0001752724-24-120170.txt : 20240528
0001752724-24-120170.hdr.sgml : 20240528
20240528095851
ACCESSION NUMBER: 0001752724-24-120170
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: 24987196
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
S000043670
Thornburg Ultra Short Income Fund
C000135385
Thornburg Ultra Short Income Fund Class A
TLDAX
C000135386
Thornburg Ultra Short Income Fund Class I
TLDIX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000816153
XXXXXXXX
S000043670
C000135385
C000135386
THORNBURG INVESTMENT TRUST
811-05201
0000816153
5493001XM52H8S4WYY82
2300 NORTH RIDGETOP ROAD
SANTA FE
87506-8361
505-984-0200
Thornburg Ultra Short Income Fund
S000043670
5493008QZFA48DAOHN91
2024-09-30
2024-03-31
N
269800926.14
5840618.49
263960307.65
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
147.32000000
USD
N
MISSISSIPPI POWE
LNZ0J6YZ5SC6ILIRU850
Mississippi Power Co
605417CC6
750000.00000000
PA
USD
749400.00000000
0.283906321625
Long
DBT
CORP
US
N
2
2024-06-28
Floating
5.67000000
N
N
N
N
N
N
Ares Finance Co LLC
N/A
Ares Finance Co LLC
04015CAA6
705000.00000000
PA
USD
692436.90000000
0.262326145231
Long
DBT
CORP
US
N
2
2024-10-08
Fixed
4.00000000
N
N
N
N
N
N
GA GLOBAL FUNDING TRUST
54930029I8ROQ4OROZ88
GA Global Funding Trust
36143L2B0
170000.00000000
PA
USD
169831.70000000
0.064339862880
Long
DBT
CORP
US
N
2
2024-04-08
Fixed
1.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
912797GL5
3000000.00000000
PA
USD
2933032.41000000
1.111164188325
Long
STIV
UST
US
N
1
2024-09-05
None
0.00000000
N
N
N
N
N
N
SBA Tower Trust
N/A
SBA Tower Trust
78403DAH3
1548000.00000000
PA
USD
1529584.68000000
0.579475260359
Long
ABS-O
CORP
US
N
2
2049-10-15
Variable
3.87000000
N
N
N
N
N
N
Greystone Commercial Real Estate Notes
N/A
Greystone CRE Notes 2021-FL3 Ltd
39809PAA3
100000.00000000
PA
USD
98846.74000000
0.037447577205
Long
ABS-CBDO
CORP
KY
N
2
2039-07-15
Floating
6.46000000
N
N
N
N
N
N
Prosper Marketplace Issuance Trust
N/A
Prosper Marketplace Issuance Trust Series 2024-1
74363CAA7
1750000.00000000
PA
USD
1749693.07000000
0.662862187719
Long
ABS-O
CORP
US
N
2
2029-08-15
Fixed
6.12000000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
Carmax Auto Owner Trust 2021-1
14316NAC3
248719.31000000
PA
USD
245603.81000000
0.093045735620
Long
ABS-O
CORP
US
N
2
2025-12-15
Fixed
0.34000000
N
N
N
N
N
N
Residential Mortgage Loan Trust
N/A
Residential Mortgage Loan Trust 2020-2
76123MAA1
199546.65000000
PA
USD
195792.51000000
0.074174981739
Long
ABS-MBS
CORP
US
N
2
2060-05-25
Variable
1.65000000
N
N
N
N
N
N
National Collegiate Student Loan Trust
635400VHKJCABQGBTP36
National Collegiate Student Loan Trust 2006-4
63543WAD3
202559.26000000
PA
USD
196436.76000000
0.074419052526
Long
ABS-O
CORP
US
N
2
2032-05-25
Floating
5.75000000
N
N
N
N
N
N
BAXTER INTERNATIONAL INC
J5OIVXX3P24RJRW5CK77
Baxter International Inc
071813DB2
1000000.00000000
PA
USD
999280.00000000
0.378572069754
Long
DBT
CORP
US
N
2
2024-11-29
Floating
5.80000000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
CarMax Auto Owner Trust 2021-3
14317DAC4
1043053.98000000
PA
USD
1013859.71000000
0.384095517627
Long
ABS-O
CORP
US
N
2
2026-06-15
Fixed
0.55000000
N
N
N
N
N
N
Arivo Acceptance Auto Loan Receivables Trust
N/A
Arivo Acceptance Auto Loan Receivables Trust 2022-1
04047EAA4
692495.72000000
PA
USD
681560.41000000
0.258205643139
Long
ABS-O
CORP
US
N
2
2028-05-15
Fixed
3.93000000
N
N
N
N
N
N
Berry Global Inc
549300AP2Q7ERHX6RI89
Berry Global Inc
085770AA3
1520000.00000000
PA
USD
1490983.20000000
0.564851288920
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
4.88000000
N
N
N
N
N
N
PENSKE TRUCK LEASING/PTL
N/A
Penske Truck Leasing Co Lp / PTL Finance Corp
709599BG8
1000000.00000000
PA
USD
981970.00000000
0.372014265607
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
2.70000000
N
N
N
N
N
N
Upstart Pass Through Trust
N/A
Upstart Pass-Through Trust Series 2020-ST6
91680XAA1
441579.28000000
PA
USD
436741.25000000
0.165457168120
Long
ABS-O
CORP
US
N
2
2027-01-20
Fixed
3.00000000
N
N
N
N
N
N
Crossroads Asset Trust
N/A
Crossroads Asset Trust 2022-A
22767DAA6
812707.91000000
PA
USD
814677.45000000
0.308636346598
Long
ABS-O
CORP
US
N
2
2031-04-21
Fixed
6.35000000
N
N
N
N
N
N
RENESAS ELECTRONICS CORP
5299000EPC47VJQOFB81
Renesas Electronics Corp
75972BAA9
2000000.00000000
PA
USD
1941940.00000000
0.735693944778
Long
DBT
CORP
JP
N
2
2024-11-26
Fixed
1.54000000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust 2019-4
33845FAG1
373613.27000000
PA
USD
368872.50000000
0.139745442518
Long
ABS-O
CORP
US
N
2
2026-01-15
Fixed
3.12000000
N
N
N
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2018-1
35563PDU0
18518.22000000
PA
USD
16804.12000000
0.006366154119
Long
ABS-MBS
USGSE
US
N
2
2057-05-25
Variable
3.00000000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
37940XAF9
1815000.00000000
PA
USD
1768572.30000000
0.670014486551
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
1.50000000
N
N
N
N
N
N
Reach Financial LLC
N/A
Reach ABS Trust 2023-1
75525AAA3
824842.29000000
PA
USD
828013.11000000
0.313688492550
Long
ABS-O
CORP
US
N
2
2031-02-18
Fixed
7.05000000
N
N
N
N
N
N
Hertz Vehicle Financing LLC
5493004IHDYOZ9K9WF47
Hertz Vehicle Financing LLC
42806MAA7
2000000.00000000
PA
USD
1952747.98000000
0.739788492211
Long
ABS-O
CORP
US
N
2
2025-12-26
Fixed
1.21000000
N
N
N
N
N
N
Avis Budget Rental Car Funding AESOP LLC
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RDU5
1500000.00000000
PA
USD
1445542.02000000
0.547636132443
Long
ABS-O
CORP
US
N
2
2026-08-20
Fixed
2.33000000
N
N
N
N
N
N
Lendbuzz Securitization Trust
N/A
Lendbuzz Securitization Trust 2024-1
525935AA0
1140324.82000000
PA
USD
1140043.47000000
0.431899583747
Long
ABS-O
CORP
US
N
2
2025-01-15
Fixed
5.79000000
N
N
N
N
N
N
New Jersey Transportation Trust Fund Authority
549300YUVD5TEXR6L889
NEW JERSEY ST TRANSPRTN TRUST FUND AUTH
6461366Q9
25000.00000000
PA
USD
24852.18000000
0.009415120106
Long
DBT
MUN
US
N
2
2024-06-15
Fixed
2.63000000
N
N
N
N
N
N
Arroyo Mortgage Trust
N/A
Arroyo Mortgage Trust 2019-1
042859AA6
17644.66000000
PA
USD
16770.66000000
0.006353477971
Long
ABS-MBS
CORP
US
N
2
2049-01-25
Variable
3.81000000
N
N
N
N
N
N
RENAISSANCERE FINANCE
54930048ETFU7B0OJ457
RenaissanceRe Finance Inc
75972YAA9
1965000.00000000
PA
USD
1926525.30000000
0.729854165253
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
3.70000000
N
N
N
N
N
N
Lobel Automobile Receivables Trust
N/A
Lobel Automobile Receivables Trust 2023-2
53949FAA7
562419.86000000
PA
USD
567778.69000000
0.215100025854
Long
ABS-O
CORP
US
N
2
2029-04-16
Fixed
7.59000000
N
N
N
N
N
N
SMB Private Education Loan Trust
549300NWENTZ8X7JUC78
SMB Private Education Loan Trust 2017-B
83189DAC4
301161.70000000
PA
USD
299644.21000000
0.113518662206
Long
ABS-O
CORP
US
N
2
2035-10-15
Floating
6.19000000
N
N
N
N
N
N
AMCR ABS Trust
N/A
AMCR ABS Trust 2023-1
00178CAA7
1130427.10000000
PA
USD
1137190.63000000
0.430818800040
Long
ABS-O
CORP
US
N
2
2031-01-21
Fixed
7.66000000
N
N
N
N
N
N
RELIANCE STAND LIFE II
N/A
Reliance Standard Life Global Funding II
75951ACY2
850000.00000000
PA
USD
841279.00000000
0.318714206499
Long
DBT
CORP
US
N
2
2026-02-02
Fixed
5.24000000
N
N
N
N
N
N
GENPACT LUXEMBOURG SARL
549300875ZJZQ1PBR343
Genpact Luxembourg Sarl
37254BAC4
1250000.00000000
PA
USD
1227450.00000000
0.465013096449
Long
DBT
CORP
LU
N
2
2024-12-01
Fixed
3.38000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QBS0
12500.00000000
PA
USD
12246.50000000
0.004639523309
Long
DBT
CORP
MX
N
2
2025-04-15
Floating
5.93000000
N
N
N
N
N
N
RELIANCE STAND LIFE II
N/A
Reliance Standard Life Global Funding II
75951AAL2
1000000.00000000
PA
USD
979400.00000000
0.371040634373
Long
DBT
CORP
US
N
2
2024-10-30
Fixed
2.50000000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust 2019-3
30167EAD7
105976.50000000
PA
USD
105846.98000000
0.040099581994
Long
ABS-O
CORP
US
N
2
2025-08-15
Fixed
3.11000000
N
N
N
N
N
N
SMB Private Education Loan Trust
549300INMCHM7L5O6M41
SMB Private Education Loan Trust 2018-B
78449LAC2
411936.28000000
PA
USD
410064.88000000
0.155350963048
Long
ABS-O
CORP
US
N
2
2037-01-15
Floating
6.16000000
N
N
N
N
N
N
AON GLOBAL LTD
VVT2B79I2Z4U3R6BY589
Aon Global Ltd
00185AAF1
2349000.00000000
PA
USD
2338006.68000000
0.885741762015
Long
DBT
CORP
GB
N
2
2024-06-14
Fixed
3.50000000
N
N
N
N
N
N
Post Road Equipment Finance
N/A
Post Road Equipment Finance 2022-1
29252VAA3
13620.81000000
PA
USD
13600.57000000
0.005152505738
Long
ABS-O
CORP
US
N
2
2027-08-16
Fixed
3.76000000
N
N
N
N
N
N
Upstart Pass Through Trust
N/A
Upstart Pass-Through Trust Series 2020-ST3
91679RAA7
7740.42000000
PA
USD
7623.13000000
0.002887983450
Long
ABS-O
CORP
US
N
2
2028-04-20
Fixed
3.35000000
N
N
N
N
N
N
Lendbuzz Securitization Trust
N/A
Lendbuzz Securitization Trust 2022-1
52607KAA1
461705.91000000
PA
USD
452738.05000000
0.171517473225
Long
ABS-O
CORP
US
N
2
2027-05-17
Fixed
4.22000000
N
N
N
N
N
N
HSBC USA INC
549300LBOHZ4QSIWU288
HSBC USA Inc
40428HTA0
750000.00000000
PA
USD
747727.50000000
0.283272703633
Long
DBT
CORP
US
N
2
2024-05-24
Fixed
3.75000000
N
N
N
N
N
N
SAFCO Auto Receivables Trust
N/A
SAFCO Auto Receivables Trust 2024-1
78637EAA4
1097201.46000000
PA
USD
1098616.02000000
0.416205008162
Long
ABS-O
CORP
US
N
2
2028-03-20
Fixed
6.51000000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2022-2
36265NAB9
32869.92000000
PA
USD
32843.15000000
0.012442457842
Long
ABS-O
CORP
US
N
2
2026-01-15
Fixed
3.55000000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2021-2
36261XAE5
255237.61000000
PA
USD
253043.89000000
0.095864371523
Long
ABS-O
CORP
US
N
2
2026-06-15
Fixed
1.08000000
N
N
N
N
N
N
Oportun Funding LLC
N/A
Oportun Issuance Trust 2021-B
68377GAA4
830000.00000000
PA
USD
781438.70000000
0.296044017737
Long
ABS-O
CORP
US
N
2
2031-05-08
Fixed
1.47000000
N
N
N
N
N
N
First Help Financial LLC
N/A
FHF Issuer Trust 2024-1
31568AAA4
1287475.62000000
PA
USD
1287218.87000000
0.487656224323
Long
ABS-O
CORP
US
N
2
2025-03-17
Fixed
5.77000000
N
N
N
N
N
N
Mercury Financial Credit Card Master Trust
N/A
Mercury Financial Credit Card Master Trust
58940BAR7
700000.00000000
PA
USD
706008.95000000
0.267467846315
Long
ABS-O
CORP
US
N
2
2027-09-20
Fixed
8.04000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MT5
1250000.00000000
PA
USD
1251462.50000000
0.474110108122
Long
DBT
CORP
US
N
2
2024-10-30
Variable
6.04000000
N
N
N
N
N
N
ARIZONA PUBLIC SERVICE
YG6VT0TPHRH4TFVAQV64
Arizona Public Service Co
040555CQ5
1979000.00000000
PA
USD
1966690.62000000
0.745070589403
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
3.35000000
N
N
N
N
N
N
Marlette Funding Trust
N/A
Marlette Funding Trust 2022-3
57109NAA7
58014.55000000
PA
USD
57912.74000000
0.021939942605
Long
ABS-O
CORP
US
N
2
2032-11-15
Fixed
5.18000000
N
N
N
N
N
N
BRAVO Residential Funding Trust
N/A
BRAVO Residential Funding Trust 2019-1
10568GAD9
4924.00000000
PA
USD
4843.74000000
0.001835025895
Long
ABS-MBS
CORP
US
N
2
2058-03-25
Fixed
3.50000000
N
N
N
N
N
N
FHF Trust 2021-2
N/A
FHF Trust 2021-2
30322JAA4
38687.57000000
PA
USD
37634.81000000
0.014257753499
Long
ABS-O
CORP
US
N
2
2026-12-15
Fixed
0.83000000
N
N
N
N
N
N
Upstart Pass Through Trust
N/A
Upstart Pass-Through Trust Series 2021-ST8
91683LAA4
115506.77000000
PA
USD
114160.68000000
0.043249184324
Long
ABS-O
CORP
US
N
2
2029-10-20
Fixed
1.75000000
N
N
N
N
N
N
Metlife Securitization Trust
N/A
METLIFE SECURITIZATION TRUST 2019-1
59166EAB1
55828.02000000
PA
USD
53968.27000000
0.020445600507
Long
ABS-MBS
CORP
US
N
2
2058-04-25
Variable
3.75000000
N
N
N
N
N
N
Service Experts Issuer
N/A
Service Experts Issuer 2021-1 LLC
81758VAA3
1456949.59000000
PA
USD
1364994.20000000
0.517121006621
Long
ABS-O
CORP
US
N
2
2032-02-02
Fixed
2.67000000
N
N
N
N
N
N
TOWD POINT ASSET TRUST
N/A
Towd Point Asset Trust 2021-SL1
89179XAL9
106805.26000000
PA
USD
106366.26000000
0.040296308542
Long
ABS-O
CORP
US
N
2
2061-11-20
Floating
6.14000000
N
N
N
N
N
N
Reach Financial LLC
N/A
LL ABS Trust 2019-1
50202HAC7
486267.20000000
PA
USD
486267.20000000
0.184219818626
Long
ABS-O
CORP
US
N
2
2028-01-17
Fixed
6.54000000
N
N
N
N
N
N
MERCEDES-BENZ FIN NA
549300423Z16BB673J12
Mercedes-Benz Finance North America LLC
58769JAA5
1000000.00000000
PA
USD
998990.00000000
0.378462204751
Long
DBT
CORP
US
N
2
2024-11-27
Fixed
5.50000000
N
N
N
N
N
N
Oportun Funding LLC
N/A
Oportun Funding XIV LLC
68377BAA5
583777.95000000
PA
USD
565923.53000000
0.214397208064
Long
ABS-O
CORP
US
N
2
2028-03-08
Fixed
1.21000000
N
N
N
N
N
N
Arivo Acceptance Auto Loan Receivables Trust
N/A
Arivo Acceptance Auto Loan Receivables Trust 2024-1
039943AA3
2000000.00000000
PA
USD
2002977.02000000
0.758817504734
Long
ABS-O
CORP
US
N
2
2028-04-17
Fixed
6.46000000
N
N
N
N
N
N
Octane Receivables Trust
N/A
Octane Receivables Trust 2022-2
67578XAA6
330141.76000000
PA
USD
328669.29000000
0.124514663937
Long
ABS-O
CORP
US
N
2
2028-02-22
Fixed
5.11000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2021-BPNY
12659XAA4
300000.00000000
PA
USD
270012.01000000
0.102292656196
Long
ABS-MBS
CORP
US
N
2
2026-08-15
Floating
9.15000000
N
N
N
N
N
N
GULFSTREAM NATURAL GAS
N/A
Gulfstream Natural Gas System LLC
402740AB0
750000.00000000
PA
USD
752520.00000000
0.285088317519
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
6.19000000
N
N
N
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2018-2
35563PFB0
69839.73000000
PA
USD
63825.27000000
0.024179874075
Long
ABS-MBS
USGSE
US
N
2
2057-11-25
Variable
3.00000000
N
N
N
N
N
N
Hilton Grand Vacations Trust
N/A
Hilton Grand Vacations Trust 2019-A
43284HAA7
31697.76000000
PA
USD
30361.01000000
0.011502111916
Long
ABS-O
CORP
US
N
2
2033-07-25
Fixed
2.34000000
N
N
N
N
N
N
Veros Auto Receivables Trust
N/A
Veros Auto Receivables Trust 2022-1
92512VAA7
326730.69000000
PA
USD
325932.98000000
0.123478027019
Long
ABS-O
CORP
US
N
2
2025-12-15
Fixed
3.47000000
N
N
N
N
N
N
BAT Capital Corp
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DAZ8
1620000.00000000
PA
USD
1603767.60000000
0.607579076671
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
3.22000000
N
N
N
N
N
N
EASTERN ENERGY GAS
549300BFOD6TDMVV4O24
Eastern Energy Gas Holdings LLC
257375AH8
1000000.00000000
PA
USD
985090.00000000
0.373196261502
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
3.60000000
N
N
N
N
N
N
International Flavors & Fragrances Inc
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances Inc
4595A2D22
2670000.00000000
PA
USD
2669555.00000000
1.011347131607
Long
STIV
CORP
US
N
2
2024-04-02
None
0.00000000
N
N
N
N
N
N
NTT FINANCE CORP
3538007PR116187GD960
NTT Finance Corp
62954WAH8
1842000.00000000
PA
USD
1833047.88000000
0.694440727213
Long
DBT
CORP
JP
N
2
2024-07-26
Fixed
4.14000000
N
N
N
N
N
N
ACC Auto Trust
N/A
ACC Auto Trust 2021-A
00108XAC2
710371.11000000
PA
USD
708378.28000000
0.268365454755
Long
ABS-O
CORP
US
N
2
2027-04-15
Fixed
3.79000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
912797JQ1
5800000.00000000
PA
USD
5775481.72000000
2.188011436802
Long
STIV
UST
US
N
1
2024-04-30
None
0.00000000
N
N
N
N
N
N
SIXTH STREET SPECIALTY
549300TX61566GJWCN05
Sixth Street Specialty Lending Inc
87265KAF9
2000000.00000000
PA
USD
1974060.00000000
0.747862440976
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
3.88000000
N
N
N
N
N
N
ACC Auto Trust
N/A
ACC Auto Trust 2021-A
00108XAD0
575000.00000000
PA
USD
567627.47000000
0.215042736937
Long
ABS-O
CORP
US
N
2
2029-06-15
Fixed
6.10000000
N
N
N
N
N
N
SONOCO PRODUCTS CO
GKOMIK4RDJGHEF0VNP11
Sonoco Products Co
835495AM4
1000000.00000000
PA
USD
967840.00000000
0.366661188046
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
1.80000000
N
N
N
N
N
N
Small Business Administration Participation Certs
N/A
United States Small Business Administration
83162CPX5
2923.76000000
PA
USD
2907.55000000
0.001101510308
Long
ABS-O
USGA
US
N
2
2025-11-01
Fixed
5.36000000
N
N
N
N
N
N
TC PipeLines LP
6HL0C5LCIE4TN8UZHL06
TC PipeLines LP
87233QAB4
1250000.00000000
PA
USD
1233725.00000000
0.467390347807
Long
DBT
CORP
US
N
2
2025-03-13
Fixed
4.38000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2020-NQM1 Trust
126401AA6
80845.92000000
PA
USD
73505.33000000
0.027847114838
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
1.21000000
N
N
N
N
N
N
Research-Driven Pagaya Motor Asset Trust I
N/A
Research-Driven Pagaya Motor Trust 2024-1
76088YAA8
250000.00000000
PA
USD
250336.04000000
0.094838516528
Long
ABS-O
CORP
US
N
2
2032-06-25
Fixed
7.09000000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust 2021-3
30166AAE4
539293.08000000
PA
USD
530929.76000000
0.201139998936
Long
ABS-O
CORP
US
N
2
2026-10-15
Fixed
0.96000000
N
N
N
N
N
N
Reach Financial LLC
N/A
LL ABS Trust 2021-1
53934QAA0
20503.74000000
PA
USD
20435.14000000
0.007741747303
Long
ABS-O
CORP
US
N
2
2029-05-15
Fixed
1.07000000
N
N
N
N
N
N
Hyundai Auto Receivables Trust
N/A
Hyundai Auto Receivables Trust 2020-A
44891LAD5
460406.36000000
PA
USD
459111.94000000
0.173932188550
Long
ABS-O
CORP
US
N
2
2026-06-15
Fixed
1.72000000
N
N
N
N
N
N
AVERY DENNISON CORP
549300PW7VPFCYKLIV37
Avery Dennison Corp
053611AL3
2557000.00000000
PA
USD
2509823.35000000
0.950833620533
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
0.85000000
N
N
N
N
N
N
ARROW ELECTRONICS INC
549300YNNLBXT8N8R512
Arrow Electronics Inc
04273WAD3
900000.00000000
PA
USD
899010.00000000
0.340585297844
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
6.13000000
N
N
N
N
N
N
CATERPILLAR FINL SERVICE
EDBQKYOPJUCJKLOJDE72
Caterpillar Financial Services Corp
14913R2M8
950000.00000000
PA
USD
950066.50000000
0.359927789317
Long
DBT
CORP
US
N
2
2024-05-17
Floating
5.60000000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust 2019-2
33845WAG4
872898.64000000
PA
USD
869253.19000000
0.329312083979
Long
ABS-O
CORP
US
N
2
2025-05-15
Fixed
3.53000000
N
N
N
N
N
N
HP ENTERPRISE CO
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co
42824CBL2
1250000.00000000
PA
USD
1251250.00000000
0.474029603594
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
5.90000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2016-5
89173CAA5
462.30000000
PA
USD
460.36000000
0.000174405009
Long
ABS-MBS
CORP
US
N
2
2056-10-25
Variable
2.50000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162DN7
250000.00000000
PA
USD
249887.50000000
0.094668589465
Long
DBT
CORP
US
N
2
2026-03-02
Fixed
5.51000000
N
N
N
N
N
N
Willis North America Inc
5493004KVU1HWZCP0C66
Willis North America Inc
970648AF8
1500000.00000000
PA
USD
1495470.00000000
0.566551089939
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
3.60000000
N
N
N
N
N
N
NATIONWIDE MUTUAL INSURA
Z7LVXXWM8HZPKF5T2355
Nationwide Mutual Insurance Co
638671AJ6
1375000.00000000
PA
USD
1379620.00000000
0.522661915453
Long
DBT
CORP
US
N
2
2024-12-15
Variable
7.88000000
N
N
N
N
N
N
BOF URSA FUNDING
N/A
BOF URSA VI Funding Trust I
05603LAF0
553440.22000000
PA
USD
550535.58000000
0.208567562638
Long
ABS-O
CORP
US
N
2
2031-10-27
Fixed
6.03000000
N
N
N
N
N
N
DRB PRIME STUDENT LOAN TRUST
N/A
Laurel Road Prime Student Loan Trust 2017-B
518887AC8
735343.96000000
PA
USD
717951.85000000
0.271992352331
Long
ABS-O
CORP
US
N
2
2042-08-25
Fixed
3.02000000
N
N
N
N
N
N
Small Business Administration Participation Certs
N/A
United States Small Business Administration
83162CSN4
13185.97000000
PA
USD
12945.41000000
0.004904301754
Long
ABS-O
USGA
US
N
2
2029-05-01
Fixed
4.43000000
N
N
N
N
N
N
Thornburg Capital Management Fund
549300GLR0WG6ALV5277
Thornburg Capital Management Fund
885216739
2566454.63000000
NS
USD
25664546.31000000
9.722880890118
Long
EC
RF
US
N
1
N
N
N
Arivo Acceptance Auto Loan Receivables Trust
N/A
Arivo Acceptance Auto Loan Receivables Trust 2021-1
04047AAA2
163891.99000000
PA
USD
162054.31000000
0.061393438825
Long
ABS-O
CORP
US
N
2
2027-01-15
Fixed
1.19000000
N
N
N
N
N
N
LENNOX INTERNATIONAL INC
S7DWAC87RDMPBF77GJ92
Lennox International Inc
526107AE7
1000000.00000000
PA
USD
945930.00000000
0.358360697644
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
1.35000000
N
N
N
N
N
N
Cascade Funding Mortgage Trust
N/A
CFMT 2021-GRN1 Issuer Trust
12529KAA0
733729.20000000
PA
USD
698831.35000000
0.264748649606
Long
ABS-O
CORP
US
N
2
2041-03-20
Fixed
1.10000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust 2021-3
80287EAE5
452441.18000000
PA
USD
450674.89000000
0.170735855709
Long
ABS-O
CORP
US
N
2
2027-09-15
Fixed
0.95000000
N
N
N
N
N
N
Upstart Securitization Trust
N/A
Upstart Securitization Trust 2023-3
91684MAA1
352564.17000000
PA
USD
354134.89000000
0.134162175045
Long
ABS-O
CORP
US
N
2
2033-10-20
Fixed
6.90000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
912797JN8
4075000.00000000
PA
USD
4066069.52000000
1.540409448753
Long
STIV
UST
US
N
1
2024-04-16
None
0.00000000
N
N
N
N
N
N
ACC Auto Trust
N/A
ACC Auto Trust 2022-A
00085YAA1
72067.84000000
PA
USD
71853.35000000
0.027221270743
Long
ABS-O
CORP
US
N
2
2026-07-15
Fixed
4.58000000
N
N
N
N
N
N
Enterprise Fleet Financing LLC
RKWYUSIDZTWNAX1D9U96
Enterprise Fleet Financing 2021-3 LLC
29373MAB5
676064.48000000
PA
USD
663168.54000000
0.251237978127
Long
ABS-O
CORP
US
N
2
2027-08-20
Fixed
0.77000000
N
N
N
N
N
N
RYDER SYSTEM INC
ZXJ6Y2OSPZXIVGRILD15
Ryder System Inc
78355HKN8
371000.00000000
PA
USD
365954.40000000
0.138639935397
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
2.50000000
N
N
N
N
N
N
SPS Servicer Advance Receivables Trust
549300W6RZ3B25O0SH56
SPS Servicer Advance Receivables Trust
78472JAE3
1660000.00000000
PA
USD
1555299.65000000
0.589217244004
Long
ABS-O
CORP
US
N
2
2055-11-15
Fixed
1.83000000
N
N
N
N
N
N
Nelnet Student Loan Trust
N/A
Nelnet Student Loan Trust 2012-2
64031CAA0
56835.15000000
PA
USD
56539.80000000
0.021419811373
Long
ABS-O
CORP
US
N
2
2033-12-26
Floating
6.23000000
N
N
N
N
N
N
MFRA Trust
N/A
MFRA Trust
552758AA2
502532.02000000
PA
USD
475974.86000000
0.180320618746
Long
ABS-MBS
CORP
US
N
2
2056-09-25
Variable
3.88000000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
CarMax Auto Owner Trust 2020-4
14316HAC6
148218.50000000
PA
USD
147597.83000000
0.055916676001
Long
ABS-O
CORP
US
N
2
2025-08-15
Fixed
0.50000000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2022-N1
14686GAA4
223844.54000000
PA
USD
221650.99000000
0.083971333407
Long
ABS-O
CORP
US
N
2
2028-12-11
Fixed
2.31000000
N
N
N
N
N
N
F&G GLOBAL FUNDING
6354009CCUKJIZ7KFX73
F&G Global Funding
30321L2B7
1631000.00000000
PA
USD
1591578.73000000
0.602961386190
Long
DBT
CORP
US
N
2
2024-09-20
Fixed
0.90000000
N
N
N
N
N
N
Aqua Finance Trust
N/A
Aqua Finance Trust 2017-A
03837PAA5
50538.45000000
PA
USD
50538.45000000
0.019146230904
Long
ABS-O
CORP
US
N
2
2035-11-15
Fixed
3.72000000
N
N
N
N
N
N
World Omni Auto Receivables Trust
N/A
World Omni Auto Receivables Trust 2020-C
98163CAD2
228908.18000000
PA
USD
227587.76000000
0.086220448076
Long
ABS-O
CORP
US
N
2
2025-11-17
Fixed
0.48000000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2023-N4
14688LAA1
586015.46000000
PA
USD
589308.42000000
0.223256452929
Long
ABS-O
CORP
US
N
2
2028-01-10
Fixed
6.42000000
N
N
N
N
N
N
TRISTATE INSURED CASH SWEEP
N/A
TRISTATE INSURED CASH SWEEP
000000000
4299873.14000000
PA
USD
4299873.14000000
1.628984743305
Long
STIV
CORP
US
N
2
2050-10-01
Variable
5.63000000
N
N
N
N
N
N
SBA Tower Trust
N/A
SBA Tower Trust
78403DAN0
1000000.00000000
PA
USD
976025.70000000
0.369762298236
Long
DBT
US
N
2
2025-01-15
Fixed
2.84000000
N
N
N
N
N
N
ARES CAPITAL CORP
WEQ82666OJYSI5GUAB47
Ares Capital Corp
04010LAX1
1250000.00000000
PA
USD
1244937.50000000
0.471638145554
Long
DBT
CORP
US
N
2
2024-06-10
Fixed
4.20000000
N
N
N
N
N
N
JACKSON NATL LIFE GLOBAL
635400PQXLYXWJI5QD78
Jackson National Life Global Funding
46849CJL6
840000.00000000
PA
USD
841184.40000000
0.318678367777
Long
DBT
CORP
US
N
2
2024-06-28
Floating
6.52000000
N
N
N
N
N
N
ANTARES HOLDINGS
5493008EAIGV4283RM42
Antares Holdings LP
03666HAB7
750000.00000000
PA
USD
762765.00000000
0.288969582885
Long
DBT
CORP
US
N
2
2025-05-18
Fixed
8.50000000
N
N
N
N
N
N
MMAF Equipment Finance LLC
N/A
MMAF Equipment Finance LLC 2020-B
60700KAC6
67673.13000000
PA
USD
66642.94000000
0.025247333810
Long
ABS-O
CORP
US
N
2
2025-08-14
Fixed
0.49000000
N
N
N
N
N
N
First Help Financial LLC
N/A
FHF Trust 2022-2
31568EAA6
690691.84000000
PA
USD
688759.63000000
0.260933030474
Long
ABS-O
CORP
US
N
2
2027-12-15
Fixed
6.14000000
N
N
N
N
N
N
Nelnet Student Loan Trust
N/A
Nelnet Student Loan Trust 2021-D
64034YAA9
123969.28000000
PA
USD
122597.32000000
0.046445361839
Long
ABS-O
CORP
US
N
2
2062-04-20
Floating
6.13000000
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
Humana Inc
444859BW1
1500000.00000000
PA
USD
1498620.00000000
0.567744451179
Long
DBT
CORP
US
N
2
2026-03-13
Fixed
5.70000000
N
N
N
N
N
N
PDC Energy Inc
5493008W8H2T511J5Y59
PDC Energy Inc
69327RAJ0
1250000.00000000
PA
USD
1248837.50000000
0.473115640422
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
5.75000000
N
N
N
N
N
N
Cox Communications Inc
5493001NEDZNIFRP2R92
Cox Communications Inc
224044CH8
2000000.00000000
PA
USD
1978520.00000000
0.749552088954
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
3.15000000
N
N
N
N
N
N
CROWN CASTLE INC
54930012H97VSM0I2R19
Crown Castle Inc
22822VAS0
1218000.00000000
PA
USD
1156685.88000000
0.438204474868
Long
DBT
US
N
2
2025-07-15
Fixed
1.35000000
N
N
N
N
N
N
Research-Driven Pagaya Motor Asset Trust I
N/A
Research-Driven Pagaya Motor Asset Trust 2023-3
76089RAA2
1197228.10000000
PA
USD
1204393.14000000
0.456278124056
Long
ABS-O
CORP
US
N
2
2032-01-26
Fixed
7.13000000
N
N
N
N
N
N
AMCOR FLEXIBLES NORTH AM
PTVU09TE3QPJPL7K4E13
Amcor Flexibles North America Inc
02343JAA8
1250000.00000000
PA
USD
1227200.00000000
0.464918385239
Long
DBT
CORP
US
N
2
2025-05-17
Fixed
4.00000000
N
N
N
N
N
N
LendingPoint Asset Securitization Trust
N/A
Lendingpoint 2022-C Asset Securitization Trust
525919AA4
209780.86000000
PA
USD
209838.27000000
0.079496145412
Long
ABS-O
CORP
US
N
2
2030-02-15
Fixed
6.56000000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2020-1
36258XAC4
20762.65000000
PA
USD
20735.74000000
0.007855628061
Long
ABS-O
CORP
US
N
2
2025-11-17
Fixed
2.72000000
N
N
N
N
N
N
CIGNA GROUP/THE
549300VIWYMSIGT1U456
Cigna Group/The
125523CR9
500000.00000000
PA
USD
500020.00000000
0.189429995915
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
5.69000000
N
N
N
N
N
N
EVERSOURCE ENERGY
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040WAS7
1548000.00000000
PA
USD
1541777.04000000
0.584094273008
Long
DBT
CORP
US
N
2
2024-06-27
Fixed
4.20000000
N
N
N
N
N
N
Lincoln National Corp
EFQMQROEDSNBRIP7LE47
Lincoln National Corp
534187BE8
1250000.00000000
PA
USD
1221950.00000000
0.462929449839
Long
DBT
CORP
US
N
2
2025-03-09
Fixed
3.35000000
N
N
N
N
N
N
DOLLAR GENERAL CORP
OPX52SQVOZI8IVSWYU66
Dollar General Corp
256677AJ4
1400000.00000000
PA
USD
1389962.00000000
0.526579928768
Long
DBT
CORP
US
N
2
2024-09-20
Fixed
4.25000000
N
N
N
N
N
N
Octane Receivables Trust
N/A
Octane Receivables Trust 2022-1
67571EAB3
1542661.71000000
PA
USD
1530045.82000000
0.579649960867
Long
ABS-O
CORP
US
N
2
2028-03-20
Fixed
4.18000000
N
N
N
N
N
N
Videotron Ltd
549300LW4GNJRBECSD81
Videotron Ltd
92660FAG9
502000.00000000
PA
USD
500323.32000000
0.189544907131
Long
DBT
CORP
CA
N
2
2024-06-15
Fixed
5.38000000
N
N
N
N
N
N
IMPERIAL BRANDS FIN PLC
2138008L3B3MCG1DFS50
Imperial Brands Finance PLC
45262BAA1
1456000.00000000
PA
USD
1442473.76000000
0.546473737980
Long
DBT
CORP
GB
N
2
2024-07-26
Fixed
3.13000000
N
N
N
N
N
N
Marlette Funding Trust
N/A
Marlette Funding Trust 2021-3
57108QAB9
350695.47000000
PA
USD
348043.29000000
0.131854403830
Long
ABS-O
CORP
US
N
2
2031-12-15
Fixed
1.30000000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust 2022-1
33845VAA9
453908.00000000
PA
USD
447691.52000000
0.169605621385
Long
ABS-O
CORP
US
N
2
2026-10-15
Fixed
1.79000000
N
N
N
N
N
N
QORVO INC
254900YAUJV2EUEVBR11
Qorvo Inc
74739DAB0
1250000.00000000
PA
USD
1212425.00000000
0.459320952757
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
1.75000000
N
N
N
N
N
N
FLORIDA GAS TRANSMISSION
549300Q0UQF87NXNOC32
Florida Gas Transmission Co LLC
340711AW0
629000.00000000
PA
USD
617948.47000000
0.234106588032
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
4.35000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128286Z8
3000000.00000000
PA
USD
2973164.07000000
1.126367860558
Long
DBT
UST
US
N
1
2024-06-30
Fixed
1.75000000
N
N
N
N
N
N
BRIXMOR OPERATING PART
549300CJHBL7JBUA6503
Brixmor Operating Partnership LP
11120VAA1
1500000.00000000
PA
USD
1474335.00000000
0.558544204288
Long
DBT
US
N
2
2025-02-01
Fixed
3.85000000
N
N
N
N
N
N
BOF URSA FUNDING
N/A
BOF VII AL Funding Trust I
097093AB4
908489.44000000
PA
USD
913479.82000000
0.346067114458
Long
ABS-O
CORP
US
N
2
2032-07-26
Fixed
6.29000000
N
N
N
N
N
N
LEIDOS INC
5493006I78VIN6J1BQ95
Leidos Inc
52532XAD7
1611000.00000000
PA
USD
1575187.47000000
0.596751641950
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
3.63000000
N
N
N
N
N
N
Towd Point Asset Trust 2018-SL1
54930022FYEFQVX02P24
Towd Point Asset Trust 2018-SL1
89174UAA4
3997.48000000
PA
USD
3997.48000000
0.001514424663
Long
ABS-O
CORP
US
N
2
2046-01-25
Floating
6.04000000
N
N
N
N
N
N
Affirm Inc
N/A
Affirm Asset Securitization Trust 2021-Z2
00834TAA6
183620.11000000
PA
USD
180143.85000000
0.068246567676
Long
ABS-O
CORP
US
N
2
2026-11-16
Fixed
1.17000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2019-INV3
92537MAC4
216006.21000000
PA
USD
209318.72000000
0.079299316576
Long
ABS-MBS
CORP
US
N
2
2059-11-25
Variable
3.19000000
N
N
N
N
N
N
Dext ABS
N/A
Dext ABS 2023-2 LLC
25216CAB6
654551.58000000
PA
USD
658428.04000000
0.249442064173
Long
ABS-O
CORP
US
N
2
2034-05-15
Fixed
6.56000000
N
N
N
N
N
N
Pagaya AI Debt Selection Trust
N/A
Pagaya AI Debt Trust 2023-1
69548JAA0
222382.53000000
PA
USD
223406.12000000
0.084636255347
Long
ABS-O
CORP
US
N
2
2030-07-15
Fixed
7.56000000
N
N
N
N
N
N
Pagaya AI Debt Selection Trust
N/A
Pagaya AI Debt Selection Trust 2021-HG1
69547PAA7
444693.78000000
PA
USD
433741.90000000
0.164320879855
Long
ABS-O
CORP
US
N
2
2029-01-16
Fixed
1.22000000
N
N
N
N
N
N
GRAPHIC PACKAGING INTERN
SO75N4VY5NXGQSK8YQ65
Graphic Packaging International LLC
38869PAN4
1080000.00000000
PA
USD
1077451.20000000
0.408186825357
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
0.82000000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822BW3
1232000.00000000
PA
USD
1213864.96000000
0.459866474170
Long
DBT
CORP
JP
N
2
2025-07-19
Fixed
0.95000000
N
N
N
N
N
N
Enterprise Fleet Financing LLC
N/A
Enterprise Fleet Financing 2022-2 LLC
29374JAB1
883894.22000000
PA
USD
876585.18000000
0.332089770543
Long
ABS-O
CORP
US
N
2
2029-05-21
Fixed
4.65000000
N
N
N
N
N
N
Avant Credit Card Master Trust
N/A
Avant Credit Card Master Trust
05351KAA7
1500000.00000000
PA
USD
1448180.85000000
0.548635839567
Long
ABS-O
CORP
US
N
2
2027-04-15
Fixed
1.37000000
N
N
N
N
N
N
SPRINT LLC
549300ZTTY7CXOLJ6539
Sprint LLC
85207UAJ4
1500000.00000000
PA
USD
1518660.00000000
0.575336501734
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
7.63000000
N
N
N
N
N
N
Marlette Funding Trust
N/A
Marlette Funding Trust 2019-4
57110AAC8
73139.90000000
PA
USD
73067.00000000
0.027681055780
Long
ABS-O
CORP
US
N
2
2029-12-17
Fixed
3.76000000
N
N
N
N
N
N
SG Capital Partners
N/A
SG Residential Mortgage Trust 2019-3
78432BAA7
334769.44000000
PA
USD
328085.31000000
0.124293426129
Long
ABS-MBS
CORP
US
N
2
2059-09-25
Variable
2.70000000
N
N
N
N
N
N
NATIONAL SECS CLEARING
549300RYC9NELN2ICA34
National Securities Clearing Corp
637639AJ4
2000000.00000000
PA
USD
2000560.00000000
0.757901829184
Long
DBT
CORP
US
N
2
2025-05-30
Fixed
5.15000000
N
N
N
N
N
N
Lendbuzz Securitization Trust
N/A
Lendbuzz Securitization Trust 2023-3
525931AA9
152014.17000000
PA
USD
152017.68000000
0.057591113358
Long
ABS-O
CORP
US
N
2
2024-10-15
Fixed
6.03000000
N
N
N
N
N
N
SMB Private Education Loan Trust
549300V1P5RKG8RJI005
SMB Private Education Loan Trust 2018-C
78449QAC1
100775.66000000
PA
USD
100105.55000000
0.037924470876
Long
ABS-O
CORP
US
N
2
2035-11-15
Floating
6.19000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2018-6
89176LAA2
652288.43000000
PA
USD
637151.62000000
0.241381602284
Long
ABS-MBS
CORP
US
N
2
2058-03-25
Variable
3.75000000
N
N
N
N
N
N
CONSTELLATION BRANDS INC
5493005GKEG8QCVY7037
Constellation Brands Inc
21036PBN7
700000.00000000
PA
USD
695744.00000000
0.263579022995
Long
DBT
CORP
US
N
2
2026-02-02
Fixed
5.00000000
N
N
N
N
N
N
CENTERPOINT ENERGY INC
21TPXMRRHFKOBHDC8J74
CenterPoint Energy Inc
15189TAZ0
795000.00000000
PA
USD
794976.15000000
0.301172610790
Long
DBT
CORP
US
N
2
2024-05-13
Floating
6.00000000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2021-P1
14687BAH9
743788.84000000
PA
USD
719716.63000000
0.272660930125
Long
ABS-O
CORP
US
N
2
2027-01-11
Fixed
0.86000000
N
N
N
N
N
N
PRA Health Sciences Inc
549300R1HR1VWWHIAK47
PRA Health Sciences Inc
45569KAA1
500000.00000000
PA
USD
465880.00000000
0.176496233144
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
2.88000000
N
N
N
N
N
N
American Credit Acceptance Receivables Trust
N/A
American Credit Acceptance Receivables Trust 2021-4
02530TAE1
510474.15000000
PA
USD
508351.09000000
0.192586186357
Long
ABS-O
CORP
US
N
2
2028-02-14
Fixed
1.32000000
N
N
N
N
N
N
Aqua Finance Trust
N/A
Aqua Finance Trust 2020-A
038413AA8
624202.38000000
PA
USD
567919.45000000
0.215153352053
Long
ABS-O
CORP
US
N
2
2046-07-17
Fixed
1.90000000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2019-4
36258HAE5
20665.87000000
PA
USD
20641.63000000
0.007819974974
Long
ABS-O
CORP
US
N
2
2025-08-15
Fixed
3.06000000
N
N
N
N
N
N
TELEDYNE TECHNOLOGIES IN
549300VSMO9KYQWDND94
Teledyne Technologies Inc
879360AB1
2000000.00000000
PA
USD
2000000.00000000
0.757689676075
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
0.95000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128286R6
2700000.00000000
PA
USD
2692828.13000000
1.020164036772
Long
DBT
UST
US
N
1
2024-04-30
Fixed
2.25000000
N
N
N
N
N
N
ENEL FINANCE INTL NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29278GAZ1
1000000.00000000
PA
USD
1020420.00000000
0.386580849630
Long
DBT
CORP
NL
N
2
2025-10-14
Fixed
6.80000000
N
N
N
N
N
N
Dext ABS
N/A
Dext ABS 2021-1 LLC
23345CAA7
582694.95000000
PA
USD
572140.62000000
0.216752520518
Long
ABS-O
CORP
US
N
2
2028-02-15
Fixed
1.12000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Student Loan Trust 2019-B
63941LAC7
253430.69000000
PA
USD
252410.20000000
0.095624301338
Long
ABS-O
CORP
US
N
2
2059-12-15
Floating
6.42000000
N
N
N
N
N
N
Theorem Funding Trust
N/A
Theorem Funding Trust 2022-3
882925AA8
375111.58000000
PA
USD
377920.27000000
0.143173143479
Long
ABS-O
CORP
US
N
2
2029-04-15
Fixed
7.60000000
N
N
N
N
N
N
DAIMLER TRUCK FINAN NA
5493003HSDTSCZRXBA58
Daimler Truck Finance North America LLC
233853AK6
1545000.00000000
PA
USD
1545000.00000000
0.585315274767
Long
DBT
CORP
US
N
2
2024-04-05
Floating
6.35000000
N
N
N
N
N
N
COLUMBIA PIPELINE GROUP
549300SRP1TQM9JJBG80
Columbia Pipeline Group Inc
198280AF6
1000000.00000000
PA
USD
986280.00000000
0.373647086859
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
4.50000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ACF2
500000.00000000
PA
USD
500840.00000000
0.189740648682
Long
DBT
CORP
US
N
2
2025-06-26
Fixed
5.80000000
N
N
N
N
N
N
GCAT
N/A
GCAT 2021-CM1 Trust
36168AAA7
208988.44000000
PA
USD
196007.83000000
0.074256554610
Long
ABS-MBS
CORP
US
N
2
2065-04-25
Variable
1.47000000
N
N
N
N
N
N
Flagstar Mortgage Trust
N/A
Flagstar Mortgage Trust 2017-1
33850BAT4
10552.71000000
PA
USD
9548.08000000
0.003617240821
Long
ABS-MBS
CORP
US
N
2
2047-03-25
Variable
3.00000000
N
N
N
N
N
N
VISTRA OPERATIONS CO LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAK8
1000000.00000000
PA
USD
998580.00000000
0.378306878367
Long
DBT
CORP
US
N
2
2024-05-13
Fixed
4.88000000
N
N
N
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2017-3
35563PBY4
26341.87000000
PA
USD
24394.46000000
0.009241715247
Long
ABS-MBS
USGSE
US
N
2
2056-07-25
Variable
3.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CHV6
2000000.00000000
PA
USD
2003984.38000000
0.759199137870
Long
DBT
UST
US
N
1
2025-08-31
Fixed
5.00000000
N
N
N
N
N
N
LendingPoint Pass-Through Trust
N/A
LendingPoint Pass-Through Trust Series 2022-ST3
52607TAA2
150949.50000000
PA
USD
148572.57000000
0.056285951218
Long
ABS-O
CORP
US
N
2
2028-05-15
Fixed
4.00000000
N
N
N
N
N
N
NMEF Funding LLC
N/A
NMEF Funding 2022-A LLC
62920KAB8
555975.64000000
PA
USD
550414.95000000
0.208521862586
Long
ABS-O
CORP
US
N
2
2028-10-16
Fixed
2.58000000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2023-N3
14686RAA0
504646.16000000
PA
USD
506803.87000000
0.192000030046
Long
ABS-O
CORP
US
N
2
2027-09-10
Fixed
6.41000000
N
N
N
N
N
N
Avangrid Inc
549300OX0Q38NLSKPB49
Avangrid Inc
05351WAA1
2000000.00000000
PA
USD
1966340.00000000
0.744937758826
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
3.15000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128282N9
3000000.00000000
PA
USD
2968476.57000000
1.124592025379
Long
DBT
UST
US
N
1
2024-07-31
Fixed
2.13000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust 2022-3
80285UAD3
237514.36000000
PA
USD
236419.05000000
0.089566136706
Long
ABS-O
CORP
US
N
2
2026-12-15
Fixed
3.40000000
N
N
N
N
N
N
FHF Trust 2021-1
N/A
FHF Trust 2021-1
30260WAA9
18825.64000000
PA
USD
18319.93000000
0.006940410913
Long
ABS-O
CORP
US
N
2
2027-03-15
Fixed
1.27000000
N
N
N
N
N
N
BRIGHTHSE FIN GLBL FUND
549300BLFX3KJ2IFOA78
Brighthouse Financial Global Funding
10921U2B3
1500000.00000000
PA
USD
1494375.00000000
0.566136254842
Long
DBT
CORP
US
N
2
2024-04-12
Floating
6.11000000
N
N
N
N
N
N
Mosaic Solar Loans LLC
N/A
Mosaic Solar Loan Trust 2018-1
61946FAC9
85694.22000000
PA
USD
79464.74000000
0.030104806554
Long
ABS-O
CORP
US
N
2
2043-06-22
None
0.00000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XAZ3
1000000.00000000
PA
USD
969820.00000000
0.367411300825
Long
DBT
US
N
2
2025-03-15
Fixed
2.40000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418C5T7
23754.57000000
PA
USD
23218.88000000
0.008796352833
Long
ABS-MBS
USGSE
US
N
2
2029-01-01
Fixed
4.00000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBT1
1082000.00000000
PA
USD
1049604.92000000
0.397637405920
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
2.50000000
N
N
N
N
N
N
First Investors Auto Owner Trust
N/A
First Investors Auto Owner Trust 2021-2
32057JAA1
424688.12000000
PA
USD
419382.51000000
0.158880899076
Long
ABS-O
CORP
US
N
2
2027-03-15
Fixed
0.48000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Loan Trust 2018-B
63940QAC7
33983.90000000
PA
USD
33828.25000000
0.012815657892
Long
ABS-O
CORP
US
N
2
2059-12-15
Floating
6.16000000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust 2021-2
23345EAE5
753834.85000000
PA
USD
747757.41000000
0.283284034882
Long
ABS-O
CORP
US
N
2
2027-02-16
Fixed
1.10000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
226373AP3
1300000.00000000
PA
USD
1299233.00000000
0.492207715458
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
5.75000000
N
N
N
N
N
N
Trimble Inc
549300E2MI7NSZFQWS19
Trimble Inc
896239AA8
1250000.00000000
PA
USD
1238937.50000000
0.469365076526
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
4.75000000
N
N
N
N
N
N
ACM Auto Trust
N/A
ACM Auto Trust 2023-2
00161AAA0
430552.31000000
PA
USD
433605.89000000
0.164269353169
Long
ABS-O
CORP
US
N
2
2030-06-20
Fixed
7.97000000
N
N
N
N
N
N
SMB Private Education Loan Trust
54930039BHEBCRK29U41
SMB Private Education Loan Trust 2016-A
78449FAC5
84328.50000000
PA
USD
84452.20000000
0.031994280030
Long
ABS-O
CORP
US
N
2
2031-05-15
Floating
6.94000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
912797KC0
3500000.00000000
PA
USD
3428673.15000000
1.298935124195
Long
STIV
UST
US
N
1
2024-08-22
None
0.00000000
N
N
N
N
N
N
SMB Private Education Loan Trust
5493000RGRVHYZAIY180
SMB Private Education Loan Trust 2017-A
78448WAC9
134193.43000000
PA
USD
133891.57000000
0.050724130151
Long
ABS-O
CORP
US
N
2
2034-09-15
Floating
6.34000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2018-C
63940VAB8
171255.67000000
PA
USD
170418.29000000
0.064562089473
Long
ABS-O
CORP
US
N
2
2042-06-16
Fixed
3.52000000
N
N
N
N
N
N
Bankers Healthcare Group Securitization Trust
N/A
BHG Securitization Trust 2021-B
08862BAA3
42196.87000000
PA
USD
41233.72000000
0.015621181975
Long
ABS-O
CORP
US
N
2
2034-10-17
Fixed
0.90000000
N
N
N
N
N
N
Research-Driven Pagaya Motor Asset Trust I
N/A
Research-Driven Pagaya Motor Asset Trust 2023-4
76088UAA6
1478139.70000000
PA
USD
1494650.40000000
0.566240588710
Long
ABS-O
CORP
US
N
2
2032-03-25
Fixed
7.54000000
N
N
N
N
N
N
ONCOR ELECTRIC DELIVERY
549300SP2X2BS1KERD24
Oncor Electric Delivery Co LLC
68233JBM5
500000.00000000
PA
USD
497350.00000000
0.188418480197
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
2.75000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJR1
1250000.00000000
PA
USD
1246275.00000000
0.472144850525
Long
DBT
CORP
US
N
2
2025-04-22
Fixed
0.98000000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings Inc
55903VBG7
1500000.00000000
PA
USD
1500045.00000000
0.568284305074
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.41000000
N
N
N
N
N
N
Arroyo Mortgage Trust
N/A
Arroyo Mortgage Trust 2019-3
04285AAA3
17567.20000000
PA
USD
16190.30000000
0.006133611581
Long
ABS-MBS
CORP
US
N
2
2048-10-25
Variable
2.96000000
N
N
N
N
N
N
LendingPoint Pass-Through Trust
N/A
LendingPoint Pass-Through Trust Series 2022-ST2
52607QAA8
109036.89000000
PA
USD
106299.30000000
0.040270941092
Long
ABS-O
CORP
US
N
2
2028-04-15
Fixed
3.25000000
N
N
N
N
N
N
AmeriCredit Automobile Receivables Trust
N/A
AmeriCredit Automobile Receivables Trust 2021-1
03063FAD6
398195.61000000
PA
USD
395024.18000000
0.149652871493
Long
ABS-O
CORP
US
N
2
2026-10-19
Fixed
0.68000000
N
N
N
N
N
N
BOF URSA FUNDING
N/A
BOF URSA VI Funding Trust I
05603KAF2
195185.24000000
PA
USD
194715.08000000
0.073766802946
Long
ABS-O
CORP
US
N
2
2031-10-27
Fixed
6.03000000
N
N
N
N
N
N
Stanley Black & Decker Inc
549300DJ09SMTO561131
Stanley Black & Decker Inc
85462CD28
2000000.00000000
PA
USD
1999675.00000000
0.757566551502
Long
STIV
CORP
US
N
2
2024-04-02
None
0.00000000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2021-N4
14687HAA1
59585.80000000
PA
USD
59291.15000000
0.022462146118
Long
ABS-O
CORP
US
N
2
2028-09-11
Fixed
0.83000000
N
N
N
N
N
N
Nelnet Student Loan Trust
N/A
Nelnet Student Loan Trust 2015-3
64033TAC7
18314.74000000
PA
USD
18225.63000000
0.006904685845
Long
ABS-O
CORP
US
N
2
2051-02-27
Floating
6.03000000
N
N
N
N
N
N
SMB Private Education Loan Trust
5493008SQ2WS8HE83M61
SMB Private Education Loan Trust 2016-B
78449GAC3
126573.18000000
PA
USD
126882.72000000
0.048068863508
Long
ABS-O
CORP
US
N
2
2032-02-17
Floating
6.89000000
N
N
N
N
N
N
Kubota Credit Owner Trust
N/A
Kubota Credit Owner Trust 2021-1
50117TAC5
217456.88000000
PA
USD
214535.66000000
0.081275727365
Long
ABS-O
CORP
US
N
2
2025-08-15
Fixed
0.62000000
N
N
N
N
N
N
Marlette Funding Trust
N/A
Marlette Funding Trust 2023-2
57109LAA1
462953.78000000
PA
USD
462333.00000000
0.175152470504
Long
ABS-O
CORP
US
N
2
2033-06-15
Fixed
6.04000000
N
N
N
N
N
N
Auxilior Term Funding LLC
N/A
Auxilior Term Funding 2023-1 LLC
05335JAA1
1094599.30000000
PA
USD
1094739.14000000
0.414736272186
Long
ABS-O
CORP
US
N
2
2024-11-15
Fixed
5.86000000
N
N
N
N
N
N
Foundation Finance Trust
549300QVJKB4ZVR88F06
Foundation Finance Trust 2020-1
35041KAA0
156927.45000000
PA
USD
153118.45000000
0.058008134390
Long
ABS-O
CORP
US
N
2
2040-07-16
Fixed
3.54000000
N
N
N
N
N
N
BLACK HILLS CORP
3MGELCRSTNSAMJ962671
Black Hills Corp
092113AU3
1988000.00000000
PA
USD
1951122.60000000
0.739172725388
Long
DBT
CORP
US
N
2
2024-08-23
Fixed
1.04000000
N
N
N
N
N
N
American Credit Acceptance Receivables Trust
N/A
American Credit Acceptance Receivables Trust 2023-1
02530UAA6
232994.36000000
PA
USD
232886.36000000
0.088227795335
Long
ABS-O
CORP
US
N
2
2026-09-14
Fixed
5.45000000
N
N
N
N
N
N
Pagaya AI Debt Selection Trust
N/A
Pagaya AI Debt Trust 2022-1
69546MAA5
234326.16000000
PA
USD
231743.01000000
0.087794643089
Long
ABS-O
CORP
US
N
2
2029-10-15
Fixed
2.03000000
N
N
N
N
N
N
Laurel Road Prime Student Loan Trust
N/A
Laurel Road Prime Student Loan Trust 2019-A
51889RAB5
197655.49000000
PA
USD
195558.89000000
0.074086476008
Long
ABS-O
CORP
US
N
2
2048-10-25
Fixed
2.73000000
N
N
N
N
N
N
Pawnee Equipment Receivables
N/A
Pawneee Equipment Receivables Series 2021-1 LLC
704100AB2
1027924.55000000
PA
USD
1011229.05000000
0.383098905666
Long
ABS-O
CORP
US
N
2
2027-07-15
Fixed
1.10000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CHD6
3000000.00000000
PA
USD
2975156.25000000
1.127122587667
Long
DBT
UST
US
N
1
2025-05-31
Fixed
4.25000000
N
N
N
N
N
N
SLM Student Loan Trust
N/A
SLM Student Loan Trust 2013-6
78448CAG4
124136.87000000
PA
USD
122726.49000000
0.046494297226
Long
ABS-O
CORP
US
N
2
2028-06-26
Floating
6.08000000
N
N
N
N
N
N
JERSEY CENTRAL PWR & LT
549300W9UGH9ZPLNPF79
Jersey Central Power & Light Co
476556DB8
2000000.00000000
PA
USD
2000000.00000000
0.757689676075
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
4.70000000
N
N
N
N
N
N
LendingPoint Pass-Through Trust
N/A
LendingPoint Pass-Through Trust Series 2022-ST1
52607NAA5
111851.45000000
PA
USD
108465.46000000
0.041091579626
Long
ABS-O
CORP
US
N
2
2028-03-15
Fixed
2.50000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust 2020-4
80286WAG1
403628.09000000
PA
USD
396634.89000000
0.150263080662
Long
ABS-O
CORP
US
N
2
2027-01-15
Fixed
1.48000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828XT2
2750000.00000000
PA
USD
2734746.11000000
1.036044447116
Long
DBT
UST
US
N
1
2024-05-31
Fixed
2.00000000
N
N
N
N
N
N
Lendbuzz Securitization Trust
N/A
Lendbuzz Securitization Trust 2021-1
52607BAA1
90678.93000000
PA
USD
87818.61000000
0.033269627082
Long
ABS-O
CORP
US
N
2
2026-06-15
Fixed
1.46000000
N
N
N
N
N
N
Houston Galleria Mall Trust
N/A
Houston Galleria Mall Trust 2015-HGLR
44217NAC0
750000.00000000
PA
USD
725227.83000000
0.274748819796
Long
ABS-MBS
CORP
US
N
2
2037-03-05
Fixed
3.09000000
N
N
N
N
N
N
LendingPoint Asset Securitization Trust
N/A
Lendingpoint 2022-B Asset Securitization Trust
52606WAA6
45031.65000000
PA
USD
44810.65000000
0.016976283441
Long
ABS-O
CORP
US
N
2
2029-10-15
Fixed
4.77000000
N
N
N
N
N
N
GATX Corp
549300IHYHCQP2PIR591
GATX Corp
361448AW3
1000000.00000000
PA
USD
975670.00000000
0.369627543128
Long
DBT
CORP
US
N
2
2025-03-30
Fixed
3.25000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCM6
1500000.00000000
PA
USD
1472085.00000000
0.557691803402
Long
DBT
CORP
US
N
2
2025-08-09
Fixed
0.77000000
N
N
N
N
N
N
Springcastle SPV
N/A
SpringCastle America Funding LLC
85022WAP9
252712.74000000
PA
USD
232281.49000000
0.087998643458
Long
ABS-O
CORP
US
N
2
2037-09-25
Fixed
1.97000000
N
N
N
N
N
N
SLM Student Loan Trust
5493004WA7G168XIR344
SLM Student Loan Trust 2013-4
78448AAA1
19251.08000000
PA
USD
18920.76000000
0.007168032257
Long
ABS-O
CORP
US
N
2
2043-06-25
Floating
5.98000000
N
N
N
N
N
N
Gracie Point International Funding
N/A
GRACIE POINT INTERNATIONAL FUNDING 2023-2
38410JAA0
778511.99000000
PA
USD
784959.55000000
0.297377873585
Long
ABS-O
CORP
US
N
2
2027-03-01
Floating
7.61000000
N
N
N
N
N
N
CCG Receivables Trust
N/A
CCG Receivables Trust 2022-1
12511JAB1
396502.97000000
PA
USD
391864.01000000
0.148455657401
Long
ABS-O
CORP
US
N
2
2029-07-16
Fixed
3.91000000
N
N
N
N
N
N
Mission Lane Credit Card Master Trust
N/A
Mission Lane Credit Card Master Trust
60510MAT5
500000.00000000
PA
USD
507261.55000000
0.192173419752
Long
ABS-O
CORP
US
N
2
2028-11-15
Fixed
7.69000000
N
N
N
N
N
N
GCAT
N/A
GCAT 2021-CM2 Trust
36167AAA8
129948.22000000
PA
USD
117262.51000000
0.044424296608
Long
ABS-MBS
CORP
US
N
2
2066-08-25
Variable
2.35000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
912797KG1
3000000.00000000
PA
USD
2963358.42000000
1.122653040672
Long
STIV
UST
US
N
1
2024-06-25
None
0.00000000
N
N
N
N
N
N
MCKESSON CORP
549300WZWOM80UCFSF54
McKesson Corp
581557BS3
686000.00000000
PA
USD
684614.28000000
0.259362586024
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.25000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KBL3
750000.00000000
PA
USD
745260.00000000
0.282337903995
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
4.26000000
N
N
N
N
N
N
VISTRA OPERATIONS CO LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAD4
1000000.00000000
PA
USD
992100.00000000
0.375851963817
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
3.55000000
N
N
N
N
N
N
CPS Auto Trust
N/A
CPS Auto Receivables Trust 2020-B
12656CAJ4
1226692.36000000
PA
USD
1234808.95000000
0.467800996670
Long
ABS-O
CORP
US
N
2
2027-06-15
Fixed
7.38000000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust 2021-2
30166RAF4
1222323.27000000
PA
USD
1192759.00000000
0.451870590172
Long
ABS-O
CORP
US
N
2
2026-11-16
Fixed
1.08000000
N
N
N
N
N
N
EQUIFAX INC
5493004MCF8JDC86VS77
Equifax Inc
294429AQ8
1400000.00000000
PA
USD
1372574.00000000
0.519992574724
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
2.60000000
N
N
N
N
N
N
GA GLOBAL FUNDING TRUST
54930029I8ROQ4OROZ88
GA Global Funding Trust
36143L2E4
220000.00000000
PA
USD
219824.00000000
0.083279187676
Long
DBT
CORP
US
N
2
2024-09-13
Floating
5.86000000
N
N
N
N
N
N
Marlette Funding Trust
N/A
Marlette Funding Trust 2022-1
57109KAB1
433002.04000000
PA
USD
428950.16000000
0.162505553891
Long
ABS-O
CORP
US
N
2
2032-04-15
Fixed
2.34000000
N
N
N
N
N
N
Upstart Securitization Trust
N/A
Upstart Securitization Trust 2020-3
91680EAC9
447099.84000000
PA
USD
445802.41000000
0.168889941813
Long
ABS-O
CORP
US
N
2
2030-11-20
Fixed
6.25000000
N
N
N
N
N
N
Republic Finance Issuance Trust
N/A
Republic Finance Issuance Trust 2021-A
76042UAA1
1500000.00000000
PA
USD
1434269.27000000
0.543365509295
Long
ABS-O
CORP
US
N
2
2031-12-22
Fixed
2.30000000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2023-N1
14688FAB2
384591.22000000
PA
USD
385420.57000000
0.146014593417
Long
ABS-O
CORP
US
N
2
2027-04-12
Fixed
6.36000000
N
N
N
N
N
N
PACIFIC LIFE GF II
6354003EUPCHXTWUU869
Pacific Life Global Funding II
6944PL2M0
235000.00000000
PA
USD
235855.40000000
0.089352600813
Long
DBT
CORP
US
N
2
2025-03-30
Floating
6.17000000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust 2022-3
23345RAA4
314787.71000000
PA
USD
315004.07000000
0.119337665880
Long
ABS-O
CORP
US
N
2
2026-10-15
Fixed
6.05000000
N
N
N
N
N
N
L3Harris Technologies Inc
549300UTE50ZMDBG8A20
L3Harris Technologies Inc
50248BHP0
2000000.00000000
PA
USD
1952800.00000000
0.739808199719
Long
STIV
CORP
US
N
2
2024-08-23
None
0.00000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYQ1
1000000.00000000
PA
USD
1000440.00000000
0.379011529766
Long
DBT
CORP
US
N
2
2024-10-21
Floating
5.84000000
N
N
N
N
N
N
CPS Auto Trust
N/A
CPS Auto Receivables Trust 2023-A
12664LAA3
496806.66000000
PA
USD
496280.29000000
0.188013226086
Long
ABS-O
CORP
US
N
2
2026-03-16
Fixed
5.54000000
N
N
N
N
N
N
UPSTART PASS-THROUGH TRUST
N/A
Upstart Pass-Through Trust Series 2020-ST2
91680BAA9
18168.61000000
PA
USD
17979.98000000
0.006811622611
Long
ABS-O
CORP
US
N
2
2028-03-20
Fixed
3.50000000
N
N
N
N
N
N
Upstart Securitization Trust
N/A
Upstart Securitization Trust 2023-1
91679AAA4
101042.26000000
PA
USD
101072.24000000
0.038290696392
Long
ABS-O
CORP
US
N
2
2033-02-20
Fixed
6.59000000
N
N
N
N
N
N
EQUITABLE FINANCIAL LIFE
635400B4JJBON4TCHF02
Equitable Financial Life Global Funding
29449WAJ6
969000.00000000
PA
USD
951722.73000000
0.360555243503
Long
DBT
CORP
US
N
2
2024-08-12
Fixed
0.80000000
N
N
N
N
N
N
OSCAR US Funding Trust
353800KY84862IDYBM21
Oscar US Funding XV LLC
68785CAB7
1108800.00000000
PA
USD
1110613.91000000
0.420750346856
Long
ABS-O
CORP
JP
N
2
2026-09-10
Fixed
6.07000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2018-2
89175VAA1
18961.57000000
PA
USD
18341.38000000
0.006948537135
Long
ABS-MBS
CORP
US
N
2
2058-03-25
Variable
3.25000000
N
N
N
N
N
N
MONDELEZ INTL HLDINGS NE
549300CW356R8I7N8D33
Mondelez International Holdings Netherlands BV
60920LAQ7
2100000.00000000
PA
USD
2050986.00000000
0.777005458987
Long
DBT
CORP
NL
N
2
2024-09-24
Fixed
0.75000000
N
N
N
N
N
N
Upstart Securitization Trust
N/A
Upstart Securitization Trust 2020-2
91680CAA7
70253.05000000
PA
USD
69763.11000000
0.026429394108
Long
ABS-O
CORP
US
N
2
2030-11-20
Fixed
2.31000000
N
N
N
N
N
N
Nathan's Famous Inc
54930034SKNSF1JIE673
Nathan's Famous Inc
632347AC4
620000.00000000
PA
USD
619001.80000000
0.234505636665
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
6.63000000
N
N
N
N
N
N
SECURITY BENEFIT GL FUND
5493003C0JW6BY7YFF93
Security Benefit Global Funding
81412DAA1
1400000.00000000
PA
USD
1388478.00000000
0.526017723028
Long
DBT
CORP
US
N
2
2024-05-17
Fixed
1.25000000
N
N
N
N
N
N
Foundation Finance Trust
5493002KPTN6JUQ40J20
Foundation Finance Trust 2019-1
35041JAA3
133564.68000000
PA
USD
132701.41000000
0.050273244178
Long
ABS-O
CORP
US
N
2
2034-11-15
Fixed
3.86000000
N
N
N
N
N
N
Lobel Automobile Receivables Trust
N/A
Lobel Automobile Receivables Trust 2023-1
53946XAA1
750851.15000000
PA
USD
752188.85000000
0.284962863051
Long
ABS-O
CORP
US
N
2
2026-07-15
Fixed
6.97000000
N
N
N
N
N
N
Westlake Automobile Receivables Trust
N/A
Westlake Automobile Receivables Trust 2021-2
96042RAE8
1341700.50000000
PA
USD
1324174.83000000
0.501656799004
Long
ABS-O
CORP
US
N
2
2026-07-15
Fixed
0.89000000
N
N
N
N
N
N
OneMain Direct Auto Receivables Trust
N/A
OneMain Direct Auto Receivables Trust 2021-1
682687AA6
745105.41000000
PA
USD
719485.93000000
0.272573530621
Long
ABS-O
CORP
US
N
2
2028-07-14
Fixed
0.87000000
N
N
N
N
N
N
PRUDENTIAL INSURANCE CO
X574KRZ6V5A7UBU45C31
Prudential Insurance Co of America/The
743917AH9
1000000.00000000
PA
USD
1027520.00000000
0.389270647980
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
8.30000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust 2017-5
64828NAA3
12966.27000000
PA
USD
12967.28000000
0.004912587091
Long
ABS-MBS
CORP
US
N
2
2057-06-25
Floating
6.94000000
N
N
N
N
N
N
DTE ENERGY CO
549300IX8SD6XXD71I78
DTE Energy Co
233331BD8
907000.00000000
PA
USD
898855.14000000
0.340526629932
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
4.22000000
N
N
N
N
N
N
ALLEGION US HOLDING CO
5493002B66JX7J7SXI33
Allegion US Holding Co Inc
01748NAD6
1463000.00000000
PA
USD
1443264.13000000
0.546773165575
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
3.20000000
N
N
N
N
N
N
VMWARE LLC
549300BUDHS3LRWBE814
VMware LLC
928563AH8
2690000.00000000
PA
USD
2642064.20000000
1.000932383933
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
1.00000000
N
N
N
N
N
N
QUANTA SERVICES INC
SHVRXXEACT60MMH07S24
Quanta Services Inc
74762EAG7
2050000.00000000
PA
USD
1999201.00000000
0.757386979049
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
0.95000000
N
N
N
N
N
N
NIAGARA MOHAWK POWER
3T97Y9RR5EN5Y18QHB56
Niagara Mohawk Power Corp
65364UAK2
1750000.00000000
PA
USD
1727355.00000000
0.654399525208
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
3.51000000
N
N
N
N
N
N
CLEVELAND ELECTRIC ILLUM
N/A
Cleveland Electric Illuminating Co/The
186108CJ3
1000000.00000000
PA
USD
997910.00000000
0.378053052326
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
5.50000000
N
N
N
N
N
N
Pagaya AI Debt Selection Trust
N/A
Pagaya AI Debt Trust 2024-1
69548AAA9
750000.00000000
PA
USD
752621.84000000
0.285126899078
Long
ABS-O
CORP
US
N
2
2031-07-15
Fixed
6.66000000
N
N
N
N
N
N
Prosper Marketplace Issuance Trust
N/A
Prosper Marketplace Issuance Trust Series 2023-1
74390NAA0
903048.46000000
PA
USD
906131.37000000
0.343283192108
Long
ABS-O
CORP
US
N
2
2029-07-16
Fixed
7.06000000
N
N
N
N
N
N
TD SYNNEX CORP
5493004HI6PFLF46NS53
TD SYNNEX Corp
87162WAD2
1731000.00000000
PA
USD
1702732.77000000
0.645071520471
Long
DBT
CORP
US
N
2
2024-08-09
Fixed
1.25000000
N
N
N
N
N
N
COLT Funding LLC
N/A
COLT 2021-1RMortgage Pass-Through Certificates
19688BAA2
225116.72000000
PA
USD
187214.35000000
0.070925190104
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
0.86000000
N
N
N
N
N
N
Prodigy Finance Designated Activity Co
635400HTAZNW3LYYMQ40
Prodigy Finance CM2021-1 DAC
742855AA7
56428.56000000
PA
USD
55966.70000000
0.021202695396
Long
ABS-O
CORP
IE
N
2
2051-07-25
Floating
6.69000000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust 2019-4
30167GAG5
234455.74000000
PA
USD
233216.18000000
0.088352745939
Long
ABS-O
CORP
US
N
2
2025-09-15
Fixed
2.58000000
N
N
N
N
N
N
Bankers Healthcare Group Securitization Trust
N/A
Bankers Healthcare Group Securitization Trust 2020-A
06616PAA5
4199.61000000
PA
USD
4185.56000000
0.001585677800
Long
ABS-O
CORP
US
N
2
2031-09-17
Fixed
2.56000000
N
N
N
N
N
N
Upstart Pass Through Trust
N/A
Upstart Pass-Through Trust Series 2021-ST4
91534HAA4
201573.00000000
PA
USD
193971.45000000
0.073485082559
Long
ABS-O
CORP
US
N
2
2027-07-20
Fixed
2.00000000
N
N
N
N
N
N
UPSTART PASS-THROUGH TRUST
N/A
Upstart Pass-Through Trust Series 2020-ST1
91679MAA8
8504.23000000
PA
USD
8462.39000000
0.003205932768
Long
ABS-O
CORP
US
N
2
2028-02-20
Fixed
3.75000000
N
N
N
N
N
N
2024-04-12
THORNBURG INVESTMENT TRUST
Christopher Luckham
Christopher Luckham
Manager - Fund Admin