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