NPORT-P false 0000741375 XXXXXXXX S000004119 C000113791 C000155932 C000011550 C000052876 C000161558 MORGAN STANLEY INSTITUTIONAL FUND TRUST 811-03980 0000741375 BD1UNSIL1398DHGY2770 522 FIFTH AVENUE NEW YORK 10036 800-548-7786 Short Duration Income Portfolio S000004119 7S6SJEPFWYGJPYFCRV38 2021-09-30 2020-12-31 N 451480649.67 1960253.88 449520395.79 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1499921.85000000 0.00000000 0.00000000 88423.36000000 USD N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416SMM0 52701.82000000 PA USD 56062.12000000 0.012471540896 Long ABS-MBS USGSE US N 2 2024-06-01 Fixed 4.50000000 N N N N N N WEC ENERGY GROUP INC 549300IGLYTZUK3PVP70 92939UAC0 2840000.00000000 PA USD 2856110.35000000 0.635368356307 Long DBT CORP US N 2 2023-09-15 Fixed 0.55000000 N N N N N N Mello Warehouse Securitization Trust N/A 585505AA8 1440000.00000000 PA USD 1443121.92000000 0.321035915948 Long ABS-MBS CORP US N 2 2053-10-25 Floating 1.05000000 N N N N N N Ford Credit Auto Owner Trust/Ford Credit N/A 34532JAA2 3840000.00000000 PA USD 3883373.57000000 0.863892630094 Long ABS-O CORP US N 2 2033-04-15 Fixed 1.06000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416JAZ4 38953.99000000 PA USD 46492.32000000 0.010342649729 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 6.00000000 N N N N N N Conn Funding II, L.P N/A 20825XAA6 958113.75000000 PA USD 959385.55000000 0.213424253712 Long ABS-O CORP US N 2 2025-06-16 Fixed 1.71000000 N N N N N N CENTERPOINT ENERGY INC 21TPXMRRHFKOBHDC8J74 15189TAW7 1500000.00000000 PA USD 1596014.57000000 0.355048310365 Long DBT CORP US N 2 2024-09-01 Fixed 2.50000000 N N N N N N DIAGEO CAPITAL PLC 213800L23DJLALFC4O95 25243YBA6 1350000.00000000 PA USD 1426404.59000000 0.317316990143 Long DBT CORP GB N 2 2024-10-24 Fixed 2.13000000 N N N N N N MET LIFE GLOB FUNDING I 635400MMSOCXNNNZDZ82 59217GEJ4 1275000.00000000 PA USD 1292757.17000000 0.287585876437 Long DBT CORP US N 2 2025-07-02 Fixed 0.95000000 N N N N N N NATIONWIDE BLDG SOCIETY 549300XFX12G42QIKN82 63861VAD9 1600000.00000000 PA USD 1662589.71000000 0.369858570505 Long DBT CORP GB N 2 2023-04-26 Fixed 3.62000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XBW5 1250000.00000000 PA USD 1362116.40000000 0.303015483336 Long DBT CORP US N 2 2024-04-13 Fixed 3.95000000 N N N N N N DELL INT LLC / EMC CORP N/A 25272KAG8 1960000.00000000 PA USD 2168506.17000000 0.482404400403 Long DBT CORP US N 2 2023-06-15 Fixed 5.45000000 N N N N N N BANQUE FED CRED MUTUEL VBHFXSYT7OG62HNT8T76 06675FAT4 1350000.00000000 PA USD 1432028.89000000 0.318568168076 Long DBT CORP FR N 2 2024-11-21 Fixed 2.38000000 N N N N N N Verizon Owner Trust 549300ESLK4DH2NBDS67 92290BAA9 950000.00000000 PA USD 953984.40000000 0.212222717575 Long ABS-O CORP US N 2 2025-02-20 Fixed 0.47000000 N N N N N N Small Business Lending Trust N/A 831645AA4 97161.53000000 PA USD 96922.42000000 0.021561295306 Long ABS-O CORP US N 2 2026-07-15 Fixed 2.85000000 N N N N N N Anthem Inc 8MYN82XMYQH89CTMTH67 94973VBJ5 1200000.00000000 PA USD 1317308.42000000 0.293047530732 Long DBT CORP US N 2 2024-08-15 Fixed 3.50000000 N N N N N N Hospitality Mortgage Trust N/A 40443RAN1 406767.36000000 PA USD 387253.67000000 0.086148186740 Long ABS-MBS CORP US N 2 2036-11-15 Floating 2.51000000 N N N N N N CC HOLDINGS GS V LLC/CRO N/A 14987BAE3 1225000.00000000 PA USD 1315205.33000000 0.292579678768 Long DBT US N 2 2023-04-15 Fixed 3.85000000 N N N N N N Hudsons Bay Simon JV Trust N/A 44422PAA0 185000.00000000 PA USD 170131.86000000 0.037847417290 Long ABS-MBS CORP US N 2 2034-08-05 Floating 1.98000000 N N N N N N TLWND 2019-1 N/A 87404LAA0 569611.66000000 PA USD 526018.65000000 0.117017749344 Long ABS-O CORP KY N 2 2044-12-15 Variable 3.97000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31389FKS0 760.20000000 PA USD 851.80000000 0.000189490845 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 6.50000000 N N N N N N PFS Financing Corp. N/A 69335PDP7 3640000.00000000 PA USD 3696365.40000000 0.822290920416 Long ABS-O CORP US N 2 2025-06-15 Fixed 1.27000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CS2 1660000.00000000 PA USD 1794953.12000000 0.399304044223 Long DBT CORP US N 2 2023-05-01 Fixed 4.51000000 N N N N N N Headlands Residential N/A 42210BAA1 200000.00000000 PA USD 201299.80000000 0.044781015919 Long ABS-MBS CORP US N 2 2024-06-25 Variable 3.97000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GXJ8 1200000.00000000 PA USD 1334229.17000000 0.296811709211 Long DBT CORP US N 2 2025-04-01 Fixed 3.50000000 N N N N N N NATIONAL BANK OF CANADA BSGEFEIOM18Y80CKCV46 63307A2J3 1485000.00000000 PA USD 1536108.07000000 0.341721551321 Long DBT CORP CA N 2 2023-02-01 Fixed 2.10000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31378XA63 1943.46000000 PA USD 2177.63000000 0.000484434081 Long ABS-MBS USGSE US N 2 2028-02-01 Fixed 6.50000000 N N N N N N FREED ABS Trust N/A 30308XAB9 373210.90000000 PA USD 377053.82000000 0.083879135080 Long ABS-O CORP US N 2 2026-06-18 Fixed 3.87000000 N N N N N N TD AMERITRADE HOLDING CO ZI85ER3E6RXD4HPHW309 87236YAH1 1225000.00000000 PA USD 1346308.81000000 0.299498937669 Long DBT CORP US N 2 2024-04-01 Fixed 3.75000000 N N N N N N DAIMLER FINANCE NA LLC 549300423Z16BB673J12 233851DN1 295000.00000000 PA USD 303263.20000000 0.067463724191 Long DBT CORP US N 2 2021-11-05 Fixed 3.75000000 N N N N N N Golub Capital Partners Funding N/A 38177UAA8 1360000.00000000 PA USD 1365117.27000000 0.303683054825 Long ABS-CBDO CORP KY N 2 2029-01-22 Fixed 3.21000000 N N N N N N Bayer US Finance LLC 54930093Q75GSEM74I71 07274EAG8 1000000.00000000 PA USD 1092610.43000000 0.243061369457 Long DBT CORP US N 2 2024-10-08 Fixed 3.38000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GFB0 2000000.00000000 PA USD 2217630.46000000 0.493332556379 Long DBT CORP US N 2 2024-01-22 Fixed 4.13000000 N N N N N N PAYPAL HOLDINGS INC 5493005X2GO78EFZ3E94 70450YAC7 1300000.00000000 PA USD 1390687.23000000 0.309371330650 Long DBT CORP US N 2 2024-10-01 Fixed 2.40000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31387KBA0 5985.28000000 PA USD 6706.85000000 0.001492001266 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 6.50000000 N N N N N N MET LIFE GLOB FUNDING I 635400MMSOCXNNNZDZ82 59217GEH8 1140000.00000000 PA USD 1154729.09000000 0.256880244103 Long DBT CORP US N 2 2023-06-08 Fixed 0.90000000 N N N N N N TSMC GLOBAL LTD 549300N2ZLI21P85T117 872882AE5 1575000.00000000 PA USD 1569747.38000000 0.349204929231 Long DBT CORP VG N 2 2025-09-28 Fixed 0.75000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GRD8 1275000.00000000 PA USD 1361000.25000000 0.302767185370 Long DBT CORP US N 2 2023-01-22 Fixed 3.63000000 N N N N N N Vericrest Opportunity Loan Transferee N/A 91835LAA1 618510.56000000 PA USD 620132.05000000 0.137954151982 Long ABS-O CORP US N 2 2050-03-25 Variable 2.98000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625HKC3 1550000.00000000 PA USD 1698571.34000000 0.377863019321 Long DBT CORP US N 2 2025-01-23 Fixed 3.13000000 N N N N N N Freddie Mac N/A 31300LTA3 199660.51000000 PA USD 212462.29000000 0.047264215815 Long ABS-MBS USGSE US N 2 2036-01-01 Floating 3.19000000 N N N N N N PACCAR Financial Corp PH3S12DWZBHHQKVYZ297 69371RP83 1175000.00000000 PA USD 1213254.18000000 0.269899695622 Long DBT CORP US N 2 2022-05-10 Fixed 2.65000000 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473PAK1 1550000.00000000 PA USD 1560397.38000000 0.347124934622 Long DBT CORP US N 2 2025-08-15 Fixed 0.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31390QQS7 42761.78000000 PA USD 49334.40000000 0.010974896903 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 6.50000000 N N N N N N SOUTHERN CO 549300FC3G3YU2FBZD92 842587CU9 1260000.00000000 PA USD 1335500.27000000 0.297094477249 Long DBT CORP US N 2 2023-07-01 Fixed 2.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31383QFR0 5202.78000000 PA USD 5831.05000000 0.001297171397 Long ABS-MBS USGSE US N 2 2029-08-01 Fixed 6.50000000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBH5 1500000.00000000 PA USD 1595346.75000000 0.354899747584 Long DBT CORP US N 2 2025-05-06 Fixed 2.35000000 N N N N N N LEASEPLAN CORPORATION NV 724500C60L930FVHS484 52206AAD2 1275000.00000000 PA USD 1348699.74000000 0.300030822323 Long DBT CORP NL N 2 2024-10-24 Fixed 2.88000000 N N N N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 907818EU8 1225000.00000000 PA USD 1314178.90000000 0.292351339851 Long DBT CORP US N 2 2023-06-08 Fixed 3.50000000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122CZ9 275000.00000000 PA USD 289469.95000000 0.064395287224 Long DBT CORP US N 2 2023-02-20 Fixed 3.25000000 N N N N N N MONDELEZ INTERNATIONAL 549300DV9GIB88LZ5P30 609207AV7 1270000.00000000 PA USD 1275988.14000000 0.283855449485 Long DBT CORP US N 2 2022-07-01 Fixed 0.63000000 N N N N N N CREDIT SUISSE NEW YORK 549300D0YARF5HYP1809 22546QAR8 1140000.00000000 PA USD 1165116.09000000 0.259190929023 Long DBT CORP CH N 2 2021-10-29 Fixed 3.00000000 N N N N N N American Express Co R4PP93JZOLY261QX3811 025816BU2 1050000.00000000 PA USD 1059139.57000000 0.235615464819 Long DBT CORP US N 2 2021-05-17 Fixed 3.38000000 N N N N N N BAYVIEW OPPORTUNITY MASTER FUND TRUST N/A 07331YAA8 165423.24000000 PA USD 169774.96000000 0.037768021560 Long ABS-O CORP US N 2 2055-01-28 Variable 3.50000000 N N N N N N MACQUARIE BANK LTD 4ZHCHI4KYZG2WVRT8631 55608PBC7 1500000.00000000 PA USD 1547740.55000000 0.344309304871 Long DBT CORP AU N 2 2022-10-17 Fixed 2.10000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967JP7 2000000.00000000 PA USD 2219274.42000000 0.493698270597 Long DBT CORP US N 2 2025-04-27 Fixed 3.30000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XCP9 2000000.00000000 PA USD 2061690.78000000 0.458642321751 Long DBT CORP US N 2 2021-11-06 Fixed 4.20000000 N N N N N N Eaton Corp 0NZWDMRCE180888QQE14 278062AC8 2235000.00000000 PA USD 2332947.65000000 0.518985939647 Long DBT CORP US N 2 2022-11-02 Fixed 2.75000000 N N N N N N BBVA USA C90VT034M03BN29IRA40 20453KAC9 925000.00000000 PA USD 935516.33000000 0.208114323345 Long DBT CORP US N 2 2021-06-11 Fixed 3.50000000 N N N N N N Air Lease Corp 5493004NW4M4P8TMMK63 00912XAW4 1440000.00000000 PA USD 1477463.63000000 0.328675549282 Long DBT CORP US N 2 2022-07-01 Fixed 2.63000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 25160PAC1 650000.00000000 PA USD 651763.42000000 0.144990844932 Long DBT CORP DE N 2 2021-02-04 Fixed 4.25000000 N N N N N N Foundation Finance Trust 549300RIQ1R4PTXR5G48 35040UAA9 166339.14000000 PA USD 169532.35000000 0.037714050705 Long ABS-O CORP US N 2 2033-07-15 Fixed 3.30000000 N N N N N N CITIZENS BANK NA/RI DRMSV1Q0EKMEXLAU1P80 17401QAS0 575000.00000000 PA USD 592165.90000000 0.131732821368 Long DBT CORP US N 2 2022-02-14 Fixed 3.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31389FLF7 2898.09000000 PA USD 3326.76000000 0.000740068755 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 6.50000000 N N N N N N Freddie Mac N/A 31356FG47 433.68000000 PA USD 486.06000000 0.000108128575 Long ABS-MBS USGSE US N 2 2024-04-01 Fixed 6.50000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GHL6 1990000.00000000 PA USD 2158354.46000000 0.480146057935 Long DBT CORP US N 2 2024-07-23 Fixed 3.86000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RCN4 12578.11000000 PA USD 12553.02000000 0.002792536249 Long ABS-MBS USGA US N 2 2063-05-20 Floating 0.42000000 N N N N N N TRUIST BANK JJKC32MCHWDI71265Z06 07330NAT2 1525000.00000000 PA USD 1617140.45000000 0.359747959190 Long DBT CORP US N 2 2024-12-06 Fixed 2.15000000 N N N N N N American Express Co R4PP93JZOLY261QX3811 025816BY4 665000.00000000 PA USD 682064.90000000 0.151731691462 Long DBT CORP US N 2 2021-11-05 Fixed 3.70000000 N N N N N N JUNIPER NETWORKS INC AUHIXNGG7U2U7JEHM527 48203RAN4 575000.00000000 PA USD 582252.67000000 0.129527530998 Long DBT CORP US N 2 2025-12-10 Fixed 1.20000000 N N N N N N MET LIFE GLOB FUNDING I 635400MMSOCXNNNZDZ82 59217GEE5 960000.00000000 PA USD 990764.47000000 0.220404786808 Long DBT CORP US N 2 2023-01-13 Fixed 1.95000000 N N N N N N NEW YORK LIFE GLOBAL FDG 635400DPNHEAUHB7ZI15 64952WDP5 1030000.00000000 PA USD 1048320.81000000 0.233208730864 Long DBT CORP US N 2 2023-05-05 Fixed 1.10000000 N N N N N N RMF Buyout Issuance Trust N/A 76971EAA2 1374892.66000000 PA USD 1381652.18000000 0.307361399602 Long ABS-MBS CORP US N 2 2050-10-25 Variable 1.72000000 N N N N N N BMW US Capital LLC KK5MZM9DIXLXZL9DZL15 05565EAW5 1471000.00000000 PA USD 1568575.27000000 0.348944182442 Long DBT CORP US N 2 2023-04-12 Fixed 3.45000000 N N N N N N LL ABS Trust N/A 50202HAA1 591229.54000000 PA USD 595003.48000000 0.132364067475 Long ABS-O CORP US N 2 2028-01-17 Fixed 2.33000000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VBP7 780000.00000000 PA USD 782210.81000000 0.174010082151 Long DBT CORP US N 2 2021-02-15 Fixed 2.80000000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 06738EBE4 1200000.00000000 PA USD 1252926.56000000 0.278725186161 Long DBT CORP GB N 2 2023-02-15 Fixed 4.61000000 N N N N N N BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 064159SH0 1175000.00000000 PA USD 1213837.55000000 0.270029471714 Long DBT CORP CA N 2 2022-11-15 Fixed 2.00000000 N N N N N N Finance of America N/A 31735NAA4 1161435.48000000 PA USD 1161435.48000000 0.258372143038 Long ABS-O CORP US N 2 2030-02-25 Variable 2.01000000 N N N N N N GM Financial Securitized Term Auto Receivables Tr N/A 38013RAD7 620757.10000000 PA USD 626813.58000000 0.139440520579 Long ABS-O CORP US N 2 2022-12-16 Fixed 2.81000000 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254BQ2 1775000.00000000 PA USD 1800515.55000000 0.400541458599 Long DBT CORP GB N 2 2022-09-10 Fixed 2.74000000 N N N N N N TOYOTA MOTOR CREDIT CORP Z2VZBHUMB7PWWJ63I008 89236TGZ2 1260000.00000000 PA USD 1276700.70000000 0.284013965096 Long DBT CORP US N 2 2022-05-26 Fixed 1.15000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31385JB98 109538.66000000 PA USD 126293.63000000 0.028095194608 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 7.00000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ABC0 800000.00000000 PA USD 829510.20000000 0.184532272121 Long DBT CORP US N 2 2022-11-01 Fixed 2.85000000 N N N N N N KOREA DEVELOPMENT BANK 549300ML2LNRZUCS7149 500630CV8 410000.00000000 PA USD 422642.85000000 0.094020839534 Long DBT NUSS KR N 2 2022-03-19 Fixed 3.00000000 N N N N N N Towd Point Mortgage Trust N/A 89173HAA4 74295.44000000 PA USD 76043.06000000 0.016916487152 Long ABS-O CORP US N 2 2057-04-25 Variable 2.75000000 N N N N N N SABINE PASS LIQUEFACTION 549300KJYBG7C6WJYZ11 785592AD8 1320000.00000000 PA USD 1451035.86000000 0.322796445631 Long DBT CORP US N 2 2023-04-15 Fixed 5.63000000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 96950FAM6 1330000.00000000 PA USD 1466947.61000000 0.326336162661 Long DBT CORP US N 2 2024-03-04 Fixed 4.30000000 N N N N N N United Overseas Bank Ltd IO66REGK3RCBAMA8HR66 91127KAA0 340000.00000000 PA USD 342840.38000000 0.076268036603 Long DBT CORP SG N 2 2021-04-23 Fixed 3.20000000 N N N N N N New York Mortgage Trust N/A 62955DAA4 784521.91000000 PA USD 790084.95000000 0.175761757953 Long ABS-MBS CORP US N 2 2060-10-25 Variable 2.94000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31390ABQ2 4991.97000000 PA USD 5685.13000000 0.001264710134 Long ABS-MBS USGSE US N 2 2032-06-01 Fixed 6.50000000 N N N N N N Cascade Funding Mortgage Trust N/A 12529EAA4 633437.33000000 PA USD 641957.57000000 0.142809442243 Long ABS-O CORP US N 2 2030-04-25 Variable 3.40000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375BUB6 1030.07000000 PA USD 1032.00000000 0.000229578014 Long ABS-MBS USGA US N 2 2062-05-20 Floating 0.59000000 N N N N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 06367WJM6 1030000.00000000 PA USD 1063670.16000000 0.236623336774 Long DBT CORP CA N 2 2022-03-26 Fixed 2.90000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CAC5 4810000.00000000 PA USD 4811127.37000000 1.070280106321 Long DBT UST US N 2 2022-07-31 Fixed 0.13000000 N N N N N N GCAT N/A 36167CAA4 441247.94000000 PA USD 456956.37000000 0.101654201740 Long ABS-MBS CORP US N 2 2068-10-25 Variable 2.65000000 N N N N N N Safina Ltd N/A 78657AAB5 268043.48000000 PA USD 274428.99000000 0.061049285543 Long DBT CORP KY N 2 2023-12-30 Fixed 2.00000000 N N N N N N GM Financial Automobile Leasing Trust N/A 36259PAD8 220000.00000000 PA USD 221719.17000000 0.049323495013 Long ABS-O CORP US N 2 2023-07-20 Fixed 0.80000000 N N N N N N GMRF Mortgage Acquisition Co., LLC N/A 36418WAW9 93216.07000000 PA USD 94131.90000000 0.020940518134 Long ABS-MBS CORP US N 2 2059-02-25 Variable 4.00000000 N N N N N N TRUIST BANK JJKC32MCHWDI71265Z06 86787EBE6 550000.00000000 PA USD 568187.97000000 0.126398707449 Long DBT CORP US N 2 2022-05-17 Fixed 2.80000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FAV3 2322000.00000000 PA USD 2426746.65000000 0.539852401076 Long DBT CORP US N 2 2023-11-15 Fixed 2.25000000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAM5 2575000.00000000 PA USD 2604123.22000000 0.579311471601 Long DBT CORP GB N 2 2023-06-15 Fixed 1.33000000 N N N N N N PFS Financing Corp. N/A 69335PDM4 1160000.00000000 PA USD 1193778.50000000 0.265567149161 Long ABS-O CORP US N 2 2024-10-15 Fixed 2.23000000 N N N N N N FORTUNE BRANDS HOME & SE 54930032LHW54PQUJD44 34964CAC0 1150000.00000000 PA USD 1253628.94000000 0.278881437136 Long DBT CORP US N 2 2023-09-21 Fixed 4.00000000 N N N N N N Raptor Aircraft Finance LLC 549300QFYP8PTWJMXQ65 75383HAA9 803200.57000000 PA USD 685318.76000000 0.152455542933 Long ABS-O CORP KY N 2 2044-08-23 Fixed 4.21000000 N N N N N N BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 064159VK9 1600000.00000000 PA USD 1646603.46000000 0.366302280257 Long DBT CORP CA N 2 2023-05-01 Fixed 1.63000000 N N N N N N Sutherland Commercial Mortgage Loans N/A 86934NAA7 844906.89000000 PA USD 855664.58000000 0.190350557619 Long ABS-MBS CORP US N 2 2039-05-25 Variable 4.72000000 N N N N N N LOWE'S COS INC WAFCR4OKGSC504WU3E95 548661DD6 1230000.00000000 PA USD 1337718.60000000 0.297587965424 Long DBT CORP US N 2 2024-09-15 Fixed 3.13000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2R3 650000.00000000 PA USD 668282.35000000 0.148665634809 Long DBT CORP US N 2 2024-06-02 Fixed 1.65000000 N N N N N N BERRY GLOBAL INC 549300AP2Q7ERHX6RI89 08576PAB7 850000.00000000 PA USD 858755.00000000 0.191038050340 Long DBT CORP US N 2 2026-01-15 Fixed 1.57000000 N N N N N N Consumer Loan Underlying Bond Credit Trust N/A 21051TAB6 129591.72000000 PA USD 129907.46000000 0.028899124759 Long ABS-O CORP US N 2 2025-07-15 Fixed 4.07000000 N N N N N N Vericrest Opportunity Loan Transferee N/A 91834TAA5 437341.24000000 PA USD 439223.82000000 0.097709430787 Long ABS-O CORP US N 2 2050-01-25 Variable 3.23000000 N N N N N N New Residential Advance Receivables Trust Advance 549300RNWDDBV4LFKJ17 62942QCW1 1380000.00000000 PA USD 1388258.47000000 0.308831030360 Long ABS-O CORP US N 2 2053-09-15 Fixed 1.48000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418MJT0 19021.13000000 PA USD 23453.73000000 0.005217500745 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 8.50000000 N N N N N N AMSR Trust N/A 001807AD8 975000.00000000 PA USD 978892.40000000 0.217763734230 Long ABS-O CORP US N 2 2037-09-17 Fixed 2.11000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412UCT5 51943.11000000 PA USD 54669.39000000 0.012161715132 Long ABS-MBS USGSE US N 2 2024-06-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31384V4M1 11759.62000000 PA USD 13240.76000000 0.002945530419 Long ABS-MBS USGSE US N 2 2030-08-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31380EJH8 288.71000000 PA USD 325.70000000 0.000072454999 Long ABS-MBS USGSE US N 2 2028-08-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417VP31 99303.55000000 PA USD 104354.61000000 0.023214655214 Long ABS-MBS USGSE US N 2 2024-12-01 Fixed 5.00000000 N N N N N N Prosper Marketplace Issuance Trust N/A 74362DAB4 700000.00000000 PA USD 706264.51000000 0.157115120162 Long ABS-O CORP US N 2 2025-07-15 Fixed 3.59000000 N N N N N N EASTERN ENERGY GAS 549300BFOD6TDMVV4O24 257375AE5 2050000.00000000 PA USD 2209929.34000000 0.491619370488 Long DBT CORP US N 2 2023-11-01 Fixed 3.55000000 N N N N N N Pretium Mortgage Credit Partners LLC N/A 74142DAA3 638211.86000000 PA USD 641682.46000000 0.142748241461 Long ABS-O CORP US N 2 2059-05-27 Variable 2.86000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAH4 625000.00000000 PA USD 638500.59000000 0.142040404835 Long DBT CORP KY N 2 2025-02-15 Fixed 2.88000000 N N N N N N RECKITT BENCKISER TSY 213800LAXWIUOOBZ3908 75625QAC3 1620000.00000000 PA USD 1666276.58000000 0.370678749085 Long DBT CORP GB N 2 2022-06-24 Fixed 2.38000000 N N N N N N Freddie Mac N/A 3128PQQY0 138844.63000000 PA USD 147480.70000000 0.032808455718 Long ABS-MBS USGSE US N 2 2024-12-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31382M2J2 8267.44000000 PA USD 9266.92000000 0.002061512689 Long ABS-MBS USGSE US N 2 2029-03-01 Fixed 6.50000000 N N N N N N AMERICAN INTL GROUP ODVCVCQG2BP6VHV36M30 026874CU9 2200000.00000000 PA USD 2334597.61000000 0.519352988621 Long DBT CORP US N 2 2022-06-01 Fixed 4.88000000 N N N N N N Verizon Owner Trust 549300AUOVO1I366IH69 92347YAA2 600000.00000000 PA USD 611786.82000000 0.136097677820 Long ABS-O CORP US N 2 2023-09-20 Fixed 2.93000000 N N N N N N CATERPILLAR FINL SERVICE EDBQKYOPJUCJKLOJDE72 14912L6C0 2430000.00000000 PA USD 2659144.04000000 0.591551365611 Long DBT CORP US N 2 2024-06-09 Fixed 3.30000000 N N N N N N SANTANDER UK PLC PTCQB104N23FMNK2RZ28 80283LAY9 1100000.00000000 PA USD 1136950.84000000 0.252925306759 Long DBT CORP GB N 2 2023-01-13 Fixed 2.10000000 N N N N N N EQUITABLE FINANCIAL LIFE 635400B4JJBON4TCHF02 29449WAA5 1000000.00000000 PA USD 1027762.83000000 0.228635416685 Long DBT CORP US N 2 2025-07-07 Fixed 1.40000000 N N N N N N CROWN CASTLE INTL CORP 54930012H97VSM0I2R19 228227BD5 1175000.00000000 PA USD 1286123.56000000 0.286110168091 Long DBT US N 2 2023-01-15 Fixed 5.25000000 N N N N N N FREED ABS Trust N/A 30312JAB4 900000.00000000 PA USD 911186.73000000 0.202701977159 Long ABS-O CORP US N 2 2026-11-18 Fixed 3.19000000 N N N N N N Freddie Mac N/A 3133TM7G5 297915.51000000 PA USD 348615.49000000 0.077552763626 Long ABS-MBS USGSE US N 2 2029-09-15 Fixed 7.50000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ABE6 590000.00000000 PA USD 608690.95000000 0.135408972696 Long DBT CORP US N 2 2023-02-10 Fixed 2.38000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RDP4 2450000.00000000 PA USD 2675705.03000000 0.595235512127 Long DBT CORP US N 2 2024-03-01 Fixed 3.80000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625HJX9 1170000.00000000 PA USD 1294248.13000000 0.287917554380 Long DBT CORP US N 2 2024-05-13 Fixed 3.63000000 N N N N N N FCI Funding, LLC N/A 30259MAA4 176048.24000000 PA USD 178861.77000000 0.039789467102 Long ABS-O CORP US N 2 2031-02-18 Fixed 3.63000000 N N N N N N SEVEN & I HOLDINGS 52990037G8JRM3TWGY86 81783HAA3 1750000.00000000 PA USD 1784455.30000000 0.396968706361 Long DBT CORP JP N 2 2021-09-17 Fixed 3.35000000 N N N N N N PFS Financing Corp. N/A 69335PDE2 230000.00000000 PA USD 236727.09000000 0.052662146638 Long ABS-O CORP US N 2 2024-04-15 Fixed 2.86000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746SK8 1900000.00000000 PA USD 1954534.43000000 0.434804393372 Long DBT CORP US N 2 2023-01-24 Fixed 3.07000000 N N N N N N Pepper Residential Securities Trust N/A 71336JAA2 506372.96000000 PA USD 505311.70000000 0.112411295401 Long ABS-MBS CORP AU N 2 2061-03-12 Floating 1.08000000 N N N N N N CNH Equipment Trust N/A 12597CAC1 1528000.00000000 PA USD 1563386.95000000 0.347789992321 Long ABS-O CORP US N 2 2024-12-16 Fixed 2.01000000 N N N N N N KOREA NATIONAL OIL CORP 988400ZTQ08W926ONT36 50066PAM2 1680000.00000000 PA USD 1692205.38000000 0.376446852211 Long DBT NUSS KR N 2 2025-10-05 Fixed 0.88000000 N N N N N N RMF Buyout Issuance Trust N/A 74969BAA7 579291.77000000 PA USD 581382.20000000 0.129333886836 Long ABS-MBS CORP US N 2 2030-06-25 Variable 1.71000000 N N N N N N NEW YORK LIFE GLOBAL FDG 635400DPNHEAUHB7ZI15 64952WDH3 470000.00000000 PA USD 484650.94000000 0.107815116853 Long DBT CORP US N 2 2022-07-12 Fixed 2.25000000 N N N N N N Cascade Funding Mortgage Trust N/A 12529HAA7 1725000.00000000 PA USD 1730036.66000000 0.384862772902 Long ABS-MBS CORP US N 2 2050-09-25 Variable 1.94000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175AY0 850000.00000000 PA USD 987814.27000000 0.219748487332 Long DBT CORP US N 2 2025-07-23 Fixed 4.91000000 N N N N N N Ocwen Master Advance Receivables Trust 549300THGK42AVJMPW70 67575NBW2 1150000.00000000 PA USD 1153896.43000000 0.256695011128 Long ABS-O CORP US N 2 2052-08-15 Fixed 1.28000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31391PBD7 701.54000000 PA USD 786.51000000 0.000174966477 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 6.50000000 N N N N N N Consumer Loan Underlying Bond Credit Trust N/A 21054AAB4 845000.00000000 PA USD 854550.36000000 0.190102688999 Long ABS-O CORP US N 2 2026-07-15 Fixed 3.28000000 N N N N N N Option One Mortgage Loan Trust N/A 68389FBH6 85715.56000000 PA USD 85257.44000000 0.018966311828 Long ABS-MBS CORP US N 2 2030-08-20 Floating 0.65000000 N N N N N N Preston Ridge Partners Mortgage Trust N/A 69357AAA9 1370298.99000000 PA USD 1379732.27000000 0.306934297736 Long ABS-MBS CORP US N 2 2025-11-25 Variable 3.10000000 N N N N N N Republic Finance Issuance Trust 2019-A N/A 76041QAA1 800000.00000000 PA USD 812884.64000000 0.180833761407 Long ABS-O CORP US N 2 2027-11-22 Fixed 3.43000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418MJQ6 40805.55000000 PA USD 50084.91000000 0.011141854845 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 8.00000000 N N N N N N Freddie Mac N/A 3128S5PL2 112352.27000000 PA USD 118553.95000000 0.026373430685 Long ABS-MBS USGSE US N 2 2038-06-01 Floating 3.41000000 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 125523AF7 1213000.00000000 PA USD 1311647.31000000 0.291788164070 Long DBT CORP US N 2 2023-07-15 Fixed 3.75000000 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 49456BAA9 1170000.00000000 PA USD 1173473.72000000 0.261050161681 Long DBT CORP US N 2 2021-02-15 Fixed 5.00000000 N N N N N N Imperial Fund LLC N/A 452760AA9 1139580.64000000 PA USD 1145136.32000000 0.254746243045 Long ABS-MBS CORP US N 2 2055-10-25 Variable 1.38000000 N N N N N N GM Financial Automobile Leasing Trust N/A 36259KAD9 830000.00000000 PA USD 841159.02000000 0.187123660656 Long ABS-O CORP US N 2 2022-12-20 Fixed 1.67000000 N N N N N N Mosaic Solar Loans LLC N/A 61946NAA6 357097.24000000 PA USD 365577.16000000 0.081326045141 Long ABS-O CORP US N 2 2046-04-20 Fixed 2.10000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GFS3 1700000.00000000 PA USD 1939709.47000000 0.431506442903 Long DBT CORP US N 2 2025-08-01 Fixed 3.88000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GXL3 1750000.00000000 PA USD 1757733.11000000 0.391024106239 Long DBT CORP US N 2 2023-11-17 Fixed 0.63000000 N N N N N N SUMITOMO MITSUI FINL GRP 35380028MYWPB6AUO129 86562MBV1 3360000.00000000 PA USD 3567361.49000000 0.793592798771 Long DBT CORP JP N 2 2025-01-15 Fixed 2.35000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31388UNK2 1296.91000000 PA USD 1478.77000000 0.000328966163 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 6.50000000 N N N N N N Upgrade Receivables Trust 549300W601N3GF6G0630 91532HAB4 29182.71000000 PA USD 29209.15000000 0.006497847544 Long ABS-O CORP US N 2 2025-03-15 Fixed 4.09000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31383HYG3 18841.17000000 PA USD 19367.26000000 0.004308427422 Long ABS-MBS USGSE US N 2 2029-07-01 Fixed 7.00000000 N N N N N N Cascade Funding Mortgage Trust N/A 14727QAA3 503892.95000000 PA USD 521728.14000000 0.116063285422 Long ABS-MBS CORP US N 2 2068-10-25 Variable 4.00000000 N N N N N N MONDELEZ INTL HLDINGS NE 549300CW356R8I7N8D33 60920LAF1 950000.00000000 PA USD 1001704.19000000 0.222838429442 Long DBT CORP NL N 2 2024-09-19 Fixed 2.25000000 N N N N N N Freddie Mac N/A 31300LBF1 203950.84000000 PA USD 215686.44000000 0.047981458020 Long ABS-MBS USGSE US N 2 2038-07-01 Floating 3.03000000 N N N N N N AMEREN CORP XRZQ5S7HYJFPHJ78L959 023608AH5 2510000.00000000 PA USD 2678039.61000000 0.595754861199 Long DBT CORP US N 2 2024-09-15 Fixed 2.50000000 N N N N N N FMC GMSR Issuer Trust N/A 30259RAC9 900000.00000000 PA USD 885340.53000000 0.196952249173 Long ABS-MBS CORP US N 2 2024-09-25 Variable 4.23000000 N N N N N N NRPL Trust Series N/A 62954DAA5 533682.55000000 PA USD 539327.95000000 0.119978527126 Long ABS-MBS CORP US N 2 2067-07-25 Variable 4.25000000 N N N N N N SKANDINAVISKA ENSKILDA F3JS33DEI6XQ4ZBPTN86 83051GAM0 700000.00000000 PA USD 725502.43000000 0.161394774696 Long DBT CORP SE N 2 2022-12-12 Fixed 2.20000000 N N N N N N CANADIAN IMPERIAL BANK 2IGI19DL77OX0HC3ZE78 13607GLZ5 1130000.00000000 PA USD 1201476.58000000 0.267279658776 Long DBT CORP CA N 2 2025-01-28 Fixed 2.25000000 N N N N N N PACCAR FINANCIAL CORP PH3S12DWZBHHQKVYZ297 69371RQ82 380000.00000000 PA USD 384208.50000000 0.085470760303 Long DBT CORP US N 2 2023-06-08 Fixed 0.80000000 N N N N N N Bunker Hill Loan Depositary Trust 2020-1 N/A 12062RAA8 789190.26000000 PA USD 798732.36000000 0.177685454871 Long ABS-MBS CORP US N 2 2055-02-25 Variable 1.72000000 N N N N N N Avant Loans Funding Trust N/A 05353TAB4 58240.71000000 PA USD 58334.61000000 0.012977077468 Long ABS-O CORP US N 2 2022-07-15 Fixed 4.11000000 N N N N N N Northrop Grumman Corp RIMU48P07456QXSO0R61 666807BE1 1220000.00000000 PA USD 1227572.25000000 0.273084883688 Long DBT CORP US N 2 2021-03-15 Fixed 3.50000000 N N N N N N CORP ANDINA DE FOMENTO UKZ46SXGNYCZK0UOZE76 219868CC8 1170000.00000000 PA USD 1213558.35000000 0.269967361073 Long DBT NUSS XX N 2 2023-05-12 Fixed 2.38000000 N N N N N N Cooperatieve Rabobank UA DG3RU1DBUFHT4ZF9WN62 21685WDF1 1340000.00000000 PA USD 1423237.09000000 0.316612350258 Long DBT CORP NL N 2 2022-11-09 Fixed 3.95000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GHC6 1275000.00000000 PA USD 1342464.32000000 0.298643695052 Long DBT CORP US N 2 2023-12-20 Fixed 3.00000000 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 78081BAB9 1475000.00000000 PA USD 1501341.58000000 0.333987421718 Long DBT CORP GB N 2 2025-09-02 Fixed 1.20000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280BS7 2240000.00000000 PA USD 2417042.63000000 0.537693651419 Long DBT CORP GB N 2 2024-05-18 Fixed 3.95000000 N N N N N N SKANDINAVISKA ENSKILDA F3JS33DEI6XQ4ZBPTN86 83051GAK4 1230000.00000000 PA USD 1271836.83000000 0.282931951900 Long DBT CORP SE N 2 2022-03-25 Fixed 3.05000000 N N N N N N KEY BANK NA HUX2X73FUCYHUVH1BK78 49327M2T0 475000.00000000 PA USD 491204.33000000 0.109272979513 Long DBT CORP US N 2 2022-09-14 Fixed 2.30000000 N N N N N N SPS Servicer Advance Receivables Trust 549300W6RZ3B25O0SH56 78472JAE3 2100000.00000000 PA USD 2121543.48000000 0.471957112484 Long ABS-O CORP US N 2 2055-11-15 Fixed 1.83000000 N N N N N N DAIMLER FINANCE NA LLC 549300423Z16BB673J12 233851CS1 1110000.00000000 PA USD 1136837.85000000 0.252900171081 Long DBT CORP US N 2 2022-01-06 Fixed 2.85000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31384WMS6 16558.89000000 PA USD 18573.11000000 0.004131761355 Long ABS-MBS USGSE US N 2 2029-12-01 Fixed 6.50000000 N N N N N N New Residential Advance Receivables Trust Advance N/A 62942QCR2 1170000.00000000 PA USD 1175750.32000000 0.261556612561 Long ABS-O CORP US N 2 2053-08-15 Fixed 1.43000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31389L2Y4 1465.81000000 PA USD 1660.01000000 0.000369284689 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 6.50000000 N N N N N N TAKEDA PHARMACEUTICAL 549300ZLMVP4X0OGR454 874060AQ9 725000.00000000 PA USD 746052.08000000 0.165966235789 Long DBT CORP JP N 2 2021-11-26 Fixed 4.00000000 N N N N N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 517834AG2 1250000.00000000 PA USD 1324849.05000000 0.294725014127 Long DBT CORP US N 2 2024-08-08 Fixed 3.20000000 N N N N N N ANHEUSER-BUSCH INBEV WOR 549300CRGMZK3K53BF92 03523TBX5 2340000.00000000 PA USD 2665522.48000000 0.592970309014 Long DBT CORP US N 2 2025-01-23 Fixed 4.15000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967HD6 2400000.00000000 PA USD 2641717.30000000 0.587674624942 Long DBT CORP US N 2 2023-10-25 Fixed 3.88000000 N N N N N N NEW YORK LIFE GLOBAL FDG 635400DPNHEAUHB7ZI15 64952WDF7 350000.00000000 PA USD 350618.00000000 0.077998240632 Long DBT CORP US N 2 2021-01-28 Fixed 2.95000000 N N N N N N Onslow Bay Financial LLC 549300T9OLE6UGS5GU41 67097XBJ8 227302.59000000 PA USD 231179.28000000 0.051427984617 Long ABS-MBS CORP US N 2 2058-07-25 Variable 4.00000000 N N N N N N BRAVO Residential Funding Trust N/A 10569BAA5 1046442.22000000 PA USD 1080611.28000000 0.240392046750 Long ABS-MBS CORP US N 2 2059-05-25 Variable 2.00000000 N N N N N N PROTECTIVE LIFE GLOBAL 635400EVYITCJYWL2I50 74368CAP9 1225000.00000000 PA USD 1322138.46000000 0.294122018129 Long DBT CORP US N 2 2024-04-15 Fixed 3.10000000 N N N N N N NATIONAL AUSTRALIA BK/NY 549300E2IPL06NDXMZ63 63254ABC1 950000.00000000 PA USD 980777.56000000 0.218183105635 Long DBT CORP AU N 2 2022-12-13 Fixed 1.88000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36241LCE4 21273.53000000 PA USD 23266.63000000 0.005175878607 Long ABS-MBS USGA US N 2 2030-07-15 Fixed 8.50000000 N N N N N N Banc of America Merrill Lynch Large Loan Inc N/A 05493DAA2 2000000.00000000 PA USD 2011336.40000000 0.447440520794 Long ABS-MBS CORP US N 2 2030-11-15 Floating 2.91000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -777.00000000 NC USD -205856.21000000 -0.04579463177 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short 5 Year US Treasury Note FVH1 Comdty 2021-03-31 -97823620.74000000 USD -205856.21000000 N N N MIDWEST CONNECTOR CAPIT N/A 59833CAB8 475000.00000000 PA USD 483485.08000000 0.107555760434 Long DBT CORP US N 2 2022-04-01 Fixed 3.63000000 N N N N N N SoFi Consumer Loan Program Trust N/A 83405RAB3 46491.49000000 PA USD 46658.96000000 0.010379720350 Long ABS-O CORP US N 2 2027-02-25 Fixed 3.14000000 N N N N N N Cascade Funding Mortgage Trust N/A 12529FAC7 800000.00000000 PA USD 806000.00000000 0.179302209098 Long ABS-O CORP US N 2 2030-05-25 Variable 5.11000000 N N N N N N CUMMINS INC ZUNI8PYC725B6H8JU438 231021AU0 1500000.00000000 PA USD 1511872.14000000 0.336330042898 Long DBT CORP US N 2 2025-09-01 Fixed 0.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31415V6J9 2178.84000000 PA USD 2287.18000000 0.000508804499 Long ABS-MBS USGSE US N 2 2023-12-01 Fixed 5.00000000 N N N N N N New Residential Mortgage Loan Trust N/A 64830CAA3 418924.53000000 PA USD 454041.21000000 0.101005697239 Long ABS-MBS CORP US N 2 2057-09-25 Variable 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31391FP85 4486.75000000 PA USD 5062.86000000 0.001126280375 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 6.50000000 N N N N N N TOYOTA MOTOR CREDIT CORP Z2VZBHUMB7PWWJ63I008 89236THF5 1490000.00000000 PA USD 1498000.51000000 0.333244169570 Long DBT CORP US N 2 2023-08-14 Fixed 0.50000000 N N N N N N VOLKSWAGEN GROUP AMERICA 5493002SQ1AVQBY41K40 928668AZ5 3230000.00000000 PA USD 3350387.14000000 0.745324833172 Long DBT CORP US N 2 2022-09-26 Fixed 2.70000000 N N N N N N Loanpal Solar Loan Ltd. N/A 53948PAA6 1500000.00000000 PA USD 1515535.50000000 0.337144991460 Long ABS-O CORP US N 2 2048-01-20 Fixed 2.29000000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891AAY3 1270000.00000000 PA USD 1312527.66000000 0.291984006130 Long DBT CORP US N 2 2022-02-01 Fixed 3.95000000 N N N N N N WASTE MANAGEMENT INC 549300YX8JIID70NFS41 94106LBL2 1150000.00000000 PA USD 1154775.86000000 0.256890648525 Long DBT CORP US N 2 2025-11-15 Fixed 0.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412QCA5 43411.41000000 PA USD 45747.30000000 0.010176913089 Long ABS-MBS USGSE US N 2 2024-07-01 Fixed 4.50000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VFS8 2235000.00000000 PA USD 2253610.71000000 0.501336698202 Long DBT CORP US N 2 2025-11-20 Fixed 0.85000000 N N N N N N NISSAN MOTOR CO 353800DRBDH1LUTNAY26 654744AA9 1750000.00000000 PA USD 1830977.58000000 0.407318020972 Long DBT CORP JP N 2 2023-09-15 Fixed 3.04000000 N N N N N N MEITUAN 21380033K525E5JLIA77 58533EAB9 770000.00000000 PA USD 783075.00000000 0.174202329267 Long DBT CORP KY N 2 2025-10-28 Fixed 2.13000000 N N N N N N Towd Point Mortgage Trust N/A 89169EAA7 225213.87000000 PA USD 224604.91000000 0.049965454761 Long ABS-O CORP US N 2 2057-02-25 Floating 0.75000000 N N N N N N Oxford Finance Funding Trust N/A 69144AAA7 350000.00000000 PA USD 358748.08000000 0.079806852672 Long ABS-O CORP US N 2 2028-02-15 Fixed 3.10000000 N N N N N N VMC Finance LLC N/A 91834PAG0 732780.48000000 PA USD 716060.26000000 0.159294276012 Long ABS-CBDO CORP US N 2 2036-09-15 Floating 2.20000000 N N N N N N NATIONAL SECS CLEARING 549300RYC9NELN2ICA34 637639AE5 4300000.00000000 PA USD 4314074.46000000 0.959706055699 Long DBT CORP US N 2 2025-12-07 Fixed 0.75000000 N N N N N N Preston Ridge Partners Mortgage Trust N/A 69359CAA3 663273.26000000 PA USD 672407.20000000 0.149583246121 Long ABS-MBS CORP US N 2 2024-10-25 Variable 3.50000000 N N N N N N IMPERIAL BRANDS FIN PLC 2138008L3B3MCG1DFS50 45262BAA1 2015000.00000000 PA USD 2160461.04000000 0.480614686282 Long DBT CORP GB N 2 2024-07-26 Fixed 3.13000000 N N N N N N Nationstar HECM Loan Trust N/A 63862UAA6 107747.08000000 PA USD 108137.70000000 0.024056238829 Long ABS-MBS CORP US N 2 2029-11-25 Variable 2.27000000 N N N N N N RCO Mortgage LLC N/A 74937DAA2 742267.58000000 PA USD 744313.71000000 0.165579519187 Long ABS-O CORP US N 2 2024-11-25 Variable 3.47000000 N N N N N N Ajax Mortgage Loan Trust N/A 00969YAA2 749216.04000000 PA USD 756983.01000000 0.168397923006 Long ABS-O CORP US N 2 2059-05-25 Variable 1.70000000 N N N N N N FMC GMSR ISSUER TRUST N/A 30259RAE5 1500000.00000000 PA USD 1503495.00000000 0.334466470060 Long ABS-MBS CORP US N 2 2026-01-25 Variable 4.45000000 N N N N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 29278GAJ7 1380000.00000000 PA USD 1607830.33000000 0.357676836258 Long DBT CORP NL N 2 2025-09-14 Fixed 4.63000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375UEJ5 160747.04000000 PA USD 161398.74000000 0.035904653384 Long ABS-MBS USGA US N 2 2064-01-20 Floating 0.74000000 N N N N N N Homeward Opportunities Fund I Trust N/A 43789YAA0 1200000.00000000 PA USD 1201991.52000000 0.267394211977 Long ABS-MBS CORP US N 2 2025-08-25 Variable 3.23000000 N N N N N N NATIONAL BANK OF CANADA BSGEFEIOM18Y80CKCV46 63307A2L8 1810000.00000000 PA USD 1821603.39000000 0.405232645072 Long DBT CORP CA N 2 2023-08-15 Fixed 0.90000000 N N N N N N CHEVRON CORP N/A 166764BW9 1900000.00000000 PA USD 1977187.50000000 0.439843779841 Long DBT CORP US N 2 2025-05-11 Fixed 1.55000000 N N N N N N Natixis Commercial Mortgage Securities N/A 63875FAG1 850000.00000000 PA USD 831992.84000000 0.185084558518 Long ABS-MBS CORP US N 2 2036-07-15 Floating 2.36000000 N N N N N N Freddie Mac N/A 31300LTB1 264416.56000000 PA USD 281087.73000000 0.062530584292 Long ABS-MBS USGSE US N 2 2037-03-01 Floating 2.95000000 N N N N N N GCI Funding I LLC N/A 36166VAA3 1380032.45000000 PA USD 1400631.17000000 0.311583452746 Long ABS-O CORP US N 2 2045-10-18 Fixed 2.82000000 N N N N N N John Deere Capital Corp E0KSF7PFQ210NWI8Z391 24422EUR8 1225000.00000000 PA USD 1337152.69000000 0.297462073472 Long DBT CORP US N 2 2024-01-10 Fixed 3.45000000 N N N N N N TLF National Tax Lien Trust N/A 87272QAA8 236511.25000000 PA USD 238225.81000000 0.052995550865 Long ABS-O CORP US N 2 2029-12-15 Fixed 3.09000000 N N N N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 718172CQ0 550000.00000000 PA USD 561054.21000000 0.124811736075 Long DBT CORP US N 2 2023-05-01 Fixed 1.13000000 N N N N N N SoFi Consumer Loan Program Trust N/A 83405XAB0 207954.46000000 PA USD 209347.17000000 0.046571228349 Long ABS-O CORP US N 2 2027-08-25 Fixed 3.67000000 N N N N N N CIM Trust N/A 12553HAA6 307294.05000000 PA USD 314247.59000000 0.069907304082 Long ABS-MBS CORP US N 2 2057-04-25 Variable 3.00000000 N N N N N N Volkswagen Auto Lease Trust N/A 92867XAD8 1280000.00000000 PA USD 1300635.26000000 0.289338430954 Long ABS-O CORP US N 2 2022-11-21 Fixed 1.99000000 N N N N N N iShares Trust iShares 1-5 Year Investment Grade Corporate Bond ETF 549300T14S5IX7V5T008 464288646 245000.00000000 NS USD 13516650.00000000 3.006904720362 Long EC RF US N 1 N N N Resimac N/A 76118VAA8 179300.08000000 PA USD 179006.24000000 0.039821605799 Long ABS-MBS CORP AU N 2 2059-12-05 Floating 1.00000000 N N N N N N TAKEDA PHARMACEUTICAL 549300ZLMVP4X0OGR454 874060AT3 1775000.00000000 PA USD 1967431.53000000 0.437673473423 Long DBT CORP JP N 2 2023-11-26 Fixed 4.40000000 N N N N N N GUARDIAN LIFE GLOB FUND 635400NHILJ5JEKILC36 40139LAF0 1200000.00000000 PA USD 1292631.10000000 0.287557830991 Long DBT CORP US N 2 2024-05-06 Fixed 2.90000000 N N N N N N Freddie Mac N/A 3128M7SU1 17016.70000000 PA USD 20154.01000000 0.004483447289 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 7.50000000 N N N N N N BANCO BILBAO VIZCAYA ARG K8MS7FD7N5Z2WQ51AZ71 05946KAH4 1600000.00000000 PA USD 1612299.55000000 0.358671055885 Long DBT CORP ES N 2 2023-09-18 Fixed 0.88000000 N N N N N N CarMax Auto Owner Trust N/A 14315VAD4 1800000.00000000 PA USD 1836034.56000000 0.408442993286 Long ABS-O CORP US N 2 2024-11-15 Fixed 1.70000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAD7 1260000.00000000 PA USD 1315127.60000000 0.292562387005 Long DBT CORP IE N 2 2023-01-23 Fixed 3.30000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31384VYU0 565.97000000 PA USD 646.90000000 0.000143908931 Long ABS-MBS USGSE US N 2 2030-07-01 Fixed 6.50000000 N N N N N N Freddie Mac - SCRT N/A 35563PMF3 791592.76000000 PA USD 835196.06000000 0.185797144650 Long ABS-MBS CORP US N 2 2059-02-25 Fixed 3.00000000 N N N N N N Pepper Residential Securities Trust N/A 71336WAA3 206630.17000000 PA USD 206203.36000000 0.045871858525 Long ABS-MBS CORP AU N 2 2060-01-16 Floating 1.03000000 N N N N N N Altria Group Inc XSGZFLO9YTNO9VCQV219 02209SBA0 375000.00000000 PA USD 387947.99000000 0.086302644692 Long DBT CORP US N 2 2022-02-14 Fixed 3.49000000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122DT2 1540000.00000000 PA USD 1542986.14000000 0.343251642072 Long DBT CORP US N 2 2023-11-13 Fixed 0.54000000 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833DV9 990000.00000000 PA USD 1002394.39000000 0.222991970862 Long DBT CORP US N 2 2023-05-11 Fixed 0.75000000 N N N N N N Freddie Mac N/A 3128M7S56 10386.27000000 PA USD 12541.10000000 0.002789884534 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 8.50000000 N N N N N N NATIONWIDE BLDG SOCIETY 549300XFX12G42QIKN82 63859UBE2 2030000.00000000 PA USD 2095967.39000000 0.466267472984 Long DBT CORP GB N 2 2023-01-27 Fixed 2.00000000 N N N N N N SANTANDER UK GROUP HLDGS 549300F5XIFGNNW4CF72 80281LAJ4 1200000.00000000 PA USD 1335185.99000000 0.297024562735 Long DBT CORP GB N 2 2024-11-15 Fixed 4.80000000 N N N N N N Lanark Master Issuer plc 213800KIOPB5OYXIVY33 513770BE6 360000.00000000 PA USD 366310.80000000 0.081489250194 Long ABS-MBS CORP GB N 2 2069-12-22 Variable 2.28000000 N N N N N N MFRA Trust N/A 552762AA4 462191.79000000 PA USD 463909.90000000 0.103201079271 Long ABS-O CORP US N 2 2048-05-25 Variable 3.88000000 N N N N N N New Residential Mortgage Loan Trust N/A 64831CAA2 189663.34000000 PA USD 191327.28000000 0.042562535936 Long ABS-MBS CORP US N 2 2060-08-25 Variable 3.23000000 N N N N N N Towd Point Mortgage Trust N/A 89179JAA4 923148.84000000 PA USD 946160.73000000 0.210482269294 Long ABS-O CORP US N 2 2060-10-25 Fixed 1.75000000 N N N N N N MACQUARIE BANK LTD 4ZHCHI4KYZG2WVRT8631 55608PBE3 1075000.00000000 PA USD 1142922.78000000 0.254253820450 Long DBT CORP AU N 2 2025-01-22 Fixed 2.30000000 N N N N N N ANZ NEW ZEALAND INTL/LDN 213800VD256NU2D97H12 00182EBL2 1510000.00000000 PA USD 1556289.44000000 0.346211085097 Long DBT CORP NZ N 2 2023-02-13 Fixed 1.90000000 N N N N N N Upstart Securitization Trust 549300PN2KS41LBX8D66 916780AB5 850000.00000000 PA USD 868310.53000000 0.193163767013 Long ABS-O CORP US N 2 2029-09-20 Fixed 3.73000000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HBU8 2500000.00000000 PA USD 2635535.23000000 0.586299365875 Long DBT CORP US N 2 2023-01-30 Fixed 3.20000000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VBB8 1200000.00000000 PA USD 1313085.90000000 0.292108191819 Long DBT CORP US N 2 2024-02-15 Fixed 3.90000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2E3 1250000.00000000 PA USD 1330992.56000000 0.296091695163 Long DBT CORP FR N 2 2023-03-01 Fixed 3.50000000 N N N N N N Lanark Master Issuer PLC 213800KIOPB5OYXIVY33 513770BB2 324266.69000000 PA USD 324934.03000000 0.072284602221 Long ABS-MBS CORP GB N 2 2069-12-22 Floating 1.03000000 N N N N N N Sequoia Mortgage Trust N/A 81744FCW5 153247.32000000 PA USD 150888.38000000 0.033566525882 Long ABS-MBS CORP US N 2 2034-08-20 Floating 0.77000000 N N N N N N GMRF Mortgage Acquisition Co., LLC N/A 36417JAY5 139285.21000000 PA USD 140576.19000000 0.031272483143 Long ABS-MBS CORP US N 2 2057-11-25 Variable 3.50000000 N N N N N N PEOPLE'S UNITED FIN INC ROPY7PEPIPIDJNF0BO69 712704AA3 1660000.00000000 PA USD 1739863.93000000 0.387048940669 Long DBT CORP US N 2 2022-12-06 Fixed 3.65000000 N N N N N N DAIMLER FINANCE NA LLC 549300423Z16BB673J12 233851DU5 1210000.00000000 PA USD 1251903.34000000 0.278497561339 Long DBT CORP US N 2 2022-08-15 Fixed 2.55000000 N N N N N N BANK OF NY MELLON CORP WFLLPEPC7FZXENRZV188 06406FAD5 1400000.00000000 PA USD 1467255.06000000 0.326404557777 Long DBT CORP US N 2 2023-08-16 Fixed 2.20000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78013XZU5 1275000.00000000 PA USD 1364113.51000000 0.303459759062 Long DBT CORP CA N 2 2024-07-16 Fixed 2.55000000 N N N N N N Credit Suisse Mortgage Trust N/A 126438AG5 575000.00000000 PA USD 602643.47000000 0.134063654429 Long ABS-MBS CORP US N 2 2037-08-15 Fixed 3.53000000 N N N N N N ALIMENTATION COUCHE-TARD 549300OSW32RVX8CCZ87 01626PAJ5 800000.00000000 PA USD 827348.09000000 0.184051290608 Long DBT CORP CA N 2 2022-07-26 Fixed 2.70000000 N N N N N N PRINCIPAL LFE GLB FND II 635400WSLKBQWSOIIT41 74256LEJ4 2740000.00000000 PA USD 2747166.66000000 0.611132817493 Long DBT CORP US N 2 2024-01-08 Fixed 0.50000000 N N N N N N INTERCONTINENTALEXCHANGE 5493000F4ZO33MV32P92 45866FAM6 1420000.00000000 PA USD 1429514.00000000 0.318008707366 Long DBT CORP US N 2 2023-06-15 Fixed 0.70000000 N N N N N N PFS Financing Corp. N/A 69335PCV5 300000.00000000 PA USD 302124.84000000 0.067210485403 Long ABS-O CORP US N 2 2023-04-17 Fixed 3.19000000 N N N N N N Mach I N/A 55446MAA5 483672.16000000 PA USD 469667.24000000 0.104481853192 Long ABS-O CORP KY N 2 2039-10-15 Fixed 3.47000000 N N N N N N Falcon Aerospace Ltd N/A 30610GAA1 379292.31000000 PA USD 365161.77000000 0.081233637765 Long ABS-O CORP KY N 2 2039-09-15 Fixed 3.60000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31382LM45 1372.82000000 PA USD 1538.64000000 0.000342284802 Long ABS-MBS USGSE US N 2 2029-03-01 Fixed 6.50000000 N N N N N N IBM CORP VGRQXHF3J8VDLUA7XE92 459200JX0 1800000.00000000 PA USD 1864307.65000000 0.414732605563 Long DBT CORP US N 2 2022-05-13 Fixed 2.85000000 N N N N N N SIEMENS FINANCIERINGSMAT TAFO772JB70PDRN5VS48 82620KAE3 1500000.00000000 PA USD 1666772.57000000 0.370789086682 Long DBT CORP NL N 2 2025-05-27 Fixed 3.25000000 N N N N N N Vericrest Opportunity Loan Transferee N/A 92870EAA1 519937.02000000 PA USD 522205.82000000 0.116169549789 Long ABS-O CORP US N 2 2049-11-26 Variable 3.33000000 N N N N N N Vericrest Opportunity Loan Transferee N/A 92870DAA3 245755.89000000 PA USD 246373.03000000 0.054807975857 Long ABS-O CORP US N 2 2049-10-25 Variable 3.18000000 N N N N N N DBS Group Holdings Ltd 5493007FKT78NKPM5V55 24023KAE8 360000.00000000 PA USD 370941.37000000 0.082519363631 Long DBT CORP SG N 2 2022-04-16 Fixed 2.85000000 N N N N N N New York City Tax Lien N/A 62954VAA5 507497.00000000 PA USD 514474.68000000 0.114449685669 Long ABS-O CORP US N 2 2032-11-10 Fixed 2.19000000 N N N N N N Glencore Funding LLC 213800STG1QDNBY87K49 378272AP3 1275000.00000000 PA USD 1324876.57000000 0.294731136208 Long DBT CORP US N 2 2022-10-27 Fixed 3.00000000 N N N N N N Angel Oak Mortgage Trust N/A 03465BAA5 1385705.25000000 PA USD 1389343.83000000 0.309072478804 Long ABS-MBS CORP US N 2 2050-05-25 Variable 1.93000000 N N N N N N Oceanview Mortgage Loan Trust N/A 676477AA0 786310.20000000 PA USD 794250.67000000 0.176688461177 Long ABS-MBS CORP US N 2 2050-05-28 Variable 1.73000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31390HG33 3418.31000000 PA USD 3914.58000000 0.000870834791 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371HTA6 3486.79000000 PA USD 3982.52000000 0.000885948677 Long ABS-MBS USGSE US N 2 2029-08-01 Fixed 6.50000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YCX5 4985000.00000000 PA USD 5564310.14000000 1.237832630535 Long DBT CORP US N 2 2025-03-15 Fixed 3.80000000 N N N N N N Republic Finance Issuance Trust N/A 76042EAA7 500000.00000000 PA USD 510236.10000000 0.113506774059 Long ABS-O CORP US N 2 2030-11-20 Fixed 2.47000000 N N N N N N Morgan Stanley & Co. LLC 549300BI6Y5SI6BYPB26 61747C707 5098659.13000000 NS USD 5098659.13000000 1.134244225123 Long STIV RF US N 1 N N N WALT DISNEY COMPANY/THE 549300GZKULIZ0WOW665 254687FK7 2150000.00000000 PA USD 2243350.98000000 0.499054325679 Long DBT CORP US N 2 2024-08-30 Fixed 1.75000000 N N N N N N MERCEDES-BENZ AUTO RECEIVABLES TRUST N/A 58769VAC4 330000.00000000 PA USD 331806.02000000 0.073813340419 Long ABS-O CORP US N 2 2025-02-18 Fixed 0.55000000 N N N N N N Bayer US Finance II LLC 529900XWNEXYNJ3X6T40 07274NAA1 330000.00000000 PA USD 334024.94000000 0.074306959846 Long DBT CORP US N 2 2021-06-25 Fixed 3.50000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280BM0 1830000.00000000 PA USD 1923630.39000000 0.427929501756 Long DBT CORP GB N 2 2023-11-22 Fixed 3.03000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418MJP8 21857.53000000 PA USD 26973.83000000 0.006000579785 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 7.50000000 N N N N N N DAIMLER FINANCE NA LLC 549300423Z16BB673J12 233851DD3 520000.00000000 PA USD 550656.63000000 0.122498697535 Long DBT CORP US N 2 2023-02-22 Fixed 3.35000000 N N N N N N Freddie Mac - STACR N/A 3137G0NW5 47164.82000000 PA USD 47199.31000000 0.010499926241 Long ABS-MBS USGSE US N 2 2029-10-25 Floating 1.35000000 N N N N N N JOHN DEERE CAPITAL CORP E0KSF7PFQ210NWI8Z391 24422EVH9 710000.00000000 PA USD 717785.30000000 0.159678027231 Long DBT CORP US N 2 2023-07-05 Fixed 0.70000000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XAZ3 600000.00000000 PA USD 638153.00000000 0.141963080202 Long DBT US N 2 2025-03-15 Fixed 2.40000000 N N N N N N RMF Buyout Issuance Trust N/A 74968QAA5 1431131.06000000 PA USD 1435898.16000000 0.319428923236 Long ABS-MBS CORP US N 2 2030-02-25 Variable 2.16000000 N N N N N N Vericrest Opportunity Loan Transferee N/A 91834DAA0 1016226.96000000 PA USD 1019052.48000000 0.226697718177 Long ABS-O CORP US N 2 2049-09-25 Variable 3.35000000 N N N N N N ROPER TECHNOLOGIES INC 54930003T4SXCIWVXY35 776743AM8 950000.00000000 PA USD 962112.68000000 0.214030929188 Long DBT CORP US N 2 2025-09-15 Fixed 1.00000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38148LAC0 1750000.00000000 PA USD 1933138.03000000 0.430044564852 Long DBT CORP US N 2 2025-01-23 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31382KWD6 772.20000000 PA USD 866.16000000 0.000192685361 Long ABS-MBS USGSE US N 2 2029-06-01 Fixed 6.50000000 N N N N N N DTE ENERGY CO 549300IX8SD6XXD71I78 233331BH9 1710000.00000000 PA USD 1716565.24000000 0.381865930017 Long DBT CORP US N 2 2022-11-01 Fixed 0.55000000 N N N N N N Mello Warehouse Securitization Trust N/A 58551VAA0 840000.00000000 PA USD 840000.00000000 0.186865825859 Long ABS-MBS CORP US N 2 2053-11-25 Floating 0.95000000 N N N N N N VCAT Asset Securitization, LLC N/A 91822XAA0 576334.09000000 PA USD 583970.29000000 0.129909631569 Long ABS-O CORP US N 2 2050-08-25 Variable 3.67000000 N N N N N N DTE ENERGY CO 549300IX8SD6XXD71I78 233331BE6 1800000.00000000 PA USD 1860091.87000000 0.413794766026 Long DBT CORP US N 2 2022-11-01 Fixed 2.25000000 N N N N N N NATIONAL SECS CLEARING 549300RYC9NELN2ICA34 637639AA3 710000.00000000 PA USD 724415.26000000 0.161152923601 Long DBT CORP US N 2 2023-04-23 Fixed 1.20000000 N N N N N N CORP ANDINA DE FOMENTO UKZ46SXGNYCZK0UOZE76 219868CD6 1750000.00000000 PA USD 1777790.00000000 0.395485948279 Long DBT NUSS XX N 2 2025-09-23 Fixed 1.63000000 N N N N N N Aqua Finance Trust N/A 038370AA0 312182.93000000 PA USD 320254.79000000 0.071243661689 Long ABS-O CORP US N 2 2040-07-16 Fixed 3.14000000 N N N N N N GEORGIA-PACIFIC LLC L2EVHWFHVAQK72TMH265 37331NAJ0 4080000.00000000 PA USD 4268514.85000000 0.949570895998 Long DBT CORP US N 2 2025-09-30 Fixed 1.75000000 N N N N N N Vericrest Opportunity Loan Transferee N/A 91834UAA2 659990.40000000 PA USD 662021.19000000 0.147272781435 Long ABS-O CORP US N 2 2050-02-25 Variable 2.98000000 N N N N N N Preston Ridge Partners Mortgage Trust N/A 693585AA9 1136145.49000000 PA USD 1147101.80000000 0.255183482383 Long ABS-MBS CORP US N 2 2025-09-25 Variable 2.86000000 N N N N N N New Residential Mortgage Loan Trust 549300RCJSGOC0A85G53 64829CAD0 68415.21000000 PA USD 73050.63000000 0.016250793219 Long ABS-MBS CORP US N 2 2052-05-28 Variable 3.75000000 N N N N N N KEURIG DR PEPPER INC DYTQ8KRTKO7Y2BVU5K74 49271VAE0 930000.00000000 PA USD 941690.84000000 0.209487900620 Long DBT CORP US N 2 2021-05-25 Fixed 3.55000000 N N N N N N Vista Point Securitization Trust N/A 92838WAA2 1036124.68000000 PA USD 1045726.86000000 0.232631682520 Long ABS-MBS CORP US N 2 2065-03-25 Variable 1.76000000 N N N N N N ReadyCap lending N/A 75576QAA6 235888.01000000 PA USD 224714.56000000 0.049989847425 Long ABS-O CORP US N 2 2044-12-27 Floating 2.75000000 N N N N N N PFS Financing Corp. N/A 69335PDB8 162000.00000000 PA USD 166085.48000000 0.036947262361 Long ABS-O CORP US N 2 2023-10-15 Fixed 3.52000000 N N N N N N Verizon Owner Trust N/A 92348CAA9 2720000.00000000 PA USD 2727170.46000000 0.606684476509 Long ABS-O CORP US N 2 2025-04-21 Fixed 0.41000000 N N N N N N NORDEA BANK ABP 529900ODI3047E2LIV03 65557CBE2 1450000.00000000 PA USD 1473563.28000000 0.327807880087 Long DBT CORP FI N 2 2023-06-09 Fixed 1.00000000 N N N N N N TOYOTA MOTOR CREDIT CORP Z2VZBHUMB7PWWJ63I008 89236TGW9 1300000.00000000 PA USD 1375714.95000000 0.306040607475 Long DBT CORP US N 2 2023-03-30 Fixed 2.90000000 N N N N N N NRZ Excess Spread Collateralized Notes N/A 62955MAA4 623116.53000000 PA USD 625441.13000000 0.139135206290 Long ABS-O CORP US N 2 2025-11-25 Fixed 4.21000000 N N N N N N Silver Hill Trust N/A 82773XAA8 1073703.31000000 PA USD 1113637.34000000 0.247739001484 Long ABS-MBS CORP US N 2 2049-11-25 Variable 3.10000000 N N N N N N Nationstar HECM Loan Trust N/A 63862XAA0 843753.02000000 PA USD 845869.74000000 0.188171604207 Long ABS-O CORP US N 2 2030-09-25 Variable 1.27000000 N N N N N N Countrywide Home Loans N/A 12669FVW0 86465.53000000 PA USD 87405.83000000 0.019444241199 Long ABS-MBS CORP US N 2 2034-05-25 Fixed 5.50000000 N N N N N N Credit Suisse Commercial Mortgage Securities Corp N/A 12653BAJ9 640000.00000000 PA USD 624930.30000000 0.139021567397 Long ABS-MBS CORP US N 2 2035-08-15 Floating 1.61000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912796A41 1350000.00000000 PA USD 1349590.77000000 0.300229040248 Long STIV UST US N 2 2021-06-03 None 0.00000000 N N N N N N Freddie Mac N/A 3128M7S49 10109.46000000 PA USD 12102.49000000 0.002692311653 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 8.00000000 N N N N N N SFS Asset Securitization LLC N/A 78416EAE3 814000.00000000 PA USD 815029.22000000 0.181310843208 Long ABS-O CORP US N 2 2025-06-10 Fixed 4.24000000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KAS9 1550000.00000000 PA USD 1571517.89000000 0.349598795676 Long DBT CORP US N 2 2021-09-01 Fixed 2.40000000 N N N N N N NONGHYUP BANK 988400GSDJCW3LKJBD20 65540JAE8 690000.00000000 PA USD 703572.51000000 0.156516259682 Long DBT CORP KR N 2 2025-07-20 Fixed 1.25000000 N N N N N N Santander Retail Auto Lease Trust N/A 80286KAC6 1330000.00000000 PA USD 1359840.94000000 0.302509286060 Long ABS-O CORP US N 2 2023-07-20 Fixed 1.74000000 N N N N N N SoFi Consumer Loan Program Trust N/A 78471WAB1 33725.65000000 PA USD 33821.28000000 0.007523858831 Long ABS-O CORP US N 2 2027-04-26 Fixed 3.35000000 N N N N N N FREED ABS Trust 549300S83C1QQOPJBY76 35634BAB1 560000.00000000 PA USD 567886.59000000 0.126331662660 Long ABS-O CORP US N 2 2025-10-20 Fixed 4.61000000 N N N N N N New Residential Mortgage Loan Trust N/A 64829EAA2 142463.92000000 PA USD 152453.50000000 0.033914701407 Long ABS-MBS CORP US N 2 2055-08-25 Variable 3.75000000 N N N N N N Cascade Funding Mortgage Trust 549300HU3WTU5KNK1B36 147271AA8 631943.08000000 PA USD 640466.73000000 0.142477790996 Long ABS-MBS CORP US N 2 2069-06-25 Variable 2.80000000 N N N N N N PFS Financing Corp. N/A 69335PCQ6 275000.00000000 PA USD 275581.93000000 0.061305767787 Long ABS-O CORP US N 2 2023-02-15 Fixed 2.89000000 N N N N N N Glencore Funding LLC 213800STG1QDNBY87K49 378272AT5 1225000.00000000 PA USD 1349370.10000000 0.300179950150 Long DBT CORP US N 2 2024-03-12 Fixed 4.13000000 N N N N N N Lanark Master Issuer PLC 213800KIOPB5OYXIVY33 513770AZ0 378000.00000000 PA USD 378134.57000000 0.084119557987 Long ABS-MBS CORP GB N 2 2069-12-22 Floating 0.68000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PAY2 4770000.00000000 PA USD 5256960.90000000 1.169459928678 Long DBT CORP US N 2 2024-12-05 Fixed 4.02000000 N N N N N N New Residential AP Advance Receivables Trust N/A 64831JAA7 470000.00000000 PA USD 470131.60000000 0.104585154400 Long ABS-O CORP US N 2 2052-12-16 Fixed 1.03000000 N N N N N N Fair Square Issuance Trust N/A 303394AA8 300000.00000000 PA USD 303473.94000000 0.067510605267 Long ABS-O CORP US N 2 2024-09-20 Fixed 2.90000000 N N N N N N AON CORP LTS3U8DGK38SETRUWX71 037389BD4 575000.00000000 PA USD 594685.24000000 0.132293272022 Long DBT CORP US N 2 2022-11-15 Fixed 2.20000000 N N N N N N RAYTHEON TECH CORP I07WOS4YJ0N7YRFE7309 75513ECE9 1275000.00000000 PA USD 1311615.48000000 0.291781083190 Long DBT CORP US N 2 2022-03-15 Fixed 2.80000000 N N N N N N SUMITOMO MITSUI TR BK LT 5493006GGLR4BTEL8O61 86563VAQ2 2350000.00000000 PA USD 2372847.17000000 0.527861959595 Long DBT CORP JP N 2 2023-09-12 Fixed 0.80000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 451.00000000 NC USD 91621.55000000 0.020382067389 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long 2 Year US Treasury Note TUH1 Comdty 2021-03-31 99568807.91000000 USD 91621.55000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EGTR5 43045.96000000 PA USD 50259.02000000 0.011180587237 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 7.00000000 N N N N N N LHFC Depositor, LLC N/A 50201TAA6 235000.00000000 PA USD 237031.48000000 0.052729861029 Long ABS-MBS CORP US N 2 2024-10-25 Fixed 3.23000000 N N N N N N Credit Suisse Mortgage Trust N/A 126390AA1 2125000.00000000 PA USD 2139791.28000000 0.476016505600 Long ABS-MBS CORP US N 2 2035-12-15 Floating 3.25000000 N N N N N N IBM CORP VGRQXHF3J8VDLUA7XE92 459200JY8 1175000.00000000 PA USD 1273470.21000000 0.283295312498 Long DBT CORP US N 2 2024-05-15 Fixed 3.00000000 N N N N N N Resimac N/A 76120LAA6 473821.82000000 PA USD 473170.50000000 0.105261186017 Long ABS-MBS CORP AU N 2 2051-02-10 Floating 1.10000000 N N N N N N MFRA Trust N/A 55281WAA1 324060.46000000 PA USD 325772.50000000 0.072471127684 Long ABS-O CORP US N 2 2048-07-25 Variable 4.16000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375BLN0 113187.06000000 PA USD 113504.80000000 0.025250200227 Long ABS-MBS USGA US N 2 2061-03-20 Floating 0.64000000 N N N N N N OSCAR US Funding Trust N/A 68784EAB4 113610.00000000 PA USD 114201.77000000 0.025405247697 Long ABS-O CORP JP N 2 2022-08-10 Fixed 2.49000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31390NW99 13511.18000000 PA USD 15146.88000000 0.003369564571 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 6.50000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RAV4 1175000.00000000 PA USD 1245149.25000000 0.276995051094 Long DBT CORP FR N 2 2025-01-22 Fixed 2.63000000 N N N N N N AMERICAN HONDA FINANCE B6Q2VFHD1797Q7NZ3E43 02665WDN8 1200000.00000000 PA USD 1219152.88000000 0.271211916393 Long DBT CORP US N 2 2025-09-10 Fixed 1.00000000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 404119BN8 1600000.00000000 PA USD 1800765.41000000 0.400597042284 Long DBT CORP US N 2 2024-03-15 Fixed 5.00000000 N N N N N N BP CAP MARKETS AMERICA 5493009NTB34VXE1T760 10373QBJ8 2565000.00000000 PA USD 2824245.73000000 0.628279774722 Long DBT CORP US N 2 2025-04-06 Fixed 3.19000000 N N N N N N MONDELEZ INTL HLDINGS NE 549300CW356R8I7N8D33 60920LAE4 1160000.00000000 PA USD 1193631.96000000 0.265534549973 Long DBT CORP NL N 2 2022-09-19 Fixed 2.13000000 N N N N N N MET LIFE GLOB FUNDING I 635400MMSOCXNNNZDZ82 59217GBX6 1250000.00000000 PA USD 1264933.40000000 0.281396219581 Long DBT CORP US N 2 2021-09-15 Fixed 1.95000000 N N N N N N Vericrest Opportunity Loan Transferee N/A 91834YAA4 713636.04000000 PA USD 715712.72000000 0.159216962501 Long ABS-O CORP US N 2 2049-10-25 Variable 3.23000000 N N N N N N WESTPAC BANKING CORP EN5TNI6CI43VEPAMHL14 961214EJ8 680000.00000000 PA USD 704081.25000000 0.156629433635 Long DBT CORP AU N 2 2023-01-13 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375BVQ2 485424.70000000 PA USD 486946.99000000 0.108325894566 Long ABS-MBS USGA US N 2 2062-09-20 Floating 0.70000000 N N N N N N FOX CORP 549300DDU6FDRBIELS05 35137LAG0 1200000.00000000 PA USD 1322360.88000000 0.294171497530 Long DBT CORP US N 2 2024-01-25 Fixed 4.03000000 N N N N N N Pepper Residential Securities Trust N/A 71338AAA9 249023.64000000 PA USD 248536.86000000 0.055289340000 Long ABS-MBS CORP AU N 2 2060-06-20 Floating 1.10000000 N N N N N N Cascade Funding Mortgage Trust N/A 12529LAD2 1625000.00000000 PA USD 1623375.00000000 0.361134892922 Long ABS-MBS CORP US N 2 2030-12-26 Variable 2.72000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371HQX9 2753.93000000 PA USD 3120.57000000 0.000694199869 Long ABS-MBS USGSE US N 2 2029-07-01 Fixed 6.50000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ABM8 1380000.00000000 PA USD 1397283.71000000 0.310838779082 Long DBT CORP US N 2 2023-09-18 Fixed 1.25000000 N N N N N N OSCAR US Funding Trust 353800SUUA8QI9Y7NC83 68784YAD6 830000.00000000 PA USD 846851.95000000 0.188390105973 Long ABS-O CORP JP N 2 2023-05-10 Fixed 3.18000000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162CV0 1350000.00000000 PA USD 1421759.20000000 0.316283579858 Long DBT CORP US N 2 2025-02-21 Fixed 1.90000000 N N N N N N PFS Financing Corp. N/A 69335PDX0 960000.00000000 PA USD 967010.69000000 0.215120537145 Long ABS-O CORP US N 2 2026-02-15 Fixed 0.97000000 N N N N N N LUNAR AIRCRAFT 2020-1 LIMITED N/A 55037LAA2 179471.69000000 PA USD 170398.10000000 0.037906644858 Long ABS-O CORP US N 2 2045-02-15 Fixed 3.38000000 N N N N N N CANADIAN NATL RESOURCES 549300T15RIMIKZC5Q38 136385AW1 1250000.00000000 PA USD 1307722.53000000 0.290915060194 Long DBT CORP CA N 2 2023-01-15 Fixed 2.95000000 N N N N N N ABN AMRO Bank NV BFXS5XCH7N0Y05NIXW11 00084DAT7 650000.00000000 PA USD 663084.53000000 0.147509331325 Long DBT CORP NL N 2 2021-08-27 Fixed 3.40000000 N N N N N N Gosforth Funding plc 213800GD24WOLHNGMP34 38312RAA1 152737.09000000 PA USD 152952.14000000 0.034025628521 Long ABS-MBS CORP GB N 2 2060-08-25 Floating 0.66000000 N N N N N N GILEAD SCIENCES INC 549300WTZWR07K8MNV44 375558BW2 2210000.00000000 PA USD 2217041.94000000 0.493201634622 Long DBT CORP US N 2 2023-09-29 Fixed 0.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36296DNA2 73159.63000000 PA USD 85144.52000000 0.018941191722 Long ABS-MBS USGA US N 2 2038-11-15 Fixed 6.00000000 N N N N N N Starbucks Corp OQSJ1DU9TAOC51A47K68 855244AJ8 2080000.00000000 PA USD 2082548.15000000 0.463282238026 Long DBT CORP US N 2 2021-02-04 Fixed 2.10000000 N N N N N N DUPONT DE NEMOURS INC 5493004JF0SDFLM8GD76 26614NAA0 1670000.00000000 PA USD 1692701.33000000 0.376557180909 Long DBT CORP US N 2 2023-05-01 Fixed 2.17000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05583JAG7 625000.00000000 PA USD 660915.33000000 0.147026772575 Long DBT CORP FR N 2 2025-01-14 Fixed 2.38000000 N N N N N N AMERICAN ELECTRIC POWER 1B4S6S7G0TW5EE83BO58 025537AR2 1500000.00000000 PA USD 1519256.46000000 0.337972753678 Long DBT CORP US N 2 2025-11-01 Fixed 1.00000000 N N N N N N North Carolina State Education Authority N/A 658262GC8 55908.84000000 PA USD 55958.04000000 0.012448387331 Long ABS-O CORP US N 2 2025-07-25 Floating 1.01000000 N N N N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 718172AV1 1700000.00000000 PA USD 1785754.56000000 0.397257738853 Long DBT CORP US N 2 2023-03-06 Fixed 2.63000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46649XAA5 1100000.00000000 PA USD 1177586.19000000 0.261965018946 Long ABS-MBS CORP US N 2 2031-07-05 Fixed 4.13000000 N N N N N N NXP BV/NXP FDG/NXP USA N/A 62954HAE8 1540000.00000000 PA USD 1658837.15000000 0.369023778572 Long DBT CORP XX N 2 2025-05-01 Fixed 2.70000000 N N N N N N CREDIT SUISSE NEW YORK 549300D0YARF5HYP1809 22550L2D2 2360000.00000000 PA USD 2396528.74000000 0.533130145471 Long DBT CORP CH N 2 2023-05-05 Fixed 1.00000000 N N N N N N ALIBABA GROUP HOLDING 5493001NTNQJDH60PM02 01609WAS1 1275000.00000000 PA USD 1342260.81000000 0.298598422356 Long DBT CORP KY N 2 2023-06-06 Fixed 2.80000000 N N N N N N NUCOR CORP 549300GGJCRSI2TIEJ46 670346AR6 975000.00000000 PA USD 1033617.83000000 0.229937915983 Long DBT CORP US N 2 2025-06-01 Fixed 2.00000000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NAY1 750000.00000000 PA USD 804687.98000000 0.179010338026 Long DBT CORP CA N 2 2025-01-15 Fixed 2.50000000 N N N N N N Foundation Finance Trust 5493002KPTN6JUQ40J20 35041JAA3 335713.52000000 PA USD 347547.22000000 0.077315117012 Long ABS-O CORP US N 2 2034-11-15 Fixed 3.86000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MR9 3180000.00000000 PA USD 3277654.49000000 0.729144777566 Long DBT CORP US N 2 2024-05-15 Fixed 1.68000000 N N N N N N DEUTSCHE TELEKOM INT FIN 529900ERDFHS6C1M4U58 25156PAU7 1260000.00000000 PA USD 1271767.20000000 0.282916462058 Long DBT CORP NL N 2 2021-09-19 Fixed 1.95000000 N N N N N N BMW FINANCE NV 5299006ZHG3IXU0PNJ56 05600LAB2 1895000.00000000 PA USD 2010643.44000000 0.447286365386 Long DBT CORP NL N 2 2024-08-14 Fixed 2.40000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJH3 1820000.00000000 PA USD 1837770.13000000 0.408829087002 Long DBT CORP US N 2 2024-10-24 Fixed 0.81000000 N N N N N N EQUITABLE FINANCIAL LIFE 635400B4JJBON4TCHF02 29449WAC1 2130000.00000000 PA USD 2132133.79000000 0.474313025608 Long DBT CORP US N 2 2023-11-17 Fixed 0.50000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05583JAF9 1200000.00000000 PA USD 1306204.80000000 0.290577427016 Long DBT CORP FR N 2 2023-09-12 Fixed 4.00000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967MF5 1540000.00000000 PA USD 1675042.51000000 0.372628811882 Long DBT CORP US N 2 2025-04-24 Fixed 3.35000000 N N N N N N TVC Mortgage Trust 2020-RTL1 N/A 90114YAA7 300000.00000000 PA USD 303430.95000000 0.067501041741 Long ABS-MBS CORP US N 2 2024-09-25 Fixed 3.47000000 N N N N N N ECMC Group Student Loan Trust N/A 26833BAB9 1050000.00000000 PA USD 1064673.65000000 0.236846572473 Long ABS-O CORP US N 2 2070-01-27 Floating 1.17000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412P2K6 71699.13000000 PA USD 75585.97000000 0.016814803223 Long ABS-MBS USGSE US N 2 2024-07-01 Fixed 4.50000000 N N N N N N Resimac N/A 76119UAA9 331725.90000000 PA USD 331700.22000000 0.073789804223 Long ABS-MBS CORP AU N 2 2057-09-05 Floating 1.08000000 N N N N N N American Express Co R4PP93JZOLY261QX3811 025816CB3 700000.00000000 PA USD 701334.14000000 0.156018313422 Long DBT CORP US N 2 2021-02-22 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31391C5N1 4867.42000000 PA USD 5557.56000000 0.001236330999 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 6.50000000 N N N N N N Kubota Credit Owner Trust N/A 50116YAC5 675000.00000000 PA USD 679106.03000000 0.151073463264 Long ABS-O CORP US N 2 2024-10-15 Fixed 0.59000000 N N N N N N Pepper Residential Securities Trust N/A 71338BAA7 239898.12000000 PA USD 239547.64000000 0.053289604263 Long ABS-MBS CORP AU N 2 2060-08-18 Floating 1.11000000 N N N N N N BANCO SANTANDER CHILE 3YJP8HORPAEXJ80D6368 05970FAC5 800000.00000000 PA USD 848008.00000000 0.188647280066 Long DBT CORP CL N 2 2025-01-10 Fixed 2.70000000 N N N N N N New Residential Advance Receivables Trust Advance 549300RNWDDBV4LFKJ17 62942QDB6 675000.00000000 PA USD 677472.05000000 0.150709969190 Long ABS-O CORP US N 2 2052-10-15 Fixed 1.32000000 N N N N N N SKY LTD 2138003TS48MQKF4BZ29 111013AL2 2330000.00000000 PA USD 2596683.27000000 0.577656385409 Long DBT CORP GB N 2 2024-09-16 Fixed 3.75000000 N N N N N N AMPHENOL CORP 549300D3L3G0R4U4VT04 032095AK7 1250000.00000000 PA USD 1321539.98000000 0.293988880677 Long DBT CORP US N 2 2025-03-01 Fixed 2.05000000 N N N N N N PEPSICO INC FJSUNZKFNQ5YPJ5OT455 713448EY0 630000.00000000 PA USD 639204.77000000 0.142197056237 Long DBT CORP US N 2 2023-05-01 Fixed 0.75000000 N N N N N N 2021-01-20 MORGAN STANLEY INSTITUTIONAL FUND TRUST Francis Smith Francis Smith Principal Financial Officer XXXX