0001752724-24-120167.txt : 20240528 0001752724-24-120167.hdr.sgml : 20240528 20240528095851 ACCESSION NUMBER: 0001752724-24-120167 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20240331 FILED AS OF DATE: 20240528 DATE AS OF CHANGE: 20240528 PERIOD START: 20240930 FILER: COMPANY DATA: COMPANY CONFORMED NAME: THORNBURG INVESTMENT TRUST CENTRAL INDEX KEY: 0000816153 ORGANIZATION NAME: 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: 24987195 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 S000011851 Thornburg Investment Income Builder Fund C000032380 Thornburg Investment Income Builder Fund - Class A TIBAX C000032381 Thornburg Investment Income Builder Fund - Class C TIBCX C000032382 Thornburg Investment Income Builder Fund - Class I TIBIX C000042675 Thornburg Investment Income Builder Fund - Class R3 TIBRX C000047041 Thornburg Investment Income Builder Fund - Class R5 TIBMX C000058461 Thornburg Investment Income Builder Fund - Class R4 TIBGX C000177479 Thornburg Investment Income Builder Fund - Class R6 TIBOX NPORT-P 1 primary_doc.xml NPORT-P false 0000816153 XXXXXXXX S000011851 C000032380 C000058461 C000042675 C000047041 C000032382 C000177479 C000032381 THORNBURG INVESTMENT TRUST 811-05201 0000816153 5493001XM52H8S4WYY82 2300 NORTH RIDGETOP ROAD SANTA FE 87506-8361 505-984-0200 Thornburg Investment Income Builder Fund S000011851 549300TMVK6SMZQZYS83 2024-09-30 2024-03-31 N 12964588512.72 56609482.39 12907979030.33 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 340709.64000000 N HCL Technologies Ltd 549300C1F8OLYSOQYB65 000000000 2092600.00000000 NS 38816064.63000000 0.300713725508 Long EC CORP IN N 1 N N N Chase Mortgage Finance Corporation N/A 16159WBZ6 1008468.21000000 PA USD 839677.69000000 0.006505105780 Long ABS-MBS CORP US N 2 2050-03-25 Variable 3.89000000 N N N N N N VT Topco Inc 5493007T812R37X02Y38 91838LAG5 997500.00000000 PA USD 998926.43000000 0.007738829042 Long LON CORP US N 2 2030-08-09 Floating 9.58000000 N N N N N N Flagstar Mortgage Trust N/A 33853HBM2 165324040.87000000 PA USD 1314607.18000000 0.010184453948 Long ABS-MBS CORP US N 2 2051-12-30 Variable 0.18000000 N N N N N N CIM Trust N/A 12568PBA0 104052628.80000000 PA USD 1364962.38000000 0.010574563041 Long ABS-MBS CORP US N 2 2051-01-25 Variable 0.26000000 N N N N N N DIG HLDNG/DIG FIN/DIFL 5493007V023VOEW4FK27 000000000 36798296.00000000 PA USD 36158005.65000000 0.280121354125 Long DBT CORP XX N 2 2027-05-25 Fixed 12.00000000 N N N N N N United Auto Credit Securitization Trust N/A 90944DAL5 37000.00000000 PA USD 465387.14000000 0.003605422188 Long ABS-O CORP US N 2 2028-11-10 None 0.00000000 N N N N N N SG Capital Partners N/A 78432BAG4 3366214.00000000 PA USD 2679218.53000000 0.020756297509 Long ABS-MBS CORP US N 2 2059-09-25 Variable 6.10000000 N N N N N N Equitable Holdings Inc 549300FIBAKMNHPZ4009 29452E101 5226798.00000000 NS USD 198670591.98000000 1.539130111020 Long EC CORP US N 1 N N N Cisco Systems Inc 549300LKFJ962MZ46593 17275R102 1619187.00000000 NS USD 80813623.17000000 0.626074949301 Long EC CORP US N 1 N N N MidCap Financial Investment Corp 5493005P14I7WFB3FW47 03761U502 2937783.00000000 NS USD 44184256.32000000 0.342301891072 Long EC CORP US N 1 N N N QORVO INC 254900YAUJV2EUEVBR11 74736KAJ0 9800000.00000000 PA USD 8390858.00000000 0.065005203217 Long DBT CORP US N 2 2031-04-01 Fixed 3.38000000 N N N N N N Chase Mortgage Finance Corporation N/A 16164AAE5 684702.92000000 PA USD 610852.35000000 0.004732362429 Long ABS-MBS CORP US N 2 2045-12-25 Variable 3.75000000 N N N N N N KEHE DIST/FIN / NEXTWAVE N/A 487526AC9 20667000.00000000 PA USD 20946004.50000000 0.162271758040 Long DBT CORP US N 2 2029-02-15 Fixed 9.00000000 N N N N N N Credit Suisse ABS Trust N/A 22551XAB0 40000.00000000 PA USD 283175.68000000 0.002193803378 Long ABS-O CORP US N 2 2026-06-15 None 0.00000000 N N N N N N Foresea Holding SA N/A 262051105 14782.00000000 NS USD 302587.54000000 0.002344189894 Long EC CORP LU N 3 N N N Santander Consumer Auto Receivables Trust N/A 80281MAN3 45588.00000000 PA USD 4506986.50000000 0.034916283094 Long ABS-O CORP US N 2 2029-01-16 None 0.00000000 N N N N N N Drillco Holdings Luxembourg SA N/A 262051204 133041.00000000 NS USD 2723349.27000000 0.021098184801 Long EC CORP LU N 3 N N N Social Professional Loan Program LLC N/A 83405N106 23000.00000000 PA USD 781056.22000000 0.006050956684 Long ABS-O CORP US N 2 2047-02-15 None 0.00000000 N N N N N N New Residential Mortgage Loan Trust N/A 64829WAL8 97186966.94000000 PA USD 3613683.55000000 0.027995734587 Long ABS-MBS CORP US N 2 2051-06-25 Variable 0.75000000 N N N N N N VONTIER CORP 549300VVSQLG4P5K4639 928881AD3 5832000.00000000 PA USD 5169776.40000000 0.040051013313 Long DBT CORP US N 2 2028-04-01 Fixed 2.40000000 N N N N N N COGENT COMMUNICATIONS GR 549300KFWFYF8Q1U0Y26 19240CAE3 10000000.00000000 PA USD 9955300.00000000 0.077125164029 Long DBT CORP US N 2 2027-06-15 Fixed 7.00000000 N N N N N N Upstart Pass Through Trust N/A 91680XAA1 1000295.02000000 PA USD 989335.59000000 0.007664527403 Long ABS-O CORP US N 2 2027-01-20 Fixed 3.00000000 N N N N N N WE SODA INV HOLDING PLC 984500SE38C07DB47A90 92943TAC7 4150000.00000000 PA USD 4269354.00000000 0.033075309387 Long DBT CORP GB N 2 2031-02-14 Fixed 9.38000000 N N N N N N CIM Trust N/A 12559YBL8 672876.82000000 PA USD 400510.91000000 0.003102816552 Long ABS-MBS CORP US N 2 2050-07-25 Variable 3.45000000 N N N N N N GS Mortgage-Backed Securities Trust N/A 36258KBN7 1855177.79000000 PA USD 1474066.33000000 0.011419807287 Long ABS-MBS CORP US N 2 2050-10-25 Variable 3.85000000 N N N N N N Marlette Funding Trust N/A 57110N106 9550.00000000 PA USD 180531.52000000 0.001398604069 Long ABS-O CORP US N 2 2031-06-16 None 0.00000000 N N N N N N Credit Suisse Mortgage Trust N/A 12663DAE4 3683016.62000000 PA USD 3545790.51000000 0.027469757284 Long ABS-MBS CORP US N 2 2067-05-25 Variable 5.17000000 N N N N N N CIM Trust N/A 12568PCK7 164000.00000000 PA USD 68911.46000000 0.000533867151 Long ABS-MBS CORP US N 2 2051-01-25 Variable 2.76000000 N N N N N N Aqua Finance Trust N/A 038413AD2 8200000.00000000 PA USD 7230227.74000000 0.056013630972 Long ABS-O CORP US N 2 2046-07-17 Fixed 7.15000000 N N N N N N MALAMUTE ENERGY, INC. N/A 000000000 12439.00000000 NS USD 12439.00000000 0.000096366750 Long EC CORP US N 3 N N N STONEX GROUP INC 549300JUF07L8VF02M60 46116VAE5 17784000.00000000 PA USD 17873453.52000000 0.138468256556 Long DBT CORP US N 2 2025-06-15 Fixed 8.63000000 N N N N N N ENSTAR GROUP LTD 213800AMAL5QFXVUCN04 29359UAC3 8354000.00000000 PA USD 6939417.18000000 0.053760679062 Long DBT CORP BM N 2 2031-09-01 Fixed 3.10000000 N N N N N N BAE Systems PLC 8SVCSVKSGDWMW2QHOH83 000000000 10930100.00000000 NS 186169235.98000000 1.442280279062 Long EC CORP GB N 1 N N N DaVinciRe Holdings Ltd N/A 238791AB3 5000000.00000000 PA USD 4902500.00000000 0.037980383981 Long DBT CORP BM N 2 2025-05-01 Fixed 4.75000000 N N N N N N Upstart Pass Through Trust N/A 91534HAB2 1375000.00000000 PA USD 145846.25000000 0.001129892213 Long ABS-O CORP US N 2 2027-07-20 None 0.00000000 N N N N N N CIM Trust N/A 12559YAS4 56132178.18000000 PA USD 1115301.47000000 0.008640403485 Long ABS-MBS CORP US N 2 2050-07-25 Variable 0.45000000 N N N N N N KINDER MORGAN ENER PART 549300PDHUGWPWGOT525 494550BP0 10000000.00000000 PA USD 8865700.00000000 0.068683873588 Long DBT CORP US N 2 2043-03-01 Fixed 5.00000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QDD1 5650000.00000000 PA USD 4056700.00000000 0.031427847771 Long DBT CORP MX N 2 2050-01-23 Fixed 7.69000000 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 49456BAH4 5000000.00000000 PA USD 4771450.00000000 0.036965120479 Long DBT CORP US N 2 2045-06-01 Fixed 5.55000000 N N N N N N GS Mortgage-Backed Securities Trust N/A 36258KAX6 3184294.75000000 PA USD 82429.61000000 0.000638594235 Long ABS-MBS CORP US N 2 2050-10-25 Variable 0.93000000 N N N N N N NUFARM AUSTRALIA/AMERICA N/A 67052NAB1 3000000.00000000 PA USD 2748150.00000000 0.021290319681 Long DBT CORP AU N 2 2030-01-27 Fixed 5.00000000 N N N N N N Carvana Auto Receivables Trust N/A 14687KAK2 17500.00000000 PA USD 4262868.98000000 0.033025068990 Long ABS-O CORP US N 2 2028-09-11 None 0.00000000 N N N N N N GS Mortgage-Backed Securities Trust N/A 36258KBQ0 4402015.76000000 PA USD 2896425.56000000 0.022439032114 Long ABS-MBS CORP US N 2 2050-10-25 Variable 3.85000000 N N N N N N Singapore Telecommunications Ltd 2549003XJKIQO8YDYD89 000000000 35349200.00000000 NS 66234753.56000000 0.513130315786 Long EC CORP SG N 1 N N N Sequoia Mortgage Trust N/A 81746GCD3 2012254.16000000 PA USD 1752840.71000000 0.013579513151 Long ABS-MBS CORP US N 2 2047-10-25 Variable 3.72000000 N N N N N N JPMorgan Chase Bank, NA - CACLN N/A 46591HBE9 3301051.53000000 PA USD 3594901.23000000 0.027850225209 Long ABS-O CORP US N 2 2028-02-25 Fixed 31.36000000 N N N N N N Tesco PLC 2138002P5RNKC5W2JZ46 000000000 81260030.00000000 NS 304199865.18000000 2.356680813202 Long EC CORP GB N 1 N N N Credit Suisse Mortgage Trust N/A 12597MAD7 3808500.00000000 PA USD 3048649.98000000 0.023618336943 Long ABS-MBS CORP US N 2 2050-02-25 Variable 2.84000000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287Y109 799560.00000000 NS USD 145599876.00000000 1.127983518240 Long EC CORP US N 1 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747S504 120000.00000000 NS USD 2724000.00000000 0.021103226102 Long EP CORP US N 1 N N N CIM Trust N/A 12568PCL5 654999.99000000 PA USD 231731.59000000 0.001795258494 Long ABS-MBS CORP US N 2 2051-01-25 Variable 2.76000000 N N N N N N HERCULES CAPITAL INC 549300UJ5OC256GR2B73 427096AH5 4098000.00000000 PA USD 3715902.48000000 0.028787639577 Long DBT CORP US N 2 2026-09-16 Fixed 2.63000000 N N N N N N LKQ CORP DS830JTTZQN6GK0I2E41 501889AF6 5840000.00000000 PA USD 6079498.40000000 0.047098762600 Long DBT CORP US N 2 2033-06-15 Fixed 6.25000000 N N N N N N CITGO PETROLEUM CORP YX52P86PXMLYDOTUQ225 17302XAK2 10750000.00000000 PA USD 10738820.00000000 0.083195207977 Long DBT CORP US N 2 2025-06-15 Fixed 7.00000000 N N N N N N Wells Fargo Mortgage Backed Securities Trust N/A 95003KAX0 177809069.42000000 PA USD 4949973.34000000 0.038348166884 Long ABS-MBS CORP US N 2 2051-08-25 Variable 0.50000000 N N N N N N OFFICE CHERIFIEN DES PHO 213800D26TAPVTCVWG40 67091TAC9 5000000.00000000 PA USD 4875300.00000000 0.037769661606 Long DBT CORP MA N 2 2025-10-22 Fixed 4.50000000 N N N N N N Wells Fargo Mortgage Backed Securities Trust N/A 95003KBL5 3329630.48000000 PA USD 2538519.93000000 0.019666284892 Long ABS-MBS CORP US N 2 2051-08-25 Variable 3.31000000 N N N N N N JP Morgan Mortgage Trust N/A 46591XCM5 2289984.45000000 PA USD 969602.77000000 0.007511654362 Long ABS-MBS CORP US N 2 2051-01-25 Variable 3.51000000 N N N N N N Flagstar Mortgage Trust N/A 33853HBV2 13705619.97000000 PA USD 131880.96000000 0.001021701071 Long ABS-MBS CORP US N 2 2051-12-30 Variable 0.18000000 N N N N N N AMER AIRLINE 19-1B PTT N/A 02379DAA8 6276460.19000000 PA USD 5790348.35000000 0.044858674904 Long DBT CORP US N 2 2028-02-15 Fixed 3.85000000 N N N N N N Galton Funding Mortgage Trust 2020-H1 N/A 36418HAE2 4379900.00000000 PA USD 2961129.33000000 0.022940301677 Long ABS-MBS CORP US N 2 2060-01-25 Variable 3.39000000 N N N N N N DELEK LOG PART/FINANCE N/A 24665FAD4 3500000.00000000 PA USD 3574480.00000000 0.027692018956 Long DBT CORP US N 2 2029-03-15 Fixed 8.63000000 N N N N N N Mello Mortgage Capital Acceptance Trust N/A 58549XBQ5 99948540.15000000 PA USD 502311.38000000 0.003891479671 Long ABS-MBS CORP US N 2 2051-08-25 Variable 0.12000000 N N N N N N ENERGEAN ISRAEL FINANCE 98450044QACBL3F8EB03 000000000 6500000.00000000 PA USD 5939050.00000000 0.046010688319 Long DBT CORP IL Y 2 2028-03-30 Fixed 5.38000000 N N N N N N Flagstar Mortgage Trust N/A 33853HBE0 2382630.01000000 PA USD 1845623.33000000 0.014298313668 Long ABS-MBS CORP US N 2 2051-12-30 Variable 3.36000000 N N N N N N Flagstar Mortgage Trust N/A 33851KBG0 102589033.52000000 PA USD 3003663.28000000 0.023269818404 Long ABS-MBS CORP US N 2 2050-08-25 Variable 0.66000000 N N N N N N Endesa SA 549300LHK07F2CHV4X31 000000000 9158357.00000000 NS 169598654.79000000 1.313905564856 Long EC CORP ES N 1 N N N CPS Auto Trust N/A 12597JAE2 1139332.21000000 PA USD 1136452.04000000 0.008804260042 Long ABS-O CORP US N 2 2025-12-15 Fixed 4.09000000 N N N N N N Mello Mortgage Capital Acceptance Trust N/A 585491BZ5 1908502.48000000 PA USD 955039.45000000 0.007398830194 Long ABS-MBS CORP US N 2 2051-10-25 Variable 3.08000000 N N N N N N SG Capital Partners N/A 78432BAN9 47727626.71000000 PA USD 1889460.38000000 0.014637925701 Long ABS-MBS CORP US N 2 2059-09-25 None 0.00000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 6677600.00000000 NS 474463877.41000000 3.675740999386 Long EC CORP FR N 1 N N N Shell PLC 21380068P1DRHMJ8KU70 000000000 2680600.00000000 NS 88812115.12000000 0.688040435387 Long EC CORP GB N 1 N N N Imagefirst Holdings LLC N/A 45249TAN2 3183876.38000000 PA USD 3175916.69000000 0.024604290745 Long LON CORP US N 2 2028-04-27 Floating 9.57000000 N N N N N N PROSUS NV 635400Z5LQ5F9OLVT688 74365PAE8 5000000.00000000 PA USD 3076200.00000000 0.023831770974 Long DBT CORP NL N 2 2051-02-08 Fixed 3.83000000 N N N N N N SG Capital Partners N/A 78432BAM1 47727626.71000000 PA USD 477.28000000 0.000003697557 Long ABS-MBS CORP US N 2 2059-09-25 None 0.00000000 N N N N N N DEUTSCHE TELEKOM INT FIN 529900ERDFHS6C1M4U58 25156PAC7 26150000.00000000 PA USD 30917406.50000000 0.239521666616 Long DBT CORP NL N 2 2030-06-15 Fixed 8.75000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967424 5954378.00000000 NS USD 376554864.72000000 2.917225569046 Long EC CORP US N 1 N N N Visio Trust N/A 92838CAD0 5351000.00000000 PA USD 5192675.74000000 0.040228417847 Long ABS-MBS CORP US N 2 2057-08-25 Variable 6.22000000 N N N N N N OPEN TEXT CORP 549300HP7ONDQODZJV16 683715AD8 10000000.00000000 PA USD 8918700.00000000 0.069094472334 Long DBT CORP CA N 2 2029-12-01 Fixed 3.88000000 N N N N N N PROSUS NV 635400Z5LQ5F9OLVT688 74365PAF5 11800000.00000000 PA USD 9584432.00000000 0.074251995432 Long DBT CORP NL N 2 2031-07-13 Fixed 3.06000000 N N N N N N Merrill Lynch Mortgage Investors Trust N/A 59020ULT0 836122.81000000 PA USD 794789.95000000 0.006157353898 Long ABS-MBS CORP US N 2 2034-08-25 Variable 4.92000000 N N N N N N JP Morgan Mortgage Trust N/A 46655DCT7 1802415.53000000 PA USD 628481.93000000 0.004868941361 Long ABS-MBS CORP US N 2 2052-08-25 Variable 2.74000000 N N N N N N MATTHEWS INTERNATIONAL C 549300ZVC5O0ATML6U61 577128AA9 14969000.00000000 PA USD 14685487.14000000 0.113770615101 Long DBT CORP US N 2 2025-12-01 Fixed 5.25000000 N N N N N N CIMPRESS PLC 549300X1IFD75XISOR81 17186HAG7 11859000.00000000 PA USD 11858407.05000000 0.091868812477 Long DBT CORP IE N 2 2026-06-15 Fixed 7.00000000 N N N N N N Samsung Electronics Co Ltd 9884007ER46L6N7EI764 000000000 5604000.00000000 NS 336344066.85000000 2.605706641292 Long EC CORP KR N 1 N N N GS Mortgage-Backed Securities Trust N/A 36258KAN8 1370675.13000000 PA USD 206074.84000000 0.001596491902 Long ABS-MBS CORP US N 2 2050-10-25 Variable 3.41000000 N N N N N N BIM Birlesik Magazalar AS 7890001GCDJQD8DJKE29 000000000 2799600.00000000 NS 30437494.01000000 0.235803714419 Long EC CORP TR N 1 N N N Flagstar Mortgage Trust N/A 33851KBH8 17583226.78000000 PA USD 417904.07000000 0.003237563905 Long ABS-MBS CORP US N 2 2050-08-25 Variable 0.50000000 N N N N N N CNTL AMR BOTTLING CORP N/A 15239XAA6 10443000.00000000 PA USD 9954685.32000000 0.077120402013 Long DBT CORP VG N 2 2029-04-27 Fixed 5.25000000 N N N N N N Citigroup Mortgage Loan Trust Inc N/A 17328JAJ6 36544847.01000000 PA USD 1969537.02000000 0.015258291134 Long ABS-MBS CORP US N 2 2060-05-25 None 0.00000000 N N N N N N Wells Fargo Mortgage Backed Securities Trust N/A 95002TAW4 157489430.26000000 PA USD 1423594.21000000 0.011028792397 Long ABS-MBS CORP US N 2 2050-06-25 Variable 0.19000000 N N N N N N Saluda Grade Alternative Mortgage Trust N/A 795811AE8 6002835.78000000 PA USD 2112247.84000000 0.016363892713 Long ABS-MBS CORP US N 2 2050-09-25 None 0.00000000 N N N N N N SIX FLAGS ENTERTAINMENT 549300JYTDUAA4JQ3717 83001AAD4 4912000.00000000 PA USD 4973498.24000000 0.038530417723 Long DBT CORP US N 2 2031-05-15 Fixed 7.25000000 N N N N N N Flagstar Mortgage Trust N/A 33853HBN0 12506378.22000000 PA USD 355715.16000000 0.002755777330 Long ABS-MBS CORP US N 2 2051-12-30 Variable 0.50000000 N N N N N N JP Morgan Mortgage Trust N/A 46655DCS9 1705050.78000000 PA USD 1015089.02000000 0.007864042989 Long ABS-MBS CORP US N 2 2052-08-25 Variable 3.13000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71643VAB1 3000000.00000000 PA USD 2496030.00000000 0.019337109195 Long DBT CORP MX N 2 2032-02-16 Fixed 6.70000000 N N N N N N Goldman Home Improvement Trust Issuer Trust N/A 38149XAE9 42000.00000000 PA USD 2352771.96000000 0.018227268222 Long ABS-O CORP US N 3 2051-06-20 None 0.00000000 N N N N N N Orange SA 969500MCOONR8990S771 000000000 52501480.00000000 NS 616709566.31000000 4.777739139960 Long EC CORP FR N 1 N N N KT Corp 9884005ACF8449EANY26 000000000 704000.00000000 NS 19845348.19000000 0.153744812750 Long EC CORP KR N 1 N N N HORACE MANN EDUCATORS CO 254900G5YAV3A2YK8T32 440327AL8 10000000.00000000 PA USD 10691900.00000000 0.082831711880 Long DBT CORP US N 2 2028-09-15 Fixed 7.25000000 N N N N N N OAKTREE STRATEGIC CREDIT 2549006RRE0JC7G43241 67403AAA7 3000000.00000000 PA USD 3182970.00000000 0.024658933768 Long DBT CORP US N 2 2028-11-14 Fixed 8.40000000 N N N N N N ANTARES HOLDINGS 5493008EAIGV4283RM42 03666HAE1 3000000.00000000 PA USD 2726340.00000000 0.021121354424 Long DBT CORP US N 2 2027-07-15 Fixed 3.75000000 N N N N N N ONEOK Partners LP T4DHW82NMF6BXJT50795 68268NAP8 9544000.00000000 PA USD 9475760.40000000 0.073410100665 Long DBT CORP US N 2 2025-03-15 Fixed 4.90000000 N N N N N N FAIR ISAAC CORP RI6HET5SJUEY30V1PS26 303250AF1 7000000.00000000 PA USD 6541710.00000000 0.050679583416 Long DBT CORP US N 2 2028-06-15 Fixed 4.00000000 N N N N N N Medtronic PLC 549300GX3ZBSQWUXY261 000000000 1180465.00000000 NS USD 102877524.75000000 0.797007219397 Long EC CORP IE N 1 N N N Xerox Corp 4KF48RN45X1OO8UBLY20 98415LAY2 7900000.00000000 PA USD 7917301.00000000 0.061336487930 Long LON CORP US N 2 2029-11-17 Floating 9.33000000 N N N N N N JP Morgan Mortgage Trust N/A 46652FCF5 1582548.20000000 PA USD 732609.67000000 0.005675634181 Long ABS-MBS CORP US N 2 2050-11-25 Variable 3.52000000 N N N N N N CME Group Inc LCZ7XYGSLJUHFXXNXD88 12572Q105 1197705.00000000 NS USD 257853909.45000000 1.997631920877 Long EC CORP US N 1 N N N Mosaic Solar Loans LLC N/A 61946PAE3 3872619.48000000 PA USD 1488847.92000000 0.011534322425 Long ABS-O CORP US N 2 2046-08-20 None 0.00000000 N N N N N N BLUE OWL CREDIT INCOME 5493003I42XBWPE05N35 69120VAP6 2500000.00000000 PA USD 2561000.00000000 0.019840441280 Long DBT CORP US N 2 2027-09-16 Fixed 7.75000000 N N N N N N Enbridge Inc 98TPTUM4IVMFCZBCUR27 29250N105 3309521.00000000 NS 119597691.45000000 0.926540794410 Long EC CORP CA N 1 N N N Roche Holding AG 549300U41AUUVOAAOB37 000000000 1132800.00000000 NS 288522658.98000000 2.235227205607 Long EC CORP CH N 1 N N N IHS NETHERLANDS HOLDCO 5493006Z6YQYCCN2XI74 44963LAC0 9995000.00000000 PA USD 9538728.25000000 0.073897921801 Long DBT CORP NL N 2 2027-09-18 Fixed 8.00000000 N N N N N N CPS Auto Trust N/A 12597TAF7 3000000.00000000 PA USD 2972318.40000000 0.023026985037 Long ABS-O CORP US N 2 2027-11-15 Fixed 6.67000000 N N N N N N Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 000000000 1.00000000 NC 7307892.17000000 0.056615308661 N/A DFE US N 2 Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 829116000.00000000 EUR 904623594.12000000 USD 2024-06-20 7307892.17000000 N N N COMISION FEDERAL DE ELEC 4469000001BFPONMPF32 000000000 9884000.00000000 PA USD 8720850.88000000 0.067561706286 Long DBT CORP MX Y 2 2036-09-29 Fixed 5.00000000 N N N N N N TotalEnergies SE 529900S21EQ1BO4ESM68 000000000 8267100.00000000 NS 566086393.22000000 4.385554019648 Long EC CORP FR N 1 N N N TRANSCONT GAS PIPE LINE N/A 893574AH6 32700000.00000000 PA USD 33919056.00000000 0.262775883973 Long DBT CORP US N 2 2026-02-01 Fixed 7.85000000 N N N N N N DataBank Issuer LLC N/A 23802WAN1 10000000.00000000 PA USD 9483130.50000000 0.073467197906 Long ABS-O CORP US N 2 2054-01-26 Fixed 5.30000000 N N N N N N JPMorgan Chase Bank, NA - CACLN N/A 46591HBW9 3633872.97000000 PA USD 4258426.72000000 0.032990654152 Long ABS-O CORP US N 2 2028-09-25 Fixed 28.35000000 N N N N N N GS Mortgage-Backed Securities Trust N/A 36258KBP2 1859569.06000000 PA USD 1601033.55000000 0.012403440896 Long ABS-MBS CORP US N 2 2050-10-25 Variable 3.85000000 N N N N N N OCI NV 549300NCMRGIBJYUOE57 000000000 1908000.00000000 NS 52263934.16000000 0.404896336112 Long EC CORP NL N 1 N N N Marlette Funding Trust N/A 57108T107 26000.00000000 PA USD 630763.17000000 0.004886614461 Long ABS-O CORP US N 2 2031-09-15 None 0.00000000 N N N N N N STEWART INFORMATION SERV 529900TV1XI0PLKENU10 86038AAA0 8101000.00000000 PA USD 6643387.07000000 0.051467290537 Long DBT CORP US N 2 2031-11-15 Fixed 3.60000000 N N N N N N Mello Mortgage Capital Acceptance Trust N/A 58549XBZ5 1508420.48000000 PA USD 736148.71000000 0.005703051641 Long ABS-MBS CORP US N 2 2051-08-25 Variable 3.22000000 N N N N N N UNITED WHOLESALE MTGE LL 549300HW662MN1WU8550 91153LAA5 5000000.00000000 PA USD 4955250.00000000 0.038389045940 Long DBT CORP US N 2 2025-11-15 Fixed 5.50000000 N N N N N N US FOODS INC 5493000JOOFAOUY1JZ87 90290MAD3 5880000.00000000 PA USD 5580708.00000000 0.043234560475 Long DBT CORP US N 2 2029-02-15 Fixed 4.75000000 N N N N N N Enel SpA WOCMU6HCI0OJWNPRZS33 000000000 54201371.00000000 NS 357809405.14000000 2.772001754103 Long EC CORP IT N 1 N N N Simon & Schuster Inc 254900PQRPPYRTQIDX74 15651FAB2 1500000.00000000 PA USD 1504500.00000000 0.011655581376 Long LON CORP US N 2 2030-10-30 Floating 9.32000000 N N N N N N Wells Fargo Mortgage Backed Securities Trust N/A 95002TBN3 1912754.83000000 PA USD 831604.78000000 0.006442563766 Long ABS-MBS CORP US N 2 2050-06-25 Variable 3.19000000 N N N N N N Mello Mortgage Capital Acceptance Trust N/A 58549XBY8 311594.65000000 PA USD 216038.82000000 0.001673684311 Long ABS-MBS CORP US N 2 2051-08-25 Variable 3.32000000 N N N N N N Citigroup Mortgage Loan Trust Inc N/A 17330BDR8 590000.00000000 PA USD 197839.27000000 0.001532689738 Long ABS-MBS CORP US N 2 2051-09-25 Variable 2.86000000 N N N N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 46284VAP6 7500000.00000000 PA USD 7646625.00000000 0.059239521400 Long DBT US N 2 2029-02-15 Fixed 7.00000000 N N N N N N New Residential Mortgage Loan Trust N/A 64829WBA1 1076024.23000000 PA USD 801893.28000000 0.006212384433 Long ABS-MBS CORP US N 2 2051-06-25 Variable 3.25000000 N N N N N N Flagstar Mortgage Trust N/A 33851KCA2 2474335.36000000 PA USD 1839876.09000000 0.014253788960 Long ABS-MBS CORP US N 2 2050-08-25 Variable 3.66000000 N N N N N N LENOVO GROUP LTD 254900VUZRGD5U73RE46 526250AD7 5000000.00000000 PA USD 5058750.00000000 0.039190875567 Long DBT CORP HK N 2 2028-01-27 Fixed 5.83000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 2655889.24000000 0.020575562090 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 262079600.00000000 GBP 333576225.28000000 USD 2024-06-20 2655889.24000000 N N N DT Auto Owner Trust N/A 23344EAJ5 4500000.00000000 PA USD 4451292.05000000 0.034484810050 Long ABS-O CORP US N 2 2027-02-16 Fixed 3.48000000 N N N N N N SG Capital Partners N/A 78432BAF6 7910000.00000000 PA USD 6688673.06000000 0.051818127719 Long ABS-MBS CORP US N 2 2059-09-25 Variable 5.66000000 N N N N N N AXA SA F5WCUMTUM4RKZ1MAIE39 000000000 1809000.00000000 NS 67946328.30000000 0.526390135437 Long EC CORP FR N 1 N N N CDW LLC/CDW FINANCE N/A 12513GBD0 5000000.00000000 PA USD 4784100.00000000 0.037063121878 Long DBT CORP US N 2 2028-04-01 Fixed 4.25000000 N N N N N N Thornburg Capital Management Fund 549300GLR0WG6ALV5277 885216739 33583718.69000000 NS USD 335837186.90000000 2.601779768241 Long EC RF US N 1 N N N Citigroup Mortgage Loan Trust Inc 549300R1KUK063S4I339 17328PCE1 1400000.00000000 PA USD 670242.86000000 0.005192469389 Long ABS-MBS CORP US N 2 2050-08-25 Variable 4.02000000 N N N N N N Citigroup Mortgage Loan Trust Inc 549300R1KUK063S4I339 17328PCD3 585000.00000000 PA USD 349751.38000000 0.002709575055 Long ABS-MBS CORP US N 2 2050-08-25 Variable 4.02000000 N N N N N N CUSHMAN & WAKEFIELD US 549300870CMN3WI5IF97 23166MAA1 3000000.00000000 PA USD 2962620.00000000 0.022951850115 Long DBT CORP US N 2 2028-05-15 Fixed 6.75000000 N N N N N N Upstart Structured Pass-Through Trust N/A 91680YBD2 2740224.33000000 PA USD 2744683.14000000 0.021263461410 Long ABS-O CORP US N 2 2030-11-15 Fixed 7.01000000 N N N N N N CIM Trust N/A 12559YBK0 1337333.24000000 PA USD 1095383.54000000 0.008486096370 Long ABS-MBS CORP US N 2 2050-07-25 Variable 3.45000000 N N N N N N Flagship Credit Auto Trust N/A 33845D101 53000.00000000 PA USD 2585128.02000000 0.020027364577 Long ABS-O CORP US N 2 2026-03-16 None 0.00000000 N N N N N N Mosaic Solar Loans LLC N/A 61946RAE9 10000000.00000000 PA USD 890699.60000000 0.006900379973 Long ABS-O CORP US N 2 2047-04-22 None 0.00000000 N N N N N N CIM Trust N/A 12559YAT2 50065319.73000000 PA USD 1239146.70000000 0.009599850581 Long ABS-MBS CORP US N 2 2050-07-25 Variable 0.50000000 N N N N N N Proper Pass-Thru Trust II 549300DCN6PLVC4QVK93 74361EAB3 17477134.00000000 PA USD 596721.79000000 0.004622890915 Long ABS-O CORP US N 2 2025-11-15 None 0.00000000 N N N N N N Citigroup Mortgage Loan Trust Inc N/A 17330BDP2 1033000.00000000 PA USD 574321.56000000 0.004449353060 Long ABS-MBS CORP US N 2 2051-09-25 Variable 2.86000000 N N N N N N FIRST HORIZON BANK COOWI3L2W9TPYR3WJX37 337158208 12000.00000000 NS USD 7620000.00000000 0.059033253634 Long EP CORP US N 2 N N N ENSTAR FINANCE LLC N/A 29360AAA8 1632000.00000000 PA USD 1583382.72000000 0.012266697337 Long DBT CORP US N 2 2040-09-01 Fixed 5.75000000 N N N N N N CIM Trust N/A 12568PCM3 110885924.49000000 PA USD 1146593.73000000 0.008882829196 Long ABS-MBS CORP US N 2 2051-01-25 Variable 0.21000000 N N N N N N Upstart Pass Through Trust N/A 91683LAB2 4150000.00000000 PA USD 1142470.10000000 0.008850882832 Long ABS-O CORP US N 2 2029-10-20 None 0.00000000 N N N N N N Nestle SA KY37LUS27QQX7BB93L28 000000000 549800.00000000 NS 58372622.94000000 0.452221240852 Long EC CORP CH N 1 N N N JP Morgan Mortgage Trust N/A 46592ABL7 14493188.35000000 PA USD 73748.59000000 0.000571341104 Long ABS-MBS CORP US N 2 2050-08-25 Variable 0.14000000 N N N N N N POLARIS INC 549300QJSN8UVWN1EI78 731068AA0 5000000.00000000 PA USD 5319400.00000000 0.041210169210 Long DBT CORP US N 2 2029-03-15 Fixed 6.95000000 N N N N N N JP Morgan Mortgage Trust N/A 46652FAE0 12528679.36000000 PA USD 286499.58000000 0.002219554117 Long ABS-MBS CORP US N 2 2050-11-25 Variable 0.50000000 N N N N N N EMPRESA GEN ELEC HAINA 549300Y36L5LRW5RH373 29249FAA4 7850000.00000000 PA USD 7133216.50000000 0.055262070717 Long DBT CORP DO N 2 2028-11-08 Fixed 5.63000000 N N N N N N Citigroup Mortgage Loan Trust Inc N/A 17329EBZ9 459574.41000000 PA USD 141162.78000000 0.001093608687 Long ABS-MBS CORP US N 2 2051-04-25 Variable 2.61000000 N N N N N N TRISTATE INSURED CASH SWEEP N/A 000000000 67810445.81000000 PA USD 67810445.81000000 0.525337433928 Long STIV CORP US N 2 2050-10-01 Variable 5.63000000 N N N N N N SBA Tower Trust N/A 78403DAN0 5000000.00000000 PA USD 4880128.50000000 0.037807068701 Long DBT US N 2 2025-01-15 Fixed 2.84000000 N N N N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 571903AX1 4497000.00000000 PA USD 4090066.47000000 0.031686342690 Long DBT CORP US N 2 2034-10-01 Fixed 4.50000000 N N N N N N Flagship Credit Auto Trust N/A 33846A106 60000.00000000 PA USD 2806476.79000000 0.021742185848 Long ABS-O CORP US N 2 2026-12-15 None 0.00000000 N N N N N N FIDELITY NATL FINANCIAL 549300CAZYIH39SYQ287 31620RAK1 1617000.00000000 PA USD 1332359.49000000 0.010321983688 Long DBT CORP US N 2 2031-03-15 Fixed 2.45000000 N N N N N N RETAIL OPPORTUNITY IN 549300KH0PNTJK9NTE57 76132FAC1 9990000.00000000 PA USD 10349839.80000000 0.080181721520 Long DBT US N 2 2028-10-15 Fixed 6.75000000 N N N N N N PRP Advisors, LLC N/A 69378KAA2 8763302.79000000 PA USD 8731721.77000000 0.067645924660 Long ABS-MBS CORP US N 2 2067-08-25 Variable 5.50000000 N N N N N N Vector Group Ltd 549300TUIF4WWN6NDN50 92240MBJ6 44464000.00000000 PA USD 44719668.00000000 0.346449803605 Long DBT CORP US N 2 2026-11-01 Fixed 10.50000000 N N N N N N GS Mortgage-Backed Securities Trust N/A 36258KAQ1 16411454.05000000 PA USD 2114921.11000000 0.016384602926 Long ABS-MBS CORP US N 2 2050-10-25 Variable 2.92000000 N N N N N N ANTARES HOLDINGS 5493008EAIGV4283RM42 03666HAB7 11500000.00000000 PA USD 11695730.00000000 0.090608529596 Long DBT CORP US N 2 2025-05-18 Fixed 8.50000000 N N N N N N DC Office Trust N/A 23312BAA8 3025000.00000000 PA USD 2581454.66000000 0.019998906520 Long ABS-MBS CORP US N 2 2045-09-15 Fixed 2.97000000 N N N N N N GREYSTAR REAL ESTATE PAR 254900HGC806SXAS4M46 39807UAD8 2490000.00000000 PA USD 2606805.90000000 0.020195306282 Long DBT CORP US N 2 2030-09-01 Fixed 7.75000000 N N N N N N CIM Trust N/A 12568PCJ0 491000.00000000 PA USD 211168.66000000 0.001635954470 Long ABS-MBS CORP US N 2 2051-01-25 Variable 2.76000000 N N N N N N Engie SA LAXUQCHT4FH58LRZDY46 000000000 5474972.00000000 NS 91612498.39000000 0.709735413845 Long EC CORP FR N 1 N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 49456BAG6 23630000.00000000 PA USD 23254046.70000000 0.180152498275 Long DBT CORP US N 2 2034-12-01 Fixed 5.30000000 N N N N N N Elme Communities 549300DI34BGS8LVKW95 939653101 2454592.00000000 NS USD 34167920.64000000 0.264703874709 Long EC US N 1 N N N BANK OF NY MELLON CORP WFLLPEPC7FZXENRZV188 064058AL4 11400000.00000000 PA USD 10456992.00000000 0.081011845273 Long DBT CORP US N 2 2026-12-20 Fixed 3.75000000 N N N N N N First Help Financial LLC N/A 31568EAA6 3660666.73000000 PA USD 3650426.01000000 0.028280383795 Long ABS-O CORP US N 2 2027-12-15 Fixed 6.14000000 N N N N N N MMC Norilsk Nickel PJSC 253400JPTEEW143W3E47 000000000 351400.00000000 NS 2073260.00000000 0.016061848219 Long EC CORP RU N 3 N N N JP Morgan Mortgage Trust N/A 46654KCH8 4187607.11000000 PA USD 1825934.05000000 0.014145777938 Long ABS-MBS CORP US N 2 2052-01-25 Variable 2.59000000 N N N N N N AstraZeneca PLC PY6ZZQWO2IZFZC3IOL08 000000000 1549800.00000000 NS 208870191.68000000 1.618147900528 Long EC CORP GB N 1 N N N Koninklijke KPN NV 549300YO0JZHAL7FVP81 000000000 27983000.00000000 NS 104636657.38000000 0.810635476972 Long EC CORP NL N 1 N N N JP Morgan Mortgage Trust N/A 46654UCW3 2636141.60000000 PA USD 1948410.48000000 0.015094620741 Long ABS-MBS CORP US N 2 2052-08-25 Variable 3.11000000 N N N N N N JT INTL FIN SERVICES BV 549300U2F0PG10VZUN93 480914AA8 5000000.00000000 PA USD 5572850.00000000 0.043173683400 Long DBT CORP NL N 2 2032-10-24 Fixed 6.88000000 N N N N N N Bank of Ireland Group PLC 635400C8EK6DRI12LJ39 000000000 16525250.00000000 NS 168477098.17000000 1.305216701810 Long EC CORP IE N 1 N N N AT&T Inc 549300Z40J86GGSTL398 00206R102 19411778.00000000 NS USD 341647292.80000000 2.646791507773 Long EC CORP US N 1 N N N Broadcom Inc 549300WV6GIDOZJTV909 11135F101 369386.00000000 NS USD 489587898.26000000 3.792908999229 Long EC CORP US N 1 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 7432259.57000000 0.057578801085 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 829116000.00000000 EUR 904747961.52000000 USD 2024-06-20 7432259.57000000 N N N TRUST F/1401 N/A 898324AC2 7843000.00000000 PA USD 7658767.93000000 0.059333594453 Long DBT MX N 2 2026-01-30 Fixed 5.25000000 N N N N N N SLR Investment Corp BJOT6DX9ML6BR3Z0O636 83413U100 4307900.00000000 NS USD 66126265.00000000 0.512289839057 Long EC CORP US N 1 N N N JP Morgan Mortgage Trust N/A 46654UCX1 1677805.23000000 PA USD 776533.23000000 0.006015916420 Long ABS-MBS CORP US N 2 2052-08-25 Variable 3.11000000 N N N N N N Stellantis NV 549300LKT9PW7ZIBDF31 000000000 4138200.00000000 NS 117617164.72000000 0.911197364387 Long EC CORP NL N 1 N N N COMPASS GROUP DIVERSIFIE 549300I6PTUQPX21TE93 20451RAB8 6272000.00000000 PA USD 5957333.76000000 0.046152335280 Long DBT CORP US N 2 2029-04-15 Fixed 5.25000000 N N N N N N Swisscom AG 5493005SL9HHOXS3B739 000000000 106700.00000000 NS 65237434.16000000 0.505403936640 Long EC CORP CH N 1 N N N Deutsche Telekom AG 549300V9QSIG4WX4GJ96 000000000 8752500.00000000 NS 212459259.93000000 1.645952936790 Long EC CORP DE N 1 N N N Citigroup Mortgage Loan Trust Inc N/A 17328JAG2 1450000.00000000 PA USD 1139143.93000000 0.008825114507 Long ABS-MBS CORP US N 2 2060-05-25 Variable 4.47000000 N N N N N N GOTO GROUP INC 549300D12V5KRBV00592 38349YAA3 1828827.00000000 PA USD 1585044.36000000 0.012279570305 Long DBT CORP US N 2 2028-05-01 Fixed 5.50000000 N N N N N N Home Depot Inc/The QEKMOTMBBKA8I816DO57 437076102 505482.00000000 NS USD 193902895.20000000 1.502194067284 Long EC CORP US N 1 N N N Zegona Communications plc 213800ASI1VZL2ED4S65 000000000 28443000.00000000 NS 81132476.50000000 0.628545152648 Long EC CORP GB N 1 N N N Citigroup Mortgage Loan Trust Inc N/A 17329EBX4 379000.00000000 PA USD 164165.10000000 0.001271811021 Long ABS-MBS CORP US N 2 2051-04-25 Variable 2.61000000 N N N N N N Oportun Funding LLC N/A 68377X109 11604.00000000 PA USD 607484.00000000 0.004706267329 Long ABS-O CORP US N 2 2029-06-15 Variable 0.00000000 N N N N N N SCIENCE APPLICATIONS INT 549300LZPNZIXQGZPZ48 808625AA5 5000000.00000000 PA USD 4775000.00000000 0.036992622848 Long DBT CORP US N 2 2028-04-01 Fixed 4.88000000 N N N N N N SG Capital Partners N/A 78432BAK5 950.00000000 PA USD 950.00000000 0.000007359788 Long ABS-MBS CORP US N 3 2059-09-25 Variable 0.00000000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 969457BW9 69318000.00000000 PA USD 69137080.02000000 0.535615063036 Long DBT CORP US N 2 2024-06-24 Fixed 4.55000000 N N N N N N REPUBLIC OF NIGERIA 549300GSBZD84TNEQ285 65412JAB9 6000000.00000000 PA USD 4660380.00000000 0.036104644956 Long DBT NUSS NG N 2 2047-11-28 Fixed 7.63000000 N N N N N N BURFORD CAPITAL GLBL FIN 549300JVAOO67CSCH406 12116LAE9 11500000.00000000 PA USD 12174245.00000000 0.094315655234 Long DBT CORP US N 2 2031-07-01 Fixed 9.25000000 N N N N N N Imagefirst Holdings LLC N/A 45249TAM4 311940.03000000 PA USD 311160.18000000 0.002410603389 Long LON CORP US N 2 2028-04-27 Fixed 5.00000000 N N N N N N SIRIUS XM RADIO INC WP5O65E6BMU84LNO4227 82967NBL1 5000000.00000000 PA USD 4687850.00000000 0.036317459061 Long DBT CORP US N 2 2026-09-01 Fixed 3.13000000 N N N N N N Angel Oak Mortgage Trust N/A 03465VAC7 4396825.19000000 PA USD 3996932.71000000 0.030964821840 Long ABS-MBS CORP US N 2 2067-07-25 Variable 4.30000000 N N N N N N GS Mortgage-Backed Securities Trust N/A 36258KBT4 21173124.82000000 PA USD 364008.36000000 0.002820025963 Long ABS-MBS CORP US N 2 2050-10-25 Variable 0.35000000 N N N N N N Carvana Auto Receivables Trust N/A 14687TAJ6 8000.00000000 PA USD 1617511.56000000 0.012531098448 Long ABS-O CORP US N 2 2028-05-10 None 0.00000000 N N N N N N Credit Suisse Mortgage Trust N/A 12657LAG9 215000.00000000 PA USD 150186.53000000 0.001163516997 Long ABS-MBS CORP US N 2 2056-03-25 Variable 4.33000000 N N N N N N SUNOCO LP/FINANCE CORP N/A 86765LAN7 5000000.00000000 PA USD 4962450.00000000 0.038444825393 Long DBT CORP US N 2 2028-03-15 Fixed 5.88000000 N N N N N N GS Mortgage-Backed Securities Trust N/A 36258KBU1 88628785.10000000 PA USD 620587.62000000 0.004807782988 Long ABS-MBS CORP US N 2 2050-10-25 Variable 0.19000000 N N N N N N Mosaic Solar Loans LLC N/A 61947DAE9 6819752.21000000 PA USD 654798.51000000 0.005072819753 Long ABS-O CORP US N 2 2046-12-20 None 0.00000000 N N N N N N Carvana Auto Receivables Trust N/A 14688DAM3 24000.00000000 PA USD 5655190.22000000 0.043811585118 Long ABS-O CORP US N 2 2029-01-10 None 0.00000000 N N N N N N Flagstar Mortgage Trust N/A 33851KBZ8 824778.46000000 PA USD 649951.51000000 0.005035269335 Long ABS-MBS CORP US N 2 2050-08-25 Variable 3.66000000 N N N N N N Retained Vantage Data Centers Issuer, LLC 254900N4NW6XZ9B4HM15 76134KAA2 5000000.00000000 PA USD 4825871.50000000 0.037386731793 Long ABS-O CORP US N 2 2048-09-15 Fixed 5.00000000 N N N N N N Starwood Mortgage Residential Trust N/A 85572JAE7 10000000.00000000 PA USD 8749446.50000000 0.067783240733 Long ABS-MBS CORP US N 2 2049-09-27 Variable 3.66000000 N N N N N N JPMorgan Chase Bank, NA - CACLN N/A 46591HAT7 1238045.66000000 PA USD 1306186.46000000 0.010119217399 Long ABS-O CORP US N 2 2028-01-25 Fixed 33.78000000 N N N N N N Wells Fargo Mortgage Backed Securities Trust N/A 95003KBN1 1965349.16000000 PA USD 834789.13000000 0.006467233391 Long ABS-MBS CORP US N 2 2051-08-25 Variable 3.31000000 N N N N N N TELENET FINANCE LUX NOTE 2138007RI9GLJPCC3E25 000000000 10000000.00000000 PA USD 9421000.00000000 0.072985863843 Long DBT CORP LU N 2 2028-03-01 Fixed 5.50000000 N N N N N N BLUE OWL TECHNOLOGY FINA 254900G5EZJSOD3UKL16 691205AC2 10000000.00000000 PA USD 9609500.00000000 0.074446200891 Long DBT CORP US N 2 2025-12-15 Fixed 4.75000000 N N N N N N JP Morgan Mortgage Trust N/A 46652FBT6 2954833.76000000 PA USD 74252.61000000 0.000575245821 Long ABS-MBS CORP US N 2 2050-11-25 Variable 0.55000000 N N N N N N CIM Trust N/A 12570DAD8 5000000.00000000 PA USD 4996144.30000000 0.038705860059 Long ABS-MBS CORP US N 2 2058-04-25 Variable 7.12000000 N N N N N N GoTo Group Inc 549300D12V5KRBV00592 54142KAD3 2954314.66000000 PA USD 2267436.50000000 0.017566161942 Long LON CORP US N 2 2027-08-31 None 0.00000000 N N N N N N KINDER MORGAN ENER PART 549300PDHUGWPWGOT525 494550AT3 10000000.00000000 PA USD 10151800.00000000 0.078647478246 Long DBT CORP US N 2 2035-03-15 Fixed 5.80000000 N N N N N N Wells Fargo Mortgage Backed Securities Trust N/A 95003KBM3 2568572.08000000 PA USD 1810584.66000000 0.014026863971 Long ABS-MBS CORP US N 2 2051-08-25 Variable 3.31000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RBA6 13820000.00000000 PA USD 12551185.80000000 0.097235870700 Long DBT CORP US N 2 2066-11-01 Floating 8.59000000 N N N N N N JP Morgan Mortgage Trust N/A 46652FCD0 1913863.06000000 PA USD 1603748.77000000 0.012424476102 Long ABS-MBS CORP US N 2 2050-11-25 Variable 3.63000000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 969457BV1 14198000.00000000 PA USD 14135386.82000000 0.109508907527 Long DBT CORP US N 2 2044-06-24 Fixed 5.75000000 N N N N N N FORESEA HOLDING SA 254900BAD50AKYGIMV79 262051AA3 1520371.00000000 PA USD 1421516.48000000 0.011012695919 Long DBT CORP LU N 2 2030-06-15 Fixed 7.50000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 482523.84000000 0.003738182707 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 24166500.00000000 CHF 27511765.63000000 USD 2024-06-20 482523.84000000 N N N Flagstar Mortgage Trust N/A 33853HBG5 4097987.23000000 PA USD 2194020.97000000 0.016997401102 Long ABS-MBS CORP US N 2 2051-12-30 Variable 3.33000000 N N N N N N VORNADO REALTY LP 549300BMOJ05INE4YK86 929043AK3 8186500.00000000 PA USD 7430231.13000000 0.057563086464 Long DBT US N 2 2026-06-01 Fixed 2.15000000 N N N N N N Pfizer Inc 765LHXWGK1KXCLTFYQ30 717081103 7402086.00000000 NS USD 205407886.50000000 1.591324916296 Long EC CORP US N 1 N N N E.ON SE Q9MAIUP40P25UFBFG033 000000000 5039400.00000000 NS 70052603.64000000 0.542707758320 Long EC CORP DE N 1 N N N Residential Mortgage Loan Trust N/A 76119NAE7 1500000.00000000 PA USD 1390110.99000000 0.010769392998 Long ABS-MBS CORP US N 2 2059-09-25 Variable 3.81000000 N N N N N N JP Morgan Mortgage Trust N/A 46652FBD1 2763679.28000000 PA USD 141779.51000000 0.001098386584 Long ABS-MBS CORP US N 2 2050-11-25 Floating 0.00000000 N N N N N N BHP Group Ltd WZE1WSENV6JSZFK0JC28 000000000 2295800.00000000 NS 66230495.14000000 0.513097325184 Long EC CORP AU N 1 N N N Assicurazioni Generali SpA 549300X5UKJVE386ZB61 000000000 7232347.00000000 NS 183049391.50000000 1.418110387922 Long EC CORP IT N 1 N N N SEAWORLD PARKS & ENTERTA 549300UZV72O3371JJ53 81282UAC6 24785000.00000000 PA USD 24801853.80000000 0.192143586085 Long DBT CORP US N 2 2025-05-01 Fixed 8.75000000 N N N N N N Eni SpA BUCRF72VH5RBN7X3VL35 000000000 4369900.00000000 NS 69057500.76000000 0.534998550878 Long EC CORP IT N 1 N N N MetLife Inc C4BXATY60WC6XEOZDX54 59156RBS6 12000000.00000000 PA USD 14022600.00000000 0.108635131549 Long DBT CORP US N 2 2038-04-08 Fixed 9.25000000 N N N N N N MEDCO MAPLE TREE PTE LTD 254900T5AQZNR0THA508 58407HAA7 7000000.00000000 PA USD 7281470.00000000 0.056410612249 Long DBT CORP SG N 2 2029-04-27 Fixed 8.96000000 N N N N N N Proper Pass-Thru Trust II 549300HCI5NYJ9JJET80 74360MAB6 38500000.00000000 PA USD 124761.95000000 0.000966549060 Long ABS-O CORP US N 2 2025-07-15 None 0.00000000 N N N N N N SUMMIT MIDSTREAM PARTNER N/A 866142AA0 16097000.00000000 PA USD 15292150.00000000 0.118470520939 Long DBT CORP US N 2 2024-04-29 Fixed 13.02000000 N Y N N N N BLUE OWL TECHNOLOGY FINA 254900G5EZJSOD3UKL16 691205AE8 13000000.00000000 PA USD 12014600.00000000 0.093078862088 Long DBT CORP US N 2 2026-06-17 Fixed 3.75000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QDE9 12070000.00000000 PA USD 9680381.40000000 0.074995329456 Long DBT CORP MX N 2 2031-01-28 Fixed 5.95000000 N N N N N N Onslow Bay Financial LLC N/A 67115DAA0 18507194.93000000 PA USD 15058053.24000000 0.116656939127 Long ABS-MBS CORP US N 2 2061-10-25 Variable 1.96000000 N N N N N N AES ESPANA BV 7245003VZ59682IZLJ86 00109YAA3 2000000.00000000 PA USD 1842300.00000000 0.014272567345 Long DBT CORP NL N 2 2028-05-04 Fixed 5.70000000 N N N N N N CIM Trust N/A 12559YBN4 68708124.91000000 PA USD 457699.17000000 0.003545862360 Long ABS-MBS CORP US N 2 2050-06-25 Variable 0.20000000 N N N N N N JP Morgan Mortgage Trust N/A 46652FBQ2 46276427.65000000 PA USD 144997.93000000 0.001123320154 Long ABS-MBS CORP US N 2 2050-11-25 Variable 0.08000000 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AP9 10000000.00000000 PA USD 9660500.00000000 0.074841305345 Long DBT CORP US N 2 2029-12-15 Fixed 5.50000000 N N N N N N Telefonica Emisiones SAU 549300Y5MFC4SW5Z3K71 87938WAC7 85390000.00000000 PA USD 95529208.60000000 0.740078740254 Long DBT CORP ES N 2 2036-06-20 Fixed 7.05000000 N N N N N N LyondellBasell Industries NV BN6WCCZ8OVP3ITUUVN49 000000000 1867909.00000000 NS USD 191049732.52000000 1.480090199024 Long EC CORP NL N 1 N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BR7 6345000.00000000 PA USD 6438017.70000000 0.049876264013 Long DBT CORP US N 2 2028-08-15 Fixed 6.75000000 N N N N N N ARCHES BUYER INC 2549009ADY4208OH2Y47 039524AA1 6500000.00000000 PA USD 5720130.00000000 0.044314683085 Long DBT CORP US N 2 2028-06-01 Fixed 4.25000000 N N N N N N LUKOIL PJSC 549300LCJ1UJXHYBWI24 000000000 314000.00000000 NS 226080.00000000 0.001751474800 Long EC CORP RU N 3 N N N Wells Fargo Mortgage Backed Securities Trust N/A 95002TBM5 1046000.00000000 PA USD 533107.14000000 0.004130058925 Long ABS-MBS CORP US N 2 2050-06-25 Variable 3.19000000 N N N N N N Marlette Funding Trust N/A 57108Q103 23881.00000000 PA USD 916428.60000000 0.007099706296 Long ABS-O CORP US N 2 2031-12-15 None 0.00000000 N N N N N N TC Energy Corp 549300UGKOFV2IWJJG27 87807B107 2370000.00000000 NS 95251411.91000000 0.737926608698 Long EC CORP CA N 1 N N N JP Morgan Mortgage Trust N/A 46654KCG0 3663780.13000000 PA USD 2506983.32000000 0.019421966166 Long ABS-MBS CORP US N 2 2052-01-25 Variable 3.02000000 N N N N N N LendingPoint Asset Securitization Trust N/A 52606YAC8 25750000.00000000 PA USD 25566483.10000000 0.198067281019 Long ABS-O CORP US N 2 2028-10-15 Fixed 7.70000000 N N N N N N ENERGEAN ISRAEL FINANCE 98450044QACBL3F8EB03 000000000 5025000.00000000 PA USD 4974699.75000000 0.038539725996 Long DBT CORP IL Y 2 2033-09-30 Fixed 8.50000000 N N N N N N Flagstar Mortgage Trust N/A 33853HBF7 466995.48000000 PA USD 334144.23000000 0.002588664183 Long ABS-MBS CORP US N 2 2051-12-30 Variable 3.36000000 N N N N N N Citigroup Mortgage Loan Trust Inc N/A 17328JAF4 2150000.00000000 PA USD 1761466.84000000 0.013646341041 Long ABS-MBS CORP US N 2 2060-05-25 Variable 4.47000000 N N N N N N Flagship Credit Auto Trust N/A 33845F106 60000.00000000 PA USD 2683779.13000000 0.020791629144 Long ABS-O CORP US N 2 2027-03-15 None 0.00000000 N N N N N N JP Morgan Mortgage Trust N/A 46655DCR1 3210067.68000000 PA USD 2379773.40000000 0.018436452324 Long ABS-MBS CORP US N 2 2052-08-25 Variable 3.13000000 N N N N N N Barclays Mortgage Loan Trust N/A 06744YAC7 14845329.16000000 PA USD 13812191.34000000 0.107005064910 Long ABS-MBS CORP US N 2 2062-02-25 Variable 4.53000000 N N N N N N DIGICEL HOLDINGS LIMITED N/A 000000000 220592.00000000 NS USD 200065.91000000 0.001549939843 Long EC CORP US N 3 N N N Mello Mortgage Capital Acceptance Trust N/A 585491BQ5 119311285.25000000 PA USD 832494.49000000 0.006449456479 Long ABS-MBS CORP US N 2 2051-10-25 Variable 0.16000000 N N N N N N Petroleo Brasileiro SA 5493000J801JZRCMFE49 71654V408 7310155.00000000 NS USD 111187457.55000000 0.861385483263 Long EC CORP BR N 1 N N N QUALCOMM Inc H1J8DDZKZP6H7RWC0H53 747525103 485831.00000000 NS USD 82251188.30000000 0.637211976458 Long EC CORP US N 1 N N N Mello Mortgage Capital Acceptance Trust N/A 585491BY8 435256.66000000 PA USD 306617.82000000 0.002375413062 Long ABS-MBS CORP US N 2 2051-10-25 Variable 3.21000000 N N N N N N NN Group NV 724500OHYNDT9OY6Q215 000000000 9352716.00000000 NS 432061368.35000000 3.347242564732 Long EC CORP NL N 1 N N N JP Morgan Mortgage Trust N/A 46652FBS8 1280351.18000000 PA USD 207387.96000000 0.001606664835 Long ABS-MBS CORP US N 2 2050-11-25 Variable 3.50000000 N N N N N N FIDELITY NATL FINANCIAL 549300CAZYIH39SYQ287 31620RAJ4 8383000.00000000 PA USD 7454666.58000000 0.057752391466 Long DBT CORP US N 2 2030-06-15 Fixed 3.40000000 N N N N N N WINDSOR HOLDINGS III LLC 254900IXUJZ9H146T437 97360AAA5 7470000.00000000 PA USD 7844471.10000000 0.060772264051 Long DBT CORP US N 2 2030-06-15 Fixed 8.50000000 N N N N N N GOTO GROUP INC 549300D12V5KRBV00592 38349YAB1 2525523.00000000 PA USD 1703616.79000000 0.013198168249 Long DBT CORP US N 2 2028-05-01 Fixed 5.50000000 N N N N N N Deutsche Post AG 8ER8GIG7CSMVD8VUFE78 000000000 1596100.00000000 NS 68731727.25000000 0.532474735886 Long EC CORP DE N 1 N N N Glencore PLC 2138002658CPO9NBH955 000000000 43166400.00000000 NS 237162156.21000000 1.837329884505 Long EC CORP JE N 1 N N N PROSUS NV 635400Z5LQ5F9OLVT688 74365PAD0 5000000.00000000 PA USD 3195400.00000000 0.024755230795 Long DBT CORP NL N 2 2050-08-03 Fixed 4.03000000 N N N N N N Imagefirst Holdings LLC N/A 45249TAJ1 4554875.72000000 PA USD 4543488.53000000 0.035199069655 Long LON CORP US N 2 2028-04-27 Floating 10.00000000 N N N N N N Houston Galleria Mall Trust N/A 44217NAC0 8033750.00000000 PA USD 7768398.77000000 0.060182920593 Long ABS-MBS CORP US N 2 2037-03-05 Fixed 3.09000000 N N N N N N Chase Mortgage Finance Corporation N/A 16159WCB8 745502.80000000 PA USD 452376.69000000 0.003504628330 Long ABS-MBS CORP US N 2 2050-03-25 Variable 3.70000000 N N N N N N Regions Financial Corp CW05CS5KW59QTC0DG824 7591EP100 7854921.00000000 NS USD 165267537.84000000 1.280351768868 Long EC CORP US N 1 N N N ACCO BRANDS CORP JCT8P4Y190IH4I1NX328 00081TAK4 7500000.00000000 PA USD 6750075.00000000 0.052293817522 Long DBT CORP US N 2 2029-03-15 Fixed 4.25000000 N N N N N N SG Capital Partners N/A 78432BAJ8 48362953.41000000 PA USD 818189.94000000 0.006338637040 Long ABS-MBS CORP US N 2 2059-09-25 Variable 0.38000000 N N N N N N ENTERPRISE TE PARTNERS N/A 872384AC6 7000000.00000000 PA USD 5328750.00000000 0.041282605026 Long DBT CORP US N 2 2067-06-01 Variable 8.38000000 N N N N N N Citigroup Mortgage Loan Trust Inc N/A 17329EBY2 615000.00000000 PA USD 223305.64000000 0.001729981428 Long ABS-MBS CORP US N 2 2051-04-25 Variable 2.61000000 N N N N N N JP Morgan Mortgage Trust N/A 46591XCL7 1635408.39000000 PA USD 935791.56000000 0.007249713977 Long ABS-MBS CORP US N 2 2051-01-25 Variable 3.51000000 N N N N N N DARLING INGREDIENTS INC L1N0SPPKS7EXZYUMZ898 237266AJ0 4050000.00000000 PA USD 4015048.50000000 0.031105167513 Long DBT CORP US N 2 2030-06-15 Fixed 6.00000000 N N N N N N ODEBRECHT OIL & FINANCE N/A 67576JAB7 2337727.00000000 PA USD 127195.73000000 0.000985403909 Long DBT CORP KY N 2 2024-04-29 None 0.00000000 N N N N N N Taiwan Semiconductor Manufacturing Co Ltd 549300KB6NK5SBD14S87 000000000 18565000.00000000 NS 446091365.01000000 3.455934999288 Long EC CORP TW N 1 N N N JP Morgan Mortgage Trust N/A 46654UCY9 1459906.87000000 PA USD 462529.88000000 0.003583286577 Long ABS-MBS CORP US N 2 2052-08-25 Variable 2.45000000 N N N N N N GS Mortgage-Backed Securities Trust N/A 36258KAV0 2957772.65000000 PA USD 34861.79000000 0.000270079382 Long ABS-MBS CORP US N 2 2050-10-25 Variable 0.42000000 N N N N N N Consumer Loan Underlying Bond Credit Trust N/A 21055M101 400000.00000000 PA USD 1538411.65000000 0.011918299885 Long ABS-O CORP US N 2 2026-12-15 None 0.00000000 N N N N N N Vodafone Group PLC 213800TB53ELEUKM7Q61 000000000 382909524.00000000 NS 340525547.31000000 2.638101181523 Long EC CORP GB N 1 N N N Sirius XM Radio Inc WP5O65E6BMU84LNO4227 82967NBA5 7500000.00000000 PA USD 7220700.00000000 0.055939818177 Long DBT CORP US N 2 2027-08-01 Fixed 5.00000000 N N N N N N CORECIVIC INC 529900JFA3K6PTLT8B15 21871NAC5 12869000.00000000 PA USD 13460073.17000000 0.104277153986 Long DBT CORP US N 2 2029-04-15 Fixed 8.25000000 N N N N N N Credit Suisse Mortgage Trust N/A 12657LAH7 81664486.26000000 PA USD 656860.13000000 0.005088791424 Long ABS-MBS CORP US N 2 2056-03-25 Variable 0.25000000 N N N N N N GS Mortgage-Backed Securities Trust N/A 36258KAU2 59338690.63000000 PA USD 593.39000000 0.000004597079 Long ABS-MBS CORP US N 2 2050-10-25 Variable 0.00000000 N N N N N N NYC Commercial Mortgage Trust 2021-909 N/A 67076XAA3 5000000.00000000 PA USD 4088446.50000000 0.031673792546 Long ABS-MBS CORP US N 2 2043-04-10 Fixed 2.94000000 N N N N N N Chase Mortgage Finance Corporation N/A 16159WCA0 471784.23000000 PA USD 367344.84000000 0.002845874161 Long ABS-MBS CORP US N 2 2050-03-25 Variable 3.89000000 N N N N N N CPS Auto Trust N/A 12657TAA5 14000000.00000000 PA USD 14247856.98000000 0.110380230294 Long ABS-O CORP US N 2 2026-06-16 Fixed 7.86000000 N N N N N N Upstart Pass Through Trust N/A 91683MAB0 1415000.00000000 PA USD 381583.05000000 0.002956179655 Long ABS-O CORP US N 2 2029-11-20 None 0.00000000 N N N N N N Bear Stearns Adjustable Rate Mortgage Trust N/A 07384MXJ6 22906.83000000 PA USD 22903.72000000 0.000177438466 Long ABS-MBS CORP US N 2 2033-08-25 Variable 6.06000000 N N N N N N ANTARES HOLDINGS 5493008EAIGV4283RM42 03666HAF8 3000000.00000000 PA USD 3120000.00000000 0.024171095976 Long DBT CORP US N 2 2028-08-11 Fixed 7.95000000 N N N N N N OFFICE CHERIFIEN DES PHO 213800D26TAPVTCVWG40 67091TAD7 2000000.00000000 PA USD 1705900.00000000 0.013215856610 Long DBT CORP MA N 2 2031-06-23 Fixed 3.75000000 N N N N N N BWX TECHNOLOGIES INC 549300NP85N265KWMS58 05605HAB6 7500000.00000000 PA USD 7005375.00000000 0.054271663933 Long DBT CORP US N 2 2028-06-30 Fixed 4.13000000 N N N N N N Novartis AG 5493007HIVTX6SY6XD66 000000000 1610708.00000000 NS 156043197.83000000 1.208889458708 Long EC CORP CH N 1 N N N CIM Trust N/A 12559YBM6 1289794.09000000 PA USD 530558.60000000 0.004110315013 Long ABS-MBS CORP US N 2 2050-07-25 Variable 3.45000000 N N N N N N Carvana Auto Receivables Trust N/A 14687B106 24000.00000000 PA USD 2252718.27000000 0.017452137663 Long ABS-O CORP US N 2 2027-12-10 None 0.00000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCQ4 8000000.00000000 PA USD 6536960.00000000 0.050642784471 Long DBT CORP US N 2 2032-02-01 Fixed 4.75000000 N N N N N N BANK OF NY MELLON CORP WFLLPEPC7FZXENRZV188 064058AF7 1935000.00000000 PA USD 1834805.70000000 0.014214507907 Long DBT CORP US N 2 2026-09-20 Fixed 4.63000000 N N N N N N New Residential Mortgage Loan Trust N/A 64829WBB9 1930056.00000000 PA USD 983294.24000000 0.007617724181 Long ABS-MBS CORP US N 2 2051-06-25 Variable 2.77000000 N N N N N N BOOST NEWCO BORROWER LLC 254900S8RE1OL7TTCU64 36268NAA8 5000000.00000000 PA USD 5235700.00000000 0.040561733077 Long DBT CORP US N 2 2031-01-15 Fixed 7.50000000 N N N N N N Mello Mortgage Capital Acceptance Trust N/A 58549XBT9 6848295.12000000 PA USD 274769.35000000 0.002128678310 Long ABS-MBS CORP US N 2 2051-08-25 Variable 0.70000000 N N N N N N Flagstar Mortgage Trust N/A 33851KCB0 3299114.30000000 PA USD 1704858.55000000 0.013207788345 Long ABS-MBS CORP US N 2 2050-08-25 Variable 3.51000000 N N N N N N Mello Mortgage Capital Acceptance Trust N/A 585491BT9 9662533.66000000 PA USD 263546.57000000 0.002041733794 Long ABS-MBS CORP US N 2 2051-10-25 Variable 0.55000000 N N N N N N Merck & Co Inc 4YV9Y5M8S0BRK1RP0397 58933Y105 1853403.00000000 NS USD 244556525.85000000 1.894615146765 Long EC CORP US N 1 N N N FIN DEPT GOVT SHARJAH 254900ZNL8O3F1CLJO24 38381CAC6 7000000.00000000 PA USD 5908980.00000000 0.045777731634 Long DBT NUSS AE N 2 2033-03-10 Fixed 3.63000000 N N N N N N Citigroup Mortgage Loan Trust Inc N/A 17328JAH0 725000.00000000 PA USD 481569.43000000 0.003730788753 Long ABS-MBS CORP US N 2 2060-05-25 Variable 4.47000000 N N N N N N KEY BANK NA HUX2X73FUCYHUVH1BK78 49327M3H5 10250000.00000000 PA USD 9500110.00000000 0.073598740574 Long DBT CORP US N 2 2033-01-26 Fixed 5.00000000 N N N N N N Citigroup Mortgage Loan Trust Inc N/A 17307GEF1 160309.66000000 PA USD 122712.73000000 0.000950673453 Long ABS-MBS CORP US N 2 2034-03-25 Variable 6.10000000 N N N N N N Credit Suisse Mortgage Trust N/A 126417AA2 15450000.00000000 PA USD 8782859.80000000 0.068042098452 Long ABS-MBS CORP US N 2 2025-09-16 Floating 9.18000000 N N N N N N Xperi Corporation N/A 98422BAB5 7270197.35000000 PA USD 7270197.35000000 0.056323281382 Long LON CORP US N 2 2028-06-08 Floating 8.94000000 N N N N N N Carvana Auto Receivables Trust N/A 14686YAK3 32000.00000000 PA USD 9123808.86000000 0.070683480648 Long ABS-O CORP US N 2 2026-10-15 None 0.00000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625H100 1520220.00000000 NS USD 304500066.00000000 2.359006512828 Long EC CORP US N 1 N N N Nathan's Famous Inc 54930034SKNSF1JIE673 632347AC4 3750000.00000000 PA USD 3743962.50000000 0.029005024653 Long DBT CORP US N 2 2025-11-01 Fixed 6.63000000 N N N N N N Equinor ASA OW6OFBNCKXC4US5C7523 000000000 3529100.00000000 NS 94630662.11000000 0.733117569277 Long EC CORP NO N 1 N N N IMPERIAL BRANDS FIN PLC 2138008L3B3MCG1DFS50 45262BAF0 5000000.00000000 PA USD 5102700.00000000 0.039531362640 Long DBT CORP GB N 2 2027-07-27 Fixed 6.13000000 N N N N N N COMPASS MINERALS INTERNA 2549008X9G8XP7YJGC47 20451NAG6 3000000.00000000 PA USD 2897520.00000000 0.022447510901 Long DBT CORP US N 2 2027-12-01 Fixed 6.75000000 N N N N N N Chimera Investment Corp 2JBBQFJOL123LOUBE657 16934Q208 14843587.00000000 NS USD 68428936.07000000 0.530128968362 Long EC US N 1 N N N Proper Pass-Thru Trust II 549300DCN6PLVC4QVK93 74361EAC1 8738067.00000000 PA USD 298343.82000000 0.002311313175 Long ABS-O CORP US N 2 2025-11-15 None 0.00000000 N N N N N N Fat Brands Fazoli's Native I, LLC N/A 31200BAA6 14045130.00000000 PA USD 12917178.25000000 0.100071267699 Long ABS-O CORP US N 2 2051-07-25 Fixed 7.00000000 N N N N N N Mercedes-Benz Group AG 529900R27DL06UVNT076 000000000 1247000.00000000 NS 99298499.43000000 0.769279987182 Long EC CORP DE N 1 N N N Credit Suisse Mortgage Trust N/A 12657LAJ3 81664486.26000000 PA USD 14621096.11000000 0.113271768381 Long ABS-MBS CORP US N 2 2056-03-25 Variable 3.29000000 N N N N N N AMER AIRLINE 16-3 B PTT N/A 023771S41 8663596.82000000 PA USD 8332647.42000000 0.064554237347 Long DBT CORP US N 2 2025-10-15 Fixed 3.75000000 N N N N N N Flagship Credit Auto Trust N/A 33845W109 33000.00000000 PA USD 1344104.85000000 0.010412976708 Long ABS-O CORP US N 2 2026-12-15 None 0.00000000 N N N N N N JP Morgan Mortgage Trust N/A 46652FCE8 883462.70000000 PA USD 640048.76000000 0.004958551284 Long ABS-MBS CORP US N 2 2050-11-25 Variable 3.63000000 N N N N N N Flagship Credit Auto Trust N/A 33844RAL5 6000.00000000 PA USD 166725.76000000 0.001291648829 Long ABS-O CORP US N 2 2026-06-15 None 0.00000000 N N N N N N JP Morgan Mortgage Trust N/A 46591XCK9 2333672.62000000 PA USD 1934863.46000000 0.014989669997 Long ABS-MBS CORP US N 2 2051-01-25 Variable 3.51000000 N N N N N N 2024-04-19 THORNBURG INVESTMENT TRUST Christopher Luckham Christopher Luckham Manager - Fund Admin