NPORT-P false 0000741375 XXXXXXXX S000004119 C000161558 C000011550 C000052876 C000155932 C000113791 MORGAN STANLEY INSTITUTIONAL FUND TRUST 811-03980 0000741375 BD1UNSIL1398DHGY2770 522 FIFTH AVENUE NEW YORK 10036 800-548-7786 Short Duration Income Portfolio S000004119 7S6SJEPFWYGJPYFCRV38 2020-09-30 2019-12-31 N 266891977.8 252255.45 266639722.35 0 0 0 0 0 0 0 0 0 0 0 0 0 0 USD N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78013XZU5 1275000.00000000 PA USD 1295449.83000000 0.485842776381 Long DBT CORP CA N 2 2024-07-16 Fixed 2.55000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31383HYG3 20441.85000000 PA USD 20840.93000000 0.007816138501 Long ABS-MBS USGSE US N 2 2029-07-01 Fixed 7.00000000 N N N N N N Northrop Grumman Corp RIMU48P07456QXSO0R61 666807BL5 580000.00000000 PA USD 580718.05000000 0.217791274639 Long DBT CORP US N 2 2020-10-15 Fixed 2.08000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31390QQS7 45140.33000000 PA USD 50196.42000000 0.018825559656 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 6.50000000 N N N N N N Upstart Securitization Trust 549300MM4LHW6AKJUZ51 91678VAB7 307078.93000000 PA USD 308855.63000000 0.115832565109 Long ABS-O CORP US N 2 2025-12-22 Fixed 4.45000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375BVQ2 603521.45000000 PA USD 603748.92000000 0.226428723627 Long ABS-MBS USGA US N 2 2062-09-20 Floating 2.33000000 N N N N N N Preston Ridge Partners Mortgage Trust N/A 69359JAA8 244358.09000000 PA USD 245936.47000000 0.092235495834 Long ABS-O CORP US N 2 2023-08-25 Variable 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31390NW99 14834.67000000 PA USD 16471.07000000 0.006177275409 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 6.50000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBG4 1300000.00000000 PA USD 1304111.78000000 0.489091335869 Long DBT CORP US N 2 2021-09-09 Floating 2.79000000 N N N N N N Fox Corp 549300DDU6FDRBIELS05 35137LAB1 1200000.00000000 PA USD 1279542.90000000 0.479877074849 Long DBT CORP US N 2 2024-01-25 Fixed 4.03000000 N N N N N N MERCEDES-BENZ AUTO RECEIVABLES TRUST N/A 58769TAD7 860000.00000000 PA USD 860918.31000000 0.322876990124 Long ABS-O CORP US N 2 2024-03-15 Fixed 1.94000000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HBU8 2500000.00000000 PA USD 2571972.48000000 0.964587143030 Long DBT CORP US N 2 2023-01-30 Fixed 3.20000000 N N N N N N Foundation Finance Trust 5493002KPTN6JUQ40J20 35041JAA3 490231.81000000 PA USD 498102.82000000 0.186807432744 Long ABS-O CORP US N 2 2034-11-15 Fixed 3.86000000 N N N N N N Resimac N/A 76119UAA9 531871.05000000 PA USD 532155.28000000 0.199578395638 Long ABS-MBS CORP AU N 2 2057-09-05 Floating 2.63000000 N N N N N N Ondeck Asset Securitization Trust LLC N/A 68235RAL8 900000.00000000 PA USD 900000.00000000 0.337534104846 Long ABS-O CORP US N 2 2024-11-18 Fixed 3.33000000 N N N N N N VOLKSWAGEN GROUP AMERICA 5493002SQ1AVQBY41K40 928668AZ5 1420000.00000000 PA USD 1437168.35000000 0.538992591701 Long DBT CORP US N 2 2022-09-26 Fixed 2.70000000 N N N N N N Lloyds Bank PLC H7FNTJ4851HG0EXQ1Z70 53944VAP4 1350000.00000000 PA USD 1372352.48000000 0.514684184301 Long DBT CORP GB N 2 2021-05-07 Fixed 3.30000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BQ6 1200000.00000000 PA USD 1292257.22000000 0.484645426649 Long DBT CORP US N 2 2024-02-01 Fixed 4.50000000 N N N N N N Starbucks Corp OQSJ1DU9TAOC51A47K68 855244AJ8 2080000.00000000 PA USD 2085623.92000000 0.782188003204 Long DBT CORP US N 2 2021-02-04 Fixed 2.10000000 N N N N N N Freddie Mac N/A 3128S5PL2 184456.79000000 PA USD 194639.67000000 0.072997251979 Long ABS-MBS USGSE US N 2 2038-06-01 Floating 4.64000000 N N N N N N Lanark Master Issuer PLC 213800KIOPB5OYXIVY33 513770AZ0 612000.00000000 PA USD 611589.96000000 0.229369410757 Long ABS-MBS CORP GB N 2 2069-12-22 Variable 2.32000000 N N N N N N PAYPAL HOLDINGS INC 5493005X2GO78EFZ3E94 70450YAC7 1300000.00000000 PA USD 1314263.38000000 0.492898570556 Long DBT CORP US N 2 2024-10-01 Fixed 2.40000000 N N N N N N DAIMLER FINANCE NA LLC 549300423Z16BB673J12 233851DN1 295000.00000000 PA USD 303323.26000000 0.113757716714 Long DBT CORP US N 2 2021-11-05 Fixed 3.75000000 N N N N N N Verizon Owner Trust 5493002I20BBOB4UPY82 92348RAB4 149216.15000000 PA USD 149467.56000000 0.056055998964 Long ABS-O CORP US N 2 2022-04-20 Floating 1.99000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GGS7 1150000.00000000 PA USD 1234904.52000000 0.463135990810 Long DBT CORP US N 2 2022-01-24 Fixed 5.75000000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891AAL1 175000.00000000 PA USD 175079.97000000 0.065661623278 Long DBT CORP US N 2 2020-04-03 Fixed 2.55000000 N N N N N N GCAT N/A 36167CAA4 526100.50000000 PA USD 526778.38000000 0.197561854384 Long ABS-MBS CORP US N 2 2068-10-25 Variable 2.65000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31387KBA0 6463.10000000 PA USD 7174.33000000 0.002690645616 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 6.50000000 N N N N N N Altria Group Inc XSGZFLO9YTNO9VCQV219 02209SBA0 375000.00000000 PA USD 386078.00000000 0.144793880145 Long DBT CORP US N 2 2022-02-14 Fixed 3.49000000 N N N N N N Avant Loans Funding Trust N/A 05353TAB4 450000.00000000 PA USD 453555.50000000 0.170100499656 Long ABS-O CORP US N 2 2022-07-15 Fixed 4.11000000 N N N N N N Bayer US Finance II LLC 529900XWNEXYNJ3X6T40 07274NAA1 330000.00000000 PA USD 336100.05000000 0.126050255017 Long DBT CORP US N 2 2021-06-25 Fixed 3.50000000 N N N N N N SOUTHERN CO 549300FC3G3YU2FBZD92 842587CU9 1260000.00000000 PA USD 1293276.02000000 0.485027515256 Long DBT CORP US N 2 2023-07-01 Fixed 2.95000000 N N N N N N Aqua Finance Trust N/A 038370AA0 465578.30000000 PA USD 467241.16000000 0.175233140764 Long ABS-O CORP US N 2 2040-07-16 Fixed 3.14000000 N N N N N N Fannie Mae - CAS N/A 30711XCZ5 745.46000000 PA USD 745.80000000 0.000279703261 Long ABS-MBS USGSE US N 2 2029-01-25 Floating 3.24000000 N N N N N N Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 110122BY3 1125000.00000000 PA USD 1144108.97000000 0.429084218929 Long DBT CORP US N 2 2022-05-16 Fixed 2.60000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31384V4M1 15272.52000000 PA USD 16963.50000000 0.006361955319 Long ABS-MBS USGSE US N 2 2030-08-01 Fixed 6.50000000 N N N N N N Velocity Commercial Capital Loan Trust N/A 92258TAA0 30008.73000000 PA USD 30118.57000000 0.011295605071 Long ABS-MBS CORP US N 2 2046-10-25 Floating 3.59000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YBQ1 1500000.00000000 PA USD 1513836.71000000 0.567746131993 Long DBT CORP US N 2 2024-11-21 Fixed 2.60000000 N N N N N N ABN AMRO Bank NV BFXS5XCH7N0Y05NIXW11 00084DAT7 650000.00000000 PA USD 664783.33000000 0.249318940231 Long DBT CORP NL N 2 2021-08-27 Fixed 3.40000000 N N N N N N Upstart Securitization Trust 549300PN2KS41LBX8D66 916780AB5 850000.00000000 PA USD 850167.79000000 0.318845137741 Long ABS-O CORP US N 2 2029-09-20 Fixed 3.73000000 N N N N N N SKY LTD 2138003TS48MQKF4BZ29 111013AL2 2330000.00000000 PA USD 2497540.40000000 0.936672292480 Long DBT CORP GB N 2 2024-09-16 Fixed 3.75000000 N N N N N N New Residential Advance Receivables Trust Advance 549300RNWDDBV4LFKJ17 62942QBT9 400000.00000000 PA USD 401459.28000000 0.150562443008 Long ABS-O CORP US N 2 2052-07-15 Fixed 3.33000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418MJP8 26917.75000000 PA USD 31662.80000000 0.011874749838 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 7.50000000 N N N N N N ReadyCap lending N/A 75576QAA6 300000.00000000 PA USD 300000.00000000 0.112511368282 Long ABS-O CORP US N 2 2044-12-27 Variable 4.25000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05583JAF9 1200000.00000000 PA USD 1266629.14000000 0.475033925491 Long DBT CORP FR N 2 2023-09-12 Fixed 4.00000000 N N N N N N PFS Financing Corp. N/A 69335PCH6 460000.00000000 PA USD 460512.07000000 0.172709477020 Long ABS-O CORP US N 2 2022-07-15 Fixed 2.57000000 N N N N N N SIEMENS FINANCIERINGSMAT TAFO772JB70PDRN5VS48 82620KAC7 550000.00000000 PA USD 550644.33000000 0.206512490017 Long DBT CORP NL N 2 2020-05-27 Fixed 2.15000000 N N N N N N Resimac N/A 76120LAA6 726875.45000000 PA USD 727431.44000000 0.272814355486 Long ABS-MBS CORP AU N 2 2051-02-10 Variable 2.67000000 N N N N N N TRUIST FIN CORP 549300DRQQI75D2JP341 05531FBD4 610000.00000000 PA USD 621874.73000000 0.233226589241 Long DBT CORP US N 2 2021-09-03 Fixed 3.20000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05578DAR3 600000.00000000 PA USD 600033.46000000 0.225035285332 Long DBT CORP FR N 2 2020-01-27 Fixed 2.25000000 N N N N N N Freddie Mac N/A 31300LBF1 290491.66000000 PA USD 307575.12000000 0.115352325335 Long ABS-MBS USGSE US N 2 2038-07-01 Floating 4.61000000 N N N N N N Freddie Mac N/A 31300LTB1 325603.23000000 PA USD 344973.46000000 0.129378120018 Long ABS-MBS USGSE US N 2 2037-03-01 Floating 4.59000000 N N N N N N Prosper Marketplace Issuance Trust 549300WV6NCA12RVBP15 74361HAB6 326768.74000000 PA USD 327341.43000000 0.122765440615 Long ABS-O CORP US N 2 2024-06-17 Fixed 3.90000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31391PBD7 738.84000000 PA USD 820.36000000 0.000307666086 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 6.50000000 N N N N N N Rockwell Collins Inc XO75O7GICH1NPWLBRL05 774341AH4 1275000.00000000 PA USD 1297846.13000000 0.486741479687 Long DBT CORP US N 2 2022-03-15 Fixed 2.80000000 N N N N N N MFA 2018-NPL1 LLC N/A 552762AA4 611885.50000000 PA USD 617197.40000000 0.231472413247 Long ABS-O CORP US N 2 2048-05-25 Variable 3.88000000 N N N N N N CANADIAN NATL RESOURCES 549300T15RIMIKZC5Q38 136385AW1 1250000.00000000 PA USD 1275947.86000000 0.478528798618 Long DBT CORP CA N 2 2023-01-15 Fixed 2.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31385JB98 124627.85000000 PA USD 142437.95000000 0.053419628832 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 7.00000000 N N N N N N AON CORP LTS3U8DGK38SETRUWX71 037389BD4 575000.00000000 PA USD 578106.22000000 0.216811739415 Long DBT CORP US N 2 2022-11-15 Fixed 2.20000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAD7 1260000.00000000 PA USD 1292394.69000000 0.484696983108 Long DBT CORP IE N 2 2023-01-23 Fixed 3.30000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2E3 1250000.00000000 PA USD 1294367.91000000 0.485437015382 Long DBT CORP FR N 2 2023-03-01 Fixed 3.50000000 N N N N N N RECKITT BENCKISER TREAS 213800LAXWIUOOBZ3908 7562E0FC5 2180000.00000000 PA USD 2160137.78000000 0.810133524353 Long STIV CORP US N 2 2020-06-12 None 0.00000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967HD6 2400000.00000000 PA USD 2550101.54000000 0.956384711746 Long DBT CORP US N 2 2023-10-25 Fixed 3.88000000 N N N N N N CATERPILLAR FINL SERVICE EDBQKYOPJUCJKLOJDE72 14912L6C0 2430000.00000000 PA USD 2556785.44000000 0.958891427528 Long DBT CORP US N 2 2024-06-09 Fixed 3.30000000 N N N N N N Cascade Funding Mortgage Trust N/A 14727QAA3 592427.93000000 PA USD 608553.05000000 0.228230454426 Long ABS-MBS CORP US N 2 2068-10-25 Variable 4.00000000 N N N N N N Verizon Owner Trust 549300AUOVO1I366IH69 92347YAA2 600000.00000000 PA USD 610032.24000000 0.228785206728 Long ABS-O CORP US N 2 2023-09-20 Fixed 2.93000000 N N N N N N SOUTHERN CO 549300FC3G3YU2FBZD92 842587CS4 1225000.00000000 PA USD 1231493.48000000 0.461856721551 Long DBT CORP US N 2 2021-07-01 Fixed 2.35000000 N N N N N N VOLKSWAGEN GROUP AMERICA 5493002SQ1AVQBY41K40 928668AN2 755000.00000000 PA USD 767431.67000000 0.287815957516 Long DBT CORP US N 2 2020-11-13 Fixed 3.88000000 N N N N N N DELL INT LLC / EMC CORP N/A 25272KAD5 1190000.00000000 PA USD 1224927.14000000 0.459394095224 Long DBT CORP US N 2 2021-06-15 Fixed 4.42000000 N N N N N N Amgen Inc 62QBXGPJ34PQ72Z12S66 031162CG3 730000.00000000 PA USD 728624.02000000 0.273261618178 Long DBT CORP US N 2 2021-08-19 Fixed 1.85000000 N N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 89114QCD8 1800000.00000000 PA USD 1802487.06000000 0.676000951438 Long DBT CORP CA N 2 2022-12-01 Fixed 1.90000000 N N N N N N KOREA DEVELOPMENT BANK 549300ML2LNRZUCS7149 500630CV8 410000.00000000 PA USD 418344.17000000 0.156894916598 Long DBT NUSS KR N 2 2022-03-19 Fixed 3.00000000 N N N N N N AUST & NZ BANKING GRP NY JHE42UYNWWTJB8YTTU19 05253JAS0 1900000.00000000 PA USD 1930503.00000000 0.724011780010 Long DBT CORP AU N 2 2022-05-19 Fixed 2.63000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31382LM45 2705.93000000 PA USD 3004.61000000 0.001126842607 Long ABS-MBS USGSE US N 2 2029-03-01 Fixed 6.50000000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KAS9 1550000.00000000 PA USD 1561813.96000000 0.585739418806 Long DBT CORP US N 2 2021-09-01 Fixed 2.40000000 N N N N N N Freedom Financial N/A 30308XAB9 500000.00000000 PA USD 507074.10000000 0.190172002704 Long ABS-O CORP US N 2 2026-06-18 Fixed 3.87000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375BUB6 18013.05000000 PA USD 18003.73000000 0.006752080988 Long ABS-MBS USGA US N 2 2062-05-20 Floating 2.22000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371HTA6 4540.04000000 PA USD 5061.44000000 0.001898231799 Long ABS-MBS USGSE US N 2 2029-08-01 Fixed 6.50000000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NAY1 750000.00000000 PA USD 754910.75000000 0.283120138044 Long DBT CORP CA N 2 2025-01-15 Fixed 2.50000000 N N N N N N SoFi Consumer Loan Program Trust N/A 83405RAB3 366058.06000000 PA USD 367916.28000000 0.137982546920 Long ABS-O CORP US N 2 2027-02-25 Fixed 3.14000000 N N N N N N NRZ Excess Spread-Collateralized Notes Series 2018-PLS2 N/A 40423XAJ1 435262.93000000 PA USD 438691.58000000 0.164525966399 Long ABS-O CORP US N 2 2023-02-25 Fixed 4.59000000 N N N N N N New Residential Mortgage Loan Trust 549300RCJSGOC0A85G53 64829CAD0 96439.85000000 PA USD 99939.75000000 0.037481193394 Long ABS-MBS CORP US N 2 2052-05-28 Variable 3.75000000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PCM2 500000.00000000 PA USD 502134.19000000 0.188319349260 Long DBT CORP US N 2 2020-07-15 Fixed 2.70000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31415V6J9 7203.40000000 PA USD 7445.60000000 0.002792382145 Long ABS-MBS USGSE US N 2 2023-12-01 Fixed 5.00000000 N N N N N N NRPL Trust Series N/A 62954DAA5 628370.49000000 PA USD 631254.21000000 0.236744249670 Long ABS-MBS CORP US N 2 2067-07-25 Variable 4.25000000 N N N N N N Gosforth Funding plc 213800GD24WOLHNGMP34 38312RAA1 257849.17000000 PA USD 257513.97000000 0.096577497054 Long ABS-MBS CORP GB N 2 2060-08-25 Floating 2.36000000 N N N N N N MFA 2017-NPL1 LLC N/A 552761AA6 468313.44000000 PA USD 468852.33000000 0.175837390568 Long ABS-O CORP US N 2 2047-11-25 Variable 3.35000000 N N N N N N Freedom Financial N/A 30312JAB4 900000.00000000 PA USD 898190.64000000 0.336855526282 Long ABS-O CORP US N 2 2026-11-18 Fixed 3.19000000 N N N N N N Vericrest Opportunity Loan Transferee N/A 91833JAA8 388196.20000000 PA USD 391480.57000000 0.146820048622 Long ABS-O CORP US N 2 2049-01-25 Variable 4.34000000 N N N N N N SoFi Consumer Loan Program Trust N/A 78471WAB1 325000.00000000 PA USD 327018.64000000 0.122644382134 Long ABS-O CORP US N 2 2027-04-26 Fixed 3.35000000 N N N N N N BMW US Capital LLC KK5MZM9DIXLXZL9DZL15 05565EAP0 400000.00000000 PA USD 400296.37000000 0.150126307690 Long DBT CORP US N 2 2020-04-06 Fixed 2.15000000 N N N N N N Avant Loans Funding Trust N/A 05352PAB3 241653.28000000 PA USD 242335.37000000 0.090884946872 Long ABS-O CORP US N 2 2022-12-15 Fixed 3.95000000 N N N N N N Svenska Handelsbanken AB NHBDILHZTYCNBV5UYZ31 86960BAT9 660000.00000000 PA USD 673190.41000000 0.252471913811 Long DBT CORP SE N 2 2021-05-24 Fixed 3.35000000 N N N N N N BBVA USA C90VT034M03BN29IRA40 20453KAC9 925000.00000000 PA USD 941260.07000000 0.353008194617 Long DBT CORP US N 2 2021-06-11 Fixed 3.50000000 N N N N N N Vericrest Opportunity Loan Transferee N/A 91834YAA4 560452.00000000 PA USD 561847.64000000 0.210714155808 Long ABS-O CORP US N 2 2049-10-25 Variable 3.23000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412P2K6 120191.29000000 PA USD 125299.02000000 0.046991880615 Long ABS-MBS USGSE US N 2 2024-07-01 Fixed 4.50000000 N N N N N N John Deere Capital Corp E0KSF7PFQ210NWI8Z391 24422EUR8 1225000.00000000 PA USD 1292175.26000000 0.484614688543 Long DBT CORP US N 2 2024-01-10 Fixed 3.45000000 N N N N N N TLWND 2019-1 N/A 87404LAA0 689589.01000000 PA USD 685990.04000000 0.257272260094 Long ABS-O CORP US N 2 2044-12-15 Variable 3.97000000 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 125523AF7 1825000.00000000 PA USD 1915601.45000000 0.718423134076 Long DBT CORP US N 2 2023-07-15 Fixed 3.75000000 N N N N N N Pepper Residential Securities Trust N/A 71336WAA3 496926.21000000 PA USD 497563.53000000 0.186605178558 Long ABS-MBS CORP AU N 2 2060-01-16 Floating 2.62000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31382M2J2 10068.69000000 PA USD 11178.55000000 0.004192379853 Long ABS-MBS USGSE US N 2 2029-03-01 Fixed 6.50000000 N N N N N N Synchrony Financial 549300RS7EWPM9MA6C78 87165BAD5 625000.00000000 PA USD 667492.38000000 0.250334936639 Long DBT CORP US N 2 2024-08-15 Fixed 4.25000000 N N N N N N BANK OF NY MELLON CORP WFLLPEPC7FZXENRZV188 06406RAL1 2175000.00000000 PA USD 2179327.16000000 0.817330269020 Long DBT CORP US N 2 2024-10-24 Fixed 2.10000000 N N N N N N PACCAR Financial Corp PH3S12DWZBHHQKVYZ297 69371RP83 1175000.00000000 PA USD 1197297.20000000 0.449031820708 Long DBT CORP US N 2 2022-05-10 Fixed 2.65000000 N N N N N N Freddie Mac N/A 31356FG47 563.56000000 PA USD 625.93000000 0.000234747469 Long ABS-MBS USGSE US N 2 2024-04-01 Fixed 6.50000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 48128BAB7 2550000.00000000 PA USD 2599343.42000000 0.974852282732 Long DBT CORP US N 2 2023-01-15 Fixed 2.97000000 N N N N N N NATIONAL AUSTRALIA BK/NY F8SB4JFBSYQFRQEH3Z21 63254ABB3 2240000.00000000 PA USD 2312822.40000000 0.867396042726 Long DBT CORP AU N 2 2021-11-04 Fixed 3.70000000 N N N N N N New York City Tax Lien N/A 62954VAA5 1020000.00000000 PA USD 1019876.48000000 0.382492327478 Long ABS-O CORP US N 2 2032-11-10 Fixed 2.19000000 N N N N N N GMRF Mortgage Acquisition Co., LLC N/A 36418WAW9 279977.63000000 PA USD 282447.42000000 0.105928485639 Long ABS-MBS CORP US N 2 2059-02-25 Variable 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31384WMS6 20280.33000000 PA USD 22523.42000000 0.008447136008 Long ABS-MBS USGSE US N 2 2029-12-01 Fixed 6.50000000 N N N N N N NEW YORK LIFE GLOBAL FDG 635400DPNHEAUHB7ZI15 64952WDH3 470000.00000000 PA USD 474782.57000000 0.178061455290 Long DBT CORP US N 2 2022-07-12 Fixed 2.25000000 N N N N N N TLF National Tax Lien Trust 2017-1 N/A 87272QAA8 181669.92000000 PA USD 182140.59000000 0.068309623335 Long ABS-O CORP US N 2 2029-12-15 Fixed 3.09000000 N N N N N N Preston Ridge Partners Mortgage Trust N/A 69358XAA8 709572.59000000 PA USD 712225.54000000 0.267111566769 Long ABS-O CORP US N 2 2024-04-25 Variable 3.97000000 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 49456BAA9 1170000.00000000 PA USD 1203441.03000000 0.451335989774 Long DBT CORP US N 2 2021-02-15 Fixed 5.00000000 N N N N N N Finance of America Structured Securities Trust N/A 31739HAD7 475000.00000000 PA USD 481175.00000000 0.180458858777 Long ABS-O CORP US N 2 2029-04-25 Variable 3.81000000 N N N N N N CIM Trust 2017-7 N/A 12553HAA6 457999.01000000 PA USD 460936.07000000 0.172868493087 Long ABS-MBS CORP US N 2 2057-04-25 Variable 3.00000000 N N N N N N VOLKSWAGEN GROUP AMERICA 5493002SQ1AVQBY41K40 928668AM4 550000.00000000 PA USD 550769.73000000 0.206559519769 Long DBT CORP US N 2 2020-05-22 Fixed 2.40000000 N N N N N N Delta Air Lines Inc Q2CCMS6R0AS67HJMBN42 247361ZK7 575000.00000000 PA USD 575117.37000000 0.215690807405 Long DBT CORP US N 2 2020-03-13 Fixed 2.88000000 N N N N N N CITIZENS BANK NA/RI DRMSV1Q0EKMEXLAU1P80 17401QAS0 575000.00000000 PA USD 589436.55000000 0.221061042520 Long DBT CORP US N 2 2022-02-14 Fixed 3.25000000 N N N N N N Westpac Banking Corp EN5TNI6CI43VEPAMHL14 961214DG5 1050000.00000000 PA USD 1067472.62000000 0.400342683600 Long DBT CORP AU N 2 2022-01-11 Fixed 2.80000000 N N N N N N OSCAR US Funding Trust 353800N5RGHXWI4JYR18 68784CAB8 31809.60000000 PA USD 31840.43000000 0.011941367819 Long ABS-O CORP JP N 2 2021-04-12 Fixed 2.91000000 N N N N N N Gracechurch Card PLC N/A 38406EAG4 627000.00000000 PA USD 627381.22000000 0.235291731655 Long ABS-O CORP GB N 2 2022-07-15 Floating 2.14000000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287YAT6 575000.00000000 PA USD 575895.34000000 0.215982575635 Long DBT CORP US N 2 2020-05-14 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31390HG33 4276.29000000 PA USD 4749.99000000 0.001781426247 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 6.50000000 N N N N N N PROTECTIVE LIFE GLOBAL 635400EVYITCJYWL2I50 74368CAA2 525000.00000000 PA USD 528540.89000000 0.198222862423 Long DBT CORP US N 2 2020-11-25 Fixed 2.70000000 N N N N N N Nissan Auto Receivables Owner Trust 54930039HJHMLGTL9O65 65478GAD2 464500.72000000 PA USD 464107.98000000 0.174058079535 Long ABS-O CORP US N 2 2021-10-15 Fixed 1.75000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GRD8 1275000.00000000 PA USD 1328736.01000000 0.498326355236 Long DBT CORP US N 2 2023-01-22 Fixed 3.63000000 N N N N N N IBM CORP VGRQXHF3J8VDLUA7XE92 459200JY8 2665000.00000000 PA USD 2767273.00000000 1.037832238801 Long DBT CORP US N 2 2024-05-15 Fixed 3.00000000 N N N N N N Suncorp-Metway Ltd JEBU6C6ITPD2YZ9N7F22 8672EMAH7 670000.00000000 PA USD 671941.20000000 0.252003412724 Long DBT CORP AU N 2 2020-11-09 Fixed 2.38000000 N N N N N N Safina Ltd N/A 78657AAB5 353782.80000000 PA USD 354779.85000000 0.133055887874 Long DBT CORP KY N 2 2023-12-30 Fixed 2.00000000 N N N N N N Raptor Aircraft Finance LLC 549300QFYP8PTWJMXQ65 75383HAA9 733911.73000000 PA USD 742950.59000000 0.278634624823 Long ABS-O CORP KY N 2 2044-08-23 Fixed 4.21000000 N N N N N N BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 064159MK9 1225000.00000000 PA USD 1284401.98000000 0.481699413980 Long DBT CORP CA N 2 2024-02-11 Fixed 3.40000000 N N N N N N Preston Ridge Partners Mortgage Trust N/A 69359AAA7 614552.11000000 PA USD 617656.95000000 0.231644761911 Long ABS-MBS CORP US N 2 2024-01-25 Variable 4.50000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -618.00000000 NC USD 213951.41000000 0.080239886283 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short 5 Year US Treasury Note FVH0 Comdty 2020-03-31 -73514545.16 USD 213951.41 N N N NEW YORK LIFE GLOBAL FDG 635400DPNHEAUHB7ZI15 64952WCE1 1225000.00000000 PA USD 1228987.30000000 0.460916809081 Long DBT CORP US N 2 2021-04-13 Fixed 2.00000000 N N N N N N Pepper Residential Securities Trust N/A 71338BAA7 542513.75000000 PA USD 542999.12000000 0.203645246557 Long ABS-MBS CORP AU N 2 2060-08-18 Floating 2.69000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XBW5 1250000.00000000 PA USD 1307636.09000000 0.490413085670 Long DBT CORP US N 2 2024-04-13 Fixed 3.95000000 N N N N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 571903BC6 880000.00000000 PA USD 882278.56000000 0.330887893305 Long DBT CORP US N 2 2022-10-03 Fixed 2.13000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ABC0 800000.00000000 PA USD 809432.04000000 0.303567687839 Long DBT CORP US N 2 2022-11-01 Fixed 2.85000000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891AAB3 325000.00000000 PA USD 325221.42000000 0.121970356529 Long DBT CORP US N 2 2020-03-19 Fixed 2.60000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416SMM0 76984.43000000 PA USD 80355.76000000 0.030136455023 Long ABS-MBS USGSE US N 2 2024-06-01 Fixed 4.50000000 N N N N N N GM Financial Securitized Term Auto Receivables Tr N/A 38013RAD7 1330000.00000000 PA USD 1341204.45000000 0.503002492719 Long ABS-O CORP US N 2 2022-12-16 Fixed 2.81000000 N N N N N N Freedom Financial 549300S83C1QQOPJBY76 35634BAB1 560000.00000000 PA USD 573950.38000000 0.215253141933 Long ABS-O CORP US N 2 2025-10-20 Fixed 4.61000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412UCT5 89680.29000000 PA USD 93498.99000000 0.035065664326 Long ABS-MBS USGSE US N 2 2024-06-01 Fixed 4.50000000 N N N N N N Sempra Energy PBBKGKLRK5S5C0Y4T545 816851AW9 600000.00000000 PA USD 600060.28000000 0.225045343848 Long DBT CORP US N 2 2020-03-15 Fixed 2.40000000 N N N N N N Lanark Master Issuer PLC 213800KIOPB5OYXIVY33 513770BB2 443733.36000000 PA USD 445080.53000000 0.166922064753 Long ABS-MBS CORP GB N 2 2069-12-22 Variable 2.67000000 N N N N N N Republic Finance Issuance Trust 2019-A N/A 76041QAA1 800000.00000000 PA USD 799114.40000000 0.299698181860 Long ABS-O CORP US N 2 2027-11-22 Fixed 3.43000000 N N N N N N Headlands Residential N/A 42210BAA1 200000.00000000 PA USD 201382.02000000 0.075525888725 Long ABS-MBS CORP US N 2 2024-06-25 Variable 3.97000000 N N N N N N Glencore Funding LLC 213800STG1QDNBY87K49 378272AT5 1225000.00000000 PA USD 1283859.76000000 0.481496060933 Long DBT CORP US N 2 2024-03-12 Fixed 4.13000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31389FKS0 803.99000000 PA USD 892.41000000 0.000334687567 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 6.50000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746SK8 1900000.00000000 PA USD 1940000.34000000 0.727573642404 Long DBT CORP US N 2 2023-01-24 Fixed 3.07000000 N N N N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 571900BA6 520000.00000000 PA USD 522037.42000000 0.195783814729 Long DBT CORP US N 2 2021-03-08 Floating 2.54000000 N N N N N N Upgrade Receivables Trust 549300UMBWHB16NVTN39 91532UAB5 650000.00000000 PA USD 655658.12000000 0.245896640688 Long ABS-O CORP US N 2 2024-11-15 Fixed 4.53000000 N N N N N N DAIMLER FINANCE NA LLC 549300423Z16BB673J12 233851DU5 1210000.00000000 PA USD 1219559.39000000 0.457380985567 Long DBT CORP US N 2 2022-08-15 Fixed 2.55000000 N N N N N N MIDWEST CONNECTOR CAPIT N/A 59833CAB8 475000.00000000 PA USD 486500.38000000 0.182456078078 Long DBT CORP US N 2 2022-04-01 Fixed 3.63000000 N N N N N N Towd Point Mortgage Trust N/A 89173HAA4 104474.80000000 PA USD 105292.65000000 0.039488733738 Long ABS-O CORP US N 2 2057-04-25 Variable 2.75000000 N N N N N N GMRF Mortgage Acquisition Co., LLC N/A 36417JAY5 342909.42000000 PA USD 345001.65000000 0.129388692337 Long ABS-MBS CORP US N 2 2057-11-25 Variable 3.50000000 N N N N N N New Residential Advance Receivables Trust Advance N/A 62942QCJ0 352000.00000000 PA USD 351666.16000000 0.131888136133 Long ABS-O CORP US N 2 2051-10-15 Fixed 2.80000000 N N N N N N Countrywide Home Loans N/A 12669FVW0 120127.98000000 PA USD 123786.08000000 0.046424470783 Long ABS-MBS CORP US N 2 2034-05-25 Fixed 5.50000000 N N N N N N KEURIG DR PEPPER INC DYTQ8KRTKO7Y2BVU5K74 49271VAE0 930000.00000000 PA USD 950187.19000000 0.356356202903 Long DBT CORP US N 2 2021-05-25 Fixed 3.55000000 N N N N N N Prosper Marketplace Issuance Trust N/A 74362DAB4 700000.00000000 PA USD 704207.56000000 0.264104520434 Long ABS-O CORP US N 2 2025-07-15 Fixed 3.59000000 N N N N N N PFS Financing Corp. N/A 69335PCQ6 275000.00000000 PA USD 277188.86000000 0.103956326370 Long ABS-O CORP US N 2 2023-02-15 Fixed 2.89000000 N N N N N N Falcon Aerospace Ltd N/A 30610GAA1 490400.00000000 PA USD 488484.50000000 0.183200198265 Long ABS-O CORP KY N 2 2039-09-15 Fixed 3.60000000 N N N N N N SKANDINAVISKA ENSKILDA F3JS33DEI6XQ4ZBPTN86 83051GAK4 1230000.00000000 PA USD 1255754.75000000 0.470955617164 Long DBT CORP SE N 2 2022-03-25 Fixed 3.05000000 N N N N N N American Express Co R4PP93JZOLY261QX3811 025816BY4 665000.00000000 PA USD 685494.39000000 0.257086372562 Long DBT CORP US N 2 2021-11-05 Fixed 3.70000000 N N N N N N LEASEPLAN CORPORATION NV 724500C60L930FVHS484 52206AAD2 1275000.00000000 PA USD 1275989.91000000 0.478544568961 Long DBT CORP NL N 2 2024-10-24 Fixed 2.88000000 N N N N N N Preston Ridge Partners Mortgage Trust N/A 69358VAA2 342742.51000000 PA USD 343649.27000000 0.128881498589 Long ABS-O CORP US N 2 2023-04-25 Variable 3.75000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967LV1 1225000.00000000 PA USD 1249512.31000000 0.468614465612 Long DBT CORP US N 2 2023-01-24 Variable 3.14000000 N N N N N N Hudsons Bay Simon JV Trust N/A 44422PAA0 185000.00000000 PA USD 185398.27000000 0.069531376782 Long ABS-MBS CORP US N 2 2034-08-05 Floating 3.61000000 N N N N N N Freddie Mac N/A 31300LTA3 252181.45000000 PA USD 267011.85000000 0.100139561970 Long ABS-MBS USGSE US N 2 2036-01-01 Floating 4.68000000 N N N N N N Vericrest Opportunity Loan Transferee N/A 91833GAD8 455727.27000000 PA USD 456407.40000000 0.171170070227 Long ABS-O CORP US N 2 2048-10-26 Variable 4.21000000 N N N N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 06367WJM6 1030000.00000000 PA USD 1050500.39000000 0.393977454199 Long DBT CORP CA N 2 2022-03-26 Fixed 2.90000000 N N N N N N Fannie Mae - CAS N/A 30711XDP6 96492.35000000 PA USD 96634.44000000 0.036241576891 Long ABS-MBS USGSE US N 2 2029-04-25 Floating 3.09000000 N N N N N N McDonald's Corp UE2136O97NLB5BYP9H04 58013MET7 550000.00000000 PA USD 550432.43000000 0.206433019487 Long DBT CORP US N 2 2020-05-26 Fixed 2.20000000 N N N N N N DEUTSCHE TELEKOM INT FIN 529900ERDFHS6C1M4U58 25156PAU7 1260000.00000000 PA USD 1260381.04000000 0.472690651224 Long DBT CORP NL N 2 2021-09-19 Fixed 1.95000000 N N N N N N Anthem Inc 8MYN82XMYQH89CTMTH67 94973VBJ5 1200000.00000000 PA USD 1258932.74000000 0.472147483842 Long DBT CORP US N 2 2024-08-15 Fixed 3.50000000 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833DL1 1030000.00000000 PA USD 1029679.62000000 0.386168876461 Long DBT CORP US N 2 2022-09-11 Fixed 1.70000000 N N N N N N Hyundai Auto Receivables Trust 2017-B N/A 44932GAD7 415937.32000000 PA USD 416051.70000000 0.156035153477 Long ABS-O CORP US N 2 2022-01-18 Fixed 1.77000000 N N N N N N FIFTH THIRD BANK QFROUN1UWUYU0DVIWD51 31677QBK4 850000.00000000 PA USD 851568.23000000 0.319370355810 Long DBT CORP US N 2 2020-10-30 Fixed 2.20000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RCN4 44880.87000000 PA USD 44769.92000000 0.016790416523 Long ABS-MBS USGA US N 2 2063-05-20 Floating 2.05000000 N N N N N N Westpac Banking Corp EN5TNI6CI43VEPAMHL14 961214DU4 1025000.00000000 PA USD 1032173.19000000 0.387104059703 Long DBT CORP AU N 2 2021-01-25 Fixed 2.65000000 N N N N N N MET LIFE GLOB FUNDING I 635400MMSOCXNNNZDZ82 59217GDB2 2415000.00000000 PA USD 2441187.58000000 0.915537849531 Long DBT CORP US N 2 2022-06-17 Fixed 2.40000000 N N N N N N OSCAR US Funding Trust N/A 68784EAB4 350000.00000000 PA USD 350688.15000000 0.131521345322 Long ABS-O CORP JP N 2 2022-08-10 Fixed 2.49000000 N N N N N N American Express Co R4PP93JZOLY261QX3811 025816BU2 1050000.00000000 PA USD 1070320.68000000 0.401410814025 Long DBT CORP US N 2 2021-05-17 Fixed 3.38000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650CV0 2450000.00000000 PA USD 2555219.22000000 0.958304035677 Long DBT CORP US N 2 2023-03-09 Fixed 3.70000000 N N N N N N PFS Financing Corp. N/A 69335PCM5 440000.00000000 PA USD 441415.04000000 0.165547367102 Long ABS-O CORP US N 2 2022-10-17 Fixed 2.74000000 N N N N N N SFS Asset Securitization LLC N/A 78416EAE3 814000.00000000 PA USD 817119.41000000 0.306450742896 Long ABS-O CORP US N 2 2025-06-10 Fixed 4.24000000 N N N N N N Vericrest Opportunity Loan Transferee N/A 92870EAA1 854079.00000000 PA USD 854725.71000000 0.320554530460 Long ABS-O CORP US N 2 2049-11-26 Variable 3.33000000 N N N N N N Freddie Mac - STACR N/A 3137G0NW5 157278.97000000 PA USD 157871.35000000 0.059207738670 Long ABS-MBS USGSE US N 2 2029-10-25 Floating 2.99000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280BA6 2250000.00000000 PA USD 2348816.22000000 0.880895089185 Long DBT CORP GB N 2 2023-05-25 Fixed 3.60000000 N N N N N N Pepper Residential Securities Trust N/A 71336JAA2 832193.51000000 PA USD 831983.68000000 0.312025407417 Long ABS-MBS CORP AU N 2 2061-03-12 Floating 2.67000000 N N N N N N Hyundai Auto Lease Securitization Trust N/A 448969AB1 1165829.53000000 PA USD 1171310.21000000 0.439285714700 Long ABS-O CORP US N 2 2021-07-15 Fixed 2.92000000 N N N N N N Resimac N/A 76118VAA8 399771.47000000 PA USD 400592.10000000 0.150237217646 Long ABS-MBS CORP AU N 2 2059-12-05 Floating 2.55000000 N N N N N N KROGER CO 6CPEOKI6OYJ13Q6O7870 501044CZ2 1260000.00000000 PA USD 1280701.79000000 0.480311702514 Long DBT CORP US N 2 2021-11-01 Fixed 2.95000000 N N N N N N TD AMERITRADE HOLDING CO ZI85ER3E6RXD4HPHW309 87236YAH1 1225000.00000000 PA USD 1304081.95000000 0.489080148488 Long DBT CORP US N 2 2024-04-01 Fixed 3.75000000 N N N N N N Vericrest Opportunity Loan Transferee N/A 92870DAA3 758337.02000000 PA USD 756365.65000000 0.283665780677 Long ABS-O CORP US N 2 2049-10-25 Variable 3.18000000 N N N N N N Pepper Residential Securities Trust N/A 71338AAA9 604525.60000000 PA USD 605163.77000000 0.226959345991 Long ABS-MBS CORP AU N 2 2060-06-20 Variable 2.76000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31389L2Y4 1932.47000000 PA USD 2146.48000000 0.000805011339 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 6.50000000 N N N N N N MONDELEZ INTL HLDINGS NE 549300CW356R8I7N8D33 60920LAC8 1275000.00000000 PA USD 1275488.26000000 0.478356431201 Long DBT CORP NL N 2 2021-10-28 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418MJT0 23636.38000000 PA USD 28648.80000000 0.010744385625 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 8.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375UEJ5 212753.99000000 PA USD 212995.13000000 0.079881245045 Long ABS-MBS USGA US N 2 2064-01-20 Variable 2.37000000 N N N N N N DAIMLER FINANCE NA LLC 549300423Z16BB673J12 233851CS1 1110000.00000000 PA USD 1124065.03000000 0.421566981878 Long DBT CORP US N 2 2022-01-06 Fixed 2.85000000 N N N N N N RMF Buyout Issuance Trust N/A 76971BAD2 700000.00000000 PA USD 700492.24000000 0.262711134645 Long ABS-O CORP US N 2 2028-11-25 Variable 4.45000000 N N N N N N Freddie Mac N/A 3128M7S49 11999.05000000 PA USD 13858.21000000 0.005197353896 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 8.00000000 N N N N N N SEVEN & I HOLDINGS 52990037G8JRM3TWGY86 81783HAA3 1750000.00000000 PA USD 1785905.87000000 0.669782376856 Long DBT CORP JP N 2 2021-09-17 Fixed 3.35000000 N N N N N N Morgan Stanley & Co. LLC 549300BI6Y5SI6BYPB26 61747C707 9271994.81000000 NS USD 9271994.81000000 3.477349409263 Long STIV RF US N 1 N N N New Residential Mortgage Loan Trust N/A 64830CAA3 506057.61000000 PA USD 523246.77000000 0.196237366806 Long ABS-MBS CORP US N 2 2057-09-25 Variable 4.00000000 N N N N N N Freddie Mac N/A 3128M7SU1 21327.25000000 PA USD 25062.37000000 0.009399338470 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 7.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31390ABQ2 5401.24000000 PA USD 5999.25000000 0.002249946087 Long ABS-MBS USGSE US N 2 2032-06-01 Fixed 6.50000000 N N N N N N PFS Financing Corp. N/A 69335PDM4 1160000.00000000 PA USD 1157026.22000000 0.433928677168 Long ABS-O CORP US N 2 2024-10-15 Fixed 2.23000000 N N N N N N Florida Power & Light Co A89MY1K3YLIGJMYWVX50 341081FW2 950000.00000000 PA USD 950038.54000000 0.356300453520 Long DBT CORP US N 2 2022-05-06 Floating 2.31000000 N N N N N N Upgrade Receivables Trust 549300W601N3GF6G0630 91532HAB4 300000.00000000 PA USD 302245.44000000 0.113353493371 Long ABS-O CORP US N 2 2025-03-15 Fixed 4.09000000 N N N N N N Vericrest Opportunity Loan Transferee N/A 91834DAA0 777049.23000000 PA USD 778647.23000000 0.292022217521 Long ABS-O CORP US N 2 2049-09-25 Variable 3.35000000 N N N N N N United Overseas Bank Ltd IO66REGK3RCBAMA8HR66 91127KAA0 340000.00000000 PA USD 345159.93000000 0.129448053335 Long DBT CORP SG N 2 2021-04-23 Fixed 3.20000000 N N N N N N MACQUARIE BANK LTD 4ZHCHI4KYZG2WVRT8631 55608PBC7 1500000.00000000 PA USD 1505325.71000000 0.564554184475 Long DBT CORP AU N 2 2022-10-17 Fixed 2.10000000 N N N N N N Option One Mortgage Loan Trust N/A 68389FBH6 100071.55000000 PA USD 99304.64000000 0.037243003077 Long ABS-MBS CORP US N 2 2030-08-20 Floating 2.26000000 N N N N N N VMC Finance LLC N/A 91834PAG0 788304.95000000 PA USD 789669.98000000 0.296156166470 Long ABS-CBDO CORP US N 2 2036-09-15 Floating 3.79000000 N N N N N N TAKEDA PHARMACEUTICAL 549300ZLMVP4X0OGR454 874060AT3 1775000.00000000 PA USD 1907317.55000000 0.715316357664 Long DBT CORP JP N 2 2023-11-26 Fixed 4.40000000 N N N N N N Mach I N/A 55446MAA5 542838.56000000 PA USD 539786.72000000 0.202440474825 Long ABS-O CORP KY N 2 2039-10-15 Fixed 3.47000000 N N N N N N Small Business Lending Trust N/A 831645AA4 294474.02000000 PA USD 294556.18000000 0.110469729492 Long ABS-O CORP US N 2 2026-07-15 Fixed 2.85000000 N N N N N N Freddie Mac N/A 3133TM7G5 388377.34000000 PA USD 446767.47000000 0.167554731179 Long ABS-MBS USGSE US N 2 2029-09-15 Fixed 7.50000000 N N N N N N RECKITT BENCKISER TREAS 213800LAXWIUOOBZ3908 7562E0B62 2500000.00000000 PA USD 2494075.00000000 0.935372636161 Long STIV CORP US N 2 2020-02-06 None 0.00000000 N N N N N N NRZ Excess Spread Collateralized Notes N/A 40423XAE2 298295.42000000 PA USD 299806.05000000 0.112438629682 Long ABS-O CORP US N 2 2023-01-25 Fixed 4.37000000 N N N N N N Nationstar HECM Loan Trust N/A 63863BAD1 700000.00000000 PA USD 712815.88000000 0.267332966640 Long ABS-O CORP US N 2 2028-11-25 Variable 4.35000000 N N N N N N ANHEUSER-BUSCH INBEV FIN 5493000EYEKDT0FBSQ91 035242AL0 1250000.00000000 PA USD 1295800.10000000 0.485974140904 Long DBT CORP US N 2 2023-02-01 Fixed 3.30000000 N N N N N N Sequoia Mortgage Trust N/A 81744FCW5 186557.85000000 PA USD 187383.00000000 0.070275725742 Long ABS-MBS CORP US N 2 2034-08-20 Floating 2.38000000 N N N N N N GM Financial Automobile Leasing Trust N/A 36255KAD3 250335.32000000 PA USD 251153.22000000 0.094191974768 Long ABS-O CORP US N 2 2021-06-21 Fixed 3.06000000 N N N N N N Towd Point Mortgage Trust N/A 89169EAA7 323817.55000000 PA USD 323827.07000000 0.121447422441 Long ABS-O CORP US N 2 2057-02-25 Floating 2.39000000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122BF4 1225000.00000000 PA USD 1232953.08000000 0.462404126862 Long DBT CORP US N 2 2021-08-15 Fixed 2.25000000 N N N N N N Fannie Mae Connecticut Avenue Securities N/A 30711XEK6 60870.13000000 PA USD 60931.86000000 0.022851756468 Long ABS-MBS USGSE US N 2 2029-07-25 Floating 3.09000000 N N N N N N FCI Funding, LLC N/A 30259MAA4 314092.73000000 PA USD 315480.45000000 0.118317123652 Long ABS-O CORP US N 2 2031-02-18 Fixed 3.63000000 N N N N N N Lockheed Martin Corp DPRBOZP0K5RM2YE8UU08 539830BF5 225000.00000000 PA USD 226227.81000000 0.084844001488 Long DBT CORP US N 2 2020-11-23 Fixed 2.50000000 N N N N N N Foundation Finance Trust 2017-1 549300RIQ1R4PTXR5G48 35040UAA9 280691.84000000 PA USD 282020.30000000 0.105768299454 Long ABS-O CORP US N 2 2033-07-15 Fixed 3.30000000 N N N N N N Consumer Loan Underlying Bond Credit Trust N/A 21054AAB4 845000.00000000 PA USD 852820.48000000 0.319839997013 Long ABS-O CORP US N 2 2026-07-15 Fixed 3.28000000 N N N N N N KOREA DEVELOPMENT BANK 549300ML2LNRZUCS7149 500630CM8 320000.00000000 PA USD 320096.19000000 0.120048201062 Long DBT NUSS KR N 2 2020-02-27 Floating 2.37000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31383QFR0 5648.02000000 PA USD 6270.08000000 0.002351517600 Long ABS-MBS USGSE US N 2 2029-08-01 Fixed 6.50000000 N N N N N N RCO Mortgage LLC N/A 74937DAA2 880653.10000000 PA USD 881756.21000000 0.330691992261 Long ABS-O CORP US N 2 2024-11-25 Variable 3.47000000 N N N N N N Preston Ridge Partners Mortgage Trust N/A 69359CAA3 776584.71000000 PA USD 776945.28000000 0.291383921777 Long ABS-MBS CORP US N 2 2024-10-25 Variable 3.50000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RDP4 2450000.00000000 PA USD 2601871.56000000 0.975800431034 Long DBT CORP US N 2 2024-03-01 Fixed 3.80000000 N N N N N N North Carolina State Education Authority N/A 658262GC8 122279.26000000 PA USD 122282.93000000 0.045860732572 Long ABS-O CORP US N 2 2025-07-25 Floating 2.74000000 N N N N N N AMERICAN HONDA FINANCE B6Q2VFHD1797Q7NZ3E43 02665WDD0 1200000.00000000 PA USD 1201744.80000000 0.450699839246 Long DBT CORP US N 2 2024-09-10 Fixed 2.15000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31380EJH8 333.79000000 PA USD 370.71000000 0.000139030297 Long ABS-MBS USGSE US N 2 2028-08-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416JAZ4 57748.92000000 PA USD 66163.96000000 0.024813992235 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31391C5N1 5132.93000000 PA USD 5701.37000000 0.002138229799 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 6.50000000 N N N N N N United Technologies Corp I07WOS4YJ0N7YRFE7309 913017BV0 930000.00000000 PA USD 954515.51000000 0.357979486922 Long DBT CORP US N 2 2022-06-01 Fixed 3.10000000 N N N N N N Freddie Mac N/A 3128PQQY0 216936.65000000 PA USD 226260.40000000 0.084856223973 Long ABS-MBS USGSE US N 2 2024-12-01 Fixed 4.50000000 N N N N N N SPS Servicer Advance Receivables Trust N/A 78469QBE1 325000.00000000 PA USD 324863.47000000 0.121836111715 Long ABS-O CORP US N 2 2052-10-15 Fixed 2.77000000 N N N N N N Pretium Mortgage Credit Partners LLC N/A 74141GAA7 375079.09000000 PA USD 377831.80000000 0.141701242661 Long ABS-O CORP US N 2 2058-09-25 Variable 4.83000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371HQX9 3356.35000000 PA USD 3742.54000000 0.001403594320 Long ABS-MBS USGSE US N 2 2029-07-01 Fixed 6.50000000 N N N N N N RCO Mortgage LLC N/A 74936MAA3 400848.12000000 PA USD 404114.71000000 0.151558329883 Long ABS-O CORP US N 2 2023-10-25 Variable 4.46000000 N N N N N N BAYVIEW OPPORTUNITY MASTER FUND TRUST N/A 07331YAA8 221463.26000000 PA USD 224529.35000000 0.084207014626 Long ABS-O CORP US N 2 2055-01-28 Variable 3.50000000 N N N N N N Eastman Chemical Co FDPVHDGJ1IQZFK9KH630 277432AV2 600000.00000000 PA USD 615682.97000000 0.230904444609 Long DBT CORP US N 2 2021-12-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31391FP85 6224.13000000 PA USD 6913.38000000 0.002592779477 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 6.50000000 N N N N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 718172CH0 1250000.00000000 PA USD 1287524.08000000 0.482870319790 Long DBT CORP US N 2 2024-05-01 Fixed 2.88000000 N N N N N N New Residential Mortgage Loan Trust N/A 64829EAA2 193536.75000000 PA USD 200869.20000000 0.075333561792 Long ABS-MBS CORP US N 2 2055-08-25 Variable 3.75000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GEU9 2500000.00000000 PA USD 2586228.00000000 0.969933503232 Long DBT CORP US N 2 2023-01-11 Fixed 3.30000000 N N N N N N MFRA Trust N/A 55281WAA1 482368.89000000 PA USD 483738.24000000 0.181420170909 Long ABS-O CORP US N 2 2048-07-25 Variable 4.16000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36241LCE4 38563.72000000 PA USD 42023.70000000 0.015760479957 Long ABS-MBS USGA US N 2 2030-07-15 Fixed 8.50000000 N N N N N N Nationstar HECM Loan Trust N/A 63862TAD3 650000.00000000 PA USD 650000.00000000 0.243774631278 Long ABS-O CORP US N 2 2028-07-25 Variable 4.17000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251525AT8 750000.00000000 PA USD 750610.61000000 0.281507422594 Long DBT CORP DE N 2 2020-07-13 Fixed 2.70000000 N N N N N N DAIMLER FINANCE NA LLC 549300423Z16BB673J12 233851CN2 325000.00000000 PA USD 324994.56000000 0.121885275432 Long DBT CORP US N 2 2020-01-06 Fixed 2.30000000 N N N N N N BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 064159SH0 1175000.00000000 PA USD 1177386.66000000 0.441564613712 Long DBT CORP CA N 2 2022-11-15 Fixed 2.00000000 N N N N N N VW CR INC 549300UUPJ2NXDB68M19 91842JD14 1200000.00000000 PA USD 1193431.20000000 0.447581924209 Long STIV CORP US N 2 2020-04-01 None 0.00000000 N N N N N N Ally Auto Receivables Trust N/A 02007FAC9 326244.63000000 PA USD 326023.31000000 0.122271095666 Long ABS-O CORP US N 2 2021-12-15 Fixed 1.75000000 N N N N N N FMC GMSR Issuer Trust N/A 30259RAC9 900000.00000000 PA USD 893658.78000000 0.335155907050 Long ABS-MBS CORP US N 2 2024-09-25 Variable 4.23000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31383TKG2 6441.69000000 PA USD 7150.81000000 0.002681824724 Long ABS-MBS USGSE US N 2 2029-10-01 Fixed 6.50000000 N N N N N N MONDELEZ INTL HLDINGS NE 549300CW356R8I7N8D33 60920LAE4 1160000.00000000 PA USD 1161009.05000000 0.435422389345 Long DBT CORP NL N 2 2022-09-19 Fixed 2.13000000 N N N N N N NISSAN MOTOR ACCEPTANCE 7D6DIU2QXTUJRFNNJA49 654740BF5 590000.00000000 PA USD 595898.56000000 0.223484541143 Long DBT CORP US N 2 2021-03-15 Fixed 3.15000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VCC6 1225000.00000000 PA USD 1249175.04000000 0.468487976581 Long DBT CORP US N 2 2021-03-15 Fixed 3.45000000 N N N N N N Analog Devices Inc GYVOE5EZ4GDAVTU4CQ61 032654AQ8 230000.00000000 PA USD 230326.27000000 0.086381079296 Long DBT CORP US N 2 2020-03-12 Fixed 2.85000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. N/A 3137B6ZM6 469274.12000000 PA USD 471327.19000000 0.176765556851 Long ABS-MBS USGSE US N 2 2020-10-25 Variable 3.03000000 N N N N N N UBS AG LONDON BFM8T61CT2L1QCEMIK50 902674XK1 600000.00000000 PA USD 602233.84000000 0.225860511214 Long DBT CORP CH N 2 2020-12-01 Fixed 2.45000000 N N N N N N MET LIFE GLOB FUNDING I 635400MMSOCXNNNZDZ82 59217GBX6 1250000.00000000 PA USD 1251566.79000000 0.469384973465 Long DBT CORP US N 2 2021-09-15 Fixed 1.95000000 N N N N N N MASSMUTUAL GLOBAL FUNDIN 549300K1IE3K7YU6VG29 57629WCF5 560000.00000000 PA USD 560306.78000000 0.210136274918 Long DBT CORP US N 2 2020-09-22 Fixed 1.95000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36296DNA2 96084.74000000 PA USD 110053.82000000 0.041274352909 Long ABS-MBS USGA US N 2 2038-11-15 Fixed 6.00000000 N N N N N N Freddie Mac N/A 3128M7S56 12802.12000000 PA USD 15326.96000000 0.005748190804 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 8.50000000 N N N N N N Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 110122BZ0 560000.00000000 PA USD 578618.80000000 0.217003976339 Long DBT CORP US N 2 2024-07-26 Fixed 2.90000000 N N N N N N Ford Motor Credit Co LLC UDSQCVRUX5BONN0VY111 345397YE7 725000.00000000 PA USD 725059.09000000 0.271924634337 Long DBT CORP US N 2 2020-01-09 Fixed 2.68000000 N N N N N N TRUIST BANK JJKC32MCHWDI71265Z06 07330NAT2 1525000.00000000 PA USD 1523655.83000000 0.571428674081 Long DBT CORP US N 2 2024-12-06 Fixed 2.15000000 N N N N N N Verizon Owner Trust 549300YK8J8QMYHMZC08 92348MAA7 15195.02000000 PA USD 15192.09000000 0.005697609443 Long ABS-O CORP US N 2 2021-05-20 Fixed 1.68000000 N N N N N N Verizon Owner Trust N/A 92348NAA5 88657.78000000 PA USD 88664.59000000 0.033252581130 Long ABS-O CORP US N 2 2021-09-20 Fixed 2.06000000 N N N N N N Prosper Marketplace Issuance Trust 54930091UL0OQ4F85R54 74360PAC7 538000.00000000 PA USD 541800.22000000 0.203195613626 Long ABS-O CORP US N 2 2024-10-15 Fixed 3.96000000 N N N N N N Consumer Loan Underlying Bond Credit Trust 2018-P1 N/A 21051TAB6 283000.00000000 PA USD 287080.80000000 0.107666178718 Long ABS-O CORP US N 2 2025-07-15 Fixed 4.07000000 N N N N N N BMW US Capital LLC KK5MZM9DIXLXZL9DZL15 05565EBF1 770000.00000000 PA USD 785026.66000000 0.294414745515 Long DBT CORP US N 2 2022-04-14 Fixed 2.95000000 N N N N N N DIAGEO CAPITAL PLC 213800L23DJLALFC4O95 25243YBA6 1350000.00000000 PA USD 1351237.37000000 0.506765217909 Long DBT CORP GB N 2 2024-10-24 Fixed 2.13000000 N N N N N N American Express Credit Account Master Trust 549300Y4SA5G3GIJTP18 02582JJM3 2140000.00000000 PA USD 2147821.27000000 0.805514366378 Long ABS-O CORP US N 2 2025-04-15 Fixed 2.00000000 N N N N N N Ford Motor Credit Co LLC UDSQCVRUX5BONN0VY111 345397XW8 1750000.00000000 PA USD 1763574.47000000 0.661407255624 Long DBT CORP US N 2 2021-03-18 Fixed 3.34000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31378XA63 2157.92000000 PA USD 2395.29000000 0.000898324517 Long ABS-MBS USGSE US N 2 2028-02-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31382KWD6 950.44000000 PA USD 1055.57000000 0.000395878750 Long ABS-MBS USGSE US N 2 2029-06-01 Fixed 6.50000000 N N N N N N KROGER CO 6CPEOKI6OYJ13Q6O7870 501044DB4 1175000.00000000 PA USD 1182525.09000000 0.443491719680 Long DBT CORP US N 2 2021-02-01 Fixed 2.60000000 N N N N N N CNH Equipment Trust N/A 12597CAC1 1528000.00000000 PA USD 1528825.88000000 0.573367638747 Long ABS-O CORP US N 2 2024-12-16 Fixed 2.01000000 N N N N N N DTE ENERGY CO 549300IX8SD6XXD71I78 233331BE6 1800000.00000000 PA USD 1801090.01000000 0.675477004748 Long DBT CORP US N 2 2022-11-01 Fixed 2.25000000 N N N N N N SCHLUMBERGER FIN CA 549300P4EXZFF0LRNF59 80685XAA9 410000.00000000 PA USD 410700.38000000 0.154028205692 Long DBT CORP CA N 2 2020-11-20 Fixed 2.20000000 N N N N N N American Express Co R4PP93JZOLY261QX3811 025816CB3 700000.00000000 PA USD 708532.29000000 0.265726458066 Long DBT CORP US N 2 2021-02-22 Fixed 3.00000000 N N N N N N TRUIST BANK JJKC32MCHWDI71265Z06 86787EBE6 550000.00000000 PA USD 560636.76000000 0.210260029923 Long DBT CORP US N 2 2022-05-17 Fixed 2.80000000 N N N N N N CREDIT SUISSE NEW YORK ANGGYXNX0JLX3X63JN86 22546QAR8 1140000.00000000 PA USD 1163195.88000000 0.436242533463 Long DBT CORP CH N 2 2021-10-29 Fixed 3.00000000 N N N N N N OSCAR US Funding Trust 353800SUUA8QI9Y7NC83 68784YAD6 830000.00000000 PA USD 844368.94000000 0.316670349248 Long ABS-O CORP JP N 2 2023-05-10 Fixed 3.18000000 N N N N N N ALIMENTATION COUCHE-TARD 549300OSW32RVX8CCZ87 01626PAJ5 800000.00000000 PA USD 809046.13000000 0.303422956965 Long DBT CORP CA N 2 2022-07-26 Fixed 2.70000000 N N N N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 571903AN3 1235000.00000000 PA USD 1246614.25000000 0.467527583292 Long DBT CORP US N 2 2021-03-01 Fixed 2.88000000 N N N N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 907818EU8 1225000.00000000 PA USD 1284929.60000000 0.481897291474 Long DBT CORP US N 2 2023-06-08 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375BLN0 140803.40000000 PA USD 140676.83000000 0.052759142096 Long ABS-MBS USGA US N 2 2061-03-20 Floating 2.27000000 N N N N N N Vericrest Opportunity Loan Transferee N/A 91830UAA6 600808.93000000 PA USD 602677.09000000 0.226026746760 Long ABS-O CORP US N 2 2047-10-25 Variable 3.38000000 N N N N N N PFS Financing Corp. N/A 69335PDE2 230000.00000000 PA USD 233260.02000000 0.087481346719 Long ABS-O CORP US N 2 2024-04-15 Fixed 2.86000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625HJX9 1170000.00000000 PA USD 1241107.98000000 0.465462523386 Long DBT CORP US N 2 2024-05-13 Fixed 3.63000000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 78013X6D5 1220000.00000000 PA USD 1245522.02000000 0.467117955652 Long DBT CORP CA N 2 2022-04-29 Fixed 2.80000000 N N N N N N PFS Financing Corp. N/A 69335PDB8 162000.00000000 PA USD 165406.94000000 0.062033870475 Long ABS-O CORP US N 2 2023-10-15 Fixed 3.52000000 N N N N N N LOWE'S COS INC WAFCR4OKGSC504WU3E95 548661DD6 1230000.00000000 PA USD 1281795.93000000 0.480722046476 Long DBT CORP US N 2 2024-09-15 Fixed 3.13000000 N N N N N N Onslow Bay Financial LLC 549300T9OLE6UGS5GU41 67097XBJ8 436508.12000000 PA USD 441496.84000000 0.165578045202 Long ABS-MBS CORP US N 2 2048-11-25 Variable 4.00000000 N N N N N N AMERICAN HONDA FINANCE B6Q2VFHD1797Q7NZ3E43 02665WBF7 1047000.00000000 PA USD 1044850.24000000 0.391858433841 Long DBT CORP US N 2 2021-07-12 Fixed 1.65000000 N N N N N N DNB Bank ASA 549300GKFG0RYRRQ1414 23329PAC4 700000.00000000 PA USD 700930.36000000 0.262875446247 Long DBT CORP NO N 2 2020-10-02 Fixed 2.13000000 N N N N N N COOPERAT RABOBANK UA/NY DG3RU1DBUFHT4ZF9WN62 21688AAN2 640000.00000000 PA USD 650243.11000000 0.243865806740 Long DBT CORP NL N 2 2021-04-26 Fixed 3.13000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 25160PAC1 650000.00000000 PA USD 660543.55000000 0.247728862068 Long DBT CORP DE N 2 2021-02-04 Fixed 4.25000000 N N N N N N NEW YORK LIFE GLOBAL FDG 635400DPNHEAUHB7ZI15 64952WDF7 350000.00000000 PA USD 354978.59000000 0.133130422906 Long DBT CORP US N 2 2021-01-28 Fixed 2.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31388UNK2 1492.17000000 PA USD 1657.28000000 0.000621542801 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 6.50000000 N N N N N N CarMax Auto Owner Trust N/A 14314JAC4 313557.21000000 PA USD 313561.66000000 0.117597504691 Long ABS-O CORP US N 2 2021-11-15 Fixed 1.98000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418MJQ6 50724.72000000 PA USD 60668.89000000 0.022753132753 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 8.00000000 N N N N N N Natixis Commercial Mortgage Securities N/A 63875FAG1 850000.00000000 PA USD 850898.64000000 0.319119234186 Long ABS-MBS CORP US N 2 2036-07-15 Floating 3.94000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412QCA5 71600.90000000 PA USD 74725.50000000 0.028024894168 Long ABS-MBS USGSE US N 2 2024-07-01 Fixed 4.50000000 N N N N N N ALIBABA GROUP HOLDING 5493001NTNQJDH60PM02 01609WAS1 1275000.00000000 PA USD 1294098.84000000 0.485336103936 Long DBT CORP KY N 2 2023-06-06 Fixed 2.80000000 N N N N N N SoFi Consumer Loan Program Trust N/A 83405XAB0 700000.00000000 PA USD 708081.99000000 0.265557578503 Long ABS-O CORP US N 2 2027-08-25 Fixed 3.67000000 N N N N N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 517834AG2 1250000.00000000 PA USD 1288356.34000000 0.483182448828 Long DBT CORP US N 2 2024-08-08 Fixed 3.20000000 N N N N N N Glencore Funding LLC 213800STG1QDNBY87K49 378272AP3 1275000.00000000 PA USD 1285741.81000000 0.482201901002 Long DBT CORP US N 2 2022-10-27 Fixed 3.00000000 N N N N N N JACKSON NATL LIFE GLOBAL 635400PQXLYXWJI5QD78 46849LST9 2450000.00000000 PA USD 2450221.97000000 0.918926088133 Long DBT CORP US N 2 2020-01-30 Fixed 2.20000000 N N N N N N GENERAL ELECTRIC CO 3C7474T6CDKPR9K6YT90 36962G4J0 1200000.00000000 PA USD 1200563.92000000 0.450256964498 Long DBT CORP US N 2 2020-01-08 Fixed 5.50000000 N N N N N N PFS Financing Corp. N/A 69335PCV5 300000.00000000 PA USD 303698.04000000 0.113898273416 Long ABS-O CORP US N 2 2023-04-17 Fixed 3.19000000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VBP7 780000.00000000 PA USD 787625.30000000 0.295389333989 Long DBT CORP US N 2 2021-02-15 Fixed 2.80000000 N N N N N N Vericrest Opportunity Loan Transferee N/A 92872FAA6 230050.15000000 PA USD 230841.15000000 0.086574178807 Long ABS-O CORP US N 2 2047-09-25 Variable 3.13000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912796SD2 1350000.00000000 PA USD 1346855.74000000 0.505121940620 Long STIV UST US N 2 2020-02-27 None 0.00000000 N N N N N N SANTANDER UK GROUP HLDGS 549300F5XIFGNNW4CF72 80281LAJ4 1200000.00000000 PA USD 1296595.58000000 0.486272476048 Long DBT CORP GB N 2 2024-11-15 Variable 4.80000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417VP31 155028.47000000 PA USD 160925.08000000 0.060353003139 Long ABS-MBS USGSE US N 2 2024-12-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EGTR5 52486.91000000 PA USD 60049.42000000 0.022520808029 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 7.00000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 594.00000000 NC USD -84313.78000000 -0.03162086250 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long 2 Year US Treasury Note TUH0 Comdty 2020-03-31 128091313.78 USD -84313.78 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31384VYU0 696.52000000 PA USD 775.84000000 0.000290969399 Long ABS-MBS USGSE US N 2 2030-07-01 Fixed 6.50000000 N N N N N N DBS Group Holdings Ltd 5493007FKT78NKPM5V55 24023KAE8 360000.00000000 PA USD 365879.79000000 0.137218785999 Long DBT CORP SG N 2 2022-04-16 Fixed 2.85000000 N N N N N N Analog Devices Inc GYVOE5EZ4GDAVTU4CQ61 032654AR6 1175000.00000000 PA USD 1185090.16000000 0.444453718131 Long DBT CORP US N 2 2021-01-12 Fixed 2.95000000 N N N N N N Freddie Mac - SCRT N/A 35563PMF3 881070.00000000 PA USD 898926.65000000 0.337131557922 Long ABS-MBS CORP US N 2 2059-02-25 Fixed 3.00000000 N N N N N N Credit Suisse ABS Trust 549300V5EDY6OCV57745 22549UAB1 335911.10000000 PA USD 336854.94000000 0.126333367373 Long ABS-O CORP US N 2 2024-07-25 Fixed 4.28000000 N N N N N N MONDELEZ INTL HLDINGS NE 549300CW356R8I7N8D33 60920LAF1 950000.00000000 PA USD 948527.25000000 0.355733662501 Long DBT CORP NL N 2 2024-09-19 Fixed 2.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31389FLF7 4006.49000000 PA USD 4449.90000000 0.001668881125 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 6.50000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599CP8 1225000.00000000 PA USD 1238200.80000000 0.464372220720 Long DBT CORP US N 2 2022-08-15 Fixed 2.70000000 N N N N N N Silver Hill Trust N/A 82773XAA8 1300000.00000000 PA USD 1299870.00000000 0.487500507630 Long ABS-MBS CORP US N 2 2049-11-25 Variable 3.10000000 N N N N N N JM SMUCKER CO 5493000WDH6A0LHDJD55 832696AF5 225000.00000000 PA USD 225194.15000000 0.084456339818 Long DBT CORP US N 2 2020-03-15 Fixed 2.50000000 N N N N N N Ryder System Inc ZXJ6Y2OSPZXIVGRILD15 78355HJY6 125000.00000000 PA USD 125030.84000000 0.046891302952 Long DBT CORP US N 2 2020-03-02 Fixed 2.65000000 N N N N N N New Residential Advance Receivables Trust Advance N/A 62942QBY8 664700.00000000 PA USD 660175.32000000 0.247590761864 Long ABS-O CORP US N 2 2053-08-15 Fixed 3.06000000 N N N N N N D.R. HORTON INC 529900ZIUEYVSB8QDD25 23331ABL2 480000.00000000 PA USD 482219.62000000 0.180850630862 Long DBT CORP US N 2 2020-12-01 Fixed 2.55000000 N N N N N N IMPERIAL BRANDS FIN PLC 2138008L3B3MCG1DFS50 45262BAA1 1275000.00000000 PA USD 1289095.64000000 0.483459714343 Long DBT CORP GB N 2 2024-07-26 Fixed 3.13000000 N N N N N N SKANDINAVISKA ENSKILDA F3JS33DEI6XQ4ZBPTN86 83051GAM0 700000.00000000 PA USD 701844.50000000 0.263218283387 Long DBT CORP SE N 2 2022-12-12 Fixed 2.20000000 N N N N N N Northrop Grumman Corp RIMU48P07456QXSO0R61 666807BE1 1220000.00000000 PA USD 1243811.24000000 0.466476348324 Long DBT CORP US N 2 2021-03-15 Fixed 3.50000000 N N N N N N CROWN CASTLE INTL CORP 54930012H97VSM0I2R19 228227BD5 1175000.00000000 PA USD 1277139.54000000 0.478975723775 Long DBT US N 2 2023-01-15 Fixed 5.25000000 N N N N N N BMW Vehicle Lease Trust N/A 05584PAD9 65866.30000000 PA USD 65948.46000000 0.024733171569 Long ABS-O CORP US N 2 2020-10-20 Fixed 2.07000000 N N N N N N 2020-01-21 MORGAN STANLEY INSTITUTIONAL FUND TRUST Francis Smith Francis Smith Principal Financial Officer XXXX