0001752724-20-243030.txt : 20201124
0001752724-20-243030.hdr.sgml : 20201124
20201124095631
ACCESSION NUMBER: 0001752724-20-243030
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20200930
FILED AS OF DATE: 20201124
PERIOD START: 20200930
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: THORNBURG INVESTMENT TRUST
CENTRAL INDEX KEY: 0000816153
IRS NUMBER: 061158764
STATE OF INCORPORATION: MA
FISCAL YEAR END: 0930
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-05201
FILM NUMBER: 201340760
BUSINESS ADDRESS:
STREET 1: 2300 NORTH RIDGETOP ROAD
CITY: SANTA FE
STATE: NM
ZIP: 87506-8361
BUSINESS PHONE: 5059840200
MAIL ADDRESS:
STREET 1: 2300 NORTH RIDGETOP ROAD
CITY: SANTA FE
STATE: NM
ZIP: 87506-8361
FORMER COMPANY:
FORMER CONFORMED NAME: THORNBURG INCOME TRUST
DATE OF NAME CHANGE: 19920703
FORMER COMPANY:
FORMER CONFORMED NAME: LIMITED TERM TRUST
DATE OF NAME CHANGE: 19870816
0000816153
S000064930
Thornburg Summit Fund
C000210188
Thornburg Summit Fund - Class I
TSUMX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000816153
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S000064930
C000210188
THORNBURG INVESTMENT TRUST
811-05201
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5493001XM52H8S4WYY82
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SANTA FE
87506-8361
505-984-0200
Thornburg Summit Fund
S000064930
549300HH8GRQINTDIM06
2020-09-30
2020-09-30
N
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2114499.40
45885948.52
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
51.26000000
USD
N
Discovery Inc
5493006ZCRFWKF6B1K26
Discovery Inc
25470F104
-6531.00000000
NS
USD
-142179.87000000
-0.30985492200
Short
EC
CORP
US
N
1
N
N
N
Dassault Systemes SE
96950065LBWY0APQIM86
Dassault Systemes SE
000000000
2357.00000000
NS
441463.39000000
0.962088404487
Long
EC
CORP
FR
N
1
N
N
N
FREED ABS Trust
N/A
FREED ABS Trust 2019-1
30308XAA1
1758.26000000
PA
USD
1761.14000000
0.003838081279
Long
ABS-O
CORP
US
N
2
2026-06-18
Fixed
3.42000000
N
N
N
N
N
N
Reliance Industries Ltd
5493003UOETFYRONLG31
Reliance Industries Ltd
000000000
26084.00000000
NS
788742.26000000
1.718918940198
Long
EC
CORP
IN
N
1
N
N
N
SoFi Consumer Loan Program Trust
N/A
Sofi Consumer Loan Program 2018-3 Trust
83405XAD6
125000.00000000
PA
USD
127710.25000000
0.278321041885
Long
ABS-O
CORP
US
N
2
2027-08-25
Fixed
4.67000000
N
N
N
N
N
N
CME Group Inc
LCZ7XYGSLJUHFXXNXD88
CME Group Inc
12572Q105
3254.00000000
NS
USD
544426.74000000
1.186478121429
Long
EC
CORP
US
N
1
N
N
N
ECAF LTD
N/A
ECAF I Ltd
26827EAC9
196172.23000000
PA
USD
172141.43000000
0.375150640996
Long
ABS-O
CORP
KY
N
2
2040-06-15
Fixed
4.95000000
N
N
N
N
N
N
ACC Trust
N/A
ACC Trust 2020-A
00086CAA8
166495.50000000
PA
USD
171217.20000000
0.373136451402
Long
ABS-O
CORP
US
N
2
2023-03-20
Fixed
6.00000000
N
N
N
N
N
N
MelTel Land Funding LLC
549300SD1501Q96N0X85
MelTel Land Funding LLC
58571LAA8
99439.07000000
PA
USD
101784.10000000
0.221819758080
Long
ABS-O
CORP
US
N
2
2049-04-15
Fixed
3.77000000
N
N
N
N
N
N
Tencent Music Entertainment Group
213800XTZK2GOHQTYK41
Tencent Music Entertainment Group
88034P109
-9891.00000000
NS
USD
-146090.07000000
-0.31837648498
Short
EC
CORP
KY
N
1
N
N
N
Taiwan Semiconductor Manufacturing Co Ltd
549300KB6NK5SBD14S87
Taiwan Semiconductor Manufacturing Co Ltd
874039100
3460.00000000
NS
USD
280502.20000000
0.611303043845
Long
EC
CORP
TW
N
1
N
N
N
Sleep Number Corp
529900W0TZQLBT2DSS66
Sleep Number Corp
83125X103
-2377.00000000
NS
USD
-116259.07000000
-0.25336529754
Short
EC
CORP
US
N
1
N
N
N
New York Times Co/The
529900J1WEMMIW7BOH57
New York Times Co/The
650111107
-7319.00000000
NS
USD
-313180.01000000
-0.68251833099
Short
EC
CORP
US
N
1
N
N
N
Nintendo Co Ltd
353800FEEXU6I9M0ZF27
Nintendo Co Ltd
000000000
677.00000000
NS
382968.95000000
0.834610512264
Long
EC
CORP
JP
N
1
N
N
N
Keyence Corp
529900M7PQBS7A89DZ11
Keyence Corp
000000000
646.00000000
NS
300014.98000000
0.653827565249
Long
EC
CORP
JP
N
1
N
N
N
Arroyo Mortgage Trust
N/A
Arroyo Mortgage Trust 2019-1
042859AA6
113820.99000000
PA
USD
117427.98000000
0.255912722276
Long
ABS-MBS
CORP
US
N
2
2049-01-25
Variable
3.81000000
N
N
N
N
N
N
Invesco DB Agriculture Fund
549300CW37D800HX4P40
Invesco DB Agriculture Fund
46140H106
11207.00000000
NS
USD
165191.18000000
0.360003847208
Long
EC
RF
US
N
1
N
N
N
EZCORP Inc
5493003K6PG3ZQ7TUQ63
EZCORP Inc
302301AE6
230000.00000000
PA
USD
180791.50000000
0.394001880382
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
2.38000000
N
N
N
N
Y
EZCORP Inc
EZCORP Inc
USD
XXXX
N
N
N
New Residential Advance Receivables Trust Advance
N/A
New Residential Advance Receivables Trust Advance Receivables Backed 2020-T1
62942QCU5
250000.00000000
PA
USD
251424.60000000
0.547933753380
Long
ABS-O
CORP
US
N
2
2053-08-15
Fixed
3.01000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3133L7V46
694438.14000000
PA
USD
722852.90000000
1.575325177564
Long
ABS-MBS
USGSE
US
N
2
2035-08-01
Fixed
2.00000000
N
N
N
N
N
N
AMER AIRLINE 19-1B PTT
N/A
American Airlines 2019-1 Class B Pass Through Trust
02379DAA8
267879.80000000
PA
USD
174968.37000000
0.381311437691
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.85000000
N
N
N
N
N
N
Cargurus Inc
54930027BKQN6B7X7G78
Cargurus Inc
141788109
7787.00000000
NS
USD
168432.81000000
0.367068384620
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DN65
189879.61000000
PA
USD
197378.19000000
0.430149525870
Long
ABS-MBS
USGSE
US
N
2
2035-05-01
Fixed
2.00000000
N
N
N
N
N
N
Flagstar Mortgage Trust
N/A
Flagstar Mortgage Trust 2019-2
33852BAQ8
122999.60000000
PA
USD
118501.16000000
0.258251521047
Long
ABS-MBS
CORP
US
N
2
2049-12-25
Variable
4.13000000
N
N
N
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
6485.80000000
0.014134610287
N/A
DFE
XX
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
612887.09000000
USD
528000.00000000
EUR
2020-10-27
6485.80000000
N
N
N
ONEOK Partners LP
T4DHW82NMF6BXJT50795
ONEOK Partners LP
68268NAP8
100000.00000000
PA
USD
109532.00000000
0.238704883592
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
4.90000000
N
N
N
N
N
N
Z Holdings Corp
52990078MD2OL792YM35
Z Holdings Corp
000000000
64200.00000000
NS
425504.20000000
0.927308280038
Long
EC
CORP
JP
N
1
N
N
N
CarNow Auto Receivables Trust
N/A
Carnow Auto Receivables Trust 2017-1
14368BAC6
25052.23000000
PA
USD
25076.06000000
0.054648668729
Long
ABS-O
CORP
US
N
2
2022-09-15
Fixed
4.35000000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust 2018-3
33844PAA3
17742.79000000
PA
USD
17863.32000000
0.038929826180
Long
ABS-O
CORP
US
N
2
2023-02-15
Fixed
3.07000000
N
N
N
N
N
N
Social Professional Loan Program LLC
N/A
SoFi Professional Loan Program 2015-B LLC
834017AB1
27242.97000000
PA
USD
27334.49000000
0.059570502259
Long
ABS-O
CORP
US
N
2
2032-09-27
Fixed
2.51000000
N
N
N
N
N
N
SMB Private Education Loan Trust
549300GD7VLLBVPDNJ81
SMB Private Education Loan Trust 2015-C
78448RAB2
89336.94000000
PA
USD
90405.33000000
0.197021818042
Long
ABS-O
CORP
US
N
2
2027-07-15
Fixed
2.75000000
N
N
N
N
N
N
Meituan Dianping
21380033K525E5JLIA77
Meituan Dianping
000000000
22700.00000000
NS
708235.43000000
1.543469085511
Long
EC
CORP
KY
Y
1
N
N
N
SCF Equipment Trust LLC
N/A
SCF Equipment Leasing 2019-1 LLC
78397AAA2
30247.17000000
PA
USD
30325.42000000
0.066088685050
Long
ABS-O
CORP
US
N
2
2023-03-20
Fixed
3.04000000
N
N
N
N
N
N
Aqua Finance Trust
N/A
Aqua Finance Trust 2019-A
038370AA0
69211.26000000
PA
USD
70839.77000000
0.154382272318
Long
ABS-O
CORP
US
N
2
2040-07-16
Fixed
3.14000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAE1
400000.00000000
PA
USD
397687.50000000
0.866686889618
Long
DBT
UST
US
N
1
2030-08-15
Fixed
0.63000000
N
N
N
N
N
N
Sierra Receivables Funding Co LLC
N/A
Sierra Timeshare 2019-1 Receivables Funding LLC
82653EAA5
47106.59000000
PA
USD
48541.84000000
0.105788027850
Long
ABS-O
CORP
US
N
2
2036-01-20
Fixed
3.20000000
N
N
N
N
N
N
Hermes International
969500Y4IJGHJE2MTJ13
Hermes International
000000000
281.00000000
NS
242547.26000000
0.528587220757
Long
EC
CORP
FR
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140KG5D1
260201.67000000
PA
USD
270477.47000000
0.589455985381
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Fixed
2.00000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CY9
60000.00000000
PA
USD
67735.20000000
0.147616432011
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
5.15000000
N
N
N
N
N
N
Conn Funding II, L.P
N/A
Conn's Receivables Funding 2018-A LLC
20826JAB4
50376.51000000
PA
USD
50376.51000000
0.109786354264
Long
ABS-O
CORP
US
N
2
2023-01-15
Fixed
4.65000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DRR5
615485.22000000
PA
USD
639791.46000000
1.394308019417
Long
ABS-MBS
USGSE
US
N
2
2035-08-01
Fixed
2.00000000
N
N
N
N
N
N
Mastercard Inc
AR5L2ODV9HN37376R084
Mastercard Inc
57636Q104
2322.00000000
NS
USD
785230.74000000
1.711266227084
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
9128283R9
651148.80000000
PA
USD
730159.09000000
1.591247677231
Long
DBT
UST
US
N
1
2028-01-15
Fixed
0.50000000
N
N
N
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040H105
9619.00000000
NS
USD
691221.34000000
1.506390000195
Long
EC
CORP
US
N
1
N
N
N
DexCom Inc
549300YSK3QDSFR5EU59
DexCom Inc
252131107
571.00000000
NS
USD
235383.33000000
0.512974750641
Long
EC
CORP
US
N
1
N
N
N
Activision Blizzard Inc
549300TPQQDBP9GNOF40
Activision Blizzard Inc
00507V109
5717.00000000
NS
USD
462791.15000000
1.008568341566
Long
EC
CORP
US
N
1
N
N
N
Avant Loans Funding Trust
N/A
Avant Loans Funding Trust 2019-B
05354NAB6
150000.00000000
PA
USD
150643.10000000
0.328298977919
Long
ABS-O
CORP
US
N
2
2026-10-15
Fixed
3.15000000
N
N
N
N
N
N
Aqua Finance Trust
N/A
Aqua Finance Trust 2019-A
038370AB8
200000.00000000
PA
USD
206343.92000000
0.449688688270
Long
ABS-O
CORP
US
N
2
2040-07-16
Fixed
3.47000000
N
N
N
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
9039.49000000
0.019699908777
N/A
DFE
JP
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
614007.21000000
USD
65690900.00000000
JPY
2020-10-28
9039.49000000
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2019-1
35563PJF7
95152.68000000
PA
USD
102732.78000000
0.223887231959
Long
ABS-MBS
USGSE
US
N
2
2058-07-25
Fixed
3.50000000
N
N
N
N
N
N
FREED ABS Trust
N/A
FREED ABS Trust 2019-1
30308XAB9
275000.00000000
PA
USD
276805.18000000
0.603246067539
Long
ABS-O
CORP
US
N
2
2026-06-18
Fixed
3.87000000
N
N
N
N
N
N
Alibaba Group Holding Ltd
5493001NTNQJDH60PM02
Alibaba Group Holding Ltd
01609W102
3120.00000000
NS
USD
917217.60000000
1.998907355266
Long
EC
CORP
KY
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140KHTG6
261695.38000000
PA
USD
276026.36000000
0.601548772342
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Fixed
2.50000000
N
N
N
N
N
N
L3Harris Technologies Inc
549300UTE50ZMDBG8A20
L3Harris Technologies Inc
502431109
3137.00000000
NS
USD
532788.08000000
1.161113798852
Long
EC
CORP
US
N
1
N
N
N
XEROX CORPORATION
4KF48RN45X1OO8UBLY20
Xerox Corp
984121CD3
200000.00000000
PA
USD
203454.00000000
0.443390638228
Long
DBT
CORP
US
N
2
2021-05-15
Fixed
4.50000000
N
N
N
N
N
N
ARES CAPITAL CORP
WEQ82666OJYSI5GUAB47
Ares Capital Corp
04010LAY9
120000.00000000
PA
USD
119008.80000000
0.259357829223
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
3.25000000
N
N
N
N
N
N
Consumer Lending Receivables Trust
N/A
Consumer Lending Receivables Trust 2019-A Clrt 2019-A
21053QAA2
18468.34000000
PA
USD
18502.08000000
0.040321886321
Long
ABS-O
CORP
US
N
2
2026-04-15
Fixed
3.52000000
N
N
N
N
N
N
SPS Servicer Advance Receivables Trust
N/A
SPS Servicer Advance Receivables Trust Advance Receivables Backed Notes 2019-T2
78469QBB7
121000.00000000
PA
USD
119992.61000000
0.261501862487
Long
ABS-O
CORP
US
N
2
2052-10-15
Fixed
2.32000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2019-1
92537DAE0
125000.00000000
PA
USD
115323.36000000
0.251326089401
Long
ABS-MBS
CORP
US
N
2
2059-02-25
Variable
5.31000000
N
N
N
N
N
N
TJX Cos Inc/The
V167QI9I69W364E2DY52
TJX Cos Inc/The
872540109
8828.00000000
NS
USD
491278.20000000
1.070650636732
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3132CWKV5
362356.48000000
PA
USD
386687.90000000
0.842715280978
Long
ABS-MBS
USGSE
US
N
2
2035-01-01
Fixed
2.50000000
N
N
N
N
N
N
Walt Disney Co/The
549300GZKULIZ0WOW665
Walt Disney Co/The
254687106
6421.00000000
NS
USD
796717.68000000
1.736299903777
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DP71
195580.62000000
PA
USD
202935.34000000
0.442260313985
Long
ABS-MBS
USGSE
US
N
2
2040-06-01
Fixed
2.00000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust 2019-NQM2
64830QAF1
150000.00000000
PA
USD
112163.87000000
0.244440561038
Long
ABS-MBS
CORP
US
N
2
2049-04-25
Variable
5.67000000
N
N
N
N
N
N
Freddie Mac Whole Loan Securities Trust
N/A
Freddie Mac Whole Loan Securities Trust 2017-SC02
3137G1BS5
213352.24000000
PA
USD
217942.21000000
0.474965031844
Long
ABS-MBS
USGSE
US
N
2
2047-05-25
Fixed
3.00000000
N
N
N
N
N
N
SMB Private Education Loan Trust
N/A
SMB Private Education Loan Trust 2020-B
78449XAA0
300000.00000000
PA
USD
298503.89000000
0.650534422035
Long
ABS-O
CORP
US
N
2
2053-07-15
Fixed
1.29000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833100
6920.00000000
NS
USD
801405.20000000
1.746515492974
Long
EC
CORP
US
N
1
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2017-6
46649HAE2
23841.76000000
PA
USD
24058.92000000
0.052431998849
Long
ABS-MBS
CORP
US
N
2
2048-12-25
Variable
3.50000000
N
N
N
N
N
N
Blackbaud Inc
54930056X3HKFMNG3754
Blackbaud Inc
09227Q100
-2338.00000000
NS
USD
-130530.54000000
-0.28446734612
Short
EC
CORP
US
N
1
N
N
N
Corecivic Inc
529900JFA3K6PTLT8B15
Corecivic Inc 2019 Term Loan
21871QAF1
77000.00000000
PA
USD
75460.00000000
0.164451215315
Long
LON
CORP
US
N
2
2024-12-18
Floating
5.50000000
N
N
N
N
N
N
B&M European Value Retail SA
213800UK7ZRLY2K1X530
B&M European Value Retail SA
000000000
69235.00000000
NS
441951.77000000
0.963152739029
Long
EC
CORP
LU
N
1
N
N
N
Roche Holding AG
549300U41AUUVOAAOB37
Roche Holding AG
000000000
1656.00000000
NS
566623.31000000
1.234851470386
Long
EC
CORP
CH
N
1
N
N
N
Western Union Co/The
28ID94QU1140NC23S047
Western Union Co/The
959802109
-16775.00000000
NS
USD
-359488.25000000
-0.78343863774
Short
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZQ6
1850000.00000000
PA
USD
1843351.56000000
4.017246280081
Long
DBT
UST
US
N
1
2030-05-15
Fixed
0.63000000
N
N
N
N
N
N
SPRINT COMMUNICATIONS
549300JKU50UT08ZWD77
Sprint Communications Inc
852061AA8
310000.00000000
PA
USD
345674.80000000
0.753334759658
Long
DBT
CORP
US
N
2
2022-04-15
Fixed
9.25000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust I LLC 2019-2
03463WAA1
91305.03000000
PA
USD
93340.74000000
0.203419005186
Long
ABS-MBS
CORP
US
N
2
2049-03-25
Variable
3.63000000
N
N
N
N
N
N
EPAM Systems Inc
549300XCR4R530HJP604
EPAM Systems Inc
29414B104
928.00000000
NS
USD
300003.84000000
0.653803287664
Long
EC
CORP
US
N
1
N
N
N
Adyen NV
724500973ODKK3IFQ447
Adyen NV
000000000
345.00000000
NS
636068.66000000
1.386194860334
Long
EC
CORP
NL
Y
1
N
N
N
ASML Holding NV
724500Y6DUVHQD6OXN27
ASML Holding NV
000000000
1083.00000000
NS
399594.45000000
0.870842737021
Long
EC
CORP
NL
N
1
N
N
N
Focus Financial Partners Inc
5493006FFJCGLZ246V12
Focus Financial Partners Inc
34417P100
-14821.00000000
NS
USD
-485980.59000000
-1.05910546839
Short
EC
CORP
US
N
1
N
N
N
Tencent Holdings Ltd
254900N4SLUMW4XUYY11
Tencent Holdings Ltd
000000000
5800.00000000
NS
382797.53000000
0.834236933847
Long
EC
CORP
KY
N
1
N
N
N
SBA Tower Trust
N/A
SBA Tower Trust
78403DAH3
30000.00000000
PA
USD
31417.20000000
0.068468019106
Long
ABS-O
CORP
US
N
2
2049-10-15
Variable
3.87000000
N
N
N
N
N
N
Rent-A-Center Inc/TX
529900QUHE15UQNCCJ63
Rent-A-Center Inc/TX
76009N100
-10024.00000000
NS
USD
-299617.36000000
-0.65296102546
Short
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828ZZ6
505200.00000000
PA
USD
561213.38000000
1.223061521231
Long
DBT
UST
US
N
1
2030-07-15
Fixed
0.13000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625H100
4248.00000000
NS
USD
408954.96000000
0.891242249948
Long
EC
CORP
US
N
1
N
N
N
Foundation Finance Trust
5493002KPTN6JUQ40J20
Foundation Finance Trust 2019-1
35041JAA3
113750.44000000
PA
USD
117322.82000000
0.255683545364
Long
ABS-O
CORP
US
N
2
2034-11-15
Fixed
3.86000000
N
N
N
N
N
N
Diamond Resorts Owner Trust
N/A
Diamond Resorts Owner Trust 2018-1
252724AA7
39721.72000000
PA
USD
41371.32000000
0.090161196040
Long
ABS-O
CORP
US
N
2
2031-01-21
Fixed
3.70000000
N
N
N
N
N
N
Teladoc Health Inc
549300I2PVFBC9MFAC61
Teladoc Health Inc
87918A105
1765.00000000
NS
USD
386958.60000000
0.843305221927
Long
EC
CORP
US
N
1
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2020-INV1
92537TAF2
200000.00000000
PA
USD
213048.40000000
0.464299871467
Long
ABS-MBS
CORP
US
N
2
2060-03-25
Variable
5.50000000
N
N
N
N
N
N
Ferrari NV
549300RIVY5EX8RCON76
Ferrari NV
000000000
1855.00000000
NS
USD
341486.95000000
0.744208109485
Long
EC
CORP
NL
N
1
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110L106
898.00000000
NS
USD
449026.94000000
0.978571773021
Long
EC
CORP
US
N
1
N
N
N
MonotaRO Co Ltd
N/A
MonotaRO Co Ltd
000000000
4200.00000000
NS
207879.39000000
0.453034963218
Long
EC
CORP
JP
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QE4N9
670000.00000000
PA
USD
701995.64000000
1.529870608851
Long
ABS-MBS
USGSE
US
N
2
2030-09-01
Fixed
2.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912810SM1
503815.00000000
PA
USD
593405.81000000
1.293219011788
Long
DBT
UST
US
N
1
2050-02-15
Fixed
0.25000000
N
N
N
N
N
N
CSL Ltd
529900ECSECK5ZDQTE14
CSL Ltd
000000000
935.00000000
NS
192202.05000000
0.418869079095
Long
EC
CORP
AU
N
1
N
N
N
Verus Securitization Trust
549300KJ08SBZIO7LD46
Verus Securitization Trust 2017-1
92536BAE5
235000.00000000
PA
USD
242409.81000000
0.528287673718
Long
ABS-MBS
CORP
US
N
2
2047-01-25
Variable
5.98000000
N
N
N
N
N
N
ServiceNow Inc
549300HJTQM36M0E1G39
ServiceNow Inc
81762P102
1425.00000000
NS
USD
691125.00000000
1.506180044853
Long
EC
CORP
US
N
1
N
N
N
Sea Ltd
529900OM6JLLW44YKI15
Sea Ltd
81141R100
5534.00000000
NS
USD
852457.36000000
1.857774302362
Long
EC
CORP
KY
N
1
N
N
N
Main Street Capital Corp
5493001FS9QJLJNF3E20
Main Street Capital Corp
56035LAD6
11000.00000000
PA
USD
11552.86000000
0.025177337229
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
5.20000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2018-5
89176VAA0
112935.47000000
PA
USD
120482.41000000
0.262569291659
Long
ABS-MBS
CORP
US
N
2
2058-07-25
Variable
3.25000000
N
N
N
N
N
N
Boston Scientific Corp
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp
101137107
10016.00000000
NS
USD
382711.36000000
0.834049142153
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZR4
1200000.00000000
PA
USD
1199812.50000000
2.614771054535
Long
DBT
UST
US
N
1
2022-05-31
Fixed
0.13000000
N
N
N
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135106
270.00000000
NS
USD
850157.10000000
1.852761308027
Long
EC
CORP
US
N
1
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust 2019-NQM2
64830QAA2
72642.60000000
PA
USD
73486.66000000
0.160150683096
Long
ABS-MBS
CORP
US
N
2
2049-04-25
Variable
3.60000000
N
N
N
N
N
N
Starbucks Corp
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244109
5429.00000000
NS
USD
466459.68000000
1.016563229147
Long
EC
CORP
US
N
1
N
N
N
SPDR Gold Shares
549300SMREV46EHBHL79
SPDR Gold Shares
78463V107
3676.00000000
NS
USD
651093.12000000
1.418937912368
Long
EC
RF
US
N
1
N
N
N
GEO Group Inc/The
N/A
GEO Group Inc/The
36162JAB2
250000.00000000
PA
USD
178765.00000000
0.389585495703
Long
DBT
US
N
2
2026-04-15
Fixed
6.00000000
N
N
N
N
N
N
Visa Inc
549300JZ4OKEHW3DPJ59
Visa Inc
92826C839
3400.00000000
NS
USD
679898.00000000
1.481712859664
Long
EC
CORP
US
N
1
N
N
N
TIAA Bank Mortgage Loan Trust
N/A
TIAA Bank Mortgage Loan Trust 2018-2
886312CD7
174788.34000000
PA
USD
167515.38000000
0.365069014378
Long
ABS-MBS
CORP
US
N
2
2048-07-25
Variable
3.82000000
N
N
N
N
N
N
CoreCivic Inc
529900JFA3K6PTLT8B15
CoreCivic Inc
21871NAA9
80000.00000000
PA
USD
67974.40000000
0.148137724493
Long
DBT
US
N
2
2027-10-15
Fixed
4.75000000
N
N
N
N
N
N
Sony Corp
529900R5WX9N2OI2N910
Sony Corp
000000000
3879.00000000
NS
295416.75000000
0.643806567213
Long
EC
CORP
JP
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X7E88
246571.21000000
PA
USD
258378.12000000
0.563087673533
Long
ABS-MBS
USGSE
US
N
2
2031-08-01
Fixed
2.50000000
N
N
N
N
N
N
Safran SA
969500UIC89GT3UL7L24
Safran SA
000000000
4441.00000000
NS
439666.37000000
0.958172129335
Long
EC
CORP
FR
N
1
N
N
N
NIELSEN FINANCE LLC/CO
N/A
Nielsen Finance LLC / Nielsen Finance Co
65409QBB7
60000.00000000
PA
USD
60075.00000000
0.130922432547
Long
DBT
CORP
US
N
2
2022-04-15
Fixed
5.00000000
N
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
Service Properties Trust
44106MAW2
40000.00000000
PA
USD
35635.60000000
0.077661247395
Long
DBT
US
N
2
2027-02-15
Fixed
4.95000000
N
N
N
N
N
N
Homeward Opportunities Fund I Trust
N/A
Homeward Opportunities Fund I Trust 2019-1
43789EAA4
93783.63000000
PA
USD
95369.03000000
0.207839290841
Long
ABS-MBS
CORP
US
N
2
2059-01-25
Variable
3.45000000
N
N
N
N
N
N
21Vianet Group Inc
529900672GYJQ3T38I58
21Vianet Group Inc
90138A103
8067.00000000
NS
USD
186831.72000000
0.407165430869
Long
EC
CORP
KY
N
1
N
N
N
CSMLT TRUST
N/A
CSMLT 2015-3 Trust
12650UAZ4
227844.59000000
PA
USD
237691.95000000
0.518005964061
Long
ABS-MBS
CORP
US
N
2
2045-11-25
Variable
3.61000000
N
N
N
N
N
N
NextEra Energy Inc
N/A
NextEra Energy Inc
65339F101
1326.00000000
NS
USD
368044.56000000
0.802085544422
Long
EC
CORP
US
N
1
N
N
N
MercadoLibre Inc
549300DKPDN9M5S8GB14
MercadoLibre Inc
58733R102
452.00000000
NS
USD
489280.96000000
1.066298018851
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828Z94
650000.00000000
PA
USD
701085.94000000
1.527888084724
Long
DBT
UST
US
N
1
2030-02-15
Fixed
1.50000000
N
N
N
N
N
N
HDFC Bank Ltd
335800ZQ6I4E2JXENC50
HDFC Bank Ltd
40415F101
7145.00000000
NS
USD
356964.20000000
0.777937934190
Long
EC
CORP
IN
N
1
N
N
N
Thornburg Capital Management Fund
549300GLR0WG6ALV5277
Thornburg Capital Management Fund
885216739
545649.72800000
NS
USD
5456497.28000000
11.89143399230
Long
EC
RF
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828Z37
805512.00000000
PA
USD
889443.08000000
1.938377888412
Long
DBT
UST
US
N
1
2030-01-15
Fixed
0.13000000
N
N
N
N
N
N
Upstart Securitization Trust
5493001JGB0VWKP2NJ75
Upstart Securitization Trust 2019-1
91679KAB0
77844.96000000
PA
USD
78304.20000000
0.170649627011
Long
ABS-O
CORP
US
N
2
2026-04-20
Fixed
4.19000000
N
N
N
N
N
N
Avant Loans Funding Trust
N/A
Avant Loans Funding Trust 2019-A
05352EAA0
6534.73000000
PA
USD
6539.98000000
0.014252685649
Long
ABS-O
CORP
US
N
2
2022-07-15
Fixed
3.48000000
N
N
N
N
N
N
Arroyo Mortgage Trust
N/A
Arroyo Mortgage Trust 2019-3
04285AAA3
143996.46000000
PA
USD
147803.52000000
0.322110634665
Long
ABS-MBS
CORP
US
N
2
2048-10-25
Variable
2.96000000
N
N
N
N
N
N
Dollarama Inc
5493002GJ0NJP1HI0C79
Dollarama Inc
000000000
6600.00000000
NS
252986.37000000
0.551337344350
Long
EC
CORP
CA
N
1
N
N
N
Metlife Securitization Trust
N/A
METLIFE SECURITIZATION TRUST 2019-1
59166EAB1
147546.78000000
PA
USD
158205.47000000
0.344779774860
Long
ABS-MBS
CORP
US
N
2
2058-04-25
Variable
3.75000000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918104
5036.00000000
NS
USD
1059221.88000000
2.308379611109
Long
EC
CORP
US
N
1
N
N
N
Estee Lauder Cos Inc/The
549300VFZ8XJ9NUPU221
Estee Lauder Cos Inc/The
518439104
2660.00000000
NS
USD
580545.00000000
1.265191237676
Long
EC
CORP
US
N
1
N
N
N
Vector Group Ltd
549300TUIF4WWN6NDN50
Vector Group Ltd
92240MBJ6
280000.00000000
PA
USD
285264.00000000
0.621680512664
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
10.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912810FD5
426049.54000000
PA
USD
583459.01000000
1.271541787450
Long
DBT
UST
US
N
1
2028-04-15
Fixed
3.63000000
N
N
N
N
N
N
Conn Funding II, L.P
N/A
Conn's Receivables Funding 2019-A LLC
20827DAA8
236980.77000000
PA
USD
237783.89000000
0.518206330411
Long
ABS-O
CORP
US
N
2
2023-10-16
Fixed
3.40000000
N
N
N
N
N
N
Invesco DB Base Metals Fund
549300I8WTPB4O7RVF32
Invesco DB Base Metals Fund
46140H700
40003.00000000
NS
USD
605645.42000000
1.319892994553
Long
EC
RF
US
N
1
N
N
N
2020-10-14
THORNBURG INVESTMENT TRUST
Christopher Luckham
Christopher Luckham
Supervisor - Fund Admin