0001752724-23-116788.txt : 20230525
0001752724-23-116788.hdr.sgml : 20230525
20230525112414
ACCESSION NUMBER: 0001752724-23-116788
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20230331
FILED AS OF DATE: 20230525
DATE AS OF CHANGE: 20230525
PERIOD START: 20230930
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: 23957888
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
C000210187
Thornburg Summit Fund - Class A
TSAMX
C000210188
Thornburg Summit Fund - Class I
TSUMX
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1
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2023-03-31
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HCL Technologies Ltd
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EC
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N
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AT&T INC
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AT&T Inc
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USD
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0.347276316041
Long
DBT
CORP
US
N
2
2026-02-20
Fixed
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N
N
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N
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Hong Kong Exchanges & Clearing Ltd
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Hong Kong Exchanges & Clearing Ltd
000000000
7400.00000000
NS
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EC
CORP
HK
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SBA Tower Trust
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SBA Tower Trust
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2049-10-15
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Freddie Mac
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ABS-MBS
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US
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2051-12-01
Fixed
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N
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CarMax Auto Owner Trust
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Carmax Auto Owner Trust 2021-1
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2025-12-15
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USD
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DBT
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US
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2052-02-15
Fixed
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Yum China Holdings Inc
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Yum China Holdings Inc
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EC
CORP
US
N
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N
N
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QORVO INC
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Qorvo Inc
74736KAJ0
200000.00000000
PA
USD
165696.00000000
0.229579167390
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
3.38000000
N
N
N
N
N
N
L3Harris Technologies Inc
549300UTE50ZMDBG8A20
L3Harris Technologies Inc
502431109
3725.00000000
NS
USD
730994.00000000
1.012824654111
Long
EC
CORP
US
N
1
N
N
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SERVICE PROPERTIES TRUST
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Service Properties Trust
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40000.00000000
PA
USD
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0.046677882906
Long
DBT
US
N
2
2027-02-15
Fixed
4.95000000
N
N
N
N
N
N
Flagstar Mortgage Trust
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Flagstar Mortgage Trust 2019-2
33852BAQ8
116312.08000000
PA
USD
98170.19000000
0.136019158475
Long
ABS-MBS
CORP
US
N
2
2049-12-25
Variable
4.03000000
N
N
N
N
N
N
Freedom Financial
N/A
FREED ABS Trust 2022-3FP
35634EAA7
93875.18000000
PA
USD
93723.90000000
0.129858626198
Long
ABS-O
CORP
US
N
2
2029-08-20
Fixed
4.50000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2013-LC11
46639YAQ0
123830.55000000
PA
USD
123292.37000000
0.170827054667
Long
ABS-MBS
CORP
US
N
2
2046-04-15
Fixed
2.96000000
N
N
N
N
N
N
Marlette Funding Trust
N/A
Marlette Funding Trust 2021-1
57110N106
1200.00000000
PA
USD
85349.42000000
0.118255412206
Long
ABS-O
CORP
US
N
2
2031-06-16
None
0.00000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCP6
250000.00000000
PA
USD
193642.50000000
0.268300284385
Long
DBT
CORP
US
N
2
2034-01-15
Fixed
4.25000000
N
N
N
N
N
N
Upstart Pass Through Trust
N/A
Upstart Pass-Through Trust Series 2021-ST4
91534HAB2
500000.00000000
PA
USD
150138.00000000
0.208022867381
Long
ABS-O
CORP
US
N
2
2027-07-20
None
0.00000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-7716.41000000
-0.01069142877
N/A
DFE
XX
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
1195556.20000000
USD
1093820.00000000
EUR
2023-04-28
-7716.41000000
N
N
N
EXTRA SPACE STORAGE LP
549300YNKSKNZFR8UC42
Extra Space Storage LP
30225VAJ6
250000.00000000
PA
USD
251707.50000000
0.348751920843
Long
DBT
US
N
2
2028-04-01
Fixed
5.70000000
N
N
N
N
N
N
ASML Holding NV
724500Y6DUVHQD6OXN27
ASML Holding NV
000000000
1516.00000000
NS
1027892.47000000
1.424190671047
Long
EC
CORP
NL
N
1
N
N
N
Arroyo Mortgage Trust
N/A
Arroyo Mortgage Trust 2019-1
042859AA6
37659.81000000
PA
USD
35845.44000000
0.049665449195
Long
ABS-MBS
CORP
US
N
2
2049-01-25
Variable
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N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703TAE6
250000.00000000
PA
USD
248632.50000000
0.344491371766
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
4.90000000
N
N
N
N
N
N
United States Treasury
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United States Treasury Note/Bond
912810QA9
1300000.00000000
PA
USD
1284359.38000000
1.779536965834
Long
DBT
UST
US
N
1
2039-02-15
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
91282CGK1
220899.80000000
PA
USD
220270.18000000
0.305194117693
Long
DBT
UST
US
N
1
2033-01-15
Fixed
1.13000000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust 2019-3
30167EAD7
224764.89000000
PA
USD
222003.55000000
0.307595778816
Long
ABS-O
CORP
US
N
2
2025-08-15
Fixed
3.11000000
N
N
N
N
N
N
ECOPETROL SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AS8
250000.00000000
PA
USD
253077.50000000
0.350650116691
Long
DBT
CORP
CO
N
2
2033-01-13
Fixed
8.88000000
N
N
N
N
N
N
AMERICAN ELECTRIC POWER
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
025537AX9
300000.00000000
PA
USD
310923.00000000
0.430797626150
Long
DBT
CORP
US
N
2
2033-03-01
Fixed
5.63000000
N
N
N
N
N
N
SAP SE
529900D6BF99LW9R2E68
SAP SE
000000000
6591.00000000
NS
829589.78000000
1.149433486434
Long
EC
CORP
DE
N
1
N
N
N
Thermo Fisher Scientific Inc
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific Inc
883556102
866.00000000
NS
USD
499136.42000000
0.691575679062
Long
EC
CORP
US
N
1
N
N
N
Costco Wholesale Corp
29DX7H14B9S6O3FD6V18
Costco Wholesale Corp
22160K105
727.00000000
NS
USD
361224.49000000
0.500492574687
Long
EC
CORP
US
N
1
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
244765.43000000
0.339133374525
Long
ABS-O
CORP
US
N
2
2053-08-15
Fixed
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N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
000000000
9984.00000000
NS
597794.39000000
0.828270678393
Long
EC
CORP
FR
N
1
N
N
N
Dell Equipment Finance Trust
N/A
Dell Equipment Finance Trust 2020-2
24704GAC7
74722.35000000
PA
USD
74532.60000000
0.103268227666
Long
ABS-O
CORP
US
N
2
2023-10-23
Fixed
0.57000000
N
N
N
N
N
N
Shell PLC
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Shell PLC
000000000
11376.00000000
NS
323961.63000000
0.448863227126
Long
EC
CORP
GB
N
1
N
N
N
BioMarin Pharmaceutical Inc
NSLL8ITTRR0J5HEMR848
BioMarin Pharmaceutical Inc
09061G101
8036.00000000
NS
USD
781420.64000000
1.082693003531
Long
EC
CORP
US
N
1
N
N
N
Upstart Pass Through Trust
N/A
Upstart Pass-Through Trust Series 2021-ST7
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163273.68000000
PA
USD
160259.15000000
0.222046170237
Long
ABS-O
CORP
US
N
2
2029-09-20
Fixed
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N
N
N
N
N
N
Fannie Mae
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Fannie Mae Pool
31418ECR9
237073.19000000
PA
USD
212586.01000000
0.294547358866
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
3.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
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550000.00000000
PA
USD
578015.63000000
0.800866327939
Long
DBT
UST
US
N
1
2032-11-15
Fixed
4.13000000
N
N
N
N
N
N
POSCO
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POSCO
73730EAC7
200000.00000000
PA
USD
202464.00000000
0.280522864442
Long
DBT
CORP
KR
N
2
2026-01-17
Fixed
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N
N
N
N
N
N
Novo Nordisk A/S
549300DAQ1CVT6CXN342
Novo Nordisk A/S
000000000
2443.00000000
NS
386151.44000000
0.535029971043
Long
EC
CORP
DK
N
1
N
N
N
Metlife Securitization Trust
N/A
METLIFE SECURITIZATION TRUST 2019-1
59166EAB1
50660.01000000
PA
USD
49091.68000000
0.068018703047
Long
ABS-MBS
CORP
US
N
2
2058-04-25
Variable
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N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCD1
1000000.00000000
PA
USD
992578.13000000
1.375261084490
Long
DBT
UST
US
N
1
2023-05-31
Fixed
0.13000000
N
N
N
N
N
N
Sea Ltd
529900OM6JLLW44YKI15
Sea Ltd
81141R100
4391.00000000
NS
USD
380041.05000000
0.526563754304
Long
EC
CORP
KY
N
1
N
N
N
Imperial Fund LLC
N/A
Imperial Fund Mortgage Trust 2021-NQM3
452762AA5
347343.08000000
PA
USD
292029.46000000
0.404619787323
Long
ABS-MBS
CORP
US
N
2
2056-11-25
Variable
1.60000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCZ2
1000000.00000000
PA
USD
905859.38000000
1.255108404750
Long
DBT
UST
US
N
1
2026-09-30
Fixed
0.88000000
N
N
N
N
N
N
Ellington Financial Mortgage Trust
N/A
Ellington Financial Mortgage Trust 2022-1
31573CAA3
266860.56000000
PA
USD
222422.77000000
0.308176626746
Long
ABS-MBS
CORP
US
N
2
2067-01-25
Variable
2.21000000
N
N
N
N
N
N
Goldman Home Improvement Trust Issuer Trust
N/A
Goldman Home Improvement Trust 2021-GRN2 Issuer Trust
38149XAE9
2000.00000000
PA
USD
154480.27000000
0.214039275328
Long
ABS-O
CORP
US
N
3
2051-06-20
None
0.00000000
N
N
N
N
N
N
Akzo Nobel NV
724500XYIJUGXAA5QD70
Akzo Nobel NV
000000000
4672.00000000
NS
364707.08000000
0.505317857811
Long
EC
CORP
NL
N
1
N
N
N
Orange SA
969500MCOONR8990S771
Orange SA
000000000
51242.00000000
NS
608623.92000000
0.843275473202
Long
EC
CORP
FR
N
1
N
N
N
TIAA Bank Mortgage Loan Trust
N/A
TIAA Bank Mortgage Loan Trust 2018-2
886312CD7
161735.15000000
PA
USD
136300.65000000
0.188850604370
Long
ABS-MBS
CORP
US
N
2
2048-07-25
Variable
3.69000000
N
N
N
N
N
N
Medtronic PLC
549300GX3ZBSQWUXY261
Medtronic PLC
000000000
8377.00000000
NS
USD
675353.74000000
0.935732602618
Long
EC
CORP
IE
N
1
N
N
N
AVANTOR FUNDING INC
5493003VM0XB4U8YD238
Avantor Funding Inc
000000000
100000.00000000
PA
104300.69000000
0.144513238512
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
2.63000000
N
N
N
N
N
N
CME Group Inc
LCZ7XYGSLJUHFXXNXD88
CME Group Inc
12572Q105
2781.00000000
NS
USD
532617.12000000
0.737964675958
Long
EC
CORP
US
N
1
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet Inc
02079K305
9819.00000000
NS
USD
1018524.87000000
1.411211445185
Long
EC
CORP
US
N
1
N
N
N
Visa Inc
549300JZ4OKEHW3DPJ59
Visa Inc
92826C839
4860.00000000
NS
USD
1095735.60000000
1.518190340916
Long
EC
CORP
US
N
1
N
N
N
Enbridge Inc
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250N105
19676.00000000
NS
750206.64000000
1.039444620161
Long
EC
CORP
CA
N
1
N
N
N
Roche Holding AG
549300U41AUUVOAAOB37
Roche Holding AG
000000000
4680.00000000
NS
1334768.02000000
1.849380375455
Long
EC
CORP
CH
N
1
N
N
N
Harley-Davidson Motorcycle Trust
N/A
Harley-Davidson Motorcycle Trust 2021-B
41285AAC1
490010.06000000
PA
USD
472601.90000000
0.654810923071
Long
ABS-O
CORP
US
N
2
2026-11-16
Fixed
0.56000000
N
N
N
N
N
N
IHS NETHERLANDS HOLDCO
5493006Z6YQYCCN2XI74
IHS Netherlands Holdco BV
44963LAC0
200000.00000000
PA
USD
177246.00000000
0.245582205384
Long
DBT
CORP
NL
N
2
2027-09-18
Fixed
8.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWDJ9
500218.52000000
PA
USD
430910.91000000
0.597046204720
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
2.50000000
N
N
N
N
N
N
SK HYNIX INC
988400XAIK6XISWQV045
SK Hynix Inc
78392BAD9
200000.00000000
PA
USD
201978.00000000
0.279849489856
Long
DBT
CORP
KR
N
2
2026-01-17
Fixed
6.25000000
N
N
N
N
N
N
PENTAIR FINANCE SARL
549300H2U8U8TZPV3T89
Pentair Finance Sarl
709629AS8
400000.00000000
PA
USD
413940.00000000
0.573532255152
Long
DBT
CORP
LU
N
2
2032-07-15
Fixed
5.90000000
N
N
N
N
N
N
TotalEnergies SE
529900S21EQ1BO4ESM68
TotalEnergies SE
000000000
9462.00000000
NS
557817.21000000
0.772880519916
Long
EC
CORP
FR
N
1
N
N
N
Marlette Funding Trust
N/A
Marlette Funding Trust 2021-2
57108T107
1150.00000000
PA
USD
112061.71000000
0.155266476427
Long
ABS-O
CORP
US
N
2
2031-09-15
None
0.00000000
N
N
N
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2019-1
35563PJF7
48920.52000000
PA
USD
46759.98000000
0.064788029135
Long
ABS-MBS
USGSE
US
N
2
2058-07-25
Fixed
3.50000000
N
N
N
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-51984.08000000
-0.07202625171
N/A
DFE
JP
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
1917519.07000000
USD
246842000.00000000
JPY
2023-04-28
-51984.08000000
N
N
N
OWL ROCK TECHNOLOGY FINA
254900G5EZJSOD3UKL16
Owl Rock Technology Finance Corp
691205AG3
168000.00000000
PA
USD
140214.48000000
0.194273389668
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.50000000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918104
5153.00000000
NS
USD
1485609.90000000
2.058378499840
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac Whole Loan Securities Trust
N/A
Freddie Mac Whole Loan Securities Trust 2017-SC02
3137G1BS5
71276.20000000
PA
USD
63412.49000000
0.087860821361
Long
ABS-MBS
USGSE
US
N
2
2047-05-25
Fixed
3.00000000
N
N
N
N
N
N
ARROW ELECTRONICS INC
549300YNNLBXT8N8R512
Arrow Electronics Inc
04273WAD3
300000.00000000
PA
USD
300615.00000000
0.416515434320
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
6.13000000
N
N
N
N
N
N
Verizon Owner Trust
549300XY7L2MRX0BQH89
Verizon Owner Trust 2020-A
92348TAA2
22762.14000000
PA
USD
22715.93000000
0.031473929943
Long
ABS-O
CORP
US
N
2
2024-07-22
Fixed
1.85000000
N
N
N
N
N
N
Service Corp International/US
549300RKVM2ME20JHZ15
Service Corp International/US
817565104
8401.00000000
NS
USD
577820.78000000
0.800596354610
Long
EC
CORP
US
N
1
N
N
N
Marlette Funding Trust
549300GIOP3T7X23OV63
Marlette Funding Trust 2022-1
57109KAA3
226893.08000000
PA
USD
224431.01000000
0.310959132462
Long
ABS-O
CORP
US
N
2
2032-04-15
Fixed
1.36000000
N
N
N
N
N
N
Navient Student Loan Trust
549300YZ4ZMNDBNO4U12
Navient Private Education Loan Trust 2015-A
63939EAC7
51975.66000000
PA
USD
51892.60000000
0.071899502110
Long
ABS-O
CORP
US
N
2
2028-12-15
Floating
5.88000000
N
N
N
N
N
N
Adyen NV
724500973ODKK3IFQ447
Adyen NV
000000000
128.00000000
NS
202560.29000000
0.280656278513
Long
EC
CORP
NL
Y
1
N
N
N
LENOVO GROUP LTD
254900VUZRGD5U73RE46
Lenovo Group Ltd
526250AD7
300000.00000000
PA
USD
302634.00000000
0.419312848494
Long
DBT
CORP
HK
N
2
2028-01-27
Fixed
5.83000000
N
N
N
N
N
N
NVIDIA Corp
549300S4KLFTLO7GSQ80
NVIDIA Corp
67066G104
1564.00000000
NS
USD
434432.28000000
0.601925219257
Long
EC
CORP
US
N
1
N
N
N
Thornburg Capital Management Fund
549300GLR0WG6ALV5277
Thornburg Capital Management Fund
885216739
613859.32800000
NS
USD
6138593.28000000
8.505293635169
Long
EC
RF
US
N
1
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
ES10136781 GLD US 09/15/23
000000000
12740.00000000
NC
USD
150592.60000000
0.208652735873
N/A
DE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
Call
Purchased
SPDR Gold Shares
SPDR Gold Shares
1.00000000
180.00000000
USD
2023-09-15
XXXX
64215.40000000
N
N
N
IMPERIAL FUND LLC
N/A
Imperial Fund Mortgage Trust 2021-NQM2
452761AA7
228381.79000000
PA
USD
182863.01000000
0.253364822218
Long
ABS-MBS
CORP
US
N
2
2056-09-25
Variable
1.07000000
N
N
N
N
N
N
Mosaic Solar Loans LLC
N/A
Mosaic Solar Loan Trust 2021-2
61946RAE9
1150000.00000000
PA
USD
218701.89000000
0.303021182243
Long
ABS-O
CORP
US
N
3
2047-04-22
None
0.00000000
N
N
N
N
N
N
ACC Auto Trust
N/A
ACC Auto Trust 2022-A
00085YAA1
256746.59000000
PA
USD
252449.81000000
0.349780424317
Long
ABS-O
CORP
US
N
2
2026-07-15
Fixed
4.58000000
N
N
N
N
N
N
Linde PLC
5299003QR1WT0EF88V51
Linde PLC
000000000
2142.00000000
NS
USD
761352.48000000
1.054887676523
Long
EC
CORP
IE
N
1
N
N
N
SPS Servicer Advance Receivables Trust
549300W6RZ3B25O0SH56
SPS Servicer Advance Receivables Trust
78472JAE3
100000.00000000
PA
USD
92295.47000000
0.127879472989
Long
ABS-O
CORP
US
N
2
2055-11-15
Fixed
1.83000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBL4
1200000.00000000
PA
USD
1010437.50000000
1.400006034849
Long
DBT
UST
US
N
1
2031-02-15
Fixed
1.13000000
N
N
N
N
N
N
Calix Inc
5299002RQRZ4SXSCSJ58
Calix Inc
13100M509
8444.00000000
NS
USD
452513.96000000
0.626978189995
Long
EC
CORP
US
N
1
N
N
N
COMPASS GROUP DIVERSIFIE
549300I6PTUQPX21TE93
Compass Group Diversified Holdings LLC
20451RAC6
250000.00000000
PA
USD
200745.00000000
0.278141113592
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
5.00000000
N
N
N
N
N
N
MFRA Trust
N/A
MFRA Trust
552758AA2
302378.02000000
PA
USD
284509.50000000
0.394200548744
Long
ABS-MBS
CORP
US
N
2
2056-09-25
Variable
3.88000000
N
N
N
N
N
N
CPS Auto Trust
N/A
CPS Auto Receivables Trust 2022-A
12659WAA6
107374.06000000
PA
USD
106081.92000000
0.146981211790
Long
ABS-O
CORP
US
N
2
2029-04-16
Fixed
0.98000000
N
N
N
N
N
N
Airbnb Inc
549300HMUDNO0RY56D37
Airbnb Inc
009066101
1425.00000000
NS
USD
177270.00000000
0.245615458450
Long
EC
CORP
US
N
1
N
N
N
Nestle SA
KY37LUS27QQX7BB93L28
Nestle SA
000000000
7166.00000000
NS
872968.32000000
1.209536380263
Long
EC
CORP
CH
N
1
N
N
N
Keyence Corp
529900M7PQBS7A89DZ11
Keyence Corp
000000000
853.00000000
NS
414052.72000000
0.573688433718
Long
EC
CORP
JP
N
1
N
N
N
Citigroup Mortgage Loan Trust Inc
N/A
CITIGROUP MORTGAGE LOAN TRUST 2021-J1
17329EBZ9
99907.48000000
PA
USD
23115.77000000
0.032027926022
Long
ABS-MBS
CORP
US
N
2
2051-04-25
Variable
2.61000000
N
N
N
N
N
N
Vector Group Ltd
549300TUIF4WWN6NDN50
Vector Group Ltd
92240MBJ6
251000.00000000
PA
USD
252495.96000000
0.349844367192
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
10.50000000
N
N
N
N
N
N
Nomura Research Institute Ltd
5299005F1HCVF4M4QN79
Nomura Research Institute Ltd
000000000
18900.00000000
NS
436290.72000000
0.604500170420
Long
EC
CORP
JP
N
1
N
N
N
PROSUS NV
635400Z5LQ5F9OLVT688
Prosus NV
000000000
285000.00000000
PA
235795.93000000
0.326705733895
Long
DBT
CORP
NL
N
2
2029-07-13
Fixed
1.29000000
N
N
N
N
N
N
GOTO GROUP INC
549300D12V5KRBV00592
GoTo Group Inc
541056AA5
239000.00000000
PA
USD
123242.74000000
0.170758290098
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
5.50000000
N
N
N
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
000000000
3658.00000000
NS
506844.70000000
0.702255843366
Long
EC
CORP
GB
N
1
N
N
N
AXIS Equipment Finance Receivables LLC
549300INEWFFGID70G60
Amur Equipment Finance Receivables IX LLC
03237KAG9
600000.00000000
PA
USD
549481.56000000
0.761331106613
Long
ABS-O
CORP
US
N
2
2029-02-20
Fixed
6.09000000
N
N
N
N
N
N
Mastercard Inc
AR5L2ODV9HN37376R084
Mastercard Inc
57636Q104
2202.00000000
NS
USD
800228.82000000
1.108752572287
Long
EC
CORP
US
N
1
N
N
N
Broadcom Inc
549300WV6GIDOZJTV909
Broadcom Inc
11135F101
984.00000000
NS
USD
631275.36000000
0.874660049386
Long
EC
CORP
US
N
1
N
N
N
ECAF LTD
635400SSRNQERTYCWK57
ECAF I Ltd
26827EAC9
168144.77000000
PA
USD
111194.81000000
0.154065347974
Long
ABS-O
CORP
KY
N
2
2040-06-15
Fixed
4.95000000
N
N
N
N
N
N
SYSTEM ENERGY RESOURCES
N/A
System Energy Resources Inc
871911AU7
260000.00000000
PA
USD
266523.40000000
0.369280008341
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
6.00000000
N
N
N
N
N
N
Deutsche Telekom AG
549300V9QSIG4WX4GJ96
Deutsche Telekom AG
000000000
36005.00000000
NS
872709.81000000
1.209178203176
Long
EC
CORP
DE
N
1
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076102
2406.00000000
NS
USD
710058.72000000
0.983817893830
Long
EC
CORP
US
N
1
N
N
N
Citigroup Mortgage Loan Trust Inc
N/A
CITIGROUP MORTGAGE LOAN TRUST 2021-J1
17329EBX4
100000.00000000
PA
USD
33764.04000000
0.046781577050
Long
ABS-MBS
CORP
US
N
2
2051-04-25
Variable
2.61000000
N
N
N
N
N
N
Sierra Receivables Funding Co LLC
N/A
Sierra Timeshare 2019-1 Receivables Funding LLC
82653EAA5
14705.03000000
PA
USD
14018.45000000
0.019423185104
Long
ABS-O
CORP
US
N
2
2036-01-20
Fixed
3.20000000
N
N
N
N
N
N
Aqua Finance Trust
N/A
Aqua Finance Trust 2019-A
038370AB8
189699.39000000
PA
USD
173330.79000000
0.240157508035
Long
ABS-O
CORP
US
N
2
2040-07-16
Fixed
3.47000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CGM7
600000.00000000
PA
USD
601031.25000000
0.832755491688
Long
DBT
UST
US
N
1
2033-02-15
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828WU0
755778.00000000
PA
USD
740818.57000000
1.026437032204
Long
DBT
UST
US
N
1
2024-07-15
Fixed
0.13000000
N
N
N
N
N
N
Canadian Pacific Railway Ltd
N/A
Canadian Pacific Railway Ltd
13645T100
3950.00000000
NS
USD
303913.00000000
0.421084959801
Long
EC
CORP
CA
N
1
N
N
N
ServiceNow Inc
549300HJTQM36M0E1G39
ServiceNow Inc
81762P102
755.00000000
NS
USD
350863.60000000
0.486137101413
Long
EC
CORP
US
N
1
N
N
N
OWL ROCK TECHNOLOGY FINA
254900G5EZJSOD3UKL16
Owl Rock Technology Finance Corp
691205AC2
11000.00000000
PA
USD
9904.29000000
0.013722833694
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
4.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DN2A0
289179.04000000
PA
USD
249237.58000000
0.345329736981
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
2.50000000
N
N
N
N
N
N
REGAL REXNORD CORP
QH78R09VCJGQKPBPYU33
Regal Rexnord Corp
758750AC7
250000.00000000
PA
USD
251710.00000000
0.348755384704
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
6.05000000
N
N
N
N
N
N
Charles Schwab Corp/The
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513105
8152.00000000
NS
USD
427001.76000000
0.591629903770
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828G38
550000.00000000
PA
USD
532662.11000000
0.738027011602
Long
DBT
UST
US
N
1
2024-11-15
Fixed
2.25000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust 2022-NQM3
64831QAA1
381971.61000000
PA
USD
345566.30000000
0.478797456983
Long
ABS-MBS
CORP
US
N
2
2062-04-25
Variable
3.90000000
N
N
N
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp
12513GBF5
250000.00000000
PA
USD
219832.50000000
0.304587692614
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.25000000
N
N
N
N
N
N
United States Oil Fund LP
ZR7XWIN3GSRDDWZ9V446
United States Oil Fund LP
91232N207
12067.00000000
NS
USD
801731.48000000
1.110834574457
Long
EC
RF
US
N
1
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust 2020-3
80285WAF4
123669.85000000
PA
USD
123131.78000000
0.170604550090
Long
ABS-O
CORP
US
N
2
2026-01-15
Fixed
1.12000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
91282CBF7
2757504.00000000
PA
USD
2548267.46000000
3.530737747174
Long
DBT
UST
US
N
1
2031-01-15
Fixed
0.13000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDE9
120000.00000000
PA
USD
91818.00000000
0.127217917098
Long
DBT
CORP
MX
N
2
2031-01-28
Fixed
5.95000000
N
N
N
N
N
N
Sendas Distribuidora S/A
N/A
Sendas Distribuidora S/A
000000000
114200.00000000
NS
350140.18000000
0.485134770872
Long
EC
CORP
BR
N
1
N
N
N
LyondellBasell Industries NV
BN6WCCZ8OVP3ITUUVN49
LyondellBasell Industries NV
000000000
3870.00000000
NS
USD
363354.30000000
0.503443521037
Long
EC
CORP
NL
N
1
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BR7
400000.00000000
PA
USD
404000.00000000
0.559759943667
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
6.75000000
N
N
N
N
N
N
Tenet Healthcare Corp
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GCS7
500000.00000000
PA
USD
493240.00000000
0.683405927263
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
4.63000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCK7
500000.00000000
PA
USD
409750.00000000
0.567726824053
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
4.25000000
N
N
N
N
N
N
Mission Lane Credit Card Master Trust
N/A
Mission Lane Credit Card Master Trust
60510MAA6
450000.00000000
PA
USD
437070.29000000
0.605580299279
Long
ABS-O
CORP
US
N
2
2026-09-15
Fixed
1.59000000
N
N
N
N
N
N
Alibaba Group Holding Ltd
5493001NTNQJDH60PM02
Alibaba Group Holding Ltd
000000000
56900.00000000
NS
727749.40000000
1.008329116702
Long
EC
CORP
KY
N
1
N
N
N
Invesco DB Agriculture Fund
549300CW37D800HX4P40
Invesco DB Agriculture Fund
46140H106
19822.00000000
NS
USD
404963.46000000
0.561094860289
Long
EC
RF
US
N
1
N
N
N
NN Group NV
724500OHYNDT9OY6Q215
NN Group NV
000000000
19431.00000000
NS
705099.82000000
0.976947117631
Long
EC
CORP
NL
N
1
N
N
N
SMB Private Education Loan Trust
N/A
SMB Private Education Loan Trust
78449XAA0
137928.97000000
PA
USD
120162.57000000
0.166490577757
Long
ABS-O
CORP
US
N
2
2053-07-15
Fixed
1.29000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-LC23 Mortgage Trust
12636FBG7
304019.57000000
PA
USD
296279.33000000
0.410508170966
Long
ABS-MBS
CORP
US
N
2
2048-10-10
Fixed
3.60000000
N
N
N
N
N
N
LendingPoint Pass-Through Trust
N/A
LendingPoint Pass-Through Trust Series 2022-ST1
52607NAA5
147642.38000000
PA
USD
141110.87000000
0.195515377826
Long
ABS-O
CORP
US
N
2
2028-03-15
Fixed
2.50000000
N
N
N
N
N
N
Nissan Auto Receivables Owner Trust
N/A
Nissan Auto Receivables 2019-C Owner Trust
65479JAD5
98191.22000000
PA
USD
98091.15000000
0.135909645045
Long
ABS-O
CORP
US
N
2
2024-07-15
Fixed
1.93000000
N
N
N
N
N
N
Otis Worldwide Corp
549300ZLBKR8VSU25153
Otis Worldwide Corp
68902V107
6060.00000000
NS
USD
511464.00000000
0.708656088682
Long
EC
CORP
US
N
1
N
N
N
Glencore PLC
2138002658CPO9NBH955
Glencore PLC
000000000
76743.00000000
NS
439837.34000000
0.609414169953
Long
EC
CORP
JE
N
1
N
N
N
Raia Drogasil SA
N/A
Raia Drogasil SA
000000000
59680.00000000
NS
287893.93000000
0.398889826829
Long
EC
CORP
BR
N
1
N
N
N
SPDR Gold Shares
549300SMREV46EHBHL79
SPDR Gold Shares
78463V107
5318.00000000
NS
USD
974363.96000000
1.350024542972
Long
EC
RF
US
N
1
N
N
N
Citigroup Mortgage Loan Trust Inc
N/A
CITIGROUP MORTGAGE LOAN TRUST 2021-J1
17329EBY2
100000.00000000
PA
USD
28007.99000000
0.038806314120
Long
ABS-MBS
CORP
US
N
2
2051-04-25
Variable
2.61000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833100
7002.00000000
NS
USD
1154629.80000000
1.599790870803
Long
EC
CORP
US
N
1
N
N
N
Nintendo Co Ltd
353800FEEXU6I9M0ZF27
Nintendo Co Ltd
000000000
25000.00000000
NS
966108.08000000
1.338585654547
Long
EC
CORP
JP
N
1
N
N
N
Taiwan Semiconductor Manufacturing Co Ltd
549300KB6NK5SBD14S87
Taiwan Semiconductor Manufacturing Co Ltd
000000000
41000.00000000
NS
717727.24000000
0.994442968888
Long
EC
CORP
TW
N
1
N
N
N
KDDI Corp
5299003FU7V4I45FU310
KDDI Corp
000000000
25500.00000000
NS
786077.95000000
1.089145913391
Long
EC
CORP
JP
N
1
N
N
N
Builders FirstSource Inc
549300W0SKP6L3H7DP63
Builders FirstSource Inc
12008R107
3327.00000000
NS
USD
295371.06000000
0.409249722540
Long
EC
CORP
US
N
1
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QAZ5
200000.00000000
PA
USD
133930.00000000
0.185565963503
Long
DBT
CORP
MX
N
2
2041-06-02
Fixed
6.50000000
N
N
N
N
N
N
GCAT
N/A
GCAT 2021-CM2 Trust
36167AAA8
243771.22000000
PA
USD
220646.79000000
0.305715927576
Long
ABS-MBS
CORP
US
N
2
2066-08-25
Variable
2.35000000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140CD0
200000.00000000
PA
USD
202604.00000000
0.280716840660
Long
DBT
CORP
US
N
2
2026-02-10
Fixed
4.88000000
N
N
N
N
N
N
MercadoLibre Inc
549300DKPDN9M5S8GB14
MercadoLibre Inc
58733R102
154.00000000
NS
USD
202981.24000000
0.281239523435
Long
EC
CORP
US
N
1
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABV8
300000.00000000
PA
USD
284361.00000000
0.393994795398
Long
DBT
CORP
US
N
2
2024-06-14
Fixed
0.88000000
N
N
N
N
N
N
AIA Group Ltd
ZP5ILWVSYE4LJGMMVD57
AIA Group Ltd
000000000
46800.00000000
NS
492747.68000000
0.682723796036
Long
EC
CORP
HK
N
1
N
N
N
Teck Resources Ltd
T8KI5SQ2JRWHL7XY0E11
Teck Resources Ltd
878742204
5923.00000000
NS
USD
216189.50000000
0.299540154310
Long
EC
CORP
CA
N
1
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933Y105
6974.00000000
NS
USD
741963.86000000
1.028023882368
Long
EC
CORP
US
N
1
N
N
N
Chesapeake Energy Corp
X2MT1W32SPAZ9WSKLE78
Chesapeake Energy Corp
165167735
9283.00000000
NS
USD
705879.32000000
0.978027149502
Long
EC
CORP
US
N
1
N
N
N
DARLING GLOBAL FINANCE
724500R2BQXOR6YG2Y67
Darling Global Finance BV
000000000
200000.00000000
PA
210473.23000000
0.291620008337
Long
DBT
CORP
NL
N
2
2026-05-15
Fixed
3.63000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625H100
5242.00000000
NS
USD
683085.02000000
0.946444634443
Long
EC
CORP
US
N
1
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135106
6458.00000000
NS
USD
667046.82000000
0.924222996006
Long
EC
CORP
US
N
1
N
N
N
COMPASS MINERALS INTERNA
2549008X9G8XP7YJGC47
Compass Minerals International Inc
20451NAG6
500000.00000000
PA
USD
478120.00000000
0.662456495708
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
6.75000000
N
N
N
N
N
N
Foundation Finance Trust
5493002KPTN6JUQ40J20
Foundation Finance Trust 2019-1
35041JAA3
27123.01000000
PA
USD
26600.85000000
0.036856659152
Long
ABS-O
CORP
US
N
2
2034-11-15
Fixed
3.86000000
N
N
N
N
N
N
OPEN TEXT HOLDINGS INC
N/A
Open Text Holdings Inc
683720AA4
400000.00000000
PA
USD
343176.00000000
0.475485590168
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.13000000
N
N
N
N
N
N
SBI Cards & Payment Services Ltd
335800HN4Y9OTCFH4236
SBI Cards & Payment Services Ltd
000000000
26865.00000000
NS
240921.18000000
0.333806995408
Long
EC
CORP
IN
N
1
N
N
N
Mercedes-Benz Group AG
529900R27DL06UVNT076
Mercedes-Benz Group AG
000000000
3499.00000000
NS
268586.40000000
0.372138386469
Long
EC
CORP
DE
N
1
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040H105
6493.00000000
NS
USD
624366.88000000
0.865088043506
Long
EC
CORP
US
N
1
N
N
N
Consumer Loan Underlying Bond Credit Trust
N/A
Consumer Loan Underlying Bond Credit Trust 2019-P1
21054AAC2
157682.38000000
PA
USD
157508.35000000
0.218234814661
Long
ABS-O
CORP
US
N
2
2026-07-15
Fixed
4.66000000
N
N
N
N
N
N
Invesco DB Base Metals Fund
549300I8WTPB4O7RVF32
Invesco DB Base Metals Fund
46140H700
34412.00000000
NS
USD
695122.40000000
0.963122959073
Long
EC
RF
US
N
1
N
N
N
2023-04-17
THORNBURG INVESTMENT TRUST
Christopher Luckham
Christopher Luckham
Manager - Fund Admin