Form NPORT-P MORGAN STANLEY INSTITUTI For: Mar 31

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May 26, 2022 11:23 AM EDT
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      MORGAN STANLEY INSTITUTIONAL FUND TRUST
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      Short Duration Income Portfolio
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      N
      
        
          
          
          
          
          
        
        
          
            
            
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
    
    
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31416SMM0
        
          
        
        23209.73000000
        PA
        USD
        23803.82000000
        0.005688365419
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        ABS-MBS
        USGSE
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        N
        
        2
        
          2024-06-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ford Credit Auto Owner Trust/Ford Credit
        N/A
        Ford Credit Auto Owner Trust 2020-REV2
        34532JAA2
        
          
        
        3840000.00000000
        PA
        USD
        3565654.27000000
        0.852079390885
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        ABS-O
        CORP
        US
        N
        
        2
        
          2033-04-15
          Fixed
          1.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cascade Funding Mortgage Trust
        N/A
        Cascade Funding Mortgage Trust 2021-HB6
        12527LAA0
        
          
        
        1646638.12000000
        PA
        USD
        1631758.60000000
        0.389939059896
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-06-25
          Variable
          0.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31416JAZ4
        
          
        
        30350.57000000
        PA
        USD
        33846.33000000
        0.008088209923
        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
        Conn's Receivables Funding 2020-A LLC
        20825XAA6
        
          
        
        45905.43000000
        PA
        USD
        45864.34000000
        0.010960136886
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-06-16
          Fixed
          1.71000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CENTERPOINT ENERGY INC
        21TPXMRRHFKOBHDC8J74
        CenterPoint Energy Inc
        15189TAW7
        
          
        
        2500000.00000000
        PA
        USD
        2458913.50000000
        0.587603104133
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-09-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Residential Mortgage Loan Trust
        N/A
        Residential Mortgage Loan Trust 2020-2
        76123MAA1
        
          
        
        569445.58000000
        PA
        USD
        566435.49000000
        0.135360293160
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2060-05-25
          Variable
          1.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MOTORS FINL CO
        5493008B6JBRUJ90QL97
        General Motors Financial Co Inc
        37045XBW5
        
          
        
        1250000.00000000
        PA
        USD
        1270247.41000000
        0.303549238772
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-04-13
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANQUE FED CRED MUTUEL
        VBHFXSYT7OG62HNT8T76
        Banque Federative du Credit Mutuel SA
        06675FAT4
        
          
        
        3480000.00000000
        PA
        USD
        3391765.33000000
        0.810525395220
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2024-11-21
          Fixed
          2.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verizon Owner Trust
        549300ESLK4DH2NBDS67
        Verizon Owner Trust 2020-B
        92290BAA9
        
          
        
        950000.00000000
        PA
        USD
        937001.53000000
        0.223913939065
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-02-20
          Fixed
          0.47000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aqua Finance Trust
        N/A
        Aqua Finance Trust 2021-A
        03842VAA5
        
          
        
        774059.50000000
        PA
        USD
        738088.65000000
        0.176380007619
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2046-07-17
          Fixed
          1.54000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hospitality Mortgage Trust
        N/A
        HPLY Trust 2019-HIT
        40443RAN1
        
          
        
        394984.38000000
        PA
        USD
        383467.03000000
        0.091636577358
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-11-15
          Floating
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TLWND 2019-1
        N/A
        GAIA Aviation Ltd
        87404LAA0
        
          
        
        499496.57000000
        PA
        USD
        477876.96000000
        0.114197585677
        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
        NRZ Excess Spread-Collateralized Notes
        65246QAA7
        
          
        
        1447197.62000000
        PA
        USD
        1395465.23000000
        0.333472365277
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-11-25
          Fixed
          3.47000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX Trust
        N/A
        BX Trust 2022-VAMF
        05609TAE0
        
          
        
        820000.00000000
        PA
        USD
        799377.82000000
        0.191026194458
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2039-01-15
          Floating
          1.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MITSUBISHI CORP
        KVIPTY4PULAPGC1VVD26
        Mitsubishi Corp
        606769AG2
        
          
        
        2610000.00000000
        PA
        USD
        2406958.34000000
        0.575187452549
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2026-07-15
          Fixed
          1.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31378XA63
        
          
        
        1651.40000000
        PA
        USD
        1840.26000000
        0.000439764346
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-02-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Blackbird Capital Aircraft
        N/A
        Blackbird Capital Aircraft
        09229CAA7
        
          
        
        794181.53000000
        PA
        USD
        727240.45000000
        0.173787628508
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2046-07-15
          Fixed
          2.44000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AUST & NZ BANKING GROUP
        JHE42UYNWWTJB8YTTU19
        Australia & New Zealand Banking Group Ltd
        052528AK2
        
          
        
        2500000.00000000
        PA
        USD
        2549119.13000000
        0.609159416788
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2026-05-19
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Golub Capital Partners Funding
        N/A
        Golub Capital Partners ABS Funding 2020-1 Ltd
        38177UAA8
        
          
        
        1360000.00000000
        PA
        USD
        1315430.90000000
        0.314346673892
        Long
        ABS-O
        CORP
        KY
        N
        
        2
        
          2029-01-22
          Fixed
          3.21000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Acceptance Auto Loan Trust
        N/A
        Credit Acceptance Auto Loan Trust 2021-4
        22535BAA1
        
          
        
        680000.00000000
        PA
        USD
        653448.38000000
        0.156153641223
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2030-10-15
          Fixed
          1.26000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bayer US Finance LLC
        54930093Q75GSEM74I71
        Bayer US Finance LLC
        07274EAG8
        
          
        
        1740000.00000000
        PA
        USD
        1738659.75000000
        0.415485077507
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-10-08
          Fixed
          3.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DAIMLER TRUCKS FINAN NA
        5493003HSDTSCZRXBA58
        Daimler Trucks Finance North America LLC
        233853AF7
        
          
        
        2025000.00000000
        PA
        USD
        1888599.52000000
        0.451315973667
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-12-14
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aimco
        N/A
        AIMCO CLO Series 2018-B
        00900PAL9
        
          
        
        1725000.00000000
        PA
        USD
        1712291.24000000
        0.409183831722
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2032-01-15
          Floating
          1.34000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31387KBA0
        
          
        
        5324.23000000
        PA
        USD
        5716.10000000
        0.001365968385
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-08-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TSMC GLOBAL LTD
        549300N2ZLI21P85T117
        TSMC Global Ltd
        872882AE5
        
          
        
        1575000.00000000
        PA
        USD
        1460200.36000000
        0.348942028336
        Long
        DBT
        CORP
        VG
        
        N
        
        2
        
          2025-09-28
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Non Gold Pool
        31300LTA3
        
          
        
        154766.51000000
        PA
        USD
        162096.10000000
        0.038735877259
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-01-01
          Floating
          2.46000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NBN CO LTD
        2549007CRZ2NT7S96A24
        NBN Co Ltd
        62878U2A9
        
          
        
        2770000.00000000
        PA
        USD
        2566429.18000000
        0.613295975115
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2026-05-05
          Fixed
          1.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STANDARD CHARTERED PLC
        U4LOSYZ7YG4W3S5F2G91
        Standard Chartered PLC
        853254BY5
        
          
        
        3295000.00000000
        PA
        USD
        3149944.94000000
        0.752737916398
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2025-01-12
          Fixed
          0.99000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verus Securitization Trust
        N/A
        Verus Securitization Trust 2021-2
        92538FAA2
        
          
        
        842434.58000000
        PA
        USD
        813657.18000000
        0.194438513054
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2066-02-25
          Variable
          1.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NISOURCE INC
        549300D8GOWWH0SJB189
        NiSource Inc
        65473PAK1
        
          
        
        1550000.00000000
        PA
        USD
        1426142.52000000
        0.340803274165
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-08-15
          Fixed
          0.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31390QQS7
        
          
        
        39560.63000000
        PA
        USD
        42630.15000000
        0.010187267046
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-07-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Loanpal Solar Loan Ltd.
        N/A
        Loanpal Solar Loan 2021-2 Ltd
        53948QAA4
        
          
        
        1468760.24000000
        PA
        USD
        1365352.32000000
        0.326276325486
        Long
        ABS-O
        CORP
        US
        
        N
        
        2
        
          2048-03-20
          Fixed
          2.22000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31383QFR0
        
          
        
        4602.27000000
        PA
        USD
        4941.82000000
        0.001180939781
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-08-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALTRIA GROUP INC
        XSGZFLO9YTNO9VCQV219
        Altria Group Inc
        02209SBH5
        
          
        
        1500000.00000000
        PA
        USD
        1458028.47000000
        0.348423014834
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-06
          Fixed
          2.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LEASEPLAN CORPORATION NV
        724500C60L930FVHS484
        LeasePlan Corp NV
        52206AAD2
        
          
        
        1275000.00000000
        PA
        USD
        1246597.40000000
        0.297897629113
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2024-10-24
          Fixed
          2.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAYVIEW OPPORTUNITY MASTER FUND TRUST
        N/A
        Bayview Opportunity Master Fund IVb Trust 2017-SPL4
        07331YAA8
        
          
        
        104137.94000000
        PA
        USD
        103567.61000000
        0.024749406241
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2055-01-28
          Variable
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vericrest Opportunity Loan Transferee
        N/A
        VOLT XCIV LLC
        92873AAA6
        
          
        
        1088312.42000000
        PA
        USD
        1049430.94000000
        0.250781037201
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-02-27
          Variable
          2.24000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SMB Private Education Loan Trust
        N/A
        SMB Private Education Loan Trust 2021-D
        78449MAA4
        
          
        
        817477.95000000
        PA
        USD
        776396.58000000
        0.185534399826
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2053-03-17
          Fixed
          1.34000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEWDAY FUNDING
        213800GBPRAJHSB5YK19
        Newday Funding Master Issuer PLC - Series 2021-2
        65120LAB7
        
          
        
        1175000.00000000
        PA
        USD
        1175159.92000000
        0.280826314892
        Long
        ABS-O
        CORP
        GB
        N
        
        2
        
          2029-07-15
          Floating
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        Energy Transfer LP
        29273RBG3
        
          
        
        325000.00000000
        PA
        USD
        338037.65000000
        0.080780382251
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Finance of America HECM Buyout
        N/A
        Finance of America HECM Buyout 2020-HB2
        31737VAA4
        
          
        
        1486604.58000000
        PA
        USD
        1442088.06000000
        0.344613757454
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2030-07-25
          Variable
          1.71000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Foundation Finance Trust
        549300RIQ1R4PTXR5G48
        Foundation Finance Trust 2017-1
        35040UAA9
        
          
        
        36686.19000000
        PA
        USD
        36826.75000000
        0.008800436703
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2033-07-15
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31389FLF7
        
          
        
        2668.62000000
        PA
        USD
        2868.41000000
        0.000685459907
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-04-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK NY
        7LTWFZYICNSX8D621K86
        Deutsche Bank AG/New York NY
        251526CM9
        
          
        
        3950000.00000000
        PA
        USD
        3831734.00000000
        0.915664090100
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2023-11-08
          Fixed
          0.96000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AERCAP IRELAND CAP/GLOBA
        N/A
        AerCap Ireland Capital DAC / AerCap Global Aviation Trust
        00774MAV7
        
          
        
        850000.00000000
        PA
        USD
        787404.95000000
        0.188165054537
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2026-10-29
          Fixed
          2.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        31356FG47
        
          
        
        257.81000000
        PA
        USD
        277.00000000
        0.000066194300
        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
        CSMC 2021-NQM5 Trust
        22946DAA0
        
          
        
        1062164.06000000
        PA
        USD
        1007067.17000000
        0.240657426608
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2066-05-25
          Variable
          0.94000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38376RCN4
        
          
        
        6629.55000000
        PA
        USD
        6576.07000000
        0.001571474208
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2063-05-20
          Floating
          0.39000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Preston Ridge Partners Mortgage Trust
        N/A
        PRPM 2021-8 LLC
        69360MAA8
        
          
        
        1230558.31000000
        PA
        USD
        1171689.02000000
        0.279996878796
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2026-09-25
          Variable
          1.74000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Theorem Funding Trust
        N/A
        Theorem Funding Trust 2021-1
        88339VAA6
        
          
        
        1056460.75000000
        PA
        USD
        1041494.72000000
        0.248884529858
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-12-15
          Fixed
          1.21000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RMF Buyout Issuance Trust
        N/A
        RMF Buyout Issuance Trust 2020-HB1
        76971EAA2
        
          
        
        1874588.91000000
        PA
        USD
        1805449.76000000
        0.431445792352
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-10-25
          Variable
          1.72000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LL ABS Trust
        N/A
        LL ABS Trust 2020-1
        50202HAA1
        
          
        
        54316.76000000
        PA
        USD
        54336.48000000
        0.012984712278
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-01-17
          Fixed
          2.33000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VMC Finance LLC
        N/A
        VMC Finance 2021-HT1 LLC
        91835TAA4
        
          
        
        1819011.88000000
        PA
        USD
        1805879.52000000
        0.431548491495
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2037-01-18
          Floating
          2.12000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SEALED AIR CORP
        Q0M0CZB4YN6JZ65WXI09
        Sealed Air Corp
        81211KAZ3
        
          
        
        1725000.00000000
        PA
        USD
        1574079.41000000
        0.376155544905
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-10-15
          Fixed
          1.57000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pretium Mortgage Credit Partners LLC
        N/A
        Pretium Mortgage Credit Partners I 2021-NPL1 LLC
        741389AA8
        
          
        
        686617.40000000
        PA
        USD
        663084.55000000
        0.158456383229
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2060-09-27
          Variable
          2.24000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31385JB98
        
          
        
        74070.43000000
        PA
        USD
        80188.86000000
        0.019162619202
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-04-01
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHF Trust 2021-2
        N/A
        FHF Trust 2021-2
        30322JAA4
        
          
        
        680781.86000000
        PA
        USD
        662412.94000000
        0.158295889530
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-12-15
          Fixed
          0.83000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BIO-RAD LABS
        549300ZC1GPV35XYDK53
        Bio-Rad Laboratories Inc
        090572AR9
        
          
        
        250000.00000000
        PA
        USD
        246408.66000000
        0.058883931257
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-15
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        AT&T Inc
        00206RML3
        
          
        
        2840000.00000000
        PA
        USD
        2692510.76000000
        0.643425513133
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-25
          Fixed
          1.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Towd Point Mortgage Trust
        N/A
        Towd Point Mortgage Trust 2017-2
        89173HAA4
        
          
        
        26041.04000000
        PA
        USD
        26081.72000000
        0.006232711981
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2057-04-25
          Variable
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SABINE PASS LIQUEFACTION
        549300KJYBG7C6WJYZ11
        Sabine Pass Liquefaction LLC
        785592AD8
        
          
        
        1320000.00000000
        PA
        USD
        1351110.26000000
        0.322872920419
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-04-15
          Fixed
          5.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mosaic Solar Loans LLC
        N/A
        Mosaic Solar Loan Trust 2021-1
        61947DAB5
        
          
        
        1093730.01000000
        PA
        USD
        1010895.82000000
        0.241572353719
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2046-12-20
          Fixed
          2.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WILLIAMS COMPANIES INC
        D71FAKCBLFS2O0RBPG08
        Williams Cos Inc/The
        96950FAM6
        
          
        
        1330000.00000000
        PA
        USD
        1360354.76000000
        0.325082065594
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-04
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New York Mortgage Trust
        N/A
        NYMT Loan Trust 2020-SP2
        62955DAA4
        
          
        
        1782142.97000000
        PA
        USD
        1748220.23000000
        0.417769731980
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2060-10-25
          Variable
          2.94000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Headlands Residential
        N/A
        Headlands Residential 2021-RPL1 LLC
        42210JAA4
        
          
        
        1940000.00000000
        PA
        USD
        1863564.00000000
        0.445333270630
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2026-09-25
          Variable
          2.49000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Imperial Fund LLC
        N/A
        Imperial Fund Mortgage Trust 2021-NQM3
        452762AA5
        
          
        
        983768.93000000
        PA
        USD
        910799.84000000
        0.217652558021
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2056-11-25
          Variable
          1.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31390ABQ2
        
          
        
        4458.57000000
        PA
        USD
        4792.28000000
        0.001145204418
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-06-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MFRA Trust
        N/A
        MFA 2021-NPL1 LLC
        55282YAA6
        
          
        
        1194720.06000000
        PA
        USD
        1169894.02000000
        0.279567930168
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2060-03-25
          Variable
          2.36000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38375BUB6
        
          
        
        96.87000000
        PA
        USD
        96.50000000
        0.000023060469
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2062-05-20
          Floating
          0.56000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEWDAY FUNDING
        213800GBPRAJHSB5YK19
        Newday Funding Master Issuer PLC - Series 2021-1
        65120LAA9
        
          
        
        1760000.00000000
        PA
        USD
        1760718.50000000
        0.420756426000
        Long
        ABS-O
        CORP
        GB
        N
        
        2
        
          2029-03-15
          Floating
          1.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Safina Ltd
        N/A
        Safina Ltd
        78657AAB5
        
          
        
        158339.48000000
        PA
        USD
        157924.42000000
        0.037738976751
        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
        Towd Point HE Trust 2021- HE1
        89180DAA4
        
          
        
        1421483.27000000
        PA
        USD
        1398354.60000000
        0.334162833966
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2063-02-25
          Variable
          0.92000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mercury Financial Credit Card Master Trust
        N/A
        Mercury Financial Credit Card Master Trust
        58940BAA4
        
          
        
        1725000.00000000
        PA
        USD
        1674591.36000000
        0.400174744370
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-03-20
          Fixed
          1.54000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GM Financial Automobile Leasing Trust
        N/A
        GM Financial Automobile Leasing Trust 2020-2
        36259PAD8
        
          
        
        152151.76000000
        PA
        USD
        151970.33000000
        0.036316136230
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2023-07-20
          Fixed
          0.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arbor Realty Collateralized Loan Obligation Ltd
        N/A
        Arbor Realty Commercial Real Estate Notes 2021-FL3 Ltd
        03880KAA2
        
          
        
        1200000.00000000
        PA
        USD
        1178809.92000000
        0.281698550264
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2034-08-15
          Floating
          1.47000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Start Ltd.
        549300VIQYFIDJQCKZ43
        Start Ltd/Bermuda
        85572RAA7
        
          
        
        1553753.76000000
        PA
        USD
        1429697.40000000
        0.341652778843
        Long
        ABS-O
        CORP
        BM
        N
        
        2
        
          2043-05-15
          Fixed
          4.09000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DOMINION ENERGY INC
        ILUL7B6Z54MRYCF6H308
        Dominion Energy Inc
        25746UDJ5
        
          
        
        2355000.00000000
        PA
        USD
        2192892.04000000
        0.524032329617
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-15
          Fixed
          1.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pretium Mortgage Credit Partners LLC
        N/A
        PRET 2021-NPL6 LLC
        69362GAA9
        
          
        
        1179197.80000000
        PA
        USD
        1146897.57000000
        0.274072500824
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2051-07-25
          Variable
          2.49000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        7-ELEVEN INC
        549300K23JPL0SS3LB18
        7-Eleven Inc
        817826AB6
        
          
        
        3160000.00000000
        PA
        USD
        3037608.27000000
        0.725892980210
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-02-10
          Fixed
          0.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Residential Advance Receivables Trust Advance
        549300RNWDDBV4LFKJ17
        NRZ Advance Receivables Trust 2015-ON1
        62942QCW1
        
          
        
        1380000.00000000
        PA
        USD
        1342608.07000000
        0.320841164020
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2053-09-15
          Fixed
          1.48000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Provident Funding Mortgage Warehouse Securitization Trust
        N/A
        Provident Funding Mortgage Warehouse Securitization Trust 2021-1
        74387PAA0
        
          
        
        1208332.92000000
        PA
        USD
        1193670.40000000
        0.285249738289
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2055-02-25
          Floating
          0.89000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JDE PEET'S NV
        724500EHG519SE5ZRT89
        JDE Peet's NV
        47216QAA1
        
          
        
        3025000.00000000
        PA
        USD
        2841127.67000000
        0.678940287298
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2024-09-24
          Fixed
          0.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418MJT0
        
          
        
        14095.28000000
        PA
        USD
        16109.65000000
        0.003849700425
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-10-01
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMSR Trust
        N/A
        AMSR 2020-SFR3 Trust
        001807AD8
        
          
        
        975000.00000000
        PA
        USD
        902878.08000000
        0.215759506164
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2037-09-17
          Fixed
          2.11000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31412UCT5
        
          
        
        24807.66000000
        PA
        USD
        25439.95000000
        0.006079349106
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-06-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31384V4M1
        
          
        
        8882.26000000
        PA
        USD
        9544.93000000
        0.002280938510
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-08-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31380EJH8
        
          
        
        114.78000000
        PA
        USD
        123.34000000
        0.000029474386
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-08-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31417VP31
        
          
        
        55714.71000000
        PA
        USD
        56975.17000000
        0.013615276320
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-12-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EASTERN ENERGY GAS
        549300BFOD6TDMVV4O24
        Eastern Energy Gas Holdings LLC
        257375AE5
        
          
        
        2050000.00000000
        PA
        USD
        2067297.14000000
        0.494019092835
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-11-01
          Fixed
          3.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GSK CONSUMER HEALTHCARE
        549300N8C3A3L0UVQB07
        GSK Consumer Healthcare Capital US LLC
        36264FAA9
        
          
        
        750000.00000000
        PA
        USD
        750026.50000000
        0.179232778860
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-24
          Fixed
          3.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SONOCO PRODUCTS CO
        GKOMIK4RDJGHEF0VNP11
        Sonoco Products Co
        835495AM4
        
          
        
        1460000.00000000
        PA
        USD
        1400574.00000000
        0.334693200866
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-01
          Fixed
          1.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVOLON HOLDINGS FNDG LTD
        635400ZRKEX9L1BKCH30
        Avolon Holdings Funding Ltd
        05401AAH4
        
          
        
        625000.00000000
        PA
        USD
        600695.49000000
        0.143547357222
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2025-02-15
          Fixed
          2.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128PQQY0
        
          
        
        65366.64000000
        PA
        USD
        67221.11000000
        0.016063734205
        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
        Legacy Mortgage Asset Trust 2020-GS4
        52474KAA1
        
          
        
        1109297.36000000
        PA
        USD
        1096850.93000000
        0.262112925582
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2060-02-25
          Variable
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TTAN
        N/A
        TTAN 2021-MHC
        87303TAA5
        
          
        
        848740.10000000
        PA
        USD
        837739.75000000
        0.200193490969
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-03-15
          Floating
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31382M2J2
        
          
        
        5880.48000000
        PA
        USD
        6314.66000000
        0.001509005427
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-03-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ajax Mortgage Loan Trust
        N/A
        Ajax Mortgage Loan Trust 2021-B
        00970LAA7
        
          
        
        846681.11000000
        PA
        USD
        814907.20000000
        0.194737228577
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2066-06-25
          Variable
          2.24000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verizon Owner Trust
        549300AUOVO1I366IH69
        Verizon Owner Trust 2019-A
        92347YAA2
        
          
        
        67676.05000000
        PA
        USD
        67881.49000000
        0.016221544286
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2023-09-20
          Fixed
          2.93000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQUITABLE FINANCIAL LIFE
        635400B4JJBON4TCHF02
        Equitable Financial Life Global Funding
        29449WAA5
        
          
        
        1000000.00000000
        PA
        USD
        939868.56000000
        0.224599069196
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-07
          Fixed
          1.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Imperial Fund LLC
        N/A
        Imperial Fund Mortgage Trust 2022-NQM1
        452766AA6
        
          
        
        1478412.79000000
        PA
        USD
        1444286.44000000
        0.345139101233
        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
        Brean Asset Backed Securities Trust 2021-RM1
        10638CAA0
        
          
        
        2032717.07000000
        PA
        USD
        1847139.96000000
        0.441408440868
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2063-10-25
          Variable
          1.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46647PCV6
        
          
        
        2000000.00000000
        PA
        USD
        1962841.24000000
        0.469057413180
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-24
          Fixed
          2.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3133TM7G5
        
          
        
        202896.33000000
        PA
        USD
        223618.34000000
        0.053437760508
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-09-15
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HYUNDAI CAPITAL AMERICA
        549300RIPPWJB5Z0FK07
        Hyundai Capital America
        44891ABE6
        
          
        
        590000.00000000
        PA
        USD
        588343.35000000
        0.140595583682
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-02-10
          Fixed
          2.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FCI Funding, LLC
        N/A
        FCI Funding 2019-1 LLC
        30259MAA4
        
          
        
        39545.32000000
        PA
        USD
        39606.86000000
        0.009464795683
        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
        Dell International LLC / EMC Corp
        24703TAA4
        
          
        
        523000.00000000
        PA
        USD
        539069.41000000
        0.128820659473
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-06-15
          Fixed
          5.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PFS Financing Corp.
        N/A
        PFS Financing Corp
        69335PDE2
        
          
        
        230000.00000000
        PA
        USD
        229946.78000000
        0.054950058923
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-04-15
          Fixed
          2.86000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pepper Residential Securities Trust
        N/A
        Pepper Residential Securities Trust No. 25
        71336JAA2
        
          
        
        167590.01000000
        PA
        USD
        167410.52000000
        0.040005856739
        Long
        ABS-MBS
        CORP
        AU
        N
        
        2
        
          2061-03-12
          Floating
          1.33000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KOREA NATIONAL OIL CORP
        988400ZTQ08W926ONT36
        Korea National Oil Corp
        50066PAM2
        
          
        
        1680000.00000000
        PA
        USD
        1544409.32000000
        0.369065325187
        Long
        DBT
        NUSS
        KR
        N
        
        2
        
          2025-10-05
          Fixed
          0.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NewRez Warehouse Securitization Trust
        N/A
        NewRez Warehouse Securitization Trust 2021-1
        65246PAA9
        
          
        
        1275000.00000000
        PA
        USD
        1268647.95000000
        0.303167018064
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2055-05-25
          Floating
          1.21000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cascade Funding Mortgage Trust
        N/A
        CFMT 2020-ABC1 LLC
        12529HAA7
        
          
        
        1717691.86000000
        PA
        USD
        1620505.71000000
        0.387249972584
        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
        Charter Communications Operating LLC / Charter Communications Operating Capital
        161175AY0
        
          
        
        850000.00000000
        PA
        USD
        882281.70000000
        0.210837618175
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-23
          Fixed
          4.91000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ocwen Master Advance Receivables Trust
        549300THGK42AVJMPW70
        Ocwen Master Advance Receivables Trust
        67575NBW2
        
          
        
        1077368.42000000
        PA
        USD
        1077410.87000000
        0.257467361759
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2052-08-15
          Fixed
          1.28000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31391PBD7
        
          
        
        650.82000000
        PA
        USD
        699.05000000
        0.000167050996
        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
        Option One Mortgage Loan Trust 2000-5 Asset-Backed Certificates Series 2000-5
        68389FBH6
        
          
        
        47502.16000000
        PA
        USD
        47057.93000000
        0.011245367412
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2030-08-20
          Floating
          0.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PIONEER NATURAL RESOURCE
        FY8JBF7CCL2VE4F1B628
        Pioneer Natural Resources Co
        723787AT4
        
          
        
        4490000.00000000
        PA
        USD
        4169568.95000000
        0.996396033418
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-15
          Fixed
          1.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Start Ltd.
        N/A
        START Ireland
        85573LAA9
        
          
        
        742896.01000000
        PA
        USD
        688571.14000000
        0.164546877830
        Long
        ABS-O
        CORP
        BM
        N
        
        2
        
          2044-03-15
          Fixed
          4.09000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418MJQ6
        
          
        
        29316.43000000
        PA
        USD
        33249.40000000
        0.007945562400
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-04-01
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Non Gold Pool
        3128S5PL2
        
          
        
        67947.39000000
        PA
        USD
        70625.13000000
        0.016877188082
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-06-01
          Floating
          2.31000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MONDELEZ INTL HLDINGS NE
        549300CW356R8I7N8D33
        Mondelez International Holdings Netherlands BV
        60920LAR5
        
          
        
        2910000.00000000
        PA
        USD
        2674240.24000000
        0.639059432640
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2026-09-24
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Imperial Fund LLC
        N/A
        Imperial Fund Mortgage Trust 2020-NQM1
        452760AA9
        
          
        
        617332.00000000
        PA
        USD
        599230.65000000
        0.143197306465
        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
        GM Financial Automobile Leasing Trust 2020-1
        36259KAD9
        
          
        
        69237.03000000
        PA
        USD
        69256.50000000
        0.016550128494
        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
        Mosaic Solar Loan Trust 2020-1
        61946NAA6
        
          
        
        239239.10000000
        PA
        USD
        226542.59000000
        0.054136564422
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2046-04-20
          Fixed
          2.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GFS3
        
          
        
        3900000.00000000
        PA
        USD
        4013011.12000000
        0.958983628759
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-08-01
          Fixed
          3.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUMITOMO MITSUI FINL GRP
        35380028MYWPB6AUO129
        Sumitomo Mitsui Financial Group Inc
        86562MBV1
        
          
        
        6480000.00000000
        PA
        USD
        6303002.23000000
        1.506219586703
        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
        Cologix Data Centers US Issuer LLC
        19521UAA1
        
          
        
        1225000.00000000
        PA
        USD
        1185840.79000000
        0.283378707389
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2051-12-26
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31388UNK2
        
          
        
        952.01000000
        PA
        USD
        1023.17000000
        0.000244505497
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-01-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31383HYG3
        
          
        
        16668.79000000
        PA
        USD
        16969.02000000
        0.004055062866
        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
        Cascade Funding Mortgage Trust 2018-RM2
        14727QAA3
        
          
        
        343543.79000000
        PA
        USD
        344397.87000000
        0.082300275088
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2068-10-25
          Variable
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MONDELEZ INTL HLDINGS NE
        549300CW356R8I7N8D33
        Mondelez International Holdings Netherlands BV
        60920LAF1
        
          
        
        950000.00000000
        PA
        USD
        934846.36000000
        0.223398921118
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2024-09-19
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Non Gold Pool
        31300LBF1
        
          
        
        151203.22000000
        PA
        USD
        158265.18000000
        0.037820407689
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-07-01
          Floating
          2.43000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMEREN CORP
        XRZQ5S7HYJFPHJ78L959
        Ameren Corp
        023608AH5
        
          
        
        2510000.00000000
        PA
        USD
        2478435.92000000
        0.592268349410
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-09-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANADIAN IMPERIAL BANK
        2IGI19DL77OX0HC3ZE78
        Canadian Imperial Bank of Commerce
        13607GLZ5
        
          
        
        1130000.00000000
        PA
        USD
        1104443.45000000
        0.263927299419
        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
        Bunker Hill Loan Depositary Trust 2020-1
        12062RAA8
        
          
        
        355531.51000000
        PA
        USD
        349083.48000000
        0.083419988726
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2055-02-25
          Variable
          1.72000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NRZ Excess Spread Collateralized Notes
        N/A
        NRZ Excess Spread-Collateralized Notes
        64830YAC1
        
          
        
        1291130.61000000
        PA
        USD
        1224864.88000000
        0.292704239344
        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
        PNMAC FMSR ISSUER TRUST 2018-FT1
        69346MAA7
        
          
        
        1000000.00000000
        PA
        USD
        988235.50000000
        0.236157248888
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2023-04-25
          Floating
          2.81000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Preston Ridge Partners Mortgage Trust
        N/A
        PRPM 2021-1 LLC
        693577AA6
        
          
        
        676880.79000000
        PA
        USD
        652832.70000000
        0.156006513039
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2026-01-25
          Variable
          2.12000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CORP ANDINA DE FOMENTO
        UKZ46SXGNYCZK0UOZE76
        Corp Andina de Fomento
        219868CC8
        
          
        
        1170000.00000000
        PA
        USD
        1171172.90000000
        0.279873542325
        Long
        DBT
        NUSS
        XX
        N
        
        2
        
          2023-05-12
          Fixed
          2.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIGNA CORP
        549300VIWYMSIGT1U456
        Cigna Corp
        125523BZ2
        
          
        
        3025000.00000000
        PA
        USD
        3167407.17000000
        0.756910840965
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-25
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38141GWQ3
        
          
        
        6500000.00000000
        PA
        USD
        6516033.03000000
        1.557127257654
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-09-29
          Fixed
          3.27000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS
        R0MUWSFPU8MPRO8K5P83
        BNP Paribas SA
        09659W2J2
        
          
        
        3780000.00000000
        PA
        USD
        3693075.95000000
        0.882529170717
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2025-11-19
          Fixed
          2.82000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Preston Ridge Partners Mortgage Trust
        N/A
        PRPM 2021-9 LLC
        69360XAA4
        
          
        
        1581100.84000000
        PA
        USD
        1517520.82000000
        0.362639818122
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2026-10-25
          Variable
          2.36000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GA GLOBAL FUNDING TRUST
        54930029I8ROQ4OROZ88
        GA Global Funding Trust
        36143L2A2
        
          
        
        4070000.00000000
        PA
        USD
        3789728.44000000
        0.905626080448
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-15
          Fixed
          1.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ajax Mortgage Loan Trust
        N/A
        Ajax Mortgage Loan Trust 2021-A
        00971AAA0
        
          
        
        904595.29000000
        PA
        USD
        851606.72000000
        0.203507261305
        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
        SPS Servicer Advance Receivables Trust
        78472JAE3
        
          
        
        2100000.00000000
        PA
        USD
        1968434.79000000
        0.470394095964
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2055-11-15
          Fixed
          1.83000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31384WMS6
        
          
        
        12171.10000000
        PA
        USD
        13078.73000000
        0.003125405731
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-12-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANTHEM INC
        8MYN82XMYQH89CTMTH67
        Anthem Inc
        036752AR4
        
          
        
        2830000.00000000
        PA
        USD
        2669685.25000000
        0.637970933080
        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
        New Residential Advance Receivables Trust Advance Receivables Backed 2020-T1
        62942QCR2
        
          
        
        1170000.00000000
        PA
        USD
        1146233.21000000
        0.273913739648
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2053-08-15
          Fixed
          1.43000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31389L2Y4
        
          
        
        1017.63000000
        PA
        USD
        1093.76000000
        0.000261374290
        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
        FMC GMSR Issuer Trust
        30259RAH8
        
          
        
        1550000.00000000
        PA
        USD
        1455858.27000000
        0.347904405189
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2026-07-25
          Variable
          3.62000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Bill
        912796K57
        
          
        
        1530000.00000000
        PA
        USD
        1527336.94000000
        0.364985562526
        Long
        STIV
        UST
        US
        N
        
        2
        
          2022-07-14
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NRZ Excess Spread Collateralized Notes
        N/A
        NRZ Excess Spread-Collateralized Notes
        62955MAB2
        
          
        
        1049150.77000000
        PA
        USD
        993548.61000000
        0.237426915319
        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
        VCP RRL ABS I Ltd
        92243RAA2
        
          
        
        475847.90000000
        PA
        USD
        473175.97000000
        0.113074196702
        Long
        ABS-O
        CORP
        US
        
        N
        
        2
        
          2031-10-20
          Fixed
          2.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORDEA BANK ABP
        529900ODI3047E2LIV03
        Nordea Bank Abp
        65559CAE1
        
          
        
        2975000.00000000
        PA
        USD
        2734559.99000000
        0.653473958544
        Long
        DBT
        CORP
        FI
        N
        
        2
        
          2026-09-30
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRAVO Residential Funding Trust
        N/A
        BRAVO Residential Funding Trust 2020-RPL2
        10569BAA5
        
          
        
        797359.70000000
        PA
        USD
        761436.57000000
        0.181959427256
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2059-05-25
          Variable
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROYAL BANK OF CANADA
        ES7IP3U3RHIGC71XBU11
        Royal Bank of Canada
        78016EZQ3
        
          
        
        4320000.00000000
        PA
        USD
        4003813.28000000
        0.956785633857
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2026-04-27
          Fixed
          1.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36241LCE4
        
          
        
        8516.98000000
        PA
        USD
        8975.23000000
        0.002144798102
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2030-07-15
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HYUNDAI CAPITAL SERVICES
        549300MALMDAGL2ZJJ27
        Hyundai Capital Services Inc
        44920UAS7
        
          
        
        1000000.00000000
        PA
        USD
        959698.92000000
        0.229337902462
        Long
        DBT
        CORP
        KR
        N
        
        2
        
          2025-04-24
          Fixed
          2.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SILGAN HOLDINGS INC
        KAF673KJXD92C8KSLU49
        Silgan Holdings Inc
        827048AX7
        
          
        
        1875000.00000000
        PA
        USD
        1712432.19000000
        0.409217514346
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-01
          Fixed
          1.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31415V6J9
        
          
        
        534.42000000
        PA
        USD
        545.43000000
        0.000130340640
        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
        New Residential Mortgage Loan Trust 2019-1
        64830CAA3
        
          
        
        271074.92000000
        PA
        USD
        272521.10000000
        0.065123984354
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2057-09-25
          Variable
          3.98000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31391FP85
        
          
        
        2949.54000000
        PA
        USD
        3170.12000000
        0.000757559122
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-10-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dupont De Nemours Inc
        5493004JF0SDFLM8GD76
        DuPont de Nemours Inc
        26078JAC4
        
          
        
        875000.00000000
        PA
        USD
        911057.38000000
        0.217714101993
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-11-15
          Fixed
          4.49000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Loanpal Solar Loan Ltd.
        N/A
        Loanpal Solar Loan 2021-1 Ltd
        53948PAA6
        
          
        
        1148898.02000000
        PA
        USD
        1052677.01000000
        0.251556745988
        Long
        ABS-O
        CORP
        US
        
        N
        
        2
        
          2048-01-20
          Fixed
          2.29000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HYUNDAI CAPITAL AMERICA
        549300RIPPWJB5Z0FK07
        Hyundai Capital America
        44891ABS5
        
          
        
        2780000.00000000
        PA
        USD
        2550045.52000000
        0.609380794905
        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
        ELFI Graduate Loan Program 2021-A LLC
        28628BAA6
        
          
        
        1731984.08000000
        PA
        USD
        1628162.37000000
        0.389079673866
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2046-12-26
          Fixed
          1.53000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Natixis Commercial Mortgage Securities
        N/A
        Natixis Commercial Mortgage Securities Trust 2021-APPL
        63874AAA6
        
          
        
        2080000.00000000
        PA
        USD
        2030194.82000000
        0.485152803556
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-08-15
          Floating
          1.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31412QCA5
        
          
        
        19377.91000000
        PA
        USD
        19893.18000000
        0.004753845273
        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
        Brean Asset Backed Securities Trust 2021-RM2
        10638MAA8
        
          
        
        2083771.01000000
        PA
        USD
        1931712.40000000
        0.461618598024
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2061-10-25
          Variable
          1.75000000
          N
          Y
          N
        
        
          N
          N
          N
        
      
      
        NISSAN MOTOR CO
        353800DRBDH1LUTNAY26
        Nissan Motor Co Ltd
        654744AA9
        
          
        
        2640000.00000000
        PA
        USD
        2635443.73000000
        0.629788285158
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2023-09-15
          Fixed
          3.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIR LEASE CORP
        5493004NW4M4P8TMMK63
        Air Lease Corp
        00914AAP7
        
          
        
        2895000.00000000
        PA
        USD
        2729280.41000000
        0.652212304730
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-08-18
          Fixed
          0.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Towd Point Mortgage Trust
        N/A
        Towd Point Mortgage Trust 2017-5
        89169EAA7
        
          
        
        109481.70000000
        PA
        USD
        109127.44000000
        0.026078031004
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2057-02-25
          Floating
          1.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oxford Finance Funding Trust
        N/A
        Oxford Finance Funding 2020-1 LLC
        69144AAA7
        
          
        
        334804.95000000
        PA
        USD
        335252.28000000
        0.080114766296
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-02-15
          Fixed
          3.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        Energy Transfer LP
        29278NAP8
        
          
        
        4130000.00000000
        PA
        USD
        4044075.10000000
        0.966406944412
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-15
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATIONAL SECS CLEARING
        549300RYC9NELN2ICA34
        National Securities Clearing Corp
        637639AE5
        
          
        
        4300000.00000000
        PA
        USD
        3965363.94000000
        0.947597449102
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-12-07
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IMPERIAL BRANDS FIN PLC
        2138008L3B3MCG1DFS50
        Imperial Brands Finance PLC
        45262BAA1
        
          
        
        2015000.00000000
        PA
        USD
        1997848.24000000
        0.477422986783
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2024-07-26
          Fixed
          3.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Navient Student Loan Trust
        N/A
        Navient Private Education Refi Loan Trust 2021-B
        63942LAA0
        
          
        
        1207694.28000000
        PA
        USD
        1140996.95000000
        0.272662437953
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2069-07-15
          Fixed
          0.94000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Preston Ridge Partners Mortgage Trust
        N/A
        PRPM 2021-7 LLC
        69360LAA0
        
          
        
        1673646.00000000
        PA
        USD
        1591154.00000000
        0.380235835687
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2026-08-25
          Variable
          1.87000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US 2YR NOTE (CBT) JUN22
        000000000
        
          
        
        140.00000000
        NC
        USD
        -219374.96000000
        -0.05242372595
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                CBOT 2 Year US Treasury Note Future
                TUM2 COMDTY
              
            
            2022-06-30
            29888437.60000000
            USD
            -219374.96000000
          
        
        
          N
          N
          N
        
      
      
        Ajax Mortgage Loan Trust
        N/A
        Ajax Mortgage Loan Trust 2020-B
        00969YAA2
        
          
        
        651860.82000000
        PA
        USD
        618284.12000000
        0.147750487419
        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
        FMC GMSR Issuer Trust
        30259RAE5
        
          
        
        1500000.00000000
        PA
        USD
        1448953.65000000
        0.346254417849
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2026-01-25
          Variable
          4.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38375UEJ5
        
          
        
        98958.77000000
        PA
        USD
        98898.00000000
        0.023633516100
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2064-01-20
          Floating
          0.71000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Homeward Opportunities Fund I Trust
        N/A
        Homeward Opportunities Fund Trust 2020-BPL1
        43789YAA0
        
          
        
        1194829.76000000
        PA
        USD
        1169542.38000000
        0.279483899252
        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
        Natixis Commercial Mortgage Securities Trust 2019-MILE
        63875FAG1
        
          
        
        850000.00000000
        PA
        USD
        844590.26000000
        0.201830547718
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-07-15
          Floating
          2.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF NOVA SCOTIA
        L3I9ZG2KFGXZ61BMYR72
        Bank of Nova Scotia/The
        0641593U8
        
          
        
        2610000.00000000
        PA
        USD
        2397574.58000000
        0.572945028607
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2026-03-02
          Fixed
          1.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LHOME Mortgage Trust
        N/A
        LHOME Mortgage Trust 2021-RTL1
        501894AA7
        
          
        
        700000.00000000
        PA
        USD
        675162.74000000
        0.161342691322
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2026-09-25
          Variable
          2.09000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Non Gold Pool
        31300LTB1
        
          
        
        203622.79000000
        PA
        USD
        213213.51000000
        0.050951332903
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-03-01
          Floating
          2.39000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GCI Funding I LLC
        N/A
        GCI Funding I LLC
        36166VAA3
        
          
        
        1190537.58000000
        PA
        USD
        1140272.96000000
        0.272489427080
        Long
        ABS-O
        CORP
        US
        
        N
        
        2
        
          2045-10-18
          Fixed
          2.82000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIM Trust
        N/A
        CIM Trust 2017-7
        12553HAA6
        
          
        
        91662.70000000
        PA
        USD
        92061.40000000
        0.021999783404
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2057-04-25
          Variable
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Resimac
        N/A
        RESIMAC Bastille Trust Series 2018-1NC
        76118VAA8
        
          
        
        83246.53000000
        PA
        USD
        83246.41000000
        0.019893277630
        Long
        ABS-MBS
        CORP
        AU
        N
        
        2
        
          2059-12-05
          Floating
          1.14000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONTINENTAL RESOURCES
        XXRTID9RYWOZ0UPIVR53
        Continental Resources Inc/OK
        212015AU5
        
          
        
        1000000.00000000
        PA
        USD
        935000.00000000
        0.223435636253
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-11-15
          Fixed
          2.27000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128M7SU1
        
          
        
        12340.16000000
        PA
        USD
        13586.89000000
        0.003246840012
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-05-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO BILBAO VIZCAYA ARG
        K8MS7FD7N5Z2WQ51AZ71
        Banco Bilbao Vizcaya Argentaria SA
        05946KAH4
        
          
        
        1600000.00000000
        PA
        USD
        1555316.78000000
        0.371671865577
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2023-09-18
          Fixed
          0.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ATHENE GLOBAL FUNDING
        549300LM1QSI4MSIL320
        Athene Global Funding
        04685A3L3
        
          
        
        2125000.00000000
        PA
        USD
        2048153.67000000
        0.489444404707
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-08
          Fixed
          3.21000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31384VYU0
        
          
        
        396.70000000
        PA
        USD
        426.36000000
        0.000101886650
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-07-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        S-JETS Limited
        635400FR77IW5YEET913
        S-Jets 2017-1 Ltd
        784309AA4
        
          
        
        1591737.30000000
        PA
        USD
        1352324.73000000
        0.323163140608
        Long
        ABS-O
        CORP
        BM
        N
        
        2
        
          2042-08-15
          Fixed
          3.97000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - SCRT
        N/A
        Seasoned Credit Risk Transfer Trust Series 2019-4
        35563PMF3
        
          
        
        617521.59000000
        PA
        USD
        608906.67000000
        0.145509571369
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2059-02-25
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTL FLAVOR & FRAGRANCES
        BZLRL03D3GPGMOGFO832
        International Flavors & Fragrances Inc
        459506AN1
        
          
        
        2250000.00000000
        PA
        USD
        2085465.94000000
        0.498360865442
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-01
          Fixed
          1.23000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pepper Residential Securities Trust
        N/A
        Pepper Residential Securities Trust
        71336WAA3
        
          
        
        77735.79000000
        PA
        USD
        77726.36000000
        0.018574159037
        Long
        ABS-MBS
        CORP
        AU
        N
        
        2
        
          2060-01-16
          Floating
          1.31000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128M7S56
        
          
        
        8345.88000000
        PA
        USD
        9308.58000000
        0.002224458283
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-08-01
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANTANDER UK GROUP HLDGS
        549300F5XIFGNNW4CF72
        Santander UK Group Holdings PLC
        80281LAJ4
        
          
        
        5510000.00000000
        PA
        USD
        5637826.82000000
        1.347263553597
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2024-11-15
          Fixed
          4.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PERKINELMER INC
        549300IKL1SDPFI7N655
        PerkinElmer Inc
        714046AL3
        
          
        
        4440000.00000000
        PA
        USD
        4215912.84000000
        1.007470767695
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-09-15
          Fixed
          0.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lanark Master Issuer plc
        213800KIOPB5OYXIVY33
        Lanark Master Issuer PLC
        513770BE6
        
          
        
        360000.00000000
        PA
        USD
        361104.12000000
        0.086292544177
        Long
        ABS-MBS
        CORP
        GB
        N
        
        2
        
          2069-12-22
          Variable
          2.28000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Towd Point Mortgage Trust
        N/A
        Towd Point Mortgage Trust 2020-4
        89179JAA4
        
          
        
        645663.30000000
        PA
        USD
        612457.68000000
        0.146358151239
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2060-10-25
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DAIMLER FINANCE NA LLC
        549300423Z16BB673J12
        Daimler Finance North America LLC
        233851BW3
        
          
        
        2510000.00000000
        PA
        USD
        2506636.27000000
        0.599007347426
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-05-19
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US 10YR NOTE (CBT)JUN22
        000000000
        
          
        
        -96.00000000
        NC
        USD
        320250.53000000
        0.076529819177
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                CBOT 10 Year US Treasury Note
                TYM2 COMDTY
              
            
            2022-06-21
            -12116250.53000000
            USD
            320250.53000000
          
        
        
          N
          N
          N
        
      
      
        MACQUARIE BANK LTD
        4ZHCHI4KYZG2WVRT8631
        Macquarie Bank Ltd
        55608PBE3
        
          
        
        3475000.00000000
        PA
        USD
        3379314.28000000
        0.807549985296
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2025-01-22
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VCAT Asset Securitization, LLC
        N/A
        VCAT 2021-NPL6 LLC
        91824WAA0
        
          
        
        1871372.66000000
        PA
        USD
        1793741.01000000
        0.428647768816
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2051-09-25
          Variable
          1.92000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MACQUARIE GROUP LTD
        ACMHD8HWFMFUIQQ8Y590
        Macquarie Group Ltd
        55608JAR9
        
          
        
        3060000.00000000
        PA
        USD
        2791745.34000000
        0.667139461284
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2027-01-12
          Fixed
          1.34000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TPGI Trust
        N/A
        TPGI Trust 2021-DGWD
        87267HAA5
        
          
        
        1175000.00000000
        PA
        USD
        1149877.21000000
        0.274784541208
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2026-06-15
          Floating
          1.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Upstart Securitization Trust
        549300PN2KS41LBX8D66
        Upstart Securitization Trust 2019-2
        916780AB5
        
          
        
        101116.33000000
        PA
        USD
        101235.45000000
        0.024192093242
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2029-09-20
          Fixed
          3.73000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Maps LTD
        N/A
        MAPS 2021-1 Trust
        55292RAA9
        
          
        
        904607.95000000
        PA
        USD
        838476.86000000
        0.200369637110
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2046-06-15
          Fixed
          2.52000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Suncorp-Metway Ltd
        JEBU6C6ITPD2YZ9N7F22
        Suncorp-Metway Ltd
        8672EMAL8
        
          
        
        1980000.00000000
        PA
        USD
        1991803.37000000
        0.475978452692
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2024-04-15
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENTERPRISE PRODUCTS OPER
        5493004LGN656HWLDA30
        Enterprise Products Operating LLC
        29379VBB8
        
          
        
        1200000.00000000
        PA
        USD
        1222705.87000000
        0.292188303758
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-02-15
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sequoia Mortgage Trust
        N/A
        Sequoia Mortgage Trust 2004-7
        81744FCW5
        
          
        
        110349.78000000
        PA
        USD
        109450.51000000
        0.026155234588
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-08-20
          Floating
          1.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Baxalta Inc
        5493000JW8DCO3T45R55
        Baxalta Inc
        07177MAB9
        
          
        
        1075000.00000000
        PA
        USD
        1098300.06000000
        0.262459222142
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-23
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        CSMC 2020-NET
        126438AG5
        
          
        
        575000.00000000
        PA
        USD
        554629.30000000
        0.132538984524
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-08-15
          Fixed
          3.53000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANTHEM INC
        8MYN82XMYQH89CTMTH67
        Anthem Inc
        036752AJ2
        
          
        
        1000000.00000000
        PA
        USD
        986935.54000000
        0.235846599273
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-01-15
          Fixed
          2.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOLRR Aircraft 2021-1 Limited
        N/A
        Lunar 2021-1 Structured Aircraft Portfolio Notes
        83438LAA9
        
          
        
        1727011.30000000
        PA
        USD
        1585647.31000000
        0.378919909715
        Long
        ABS-O
        CORP
        IE
        
        N
        
        2
        
          2046-10-15
          Fixed
          2.64000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEXTERA ENERGY CAPITAL
        UMI46YPGBLUE4VGNNT48
        NextEra Energy Capital Holdings Inc
        65339KBY5
        
          
        
        2825000.00000000
        PA
        USD
        2654032.95000000
        0.634230524942
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-15
          Fixed
          1.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US 5YR NOTE (CBT) JUN22
        000000000
        
          
        
        -735.00000000
        NC
        USD
        2246875.00000000
        0.536932561718
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                CBOT 5 Year US Treasury Note
                FVM2 COMDTY
              
            
            2022-06-30
            -86542187.50000000
            USD
            2246875.00000000
          
        
        
          N
          N
          N
        
      
      
        Mach I
        N/A
        MACH 1 Cayman 2019-1 Ltd
        55446MAA5
        
          
        
        386349.08000000
        PA
        USD
        359009.16000000
        0.085791914529
        Long
        ABS-O
        CORP
        KY
        N
        
        2
        
          2039-10-15
          Fixed
          3.47000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Falcon Aerospace Ltd
        N/A
        Falcon 2019-1 Aerospace Ltd
        30610GAA1
        
          
        
        321475.50000000
        PA
        USD
        290413.60000000
        0.069399729938
        Long
        ABS-O
        CORP
        KY
        N
        
        2
        
          2039-09-15
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31382LM45
        
          
        
        1206.93000000
        PA
        USD
        1296.06000000
        0.000309717637
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-03-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SIEMENS FINANCIERINGSMAT
        TAFO772JB70PDRN5VS48
        Siemens Financieringsmaatschappij NV
        82620KAE3
        
          
        
        4740000.00000000
        PA
        USD
        4775901.47000000
        1.141290463779
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2025-05-27
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC HOLDINGS PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC Holdings PLC
        404280CE7
        
          
        
        1850000.00000000
        PA
        USD
        1805614.86000000
        0.431485246067
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2025-11-07
          Fixed
          2.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New York City Tax Lien
        N/A
        NYCTL 2019-A TRUST
        62954VAA5
        
          
        
        164556.21000000
        PA
        USD
        163948.87000000
        0.039178631103
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2032-11-10
          Fixed
          2.19000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Angel Oak Mortgage Trust
        N/A
        Angel Oak SB Commercial Mortgage Trust 2020-SBC1
        03465BAA5
        
          
        
        908148.44000000
        PA
        USD
        886698.16000000
        0.211893013416
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-05-25
          Variable
          2.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oceanview Mortgage Loan Trust
        N/A
        Oceanview Mortgage Loan Trust 2020-1
        676477AA0
        
          
        
        357570.04000000
        PA
        USD
        353257.17000000
        0.084417369561
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-05-28
          Variable
          1.73000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31390HG33
        
          
        
        1625.49000000
        PA
        USD
        1745.72000000
        0.000417172255
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-08-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31371HTA6
        
          
        
        2235.98000000
        PA
        USD
        2406.53000000
        0.000575085092
        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
        VOLT XCIII LLC
        92873CAA2
        
          
        
        921971.02000000
        PA
        USD
        896054.69000000
        0.214128930243
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2051-02-27
          Variable
          1.89000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABBVIE INC
        FR5LCKFTG8054YNNRU85
        AbbVie Inc
        00287YCX5
        
          
        
        6515000.00000000
        PA
        USD
        6642532.95000000
        1.587356765794
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-15
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic Finance Issuance Trust
        N/A
        Republic Finance Issuance Trust 2020-A
        76042EAA7
        
          
        
        500000.00000000
        PA
        USD
        488811.00000000
        0.116810477853
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2030-11-20
          Fixed
          2.47000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. LLC
        549300BI6Y5SI6BYPB26
        Morgan Stanley Institutional Liquidity Funds - Government Portfolio
        61747C707
        
          
        
        5590845.69000000
        NS
        USD
        5590845.69000000
        1.336036538973
        Long
        STIV
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Credit Suisse Commercial Mortgage Securities Corp
        N/A
        CSWF 2021-SOP2
        12657VAA0
        
          
        
        2268985.38000000
        PA
        USD
        2229625.74000000
        0.532810530293
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-06-15
          Floating
          1.36000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NRZ Excess Spread Collateralized Notes
        N/A
        NRZ Excess Spread-Collateralized Notes
        62955WAA2
        
          
        
        1580408.02000000
        PA
        USD
        1494579.54000000
        0.357157572675
        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
        Mercedes-Benz Auto Receivables Trust 2020-1
        58769VAC4
        
          
        
        264455.27000000
        PA
        USD
        262070.10000000
        0.062626523568
        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
        FHF Trust 2021-1
        30260WAA9
        
          
        
        413094.71000000
        PA
        USD
        402437.53000000
        0.096169931088
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-03-15
          Fixed
          1.27000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PFS Financing Corp.
        N/A
        PFS Financing Corp
        69335PED3
        
          
        
        1310000.00000000
        PA
        USD
        1233356.22000000
        0.294733402933
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-08-15
          Fixed
          0.77000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418MJP8
        
          
        
        15833.29000000
        PA
        USD
        17830.91000000
        0.004261027508
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-08-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN TOWER CORP
        5493006ORUSIL88JOE18
        American Tower Corp
        03027XAZ3
        
          
        
        600000.00000000
        PA
        USD
        584496.04000000
        0.139676197417
        Long
        DBT
        
        US
        N
        
        2
        
          2025-03-15
          Fixed
          2.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38148LAC0
        
          
        
        1750000.00000000
        PA
        USD
        1765752.00000000
        0.421959274423
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-01-23
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31382KWD6
        
          
        
        607.45000000
        PA
        USD
        652.50000000
        0.000155927008
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-06-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAXTER INTERNATIONAL INC
        J5OIVXX3P24RJRW5CK77
        Baxter International Inc
        071813CJ6
        
          
        
        4230000.00000000
        PA
        USD
        3959781.76000000
        0.946263483391
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-01
          Fixed
          1.92000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mello Warehouse Securitization Trust
        N/A
        Mello Warehouse Securitization Trust 2020-2
        58551VAA0
        
          
        
        840000.00000000
        PA
        USD
        838571.24000000
        0.200392190966
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2053-11-25
          Floating
          1.26000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MOTORS FINL CO
        5493008B6JBRUJ90QL97
        General Motors Financial Co Inc
        37045XDK9
        
          
        
        2890000.00000000
        PA
        USD
        2644710.12000000
        0.632002661356
        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
        Alen 2021-ACEN Mortgage Trust
        01449NAA4
        
          
        
        1200000.00000000
        PA
        USD
        1173264.00000000
        0.280373249554
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-04-15
          Floating
          1.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        Boeing Co/The
        097023CT0
        
          
        
        2460000.00000000
        PA
        USD
        2540254.43000000
        0.607041031885
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-01
          Fixed
          4.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CORP ANDINA DE FOMENTO
        UKZ46SXGNYCZK0UOZE76
        Corp Andina de Fomento
        219868CD6
        
          
        
        1750000.00000000
        PA
        USD
        1662496.01000000
        0.397284335575
        Long
        DBT
        NUSS
        XX
        N
        
        2
        
          2025-09-23
          Fixed
          1.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ZIMMER BIOMET HOLDINGS
        2P2YLDVPES3BXQ1FRB91
        Zimmer Biomet Holdings Inc
        98956PAU6
        
          
        
        2400000.00000000
        PA
        USD
        2304037.61000000
        0.550592630312
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-11-22
          Fixed
          1.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aqua Finance Trust
        N/A
        Aqua Finance Trust 2019-A
        038370AA0
        
          
        
        144200.08000000
        PA
        USD
        142685.99000000
        0.034097470545
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2040-07-16
          Fixed
          3.14000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GEORGIA-PACIFIC LLC
        L2EVHWFHVAQK72TMH265
        Georgia-Pacific LLC
        37331NAJ0
        
          
        
        4080000.00000000
        PA
        USD
        3875800.16000000
        0.926194518439
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-09-30
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Residential Mortgage Loan Trust
        549300RCJSGOC0A85G53
        New Residential Mortgage Loan Trust 2015-1
        64829CAD0
        
          
        
        41927.08000000
        PA
        USD
        41856.41000000
        0.010002367486
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-05-28
          Variable
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vista Point Securitization Trust
        N/A
        Vista Point Securitization Trust 2020-1
        92838WAA2
        
          
        
        154998.70000000
        PA
        USD
        154815.48000000
        0.036996037728
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2065-03-25
          Variable
          1.76000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Structured Agency Credit Risk Debt Notes
        35564KRE1
        
          
        
        868345.57000000
        PA
        USD
        863518.09000000
        0.206353704658
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-02-25
          Floating
          1.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ReadyCap lending
        N/A
        ReadyCap Lending Small Business Loan Trust 2019-2
        75576QAA6
        
          
        
        161209.70000000
        PA
        USD
        158897.73000000
        0.037971567274
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2044-12-27
          Floating
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIM Trust
        N/A
        CIM Trust
        12565CAA3
        
          
        
        1303222.83000000
        PA
        USD
        1264510.34000000
        0.302178259216
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2059-07-25
          Variable
          2.57000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SKYWORKS SOLUTIONS INC
        549300WZ3ORQ2BVKBD96
        Skyworks Solutions Inc
        83088MAJ1
        
          
        
        1750000.00000000
        PA
        USD
        1711679.85000000
        0.409037728713
        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
        NRZ FHT Excess LLC
        62955MAA4
        
          
        
        467256.14000000
        PA
        USD
        456616.30000000
        0.109116955630
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-11-25
          Fixed
          4.21000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Silver Hill Trust
        N/A
        Silver Hill Trust 2019-SBC1
        82773XAA8
        
          
        
        589327.20000000
        PA
        USD
        577628.94000000
        0.138035176178
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-11-25
          Variable
          3.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Home Loans
        N/A
        CHL Mortgage Pass-Through Trust 2004-5
        12669FVW0
        
          
        
        54149.62000000
        PA
        USD
        54475.06000000
        0.013017828546
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-05-25
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BMW US CAPITAL LLC
        KK5MZM9DIXLXZL9DZL15
        BMW US Capital LLC
        05565EBY0
        
          
        
        1575000.00000000
        PA
        USD
        1581899.82000000
        0.378024377295
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-04-01
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128M7S49
        
          
        
        7024.77000000
        PA
        USD
        7726.71000000
        0.001846441032
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-08-01
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NONGHYUP BANK
        988400GSDJCW3LKJBD20
        NongHyup Bank
        65540JAE8
        
          
        
        690000.00000000
        PA
        USD
        650422.21000000
        0.155430481630
        Long
        DBT
        CORP
        KR
        N
        
        2
        
          2025-07-20
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROYALTY PHARMA PLC
        549300FGFN7VOK8BZR03
        Royalty Pharma PLC
        78081BAH6
        
          
        
        1475000.00000000
        PA
        USD
        1358427.03000000
        0.324621398665
        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
        GOLDEN ST TOBACCO SECURITIZATION CORP CA TOBACCO SETTLEMENT
        38122ND74
        
          
        
        810000.00000000
        PA
        USD
        786551.31000000
        0.187961061385
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2031-06-01
          Fixed
          1.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAGALLANES INC
        549300DXR29GD4N0A520
        Magallanes Inc
        55903VAC7
        
          
        
        2110000.00000000
        PA
        USD
        2123058.77000000
        0.507344371207
        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
        New Residential Mortgage Loan Trust 2015-2
        64829EAA2
        
          
        
        97263.18000000
        PA
        USD
        97047.49000000
        0.023191302326
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2055-08-25
          Variable
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENUINE PARTS CO
        549300D46DQVEU651W04
        Genuine Parts Co
        372460AB1
        
          
        
        740000.00000000
        PA
        USD
        707336.79000000
        0.169031278844
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-01
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mello Warehouse Securitization Trust
        N/A
        Mello Warehouse Securitization Trust 2021-1
        58550LAA3
        
          
        
        960000.00000000
        PA
        USD
        953393.09000000
        0.227831007127
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2055-02-25
          Floating
          1.16000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cascade Funding Mortgage Trust
        549300HU3WTU5KNK1B36
        Cascade Funding Mortgage Trust 2019-RM3
        147271AA8
        
          
        
        408035.02000000
        PA
        USD
        401588.15000000
        0.095966955943
        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
        CDW LLC / CDW Finance Corp
        12513GBG3
        
          
        
        400000.00000000
        PA
        USD
        377760.00000000
        0.090272776418
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-12-01
          Fixed
          2.67000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Glencore Funding LLC
        213800STG1QDNBY87K49
        Glencore Funding LLC
        378272AT5
        
          
        
        1225000.00000000
        PA
        USD
        1242388.78000000
        0.296891901105
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-03-12
          Fixed
          4.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        CSMC 2021-NQM2
        12662EAA1
        
          
        
        1048451.98000000
        PA
        USD
        1014419.75000000
        0.242414462320
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2066-02-25
          Variable
          1.18000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Residential AP Advance Receivables Trust
        N/A
        New Residential Advance Receivables Trust Advance Receivables Backed Notes
        64831JAA7
        
          
        
        470000.00000000
        PA
        USD
        463467.38000000
        0.110754148591
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2052-12-16
          Fixed
          1.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SMB Private Education Loan Trust
        N/A
        SMB Private Education Loan Trust 2021-E
        78450MAA0
        
          
        
        927220.46000000
        PA
        USD
        888387.08000000
        0.212296612255
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2051-02-15
          Fixed
          1.68000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX Trust
        N/A
        BX Commercial Mortgage Trust 2021-MC
        05608GAA7
        
          
        
        2100000.00000000
        PA
        USD
        2072798.91000000
        0.495333843081
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-04-15
          Floating
          1.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NTT FINANCE CORP
        3538007PR116187GD960
        NTT Finance Corp
        62954WAC9
        
          
        
        6790000.00000000
        PA
        USD
        6269036.10000000
        1.498102748342
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2026-04-03
          Fixed
          1.16000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138EGTR5
        
          
        
        31274.08000000
        PA
        USD
        33737.01000000
        0.008062085876
        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
        Nelnet Student Loan Trust 2021-C
        64035GAB5
        
          
        
        1177959.16000000
        PA
        USD
        1107690.24000000
        0.264703180263
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2062-04-20
          Fixed
          1.32000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LHFC Depositor, LLC
        N/A
        LHOME Mortgage Trust 2020-RTL1
        50201TAA6
        
          
        
        192409.41000000
        PA
        USD
        192345.01000000
        0.045964416780
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2024-10-25
          Fixed
          3.23000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DAIMLER TRUCKS FINAN NA
        5493003HSDTSCZRXBA58
        Daimler Trucks Finance North America LLC
        233853AB6
        
          
        
        575000.00000000
        PA
        USD
        557932.53000000
        0.133328352756
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-12-14
          Fixed
          1.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        CSMC 2020-TMIC
        126390AA1
        
          
        
        2125000.00000000
        PA
        USD
        2119106.74000000
        0.506399960150
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-12-15
          Floating
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Resimac
        N/A
        RESIMAC Premier Series 2019-2
        76120LAA6
        
          
        
        198699.59000000
        PA
        USD
        199456.62000000
        0.047663868229
        Long
        ABS-MBS
        CORP
        AU
        N
        
        2
        
          2051-02-10
          Floating
          1.27000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38375BLN0
        
          
        
        91872.37000000
        PA
        USD
        91661.26000000
        0.021904162511
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2061-03-20
          Floating
          0.61000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIC Funding, LLC
        N/A
        FCI Funding 2021-1 LLC
        30260GAA4
        
          
        
        465173.37000000
        PA
        USD
        460592.81000000
        0.110067216637
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2033-04-15
          Fixed
          1.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOCIETE GENERALE
        O2RNE8IBXP4R0TD8PU41
        Societe Generale SA
        83368RAV4
        
          
        
        1175000.00000000
        PA
        USD
        1137748.62000000
        0.271886189097
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2025-01-22
          Fixed
          2.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GUARDIAN LIFE GLOB FUND
        635400NHILJ5JEKILC36
        Guardian Life Global Funding
        40139LBC6
        
          
        
        2450000.00000000
        PA
        USD
        2261344.24000000
        0.540390255671
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-12-10
          Fixed
          0.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967MQ1
        
          
        
        2000000.00000000
        PA
        USD
        1984425.10000000
        0.474215277878
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-08
          Fixed
          3.11000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCA Inc
        L3CJ6J7LJ2DX62FTXD46
        HCA Inc
        404119BN8
        
          
        
        1600000.00000000
        PA
        USD
        1659310.13000000
        0.396523010308
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vericrest Opportunity Loan Transferee
        N/A
        VOLT XCVI LLC
        92873FAA5
        
          
        
        1032394.71000000
        PA
        USD
        1007764.15000000
        0.240823982939
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-03-27
          Variable
          2.12000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC Holdings PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC Holdings PLC
        404280BZ1
        
          
        
        1680000.00000000
        PA
        USD
        1688747.14000000
        0.403557531226
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2025-03-11
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KINDER MORGAN INC
        549300WR7IX8XE0TBO16
        Kinder Morgan Inc
        49456BAU5
        
          
        
        2640000.00000000
        PA
        USD
        2457432.99000000
        0.587249308739
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-11-15
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38375BVQ2
        
          
        
        272102.34000000
        PA
        USD
        271781.40000000
        0.064947219284
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2062-09-20
          Floating
          0.67000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Octane Receivables Trust
        N/A
        Octane Receivables Trust 2021-2
        67578AAA6
        
          
        
        487709.77000000
        PA
        USD
        475781.71000000
        0.113696886729
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-09-20
          Fixed
          1.21000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FOX CORP
        549300DDU6FDRBIELS05
        Fox Corp
        35137LAG0
        
          
        
        1200000.00000000
        PA
        USD
        1225801.91000000
        0.292928160087
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-01-25
          Fixed
          4.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pepper Residential Securities Trust
        N/A
        Pepper Residential Securities Trust No. 22
        71338AAA9
        
          
        
        99555.50000000
        PA
        USD
        99536.17000000
        0.023786018688
        Long
        ABS-MBS
        CORP
        AU
        N
        
        2
        
          2060-06-20
          Floating
          1.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cascade Funding Mortgage Trust
        N/A
        CFMT 2020-HB4 LLC
        12529LAD2
        
          
        
        1625000.00000000
        PA
        USD
        1564697.23000000
        0.373913498533
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2030-12-26
          Variable
          2.72000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31371HQX9
        
          
        
        1973.38000000
        PA
        USD
        2121.10000000
        0.000506876286
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-07-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HYUNDAI CAPITAL AMERICA
        549300RIPPWJB5Z0FK07
        Hyundai Capital America
        44891ABM8
        
          
        
        1380000.00000000
        PA
        USD
        1343146.20000000
        0.320969760190
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-09-18
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OSCAR US Funding Trust
        353800SUUA8QI9Y7NC83
        Oscar US Funding X LLC
        68784YAD6
        
          
        
        36769.01000000
        PA
        USD
        36784.85000000
        0.008790423918
        Long
        ABS-O
        CORP
        JP
        N
        
        2
        
          2023-05-10
          Fixed
          3.18000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PFS Financing Corp.
        N/A
        PFS Financing Corp
        69335PDX0
        
          
        
        960000.00000000
        PA
        USD
        920933.76000000
        0.220074246644
        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
        CFMT 2021-HB5 LLC
        12526PAB0
        
          
        
        1600000.00000000
        PA
        USD
        1547147.36000000
        0.369719630758
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2031-02-25
          Variable
          1.37000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Gosforth Funding plc
        213800GD24WOLHNGMP34
        Gosforth Funding 2018-1 plc
        38312RAA1
        
          
        
        39949.21000000
        PA
        USD
        39960.56000000
        0.009549318875
        Long
        ABS-MBS
        CORP
        GB
        N
        
        2
        
          2060-08-25
          Floating
          0.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36296DNA2
        
          
        
        54735.64000000
        PA
        USD
        60609.60000000
        0.014483790950
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2038-11-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BPCE SA
        9695005MSX1OYEMGDF46
        BPCE SA
        05583JAG7
        
          
        
        2635000.00000000
        PA
        USD
        2540751.45000000
        0.607159804056
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2025-01-14
          Fixed
          2.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN ELECTRIC POWER
        1B4S6S7G0TW5EE83BO58
        American Electric Power Co Inc
        025537AR2
        
          
        
        1500000.00000000
        PA
        USD
        1389990.03000000
        0.332163964426
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-11-01
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Chase Commercial Mortgage Sec Trust
        N/A
        J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-AON
        46649XAA5
        
          
        
        1100000.00000000
        PA
        USD
        1109436.02000000
        0.265120366856
        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
        NXP BV / NXP Funding LLC / NXP USA Inc
        62954HAE8
        
          
        
        1540000.00000000
        PA
        USD
        1494300.21000000
        0.357090821577
        Long
        DBT
        CORP
        XX
        
        N
        
        2
        
          2025-05-01
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Preston Ridge Partners Mortgage Trust
        N/A
        PRPM 2021-2 LLC
        69359UAA3
        
          
        
        782088.67000000
        PA
        USD
        759832.30000000
        0.181576057108
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2026-03-25
          Variable
          2.12000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NUCOR CORP
        549300GGJCRSI2TIEJ46
        Nucor Corp
        670346AR6
        
          
        
        975000.00000000
        PA
        USD
        944864.38000000
        0.225792913281
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENBRIDGE INC
        98TPTUM4IVMFCZBCUR27
        Enbridge Inc
        29250NAY1
        
          
        
        750000.00000000
        PA
        USD
        737623.76000000
        0.176268913509
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2025-01-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Foundation Finance Trust
        5493002KPTN6JUQ40J20
        Foundation Finance Trust 2019-1
        35041JAA3
        
          
        
        181296.45000000
        PA
        USD
        183111.70000000
        0.043757945663
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2034-11-15
          Fixed
          3.86000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BMW FINANCE NV
        5299006ZHG3IXU0PNJ56
        BMW Finance NV
        05600LAB2
        
          
        
        1895000.00000000
        PA
        USD
        1872555.56000000
        0.447481971089
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2024-08-14
          Fixed
          2.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DROP Mortgage Trust 2021-FILE
        N/A
        DROP Mortgage Trust 2021-FILE
        26210YAA4
        
          
        
        1700000.00000000
        PA
        USD
        1684210.74000000
        0.402473474092
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2026-04-15
          Floating
          1.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vericrest Opportunity Loan Transferee
        N/A
        VOLT XCIX LLC
        92872VAA1
        
          
        
        1395656.99000000
        PA
        USD
        1339266.03000000
        0.320042521417
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-04-25
          Variable
          2.12000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RMF Proprietary Issuance Trust
        N/A
        RMF Proprietary Issuance Trust 2021-2
        74969VAA3
        
          
        
        1883073.45000000
        PA
        USD
        1743696.45000000
        0.416688690629
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2061-09-25
          Variable
          2.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TD SYNNEX CORP
        5493004HI6PFLF46NS53
        TD SYNNEX Corp
        87162WAC4
        
          
        
        5815000.00000000
        PA
        USD
        5529493.39000000
        1.321375266047
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-08-09
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Stanwich Mortgage Loan Trust
        N/A
        Stanwich Mortgage Loan Co 2021-NPL-B-1 LLC
        85501YAA8
        
          
        
        1847794.71000000
        PA
        USD
        1791480.21000000
        0.428107508617
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2026-10-16
          Variable
          2.74000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Golub Capital Partners Funding
        N/A
        Golub Capital Partners ABS Funding 2021-1 Ltd
        38178HAA6
        
          
        
        1725000.00000000
        PA
        USD
        1645822.50000000
        0.393299890318
        Long
        ABS-O
        CORP
        KY
        N
        
        2
        
          2029-04-20
          Fixed
          2.77000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TVC Mortgage Trust 2020-RTL1
        N/A
        TVC Mortgage Trust 2020-RTL1
        90114YAA7
        
          
        
        249844.65000000
        PA
        USD
        249925.60000000
        0.059724369467
        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
        ECMC Group Student Loan Trust 2020-3
        26833BAB9
        
          
        
        862400.04000000
        PA
        USD
        864749.22000000
        0.206647906064
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2070-01-27
          Floating
          1.46000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31412P2K6
        
          
        
        39116.76000000
        PA
        USD
        40201.56000000
        0.009606910306
        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
        J.P. Morgan Chase Commercial Mortgage Securities Trust 2021-HTL5
        46654PAA4
        
          
        
        2450000.00000000
        PA
        USD
        2404650.13000000
        0.574635862848
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-11-15
          Floating
          1.51000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Resimac
        N/A
        RESIMAC Bastille Trust Series 2019-1NC
        76119UAA9
        
          
        
        133359.27000000
        PA
        USD
        133359.56000000
        0.031868746672
        Long
        ABS-MBS
        CORP
        AU
        N
        
        2
        
          2057-09-05
          Floating
          1.22000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FMC GMSR Issuer Trust
        N/A
        FMC GMSR Issuer Trust
        30259RAK1
        
          
        
        1700000.00000000
        PA
        USD
        1576636.10000000
        0.376766513522
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2026-10-25
          Variable
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31391C5N1
        
          
        
        4502.62000000
        PA
        USD
        4839.84000000
        0.001156569764
        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
        Kubota Credit Owner Trust 2020-2
        50116YAC5
        
          
        
        675000.00000000
        PA
        USD
        664540.67000000
        0.158804350179
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-10-15
          Fixed
          0.59000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Monroe Capital ABS Funding LTD
        N/A
        Monroe Capital ABS Funding 2021-1 Ltd
        610331AA8
        
          
        
        1625000.00000000
        PA
        USD
        1530781.04000000
        0.365808594264
        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
        Pepper Residential Securities Trust No. 23
        71338BAA7
        
          
        
        103887.06000000
        PA
        USD
        103871.32000000
        0.024821983393
        Long
        ABS-MBS
        CORP
        AU
        N
        
        2
        
          2060-08-18
          Floating
          1.42000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO SANTANDER CHILE
        3YJP8HORPAEXJ80D6368
        Banco Santander Chile
        05970FAC5
        
          
        
        800000.00000000
        PA
        USD
        783802.01000000
        0.187304065027
        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
        NRZ Advance Receivables Trust 2015-ON1
        62942QDB6
        
          
        
        405000.00000000
        PA
        USD
        403402.84000000
        0.096400609862
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2052-10-15
          Fixed
          1.32000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SKY LTD
        2138003TS48MQKF4BZ29
        Sky Ltd
        111013AL2
        
          
        
        2330000.00000000
        PA
        USD
        2370184.79000000
        0.566399728975
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2024-09-16
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMMONBOND STUDENT LOAN TRUST
        N/A
        Commonbond Student Loan Trust 2021-A-GS
        20268WAA2
        
          
        
        1206425.78000000
        PA
        USD
        1159810.33000000
        0.277158244937
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2052-03-25
          Fixed
          1.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMPHENOL CORP
        549300D3L3G0R4U4VT04
        Amphenol Corp
        032095AK7
        
          
        
        1250000.00000000
        PA
        USD
        1217228.74000000
        0.290879441698
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-01
          Fixed
          2.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
    
    
      
    
    
      2022-04-14
      MORGAN STANLEY INSTITUTIONAL FUND TRUST
      Francis Smith
      Francis Smith
      Principal Financial Officer
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