Merrill Lynch Mortgage Investors Trust

NPORT-P false 0001754927 XXXXXXXX AXONIC ALTERNATIVE INCOME FUND 811-23385 0001754927 549300OCFNTKUUAO1D05 520 MADISON AVENUE NEW YORK 10022 2122590430 Axonic Alternative Income Fund 549300OCFNTKUUAO1D05 2020-10-31 2020-07-31 N 12823566.86 6635.76 12816931.10 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 USD N Merrill Lynch Mortgage Investo N/A Merrill Lynch Mortgage Investors Trust 590216AB3 1429734.94390000 PA USD 94427.27000000 0.736738531737 Long ABS-MBS CORP US N 2 2037-05-25 Floating 0.64163000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 Freddie Mac Stacr Remic Trust 2020-DNA1 35565HAH8 750000.00000000 PA USD 715930.35000000 5.585817263229 Long ABS-MBS USGSE US Y 2 2050-01-25 Floating 1.87163000 N N N N N N Residential Accredit Loans, In N/A Residential Accredit Loans, Inc. 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Trust 76112B2E9 100000.00000000 PA USD 75834.01000000 0.591670575493 Long ABS-MBS CORP US N 2 2036-03-25 Floating 0.56163000 N N N N N N Hudson Pacific Properties Inc N/A Hudson Pacific Properties, Inc. 444097109 1510.00000000 NS USD 35590.70000000 0.277685038035 Long EC CORP US N 1 N N N Nexpoint Real Estate Finance I N/A Nexpoint Real Estate Finance, Inc. 65342V101 5000.00000000 NS USD 79500.00000000 0.620273288353 Long EC CORP US N 1 N N N Ambac Financial Group Inc 5493000UC0RBBNDHI717 Ambac Financial Group, Inc. 023139884 1000.00000000 NS USD 12800.00000000 0.099867900514 Long EC CORP US N 1 N N N Countrywide Alternative Loan T 549300NHEJTDVQUV3M53 Countrywide Alternative Loan Trust 02146TAU1 91566.95000000 PA USD 42772.54000000 0.333719044491 Long ABS-MBS CORP US N 2 2036-08-25 Floating 0.67163000 N N N N N N Bmd 2 Re-Remic Tr 2019-Frr1 N/A BMD2 Re-Remic Trust 2019-FRR1 055631HU2 242428.58000000 PA USD 225407.40000000 1.758669046758 Long ABS-MBS CORP US Y 2 2052-05-25 Fixed 3.66500000 N N N N N N FRESB MORTGAGE TRUST N/A FRESB 2020-SB76 Mortgage Trust 30315EAF3 515994.00000000 PA USD 412139.89000000 3.215589494742 Long ABS-MBS CORP US N 2 2030-05-25 Floating 7.50000000 N N N N N N Countrywide Home Loans N/A Countrywide Home Loans Mortgage Pass-Through Trust 12543PAF0 102665.17790000 PA USD 44924.30000000 0.350507462741 Long ABS-MBS CORP US N 2 2037-02-25 Floating 0.54163000 N N N N N N Hertz Vehicle Financing Llc 549300PD0C69OJ0NLB27 Hertz Vehicle Financing II LP 42806DCP2 685000.00000000 PA USD 680718.75000000 5.311090031528 Long ABS-MBS CORP US Y 2 2024-12-26 Fixed 3.03000000 N N N N N N Mastr Asset Securitization Tru N/A MASTR Asset Securitization Trust 2006-1 57643MMM3 144505.78840000 PA USD 34177.25000000 0.266657047099 Long ABS-MBS CORP US N 2 2036-05-25 Floating 0.62163000 N N N N N N Lehman Mortgage Trust N/A Lehman Mortgage Trust 52521RBH3 284926.06300000 PA USD 193677.58000000 1.511107288389 Long ABS-MBS CORP US N 2 2036-08-25 Floating 0.49163000 N N N N N N Kkr Real Estate Finance Trust 549300K23AYZDZ2REL62 KKR Real Estate Finance Trust, Inc. 48251K100 1800.00000000 NS USD 29970.00000000 0.233831326439 Long EC CORP US N 1 N N N Wells Fargo Reremic Trust N/A Wells Fargo Re-REMIC Trust 2013-FRR1 94988DAW0 209716.00000000 PA USD 174827.44000000 1.364035108217 Long ABS-MBS CORP US Y 2 2022-12-27 Fixed 0 N N N N N N Hertz Vehicle Financing Llc 549300FPK70TCB78NG05 Hertz Vehicle Financing II LP 42806DCJ6 370000.00000000 PA USD 367687.50000000 2.868763958635 Long ABS-MBS CORP US Y 2 2024-05-25 Fixed 3.67000000 N N N N N N Mfa Financial Inc YW72IMH2RRC8Z1TGLG58 MFA Financial, Inc. 55272X102 2931.00000000 NS USD 7708.53000000 0.060143336496 Long EC CORP US N 1 N N N Jpmorgan Us Treasury Plus Mone 549300IMXLYKELY96B40 JPMorgan US Treasury Plus Money Market Fund 4812C2239 3847714.41000000 NS USD 3847714.41000000 30.02055936775 Long STIV RF US N 1 N N N CPS Auto Receivables Trust 54930087Z25SUMBR4I05 CPS Auto Receivables Trust 2017-D 12652BAE1 500000.00000000 PA USD 505615.50000000 3.944903004120 Long ABS-MBS CORP US Y 2 2024-06-17 Fixed 5.30000000 N N N N N N Extended Stay America Inc 549300IESZBC3BJUJW64 Extended Stay America, Inc. 30224P200 1440.00000000 NS USD 16430.40000000 0.128192933798 Long EC CORP US N 1 N N N 2020-08-30 AXONIC ALTERNATIVE INCOME FUND John R. Kelly John R. Kelly Treasurer Principal Financial Officer and Principal Accounting Officer XXXX