A | N/A | Feb 2026 | 1 | $-291 | -0.00% | DFE |
| 270 | N/A | N/A | Feb 2026 | 1 | $-299 | -0.00% | DFE |
| 271 | N/A | N/A | Feb 2026 | 1 | $-321 | -0.00% | DIR |
| 272 | N/A | N/A | Feb 2026 | 1 | $-379 | -0.00% | DFE |
| 273 | N/A | N/A | Feb 2026 | 1 | $-384 | -0.00% | DFE |
| 274 | N/A | N/A | Feb 2026 | 1 | $-412 | -0.00% | DFE |
| 275 | N/A | N/A | Feb 2026 | 1 | $-424 | -0.00% | DFE |
| 276 | N/A | N/A | Feb 2026 | 1 | $-479 | -0.00% | DFE |
| 277 | N/A | N/A | Feb 2026 | 1 | $-599 | -0.00% | DFE |
| 278 | N/A | N/A | Feb 2026 | 1 | $-674 | -0.00% | DFE |
| 279 | N/A | N/A | Feb 2026 | 1 | $-711 | -0.00% | DFE |
| 280 | N/A | N/A | Feb 2026 | 1 | $-800 | -0.00% | DFE |
| 281 | N/A | N/A | Feb 2026 | 1 | $-813 | -0.00% | DFE |
| 282 | N/A | N/A | Feb 2026 | 1 | $-846 | -0.00% | DFE |
| 283 | N/A | N/A | Feb 2026 | 1 | $-960 | -0.00% | DFE |
| 284 | N/A | N/A | Feb 2026 | 1 | $-1086 | -0.00% | DFE |
| 285 | N/A | N/A | Feb 2026 | 1 | $-1161 | -0.00% | DFE |
| 286 | N/A | N/A | Feb 2026 | 1 | $-1498 | -0.00% | DFE |
| 287 | N/A | N/A | Feb 2026 | 1 | $-1606 | -0.00% | DFE |
| 288 | N/A | N/A | Feb 2026 | 1 | $-2122 | -0.00% | DFE |
| 289 | N/A | N/A | Feb 2026 | 1 | $-2211 | -0.00% | DIR |
| 290 | N/A | N/A | Feb 2026 | 1 | $-2639 | -0.00% | DFE |
| 291 | N/A | N/A | Feb 2026 | 1 | $-3424 | -0.00% | DFE |
| 292 | N/A | N/A | Feb 2026 | 1 | $-3468 | -0.00% | DFE |
| 293 | N/A | N/A | Feb 2026 | 1 | $-3611 | -0.00% | DIR |
| 294 | N/A | N/A | Feb 2026 | 1 | $-4630 | -0.00% | DIR |
| 295 | N/A | N/A | Feb 2026 | 1 | $-4757 | -0.00% | DIR |
| 296 | N/A | N/A | Feb 2026 | 1 | $-5402 | -0.00% | DFE |
| 297 | N/A | N/A | Feb 2026 | 1 | $-5415 | -0.00% | DFE |
| 298 | N/A | N/A | Feb 2026 | 1 | $-5556 | -0.00% | DFE |
| 299 | N/A | N/A | Feb 2026 | 1 | $-6406 | -0.00% | DIR |
| 300 | N/A | N/A | Feb 2026 | 1 | $-7283 | -0.01% | DIR |
| 301 | N/A | N/A | Feb 2026 | 1 | $-8394 | -0.01% | DIR |
| 302 | N/A | N/A | Feb 2026 | 1 | $-9052 | -0.01% | DFE |
| 303 | N/A | N/A | Feb 2026 | 1 | $-10941 | -0.01% | DIR |
| 304 | N/A | N/A | Feb 2026 | 1 | $-13033 | -0.01% | DIR |
| 305 | N/A | N/A | Feb 2026 | 1 | $-14132 | -0.01% | DIR |
| 306 | IRO EUR 2Y P 2.44000 L 01/25/27 BRC | N/A | Feb 2026 | -6,900,000 | $-14422 | -0.01% | DIR |
| 307 | N/A | N/A | Feb 2026 | 1 | $-15306 | -0.01% | DFE |
| 308 | CASH COLLATERAL ISDA JPM USD | N/A | Feb 2026 | -20,000 | $-20000 | -0.01% | STIV |
| 309 | N/A | N/A | Feb 2026 | 1 | $-34125 | -0.02% | DIR |
| 310 | N/A | N/A | Feb 2026 | 1 | $-37460 | -0.03% | DIR |
| 311 | N/A | N/A | Feb 2026 | 1 | $-38322 | -0.03% | DIR |
| 312 | N/A | N/A | Feb 2026 | 1 | $-45487 | -0.03% | DIR |
| 313 | IRO EUR 2Y C 2.44000 L 01/25/27 BRC | N/A | Feb 2026 | -6,900,000 | $-47360 | -0.03% | DIR |
| 314 | N/A | N/A | Feb 2026 | 1 | $-57017 | -0.04% | DIR |
| 315 | N/A | N/A | Feb 2026 | 1 | $-57863 | -0.04% | DIR |
| 316 | N/A | N/A | Feb 2026 | 1 | $-96363 | -0.07% | DIR |
| 317 | N/A | N/A | Feb 2026 | 1 | $-107031 | -0.07% | DIR |
| 318 | N/A | N/A | Feb 2026 | 1 | $-159380 | -0.11% | DIR |
| 319 | N/A | N/A | Feb 2026 | 1 | $-178991 | -0.12% | DIR |
| 320 | N/A | N/A | Feb 2026 | 1 | $-209306 | -0.15% | DIR |
| 321 | N/A | N/A | Feb 2026 | 1 | $-242570 | -0.17% | DIR |
| 322 | F/C EURO-BUXL 30Y BND MAR26 | UBH6 XEUR | Feb 2026 | -12 | $-1614444 | -1.12% | DIR |
| 323 | F/C JPN 10Y BOND(OSE) MAR26 | JBH6 XOSE | Feb 2026 | -2 | $-1700874 | -1.18% | DIR |
| 324 | F/C EURO-OAT FUTURE MAR26 | OATH6XEUR | Feb 2026 | -45 | $-6589074 | -4.58% | DIR |
| 325 | F/C US 2YR NOTE (CBT) JUN26 | TUM6 XCBT | Feb 2026 | -84 | $-17578969 | -12.23% | DIR |
| 326 | F/C US 10YR NOTE (CBT)JUN26 | TYM6 XCBT | Feb 2026 | -155 | $-17640938 | -12.27% | DIR |
| 327 | RC R/P NOMURA 3.760% 04/02/26 | N/A | Feb 2026 | -54,425,125 | $-54425125 | -37.85% | RA |