0001752724-22-269181.txt : 20221128
0001752724-22-269181.hdr.sgml : 20221128
20221128111358
ACCESSION NUMBER: 0001752724-22-269181
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20220930
FILED AS OF DATE: 20221128
DATE AS OF CHANGE: 20221128
PERIOD START: 20220930
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: MORGAN STANLEY INSTITUTIONAL FUND TRUST
CENTRAL INDEX KEY: 0000741375
IRS NUMBER: 000000000
STATE OF INCORPORATION: PA
FISCAL YEAR END: 0930
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-03980
FILM NUMBER: 221422357
BUSINESS ADDRESS:
STREET 1: 522 FIFTH AVENUE
CITY: NEW YORK
STATE: NY
ZIP: 10036
BUSINESS PHONE: 800-548-7786
MAIL ADDRESS:
STREET 1: 522 FIFTH AVENUE
CITY: NEW YORK
STATE: NY
ZIP: 10036
FORMER COMPANY:
FORMER CONFORMED NAME: MAS FUNDS /MA/
DATE OF NAME CHANGE: 19960724
FORMER COMPANY:
FORMER CONFORMED NAME: MAS FUNDS INC
DATE OF NAME CHANGE: 19931227
FORMER COMPANY:
FORMER CONFORMED NAME: MAS FUNDS
DATE OF NAME CHANGE: 19930927
0000741375
S000052013
Ultra Short Income Portfolio
C000163598
Institutional Class
MUIIX
C000163599
Class IR
MULSX
C000163600
Class A
MUAIX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000741375
XXXXXXXX
S000052013
C000163599
C000163600
C000163598
MORGAN STANLEY INSTITUTIONAL FUND TRUST
811-03980
0000741375
BD1UNSIL1398DHGY2770
522 FIFTH AVENUE
NEW YORK
10036
800-548-7786
Ultra Short Income Portfolio
S000052013
549300VKXQ43E825GB59
2022-09-30
2022-09-30
N
11515003108.00
67629144.74
11447373963.26
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
USD
N
SWEDBANK (NEW YORK)
M312WZV08Y7LYUC71685
Swedbank AB/New York
87019WDE2
200000000.00000000
PA
USD
200094216.00000000
1.747948626839
Long
STIV
CORP
SE
N
2
2022-12-15
Floating
3.45000000
N
N
N
N
N
N
BNZ INTL FUNDING/LONDON
549300HVMZ89HDMELW08
BNZ International Funding Ltd/London
0556X4HG4
75000000.00000000
PA
USD
75057901.50000000
0.655677902555
Long
STIV
CORP
NZ
N
2
2023-07-12
Floating
2.96000000
N
N
N
N
N
N
Pricoa Short Term Funding LLC
N/A
Pricoa Short Term Funding LLC
74154GW82
33000000.00000000
PA
USD
31585753.98000000
0.275921395434
Long
STIV
CORP
US
N
2
2023-09-08
None
0.00000000
N
N
N
N
N
N
CANADIAN IMP BK COMM NY
549300H8L46OOZOFHU82
Canadian Imperial Bank of Commerce/New York NY
13606CZR8
225000000.00000000
PA
USD
225011306.25000000
1.965615056974
Long
STIV
CORP
CA
N
2
2022-12-23
Floating
3.21000000
N
N
N
N
N
N
Landesbank Baden-Wuerttemberg/New York NY
B81CK4ESI35472RHJ606
Landesbank Baden-Wuerttemberg/New York NY
5148X1K77
100000000.00000000
PA
USD
99940403.00000000
0.873042178238
Long
STIV
CORP
DE
N
2
2022-10-07
None
0.00000000
N
N
N
N
N
N
BNP Paribas Prime Brokerage, Inc.
7VHWWWW4UJS7NUM3PT30
BNP PARIBAS SA:0.000 01DEC2050
000000000
80000000.00000000
PA
USD
80000000.00000000
0.698850236366
Long
RA
CORP
US
N
2
Repurchase
N
3.34000000
2050-12-01
93186000.00000000
USD
84800762.93000000
USD
CDS
N
N
N
SWEDBANK (NEW YORK)
M312WZV08Y7LYUC71685
Swedbank AB/New York
87019WDG7
27500000.00000000
PA
USD
27552877.83000000
0.240691689800
Long
STIV
CORP
SE
N
2
2023-07-14
Floating
3.66000000
N
N
N
N
N
N
BARCLAYS
N/A
BARCLAYS
06744GEZ1
95000000.00000000
PA
USD
94328072.60000000
0.824014947906
Long
STIV
CORP
GB
N
2
2022-12-14
None
0.00000000
N
N
N
N
N
N
HSBC USA Inc
549300LBOHZ4QSIWU288
HSBC USA Inc
40434RRU8
135000000.00000000
PA
USD
131517675.00000000
1.148889478251
Long
STIV
CORP
US
N
2
2023-04-28
None
0.00000000
N
N
N
N
N
N
DNB BANK ASA
549300GKFG0RYRRQ1414
DNB Bank ASA
2332K4MT8
25000000.00000000
PA
USD
25053312.50000000
0.218856417029
Long
STIV
CORP
NO
N
2
2023-07-27
Floating
3.66000000
N
N
N
N
N
N
CITIBANK N.A.
MBNUM2BPBDO7JBLYG310
CITIBANK N.A.
17305T2T8
60000000.00000000
PA
USD
59815996.80000000
0.522530293777
Long
STIV
CORP
US
N
2
2022-12-15
Fixed
2.30000000
N
N
N
N
N
N
Pershing LLC
ZI8Q1A8EI8LQFJNM0D94
PERSHING LLC:3.380 03OCT2022
000000000
25000000.00000000
PA
USD
25000000.00000000
0.218390698864
Long
RA
CORP
US
N
2
Repurchase
N
3.38000000
2022-10-03
27849000.00000000
USD
26347255.79000000
USD
CDS
N
N
N
Citigroup Global Markets Inc
MBNUM2BPBDO7JBLYG310
Citigroup Global Markets Inc
17327BSH9
1000000.00000000
PA
USD
972971.64000000
0.008499518257
Long
STIV
CORP
US
N
2
2023-05-17
None
0.00000000
N
N
N
N
N
N
Suncorp-Metway Ltd
JEBU6C6ITPD2YZ9N7F22
Suncorp-Metway Ltd
8672E3L20
50000000.00000000
PA
USD
49837979.00000000
0.435366042552
Long
STIV
CORP
US
N
2
2022-11-02
None
0.00000000
N
N
N
N
N
N
PSP Capital Inc
549300B456N0WEIC5249
PSP Capital Inc
69370BVG4
150000000.00000000
PA
USD
144141333.00000000
1.259165057965
Long
STIV
CORP
CA
N
2
2023-08-16
None
0.00000000
N
N
N
N
N
N
BANK OF NEW YORK
N/A
BANK OF NEW YORK
000000000
46000000.00000000
PA
USD
46000000.00000000
0.401838885910
Long
STIV
CORP
US
N
2
2022-10-03
Fixed
3.05000000
N
N
N
N
N
N
MACQUARIE BANK LIMITED
4ZHCHI4KYZG2WVRT8631
Macquarie Bank Ltd
55607NJX9
100000000.00000000
PA
USD
100013531.00000000
0.873680997239
Long
STIV
CORP
US
N
2
2022-12-01
Floating
3.28000000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89114TZC9
51500000.00000000
PA
USD
51324405.60000000
0.448350912311
Long
DBT
CORP
CA
N
2
2023-06-02
Floating
3.03000000
N
N
N
N
N
N
ROYAL BANK OF CANADA NY
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada/New York NY
78015M5N6
400000000.00000000
PA
USD
400280956.00000000
3.496705508920
Long
STIV
CORP
US
N
2
2023-03-03
Floating
3.46000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
03785EL36
380000000.00000000
PA
USD
378913644.60000000
3.310048626140
Long
STIV
CORP
US
N
2
2022-11-03
None
0.00000000
N
N
N
N
N
N
CITIGROUP GLOBAL MARKETS
82VOJDD5PTRDMVVMGV31
Citigroup Global Markets Holdings Inc/United States
17330PT90
175000000.00000000
PA
USD
175140271.25000000
1.529960249504
Long
DBT
CORP
US
N
2
2023-07-10
Floating
2.87000000
N
N
N
N
N
N
BARCLAYS BANK PLC NY
G5GSEF7VJP5I7OUK5573
Barclays Bank PLC/NY
06742TM37
175000000.00000000
PA
USD
175117829.25000000
1.529764204541
Long
STIV
CORP
GB
N
2
2022-12-15
Floating
3.56000000
N
N
N
N
N
N
MACQUARIE BANK LIMITED
4ZHCHI4KYZG2WVRT8631
Macquarie Bank Ltd
55607NND8
148000000.00000000
PA
USD
148287155.52000000
1.295381421065
Long
STIV
CORP
US
N
2
2023-08-02
Floating
3.75000000
N
N
N
N
N
N
UBS AG LONDON
BFM8T61CT2L1QCEMIK50
UBS AG/London
90276JPP5
190000000.00000000
PA
USD
190180910.40000000
1.661349677317
Long
STIV
CORP
CH
N
2
2023-06-21
Floating
3.60000000
N
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
064159YN0
79959000.00000000
PA
USD
79695018.56000000
0.696186031973
Long
DBT
CORP
CA
N
2
2023-09-15
Floating
3.45000000
N
N
N
N
N
N
PSP Capital Inc
549300B456N0WEIC5249
PSP Capital Inc
69370BVH2
96000000.00000000
PA
USD
92237023.68000000
0.805748322506
Long
STIV
CORP
CA
N
2
2023-08-17
None
0.00000000
N
N
N
N
N
N
CDP Financial Inc
549300OXMGVYFCBFV096
CDP Financial Inc
12509TTM9
115000000.00000000
PA
USD
111279212.95000000
0.972093803409
Long
STIV
CORP
CA
N
2
2023-06-21
None
0.00000000
N
N
N
N
N
N
Wells Fargo Securities LLC
VYVVCKR63DVZZN70PB21
WELLS FARGO SECURITIES LLC:3.4
000000000
50000000.00000000
PA
USD
50000000.00000000
0.436781397729
Long
RA
CORP
US
N
2
Repurchase
N
3.48000000
2022-12-09
65676000.00000000
USD
52500068.73000000
USD
CDS
N
N
N
NUTRIEN LTD
5493002QQ7GD21OWF963
Nutrien Ltd
67077MAJ7
53623000.00000000
PA
USD
53623000.00000000
0.468430577808
Long
DBT
CORP
CA
N
2
2022-10-01
Fixed
3.15000000
N
N
N
N
N
N
MACQUARIE BANK LIMITED
4ZHCHI4KYZG2WVRT8631
Macquarie Bank Ltd
55607NKE9
90000000.00000000
PA
USD
90017823.60000000
0.786362216250
Long
STIV
CORP
US
N
2
2022-12-15
Floating
3.31000000
N
N
N
N
N
N
Pricoa Short Term Funding LLC
N/A
Pricoa Short Term Funding LLC
74154GWN9
30000000.00000000
PA
USD
28654704.90000000
0.250316841154
Long
STIV
CORP
US
N
2
2023-09-22
None
0.00000000
N
N
N
N
N
N
BANK OF MONTREAL
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06368EJS2
2078000.00000000
PA
USD
2073099.12000000
0.018109822625
Long
DBT
CORP
CA
N
2
2023-04-14
Floating
2.58000000
N
N
N
N
N
N
CANADIAN IMPERIAL BANK
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
13607GKW3
88684000.00000000
PA
USD
88683714.44000000
0.774707934978
Long
DBT
CORP
CA
N
2
2023-03-17
Floating
3.75000000
N
N
N
N
N
N
QATAR NATIONAL BANK SAQ
N/A
QATAR NATIONAL BANK SAQ
000000000
110000000.00000000
PA
USD
108431882.90000000
0.947220587429
Long
DBT
CORP
QA
N
2
2023-01-31
None
0.00000000
N
N
N
N
N
N
Pricoa Short Term Funding LLC
N/A
Pricoa Short Term Funding LLC
74154GMF7
155000000.00000000
PA
USD
153819709.10000000
1.343711750779
Long
STIV
CORP
US
N
2
2022-12-15
None
0.00000000
N
N
N
N
N
N
TORONTO DOMINION
N/A
TORONTO DOMINION
89114WSM8
241000000.00000000
PA
USD
241225142.20000000
2.107253095550
Long
STIV
CORP
CA
N
2
2022-12-19
Variable
3.58000000
N
N
N
N
N
N
Toyota Credit Canada Inc
HJZQGXYTVV2NWJZLPW74
Toyota Credit Canada Inc
89232DNB6
10000000.00000000
PA
USD
9891506.70000000
0.086408522441
Long
STIV
CORP
US
N
2
2023-01-11
None
0.00000000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89114QCL0
22400000.00000000
PA
USD
22351363.33000000
0.195253194328
Long
DBT
CORP
CA
N
2
2023-09-28
Floating
3.42000000
N
N
N
N
N
N
Mercedes-Benz Finance North America LLC
549300423Z16BB673J12
Mercedes-Benz Finance North America LLC
58768KKS3
115000000.00000000
PA
USD
114710551.90000000
1.002068703863
Long
STIV
CORP
US
N
2
2022-10-26
None
0.00000000
N
N
N
N
N
N
BANK OF MONTREAL
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06367WYH0
315839000.00000000
PA
USD
315834537.20000000
2.759013012186
Long
DBT
CORP
CA
N
2
2023-03-10
Floating
3.55000000
N
N
N
N
N
N
BofA Securities Inc
549300HN4UKV1E2R3U73
BofA Securities Inc
06054CAN5
20000000.00000000
PA
USD
20015340.00000000
0.174846563624
Long
STIV
CORP
US
N
2
2023-03-03
Variable
3.56000000
N
N
N
N
N
N
SKANDINAV ENSKILDA BANK
F3JS33DEI6XQ4ZBPTN86
Skandinaviska Enskilda Banken AB
83050WDG6
250000000.00000000
PA
USD
250311600.00000000
2.186629010315
Long
STIV
CORP
SE
N
2
2023-08-11
Floating
3.68000000
N
N
N
N
N
N
CITIBANK N.A.
MBNUM2BPBDO7JBLYG310
CITIBANK N.A.
17305T5R9
150000000.00000000
PA
USD
148873351.50000000
1.300502211055
Long
STIV
CORP
US
N
2
2023-07-28
Fixed
3.85000000
N
N
N
N
N
N
HSBC USA Inc
549300LBOHZ4QSIWU288
HSBC USA Inc
40434RU67
22500000.00000000
PA
USD
21700490.63000000
0.189567412575
Long
STIV
CORP
US
N
2
2023-07-06
None
0.00000000
N
N
N
N
N
N
HSBC USA Inc
549300LBOHZ4QSIWU288
HSBC USA Inc
40434RV41
110000000.00000000
PA
USD
105628538.40000000
0.922731612848
Long
STIV
CORP
US
N
2
2023-08-04
None
0.00000000
N
N
N
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Citibank NA
17330QAN7
36000000.00000000
PA
USD
36001027.08000000
0.314491578553
Long
STIV
CORP
US
N
2
2023-09-26
Floating
3.59000000
N
N
N
N
N
N
BNZ INTL FUNDING/LONDON
549300HVMZ89HDMELW08
BNZ International Funding Ltd/London
0556X4HJ8
95500000.00000000
PA
USD
95598416.57000000
0.835112200202
Long
STIV
CORP
NZ
N
2
2023-04-21
Floating
3.12000000
N
N
N
N
N
N
Wells Fargo Securities LLC
VYVVCKR63DVZZN70PB21
WELLS FARGO SECURITIES LLC:3.4
000000000
109000000.00000000
PA
USD
109000000.00000000
0.952183447049
Long
RA
CORP
US
N
2
Repurchase
N
3.48000000
2022-12-09
3685514.00000000
USD
114450001.25000000
USD
EQT
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89114QCF3
6466000.00000000
PA
USD
6465209.47000000
0.056477664578
Long
DBT
CORP
CA
N
2
2023-01-27
Floating
2.99000000
N
N
N
N
N
N
BofA Securities, Inc.
549300HN4UKV1E2R3U73
BOFA SECURITIES INC:0.000 27JA
000000000
300000000.00000000
PA
USD
300000000.00000000
2.620688386374
Long
RA
CORP
US
N
2
Repurchase
N
3.47000000
2023-01-27
492856.00000000
USD
11386258.81000000
USD
147387.00000000
USD
24187162.69000000
USD
CDS
8739271.00000000
USD
279426585.59000000
USD
EQT
N
N
N
Pricoa Short Term Funding LLC
N/A
Pricoa Short Term Funding LLC
74154GUD3
5000000.00000000
PA
USD
4825142.80000000
0.042150652328
Long
STIV
CORP
US
N
2
2023-07-13
None
0.00000000
N
N
N
N
N
N
BANK OF NOVA SCOTIA HOUS
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/Houston
06417MD44
100000000.00000000
PA
USD
100109612.00000000
0.874520325109
Long
STIV
CORP
CA
N
2
2023-05-15
Floating
2.88000000
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
9612C4T76
12500000.00000000
PA
USD
12508323.25000000
0.109268058247
Long
STIV
CORP
AU
N
2
2023-03-21
Floating
3.46000000
N
N
N
N
N
N
SUMITOMO MITSUI BKG CORP
N/A
SUMITOMO MITSUI BKG CORP
86565FKG6
125000000.00000000
PA
USD
123746415.00000000
1.081002642153
Long
STIV
CORP
JP
N
2
2023-04-26
Fixed
2.70000000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
SOCIETE GENERALE SA:3.190 06OC
000000000
140000000.00000000
PA
USD
140000000.00000000
1.222987913641
Long
RA
CORP
FR
N
2
Repurchase
N
3.19000000
2022-10-06
3.00000000
USD
3.22000000
USD
UST
3196458.00000000
USD
147091177.53000000
USD
EQT
N
N
N
Waste Management Inc
549300YX8JIID70NFS41
Waste Management Inc
94107NKQ6
2000000.00000000
PA
USD
1995446.66000000
0.017431479624
Long
STIV
CORP
US
N
2
2022-10-24
None
0.00000000
N
N
N
N
N
N
BANK OF NOVA SCOTIA HOUS
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/Houston
06417MZM0
145000000.00000000
PA
USD
145199721.55000000
1.268410746569
Long
STIV
CORP
CA
N
2
2023-07-28
Floating
3.62000000
N
N
N
N
N
N
TORONTO DOMINION
N/A
TORONTO DOMINION
89114WTM7
150000000.00000000
PA
USD
150096409.50000000
1.311186390710
Long
STIV
CORP
CA
N
2
2023-03-30
Variable
3.48000000
N
N
N
N
N
N
BANK OF MONTREAL
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06373LAK5
75000000.00000000
PA
USD
75001779.75000000
0.655187643827
Long
STIV
CORP
CA
N
2
2022-12-21
Floating
3.24000000
N
N
N
N
N
N
First Republic Bank/CA
YWC0TIKBQM2JV8L4IV08
First Republic Bank/CA
33616WC61
250000000.00000000
PA
USD
250000155.00000000
2.183908342667
Long
STIV
CORP
US
N
2
2022-10-05
Fixed
3.15000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
JP MORGAN SECURITIES LLC:1.070
000000000
70000000.00000000
PA
USD
70000000.00000000
0.611493956820
Long
RA
CORP
US
N
2
Repurchase
N
3.32000000
2050-12-30
2038.00000000
USD
36124.24000000
USD
6489280.00000000
USD
73647074.76000000
USD
EQT
N
N
N
Barton Capital SA
549300KOFKIMD0C37W24
Barton Capital SA
06945ML38
25000000.00000000
PA
USD
24925105.50000000
0.217736448376
Long
STIV
CORP
US
N
2
2022-11-03
None
0.00000000
N
N
N
N
N
N
SVENSKA HANDLSBNKN A
N/A
SVENSKA HANDLSBNKN A
86959RD23
71000000.00000000
PA
USD
70623432.33000000
0.616940029710
Long
STIV
CORP
SE
N
2
2023-07-19
Fixed
3.91000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BARCLAYS BANK PLC
000000000
59000000.00000000
PA
USD
59000000.00000000
0.515402049320
Long
STIV
CORP
IN
N
2
2022-10-03
Fixed
3.07000000
N
N
N
N
N
N
Mondelez International Inc
549300DV9GIB88LZ5P30
Mondelez International Inc
60920WKJ8
21000000.00000000
PA
USD
20964657.00000000
0.183139443747
Long
STIV
CORP
US
N
2
2022-10-18
None
0.00000000
N
N
N
N
N
N
TWDC ENTERPRISES 18 CORP
7260JQNI6SCF9FIV2392
TWDC Enterprises 18 Corp
25468PCW4
19288000.00000000
PA
USD
19239587.31000000
0.168069876739
Long
DBT
CORP
US
N
2
2022-12-01
Fixed
2.35000000
N
N
N
N
N
N
HSBC USA Inc
549300LBOHZ4QSIWU288
HSBC USA Inc
40434RVB5
18000000.00000000
PA
USD
17266680.00000000
0.150835292490
Long
STIV
CORP
US
N
2
2023-08-11
None
0.00000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
JP MORGAN SECURITIES LLC:0.000
000000000
290000000.00000000
PA
USD
290000000.00000000
2.533332106828
Long
RA
CORP
US
N
2
Repurchase
N
3.45000000
2050-12-30
353902155.00000000
USD
300213288.24000000
USD
CDS
8606000.00000000
USD
7942204.88000000
USD
MM
N
N
N
DIGNITY HEALTH
TFVG45LTYVO3XKPZWP18
Dignity Health
254010AA9
5115000.00000000
PA
USD
5109616.87000000
0.044635711966
Long
DBT
CORP
US
N
2
2022-11-01
Fixed
3.13000000
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MAU4
9915000.00000000
PA
USD
9911349.20000000
0.086581859139
Long
DBT
CORP
JP
N
2
2022-10-18
Fixed
2.78000000
N
N
N
N
N
N
CDP Financial Inc
549300OXMGVYFCBFV096
CDP Financial Inc
12509TVM6
50000000.00000000
PA
USD
47931736.00000000
0.418713812913
Long
STIV
CORP
CA
N
2
2023-08-21
None
0.00000000
N
N
N
N
N
N
Hewlett Packard Enterprise Co
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co
42824GKK5
56000000.00000000
PA
USD
55899806.48000000
0.488319912142
Long
STIV
CORP
US
N
2
2022-10-19
None
0.00000000
N
N
N
N
N
N
COLLAT CP FLEX CO LLC
549300QFFTZ0K7V16U14
Collateralized Commercial Paper FLEX Co LLC
19423MDZ0
5000000.00000000
PA
USD
5000181.45000000
0.043679724852
Long
STIV
CORP
US
N
2
2023-03-23
Floating
3.34000000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236TJE6
10000000.00000000
PA
USD
9976928.40000000
0.087154734631
Long
DBT
CORP
US
N
2
2023-04-06
Floating
2.48000000
N
N
N
N
N
N
CDP Financial Inc
549300OXMGVYFCBFV096
CDP Financial Inc
12509TTN7
90000000.00000000
PA
USD
87074399.70000000
0.760649560147
Long
STIV
CORP
CA
N
2
2023-06-22
None
0.00000000
N
N
N
N
N
N
NORDEA BANK ABP NEW YORK
529900ODI3047E2LIV03
Nordea Bank Abp/New York NY
65558USY9
140000000.00000000
PA
USD
140107819.60000000
1.223929785553
Long
STIV
CORP
FI
N
2
2023-05-12
Floating
3.48000000
N
N
N
N
N
N
TORONTO DOMINION
N/A
TORONTO DOMINION
89114WVJ1
90000000.00000000
PA
USD
88861659.30000000
0.776262395071
Long
STIV
CORP
CA
N
2
2023-05-22
Fixed
2.61000000
N
N
N
N
N
N
Citigroup Global Markets Inc
MBNUM2BPBDO7JBLYG310
Citigroup Global Markets Inc
17327BMF9
115000000.00000000
PA
USD
114121630.00000000
0.996924101250
Long
STIV
CORP
US
N
2
2022-12-15
None
0.00000000
N
N
N
N
N
N
BNP Paribas Prime Brokerage, Inc.
7VHWWWW4UJS7NUM3PT30
BNP PARIBAS SA:0.000 21DEC2050
000000000
230000000.00000000
PA
USD
230000000.00000000
2.009194429553
Long
RA
CORP
US
N
2
Repurchase
N
3.28000000
2050-12-21
267437000.00000000
USD
233044952.79000000
USD
CDS
14000000.00000000
USD
10740656.92000000
USD
MM
N
N
N
Nutrien Ltd
5493002QQ7GD21OWF963
Nutrien Ltd
67077VL30
51000000.00000000
PA
USD
50830549.44000000
0.444036768634
Long
STIV
CORP
CA
N
2
2022-11-03
None
0.00000000
N
N
N
N
N
N
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
Goldman Sachs Bank USA/New York NY
40054PHQ1
75000000.00000000
PA
USD
75002873.25000000
0.655197196236
Long
STIV
CORP
US
N
2
2022-10-03
Floating
3.00000000
N
N
N
N
N
N
SWEDBANK
M312WZV08Y7LYUC71685
Swedbank AB
87019YBE0
105000000.00000000
PA
USD
105051669.45000000
0.917692300322
Long
STIV
CORP
SE
N
2
2022-12-15
Floating
3.46000000
N
N
N
N
N
N
BANK OF MONTREAL
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06373LAC3
125000000.00000000
PA
USD
124997533.75000000
1.091931950080
Long
STIV
CORP
CA
N
2
2022-12-22
Floating
3.22000000
N
N
N
N
N
N
ABN AMRO Bank NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO SECURITIES LLC:3.220
000000000
150000000.00000000
PA
USD
150000000.00000000
1.310344193187
Long
RA
CORP
US
N
2
Repurchase
N
3.22000000
2022-10-03
68368850.00000000
USD
60739242.29000000
USD
AMBS
100591400.00000000
USD
92850488.95000000
USD
UST
N
N
N
Barton Capital SA
549300KOFKIMD0C37W24
Barton Capital SA
06945MME3
20000000.00000000
PA
USD
19849375.00000000
0.173396755130
Long
STIV
CORP
US
N
2
2022-12-14
None
0.00000000
N
N
N
N
N
N
Fiserv Inc
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
33774LKH0
10000000.00000000
PA
USD
9983944.40000000
0.087216023797
Long
STIV
CORP
US
N
2
2022-10-17
None
0.00000000
N
N
N
N
N
N
National Australia Bank Ltd
F8SB4JFBSYQFRQEH3Z21
National Australia Bank Ltd
63254FTF4
137000000.00000000
PA
USD
132617096.00000000
1.158493611072
Long
STIV
CORP
AU
N
2
2023-06-15
None
0.00000000
N
N
N
N
N
N
NEW YORK LIFE GLOBAL FDG
635400DPNHEAUHB7ZI15
New York Life Global Funding
64952WDZ3
6550000.00000000
PA
USD
6542408.75000000
0.057152048766
Long
DBT
CORP
US
N
2
2023-02-02
Floating
2.79000000
N
N
N
N
N
N
MET TOWER GLOBAL FUNDING
635400OFJCY9IOGBGY57
Met Tower Global Funding
58989VAA2
525000.00000000
PA
USD
525373.19000000
0.004589464725
Long
DBT
CORP
US
N
2
2023-01-17
Floating
2.88000000
N
N
N
N
N
N
OLD LINE FUNDING LLC
5493004QSN8OZAIU2J90
Old Line Funding LLC
67984RJZ3
100000000.00000000
PA
USD
100015000.00000000
0.873693829877
Long
STIV
CORP
US
N
2
2022-11-28
Floating
2.88000000
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92344MMC4
110000000.00000000
PA
USD
109130529.20000000
0.953323701577
Long
STIV
CORP
US
N
2
2022-12-12
None
0.00000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
0020A3MF4
115000000.00000000
PA
USD
114064092.05000000
0.996421471125
Long
STIV
CORP
US
N
2
2022-12-15
None
0.00000000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMERICA
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668BG6
35860000.00000000
PA
USD
35695962.02000000
0.311826643687
Long
DBT
CORP
US
N
2
2022-11-23
Fixed
0.75000000
N
N
N
N
N
N
SKANDINAV ENSKILDA BK NY
F3JS33DEI6XQ4ZBPTN86
Skandinaviska Enskilda Banken AB/New York NY
83050PK81
150000000.00000000
PA
USD
150171676.50000000
1.311843895219
Long
STIV
CORP
SE
N
2
2023-08-16
Floating
3.65000000
N
N
N
N
N
N
CREDIT INDUSTRIEL
N/A
CREDIT INDUSTRIEL
000000000
45000000.00000000
PA
USD
44412539.85000000
0.387971424647
Long
DBT
CORP
FR
N
2
2023-02-01
None
0.00000000
N
N
N
N
N
N
SUMITOMO MITSUI BANK NY
549300MS3WYYVQ4HXM15
Sumitomo Mitsui Banking Corp/New York
86565FTG7
200000000.00000000
PA
USD
199938722.00000000
1.746590289106
Long
STIV
CORP
JP
N
2
2023-06-22
Floating
3.50000000
N
N
N
N
N
N
COMMONSPIRIT HEALTH
4SXHN5XW08IBO0UG2V58
CommonSpirit Health
14916RAC8
35295000.00000000
PA
USD
35260211.84000000
0.308020092233
Long
DBT
CORP
US
N
2
2022-11-01
Fixed
2.95000000
N
N
N
N
N
N
DBS Bank Ltd
ATUEL7OJR5057F2PV266
DBS Bank Ltd
23305EME0
83500000.00000000
PA
USD
82876359.38000000
0.723977041773
Long
STIV
CORP
SG
N
2
2022-12-14
None
0.00000000
N
N
N
N
N
N
First Republic Bank/CA
YWC0TIKBQM2JV8L4IV08
First Republic Bank/CA
33616WC87
244000000.00000000
PA
USD
244000161.04000000
2.131494627703
Long
STIV
CORP
US
N
2
2022-10-05
Fixed
3.15000000
N
N
N
N
N
N
HSBC USA Inc
549300LBOHZ4QSIWU288
HSBC USA Inc
40434RT93
152500000.00000000
PA
USD
147675967.50000000
1.290042309912
Long
STIV
CORP
US
N
2
2023-06-09
None
0.00000000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89114QCN6
13475000.00000000
PA
USD
13462087.18000000
0.117599785096
Long
DBT
CORP
CA
N
2
2023-01-06
Floating
2.40000000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78015K7K4
27162000.00000000
PA
USD
27067988.78000000
0.236455879460
Long
DBT
CORP
CA
N
2
2023-10-26
Floating
2.92000000
N
N
N
N
N
N
MACQUARIE BANK LIMITED
4ZHCHI4KYZG2WVRT8631
Macquarie Bank Ltd
55607NJY7
75000000.00000000
PA
USD
75010148.25000000
0.655260747929
Long
STIV
CORP
US
N
2
2022-12-01
Floating
3.28000000
N
N
N
N
N
N
CDP Financial Inc
549300OXMGVYFCBFV096
CDP Financial Inc
12509TTD9
90000000.00000000
PA
USD
87196799.70000000
0.761718801009
Long
STIV
CORP
CA
N
2
2023-06-13
None
0.00000000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group Inc
60687YAP4
13000000.00000000
PA
USD
12949820.13000000
0.113124810734
Long
DBT
CORP
JP
N
2
2023-03-05
Fixed
3.55000000
N
N
N
N
N
N
CANADIAN IMP BK COMM NY
549300H8L46OOZOFHU82
Canadian Imperial Bank of Commerce/New York NY
13606CZL1
200000000.00000000
PA
USD
200009960.00000000
1.747212597770
Long
STIV
CORP
CA
N
2
2022-12-23
Floating
3.22000000
N
N
N
N
N
N
CANADIAN IMPERIAL BANK
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
13607HVD1
4980000.00000000
PA
USD
4969071.09000000
0.043407956322
Long
DBT
CORP
CA
N
2
2023-06-22
Floating
3.30000000
N
N
N
N
N
N
CANADIAN IMPERIAL BANK
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
13607GKW3
3067000.00000000
PA
USD
3066990.12000000
0.026792084628
Long
DBT
CORP
CA
N
2
2023-03-17
Floating
3.75000000
N
N
N
N
N
N
Barclays Capital Inc
AC28XWWI3WIBK2824319
Barclays Capital Inc
06743VUK4
67500000.00000000
PA
USD
64974382.20000000
0.567592029477
Long
STIV
CORP
US
N
2
2023-07-19
None
0.00000000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236TKE4
195000000.00000000
PA
USD
195400779.60000000
1.706948512620
Long
DBT
CORP
US
N
2
2023-07-25
Floating
3.71000000
N
N
N
N
N
N
CommonSpirit Health
4SXHN5XW08IBO0UG2V58
CommonSpirit Health
14918FK64
2000000.00000000
PA
USD
1998581.66000000
0.017458865818
Long
STIV
CORP
US
N
2
2022-10-06
None
0.00000000
N
N
N
N
N
N
NEW YORK LIFE GLOBAL FDG
635400DPNHEAUHB7ZI15
New York Life Global Funding
64952WEF6
6802000.00000000
PA
USD
6787395.90000000
0.059292165362
Long
DBT
CORP
US
N
2
2023-06-30
Floating
3.16000000
N
N
N
N
N
N
BARCLAYS BK PLC
N/A
BARCLAYS BK PLC
06742X4Y0
100000000.00000000
PA
USD
98618056.00000000
0.861490646820
Long
STIV
CORP
GB
N
2
2023-04-20
None
0.00000000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
SOCIETE GENERALE SA:3.220 03OC
000000000
354000000.00000000
PA
USD
354000000.00000000
3.092412295921
Long
RA
CORP
FR
N
2
Repurchase
N
3.22000000
2022-10-03
3064.00000000
USD
406.57000000
USD
AMBS
433992023.00000000
USD
372567909.52000000
USD
CDS
3676.00000000
USD
505.27000000
USD
ABS
109356.00000000
USD
117493.29000000
USD
UST
215000.00000000
USD
217921.40000000
USD
1641000.00000000
USD
1195002.46000000
USD
ADAS
N
N
N
SUMITOMO MITSUI BANK NY
549300MS3WYYVQ4HXM15
Sumitomo Mitsui Banking Corp/New York
86565FQW5
20000000.00000000
PA
USD
20034663.20000000
0.175015363910
Long
STIV
CORP
JP
N
2
2023-08-01
Floating
3.78000000
N
N
N
N
N
N
Sumitomo Mitsui Trust Bank Ltd/Singapore
5493006GGLR4BTEL8O61
Sumitomo Mitsui Trust Bank Ltd/Singapore
86564XMC5
100000000.00000000
PA
USD
99296564.00000000
0.867417840272
Long
STIV
CORP
SG
N
2
2022-12-12
None
0.00000000
N
N
N
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
74432KK31
25000000.00000000
PA
USD
24993429.25000000
0.218333299237
Long
STIV
CORP
US
N
2
2022-10-03
None
0.00000000
N
N
N
N
N
N
CREDIT AGRICOLE CIB
1VUV7VQFKUOQSJ21A208
CREDIT AGRICOLE CIB
000000000
1000000.00000000
PA
USD
1000000.00000000
0.008735627954
Long
STIV
CORP
US
N
2
2022-10-03
Fixed
3.06000000
N
N
N
N
N
N
Bayerische Landesbank/New York
549300DJ6F1V4GISFC11
Bayerische Landesbank/New York
07274ML37
300000000.00000000
PA
USD
299090499.00000000
2.612743324014
Long
STIV
CORP
US
N
2
2022-11-03
None
0.00000000
N
N
N
N
N
N
2022-10-20
MORGAN STANLEY INSTITUTIONAL FUND TRUST
Francis Smith
Francis Smith
Principal Financial Officer