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 2023-09-30 2023-03-31 N 404629955.99 339598.02 404290357.97 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 USD N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416SMM0 10580.07000000 PA USD 10549.85000000 0.002609473560 Long ABS-MBS USGSE US N 2 2024-06-01 Fixed 4.50000000 N N N N N N Octane Receivables Trust N/A 67571BAA1 890622.80000000 PA USD 893099.27000000 0.220905409291 Long ABS-O CORP US N 2 2029-05-21 Fixed 5.87000000 N N N N N N Cascade Funding Mortgage Trust N/A 12527LAA0 1186600.60000000 PA USD 1130541.91000000 0.279636129755 Long ABS-MBS CORP US N 2 2036-06-25 Variable 0.90000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416JAZ4 24728.85000000 PA USD 26117.08000000 0.006459980923 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 6.00000000 N N N N N N Residential Mortgage Loan Trust N/A 76123MAA1 225523.08000000 PA USD 218356.09000000 0.054009719919 Long ABS-MBS CORP US N 2 2060-05-25 Variable 1.65000000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAP7 1250000.00000000 PA USD 1235988.93000000 0.305718131940 Long DBT CORP US N 2 2027-08-15 Fixed 4.95000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XBW5 1250000.00000000 PA USD 1231901.10000000 0.304707019525 Long DBT CORP US N 2 2024-04-13 Fixed 3.95000000 N N N N N N BANQUE FED CRED MUTUEL VBHFXSYT7OG62HNT8T76 06675FAT4 3480000.00000000 PA USD 3314580.01000000 0.819851362927 Long DBT CORP FR N 2 2024-11-21 Fixed 2.38000000 N N N N N N Aqua Finance Trust N/A 03842VAA5 545565.78000000 PA USD 489794.39000000 0.121149164293 Long ABS-O CORP US N 2 2046-07-17 Fixed 1.54000000 N N N N N N Hospitality Mortgage Trust N/A 40443RAN1 382841.34000000 PA USD 362508.87000000 0.089665475036 Long ABS-MBS CORP US N 2 2036-11-15 Floating 7.03000000 N N N N N N TLWND 2019-1 N/A 87404LAA0 448191.85000000 PA USD 411222.75000000 0.101714706248 Long ABS-O CORP KY N 2 2044-12-15 Variable 3.97000000 N N N N N N NRZ Excess Spread Collateralized Notes N/A 65246QAA7 1154191.50000000 PA USD 1054616.40000000 0.260856183980 Long ABS-O CORP US N 2 2026-11-25 Fixed 3.47000000 N N N N N N BX Trust N/A 05609TAE0 820000.00000000 PA USD 777166.81000000 0.192229865164 Long ABS-MBS CORP US N 2 2039-01-15 Floating 6.41000000 N N N N N N MITSUBISHI CORP KVIPTY4PULAPGC1VVD26 606769AG2 2610000.00000000 PA USD 2305739.25000000 0.570317645361 Long DBT CORP JP N 2 2026-07-15 Fixed 1.13000000 N N N N N N ASSURANT INC H3F39CAXWQRVWURFXL38 04621XAP3 925000.00000000 PA USD 943929.29000000 0.233478061346 Long DBT CORP US N 2 2026-02-27 Fixed 6.10000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31378XA63 1398.30000000 PA USD 1438.07000000 0.000355702274 Long ABS-MBS USGSE US N 2 2028-02-01 Fixed 6.50000000 N N N N N N Blackbird Capital Aircraft N/A 09229CAA7 686131.35000000 PA USD 596076.68000000 0.147437767992 Long ABS-O CORP US N 2 2046-07-15 Fixed 2.44000000 N N N N N N AUST & NZ BANKING GROUP JHE42UYNWWTJB8YTTU19 052528AK2 2500000.00000000 PA USD 2416522.53000000 0.597719555354 Long DBT CORP AU N 2 2026-05-19 Fixed 4.40000000 N N N N N N Golub Capital Partners Funding N/A 38177UAA8 1360000.00000000 PA USD 1282463.54000000 0.317213486475 Long ABS-O CORP KY N 2 2029-01-22 Fixed 3.21000000 N N N N N N Bayer US Finance LLC 54930093Q75GSEM74I71 07274EAG8 1740000.00000000 PA USD 1692616.53000000 0.418663590815 Long DBT CORP US N 2 2024-10-08 Fixed 3.38000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBH8 2000000.00000000 PA USD 1886069.46000000 0.466513589260 Long DBT CORP US N 2 2026-03-13 Fixed 2.01000000 N N N N N N Bankers Healthcare Group Securitization Trust N/A 08860FAA6 1525000.00000000 PA USD 1514032.20000000 0.374491295711 Long ABS-O CORP US N 2 2036-04-17 Fixed 5.55000000 N N N N N N DAIMLER TRUCK FINAN NA 5493003HSDTSCZRXBA58 233853AF7 2025000.00000000 PA USD 1824754.88000000 0.451347612929 Long DBT CORP US N 2 2026-12-14 Fixed 2.00000000 N N N N N N Aimco N/A 00900PAL9 1725000.00000000 PA USD 1703730.75000000 0.421412659593 Long ABS-CBDO CORP KY N 2 2032-01-15 Floating 5.89000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31387KBA0 4723.54000000 PA USD 4930.92000000 0.001219648181 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 6.50000000 N N N N N N TSMC GLOBAL LTD 549300N2ZLI21P85T117 872882AE5 1575000.00000000 PA USD 1434665.77000000 0.354860248758 Long DBT CORP VG N 2 2025-09-28 Fixed 0.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31300LTA3 130333.75000000 PA USD 132960.00000000 0.032887254761 Long ABS-MBS USGSE US N 2 2036-01-01 Floating 3.88000000 N N N N N N NBN CO LTD 2549007CRZ2NT7S96A24 62878U2A9 2770000.00000000 PA USD 2505454.61000000 0.619716636968 Long DBT CORP AU N 2 2026-05-05 Fixed 1.45000000 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254BY5 4795000.00000000 PA USD 4612659.24000000 1.140927343199 Long DBT CORP GB N 2 2025-01-12 Fixed 0.99000000 N N N N N N RMF Proprietary Issuance Trust N/A 74970FAA5 2225000.00000000 PA USD 1721688.54000000 0.425854464757 Long ABS-MBS CORP US N 2 2062-08-25 Variable 4.00000000 N N N N N N Verus Securitization Trust N/A 92538FAA2 628186.04000000 PA USD 531915.90000000 0.131567792680 Long ABS-MBS CORP US N 2 2066-02-25 Variable 1.03000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31390QQS7 36798.52000000 PA USD 38966.80000000 0.009638320388 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 6.50000000 N N N N N N F&G ANNUITIES & LIFE INC N/A 30190AAA2 1650000.00000000 PA USD 1661471.41000000 0.410959939371 Long DBT CORP US N 2 2028-01-13 Fixed 7.40000000 N N N N N N Loanpal Solar Loan Ltd. N/A 53948QAA4 1310591.31000000 PA USD 1032512.67000000 0.255388893067 Long ABS-O CORP US N 2 2048-03-20 Fixed 2.22000000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBH5 1500000.00000000 PA USD 1424917.22000000 0.352448974334 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 1212069.77000000 0.299801799895 Long DBT CORP NL N 2 2024-10-24 Fixed 2.88000000 N N N N N N Vericrest Opportunity Loan Transferee N/A 92873AAA6 974179.75000000 PA USD 916148.06000000 0.226606457942 Long ABS-O CORP US N 2 2051-02-27 Variable 2.24000000 N N N N N N SMB Private Education Loan Trust N/A 78449MAA4 609803.05000000 PA USD 545619.57000000 0.134957354100 Long ABS-O CORP US N 2 2053-03-17 Fixed 1.34000000 N N N N N N Madison Park Funding Ltd N/A 55820NAN1 2197698.16000000 PA USD 2180580.29000000 0.539359954303 Long ABS-CBDO CORP KY N 2 2029-10-20 Floating 6.06000000 N N N N N N NEWDAY FUNDING 213800GBPRAJHSB5YK19 65120LAB7 1175000.00000000 PA USD 1160501.71000000 0.287046595874 Long ABS-O CORP GB N 2 2029-07-15 Floating 5.66000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RBG3 325000.00000000 PA USD 321178.20000000 0.079442458537 Long DBT CORP US N 2 2026-01-15 Fixed 4.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31389FLF7 2470.61000000 PA USD 2610.75000000 0.000645761133 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 6.50000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CM9 3950000.00000000 PA USD 3772316.52000000 0.933071107345 Long DBT CORP DE N 2 2023-11-08 Fixed 0.96000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAV7 850000.00000000 PA USD 763940.02000000 0.188958258573 Long DBT CORP IE N 2 2026-10-29 Fixed 2.45000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31356FG47 92.38000000 PA USD 92.53000000 0.000022887016 Long ABS-MBS USGSE US N 2 2024-04-01 Fixed 6.50000000 N N N N N N Credit Suisse Mortgage Trust N/A 22946DAA0 898002.75000000 PA USD 717658.11000000 0.177510567801 Long ABS-MBS CORP US N 2 2066-05-25 Variable 0.94000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RCN4 3080.44000000 PA USD 3020.68000000 0.000747156082 Long ABS-MBS USGA US N 2 2063-05-20 Floating 4.85000000 N N N N N N Dryden Senior Loan Fund 549300YIDGL7GPSLZ840 26245RAA8 750000.00000000 PA USD 740820.75000000 0.183239776906 Long ABS-CBDO CORP KY N 2 2031-07-17 Floating 5.79000000 N N N N N N Preston Ridge Partners Mortgage Trust N/A 69360MAA8 1006407.89000000 PA USD 913585.58000000 0.225972636247 Long ABS-MBS CORP US N 2 2026-09-25 Variable 1.74000000 N N N N N N Cartiga Asset Finance Trust LLC N/A 14677YAA6 1305699.44000000 PA USD 1304132.60000000 0.322573263074 Long ABS-O CORP US N 2 2035-03-15 Fixed 7.00000000 N N N N N N RMF Buyout Issuance Trust N/A 76971EAA2 1501768.50000000 PA USD 1399995.30000000 0.346284612630 Long ABS-MBS CORP US N 2 2050-10-25 Variable 1.72000000 N N N N N N HALEON US CAPITAL LLC 549300N8C3A3L0UVQB07 36264FAH4 750000.00000000 PA USD 729311.64000000 0.180393033279 Long DBT CORP US N 2 2024-03-24 Fixed 3.02000000 N N N N N N VMC Finance LLC N/A 91835TAA4 1379868.73000000 PA USD 1342966.62000000 0.332178740730 Long ABS-CBDO CORP US N 2 2037-01-18 Floating 6.41000000 N N N N N N Pretium Mortgage Credit Partners LLC N/A 741389AA8 530299.07000000 PA USD 505331.16000000 0.124992137467 Long ABS-O CORP US N 2 2060-09-27 Variable 2.24000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31385JB98 59478.72000000 PA USD 63407.60000000 0.015683678512 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 7.00000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBK1 4500000.00000000 PA USD 4213133.33000000 1.042105815027 Long DBT CORP US N 2 2026-04-22 Fixed 2.08000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RML3 2840000.00000000 PA USD 2614137.98000000 0.646599140559 Long DBT CORP US N 2 2026-03-25 Fixed 1.70000000 N N N N N N Towd Point Mortgage Trust N/A 89173HAA4 9889.72000000 PA USD 9694.20000000 0.002397831115 Long ABS-MBS CORP US N 2 2057-04-25 Variable 2.75000000 N N N N N N Mosaic Solar Loans LLC N/A 61947DAB5 915648.21000000 PA USD 742181.31000000 0.183576307316 Long ABS-O CORP US N 2 2046-12-20 Fixed 2.05000000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 96950FAM6 1330000.00000000 PA USD 1316707.13000000 0.325683535123 Long DBT CORP US N 2 2024-03-04 Fixed 4.30000000 N N N N N N New York Mortgage Trust N/A 62955DAA4 1509686.54000000 PA USD 1481540.55000000 0.366454584135 Long ABS-MBS CORP US N 2 2060-10-25 Variable 2.94000000 N N N N N N Headlands Residential N/A 42210JAA4 1940000.00000000 PA USD 1833933.60000000 0.453617941622 Long ABS-MBS CORP US N 2 2026-09-25 Variable 2.49000000 N N N N N N Imperial Fund LLC N/A 452762AA5 894408.42000000 PA USD 745364.11000000 0.184363563292 Long ABS-MBS CORP US N 2 2056-11-25 Variable 1.60000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31390ABQ2 3437.10000000 PA USD 3626.22000000 0.000896934574 Long ABS-MBS USGSE US N 2 2032-06-01 Fixed 6.50000000 N N N N N N MFRA Trust N/A 55282YAA6 783533.23000000 PA USD 743802.14000000 0.183977214726 Long ABS-O CORP US N 2 2060-03-25 Variable 2.36000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375BUB6 84.88000000 PA USD 84.19000000 0.000020824142 Long ABS-MBS USGA US N 2 2062-05-20 Floating 5.02000000 N N N N N N NEWDAY FUNDING 213800GBPRAJHSB5YK19 65120LAA9 1760000.00000000 PA USD 1746159.78000000 0.431907352123 Long ABS-O CORP GB N 2 2029-03-15 Floating 5.81000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2L7 3150000.00000000 PA USD 2895301.74000000 0.716144148116 Long DBT CORP FR N 2 2026-06-09 Fixed 2.22000000 N N N N N N Safina Ltd N/A 78657AAB5 80271.15000000 PA USD 78841.52000000 0.019501212048 Long DBT CORP KY N 2 2023-12-30 Fixed 2.00000000 N N N N N N Towd Point Asset Funding, LLC N/A 89180DAA4 902827.26000000 PA USD 845324.48000000 0.209088459157 Long ABS-O CORP US N 2 2063-02-25 Variable 0.92000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CU7 1475000.00000000 PA USD 1486678.95000000 0.367725551869 Long DBT CORP US N 2 2027-05-01 Fixed 5.04000000 N N N N N N Arbor Realty Collateralized Loan Obligation Ltd N/A 03880KAA2 1200000.00000000 PA USD 1176968.28000000 0.291119552271 Long ABS-CBDO CORP KY N 2 2034-08-15 Floating 5.75000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PDM5 2120000.00000000 PA USD 2135666.61000000 0.528250691093 Long DBT CORP US N 2 2025-12-15 Fixed 5.55000000 N N N N N N Start Ltd. 549300VIQYFIDJQCKZ43 85572RAA7 1259772.49000000 PA USD 1096071.10000000 0.271109878925 Long ABS-O CORP BM N 2 2043-05-15 Fixed 4.09000000 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 25746UDJ5 2355000.00000000 PA USD 2122600.78000000 0.525018897472 Long DBT CORP US N 2 2026-04-15 Fixed 1.45000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBZ7 2000000.00000000 PA USD 1960567.56000000 0.484940469479 Long DBT CORP GB N 2 2026-08-09 Fixed 5.30000000 N N N N N N Pretium Mortgage Credit Partners LLC N/A 69362GAA9 782028.84000000 PA USD 739728.12000000 0.182969518173 Long ABS-O CORP US N 2 2051-07-25 Variable 2.49000000 N N N N N N FMC GMSR Issuer Trust N/A 30259RAP0 1600000.00000000 PA USD 1601000.00000000 0.396002518595 Long ABS-O CORP US N 2 2027-07-25 Fixed 7.90000000 N N N N N N New Residential Advance Receivables Trust Advance 549300RNWDDBV4LFKJ17 62942QCW1 1380000.00000000 PA USD 1346816.93000000 0.333131103289 Long ABS-O CORP US N 2 2053-09-15 Fixed 1.48000000 N N N N N N JDE PEET'S NV 724500EHG519SE5ZRT89 47216QAA1 3025000.00000000 PA USD 2820495.24000000 0.697640986087 Long DBT CORP NL N 2 2024-09-24 Fixed 0.80000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418MJT0 11070.28000000 PA USD 11891.19000000 0.002941249961 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 899570.88000000 0.222506142495 Long ABS-O CORP US N 2 2037-09-17 Fixed 2.11000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412UCT5 12086.31000000 PA USD 12051.78000000 0.002980971413 Long ABS-MBS USGSE US N 2 2024-06-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31384V4M1 7314.86000000 PA USD 7579.09000000 0.001874665039 Long ABS-MBS USGSE US N 2 2030-08-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31380EJH8 98.99000000 PA USD 102.27000000 0.000025296175 Long ABS-MBS USGSE US N 2 2028-08-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417VP31 25403.56000000 PA USD 25603.00000000 0.006332824786 Long ABS-MBS USGSE US N 2 2024-12-01 Fixed 5.00000000 N N N N N N EASTERN ENERGY GAS 549300BFOD6TDMVV4O24 257375AE5 2050000.00000000 PA USD 2029690.67000000 0.502037862142 Long DBT CORP US N 2 2023-11-01 Fixed 3.55000000 N N N N N N SYNCHRONY BANK 549300UATVPGSLE43Z27 87166FAD5 1480000.00000000 PA USD 1389429.86000000 0.343671282930 Long DBT CORP US N 2 2025-08-22 Fixed 5.40000000 N N N N N N SONOCO PRODUCTS CO GKOMIK4RDJGHEF0VNP11 835495AM4 1460000.00000000 PA USD 1375062.30000000 0.340117510322 Long DBT CORP US N 2 2025-02-01 Fixed 1.80000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128PQQY0 27711.18000000 PA USD 27632.02000000 0.006834696760 Long ABS-MBS USGSE US N 2 2024-12-01 Fixed 4.50000000 N N N N N N Legacy Mortgage Asset Trust N/A 52474KAA1 847728.93000000 PA USD 840681.42000000 0.207940012277 Long ABS-MBS CORP US N 2 2060-02-25 Variable 3.25000000 N N N N N N TTAN N/A 87303TAA5 838113.21000000 PA USD 814184.11000000 0.201385982611 Long ABS-MBS CORP US N 2 2038-03-15 Floating 5.54000000 N N N N N N Carlyle Global Market Strategies 549300VC6J79YJCFU884 14315JAQ2 2225000.00000000 PA USD 2206083.05000000 0.545667985028 Long ABS-CBDO CORP KY N 2 2031-07-20 Floating 5.86000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31382M2J2 4675.49000000 PA USD 4852.92000000 0.001200355117 Long ABS-MBS USGSE US N 2 2029-03-01 Fixed 6.50000000 N N N N N N Brean Asset Backed Securities Trust N/A 10638AAA4 1867164.14000000 PA USD 1769442.74000000 0.437666322017 Long ABS-MBS CORP US N 2 2063-01-25 Variable 5.25000000 N N N N N N EQUITABLE FINANCIAL LIFE 635400B4JJBON4TCHF02 29449WAA5 3300000.00000000 PA USD 3054272.40000000 0.755465061134 Long DBT CORP US N 2 2025-07-07 Fixed 1.40000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CFX4 10350000.00000000 PA USD 10392451.15000000 2.570541430219 Long DBT UST US N 2 2024-11-30 Fixed 4.50000000 N N N N N N Imperial Fund LLC N/A 452766AA6 1345418.93000000 PA USD 1195848.57000000 0.295789535027 Long ABS-MBS CORP US N 2 2067-02-25 Variable 2.49000000 N N N N N N Brean Asset Backed Securities Trust N/A 10638CAA0 1754114.96000000 PA USD 1513227.44000000 0.374292240754 Long ABS-MBS CORP US N 2 2063-10-25 Variable 1.40000000 N Y N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAU9 2000000.00000000 PA USD 1872211.94000000 0.463085973506 Long DBT CORP IE N 2 2024-10-29 Fixed 1.65000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133TM7G5 146823.97000000 PA USD 151450.42000000 0.037460804348 Long ABS-MBS USGSE US N 2 2029-09-15 Fixed 7.50000000 N N N N N N FCI Funding, LLC N/A 30259MAA4 6945.37000000 PA USD 6937.16000000 0.001715885591 Long ABS-O CORP US N 2 2031-02-18 Fixed 3.63000000 N N N N N N DELL INT LLC / EMC CORP N/A 24703TAA4 523000.00000000 PA USD 522825.16000000 0.129319225574 Long DBT CORP US N 2 2023-06-15 Fixed 5.45000000 N N N N N N Pepper Residential Securities Trust N/A 71336JAA2 77918.56000000 PA USD 77788.67000000 0.019240792778 Long ABS-MBS CORP AU N 2 2061-03-12 Floating 5.73000000 N N N N N N KOREA NATIONAL OIL CORP 988400ZTQ08W926ONT36 50066PAM2 1680000.00000000 PA USD 1518449.94000000 0.375584010369 Long DBT NUSS KR N 2 2025-10-05 Fixed 0.88000000 N N N N N N NewRez Warehouse Securitization Trust N/A 65246PAA9 1105000.00000000 PA USD 1095440.09000000 0.270953800506 Long ABS-MBS CORP US N 2 2055-05-25 Floating 5.60000000 N N N N N N Cascade Funding Mortgage Trust N/A 12529HAA7 1203057.91000000 PA USD 1103878.54000000 0.273041025648 Long ABS-MBS CORP US N 2 2050-09-25 Variable 1.94000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912796ZD4 1530000.00000000 PA USD 1484625.72000000 0.367217691625 Long STIV UST US N 2 2023-11-30 None 0.00000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175AY0 850000.00000000 PA USD 841860.15000000 0.208231567586 Long DBT CORP US N 2 2025-07-23 Fixed 4.91000000 N N N N N N PFS Financing Corp. N/A 69335PEP6 2225000.00000000 PA USD 2187373.03000000 0.541040118043 Long ABS-O CORP US N 2 2027-08-15 Fixed 4.27000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31391PBD7 606.71000000 PA USD 642.80000000 0.000158994640 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 6.50000000 N N N N N N Option One Mortgage Loan Trust N/A 68389FBH6 35576.22000000 PA USD 34891.48000000 0.008630302284 Long ABS-MBS CORP US N 2 2030-08-20 Floating 5.26000000 N N N N N N PIONEER NATURAL RESOURCE FY8JBF7CCL2VE4F1B628 723787AT4 4490000.00000000 PA USD 4082914.78000000 1.009896649650 Long DBT CORP US N 2 2026-01-15 Fixed 1.13000000 N N N N N N Start Ltd. N/A 85573LAA9 617316.53000000 PA USD 546910.28000000 0.135276607324 Long ABS-O CORP BM N 2 2044-03-15 Fixed 4.09000000 N N N N N N ARROW ELECTRONICS INC 549300YNNLBXT8N8R512 04273WAD3 1525000.00000000 PA USD 1528992.04000000 0.378191566990 Long DBT CORP US N 2 2026-03-01 Fixed 6.13000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418MJQ6 22381.40000000 PA USD 23986.61000000 0.005933015598 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 8.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128S5PL2 60616.95000000 PA USD 61989.17000000 0.015332834132 Long ABS-MBS USGSE US N 2 2038-06-01 Floating 3.37000000 N N N N N N MONDELEZ INTL HLDINGS NE 549300CW356R8I7N8D33 60920LAR5 2910000.00000000 PA USD 2593216.24000000 0.641424211307 Long DBT CORP NL N 2 2026-09-24 Fixed 1.25000000 N N N N N N Imperial Fund LLC N/A 452760AA9 429084.86000000 PA USD 383707.81000000 0.094908968872 Long ABS-MBS CORP US N 2 2055-10-25 Variable 1.38000000 N N N N N N Mosaic Solar Loans LLC N/A 61946NAA6 197532.59000000 PA USD 172453.50000000 0.042655852804 Long ABS-O CORP US N 2 2046-04-20 Fixed 2.10000000 N N N N N N SUMITOMO MITSUI FINL GRP 35380028MYWPB6AUO129 86562MBV1 6480000.00000000 PA USD 6147483.21000000 1.520561420476 Long DBT CORP JP N 2 2025-01-15 Fixed 2.35000000 N N N N N N Cologix Data Centers Issuer LLC N/A 19521UAA1 1225000.00000000 PA USD 1102050.67000000 0.272588907520 Long ABS-O CORP US N 2 2051-12-26 Fixed 3.30000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31388UNK2 796.81000000 PA USD 836.13000000 0.000206814232 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 6.50000000 N N N N N N Southwick Park CLO, Ltd. N/A 846031AN2 2000000.00000000 PA USD 1966696.00000000 0.486456320619 Long ABS-CBDO CORP KY N 2 2032-07-20 Floating 5.87000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31383HYG3 14773.92000000 PA USD 15531.50000000 0.003841669654 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 260209.64000000 PA USD 252459.87000000 0.062445186985 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 914162.25000000 0.226115273831 Long DBT CORP NL N 2 2024-09-19 Fixed 2.25000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GLE7 2000000.00000000 PA USD 1995276.68000000 0.493525665568 Long DBT CORP US N 2 2027-01-20 Fixed 5.08000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31300LBF1 125107.83000000 PA USD 127670.14000000 0.031578823853 Long ABS-MBS USGSE US N 2 2038-07-01 Floating 4.18000000 N N N N N N AMEREN CORP XRZQ5S7HYJFPHJ78L959 023608AH5 2510000.00000000 PA USD 2412224.36000000 0.596656415975 Long DBT CORP US N 2 2024-09-15 Fixed 2.50000000 N N N N N N CANADIAN IMPERIAL BANK 2IGI19DL77OX0HC3ZE78 13607GLZ5 1130000.00000000 PA USD 1074509.85000000 0.265776768804 Long DBT CORP CA N 2 2025-01-28 Fixed 2.25000000 N N N N N N Bunker Hill Loan Depositary Trust 2020-1 N/A 12062RAA8 216564.48000000 PA USD 203689.57000000 0.050382000456 Long ABS-MBS CORP US N 2 2055-02-25 Variable 1.72000000 N N N N N N COREBRIDGE FINANCIAL INC 549300XY1661QCIA7J65 21871XAA7 2280000.00000000 PA USD 2191966.92000000 0.542176402871 Long DBT CORP US N 2 2025-04-04 Fixed 3.50000000 N N N N N N NRZ Excess Spread Collateralized Notes N/A 64830YAC1 1016368.22000000 PA USD 923208.72000000 0.228352890886 Long ABS-O CORP US N 2 2026-03-25 Fixed 2.98000000 N N N N N N Pnmac Gmsr Issuer Trust N/A 69346MAA7 1000000.00000000 PA USD 993500.00000000 0.245739226873 Long ABS-O CORP US N 2 2023-04-25 Floating 6.97000000 N N N N N N Preston Ridge Partners Mortgage Trust N/A 693577AA6 537775.33000000 PA USD 517130.24000000 0.127910604298 Long ABS-MBS CORP US N 2 2026-01-25 Variable 2.12000000 N N N N N N CIGNA GROUP/THE 549300VIWYMSIGT1U456 125523BZ2 3025000.00000000 PA USD 3012528.92000000 0.745139937327 Long DBT CORP US N 2 2026-02-25 Fixed 4.50000000 N N N N N N NXP BV/NXP FDG/NXP USA N/A 62954HAW8 1540000.00000000 PA USD 1462374.44000000 0.361713904665 Long DBT CORP NL N 2 2025-05-01 Fixed 2.70000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 639057AG3 2000000.00000000 PA USD 2068793.04000000 0.511709715360 Long DBT CORP GB N 2 2026-11-10 Fixed 7.47000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 547.00000000 NC USD 1247843.75000000 0.308650385892 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 2 Year U.S. Treasury Notes Futures TUM3 Comdty 2023-06-30 111682016.17000000 USD 1247843.75000000 N N N Preston Ridge Partners Mortgage Trust N/A 69360XAA4 1277533.53000000 PA USD 1195249.89000000 0.295641453336 Long ABS-MBS CORP US N 2 2026-10-25 Variable 2.36000000 N N N N N N GA GLOBAL FUNDING TRUST 54930029I8ROQ4OROZ88 36143L2A2 4070000.00000000 PA USD 3700503.22000000 0.915308304304 Long DBT CORP US N 2 2026-01-15 Fixed 1.63000000 N N N N N N Ajax Mortgage Loan Trust N/A 00971AAA0 712067.44000000 PA USD 615636.85000000 0.152275917014 Long ABS-MBS CORP US N 2 2065-09-25 Variable 1.07000000 N N N N N N SPS Servicer Advance Receivables Trust 549300W6RZ3B25O0SH56 78472JAE3 2100000.00000000 PA USD 1941460.50000000 0.480214395848 Long ABS-O CORP US N 2 2055-11-15 Fixed 1.83000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31384WMS6 9333.42000000 PA USD 9648.46000000 0.002386517464 Long ABS-MBS USGSE US N 2 2029-12-01 Fixed 6.50000000 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 036752AR4 2830000.00000000 PA USD 2583879.26000000 0.639114737480 Long DBT CORP US N 2 2026-03-15 Fixed 1.50000000 N N N N N N New Residential Advance Receivables Trust Advance N/A 62942QCR2 1170000.00000000 PA USD 1145031.38000000 0.283220056434 Long ABS-O CORP US N 2 2053-08-15 Fixed 1.43000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31389L2Y4 880.36000000 PA USD 927.61000000 0.000229441534 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 6.50000000 N N N N N N FMC GMSR Issuer Trust N/A 30259RAH8 1550000.00000000 PA USD 1333126.79000000 0.329744888474 Long ABS-O CORP US N 2 2026-07-25 Variable 3.62000000 N N N N N N NRZ Excess Spread Collateralized Notes N/A 62955MAB2 843826.69000000 PA USD 760272.66000000 0.188051148144 Long ABS-O CORP US N 2 2026-07-25 Fixed 3.10000000 N N N N N N VCP RRL ABS I, Ltd N/A 92243RAA2 372278.85000000 PA USD 343156.22000000 0.084878655460 Long ABS-O CORP US N 2 2031-10-20 Fixed 2.15000000 N N N N N N NORDEA BANK ABP 529900ODI3047E2LIV03 65559CAE1 5075000.00000000 PA USD 4460816.90000000 1.103369598621 Long DBT CORP FI N 2 2026-09-30 Fixed 1.50000000 N N N N N N BRAVO Residential Funding Trust N/A 10569BAA5 675090.52000000 PA USD 595390.68000000 0.147268087962 Long ABS-MBS CORP US N 2 2059-05-25 Variable 2.00000000 N N N N N N Affirm Inc N/A 00833PAA5 767159.97000000 PA USD 755833.01000000 0.186953014114 Long ABS-O CORP US N 2 2027-06-15 Fixed 4.55000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78016EZQ3 7020000.00000000 PA USD 6300730.66000000 1.558466714773 Long DBT CORP CA N 2 2026-04-27 Fixed 1.20000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36241LCE4 3879.77000000 PA USD 3940.82000000 0.000974749934 Long ABS-MBS USGA US N 2 2030-07-15 Fixed 8.50000000 N N N N N N HYUNDAI CAPITAL SERVICES 549300MALMDAGL2ZJJ27 44920UAS7 1000000.00000000 PA USD 938304.51000000 0.232086788987 Long DBT CORP KR N 2 2025-04-24 Fixed 2.13000000 N N N N N N SILGAN HOLDINGS INC KAF673KJXD92C8KSLU49 827048AX7 1875000.00000000 PA USD 1682660.61000000 0.416201024048 Long DBT CORP US N 2 2026-04-01 Fixed 1.40000000 N N N N N N New Residential Mortgage Loan Trust N/A 64830CAA3 214398.29000000 PA USD 197579.60000000 0.048870717815 Long ABS-MBS CORP US N 2 2057-09-25 Variable 3.92000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31391FP85 2566.00000000 PA USD 2707.30000000 0.000669642485 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 6.50000000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KBP4 360000.00000000 PA USD 366415.33000000 0.090631726128 Long DBT CORP US N 2 2025-03-01 Fixed 6.05000000 N N N N N N Dupont De Nemours Inc 5493004JF0SDFLM8GD76 26078JAC4 875000.00000000 PA USD 874305.29000000 0.216256775053 Long DBT CORP US N 2 2025-11-15 Fixed 4.49000000 N N N N N N Loanpal Solar Loan Ltd. N/A 53948PAA6 1009531.65000000 PA USD 799366.14000000 0.197720802448 Long ABS-O CORP US N 2 2048-01-20 Fixed 2.29000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ABS5 2780000.00000000 PA USD 2497742.93000000 0.617809176192 Long DBT CORP US N 2 2026-01-08 Fixed 1.30000000 N N N N N N ELFI Graduate Loan Program 2021-A LLC N/A 28628BAA6 1438186.09000000 PA USD 1254678.72000000 0.310340995095 Long ABS-O CORP US N 2 2046-12-26 Fixed 1.53000000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A2J9 2280000.00000000 PA USD 2199342.33000000 0.544000688278 Long DBT CORP US N 2 2024-06-25 Fixed 2.75000000 N N N N N N Natixis Commercial Mortgage Securities N/A 63874AAA6 2080000.00000000 PA USD 1964975.48000000 0.486030755189 Long ABS-MBS CORP US N 2 2038-08-15 Floating 5.63000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412QCA5 7507.37000000 PA USD 7485.92000000 0.001851619721 Long ABS-MBS USGSE US N 2 2024-07-01 Fixed 4.50000000 N N N N N N Brean Asset Backed Securities Trust N/A 10638MAA8 1805166.47000000 PA USD 1590363.57000000 0.393371629733 Long ABS-MBS CORP US N 2 2061-10-25 Variable 1.75000000 N Y N N N N NISSAN MOTOR CO 353800DRBDH1LUTNAY26 654744AA9 2640000.00000000 PA USD 2600986.29000000 0.643346109726 Long DBT CORP JP N 2 2023-09-15 Fixed 3.04000000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAP7 2895000.00000000 PA USD 2701653.49000000 0.668245837859 Long DBT CORP US N 2 2024-08-18 Fixed 0.80000000 N N N N N N Towd Point Mortgage Trust N/A 89169EAA7 63353.57000000 PA USD 62966.89000000 0.015574670223 Long ABS-MBS CORP US N 2 2057-02-25 Floating 4.21000000 N N N N N N Oxford Finance Funding Trust N/A 69144AAA7 135301.51000000 PA USD 134493.98000000 0.033266680084 Long ABS-O CORP US N 2 2028-02-15 Fixed 3.10000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAP8 4130000.00000000 PA USD 3937957.35000000 0.974041866784 Long DBT CORP US N 2 2025-05-15 Fixed 2.90000000 N N N N N N BANQUE FED CRED MUTUEL VBHFXSYT7OG62HNT8T76 06675DCD2 3210000.00000000 PA USD 3138450.22000000 0.776286190884 Long DBT CORP FR N 2 2025-07-13 Fixed 4.52000000 N N N N N N IMPERIAL BRANDS FIN PLC 2138008L3B3MCG1DFS50 45262BAA1 2015000.00000000 PA USD 1952801.30000000 0.483019508505 Long DBT CORP GB N 2 2024-07-26 Fixed 3.13000000 N N N N N N Navient Student Loan Trust N/A 63942LAA0 983492.58000000 PA USD 859745.90000000 0.212655553873 Long ABS-O CORP US N 2 2069-07-15 Fixed 0.94000000 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QAM6 1110000.00000000 PA USD 1117907.98000000 0.276511165295 Long DBT CORP US N 2 2027-07-15 Fixed 6.17000000 N N N N N N Elmwood CLO IV Ltd N/A 29002GAB7 2200000.00000000 PA USD 2172363.60000000 0.537327580827 Long ABS-CBDO CORP KY N 2 2033-04-15 Floating 6.03000000 N N N N N N Ajax Mortgage Loan Trust N/A 00969YAA2 526012.60000000 PA USD 460679.94000000 0.113947792945 Long ABS-MBS 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 1379139.90000000 0.341126092376 Long ABS-O CORP US N 2 2026-01-25 Variable 4.45000000 N N N N N N Palmer Square CLO Ltd 549300EYS8N79JYSXL17 69688MAA3 1225000.00000000 PA USD 1214578.93000000 0.300422433049 Long ABS-CBDO CORP KY N 2 2031-07-16 Floating 5.89000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -348.00000000 NC USD -747072.13000000 -0.18478603688 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT 5 Year U.S. Treasury Notes FVM3 Comdty 2023-06-30 -37361646.79000000 USD -747072.13000000 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375UEJ5 51131.30000000 PA USD 51079.71000000 0.012634412123 Long ABS-MBS USGA US N 2 2064-01-20 Floating 5.17000000 N N N N N N Homeward Opportunities Fund I Trust N/A 43789YAA0 437621.74000000 PA USD 431504.36000000 0.106731301277 Long ABS-MBS CORP US N 2 2025-08-25 Variable 3.23000000 N N N N N N Natixis Commercial Mortgage Securities N/A 63875FAG1 850000.00000000 PA USD 785297.62000000 0.194240996481 Long ABS-MBS CORP US N 2 2036-07-15 Floating 7.11000000 N N N N N N BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 0641593U8 5050000.00000000 PA USD 4534324.15000000 1.121551395083 Long DBT CORP CA N 2 2026-03-02 Fixed 1.05000000 N N N N N N LHOME Mortgage Trust N/A 501894AA7 700000.00000000 PA USD 675304.77000000 0.167034596964 Long ABS-MBS CORP US N 2 2026-02-25 Variable 2.09000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31300LTB1 147138.11000000 PA USD 150246.98000000 0.037163137096 Long ABS-MBS USGSE US N 2 2037-03-01 Floating 4.17000000 N N N N N N GCI Funding I LLC N/A 36166VAA3 992352.76000000 PA USD 889978.28000000 0.220133441833 Long ABS-O CORP US N 2 2045-10-18 Fixed 2.82000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKM0 2310000.00000000 PA USD 2216391.08000000 0.548217645142 Long DBT CORP US N 2 2026-04-02 Fixed 3.38000000 N N N N N N Resimac N/A 76118VAA8 6403.69000000 PA USD 6403.60000000 0.001583911135 Long ABS-MBS CORP AU N 2 2059-12-05 Floating 5.55000000 N N N N N N Finance of America HECM Buyout N/A 317380AA1 2367309.00000000 PA USD 2297146.22000000 0.568192185323 Long ABS-MBS CORP US N 2 2032-08-01 Variable 4.00000000 N N N N N N CONTINENTAL RESOURCES XXRTID9RYWOZ0UPIVR53 212015AU5 1000000.00000000 PA USD 889020.72000000 0.219896592257 Long DBT CORP US N 2 2026-11-15 Fixed 2.27000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M7SU1 9405.71000000 PA USD 10072.82000000 0.002491481629 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 1563971.36000000 0.386843596234 Long DBT CORP ES N 2 2023-09-18 Fixed 0.88000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31384VYU0 295.28000000 PA USD 305.60000000 0.000075589237 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 555833.13000000 PA USD 523835.54000000 0.129569140018 Long ABS-MBS USGSE US N 2 2059-02-25 Fixed 3.00000000 N N N N N N Credit Suisse Mortgage Trust N/A 12666KAA3 1570000.00000000 PA USD 1554057.12000000 0.384391338888 Long ABS-MBS CORP US N 2 2039-06-15 Floating 7.52000000 N N N N N N Pepper Residential Securities Trust N/A 71336WAA3 9222.10000000 PA USD 9220.05000000 0.002280551543 Long ABS-MBS CORP AU N 2 2060-01-16 Floating 5.61000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M7S56 6550.71000000 PA USD 7034.97000000 0.001740078599 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 8.50000000 N N N N N N SANTANDER UK GROUP HLDGS 549300F5XIFGNNW4CF72 80281LAJ4 5510000.00000000 PA USD 5434977.60000000 1.344325308001 Long DBT CORP GB N 2 2024-11-15 Fixed 4.80000000 N N N N N N PERKINELMER INC 549300IKL1SDPFI7N655 714046AL3 3440000.00000000 PA USD 3231080.03000000 0.799197894855 Long DBT CORP US N 2 2024-09-15 Fixed 0.85000000 N N N N N N Towd Point Mortgage Trust N/A 89179JAA4 538501.08000000 PA USD 462484.06000000 0.114394036583 Long ABS-MBS CORP US N 2 2060-10-25 Fixed 1.75000000 N N N N N N MACQUARIE BANK LTD 4ZHCHI4KYZG2WVRT8631 55608PBE3 3475000.00000000 PA USD 3318305.61000000 0.820772878844 Long DBT CORP AU N 2 2025-01-22 Fixed 2.30000000 N N N N N N MACQUARIE GROUP LTD ACMHD8HWFMFUIQQ8Y590 55608JAR9 3060000.00000000 PA USD 2732832.21000000 0.675957800161 Long DBT CORP AU N 2 2027-01-12 Fixed 1.34000000 N N N N N N TPGI Trust N/A 87267HAA5 1175000.00000000 PA USD 1133651.63000000 0.280405309612 Long ABS-MBS CORP US N 2 2026-06-15 Floating 5.38000000 N N N N N N Maps LTD N/A 55292RAA9 724444.76000000 PA USD 636167.47000000 0.157354103915 Long ABS-O CORP US N 2 2046-06-15 Fixed 2.52000000 N N N N N N Suncorp-Metway Ltd JEBU6C6ITPD2YZ9N7F22 8672EMAL8 1980000.00000000 PA USD 1939428.35000000 0.479711749678 Long DBT CORP AU N 2 2024-04-15 Fixed 3.30000000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VBB8 1200000.00000000 PA USD 1185892.15000000 0.293326844586 Long DBT CORP US N 2 2024-02-15 Fixed 3.90000000 N N N N N N Theorem Funding Trust N/A 882925AA8 397629.39000000 PA USD 400850.94000000 0.099149270344 Long ABS-O CORP US N 2 2029-04-15 Fixed 7.60000000 N N N N N N Sequoia Mortgage Trust N/A 81744FCW5 80295.56000000 PA USD 74336.16000000 0.018386824848 Long ABS-MBS CORP US N 2 2034-08-20 Floating 5.38000000 N N N N N N Credit Suisse Mortgage Trust N/A 126438AG5 575000.00000000 PA USD 505242.04000000 0.124970093904 Long ABS-MBS CORP US N 2 2037-08-15 Fixed 3.53000000 N N N N N N SOLRR Aircraft 2021-1 Limited N/A 83438LAA9 1609495.52000000 PA USD 1403856.07000000 0.347239562439 Long ABS-O CORP IE N 2 2046-10-15 Fixed 2.64000000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KBY5 2825000.00000000 PA USD 2556329.11000000 0.632300291017 Long DBT CORP US N 2 2027-01-15 Fixed 1.88000000 N N N N N N Mach I N/A 55446MAA5 371926.84000000 PA USD 316848.19000000 0.078371443630 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 288407.88000000 PA USD 247312.73000000 0.061172057439 Long ABS-O CORP KY N 2 2039-09-15 Fixed 3.60000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31382LM45 1063.81000000 PA USD 1104.64000000 0.000273229370 Long ABS-MBS USGSE US N 2 2029-03-01 Fixed 6.50000000 N N N N N N VONTIER CORP 549300VVSQLG4P5K4639 928881AB7 2375000.00000000 PA USD 2105259.38000000 0.520729554513 Long DBT CORP US N 2 2026-04-01 Fixed 1.80000000 N N N N N N SIEMENS FINANCIERINGSMAT TAFO772JB70PDRN5VS48 82620KAE3 1000000.00000000 PA USD 971795.42000000 0.240370664509 Long DBT CORP NL N 2 2025-05-27 Fixed 3.25000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CE7 1850000.00000000 PA USD 1751655.76000000 0.433266766191 Long DBT CORP GB N 2 2025-11-07 Fixed 2.63000000 N N N N N N Angel Oak Mortgage Trust N/A 03465BAA5 687625.75000000 PA USD 630129.68000000 0.155860674779 Long ABS-MBS CORP US N 2 2050-05-25 Variable 2.07000000 N N N N N N Bayview Opportunity Master Fund N/A 676477AA0 269994.54000000 PA USD 243166.13000000 0.060146408442 Long ABS-MBS CORP US N 2 2050-05-28 Variable 1.73000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31390HG33 1514.51000000 PA USD 1604.77000000 0.000396935016 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371HTA6 1666.56000000 PA USD 1726.76000000 0.000427108875 Long ABS-MBS USGSE US N 2 2029-08-01 Fixed 6.50000000 N N N N N N Vericrest Opportunity Loan Transferee N/A 92873CAA2 831358.90000000 PA USD 751866.44000000 0.185971894995 Long ABS-O CORP US N 2 2051-02-27 Variable 1.89000000 N N N N N N Republic Finance Issuance Trust N/A 76042EAA7 500000.00000000 PA USD 478354.55000000 0.118319554392 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 4017891.67000000 NS USD 4017891.67000000 0.993813379615 Long STIV RF US N 1 N N N Credit Suisse Commercial Mortgage Securities Corp N/A 12657VAA0 1787082.52000000 PA USD 1730499.65000000 0.428033866226 Long ABS-MBS CORP US N 2 2034-06-15 Floating 5.65000000 N N N N N N Neuberger Berman CLO Ltd 5493007OZE2103TZO049 64132JAN5 2475000.00000000 PA USD 2436484.05000000 0.602656977087 Long ABS-CBDO CORP KY N 2 2031-04-20 Floating 5.85000000 N N N N N N NRZ Excess Spread Collateralized Notes N/A 62955WAA2 1270665.52000000 PA USD 1152018.14000000 0.284948210435 Long ABS-O CORP US N 2 2026-05-25 Fixed 3.23000000 N N N N N N MERCEDES-BENZ AUTO RECEIVABLES TRUST N/A 58769VAC4 78337.07000000 PA USD 77314.82000000 0.019123587410 Long ABS-O CORP US N 2 2025-02-18 Fixed 0.55000000 N N N N N N FHF Trust 2021-1 N/A 30260WAA9 219205.26000000 PA USD 210592.36000000 0.052089384732 Long ABS-O CORP US N 2 2027-03-15 Fixed 1.27000000 N N N N N N PFS Financing Corp. N/A 69335PED3 1310000.00000000 PA USD 1225143.18000000 0.303035468407 Long ABS-O CORP US N 2 2026-08-15 Fixed 0.77000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418MJP8 12450.79000000 PA USD 13327.73000000 0.003296573795 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 7.50000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38148LAC0 1750000.00000000 PA USD 1701274.59000000 0.420805135829 Long DBT CORP US N 2 2025-01-23 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31382KWD6 538.70000000 PA USD 560.36000000 0.000138603354 Long ABS-MBS USGSE US N 2 2029-06-01 Fixed 6.50000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XDK9 2890000.00000000 PA USD 2573699.56000000 0.636596819405 Long DBT CORP US N 2 2026-06-10 Fixed 1.50000000 N N N N N N ALEN 2021-ACEN Mortgage Trust N/A 01449NAA4 1200000.00000000 PA USD 1102920.60000000 0.272804082080 Long ABS-MBS CORP US N 2 2034-04-15 Floating 5.83000000 N N N N N N CORP ANDINA DE FOMENTO UKZ46SXGNYCZK0UOZE76 219868CD6 1750000.00000000 PA USD 1624191.17000000 0.401738784510 Long DBT NUSS XX N 2 2025-09-23 Fixed 1.63000000 N N N N N N ZIMMER BIOMET HOLDINGS 2P2YLDVPES3BXQ1FRB91 98956PAU6 2400000.00000000 PA USD 2269403.88000000 0.561330201243 Long DBT CORP US N 2 2024-11-22 Fixed 1.45000000 N N N N N N GEORGIA-PACIFIC LLC L2EVHWFHVAQK72TMH265 37331NAJ0 4080000.00000000 PA USD 3780508.33000000 0.935097326827 Long DBT CORP US N 2 2025-09-30 Fixed 1.75000000 N N N N N N New Residential Mortgage Loan Trust 549300RCJSGOC0A85G53 64829CAD0 33550.65000000 PA USD 31453.57000000 0.007779945620 Long ABS-MBS CORP US N 2 2052-05-28 Variable 3.75000000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAN3 2105000.00000000 PA USD 2091841.03000000 0.517410566134 Long DBT CORP GB N 2 2024-05-11 Fixed 0.70000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -79.00000000 NC USD -264773.40000000 -0.06549090147 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT 10 Year U.S. Treasury Notes TYM3 Comdty 2023-06-21 -8814054.73000000 USD -264773.40000000 N N N ReadyCap lending N/A 75576QAA6 98881.01000000 PA USD 94532.81000000 0.023382405277 Long ABS-O CORP US N 2 2044-12-27 Floating 7.50000000 N N N N N N CIM Trust N/A 12565CAA3 939263.46000000 PA USD 894372.02000000 0.221220220163 Long ABS-MBS CORP US N 2 2059-07-25 Variable 2.57000000 N N N N N N SKYWORKS SOLUTIONS INC 549300WZ3ORQ2BVKBD96 83088MAJ1 1750000.00000000 PA USD 1735383.56000000 0.429241886626 Long DBT CORP US N 2 2023-06-01 Fixed 0.90000000 N N N N N N NRZ Excess Spread Collateralized Notes N/A 62955MAA4 377262.91000000 PA USD 351481.37000000 0.086937856189 Long ABS-O CORP US N 2 2025-11-25 Fixed 4.21000000 N N N N N N Bayview Financing SBC Trust N/A 82773XAA8 383536.26000000 PA USD 372142.80000000 0.092048398549 Long ABS-MBS CORP US N 2 2049-11-25 Variable 3.10000000 N N N N N N Countrywide Home Loans N/A 12669FVW0 36620.43000000 PA USD 35691.86000000 0.008828273862 Long ABS-MBS CORP US N 2 2034-05-25 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M7S49 5244.37000000 PA USD 5588.22000000 0.001382229353 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 8.00000000 N N N N N N NONGHYUP BANK 988400GSDJCW3LKJBD20 65540JAE8 690000.00000000 PA USD 634617.15000000 0.156970636941 Long DBT CORP KR N 2 2025-07-20 Fixed 1.25000000 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 78081BAH6 1475000.00000000 PA USD 1338080.35000000 0.330970136591 Long DBT CORP GB N 2 2025-09-02 Fixed 1.20000000 N N N N N N Golden State Tobacco Securitization Corp N/A 38122ND74 190000.00000000 PA USD 189087.03000000 0.046770106254 Long DBT MUN US N 2 2031-06-01 Fixed 1.85000000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VAC7 2110000.00000000 PA USD 2062116.69000000 0.510058340335 Long DBT CORP US N 2 2024-03-15 Fixed 3.43000000 N N N N N N New Residential Mortgage Loan Trust N/A 64829EAA2 80158.71000000 PA USD 75145.34000000 0.018586973079 Long ABS-MBS CORP US N 2 2055-08-25 Variable 3.75000000 N N N N N N GENUINE PARTS CO 549300D46DQVEU651W04 372460AB1 740000.00000000 PA USD 699478.60000000 0.173013920864 Long DBT CORP US N 2 2025-02-01 Fixed 1.75000000 N N N N N N Cascade Funding Mortgage Trust 549300HU3WTU5KNK1B36 147271AA8 218449.03000000 PA USD 211546.81000000 0.052325465059 Long ABS-MBS CORP US N 2 2069-06-25 Variable 2.80000000 N N N N N N CDW LLC/CDW FINANCE N/A 12513GBG3 250000.00000000 PA USD 225134.44000000 0.055686324336 Long DBT CORP US N 2 2026-12-01 Fixed 2.67000000 N N N N N N Glencore Funding LLC 213800STG1QDNBY87K49 378272AT5 1225000.00000000 PA USD 1212230.50000000 0.299841555976 Long DBT CORP US N 2 2024-03-12 Fixed 4.13000000 N N N N N N Credit Suisse Mortgage Trust N/A 12662EAA1 786444.07000000 PA USD 664402.81000000 0.164338030057 Long ABS-MBS CORP US N 2 2066-02-25 Variable 1.18000000 N N N N N N SMB Private Education Loan Trust N/A 78450MAA0 700802.39000000 PA USD 637500.45000000 0.157683812495 Long ABS-O CORP US N 2 2051-02-15 Fixed 1.68000000 N N N N N N BX Trust N/A 05608GAA7 2100000.00000000 PA USD 1966839.84000000 0.486491899009 Long ABS-MBS CORP US N 2 2034-04-15 Floating 5.38000000 N N N N N N NTT FINANCE CORP 3538007PR116187GD960 62954WAC9 6790000.00000000 PA USD 6137751.51000000 1.518154313849 Long DBT CORP JP N 2 2026-04-03 Fixed 1.16000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EGTR5 25194.17000000 PA USD 26769.80000000 0.006621429245 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 7.00000000 N N N N N N Nelnet Student Loan Trust N/A 64035GAB5 892865.60000000 PA USD 803260.47000000 0.198684053221 Long ABS-O CORP US N 2 2062-04-20 Fixed 1.32000000 N N N N N N DAIMLER TRUCK FINAN NA 5493003HSDTSCZRXBA58 233853AB6 575000.00000000 PA USD 558079.19000000 0.138039203507 Long DBT CORP US N 2 2023-12-14 Fixed 1.13000000 N N N N N N Credit Suisse Mortgage Trust N/A 126390AA1 2125000.00000000 PA USD 2121693.93000000 0.524794590861 Long ABS-MBS CORP US N 2 2035-12-15 Floating 8.18000000 N N N N N N Resimac N/A 76120LAA6 49751.81000000 PA USD 49737.36000000 0.012302385901 Long ABS-MBS CORP AU N 2 2051-02-10 Floating 5.71000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375BLN0 68394.20000000 PA USD 68230.57000000 0.016876625587 Long ABS-MBS USGA US N 2 2061-03-20 Floating 5.07000000 N N N N N N FCI Funding, LLC N/A 30260GAA4 179574.96000000 PA USD 174708.17000000 0.043213538625 Long ABS-O CORP US N 2 2033-04-15 Fixed 1.13000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RAV4 1175000.00000000 PA USD 1101924.62000000 0.272557729433 Long DBT CORP FR N 2 2025-01-22 Fixed 2.63000000 N N N N N N GUARDIAN LIFE GLOB FUND 635400NHILJ5JEKILC36 40139LBC6 2450000.00000000 PA USD 2211477.58000000 0.547002305744 Long DBT CORP US N 2 2025-12-10 Fixed 0.88000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MQ1 2000000.00000000 PA USD 1913428.70000000 0.473280814711 Long DBT CORP US N 2 2026-04-08 Fixed 3.11000000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 404119BN8 1600000.00000000 PA USD 1591025.34000000 0.393535316545 Long DBT CORP US N 2 2024-03-15 Fixed 5.00000000 N N N N N N Vericrest Opportunity Loan Transferee N/A 92873FAA5 897746.91000000 PA USD 847284.56000000 0.209573279030 Long ABS-O CORP US N 2 2051-03-27 Variable 2.12000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280BZ1 3350000.00000000 PA USD 3277138.94000000 0.810590427250 Long DBT CORP GB N 2 2025-03-11 Fixed 3.80000000 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 49456BAU5 2640000.00000000 PA USD 2381203.65000000 0.588983536969 Long DBT CORP US N 2 2026-11-15 Fixed 1.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375BVQ2 137103.51000000 PA USD 136811.08000000 0.033839807777 Long ABS-MBS USGA US N 2 2062-09-20 Floating 5.13000000 N N N N N N Octane Receivables Trust N/A 67578AAA6 271628.12000000 PA USD 260899.05000000 0.064532592691 Long ABS-O CORP US N 2 2028-09-20 Fixed 1.21000000 N N N N N N FOX CORP 549300DDU6FDRBIELS05 35137LAG0 1200000.00000000 PA USD 1187297.65000000 0.293674490769 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 34243.43000000 PA USD 34222.61000000 0.008464859308 Long ABS-MBS CORP AU N 2 2060-06-20 Floating 5.76000000 N N N N N N Cascade Funding Mortgage Trust N/A 12529LAD2 1625000.00000000 PA USD 1515692.91000000 0.374902067318 Long ABS-MBS CORP US N 2 2030-12-26 Variable 2.72000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371HQX9 1491.97000000 PA USD 1547.62000000 0.000382799136 Long ABS-MBS USGSE US N 2 2029-07-01 Fixed 6.50000000 N N N N N N WOORI BANK 549300VUVMRL6RE7R376 98105EAM9 2165000.00000000 PA USD 2171830.58000000 0.537195739939 Long DBT CORP KR N 2 2028-01-26 Fixed 4.88000000 N N N N N N PFS Financing Corp. N/A 69335PDX0 960000.00000000 PA USD 923467.10000000 0.228416800399 Long ABS-O CORP US N 2 2026-02-15 Fixed 0.97000000 N N N N N N Cascade Funding Mortgage Trust N/A 12526PAB0 1600000.00000000 PA USD 1513744.64000000 0.374420168613 Long ABS-MBS CORP US N 2 2031-02-25 Variable 1.37000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36296DNA2 44973.06000000 PA USD 47576.10000000 0.011767804762 Long ABS-MBS USGA US N 2 2038-11-15 Fixed 6.00000000 N N N N N N BAXTER INTERNATIONAL INC J5OIVXX3P24RJRW5CK77 071813CL1 4230000.00000000 PA USD 3787990.13000000 0.936947927479 Long DBT CORP US N 2 2027-02-01 Fixed 1.92000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05583JAG7 2635000.00000000 PA USD 2476601.61000000 0.612579934489 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 1362925.61000000 0.337115536676 Long DBT CORP US N 2 2025-11-01 Fixed 1.00000000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XBL3 450000.00000000 PA USD 407194.02000000 0.100718212040 Long DBT US N 2 2026-04-15 Fixed 1.60000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46649XAA5 1100000.00000000 PA USD 1023907.83000000 0.253260511861 Long ABS-MBS CORP US N 2 2031-07-05 Fixed 4.13000000 N N N N N N Preston Ridge Partners Mortgage Trust N/A 69359UAA3 588520.82000000 PA USD 560343.86000000 0.138599362797 Long ABS-MBS CORP US N 2 2026-03-25 Variable 2.12000000 N N N N N N VICI PROPERTIES LP 254900X4QE7SGKQLLN38 925650AA1 1880000.00000000 PA USD 1821824.43000000 0.450622774964 Long DBT US N 2 2025-05-15 Fixed 4.38000000 N N N N N N Cascade MH Asset Trust N/A 14732KAA9 1552715.58000000 PA USD 1382112.51000000 0.341861358489 Long ABS-MBS CORP US N 2 2054-08-25 Variable 4.25000000 N N N N N N NUCOR CORP 549300GGJCRSI2TIEJ46 670346AR6 975000.00000000 PA USD 917529.92000000 0.226948256843 Long DBT CORP US N 2 2025-06-01 Fixed 2.00000000 N N N N N N DROP Mortgage Trust 2021-FILE N/A 26210YAA4 1700000.00000000 PA USD 1574272.76000000 0.389391616437 Long ABS-MBS CORP US N 2 2043-10-15 Floating 5.83000000 N N N N N N Vericrest Opportunity Loan Transferee N/A 92872VAA1 1269372.03000000 PA USD 1162597.41000000 0.287564960944 Long ABS-O CORP US N 2 2051-04-25 Variable 2.12000000 N N N N N N RMF Proprietary Issuance Trust N/A 74969VAA3 1586504.56000000 PA USD 1061932.22000000 0.262665729979 Long ABS-MBS CORP US N 2 2061-09-25 Variable 2.13000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967MF5 4770000.00000000 PA USD 4650946.67000000 1.150397623468 Long DBT CORP US N 2 2025-04-24 Fixed 3.35000000 N N N N N N SOUTHERN CO 549300FC3G3YU2FBZD92 842587DC8 1175000.00000000 PA USD 1161520.04000000 0.287298476726 Long DBT CORP US N 2 2024-08-01 Variable 4.48000000 N N N N N N CANADIAN IMPERIAL BANK 2IGI19DL77OX0HC3ZE78 13607HR46 2270000.00000000 PA USD 2198917.49000000 0.543895605386 Long DBT CORP CA N 2 2025-04-07 Fixed 3.30000000 N N N N N N Stanwich Mortgage Loan Trust N/A 85501YAA8 1396042.75000000 PA USD 1251767.18000000 0.309620834462 Long ABS-O CORP US N 2 2026-10-16 Variable 2.74000000 N N N N N N Golub Capital Partners Funding N/A 38178HAA6 1725000.00000000 PA USD 1594577.75000000 0.394413994438 Long ABS-O CORP KY N 2 2029-04-20 Fixed 2.77000000 N N N N N N LCM Ltd Partnership N/A 50204HAA9 2000000.00000000 PA USD 1995234.00000000 0.493515108799 Long ABS-CBDO CORP JE N 2 2034-07-15 Floating 6.76000000 N N N N N N TVC Mortgage Trust 2020-RTL1 N/A 90114YAA7 50527.56000000 PA USD 50424.67000000 0.012472389955 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 645913.76000000 PA USD 629437.92000000 0.155689570030 Long ABS-O CORP US N 2 2070-01-27 Floating 5.85000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412P2K6 17816.78000000 PA USD 17765.88000000 0.004394336805 Long ABS-MBS USGSE US N 2 2024-07-01 Fixed 4.50000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46654PAA4 2450000.00000000 PA USD 2362214.30000000 0.584286578552 Long ABS-MBS CORP US N 2 2038-11-15 Floating 5.80000000 N N N N N N Resimac N/A 76119UAA9 65109.80000000 PA USD 64947.16000000 0.016064484032 Long ABS-MBS CORP AU N 2 2057-09-05 Floating 5.63000000 N N N N N N FMC GMSR Issuer Trust N/A 30259RAK1 1700000.00000000 PA USD 1461742.11000000 0.361557499748 Long ABS-O CORP US N 2 2026-10-25 Variable 3.85000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31391C5N1 4190.10000000 PA USD 4437.80000000 0.001097676437 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 296255.51000000 PA USD 291372.18000000 0.072070029437 Long ABS-O CORP US N 2 2024-10-15 Fixed 0.59000000 N N N N N N TD SYNNEX CORP 5493004HI6PFLF46NS53 87162WAD2 5815000.00000000 PA USD 5443839.54000000 1.346517282117 Long DBT CORP US N 2 2024-08-09 Fixed 1.25000000 N N N N N N Monroe Capital ABS Funding LTD N/A 610331AA8 1625000.00000000 PA USD 1534158.60000000 0.379469500015 Long ABS-O CORP KY N 2 2031-04-22 Fixed 2.82000000 N N N N N N Pepper Residential Securities Trust N/A 71338BAA7 42471.09000000 PA USD 42423.82000000 0.010493403852 Long ABS-MBS CORP AU N 2 2060-08-18 Floating 5.71000000 N N N N N N BANCO SANTANDER CHILE 3YJP8HORPAEXJ80D6368 05970FAC5 800000.00000000 PA USD 765600.00000000 0.189368849616 Long DBT CORP CL N 2 2025-01-10 Fixed 2.70000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ACB1 675000.00000000 PA USD 676405.11000000 0.167306762742 Long DBT CORP US N 2 2026-03-30 Fixed 5.50000000 N N N N N N COMMONBOND STUDENT LOAN TRUST N/A 20268WAA2 1002535.27000000 PA USD 843626.61000000 0.208668496136 Long ABS-O CORP US N 2 2052-03-25 Fixed 1.20000000 N N N N N N Marlette Funding Trust N/A 57110PAA9 2300000.00000000 PA USD 2299481.58000000 0.568769829571 Long ABS-O CORP US N 2 2033-04-15 Fixed 6.07000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2X0 1975000.00000000 PA USD 1918421.37000000 0.474515736569 Long DBT CORP US N 2 2026-04-25 Fixed 3.91000000 N N N N N N 2023-04-17 MORGAN STANLEY INSTITUTIONAL FUND TRUST Francis Smith Francis Smith Principal Financial Officer