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