0001752724-24-120181.txt : 20240528
0001752724-24-120181.hdr.sgml : 20240528
20240528095855
ACCESSION NUMBER: 0001752724-24-120181
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: 24987206
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
S000082059
Thornburg Core Plus Bond Fund
C000245315
Class R6
C000245316
Class R5
C000245317
Class R4
C000245318
Class A
C000245319
Class I
C000245320
Class C
C000245321
Class R3
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000816153
XXXXXXXX
S000082059
C000245315
C000245318
C000245317
C000245319
C000245316
C000245320
C000245321
THORNBURG INVESTMENT TRUST
811-05201
0000816153
5493001XM52H8S4WYY82
2300 NORTH RIDGETOP ROAD
SANTA FE
87506-8361
505-984-0200
Thornburg Core Plus Bond Fund
S000082059
5493000O5HWPIXAHMB98
2024-09-30
2024-03-31
N
65496102.69
1201577.99
64294524.70
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
307665.26000000
0.00000000
0.00000000
4.27000000
EUR
USD
N
Ares Finance Co LLC
N/A
Ares Finance Co LLC
04015CAA6
200000.00000000
PA
USD
196436.00000000
0.305525238605
Long
DBT
CORP
US
N
2
2024-10-08
Fixed
4.00000000
N
N
N
N
N
N
Upstart Structured Pass-Through Trust
N/A
Upstart Structured Pass-Through Trust
91680YAM3
31379.53000000
PA
USD
30782.20000000
0.047876860655
Long
ABS-O
CORP
US
N
2
2030-04-15
Fixed
3.40000000
N
N
N
N
N
N
SBA TOWER TRUST
N/A
SBA Tower Trust
78403DAR1
111000.00000000
PA
USD
97547.18000000
0.151719264517
Long
DBT
US
N
2
2028-01-15
Fixed
2.33000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBQ3
80000.00000000
PA
USD
63594.40000000
0.098911066372
Long
DBT
CORP
US
N
2
2036-11-15
Fixed
3.19000000
N
N
N
N
N
N
County of Miami-Dade Seaport Department
N/A
MIAMI-DADE CNTY FL SEAPORT REVENUE
59335KFS1
100000.00000000
PA
USD
106605.00000000
0.165807275965
Long
DBT
MUN
US
N
2
2055-11-01
Fixed
6.22000000
N
N
N
N
N
N
SBA Tower Trust
N/A
SBA Tower Trust
78403DAH3
50000.00000000
PA
USD
49405.19000000
0.076841986515
Long
ABS-O
CORP
US
N
2
2049-10-15
Variable
3.87000000
N
N
N
N
N
N
NASDAQ INC
549300L8X1Q78ERXFD06
Nasdaq Inc
63111XAJ0
30000.00000000
PA
USD
30509.70000000
0.047453029853
Long
DBT
CORP
US
N
2
2034-02-15
Fixed
5.55000000
N
N
N
N
N
N
PowerPay Issuance Trust
N/A
PowerPay Issuance Trust 2024-1
73934RAA6
190000.00000000
PA
USD
190000.00000000
0.295515054954
Long
ABS-O
CORP
US
N
2
2039-02-18
Fixed
6.53000000
N
N
N
N
N
N
RGA GLOBAL FUNDING
549300Y22K5FOEBMSK42
RGA Global Funding
76209PAB9
65000.00000000
PA
USD
57959.85000000
0.090147411883
Long
DBT
CORP
US
N
2
2029-01-18
Fixed
2.70000000
N
N
N
N
N
N
PARKLAND CORP
549300UY5C6HUV0XLS53
Parkland Corp
70137TAP0
250000.00000000
PA
USD
247835.00000000
0.385468282340
Long
DBT
CORP
CA
N
2
2027-07-15
Fixed
5.88000000
N
N
N
N
N
N
QORVO INC
254900YAUJV2EUEVBR11
Qorvo Inc
74736KAJ0
220000.00000000
PA
USD
188366.20000000
0.292973936550
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
3.38000000
N
N
N
N
N
N
KEHE DIST/FIN / NEXTWAVE
N/A
KeHE Distributors LLC / KeHE Finance Corp / NextWave Distribution Inc
487526AC9
50000.00000000
PA
USD
50675.00000000
0.078816975841
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
9.00000000
N
N
N
N
N
N
CNA FINANCIAL CORP
549300YX2GSZD7YG1R84
CNA Financial Corp
126117AY6
195000.00000000
PA
USD
189688.20000000
0.295030099195
Long
DBT
CORP
US
N
2
2034-02-15
Fixed
5.13000000
N
N
N
N
N
N
Berry Global Inc
549300AP2Q7ERHX6RI89
Berry Global Inc
085770AA3
250000.00000000
PA
USD
245227.50000000
0.381412727046
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
4.88000000
N
N
N
N
N
N
CHESAPEAKE ENERGY CORP
X2MT1W32SPAZ9WSKLE78
Chesapeake Energy Corp
165167DF1
290000.00000000
PA
USD
288057.00000000
0.448027264131
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
5.50000000
N
N
N
N
N
N
VONTIER CORP
549300VVSQLG4P5K4639
Vontier Corp
928881AD3
250000.00000000
PA
USD
221612.50000000
0.344683316400
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
2.40000000
N
N
N
N
N
N
CONSTELLATION SOFTWARE
549300B6PYHMCTDWQV29
Constellation Software Inc/Canada
21037XAC4
121000.00000000
PA
USD
120882.63000000
0.188013879197
Long
DBT
CORP
CA
N
2
2029-02-16
Fixed
5.16000000
N
N
N
N
N
N
EXTRA SPACE STORAGE LP
549300YNKSKNZFR8UC42
Extra Space Storage LP
30225VAH0
205000.00000000
PA
USD
193079.25000000
0.300304343022
Long
DBT
US
N
2
2029-04-01
Fixed
3.90000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EDD9
1273604.01000000
PA
USD
1096720.56000000
1.705775981885
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
3.00000000
N
N
N
N
N
N
Wells Fargo Mortgage Backed Securities Trust
N/A
Wells Fargo Mortgage Backed Securities 2021-1 Trust
95003AAA2
40331.59000000
PA
USD
33007.72000000
0.051338306261
Long
ABS-MBS
CORP
US
N
2
2050-12-25
Variable
2.50000000
N
N
N
N
N
N
EDvestinU Private Education Loan Issue No. 1, LLC
N/A
EDvestinU Private Education Loan Issue No 3 LLC
28166LAA2
56351.36000000
PA
USD
50109.20000000
0.077936963114
Long
ABS-O
CORP
US
N
2
2045-11-25
Fixed
1.80000000
N
N
N
N
N
N
Brex Inc
N/A
Brex Commercial Charge Card Master Trust
05601DAE3
200000.00000000
PA
USD
199847.03000000
0.310830558173
Long
ABS-O
CORP
US
N
2
2027-07-15
Fixed
6.05000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCP6
105000.00000000
PA
USD
79245.60000000
0.123254041257
Long
DBT
CORP
US
N
2
2034-01-15
Fixed
4.25000000
N
N
N
N
N
N
Aqua Finance Trust
N/A
Aqua Finance Trust 2020-A
038413AD2
165000.00000000
PA
USD
145486.29000000
0.226280994655
Long
ABS-O
CORP
US
N
2
2046-07-17
Fixed
7.15000000
N
N
N
N
N
N
Social Professional Loan Program LLC
N/A
SoFi Professional Loan Program 2021-B Trust
83405NAA4
62098.77000000
PA
USD
53352.62000000
0.082981591743
Long
ABS-O
CORP
US
N
2
2047-02-15
Fixed
1.14000000
N
N
N
N
N
N
ENSTAR GROUP LTD
213800AMAL5QFXVUCN04
Enstar Group Ltd
29359UAC3
235000.00000000
PA
USD
195207.45000000
0.303614422706
Long
DBT
CORP
BM
N
2
2031-09-01
Fixed
3.10000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XGB32
526528.35000000
PA
USD
453483.61000000
0.705322283842
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
3.00000000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
Post Holdings Inc
737446AU8
50000.00000000
PA
USD
50348.50000000
0.078309156549
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
6.25000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDD1
285000.00000000
PA
USD
204630.00000000
0.318269714186
Long
DBT
CORP
MX
N
2
2050-01-23
Fixed
7.69000000
N
N
N
N
N
N
BECLE SA DE CV
529900JY55CZKMJLCE09
Becle SAB de CV
07586PAA9
400000.00000000
PA
USD
318940.00000000
0.496060903301
Long
DBT
CORP
MX
N
2
2031-10-14
Fixed
2.50000000
N
N
N
N
N
N
RENAISSANCERE FINANCE
54930048ETFU7B0OJ457
RenaissanceRe Finance Inc
75972YAA9
160000.00000000
PA
USD
156867.20000000
0.243982206466
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
37494.66000000
PA
USD
37851.92000000
0.058872695889
Long
ABS-O
CORP
US
N
2
2029-04-16
Fixed
7.59000000
N
N
N
N
N
N
KORN/FERRY INTERNATIONAL
549300FOD20OM0GT5G40
Korn Ferry
50067PAA7
75000.00000000
PA
USD
71493.00000000
0.111196093809
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.63000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137HAMP8
22000.00000000
PA
USD
22699.83000000
0.035306007946
Long
ABS-MBS
USGSE
US
N
2
2031-06-25
Variable
5.43000000
N
N
N
N
N
N
RELIANCE STAND LIFE II
N/A
Reliance Standard Life Global Funding II
75951ACY2
196000.00000000
PA
USD
193989.04000000
0.301719377979
Long
DBT
CORP
US
N
2
2026-02-02
Fixed
5.24000000
N
N
N
N
N
N
PENSKE TRUCK LEASING/PTL
N/A
Penske Truck Leasing Co Lp / PTL Finance Corp
709599BV5
80000.00000000
PA
USD
83260.00000000
0.129497807765
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
6.20000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CJX0
4275000.00000000
PA
USD
4220226.56000000
6.563897283153
Long
DBT
UST
US
N
1
2031-01-31
Fixed
4.00000000
N
N
N
N
N
N
NMLT Trust
N/A
NMLT 2021-INV1 Trust
62923JAA0
65564.31000000
PA
USD
53853.49000000
0.083760616088
Long
ABS-MBS
CORP
US
N
2
2056-05-25
Variable
1.19000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TB4
295000.00000000
PA
USD
176907.81000000
0.275152216810
Long
DBT
UST
US
N
1
2051-11-15
Fixed
1.88000000
N
N
N
N
N
N
Homeward Opportunities Fund I Trust
N/A
Homeward Opportunities Fund Trust 2022-1
43789KAA0
93524.01000000
PA
USD
92154.42000000
0.143331676266
Long
ABS-MBS
CORP
US
N
2
2067-07-25
Variable
5.08000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Inflation-Indexed Notes
91282CGK1
755703.30000000
PA
USD
709608.33000000
1.103683919137
Long
DBT
UST
US
N
1
2033-01-15
Fixed
1.13000000
N
N
N
N
N
N
LKQ CORP
DS830JTTZQN6GK0I2E41
LKQ Corp
501889AF6
215000.00000000
PA
USD
223817.15000000
0.348112302010
Long
DBT
CORP
US
N
2
2033-06-15
Fixed
6.25000000
N
N
N
N
N
N
GABELLI DVD & INC TR
549300082N1MHBT8NI60
Gabelli Dividend & Income Trust/The
36242H872
4.00000000
NS
USD
94376.00000000
0.146786993823
Long
EP
CORP
US
N
3
N
N
N
CITGO PETROLEUM CORP
YX52P86PXMLYDOTUQ225
CITGO Petroleum Corp
17302XAK2
100000.00000000
PA
USD
99896.00000000
0.155372483840
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
7.00000000
N
N
N
N
N
N
One Bryant Park Trust
N/A
One Bryant Park Trust 2019-OBP
68236JAA9
220000.00000000
PA
USD
187962.29000000
0.292345718203
Long
ABS-MBS
CORP
US
N
2
2054-09-15
Fixed
2.52000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XH6N2
353689.17000000
PA
USD
304379.69000000
0.473414635881
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
3.00000000
N
N
N
N
N
N
Pretium Mortgage Credit Partners LLC
N/A
PRET 2021-RN3 LLC
74143JAA9
341801.61000000
PA
USD
325862.24000000
0.506827356638
Long
ABS-O
CORP
US
N
2
2051-09-25
Variable
1.84000000
N
N
N
N
N
N
Hudson Yards
N/A
Hudson Yards 2019-55HY Mortgage Trust
44421MAA8
250000.00000000
PA
USD
219090.64000000
0.340760960629
Long
ABS-MBS
CORP
US
N
2
2041-12-10
Variable
2.94000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JCCP7
120186.40000000
PA
USD
104350.36000000
0.162300538789
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Floating
1.97000000
N
N
N
N
N
N
Imperial Fund LLC
N/A
Imperial Fund Mortgage Trust 2022-NQM4
45276NAA9
104365.72000000
PA
USD
103239.36000000
0.160572553388
Long
ABS-MBS
CORP
US
N
2
2067-06-25
Variable
4.77000000
N
N
N
N
N
N
PFS Financing Corp.
N/A
PFS Financing Corp
69335PEV3
160000.00000000
PA
USD
160076.01000000
0.248973004695
Long
ABS-O
CORP
US
N
2
2028-05-15
Fixed
5.27000000
N
N
N
N
N
N
Oportun Funding LLC
N/A
Oportun Issuance Trust 2021-B
68377GAA4
100000.00000000
PA
USD
94149.24000000
0.146434304381
Long
ABS-O
CORP
US
N
2
2031-05-08
Fixed
1.47000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CJJ1
9447000.00000000
PA
USD
9661033.59000000
15.02621511719
Long
DBT
UST
US
N
1
2033-11-15
Fixed
4.50000000
N
N
N
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
06406RBV8
225000.00000000
PA
USD
225105.75000000
0.350116516220
Long
DBT
CORP
US
N
2
2030-03-14
Fixed
4.98000000
N
N
N
N
N
N
PROLOGIS TARGETED US
5493004DTBWUQ9F2VJ87
Prologis Targeted US Logistics Fund LP
74350LAA2
45000.00000000
PA
USD
44889.30000000
0.069818231349
Long
DBT
US
N
2
2029-04-01
Fixed
5.25000000
N
N
N
N
N
N
First Help Financial LLC
N/A
FHF Issuer Trust 2024-1
31568AAA4
85831.71000000
PA
USD
85814.59000000
0.133471069893
Long
ABS-O
CORP
US
N
2
2025-03-17
Fixed
5.77000000
N
N
N
N
N
N
PROSUS NV
635400Z5LQ5F9OLVT688
Prosus NV
74365PAE8
200000.00000000
PA
USD
123048.00000000
0.191381770958
Long
DBT
CORP
NL
N
2
2051-02-08
Fixed
3.83000000
N
N
N
N
N
N
Marlette Funding Trust
N/A
Marlette Funding Trust 2022-3
57109NAA7
11602.91000000
PA
USD
11582.55000000
0.018014831051
Long
ABS-O
CORP
US
N
2
2032-11-15
Fixed
5.18000000
N
N
N
N
N
N
MUTUAL OF OMAHA GLOBAL
635400AL5J3F1ZPTAN95
Mutual of Omaha Cos Global Funding
62829D2B5
80000.00000000
PA
USD
81532.80000000
0.126811420382
Long
DBT
CORP
US
N
2
2028-12-12
Fixed
5.45000000
N
N
N
N
N
N
Verus Securitization Trust
2138008DC17PCNG48R87
Verus Securitization Trust 2023-4
92539TAA1
249993.54000000
PA
USD
248197.36000000
0.386031876210
Long
ABS-MBS
CORP
US
N
2
2068-05-25
Variable
5.81000000
N
N
N
N
N
N
CHNGE Mortgage Trust 2022-1
N/A
CHNGE Mortgage Trust 2022-1
17030JAA4
106765.82000000
PA
USD
97949.27000000
0.152344652141
Long
ABS-MBS
CORP
US
N
2
2067-01-25
Variable
3.01000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QM6B5
280876.98000000
PA
USD
241718.59000000
0.375955170565
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
3.00000000
N
N
N
N
N
N
OPEN TEXT CORP
549300HP7ONDQODZJV16
Open Text Corp
683715AD8
88000.00000000
PA
USD
78484.56000000
0.122070363481
Long
DBT
CORP
CA
N
2
2029-12-01
Fixed
3.88000000
N
N
N
N
N
N
WB Commercial Mortgage Trust
N/A
WB Commercial Mortgage Trust 2024-HQ
92943PAA9
195000.00000000
PA
USD
196043.32000000
0.304914486754
Long
ABS-MBS
CORP
US
N
2
2040-03-15
Variable
6.13000000
N
N
N
N
N
N
Service Experts Issuer
N/A
Service Experts Issuer 2021-1 LLC
81758VAA3
52033.92000000
PA
USD
48749.80000000
0.075822630663
Long
ABS-O
CORP
US
N
2
2032-02-02
Fixed
2.67000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38381JLK1
64600.63000000
PA
USD
60790.07000000
0.094549373035
Long
ABS-MBS
USGA
US
N
2
2065-01-16
Fixed
4.00000000
N
N
N
N
N
N
CNTL AMR BOTTLING CORP
N/A
Central American Bottling Corp / CBC Bottling Holdco SL / Beliv Holdco SL
15239XAA6
100000.00000000
PA
USD
95324.00000000
0.148261458413
Long
DBT
CORP
VG
N
2
2029-04-27
Fixed
5.25000000
N
N
N
N
N
N
NMEF Funding LLC
549300LKWL3P0UPHKL72
NMEF Funding 2023-A LLC
62890QAB1
96489.98000000
PA
USD
97252.58000000
0.151261060648
Long
ABS-O
CORP
US
N
2
2030-06-17
Fixed
6.57000000
N
N
N
N
N
N
GoodLeap Sustainable Home Improvement Loan Trust
N/A
GoodLeap Sustainable Home Solutions Trust 2021-3
382371AA0
238180.54000000
PA
USD
185901.94000000
0.289141168501
Long
ABS-O
CORP
US
N
2
2048-05-20
Fixed
2.10000000
N
N
N
N
N
N
Arivo Acceptance Auto Loan Receivables Trust
N/A
Arivo Acceptance Auto Loan Receivables Trust 2024-1
039943AA3
325000.00000000
PA
USD
325483.77000000
0.506238706201
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
103758.84000000
PA
USD
103296.07000000
0.160660756856
Long
ABS-O
CORP
US
N
2
2028-02-22
Fixed
5.11000000
N
N
N
N
N
N
Monongahela Power Co
N/A
Monongahela Power Co
610202BR3
80000.00000000
PA
USD
76086.40000000
0.118340403564
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
3.55000000
N
N
N
N
N
N
MSCI INC
549300HTIN2PD78UB763
MSCI Inc
55354GAK6
215000.00000000
PA
USD
190737.25000000
0.296661731134
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
3.63000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2020-1
89178WBB3
100000.00000000
PA
USD
86588.38000000
0.134674578284
Long
ABS-MBS
CORP
US
N
2
2060-01-25
Variable
3.10000000
N
N
N
N
N
N
HORACE MANN EDUCATORS CO
254900G5YAV3A2YK8T32
Horace Mann Educators Corp
440327AL8
35000.00000000
PA
USD
37421.65000000
0.058203478717
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
7.25000000
N
N
N
N
N
N
OAKTREE STRATEGIC CREDIT
2549006RRE0JC7G43241
Oaktree Strategic Credit Fund
67403AAA7
41000.00000000
PA
USD
43500.59000000
0.067658311812
Long
DBT
CORP
US
N
2
2028-11-14
Fixed
8.40000000
N
N
N
N
N
N
FAIR ISAAC CORP
RI6HET5SJUEY30V1PS26
Fair Isaac Corp
303250AF1
85000.00000000
PA
USD
79435.05000000
0.123548700874
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.00000000
N
N
N
N
N
N
SOFI CONSUMER LOAN PROGRAM TRUST
N/A
SoFi Consumer Loan Program 2021-1 Trust
83407CAB4
21583.32000000
PA
USD
21511.51000000
0.033457763472
Long
ABS-O
CORP
US
N
2
2030-09-25
Fixed
1.30000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Inflation-Indexed Bonds
912810TP3
617235.15000000
PA
USD
539684.20000000
0.839393715900
Long
DBT
UST
US
N
1
2053-02-15
Fixed
1.50000000
N
N
N
N
N
N
Auxilior Term Funding LLC
N/A
Auxilior Term Funding 2023-1 LLC
05335JAB9
110000.00000000
PA
USD
110718.50000000
0.172205176905
Long
ABS-O
CORP
US
N
2
2028-12-15
Fixed
6.18000000
N
N
N
N
N
N
LPL HOLDINGS INC
549300Z5YF8CCRMYUL26
LPL Holdings Inc
50212YAD6
35000.00000000
PA
USD
32211.20000000
0.050099444937
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.00000000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group Inc
60687YDD8
200000.00000000
PA
USD
200940.00000000
0.312530500750
Long
DBT
CORP
JP
N
2
2030-05-26
Fixed
5.38000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EBS8
1993865.80000000
PA
USD
1651564.12000000
2.568747693067
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.50000000
N
N
N
N
N
N
United Wholesale Mortgage LLC
N/A
UWM Mortgage Trust 2021-1
91824NAC6
76596.61000000
PA
USD
62431.86000000
0.097102918625
Long
ABS-MBS
CORP
US
N
2
2051-06-25
Variable
2.50000000
N
N
N
N
N
N
Ajax Mortgage Loan Trust
N/A
Ajax Mortgage Loan Trust 2021-B
00970LAA7
271956.20000000
PA
USD
263507.66000000
0.409844634872
Long
ABS-O
CORP
US
N
2
2066-06-25
Variable
2.24000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QMUZ5
583358.19000000
PA
USD
483570.75000000
0.752118088214
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.50000000
N
N
N
N
N
N
SUNOCO LP/FINANCE CORP
N/A
Sunoco LP / Sunoco Finance Corp
86765KAA7
100000.00000000
PA
USD
102192.00000000
0.158943549978
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
7.00000000
N
N
N
N
N
N
COMISION FEDERAL DE ELEC
4469000001BFPONMPF32
Comision Federal de Electricidad
000000000
141200.00000000
PA
USD
124583.58000000
0.193770123632
Long
DBT
CORP
MX
Y
2
2036-09-29
Fixed
5.00000000
N
N
N
N
N
N
GoodLeap Sustainable Home Improvement Loan Trust
N/A
GoodLeap Sustainable Home Solutions Trust 2021-5
38237HAA5
61414.12000000
PA
USD
48871.50000000
0.076011915832
Long
ABS-O
CORP
US
N
2
2048-10-20
Fixed
2.31000000
N
N
N
N
N
N
Morgan Stanley Residential Mortgage Loan Trust
N/A
Morgan Stanley Residential Mortgage Loan Trust 2024-NQM1
61775UAA6
219263.28000000
PA
USD
219150.22000000
0.340853627929
Long
ABS-MBS
CORP
US
N
2
2068-12-25
Variable
6.15000000
N
N
N
N
N
N
Woodward Capital Management
N/A
RCKT Mortgage Trust 2019-1
749357AN9
32193.10000000
PA
USD
28641.49000000
0.044547323638
Long
ABS-MBS
CORP
US
N
2
2049-09-25
Variable
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XNZ72
1240266.87000000
PA
USD
1068013.42000000
1.661126550018
Long
ABS-MBS
USGSE
US
N
2
2053-03-01
Fixed
3.00000000
N
N
N
N
N
N
DataBank Issuer LLC
N/A
DataBank Issuer
23802WAN1
275000.00000000
PA
USD
260786.09000000
0.405611661672
Long
ABS-O
CORP
US
N
2
2054-01-26
Fixed
5.30000000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust 2021-3
30166AAE4
70816.26000000
PA
USD
69718.05000000
0.108435438826
Long
ABS-O
CORP
US
N
2
2026-10-15
Fixed
0.96000000
N
N
N
N
N
N
ADVANCE AUTO PARTS
529900UCNQ5H9FSL0Y70
Advance Auto Parts Inc
00751YAE6
32000.00000000
PA
USD
29026.88000000
0.045146737044
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.90000000
N
N
N
N
N
N
IRON MOUNTAIN INFO MGMT
N/A
Iron Mountain Information Management Services Inc
46285MAA8
220000.00000000
PA
USD
200809.40000000
0.312327373033
Long
DBT
US
N
2
2032-07-15
Fixed
5.00000000
N
N
N
N
N
N
STEWART INFORMATION SERV
529900TV1XI0PLKENU10
Stewart Information Services Corp
86038AAA0
90000.00000000
PA
USD
73806.30000000
0.114794067371
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
3.60000000
N
N
N
N
N
N
CROSS Mortgage Trust
N/A
Cross 2023-H1 Mortgage Trust
22758CAA9
90706.14000000
PA
USD
90786.77000000
0.141204512240
Long
ABS-MBS
CORP
US
N
2
2068-03-25
Variable
6.62000000
N
N
N
N
N
N
US FOODS INC
5493000JOOFAOUY1JZ87
US Foods Inc
90290MAD3
45000.00000000
PA
USD
42709.50000000
0.066427895997
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.75000000
N
N
N
N
N
N
CHNGE Mortgage Trust
N/A
CHNGE Mortgage Trust 2023-1
12547QAA5
337883.52000000
PA
USD
338774.32000000
0.526910062063
Long
ABS-MBS
CORP
US
N
2
2058-03-25
Variable
7.07000000
N
N
N
N
N
N
KYNDRYL HOLDINGS INC
549300LQ4LWX2R8ZV130
Kyndryl Holdings Inc
50155QAK6
25000.00000000
PA
USD
22158.25000000
0.034463665612
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
2.70000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89788MAP7
190000.00000000
PA
USD
192321.80000000
0.299126248926
Long
DBT
CORP
US
N
2
2034-06-08
Fixed
5.87000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CHT1
2637000.00000000
PA
USD
2568602.81000000
3.995056845019
Long
DBT
UST
US
N
1
2033-08-15
Fixed
3.88000000
N
N
N
N
N
N
BLACK HILLS CORP
3MGELCRSTNSAMJ962671
Black Hills Corp
092113AW9
220000.00000000
PA
USD
226877.20000000
0.352871727504
Long
DBT
CORP
US
N
2
2034-05-15
Fixed
6.15000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2021-INV6
46654FAD0
78682.37000000
PA
USD
66113.21000000
0.102828678349
Long
ABS-MBS
CORP
US
N
2
2052-04-25
Variable
3.00000000
N
N
N
N
N
N
EVERGY MISSOURI WEST INC
EZIFUDC0VSUS6T6LCG85
Evergy Missouri West Inc
30037EAA1
65000.00000000
PA
USD
57398.25000000
0.089273931594
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
3.75000000
N
N
N
N
N
N
HERCULES CAPITAL INC
549300UJ5OC256GR2B73
Hercules Capital Inc
427096AJ1
210000.00000000
PA
USD
193074.00000000
0.300296177475
Long
DBT
CORP
US
N
2
2027-01-20
Fixed
3.38000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TX6
860000.00000000
PA
USD
846428.13000000
1.316485554484
Long
DBT
UST
US
N
1
2054-02-15
Fixed
4.25000000
N
N
N
N
N
N
MAIN STREET CAPITAL CORP
5493001FS9QJLJNF3E20
Main Street Capital Corp
56035LAH7
155000.00000000
PA
USD
157490.85000000
0.244952195750
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
6.95000000
N
N
N
N
N
N
Pagaya AI Debt Selection Trust
N/A
Pagaya AI Debt Trust 2024-3
69547XAA0
130000.00000000
PA
USD
129924.53000000
0.202077129594
Long
ABS-O
CORP
US
N
2
2031-10-15
Fixed
6.26000000
N
N
N
N
N
N
CROWN CASTLE TOWERS LLC
N/A
Crown Castle Towers LLC
22822RBH2
125000.00000000
PA
USD
119125.65000000
0.185281173717
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
4.24000000
N
N
N
N
N
N
Thornburg Capital Management Fund
549300GLR0WG6ALV5277
Thornburg Capital Management Fund
885216739
8595.05000000
NS
USD
85950.50000000
0.133682456478
Long
EC
RF
US
N
1
N
N
N
ELEMENT FLEET MANAGEMENT
5493000PGBS1C22ELQ16
Element Fleet Management Corp
286181AM4
130000.00000000
PA
USD
130379.60000000
0.202784919257
Long
DBT
CORP
CA
N
2
2027-03-13
Fixed
5.64000000
N
N
N
N
N
N
EverBright Solar Trust
N/A
EverBright Solar Trust 2024-A
29977FAA2
160000.00000000
PA
USD
159529.56000000
0.248123087843
Long
ABS-O
CORP
US
N
2
2054-06-22
Fixed
6.43000000
N
N
N
N
N
N
SANTANDER HOLDINGS USA
549300SMVCQN2P0O6I58
Santander Holdings USA Inc
80282KBJ4
185000.00000000
PA
USD
186798.20000000
0.290535159675
Long
DBT
CORP
US
N
2
2030-01-09
Fixed
6.17000000
N
N
N
N
N
N
Farmer Mac Agricultural Real Estate Trust
N/A
FARM 2024-1 Mortgage Trust
30335JAC5
325000.00000000
PA
USD
309455.71000000
0.481309584982
Long
ABS-MBS
CORP
US
N
2
2053-10-01
Variable
4.72000000
N
N
N
N
N
N
REGAL REXNORD CORP
QH78R09VCJGQKPBPYU33
Regal Rexnord Corp
758750AE3
185000.00000000
PA
USD
189495.50000000
0.294730384716
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
6.30000000
N
N
N
N
N
N
BRAVO Residential Funding Trust
N/A
BRAVO Residential Funding Trust 2021-NQM3
105690AA9
43648.48000000
PA
USD
39298.21000000
0.061122172040
Long
ABS-MBS
CORP
US
N
2
2060-04-25
Variable
1.70000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust 2022-1
03464BAA6
119577.50000000
PA
USD
107021.65000000
0.166455309374
Long
ABS-MBS
CORP
US
N
2
2066-12-25
Variable
2.88000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust 2021-3
80287EAE5
35103.19000000
PA
USD
34966.15000000
0.054384335467
Long
ABS-O
CORP
US
N
2
2027-09-15
Fixed
0.95000000
N
N
N
N
N
N
ACC Auto Trust
N/A
ACC Auto Trust 2022-A
00085YAA1
12235.62000000
PA
USD
12199.20000000
0.018973932938
Long
ABS-O
CORP
US
N
2
2026-07-15
Fixed
4.58000000
N
N
N
N
N
N
MICRON TECHNOLOGY INC
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112BV4
65000.00000000
PA
USD
69760.60000000
0.108501618645
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
6.75000000
N
N
N
N
N
N
FLEX LTD
549300EAQH74YHD07T53
Flex Ltd
33938XAB1
30000.00000000
PA
USD
29208.60000000
0.045429373863
Long
DBT
CORP
SG
N
2
2030-05-12
Fixed
4.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XLPD4
360659.34000000
PA
USD
298503.15000000
0.464274604086
Long
ABS-MBS
USGSE
US
N
2
2053-05-01
Fixed
2.50000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137H9UD9
107000.00000000
PA
USD
104226.80000000
0.162108360682
Long
ABS-MBS
USGSE
US
N
2
2033-01-25
Variable
4.35000000
N
N
N
N
N
N
SPS Servicer Advance Receivables Trust
549300W6RZ3B25O0SH56
SPS Servicer Advance Receivables Trust
78472JAE3
395000.00000000
PA
USD
370086.36000000
0.575611005333
Long
ABS-O
CORP
US
N
2
2055-11-15
Fixed
1.83000000
N
N
N
N
N
N
FIRSTCASH INC
549300V2X3UU7K0DG350
FirstCash Inc
33767DAB1
100000.00000000
PA
USD
94138.00000000
0.146416822333
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
4.63000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust 2024-3
03466HAA1
198204.98000000
PA
USD
192361.80000000
0.299188462621
Long
ABS-MBS
CORP
US
N
2
2068-11-26
Variable
4.80000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KNMN0
1217631.34000000
PA
USD
1047875.60000000
1.629805344839
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
3.00000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U3E1
225000.00000000
PA
USD
227576.25000000
0.353958989605
Long
DBT
CORP
US
N
2
2029-07-25
Fixed
5.57000000
N
N
N
N
N
N
Pretium Mortgage Credit Partners LLC
N/A
PRET 2024-RPL1 Trust
693989AA3
195000.00000000
PA
USD
182612.68000000
0.284025242976
Long
ABS-MBS
CORP
US
N
2
2063-10-25
Variable
3.90000000
N
N
N
N
N
N
Toorak Mortgage Corp.
N/A
Toorak Mortgage Trust 2024-RRTL1
89054YAA1
300000.00000000
PA
USD
301310.28000000
0.468640652382
Long
ABS-MBS
CORP
US
N
2
2039-02-25
Variable
6.60000000
N
N
N
N
N
N
POLARIS INC
549300QJSN8UVWN1EI78
Polaris Inc
731068AA0
185000.00000000
PA
USD
196817.80000000
0.306119068331
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
6.95000000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2023-N4
14688LAA1
28888.09000000
PA
USD
29050.42000000
0.045183349803
Long
ABS-O
CORP
US
N
2
2028-01-10
Fixed
6.42000000
N
N
N
N
N
N
B3 SA-BRASIL BOLSA BALCA
4GTK5S46E6H318LMDS44
B3 SA - Brasil Bolsa Balcao
11778EAA4
250000.00000000
PA
USD
218345.00000000
0.339601235126
Long
DBT
CORP
BR
N
2
2031-09-20
Fixed
4.13000000
N
N
N
N
N
N
RETAIL OPPORTUNITY IN
549300KH0PNTJK9NTE57
Retail Opportunity Investments Partnership LP
76132FAC1
35000.00000000
PA
USD
36260.70000000
0.056397803964
Long
DBT
US
N
2
2028-10-15
Fixed
6.75000000
N
N
N
N
N
N
OneMain Direct Auto Receivables Trust
N/A
OneMain Direct Auto Receivables Trust 2022-1
68269DAA2
50000.00000000
PA
USD
49484.79000000
0.076965791769
Long
ABS-O
CORP
US
N
2
2029-03-14
Fixed
4.65000000
N
N
N
N
N
N
HIGHMARK INC
549300B6868ZXXEB2Y57
Highmark Inc
431116AD4
240000.00000000
PA
USD
219532.80000000
0.341448670822
Long
DBT
CORP
US
N
2
2026-05-10
Fixed
1.45000000
N
N
N
N
N
N
Vector Group Ltd
549300TUIF4WWN6NDN50
Vector Group Ltd
92240MBJ6
40000.00000000
PA
USD
40230.00000000
0.062571424530
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
10.50000000
N
N
N
N
N
N
MMAF Equipment Finance LLC
N/A
MMAF Equipment Finance LLC 2020-B
60700KAC6
76312.24000000
PA
USD
75150.54000000
0.116884820831
Long
ABS-O
CORP
US
N
2
2025-08-14
Fixed
0.49000000
N
N
N
N
N
N
DC Office Trust
N/A
DC Office Trust 2019-MTC
23312BAA8
200000.00000000
PA
USD
170674.69000000
0.265457581024
Long
ABS-MBS
CORP
US
N
2
2045-09-15
Fixed
2.97000000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
Post Holdings Inc
737446AQ7
150000.00000000
PA
USD
137683.50000000
0.214144984572
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
4.63000000
N
N
N
N
N
N
FIRSTCASH INC
549300V2X3UU7K0DG350
FirstCash Inc
33767DAD7
250000.00000000
PA
USD
250170.00000000
0.389100006831
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
6.88000000
N
N
N
N
N
N
LIBERTY UTILITIES FIN
N/A
Liberty Utilities Finance GP 1
531546AB5
285000.00000000
PA
USD
230867.10000000
0.359077388124
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
2.05000000
N
N
N
N
N
N
HOLOGIC INC
549300DYP6F5ZJL0LB74
Hologic Inc
436440AP6
50000.00000000
PA
USD
44839.50000000
0.069740775298
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.25000000
N
N
N
N
N
N
Loanpal Solar Loan Ltd.
N/A
Loanpal Solar Loan 2021-1 Ltd
53948PAA6
15292.99000000
PA
USD
12270.67000000
0.019085093259
Long
ABS-O
CORP
US
N
2
2048-01-20
Fixed
2.29000000
N
N
N
N
N
N
RENAISSANCERE HOLDINGS L
EK6GB9U3U58PDI411C94
RenaissanceRe Holdings Ltd
75968NAE1
188000.00000000
PA
USD
189396.84000000
0.294576934635
Long
DBT
CORP
BM
N
2
2033-06-05
Fixed
5.75000000
N
N
N
N
N
N
COMISION FEDERAL DE ELEC
4469000001BFPONMPF32
Comision Federal de Electricidad
200447AH3
200000.00000000
PA
USD
166128.00000000
0.258385921313
Long
DBT
CORP
MX
N
2
2031-02-09
Fixed
3.35000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
451.78000000
0.000702672586
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
73300.00000000
EUR
80209.40000000
USD
2024-09-25
451.78000000
N
N
N
Spruce Hill Mortgage Loan Trust
N/A
Spruce Hill Mortgage Loan Trust 2022-SH1
85213XAA9
108203.28000000
PA
USD
101787.89000000
0.158315020563
Long
ABS-MBS
CORP
US
N
2
2057-07-25
Variable
4.10000000
N
N
N
N
N
N
DOLLAR GENERAL CORP
OPX52SQVOZI8IVSWYU66
Dollar General Corp
256677AJ4
100000.00000000
PA
USD
99283.00000000
0.154419058952
Long
DBT
CORP
US
N
2
2024-09-20
Fixed
4.25000000
N
N
N
N
N
N
510 Assets Backed Trust
N/A
510 Asset Backed 2021-NPL2 Trust
33835JAA8
231278.53000000
PA
USD
224467.28000000
0.349123476761
Long
ABS-O
CORP
US
N
2
2061-06-25
Variable
2.12000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JCEP5
295035.73000000
PA
USD
266747.17000000
0.414883182113
Long
ABS-MBS
USGSE
US
N
2
2050-12-01
Floating
2.40000000
N
N
N
N
N
N
BWX TECHNOLOGIES INC
549300NP85N265KWMS58
BWX Technologies Inc
05605HAC4
85000.00000000
PA
USD
78401.45000000
0.121941098975
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.13000000
N
N
N
N
N
N
ITC Holdings Corp
549300HTO5U9D3SLE207
ITC Holdings Corp
465685AH8
170000.00000000
PA
USD
160481.70000000
0.249603991551
Long
DBT
CORP
US
N
2
2043-07-01
Fixed
5.30000000
N
N
N
N
N
N
WESCO DISTRIBUTION INC
549300I2CEZJG9N4AH67
WESCO Distribution Inc
95081QAQ7
200000.00000000
PA
USD
202102.00000000
0.314337808612
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
6.38000000
N
N
N
N
N
N
New Economy Assets Phase 1 Issuer LLC
N/A
New Economy Assets Phase 1 Sponsor LLC
643821AA9
135000.00000000
PA
USD
118224.98000000
0.183880323482
Long
ABS-O
CORP
US
N
2
2061-10-20
Fixed
1.91000000
N
N
N
N
N
N
RYDER SYSTEM INC
ZXJ6Y2OSPZXIVGRILD15
Ryder System Inc
78355HLA5
155000.00000000
PA
USD
156148.55000000
0.242864459654
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.30000000
N
N
N
N
N
N
AMERICAN ELECTRIC POWER
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
025537AN1
220000.00000000
PA
USD
187193.60000000
0.291150142058
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
2.30000000
N
N
N
N
N
N
Diamond Infrastructure Funding LLC
N/A
Diamond Infrastructure Funding LLC
25265LAA8
100000.00000000
PA
USD
89230.40000000
0.138783823998
Long
ABS-O
CORP
US
N
2
2049-04-15
Fixed
1.76000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDT4
40000.00000000
PA
USD
40756.80000000
0.063390778904
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
6.75000000
N
N
N
N
N
N
KEYSPAN GAS EAST CORP
K8TS3HOE1568DUBUJL44
KeySpan Gas East Corp
49338CAD5
60000.00000000
PA
USD
60802.80000000
0.094569172544
Long
DBT
CORP
US
N
2
2033-03-06
Fixed
5.99000000
N
N
N
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2024-1
35563PR43
513524.45000000
PA
USD
427749.84000000
0.665297460391
Long
ABS-MBS
USGSE
US
N
2
2063-11-25
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D3H3
356660.66000000
PA
USD
296094.01000000
0.460527566509
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
2.50000000
N
N
N
N
N
N
ECOPETROL SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AP4
70000.00000000
PA
USD
58238.60000000
0.090580963576
Long
DBT
CORP
CO
N
2
2031-11-02
Fixed
4.63000000
N
N
N
N
N
N
Avant Credit Card Master Trust
N/A
Avant Credit Card Master Trust
05351KAA7
100000.00000000
PA
USD
96545.39000000
0.150161138060
Long
ABS-O
CORP
US
N
2
2027-04-15
Fixed
1.37000000
N
N
N
N
N
N
SBA TOWER TRUST
N/A
SBA Tower Trust
78403DAP5
235000.00000000
PA
USD
219367.89000000
0.341192179308
Long
DBT
US
N
2
2026-01-15
Fixed
1.88000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWDK6
724365.16000000
PA
USD
623818.51000000
0.970251375075
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
3.00000000
N
N
N
N
N
N
Retained Vantage Data Centers Issuer, LLC
254900N4NW6XZ9B4HM15
Retained Vantage Data Centers Issuer LLC
76134KAA2
25000.00000000
PA
USD
24129.36000000
0.037529416560
Long
ABS-O
CORP
US
N
2
2048-09-15
Fixed
5.00000000
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MAY6
75000.00000000
PA
USD
71394.00000000
0.111042114912
Long
DBT
CORP
JP
N
2
2028-01-17
Fixed
3.54000000
N
N
N
N
N
N
PUGET ENERGY INC
SYBSJ96YIDMIUY7WDR33
Puget Energy Inc
745310AN2
205000.00000000
PA
USD
185771.00000000
0.288937511968
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
4.22000000
N
N
N
N
N
N
MFRA Trust
N/A
MFA 2021-INV2 Trust
552732AA7
77791.76000000
PA
USD
66479.61000000
0.103398555802
Long
ABS-MBS
CORP
US
N
2
2056-11-25
Variable
1.91000000
N
N
N
N
N
N
AXIS Equipment Finance Receivables LLC
549300K5Y88MV8B4M421
Amur Equipment Finance Receivables X LLC
03236VAB7
104090.25000000
PA
USD
101632.03000000
0.158072604897
Long
ABS-O
CORP
US
N
2
2027-10-20
Fixed
1.64000000
N
N
N
N
N
N
FAIRFAX FINL HLDGS LTD
GLS7OQD0WOEDI8YAP031
Fairfax Financial Holdings Ltd
303901BL5
220000.00000000
PA
USD
220072.60000000
0.342288244647
Long
DBT
CORP
CA
N
2
2032-08-16
Fixed
5.63000000
N
N
N
N
N
N
Momnt Technologies Trust
N/A
Momnt Technologies Trust 2023-1
608934AA3
114007.51000000
PA
USD
114708.33000000
0.178410728651
Long
ABS-O
CORP
US
N
2
2045-03-20
Fixed
6.92000000
N
N
N
N
N
N
Lendbuzz Securitization Trust
N/A
Lendbuzz Securitization Trust 2023-3
525931AA9
12161.13000000
PA
USD
12161.41000000
0.018915156549
Long
ABS-O
CORP
US
N
2
2024-10-15
Fixed
6.03000000
N
N
N
N
N
N
GCAT
N/A
GCAT 2023-INV1 Trust
36830QAA0
281971.07000000
PA
USD
281371.35000000
0.437628789252
Long
ABS-MBS
CORP
US
N
2
2053-08-25
Variable
6.00000000
N
N
N
N
N
N
BOSTON GAS COMPANY
FN7P4E7K9JOBORDEUX61
Boston Gas Co
100743AM5
185000.00000000
PA
USD
162583.55000000
0.252873087962
Long
DBT
CORP
US
N
2
2032-03-16
Fixed
3.76000000
N
N
N
N
N
N
American Credit Acceptance Receivables Trust
N/A
American Credit Acceptance Receivables Trust 2021-4
02530TAE1
12375.13000000
PA
USD
12323.66000000
0.019167510853
Long
ABS-O
CORP
US
N
2
2028-02-14
Fixed
1.32000000
N
N
N
N
N
N
MFRA Trust
N/A
MFA 2022-NQM2 Trust
55285QAA0
104452.23000000
PA
USD
99503.91000000
0.154762649641
Long
ABS-MBS
CORP
US
N
2
2067-05-25
Variable
4.00000000
N
N
N
N
N
N
AON NORTH AMERICA INC
N/A
Aon North America Inc
03740MAD2
195000.00000000
PA
USD
197129.40000000
0.306603713021
Long
DBT
CORP
US
N
2
2034-03-01
Fixed
5.45000000
N
N
N
N
N
N
KINDER MORGAN ENER PART
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners LP
494550AT3
80000.00000000
PA
USD
81214.40000000
0.126316199363
Long
DBT
CORP
US
N
2
2035-03-15
Fixed
5.80000000
N
N
N
N
N
N
NVENT FINANCE SARL
549300KO1OQ4MVFB6X02
nVent Finance Sarl
67078AAE3
40000.00000000
PA
USD
32937.60000000
0.051229245653
Long
DBT
CORP
LU
N
2
2031-11-15
Fixed
2.75000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust 2022-NQM3
64831QAA1
113079.32000000
PA
USD
103537.45000000
0.161036185403
Long
ABS-MBS
CORP
US
N
2
2062-04-25
Variable
3.90000000
N
N
N
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp
12513GBF5
185000.00000000
PA
USD
167700.65000000
0.260831930529
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.25000000
N
N
N
N
N
N
UL SOLUTIONS INC
549300F7CUV5ESKV9P71
UL Solutions Inc
903731AA5
35000.00000000
PA
USD
36484.00000000
0.056745111920
Long
DBT
CORP
US
N
2
2028-10-20
Fixed
6.50000000
N
N
N
N
N
N
Pagaya AI Debt Selection Trust
N/A
Pagaya AI Debt Trust 2023-3
69548BAA7
56234.83000000
PA
USD
56633.90000000
0.088085105635
Long
ABS-O
CORP
US
N
2
2030-12-16
Fixed
7.60000000
N
N
N
N
N
N
GCAT
N/A
GCAT 2021-CM1 Trust
36168AAA7
101327.73000000
PA
USD
95034.10000000
0.147810564652
Long
ABS-MBS
CORP
US
N
2
2065-04-25
Variable
1.47000000
N
N
N
N
N
N
PUBLIC SERVICE OKLAHOMA
F3TJNSIZRGXRH8GEIK79
Public Service Co of Oklahoma
744533BM1
35000.00000000
PA
USD
28572.95000000
0.044440720470
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
2.20000000
N
N
N
N
N
N
SBA TOWER TRUST
N/A
SBA Tower Trust
78403DAT7
70000.00000000
PA
USD
63338.27000000
0.098512696525
Long
DBT
US
N
2
2026-11-15
Fixed
1.63000000
N
N
N
N
N
N
Bankers Healthcare Group Securitization Trust
N/A
BHG Securitization Trust 2022-C
08860DAA1
33491.93000000
PA
USD
33410.61000000
0.051964938159
Long
ABS-O
CORP
US
N
2
2035-10-17
Fixed
5.32000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAW1
203000.00000000
PA
USD
174013.63000000
0.270650775959
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
3.00000000
N
N
N
N
N
N
KENTUCKY POWER CO
JHOZYZ5WPEXWR477VH72
Kentucky Power Co
491386AP3
191000.00000000
PA
USD
204261.13000000
0.317695995037
Long
DBT
CORP
US
N
2
2033-11-15
Fixed
7.00000000
N
N
N
N
N
N
BLUE OWL TECHNOLOGY FINA
254900G5EZJSOD3UKL16
Blue Owl Technology Finance Corp
691205AE8
250000.00000000
PA
USD
231050.00000000
0.359361860248
Long
DBT
CORP
US
N
2
2026-06-17
Fixed
3.75000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137HAD29
32000.00000000
PA
USD
32110.59000000
0.049942961939
Long
ABS-MBS
USGSE
US
N
2
2031-10-25
Fixed
4.80000000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
Post Holdings Inc
737446AP9
44000.00000000
PA
USD
42506.20000000
0.066111694889
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
5.50000000
N
N
N
N
N
N
PROLOGIS TARGETED US
5493004DTBWUQ9F2VJ87
Prologis Targeted US Logistics Fund LP
74350LAB0
45000.00000000
PA
USD
45242.10000000
0.070366956146
Long
DBT
US
N
2
2034-04-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XLML9
284481.42000000
PA
USD
235442.36000000
0.366193483968
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
2.50000000
N
N
N
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HJM3
165000.00000000
PA
USD
167900.70000000
0.261143076775
Long
DBT
CORP
US
N
2
2029-06-12
Fixed
5.78000000
N
N
N
N
N
N
CROWN CASTLE INC
54930012H97VSM0I2R19
Crown Castle Inc
22822VBE0
195000.00000000
PA
USD
199631.25000000
0.310494946391
Long
DBT
US
N
2
2034-03-01
Fixed
5.80000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust Inc
N/A
CITIGROUP MORTGAGE LOAN TRUST 2021-INV2
17329RAY4
80178.84000000
PA
USD
64611.38000000
0.100492818481
Long
ABS-MBS
CORP
US
N
2
2051-05-25
Variable
2.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SQ2
225000.00000000
PA
USD
139253.91000000
0.216587509822
Long
DBT
UST
US
N
1
2040-08-15
Fixed
1.13000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Non Gold Pool
31288QTU4
111873.99000000
PA
USD
97089.04000000
0.151006699953
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Floating
2.15000000
N
N
N
N
N
N
ENERGEAN ISRAEL FINANCE
98450044QACBL3F8EB03
Energean Israel Finance Ltd
000000000
50000.00000000
PA
USD
49499.50000000
0.076988670856
Long
DBT
CORP
IL
Y
2
2033-09-30
Fixed
8.50000000
N
N
N
N
N
N
Mill City Solar Loan 2019-2 Ltd.
N/A
Mill City Solar Loan 2019-2 Ltd
59982VAA7
106836.42000000
PA
USD
93698.30000000
0.145732938282
Long
ABS-O
CORP
KY
N
2
2043-07-20
Fixed
3.69000000
N
N
N
N
N
N
Research-Driven Pagaya Motor Asset Trust I
N/A
Research-Driven Pagaya Motor Asset Trust 2023-4
76088UAA6
34489.93000000
PA
USD
34875.18000000
0.054242845969
Long
ABS-O
CORP
US
N
2
2032-03-25
Fixed
7.54000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWDS9
1180389.53000000
PA
USD
1016452.10000000
1.580931043106
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
3.00000000
N
N
N
N
N
N
AmeriCredit Automobile Receivables Trust
N/A
AmeriCredit Automobile Receivables Trust 2021-1
03063FAD6
20957.66000000
PA
USD
20790.74000000
0.032336719334
Long
ABS-O
CORP
US
N
2
2026-10-19
Fixed
0.68000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2021-AFC1 Trust
12657LAA2
53851.36000000
PA
USD
42801.43000000
0.066570878624
Long
ABS-MBS
CORP
US
N
2
2056-03-25
Variable
0.83000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2021-1
46592EAD8
379939.09000000
PA
USD
300136.96000000
0.466815738043
Long
ABS-MBS
CORP
US
N
2
2051-06-25
Variable
2.00000000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BU0
100000.00000000
PA
USD
100306.00000000
0.156010174222
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
6.38000000
N
N
N
N
N
N
SLG Office Trust
N/A
SLG Office Trust 2021-OVA
78449RAA3
300000.00000000
PA
USD
247700.39000000
0.385258917700
Long
ABS-MBS
CORP
US
N
2
2041-07-15
Fixed
2.59000000
N
N
N
N
N
N
GS Mortgage-Backed Securities Trust
N/A
GS Mortgage-Backed Securities Trust 2024-RPL2
36269MAA9
194038.60000000
PA
USD
182908.12000000
0.284484753333
Long
ABS-MBS
CORP
US
N
2
2061-07-25
Variable
3.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EHG8
119313.41000000
PA
USD
102724.15000000
0.159771225433
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
3.00000000
N
N
N
N
N
N
Houston Galleria Mall Trust
N/A
Houston Galleria Mall Trust 2015-HGLR
44217NAC0
165000.00000000
PA
USD
159550.12000000
0.248155065683
Long
ABS-MBS
CORP
US
N
2
2037-03-05
Fixed
3.09000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137HBC77
56000.00000000
PA
USD
56838.92000000
0.088403981933
Long
ABS-MBS
USGSE
US
N
2
2031-10-25
Fixed
5.03000000
N
N
N
N
N
N
MIDLAND COGEN VENTURE
A7EF7IZXZY5NPHMMPV49
Midland Cogeneration Venture LP
59748TAA7
205847.25000000
PA
USD
201067.48000000
0.312728775798
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
6.00000000
N
N
N
N
N
N
UNIVERSAL HEALTH SVCS
549300YGMGQDO0NMJD09
Universal Health Services Inc
913903AW0
40000.00000000
PA
USD
33896.00000000
0.052719885803
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
2.65000000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2022-NQM5 Trust
67115FAA5
104259.67000000
PA
USD
99884.12000000
0.155354006373
Long
ABS-MBS
CORP
US
N
2
2062-05-25
Variable
4.31000000
N
N
N
N
N
N
COLUMBIA PIPELINES OPCO
N/A
Columbia Pipelines Operating Co LLC
19828TAA4
190000.00000000
PA
USD
194776.60000000
0.302944303436
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
5.93000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBY0
120000.00000000
PA
USD
121564.80000000
0.189074887118
Long
DBT
CORP
US
N
2
2031-02-20
Fixed
5.83000000
N
N
N
N
N
N
GCAT
N/A
GCAT 2023-NQM4 Trust
36171FAA1
121414.69000000
PA
USD
112418.15000000
0.174848714606
Long
ABS-MBS
CORP
US
N
2
2067-05-25
Variable
4.25000000
N
N
N
N
N
N
WISCONSIN POWER & LIGHT
JWBYHVQVMY66CVCOSO49
Wisconsin Power and Light Co
976826BS5
225000.00000000
PA
USD
226408.50000000
0.352142738524
Long
DBT
CORP
US
N
2
2034-03-30
Fixed
5.38000000
N
N
N
N
N
N
Gracie Point International Funding
N/A
GRACIE POINT INTERNATIONAL FUNDING 2023-2
38410JAA0
77851.20000000
PA
USD
78495.96000000
0.122088094384
Long
ABS-O
CORP
US
N
2
2027-03-01
Floating
7.61000000
N
N
N
N
N
N
ECOPETROL SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AV1
125000.00000000
PA
USD
126132.50000000
0.196179224574
Long
DBT
CORP
CO
N
2
2036-01-19
Fixed
8.38000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HDB8
70000.00000000
PA
USD
72893.10000000
0.113373728696
Long
DBT
CORP
US
N
2
2027-10-29
Fixed
7.15000000
N
N
N
N
N
N
CORECIVIC INC
529900JFA3K6PTLT8B15
CoreCivic Inc
21871NAC5
168000.00000000
PA
USD
175716.24000000
0.273298917473
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
8.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ECQ1
585654.22000000
PA
USD
484722.32000000
0.753909173855
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
2.50000000
N
N
N
N
N
N
F&G GLOBAL FUNDING
6354009CCUKJIZ7KFX73
F&G Global Funding
30321L2C5
235000.00000000
PA
USD
199883.95000000
0.310887981414
Long
DBT
CORP
US
N
2
2028-09-20
Fixed
2.00000000
N
N
N
N
N
N
PROSUS NV
635400Z5LQ5F9OLVT688
Prosus NV
000000000
100000.00000000
PA
83238.66000000
0.129464616759
Long
DBT
CORP
NL
N
2
2033-07-13
Fixed
1.99000000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust 2021-2
30166RAF4
97785.86000000
PA
USD
95420.72000000
0.148411891129
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
85000.00000000
PA
USD
83334.85000000
0.129614225144
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
2.60000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABV8
97000.00000000
PA
USD
96017.39000000
0.149339917276
Long
DBT
CORP
US
N
2
2024-06-14
Fixed
0.88000000
N
N
N
N
N
N
GARTNER INC
PP55B5R38BFB8O8HH686
Gartner Inc
366651AG2
35000.00000000
PA
USD
31705.80000000
0.049313374891
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
3.63000000
N
N
N
N
N
N
GoodLeap Sustainable Home Improvement Loan Trust
N/A
GoodLeap Sustainable Home Solutions Trust 2021-4
38237GAA7
77759.81000000
PA
USD
59376.98000000
0.092351534251
Long
ABS-O
CORP
US
N
2
2048-07-20
Fixed
1.93000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2023-3
92539GAA9
104832.43000000
PA
USD
104206.75000000
0.162077176067
Long
ABS-MBS
CORP
US
N
2
2068-03-25
Variable
5.93000000
N
N
N
N
N
N
BALL CORP
0BGI85ALH27ZJP15DY16
Ball Corp
058498AW6
95000.00000000
PA
USD
81133.80000000
0.126190838766
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
2.88000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2020-H
63942AAA4
139668.02000000
PA
USD
125650.05000000
0.195428849635
Long
ABS-O
CORP
US
N
2
2069-04-15
Fixed
1.33000000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NBC1
250000.00000000
PA
USD
238030.00000000
0.370218150162
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
5.50000000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust 2021-2
33844WAC4
54475.09000000
PA
USD
54019.43000000
0.084018709605
Long
ABS-O
CORP
US
N
2
2027-06-15
Fixed
0.93000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810ST6
2660000.00000000
PA
USD
1711128.13000000
2.661390123006
Long
DBT
UST
US
N
1
2040-11-15
Fixed
1.38000000
N
N
N
N
N
N
INTACT FINANCIAL CORP
5493009LXGE7Y4U9OY43
Intact Financial Corp
45823TAL0
60000.00000000
PA
USD
60041.40000000
0.093384934845
Long
DBT
CORP
CA
N
2
2032-09-22
Fixed
5.46000000
N
N
N
N
N
N
BRAVO Residential Funding Trust
N/A
BRAVO Residential Funding Trust 2022-NQM3
10569JAA8
81747.24000000
PA
USD
82862.67000000
0.128879823572
Long
ABS-MBS
CORP
US
N
2
2062-07-25
Variable
5.11000000
N
N
N
N
N
N
Upstart Securitization Trust
N/A
Upstart Securitization Trust 2021-2
91680FAC6
220201.95000000
PA
USD
214737.45000000
0.333990259671
Long
ABS-O
CORP
US
N
2
2031-06-20
Fixed
3.61000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2022-ATH2
12665WAC4
117967.29000000
PA
USD
113016.56000000
0.175779447048
Long
ABS-MBS
CORP
US
N
2
2067-05-25
Variable
4.55000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QMU69
313234.78000000
PA
USD
259121.65000000
0.403022887577
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.50000000
N
N
N
N
N
N
PAPA JOHN'S INTERNATIONA
HZYLD3DK5XOX0WBVNB56
Papa John's International Inc
698813AA0
48000.00000000
PA
USD
42598.56000000
0.066255346312
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
3.88000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TT5
155000.00000000
PA
USD
149090.63000000
0.231886977461
Long
DBT
UST
US
N
1
2053-08-15
Fixed
4.13000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XNZZ0
567616.22000000
PA
USD
489884.02000000
0.761937384693
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
3.00000000
N
N
N
N
N
N
Nathan's Famous Inc
54930034SKNSF1JIE673
Nathan's Famous Inc
632347AC4
120000.00000000
PA
USD
119806.80000000
0.186340595189
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
6.63000000
N
N
N
N
N
N
CCL INDUSTRIES INC
549300TD3EMSRRC0YH75
CCL Industries Inc
124900AD3
185000.00000000
PA
USD
160678.05000000
0.249909383030
Long
DBT
CORP
CA
N
2
2030-06-01
Fixed
3.05000000
N
N
N
N
N
N
SECURITY BENEFIT GL FUND
5493003C0JW6BY7YFF93
Security Benefit Global Funding
81412DAA1
85000.00000000
PA
USD
84300.45000000
0.131116063760
Long
DBT
CORP
US
N
2
2024-05-17
Fixed
1.25000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280ED7
250000.00000000
PA
USD
251575.00000000
0.391285262895
Long
DBT
CORP
GB
N
2
2030-03-04
Fixed
5.55000000
N
N
N
N
N
N
FIN DEPT GOVT SHARJAH
254900ZNL8O3F1CLJO24
Finance Department Government of Sharjah
38381CAB8
250000.00000000
PA
USD
164270.00000000
0.255496095144
Long
DBT
NUSS
AE
N
2
2050-07-28
Fixed
4.00000000
N
N
N
N
N
N
AEP TEXAS INC
5493001L78U618KXNZ75
AEP Texas Inc
00108WAM2
225000.00000000
PA
USD
187476.75000000
0.291590537257
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
2.10000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CJZ5
3000000.00000000
PA
USD
2951250.00000000
4.590204241761
Long
DBT
UST
US
N
1
2034-02-15
Fixed
4.00000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967NN7
230000.00000000
PA
USD
205470.50000000
0.319576979468
Long
DBT
CORP
US
N
2
2033-03-17
Fixed
3.79000000
N
N
N
N
N
N
ALLEGION US HOLDING CO
5493002B66JX7J7SXI33
Allegion US Holding Co Inc
01748NAD6
85000.00000000
PA
USD
83853.35000000
0.130420670175
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
3.20000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TF5
1403000.00000000
PA
USD
1043919.69000000
1.623652550308
Long
DBT
UST
US
N
1
2042-02-15
Fixed
2.38000000
N
N
N
N
N
N
NIAGARA MOHAWK POWER
3T97Y9RR5EN5Y18QHB56
Niagara Mohawk Power Corp
65364UAK2
225000.00000000
PA
USD
222088.50000000
0.345423659380
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
3.51000000
N
N
N
N
N
N
ELEMENT FLEET MANAGEMENT
5493000PGBS1C22ELQ16
Element Fleet Management Corp
286181AK8
216000.00000000
PA
USD
223169.04000000
0.347104269051
Long
DBT
CORP
CA
N
2
2028-12-04
Fixed
6.32000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QKGH5
422899.22000000
PA
USD
363940.84000000
0.566052617541
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
3.00000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBX2
60000.00000000
PA
USD
67764.00000000
0.105396222020
Long
DBT
CORP
US
N
2
2032-10-19
Fixed
7.75000000
N
N
N
N
N
N
2024-04-12
THORNBURG INVESTMENT TRUST
Christopher Luckham
Christopher Luckham
Senior Manager - Fund Administration