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Form NPORT-P THORNBURG INVESTMENT For: Jun 30

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August 17, 2022 4:22 PM EDT 

  
    NPORT-P
    false
    
      
      
        
          0000816153
          XXXXXXXX
        
      
      
      
      
        S000020097
        C000113851
        C000056390
        C000136850
        C000056391
        C000056389
        C000113850
        C000177481
      
      
      
    
  
  
    
      THORNBURG INVESTMENT TRUST
      811-05201
      0000816153
      5493001XM52H8S4WYY82
      2300 NORTH RIDGETOP ROAD
      SANTA FE
      
      87506-8361
      505-984-0200
      Thornburg Strategic Income Fund
      S000020097
      549300DQDM30USQXD355
      2022-09-30
      2022-06-30
      N
    
    
      4447245688.85
      30599569.47
      4416646119.38
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      8991949.09000000
      0.00000000
      0.00000000
      364395.67000000
      
        
          USD
          
          
        
      
      
      
      N
      
        
          
          
          
          
          
          
          
        
        
          
            
            
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
      
    
    
      
        Micron Technology Inc
        B3DXGBC8GAIYWI2Z0172
        Micron Technology Inc
        595112BN2
        
          
        
        2031000.00000000
        PA
        USD
        2024033.67000000
        0.045827390632
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-06
          Fixed
          5.33000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chase Mortgage Finance Corporation
        N/A
        Chase Home Lending Mortgage Trust 2019-1
        16159WBZ6
        
          
        
        734920.51000000
        PA
        USD
        631933.23000000
        0.014307988752
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-03-25
          Variable
          3.91000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Flagstar Mortgage Trust
        N/A
        Flagstar Mortgage Trust 2021-13INV
        33853HBM2
        
          
        
        182566463.78000000
        PA
        USD
        1603572.53000000
        0.036307471476
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-12-30
          Variable
          0.19000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIM Trust
        N/A
        CIM Trust 2020-J2
        12568PBA0
        
          
        
        113431428.31000000
        PA
        USD
        1288694.46000000
        0.029178123516
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-01-25
          Variable
          0.26000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United Auto Credit Securitization Trust
        N/A
        United Auto Credit Securitization Trust 2022-1
        90944DAL5
        
          
        
        37000.00000000
        PA
        USD
        14205244.31000000
        0.321629669347
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-11-10
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Mortgage Loan Trust Inc
        N/A
        Citigroup Mortgage Loan Trust 2021-J3
        17330BDS6
        
          
        
        136845253.72000000
        PA
        USD
        433799.45000000
        0.009821920033
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-09-25
          Variable
          0.08000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEXTERA ENERGY CAPITAL
        UMI46YPGBLUE4VGNNT48
        NextEra Energy Capital Holdings Inc
        65339KBU3
        
          
        
        6667000.00000000
        PA
        USD
        6552460.94000000
        0.148358296383
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-01
          Fixed
          0.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAGALLANES INC
        549300DXR29GD4N0A520
        Magallanes Inc
        55903VAB9
        
          
        
        4585000.00000000
        PA
        USD
        4493758.50000000
        0.101745948815
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-15
          Fixed
          3.53000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Upstart Structured Pass-Through Trust
        N/A
        Upstart Structured Pass-Through Trust
        91680YAM3
        
          
        
        14745211.68000000
        PA
        USD
        14085401.79000000
        0.318916241176
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2030-04-15
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM INC
        549300WV6GIDOZJTV909
        Broadcom Inc
        11135FBQ3
        
          
        
        4861000.00000000
        PA
        USD
        3692366.99000000
        0.083601150968
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-11-15
          Fixed
          3.19000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SKYWORKS SOLUTIONS INC
        549300WZ3ORQ2BVKBD96
        Skyworks Solutions Inc
        83088MAK8
        
          
        
        1160000.00000000
        PA
        USD
        1029047.60000000
        0.023299299336
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-01
          Fixed
          1.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DELEK LOG PART/FINANCE
        N/A
        Delek Logistics Partners LP / Delek Logistics Finance Corp
        24665FAB8
        
          
        
        9188000.00000000
        PA
        USD
        8552190.40000000
        0.193635400456
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Change Healthcare Holdings LLC
        549300GHXFJ3EKF50583
        Change Healthcare Holdings LLC 2017 Term Loan B
        15911AAC7
        
          
        
        10536903.73000000
        PA
        USD
        10232703.32000000
        0.231684926603
        Long
        LON
        CORP
        US
        N
        
        2
        
          2024-03-01
          Floating
          4.17000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIM Trust
        N/A
        CIM Trust 2018-INV1
        12553XAD5
        
          
        
        216585.70000000
        PA
        USD
        214767.85000000
        0.004862690924
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-08-25
          Variable
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SG Capital Partners
        N/A
        SG Residential Mortgage Trust 2019-3
        78432BAG4
        
          
        
        842000.00000000
        PA
        USD
        675122.08000000
        0.015285854056
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2059-09-25
          Variable
          5.98000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Greystone Commercial Real Estate Notes
        N/A
        Greystone CRE Notes 2021-FL3 Ltd
        39809PAA3
        
          
        
        14000000.00000000
        PA
        USD
        13357331.40000000
        0.302431551882
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2039-07-15
          Floating
          2.34000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PRKCM Trust
        N/A
        PRKCM 2021-AFC1 Trust
        69357TAF7
        
          
        
        2729000.00000000
        PA
        USD
        1917519.57000000
        0.043415739413
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2056-08-25
          Variable
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Mortgage Loan Trust Inc
        N/A
        Citigroup Mortgage Loan Trust 2022-INV1
        17290FBU2
        
          
        
        223648915.71000000
        PA
        USD
        3191648.95000000
        0.072264085999
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-11-27
          Variable
          0.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPECTRUM BRANDS INC
        549300VU3EH2E73C1Q04
        Spectrum Brands Inc
        84762LAX3
        
          
        
        9098000.00000000
        PA
        USD
        7340994.24000000
        0.166211963593
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-15
          Fixed
          3.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-Mobile USA Inc
        549300V2JRLO5DIFGE82
        T-Mobile USA Inc
        87264AAT2
        
          
        
        3690000.00000000
        PA
        USD
        3655055.70000000
        0.082756363113
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-15
          Fixed
          5.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        National Collegiate Student Loan Trust
        635400SHIZZEXQWXY390
        National Collegiate Student Loan Trust 2004-2
        63543PBA3
        
          
        
        20336852.59000000
        PA
        USD
        19586923.02000000
        0.443479565502
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2033-12-26
          Floating
          2.16000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ocwen Master Advance Receivables Trust
        549300THGK42AVJMPW70
        Ocwen Master Advance Receivables Trust
        67575NBX0
        
          
        
        2580000.08000000
        PA
        USD
        2572466.22000000
        0.058244789156
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2052-08-15
          Fixed
          1.77000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MERCADOLIBRE INC
        549300DKPDN9M5S8GB14
        MercadoLibre Inc
        58733RAE2
        
          
        
        16065000.00000000
        PA
        USD
        13880160.00000000
        0.314269235633
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-01-14
          Fixed
          2.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COLORADO INT GAS CO/ISS
        N/A
        Colorado Interstate Gas Co LLC / Colorado Interstate Issuing Corp
        196500AA0
        
          
        
        725000.00000000
        PA
        USD
        717170.00000000
        0.016237886862
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-08-15
          Fixed
          4.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TENNESSEE GAS PIPELINE
        N/A
        Tennessee Gas Pipeline Co LLC
        880451AS8
        
          
        
        2251000.00000000
        PA
        USD
        2418316.83000000
        0.054754598050
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Transelec SA
        549300DPF7MAL5F6CR86
        Transelec SA
        89366LAA2
        
          
        
        2409000.00000000
        PA
        USD
        2420587.29000000
        0.054806004931
        Long
        DBT
        CORP
        CL
        N
        
        2
        
          2023-07-26
          Fixed
          4.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Mortgage Loan Trust Inc
        N/A
        Citigroup Mortgage Loan Trust 2014-A
        17322GAA7
        
          
        
        474125.76000000
        PA
        USD
        453418.13000000
        0.010266118628
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-01-25
          Variable
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PARKLAND CORP
        549300XHQS1JYWBNK868
        Parkland Corp
        70137TAP0
        
          
        
        3726000.00000000
        PA
        USD
        3381643.08000000
        0.076565859899
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2027-07-15
          Fixed
          5.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        National Collegiate Student Loan Trust
        635400VHKJCABQGBTP36
        National Collegiate Student Loan Trust 2006-4
        63543WAD3
        
          
        
        6182392.41000000
        PA
        USD
        5833813.05000000
        0.132086947704
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2032-05-25
          Floating
          1.93000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        QORVO INC
        254900YAUJV2EUEVBR11
        Qorvo Inc
        74736KAJ0
        
          
        
        6367000.00000000
        PA
        USD
        5034323.23000000
        0.113985207189
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-04-01
          Fixed
          3.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUMITOMO MITSUI FINL GRP
        35380028MYWPB6AUO129
        Sumitomo Mitsui Financial Group Inc
        86562MCL2
        
          
        
        4760000.00000000
        PA
        USD
        4625720.40000000
        0.104733779319
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2027-01-14
          Floating
          1.67000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VORNADO REALTY LP
        549300BMOJ05INE4YK86
        Vornado Realty LP
        929043AL1
        
          
        
        957000.00000000
        PA
        USD
        803190.96000000
        0.018185540301
        Long
        DBT
        
        US
        N
        
        2
        
          2031-06-01
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chase Mortgage Finance Corporation
        N/A
        Chase Mortgage Finance Corp
        16164AAE5
        
          
        
        2753820.25000000
        PA
        USD
        2490424.09000000
        0.056387222853
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2045-12-25
          Variable
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RADIUS GBL INFASTRUCTURE
        213800NT341MQ5USBX63
        Radius Global Infrastructure Inc
        750481AA1
        
          
        
        11200000.00000000
        PA
        USD
        10788848.00000000
        0.244276940202
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-09-15
          Fixed
          2.50000000
          N
          N
          N
          N
          Y
          
            
              Radius Global Infrastructure Inc
              Radius Global Infrastructure, Inc.
              USD
              
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Aqua Finance Trust
        N/A
        Aqua Finance Trust 2021-A
        03842VAA5
        
          
        
        5257031.94000000
        PA
        USD
        4854981.81000000
        0.109924627845
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2046-07-17
          Fixed
          1.54000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SERVICE PROPERTIES TRUST
        529900IS770AG1K9QG27
        Service Properties Trust
        44106MAW2
        
          
        
        2850000.00000000
        PA
        USD
        2098198.50000000
        0.047506602143
        Long
        DBT
        
        US
        N
        
        2
        
          2027-02-15
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Angel Oak Mortgage Trust
        N/A
        Angel Oak Mortgage Trust 2022-1
        03464BAE8
        
          
        
        4575000.00000000
        PA
        USD
        3299516.44000000
        0.074706380153
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2066-12-25
          Variable
          4.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CROWN CASTLE INTL CORP
        54930012H97VSM0I2R19
        Crown Castle International Corp
        22822VAV3
        
          
        
        2636000.00000000
        PA
        USD
        2285227.48000000
        0.051741240258
        Long
        DBT
        
        US
        N
        
        2
        
          2026-07-15
          Fixed
          1.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HYATT HOTELS CORP
        T27JQIMTYSH41TCD5186
        Hyatt Hotels Corp
        448579AN2
        
          
        
        6520000.00000000
        PA
        USD
        6170919.20000000
        0.139719575288
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-10-01
          Fixed
          1.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN ELECTRIC POWER
        1B4S6S7G0TW5EE83BO58
        American Electric Power Co Inc
        025537AK7
        
          
        
        3302000.00000000
        PA
        USD
        3192274.54000000
        0.072278250367
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-15
          Fixed
          2.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse ABS Trust
        N/A
        Credit Suisse ABS Trust 2020-AT1
        22551XAB0
        
          
        
        10000.00000000
        PA
        USD
        492829.00000000
        0.011158444364
        Long
        ABS-O
        CORP
        US
        N
        
        3
        
          2026-06-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GA GLOBAL FUNDING TRUST
        54930029I8ROQ4OROZ88
        GA Global Funding Trust
        36143L2J3
        
          
        
        5860000.00000000
        PA
        USD
        5739987.20000000
        0.129962578953
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-11
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Starwood Mortgage Residential Trust
        N/A
        Starwood Mortgage Residential Trust 2021-5
        85573QAA8
        
          
        
        18326949.08000000
        PA
        USD
        16143092.23000000
        0.365505675430
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2066-09-25
          Variable
          1.92000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Flagstar Mortgage Trust
        N/A
        Flagstar Mortgage Trust 2019-2
        33852BAQ8
        
          
        
        3688709.65000000
        PA
        USD
        3380384.50000000
        0.076537363615
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-12-25
          Variable
          4.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Santander Consumer Auto Receivables Trust
        N/A
        Santander Consumer Auto Receivables Trust 2020-A
        80281MAN3
        
          
        
        25000.00000000
        PA
        USD
        3947545.00000000
        0.089378793167
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2029-01-16
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pawnee Equipment Receivables
        N/A
        Pawnee Equipment Receivables Series 2020-1 LLC
        70410LAA8
        
          
        
        934619.71000000
        PA
        USD
        922160.86000000
        0.020879210945
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-11-17
          Fixed
          1.37000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Social Professional Loan Program LLC
        N/A
        SoFi Professional Loan Program 2021-B Trust
        83405N106
        
          
        
        90000.00000000
        PA
        USD
        4763142.00000000
        0.107845226247
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2047-02-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mosaic Solar Loans LLC
        N/A
        Mosaic Solar Loan Trust 2020-1
        61946NAC2
        
          
        
        221895.00000000
        PA
        USD
        221313.64000000
        0.005010898179
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2046-04-20
          Fixed
          4.47000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Residential Mortgage Loan Trust
        N/A
        New Residential Mortgage Loan Trust 2021-INV1
        64829WAL8
        
          
        
        112300331.54000000
        PA
        USD
        4030357.83000000
        0.091253809362
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-06-25
          Variable
          0.76000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHESAPEAKE ENERGY CORP
        X2MT1W32SPAZ9WSKLE78
        Chesapeake Energy Corp
        165167DF1
        
          
        
        8950000.00000000
        PA
        USD
        8537942.00000000
        0.193312793672
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VONTIER CORP
        549300VVSQLG4P5K4639
        Vontier Corp
        928881AD3
        
          
        
        1095000.00000000
        PA
        USD
        902838.45000000
        0.020441720382
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-04-01
          Fixed
          2.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ATLAS US ROYALTY PARTICIPATION
        N/A
        ATLAS US ROYALTY PARTICIPATION
        000000000
        
          
        
        5450000.00000000
        PA
        USD
        0.00000000
        0.000000
        Long
        LON
        CORP
        US
        N
        
        3
        
          2027-03-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Residential Advance Receivables Trust Advance
        549300RNWDDBV4LFKJ17
        NRZ Advance Receivables Trust 2015-ON1
        62942QDE0
        
          
        
        1760000.00000000
        PA
        USD
        1744700.67000000
        0.039502840454
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2052-10-15
          Fixed
          2.46000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        First Investors Auto Owner Trust
        N/A
        First Investors Auto Owner Trust 2019-1
        32059TAJ8
        
          
        
        3640000.00000000
        PA
        USD
        3634612.58000000
        0.082293497865
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-06-16
          Fixed
          4.53000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        JP Morgan Mortgage Trust 2022-3
        46654UCK9
        
          
        
        420708503.33000000
        PA
        USD
        2234172.51000000
        0.050585273295
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-08-25
          Variable
          0.12000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENTERGY TEXAS INC
        LWXX58X12AJXISQ28573
        Entergy Texas Inc
        29365TAL8
        
          
        
        5866000.00000000
        PA
        USD
        5195281.56000000
        0.117629563690
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-09-01
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Residential Mortgage Loan Trust
        N/A
        New Residential Mortgage Loan Trust 2017-4
        64829NAA2
        
          
        
        898385.10000000
        PA
        USD
        871128.37000000
        0.019723752966
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2057-05-25
          Variable
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COGENT COMMUNICATIONS GR
        549300KFWFYF8Q1U0Y26
        Cogent Communications Group Inc
        19240CAE3
        
          
        
        9967000.00000000
        PA
        USD
        9535329.23000000
        0.215895251108
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Continental Credit Card llc
        5493002QR2K2E0R56Z02
        Continental Credit Card ABS 2019-1 LLC
        21134LAC2
        
          
        
        6440000.00000000
        PA
        USD
        6276487.11000000
        0.142109803238
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-08-15
          Fixed
          6.16000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OWL ROCK CAPITAL CORP
        2549000BD79OOCPF2L94
        Owl Rock Capital Corp
        69121KAG9
        
          
        
        7319000.00000000
        PA
        USD
        5760345.76000000
        0.130423529626
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-11
          Fixed
          2.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PPL ELECTRIC UTI
        549300GCZLSGYEYPIR35
        PPL Electric Utilities Corp
        69351UAY9
        
          
        
        3560000.00000000
        PA
        USD
        3491897.20000000
        0.079062191210
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-06-24
          Floating
          1.84000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Foundation Finance Trust
        54930021B3TF4B4HKE86
        Foundation Finance Trust 2021-2
        35042PAA8
        
          
        
        2467793.96000000
        PA
        USD
        2330117.44000000
        0.052757621439
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2042-01-15
          Fixed
          2.19000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALBERTSONS COS/SAFEWAY
        N/A
        Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
        013092AB7
        
          
        
        13948000.00000000
        PA
        USD
        13042774.80000000
        0.295309482522
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-15
          Fixed
          5.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Imperial Fund LLC
        N/A
        Imperial Fund Mortgage Trust 2021-NQM4
        45276JAA8
        
          
        
        4757152.62000000
        PA
        USD
        4151660.19000000
        0.094000290668
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2057-01-25
          Variable
          2.09000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIM Trust
        N/A
        CIM Trust 2020-J1
        12559YBL8
        
          
        
        173530.43000000
        PA
        USD
        126811.22000000
        0.002871210791
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-07-25
          Variable
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RENESAS ELECTRONICS CORP
        5299000EPC47VJQOFB81
        Renesas Electronics Corp
        75972BAA9
        
          
        
        6990000.00000000
        PA
        USD
        6526842.60000000
        0.147778255798
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2024-11-26
          Fixed
          1.54000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage-Backed Securities Trust
        N/A
        GS Mortgage-Backed Securities Trust 2020-INV1
        36258KBN7
        
          
        
        1292466.25000000
        PA
        USD
        1102370.69000000
        0.024959452494
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-10-25
          Variable
          3.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIG INTL FIN/DIG INTL HL
        N/A
        Digicel International Finance Ltd/Digicel international Holdings Ltd
        25381XAA1
        
          
        
        4366916.00000000
        PA
        USD
        4064769.08000000
        0.092032935628
        Long
        DBT
        CORP
        XX
        
        N
        
        2
        
          2024-05-25
          Fixed
          8.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage-Backed Securities Trust
        N/A
        GS Mortgage-Backed Securities Corp Trust 2020-PJ3
        36258WBW1
        
          
        
        104271717.47000000
        PA
        USD
        765208.43000000
        0.017325554489
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-10-25
          Variable
          0.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BALL CORP
        0BGI85ALH27ZJP15DY16
        Ball Corp
        058498AX4
        
          
        
        5414000.00000000
        PA
        USD
        4374133.02000000
        0.099037434781
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-09-15
          Fixed
          3.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EDGEWELL PERSONAL CARE
        549300CY8QZDL4Z3RU59
        Edgewell Personal Care Co
        28035QAA0
        
          
        
        10292000.00000000
        PA
        USD
        9303041.72000000
        0.210635886791
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABG Intermediate Holdings 2 LLC
        54930020NXD0RJB64985
        ABG Intermediate Holdings 2 LLC 2021 Term Loan B1
        00076VAZ3
        
          
        
        9310000.00000000
        PA
        USD
        8681575.00000000
        0.196564876726
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-12-21
          Floating
          5.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Marlette Funding Trust
        N/A
        Marlette Funding Trust 2021-1
        57110N106
        
          
        
        9520.00000000
        PA
        USD
        1750034.06000000
        0.039623597016
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2031-06-16
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROCKPOINT GAS STORAGE CA
        549300T32FQEHEIVPB75
        Rockpoint Gas Storage Canada Ltd
        77381WAA4
        
          
        
        16816000.00000000
        PA
        USD
        16608826.88000000
        0.376050659959
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2023-03-31
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIM Trust
        N/A
        CIM Trust 2020-J2
        12568PCK7
        
          
        
        164000.00000000
        PA
        USD
        78071.94000000
        0.001767674789
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-01-25
          Variable
          2.76000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aqua Finance Trust
        N/A
        Aqua Finance Trust 2020-A
        038413AD2
        
          
        
        2550000.00000000
        PA
        USD
        2448001.22000000
        0.055426700573
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2046-07-17
          Fixed
          7.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MALAMUTE ENERGY, INC.
        N/A
        MALAMUTE ENERGY, INC.
        000000000
        
          
        
        847.00000000
        NS
        USD
        847.00000000
        0.000019177447
        Long
        EC
        CORP
        US
        N
        
        3
        
          N
          N
          N
        
      
      
        SG Capital Partners
        N/A
        SG Residential Mortgage Trust 2020-2
        81882JAC5
        
          
        
        1541554.33000000
        PA
        USD
        1447498.78000000
        0.032773709753
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2065-05-25
          Variable
          1.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RETAIL OPPORTUNITY IN
        549300KH0PNTJK9NTE57
        Retail Opportunity Investments Partnership LP
        76132FAA5
        
          
        
        1500000.00000000
        PA
        USD
        1497855.00000000
        0.033913855887
        Long
        DBT
        
        US
        N
        
        2
        
          2023-12-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLOBAL PAYMENTS INC
        549300NOMHGVQBX6S778
        Global Payments Inc
        37940XAF9
        
          
        
        2230000.00000000
        PA
        USD
        2091249.40000000
        0.047349263297
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-11-15
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STONEX GROUP INC
        549300JUF07L8VF02M60
        StoneX Group Inc
        46116VAE5
        
          
        
        13286000.00000000
        PA
        USD
        13410356.96000000
        0.303632136184
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-15
          Fixed
          8.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENSTAR GROUP LTD
        213800AMAL5QFXVUCN04
        Enstar Group Ltd
        29359UAC3
        
          
        
        4445000.00000000
        PA
        USD
        3523729.30000000
        0.079782921356
        Long
        DBT
        CORP
        BM
        
        N
        
        2
        
          2031-09-01
          Fixed
          3.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DaVinciRe Holdings Ltd
        N/A
        DaVinciRe Holdings Ltd
        238791AB3
        
          
        
        4790000.00000000
        PA
        USD
        4701864.00000000
        0.106457793377
        Long
        DBT
        CORP
        BM
        N
        
        2
        
          2025-05-01
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ADVANCE AUTO PARTS
        529900UCNQ5H9FSL0Y70
        Advance Auto Parts Inc
        00751YAF3
        
          
        
        1792000.00000000
        PA
        USD
        1517626.88000000
        0.034361523177
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-01
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sensata Technologies BV
        PUCKW5P5O3XMOZVH7T53
        Sensata Technologies BV
        81725WAG8
        
          
        
        4838000.00000000
        PA
        USD
        4769542.30000000
        0.107990139374
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2023-10-15
          Fixed
          4.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIM Trust
        N/A
        CIM Trust 2020-J1
        12559YAS4
        
          
        
        16764488.11000000
        PA
        USD
        234077.52000000
        0.005299893033
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-07-25
          Variable
          0.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRST AMERICAN FINANCIAL
        549300B6VEZK3N0A1P55
        First American Financial Corp
        31847RAG7
        
          
        
        1843000.00000000
        PA
        USD
        1651880.90000000
        0.037401250979
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Jersey Transportation Trust Fund Authority
        549300YUVD5TEXR6L889
        NEW JERSEY ST TRANSPRTN TRUST FUND AUTH
        6461366Q9
        
          
        
        1565000.00000000
        PA
        USD
        1530465.15000000
        0.034652202341
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2024-06-15
          Fixed
          2.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Homeward Opportunities Fund I Trust
        N/A
        Homeward Opportunities Fund I Trust 2020-2
        43789XAG9
        
          
        
        14305000.00000000
        PA
        USD
        13811129.89000000
        0.312706282475
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2065-05-25
          Variable
          5.49000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHNGE Mortgage Trust 2022-1
        N/A
        CHNGE Mortgage Trust 2022-1
        17030JAD8
        
          
        
        4700000.00000000
        PA
        USD
        3895064.37000000
        0.088190546960
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2067-01-25
          Variable
          4.56000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arroyo Mortgage Trust
        N/A
        Arroyo Mortgage Trust 2019-1
        042859AA6
        
          
        
        1208866.87000000
        PA
        USD
        1176979.09000000
        0.026648707145
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-01-25
          Variable
          3.81000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Blackbird Capital Aircraft
        N/A
        Blackbird Capital Aircraft Lease Securitization Ltd 2016-1
        09228YAB8
        
          
        
        4689640.52000000
        PA
        USD
        4144019.60000000
        0.093827295372
        Long
        ABS-O
        CORP
        KY
        
        N
        
        2
        
          2041-12-16
          Variable
          4.21000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DAIMLER TRUCKS FINAN NA
        5493003HSDTSCZRXBA58
        Daimler Trucks Finance North America LLC
        233853AE0
        
          
        
        4099000.00000000
        PA
        USD
        4042556.77000000
        0.091530013062
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-12-13
          Floating
          2.23000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38141GZJ6
        
          
        
        2610000.00000000
        PA
        USD
        2548926.00000000
        0.057711800563
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-01-24
          Floating
          1.68000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        First Investors Auto Owner Trust
        N/A
        First Investors Auto Owner Trust 2020-1
        32060KAE5
        
          
        
        3830000.00000000
        PA
        USD
        3801839.89000000
        0.086079794197
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-02-17
          Fixed
          2.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PRESTIGE BRANDS INC
        549300JBVP4J6D42I235
        Prestige Brands Inc
        74112BAM7
        
          
        
        6386000.00000000
        PA
        USD
        5293355.40000000
        0.119850113795
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-04-01
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - SLST
        N/A
        Seasoned Loans Structured Transaction Trust Series 2020-2
        35564CGQ4
        
          
        
        7416491.94000000
        PA
        USD
        6999401.78000000
        0.158477758706
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-09-25
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage-Backed Securities Trust
        N/A
        GS Mortgage-Backed Securities Trust 2020-INV1
        36258KAX6
        
          
        
        2567575.84000000
        PA
        USD
        64335.23000000
        0.001456653493
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-10-25
          Variable
          0.93000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BECLE SA DE CV
        529900JY55CZKMJLCE09
        Becle SAB de CV
        07586PAA9
        
          
        
        10661000.00000000
        PA
        USD
        8775815.37000000
        0.198698630879
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2031-10-14
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        First Investors Auto Owner Trust
        N/A
        First Investors Auto Owner Trust 2022-1
        32057KAE0
        
          
        
        5000000.00000000
        PA
        USD
        4905953.30000000
        0.111078704686
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2029-06-15
          Fixed
          5.41000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DELL INT LLC / EMC CORP
        N/A
        Dell International LLC / EMC Corp
        24703TAE6
        
          
        
        5123000.00000000
        PA
        USD
        5126944.71000000
        0.116082307058
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-10-01
          Fixed
          4.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        JP Morgan Mortgage Trust 2017-5
        46590YAH7
        
          
        
        2784117.27000000
        PA
        USD
        1956927.91000000
        0.044308007866
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-10-26
          Variable
          3.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NUFARM AUSTRALIA/AMERICA
        N/A
        Nufarm Australia Ltd / Nufarm Americas Inc
        67052NAB1
        
          
        
        10325000.00000000
        PA
        USD
        8767267.25000000
        0.198505087639
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2030-01-27
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Carvana Auto Receivables Trust
        N/A
        Carvana Auto Receivables Trust 2021-P4
        14687KAK2
        
          
        
        8250.00000000
        PA
        USD
        3687531.38000000
        0.083491664949
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-09-11
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KORN/FERRY INTERNATIONAL
        549300FOD20OM0GT5G40
        Korn Ferry
        50067PAA7
        
          
        
        15003000.00000000
        PA
        USD
        13454840.43000000
        0.304639313776
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-12-15
          Fixed
          4.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TKC HOLDINGS INC
        N/A
        TKC Holdings Inc
        87256YAC7
        
          
        
        8650000.00000000
        PA
        USD
        7446612.00000000
        0.168603320228
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-05-15
          Fixed
          6.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Imperial Fund LLC
        N/A
        Imperial Fund Mortgage Trust 2022-NQM4
        45276NAC5
        
          
        
        4437042.84000000
        PA
        USD
        4287107.18000000
        0.097067029237
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2067-06-25
          Variable
          5.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage-Backed Securities Trust
        N/A
        GS Mortgage-Backed Securities Trust 2020-INV1
        36258KBQ0
        
          
        
        2982561.96000000
        PA
        USD
        1682336.44000000
        0.038090813584
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-10-25
          Variable
          3.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ACC Trust
        N/A
        ACC Trust 2022-1
        00091HAA0
        
          
        
        3492385.42000000
        PA
        USD
        3442472.77000000
        0.077943142306
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-09-20
          Fixed
          1.19000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IAA Inc
        549300PZCOPC5178W747
        IAA Inc
        449253AB9
        
          
        
        19559000.00000000
        PA
        USD
        18214123.16000000
        0.412397159919
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sequoia Mortgage Trust
        N/A
        Sequoia Mortgage Trust 2017-7
        81746GCD3
        
          
        
        1414491.28000000
        PA
        USD
        1291368.39000000
        0.029238665609
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-10-25
          Variable
          3.72000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SLM Student Loan Trust
        549300MHMWVKFEDI8G73
        SLM Student Loan Trust 2008-2
        784442AC9
        
          
        
        712262.18000000
        PA
        USD
        686765.34000000
        0.015549476264
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2023-04-25
          Floating
          1.93000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MOTOROLA SOLUTIONS INC
        6S552MUG6KGJVEBSEC55
        Motorola Solutions Inc
        620076BT5
        
          
        
        337000.00000000
        PA
        USD
        263587.92000000
        0.005968056142
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-11-15
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, NA - CACLN
        N/A
        JPMorgan Chase Bank NA - CACLN
        46591HBE9
        
          
        
        8766577.64000000
        PA
        USD
        10292356.65000000
        0.233035574320
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-02-25
          Fixed
          31.36000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NOVA Chemicals Corp
        549300ZOD6N7RI2FJP09
        NOVA Chemicals Corp
        66977WAR0
        
          
        
        9300000.00000000
        PA
        USD
        7990560.00000000
        0.180919181297
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2027-06-01
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIG INTL FIN/DIG INTL HL
        N/A
        Digicel International Finance Ltd/Digicel international Holdings Ltd
        25381XAC7
        
          
        
        1111755.00000000
        PA
        USD
        752213.43000000
        0.017031326705
        Long
        DBT
        CORP
        XX
        
        N
        
        2
        
          2026-12-31
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC HOLDINGS PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC Holdings PLC
        404280CV9
        
          
        
        3500000.00000000
        PA
        USD
        2939615.00000000
        0.066557630395
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2029-08-17
          Fixed
          2.21000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHWEST GAS CORP
        OQQR1IQTGBKH0UR88X59
        Southwest Gas Corp
        845011AE5
        
          
        
        5870000.00000000
        PA
        USD
        5337473.60000000
        0.120849021083
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-03-15
          Fixed
          4.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENPACT LUXEMBOURG SARL
        549300875ZJZQ1PBR343
        Genpact Luxembourg Sarl
        37254BAC4
        
          
        
        4939000.00000000
        PA
        USD
        4854938.22000000
        0.109923640897
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2024-12-01
          Fixed
          3.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        First Republic Mortgage Trust
        N/A
        First Republic Mortgage Trust 2020-1
        33616LAX8
        
          
        
        755000.00000000
        PA
        USD
        268947.65000000
        0.006089409083
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-04-25
          Variable
          2.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38141GZP2
        
          
        
        3052000.00000000
        PA
        USD
        3013148.04000000
        0.068222537159
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUNTINGTON INGALLS INDUS
        5TZLZ6WJTBVJ0QWBG121
        Huntington Ingalls Industries Inc
        446413AZ9
        
          
        
        6445000.00000000
        PA
        USD
        5486499.60000000
        0.124223210366
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-08-16
          Fixed
          2.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Foursight Capital Automobile Receivables Trust
        N/A
        Foursight Capital Automobile Receivables Trust 2018-2
        35105MAG6
        
          
        
        1370000.00000000
        PA
        USD
        1370681.55000000
        0.031034443624
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-10-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUMANA INC
        529900YLDW34GJAO4J06
        Humana Inc
        444859BP6
        
          
        
        6500000.00000000
        PA
        USD
        6299020.00000000
        0.142619984253
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-08-03
          Fixed
          0.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Mortgage Loan Trust Inc
        N/A
        Citigroup Mortgage Loan Trust 2021-J2
        17329MDX4
        
          
        
        370954626.48000000
        PA
        USD
        1635279.28000000
        0.037025363495
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-07-25
          Variable
          0.08000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Foursight Capital Automobile Receivables Trust
        N/A
        Foursight Capital Automobile Receivables Trust 2021-1
        35105WAQ2
        
          
        
        2830000.00000000
        PA
        USD
        2657088.70000000
        0.060160778748
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-08-15
          Fixed
          4.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CDK Global Inc
        5493000L10CYRTHIJ385
        CDK Global Inc
        12508EAF8
        
          
        
        13685000.00000000
        PA
        USD
        13566077.35000000
        0.307157897266
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-01
          Fixed
          4.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Upstart Pass Through Trust
        N/A
        Upstart Pass-Through Trust Series 2021-ST6
        91680VAA5
        
          
        
        3408688.76000000
        PA
        USD
        3278868.98000000
        0.074238888318
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-08-20
          Fixed
          1.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LendingPoint Asset Securitization Trust
        N/A
        Lendingpoint 2021-B Asset Securitization Trust
        52607HAD2
        
          
        
        5000000.00000000
        PA
        USD
        4585667.50000000
        0.103826916987
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2029-02-15
          Fixed
          6.12000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CFG Investments Limited
        549300C3OD89QRWQ1Y92
        CFG Investments Ltd
        12528GAD4
        
          
        
        7275000.00000000
        PA
        USD
        7052200.94000000
        0.159673216947
        Long
        ABS-O
        CORP
        US
        
        N
        
        2
        
          2032-05-20
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GEN LUX SARL/GEN USA INC
        N/A
        Genpact Luxembourg SARL/Genpact USA Inc
        37190AAA7
        
          
        
        2762000.00000000
        PA
        USD
        2509166.52000000
        0.056811581733
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2026-04-10
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIM Trust
        N/A
        CIM Trust 2020-J2
        12568PCL5
        
          
        
        654523.00000000
        PA
        USD
        164240.18000000
        0.003718662884
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-01-25
          Variable
          2.76000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Mortgage Loan Trust Inc
        N/A
        Citigroup Mortgage Loan Trust 2021-J2
        17329MDU0
        
          
        
        2281540.78000000
        PA
        USD
        1093449.11000000
        0.024757453516
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-07-25
          Variable
          2.77000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HERCULES CAPITAL INC
        549300UJ5OC256GR2B73
        Hercules Capital Inc
        427096AH5
        
          
        
        5218000.00000000
        PA
        USD
        4499168.32000000
        0.101868435876
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-09-16
          Fixed
          2.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verus Securitization Trust
        N/A
        Verus Securitization Trust 2020-2
        92537UAE2
        
          
        
        2225000.00000000
        PA
        USD
        2172492.07000000
        0.049188728534
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2060-05-25
          Variable
          5.36000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GABELLI DVD & INC TR
        549300082N1MHBT8NI60
        Gabelli Dividend & Income Trust/The
        36242H872
        
          
        
        412.00000000
        NS
        USD
        10286816.00000000
        0.232910125057
        Long
        EP
        CORP
        US
        N
        
        3
        
          N
          N
          N
        
      
      
        City of Chicago IL
        T5UYO5SYLC8K73MJQX30
        CHICAGO IL
        167486M89
        
          
        
        285000.00000000
        PA
        USD
        290886.39000000
        0.006586137583
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2029-01-01
          Fixed
          7.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HYUNDAI CAPITAL AMERICA
        549300RIPPWJB5Z0FK07
        Hyundai Capital America
        44891ABP1
        
          
        
        1345000.00000000
        PA
        USD
        1183559.65000000
        0.026797701649
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-15
          Fixed
          2.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TD SYNNEX CORP
        5493004HI6PFLF46NS53
        TD SYNNEX Corp
        87162WAE0
        
          
        
        10183000.00000000
        PA
        USD
        8983849.92000000
        0.203408869018
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-08-09
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Mortgage Backed Securities Trust
        N/A
        Wells Fargo Mortgage Backed Securities 2021-INV1 Trust
        95003KAX0
        
          
        
        99844374.74000000
        PA
        USD
        2586817.98000000
        0.058569736177
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-08-25
          Variable
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PHOSAGRO(PHOS BOND FUND)
        635400F8A3KGJIIBIK95
        Phosagro OAO Via Phosagro Bond Funding DAC
        71922LAC3
        
          
        
        933000.00000000
        PA
        USD
        274824.48000000
        0.006222470004
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2025-01-23
          Fixed
          3.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Mortgage Backed Securities Trust
        N/A
        Wells Fargo Mortgage Backed Securities 2021-INV1 Trust
        95003KBL5
        
          
        
        1693610.75000000
        PA
        USD
        1164405.83000000
        0.026364028236
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-08-25
          Variable
          3.32000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM INC
        549300WV6GIDOZJTV909
        Broadcom Inc
        11135FBA8
        
          
        
        476000.00000000
        PA
        USD
        462567.28000000
        0.010473270157
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        JP Morgan Mortgage Trust 2020-7
        46591XCM5
        
          
        
        588631.12000000
        PA
        USD
        220170.17000000
        0.004985008172
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-01-25
          Variable
          3.53000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Flagstar Mortgage Trust
        N/A
        Flagstar Mortgage Trust 2021-13INV
        33853HBV2
        
          
        
        15093221.64000000
        PA
        USD
        150449.23000000
        0.003406413507
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-12-30
          Variable
          0.18000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Marlette Funding Trust
        549300FK0U6W6777SM18
        Marlette Funding Trust 2019-1
        57109XAC1
        
          
        
        2703303.18000000
        PA
        USD
        2692337.66000000
        0.060958872122
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2029-04-16
          Fixed
          4.42000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Foundation Finance Trust
        549300RIQ1R4PTXR5G48
        Foundation Finance Trust 2017-1
        35040UAA9
        
          
        
        81566.09000000
        PA
        USD
        81520.94000000
        0.001845765718
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2033-07-15
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        JP Morgan Mortgage Trust 2020-7
        46591XBW4
        
          
        
        40153471.13000000
        PA
        USD
        129739.88000000
        0.002937520382
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-01-25
          Variable
          0.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHF Trust 2020-1
        N/A
        FHF Trust 2020-1
        30260YAA5
        
          
        
        425598.60000000
        PA
        USD
        425272.63000000
        0.009628859059
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2023-12-15
          Fixed
          2.59000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ACM Auto Trust
        N/A
        ACM Auto Trust 2022-1
        00091QAA0
        
          
        
        5883676.64000000
        PA
        USD
        5863764.51000000
        0.132765097123
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2029-04-20
          Fixed
          3.23000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GRAPHIC PACKAGING INTERN
        SO75N4VY5NXGQSK8YQ65
        Graphic Packaging International LLC
        38869AAB3
        
          
        
        7233000.00000000
        PA
        USD
        6256545.00000000
        0.141658281666
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC HOLDINGS PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC Holdings PLC
        404280CM9
        
          
        
        3500000.00000000
        PA
        USD
        3077270.00000000
        0.069674361876
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2027-05-24
          Fixed
          1.59000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CROWN CASTLE INTL CORP
        54930012H97VSM0I2R19
        Crown Castle International Corp
        22822VAW1
        
          
        
        3567000.00000000
        PA
        USD
        2831662.95000000
        0.064113421665
        Long
        DBT
        
        US
        N
        
        2
        
          2031-04-01
          Fixed
          2.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Encina Equipment Finance
        N/A
        Encina Equipment Finance 2022-1 LLC
        29252VAA3
        
          
        
        8195000.00000000
        PA
        USD
        8179279.86000000
        0.185192103666
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-08-16
          Fixed
          3.76000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mello Mortgage Capital Acceptance Trust
        N/A
        Mello Mortgage Capital Acceptance 2021-INV2
        58549XBQ5
        
          
        
        109521459.85000000
        PA
        USD
        700510.21000000
        0.015860682315
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-08-25
          Variable
          0.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Continental Credit Card llc
        N/A
        Continental Finance Credit Card ABS Master Trust
        66981PAB4
        
          
        
        3700000.00000000
        PA
        USD
        3482215.04000000
        0.078842971473
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-12-15
          Fixed
          3.66000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pagaya AI Debt Selection Trust
        N/A
        Pagaya AI Debt Selection Trust 2021-3
        69546RAA4
        
          
        
        6747922.32000000
        PA
        USD
        6552465.78000000
        0.148358405968
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2029-05-15
          Fixed
          1.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Upstart Pass Through Trust
        N/A
        Upstart Pass-Through Trust Series 2020-ST3
        91679RAA7
        
          
        
        1734422.61000000
        PA
        USD
        1695111.92000000
        0.038380071080
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-04-20
          Fixed
          3.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        JP Morgan Mortgage Trust 2015-4
        46644VBT2
        
          
        
        892551.28000000
        PA
        USD
        678314.01000000
        0.015358124505
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2045-06-25
          Variable
          3.56000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lendbuzz Securitization Trust
        N/A
        Lendbuzz Securitization Trust 2022-1
        52607KAA1
        
          
        
        14092300.86000000
        PA
        USD
        13841443.95000000
        0.313392641743
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-05-17
          Fixed
          4.22000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Flagstar Mortgage Trust
        N/A
        Flagstar Mortgage Trust 2021-13INV
        33853HBE0
        
          
        
        2641794.35000000
        PA
        USD
        1809163.65000000
        0.040962386414
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-12-30
          Variable
          3.37000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US AIRWAYS 2010-1A PTT
        N/A
        US Airways 2010-1 Class A Pass Through Trust
        90345KAA8
        
          
        
        579697.29000000
        PA
        USD
        576439.39000000
        0.013051518605
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-04-22
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Enstar Group Ltd
        213800AMAL5QFXVUCN04
        Enstar Group Ltd
        29359UAB5
        
          
        
        4726000.00000000
        PA
        USD
        4519851.88000000
        0.102336745073
        Long
        DBT
        CORP
        BM
        
        N
        
        2
        
          2029-06-01
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Flagstar Mortgage Trust
        N/A
        Flagstar Mortgage Trust 2020-2
        33851KBG0
        
          
        
        29618833.05000000
        PA
        USD
        725812.47000000
        0.016433566339
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-08-25
          Variable
          0.68000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TELEDYNE TECHNOLOGIES IN
        549300VSMO9KYQWDND94
        Teledyne Technologies Inc
        879360AE5
        
          
        
        2217000.00000000
        PA
        USD
        1854054.93000000
        0.041978797483
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-04-01
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Consumer Loan Underlying Bond Credit Trust
        N/A
        Consumer Loan Underlying Bond CLUB Credit Trust 2019-P2
        21054PAD7
        
          
        
        865514.48000000
        PA
        USD
        862647.32000000
        0.019531728299
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-10-15
          Fixed
          4.41000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GULFSTREAM NATURAL GAS
        N/A
        Gulfstream Natural Gas System LLC
        402740AD6
        
          
        
        5000000.00000000
        PA
        USD
        5006400.00000000
        0.113352980172
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-09-15
          Fixed
          4.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Residential Advance Receivables Trust Advance
        N/A
        New Residential Advance Receivables Trust Advance Receivables Backed 2020-T1
        62942QCU5
        
          
        
        6575000.00000000
        PA
        USD
        6318027.96000000
        0.143050355161
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2053-08-15
          Fixed
          3.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTERN UNION CO/THE
        28ID94QU1140NC23S047
        Western Union Co/The
        959802AY5
        
          
        
        2338000.00000000
        PA
        USD
        2245017.74000000
        0.050830826815
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-01-10
          Fixed
          2.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQUITABLE FINANCIAL LIFE
        635400B4JJBON4TCHF02
        Equitable Financial Life Global Funding
        29449WAF4
        
          
        
        4074000.00000000
        PA
        USD
        3535580.16000000
        0.080051243962
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-08
          Fixed
          1.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ECAF LTD
        635400SSRNQERTYCWK57
        ECAF I Ltd
        26827EAE5
        
          
        
        4600060.09000000
        PA
        USD
        1299572.18000000
        0.029424412662
        Long
        ABS-O
        CORP
        KY
        
        N
        
        2
        
          2040-06-15
          Fixed
          5.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        F&G GLOBAL FUNDING
        6354009CCUKJIZ7KFX73
        F&G Global Funding
        30321L2A9
        
          
        
        9523000.00000000
        PA
        USD
        8435187.71000000
        0.190986270622
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-30
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Imperial Fund LLC
        N/A
        Imperial Fund Mortgage Trust 2022-NQM4
        45276NAA9
        
          
        
        14648715.16000000
        PA
        USD
        14536040.17000000
        0.329119421776
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2067-06-25
          Variable
          4.77000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BLOCK FINANCIAL LLC
        N/A
        Block Financial LLC
        093662AJ3
        
          
        
        3605000.00000000
        PA
        USD
        3132096.10000000
        0.070915713311
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-07-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mello Mortgage Capital Acceptance Trust
        N/A
        Mello Mortgage Capital Acceptance 2021-INV3
        585491BZ5
        
          
        
        1962055.89000000
        PA
        USD
        813330.83000000
        0.018415123331
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-10-25
          Variable
          3.22000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SEALED AIR CORP
        Q0M0CZB4YN6JZ65WXI09
        Sealed Air Corp
        81211KBA7
        
          
        
        8460000.00000000
        PA
        USD
        8006713.20000000
        0.181284915829
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIG Auto Receivables Trust
        N/A
        CIG AUTO RECEIVABLES TRUST 2019-1
        125504AD2
        
          
        
        2000000.00000000
        PA
        USD
        2000068.50000000
        0.045284780485
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-05-15
          Fixed
          4.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SG Capital Partners
        N/A
        SG Residential Mortgage Trust 2019-3
        78432BAN9
        
          
        
        17273013.19000000
        PA
        USD
        329874.82000000
        0.007468898595
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2059-09-25
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HANWHA ENERGY USA HOLDN
        549300VVIE7XDIYNIT55
        Hanwha Energy USA Holdings Corp
        41135WAA9
        
          
        
        1915000.00000000
        PA
        USD
        1913908.45000000
        0.043333977825
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-07-30
          Fixed
          2.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Theorem Funding Trust
        N/A
        Theorem Funding Trust 2021-1
        88339VAA6
        
          
        
        5000925.15000000
        PA
        USD
        4873880.25000000
        0.110352519044
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-12-15
          Fixed
          1.21000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pagaya AI Debt Selection Trust
        N/A
        Pagaya AI Debt Selection Trust 2021-1
        69547JAA1
        
          
        
        4982851.57000000
        PA
        USD
        4855340.60000000
        0.109932751430
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-11-15
          Fixed
          1.18000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Residential Advance Receivables Trust Advance
        N/A
        New Residential Advance Receivables Trust Advance Receivables Backed 2020-T1
        62942QCT8
        
          
        
        3400000.00000000
        PA
        USD
        3262988.84000000
        0.073879336306
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2053-08-15
          Fixed
          2.27000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Mortgage Loan Trust Inc
        549300R1KUK063S4I339
        Citigroup Mortgage Loan Trust Inc
        17328PBC6
        
          
        
        2004785.77000000
        PA
        USD
        87221.61000000
        0.001974838093
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-08-25
          Variable
          0.91000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vericast Corp.
        549300J73P7FL8TVF308
        Vericast Corp. 2021 Term Loan
        181593AP9
        
          
        
        3897935.55000000
        PA
        USD
        3014390.50000000
        0.068250668460
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-06-16
          Floating
          10.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        National Collegiate Student Loan Trust
        635400ZLDAQQL4PJBJ98
        National Collegiate Student Loan Trust 2006-1
        63543PCD6
        
          
        
        16663100.08000000
        PA
        USD
        15657127.07000000
        0.354502639486
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2033-03-25
          Floating
          1.97000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Marlette Funding Trust
        N/A
        Marlette Funding Trust 2020-1
        57109JAC2
        
          
        
        669246.41000000
        PA
        USD
        668047.86000000
        0.015125682292
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2030-03-15
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Toorak Mortgage Corp.
        N/A
        TRK 2022-INV2 Trust
        87265XAA2
        
          
        
        12749661.63000000
        PA
        USD
        12460563.05000000
        0.282127268366
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2057-06-25
          Variable
          4.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GALAXY PIPELINE ASSETS
        549300L82YB0C6JQIC26
        Galaxy Pipeline Assets Bidco Ltd
        36321PAD2
        
          
        
        4189349.60000000
        PA
        USD
        3560779.59000000
        0.080621799749
        Long
        DBT
        CORP
        JE
        
        N
        
        2
        
          2034-03-31
          Fixed
          2.16000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        First Republic Mortgage Trust
        N/A
        First Republic Mortgage Trust 2020-1
        33616LAV2
        
          
        
        1325000.00000000
        PA
        USD
        746289.93000000
        0.016897209100
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-04-25
          Variable
          2.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Mortgage Loan Trust Inc
        N/A
        Citigroup Mortgage Loan Trust 2022-J1
        17330CCX4
        
          
        
        338744976.98000000
        PA
        USD
        1227306.93000000
        0.027788210710
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-02-25
          Variable
          0.08000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SG Capital Partners
        N/A
        SG Residential Mortgage Trust 2019-3
        78432BAM1
        
          
        
        17273013.19000000
        PA
        USD
        652.92000000
        0.000014783163
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2059-09-25
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TKC Holdings, Inc.
        N/A
        TKC Holdings, Inc. 2021 Term Loan
        87256FAH7
        
          
        
        4632908.58000000
        PA
        USD
        4357852.80000000
        0.098668824311
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-05-15
          Floating
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FARM CREDIT BK OF TEXAS
        V1EBJIOLRNYDHDF63Z33
        Farm Credit Bank of Texas
        30767EAD1
        
          
        
        9580000.00000000
        PA
        USD
        9053425.72000000
        0.204984177479
        Long
        DBT
        USGA
        US
        N
        
        2
        
          2025-09-15
          Fixed
          5.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ACC Trust
        N/A
        ACC Trust 2019-2
        00108GAB1
        
          
        
        744900.91000000
        PA
        USD
        744409.05000000
        0.016854622939
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2023-08-21
          Fixed
          3.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IRON MOUNTAIN INC
        SQL3F6CKNNBM3SQGHX24
        Iron Mountain Inc
        46284VAJ0
        
          
        
        8085000.00000000
        PA
        USD
        7037669.10000000
        0.159344192624
        Long
        DBT
        
        US
        N
        
        2
        
          2030-07-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FLORIDA GAS TRANSMISSION
        549300Q0UQF87NXNOC32
        Florida Gas Transmission Co LLC
        340711BA7
        
          
        
        3985000.00000000
        PA
        USD
        3238051.60000000
        0.073314716924
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-10-01
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nvent Finance Sarl
        549300KO1OQ4MVFB6X02
        nVent Finance Sarl
        67078AAD5
        
          
        
        3000000.00000000
        PA
        USD
        2896800.00000000
        0.065588229658
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2028-04-15
          Fixed
          4.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRAVO Residential Funding Trust
        N/A
        BRAVO Residential Funding Trust 2019-1
        10568GAD9
        
          
        
        1397621.19000000
        PA
        USD
        1387775.37000000
        0.031421475311
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2058-03-25
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHNGE Mortgage Trust 2022-1
        N/A
        CHNGE Mortgage Trust 2022-1
        17030JAA4
        
          
        
        4400594.50000000
        PA
        USD
        4143986.59000000
        0.093826547973
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2067-01-25
          Variable
          3.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SK HYNIX INC
        988400XAIK6XISWQV045
        SK Hynix Inc
        78392BAA5
        
          
        
        2800000.00000000
        PA
        USD
        2671760.00000000
        0.060492960671
        Long
        DBT
        CORP
        KR
        N
        
        2
        
          2024-01-19
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Mortgage Loan Trust Inc
        N/A
        Citigroup Mortgage Loan Trust 2022-J1
        17330CCU0
        
          
        
        700597.68000000
        PA
        USD
        290093.61000000
        0.006568187764
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-02-25
          Variable
          2.91000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Continental Credit Card llc
        N/A
        Continental Finance Credit Card ABS Master Trust
        66981PAA6
        
          
        
        3000000.00000000
        PA
        USD
        2829924.00000000
        0.064074049029
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-12-15
          Fixed
          2.24000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHF Trust 2021-2
        N/A
        FHF Trust 2021-2
        30322JAA4
        
          
        
        3783121.34000000
        PA
        USD
        3611117.57000000
        0.081761532900
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-12-15
          Fixed
          0.83000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROSUS NV
        635400Z5LQ5F9OLVT688
        Prosus NV
        74365PAF5
        
          
        
        3056000.00000000
        PA
        USD
        2250560.64000000
        0.050956327022
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2031-07-13
          Fixed
          3.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAIDU INC
        254900AL64IANZYI1E02
        Baidu Inc
        056752AS7
        
          
        
        466000.00000000
        PA
        USD
        425709.64000000
        0.009638753671
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2026-04-09
          Fixed
          1.72000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BIO-RAD LABS
        549300ZC1GPV35XYDK53
        Bio-Rad Laboratories Inc
        090572AR9
        
          
        
        2505000.00000000
        PA
        USD
        2367250.05000000
        0.053598363690
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-15
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Merrill Lynch Mortgage Investors Trust
        N/A
        Merrill Lynch Mortgage Investors Trust Series MLMI 2004-A4
        59020ULT0
        
          
        
        63900.13000000
        PA
        USD
        62583.88000000
        0.001417000101
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-08-25
          Variable
          2.96000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS GROUP AG
        549300SZJ9VS8SGXAN81
        UBS Group AG
        902613AP3
        
          
        
        3600000.00000000
        PA
        USD
        3561768.00000000
        0.080644178947
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2028-05-12
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        JP Morgan Mortgage Trust 2022-2
        46655DCT7
        
          
        
        1841056.00000000
        PA
        USD
        459711.68000000
        0.010408614762
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-08-25
          Variable
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MATTHEWS INTERNATIONAL C
        549300ZVC5O0ATML6U61
        Matthews International Corp
        577128AA9
        
          
        
        15091000.00000000
        PA
        USD
        13949969.49000000
        0.315849835212
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-12-01
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Metlife Securitization Trust
        N/A
        METLIFE SECURITIZATION TRUST 2019-1
        59166EAB1
        
          
        
        626175.80000000
        PA
        USD
        619511.91000000
        0.014026750010
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2058-04-25
          Variable
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPR Royalty Sub LLC
        N/A
        JPR Royalty Sub LLC
        46635XAA1
        
          
        
        2000000.00000000
        PA
        USD
        0.00000000
        0.000000
        Long
        DBT
        CORP
        US
        N
        
        3
        
          2020-09-01
          None
          0.00000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRSTCASH INC
        549300V2X3UU7K0DG350
        FirstCash Inc
        31944TAA8
        
          
        
        17215000.00000000
        PA
        USD
        15078790.65000000
        0.341408169059
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-01-01
          Fixed
          5.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Service Experts Issuer
        N/A
        Service Experts Issuer 2021-1 LLC
        81758VAA3
        
          
        
        8549020.69000000
        PA
        USD
        7851922.09000000
        0.177780195147
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2032-02-02
          Fixed
          2.67000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC HOLDINGS PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC Holdings PLC
        404280CZ0
        
          
        
        715000.00000000
        PA
        USD
        694207.80000000
        0.015717985576
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2024-11-22
          Floating
          1.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OWL ROCK CAPITAL CORPORA
        5493003BCZ22YM5BRK17
        Owl Rock Capital Corp III
        69122JAA4
        
          
        
        6070000.00000000
        PA
        USD
        5203386.10000000
        0.117813063563
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-13
          Fixed
          3.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GoodLeap Sustainable Home Improvement Loan Trust
        N/A
        GoodLeap Sustainable Home Solutions Trust 2021-3
        382371AC6
        
          
        
        4500000.00000000
        PA
        USD
        3645349.74000000
        0.082536604506
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2048-05-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage-Backed Securities Trust
        N/A
        GS Mortgage-Backed Securities Trust 2020-INV1
        36258KAN8
        
          
        
        1105309.64000000
        PA
        USD
        103985.21000000
        0.002354393066
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-10-25
          Variable
          3.44000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TOWD POINT ASSET TRUST
        N/A
        Towd Point Asset Trust 2021-SL1
        89179XAL9
        
          
        
        3459116.13000000
        PA
        USD
        3417970.74000000
        0.077388376782
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2061-11-20
          Floating
          2.31000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Flagstar Mortgage Trust
        N/A
        Flagstar Mortgage Trust 2020-2
        33851KBH8
        
          
        
        5075874.29000000
        PA
        USD
        97804.99000000
        0.002214462905
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-08-25
          Variable
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PUGET ENERGY INC
        SYBSJ96YIDMIUY7WDR33
        Puget Energy Inc
        745310AM4
        
          
        
        2980000.00000000
        PA
        USD
        2607798.00000000
        0.059044757707
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-15
          Fixed
          2.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CNTL AMR BOTTLING CORP
        N/A
        Central American Bottling Corp / CBC Bottling Holdco SL / Beliv Holdco SL
        15239XAA6
        
          
        
        10825000.00000000
        PA
        USD
        9552088.25000000
        0.216274702383
        Long
        DBT
        CORP
        VG
        
        N
        
        2
        
          2029-04-27
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LENOVO GROUP LTD
        254900VUZRGD5U73RE46
        Lenovo Group Ltd
        000000000
        
          
        
        10993000.00000000
        PA
        USD
        11320261.61000000
        0.256309002442
        Long
        DBT
        CORP
        HK
        
        Y
        
        2
        
          2025-04-24
          Fixed
          5.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LL ABS Trust
        N/A
        LL ABS Trust 2020-1
        50202HAC7
        
          
        
        2200000.00000000
        PA
        USD
        2172991.41000000
        0.049200034398
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-01-17
          Fixed
          6.54000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROTECTIVE LIFE CORP
        549300ZWIT8J8Y2EXL07
        Protective Life Corp
        743674BE2
        
          
        
        4902000.00000000
        PA
        USD
        4463614.14000000
        0.101063431829
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-01-15
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nelnet Private Education Loan Trust
        N/A
        Nelnet Private Education Loan Trust 2016-A
        64034JAA2
        
          
        
        157558.11000000
        PA
        USD
        157582.96000000
        0.003567932674
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2040-12-26
          Floating
          3.37000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Mortgage Loan Trust Inc
        N/A
        Citigroup Mortgage Loan Trust 2020-EXP1
        17328JAJ6
        
          
        
        22984016.58000000
        PA
        USD
        15399.29000000
        0.000348664791
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2060-05-25
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLOBAL PAYMENTS INC
        549300NOMHGVQBX6S778
        Global Payments Inc
        37940XAG7
        
          
        
        1394000.00000000
        PA
        USD
        1235474.32000000
        0.027973133608
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-15
          Fixed
          2.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RGA GLOBAL FUNDING
        549300Y22K5FOEBMSK42
        RGA Global Funding
        76209PAA1
        
          
        
        4124000.00000000
        PA
        USD
        3758159.96000000
        0.085090810049
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-11-30
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PANASONIC HOLDINGS CORP
        254900GE1G59KGWPHX32
        Panasonic Holdings Corp
        69832AAA4
        
          
        
        2790000.00000000
        PA
        USD
        2788632.90000000
        0.063139151850
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2022-07-19
          Fixed
          2.54000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FAIRFAX FINL HLDGS LTD
        GLS7OQD0WOEDI8YAP031
        Fairfax Financial Holdings Ltd
        303901BF8
        
          
        
        4673000.00000000
        PA
        USD
        4487201.52000000
        0.101597488200
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2030-04-29
          Fixed
          4.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cascade MH Asset Trust
        N/A
        Cascade MH Asset Trust 2021-MH1
        14731QAG4
        
          
        
        1936119.00000000
        PA
        USD
        1573010.72000000
        0.035615502747
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2046-02-25
          Variable
          7.72000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENEL FINANCE INTL NV
        0YQH6LCEF474UTUV4B96
        Enel Finance International NV
        29278GAN8
        
          
        
        1250000.00000000
        PA
        USD
        1051475.00000000
        0.023807091887
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2028-07-12
          Fixed
          1.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Monongahela Power Co
        N/A
        Monongahela Power Co
        610202BR3
        
          
        
        3305000.00000000
        PA
        USD
        3137205.15000000
        0.071031390453
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-15
          Fixed
          3.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        CSMC 2021-BPNY
        12659XAA4
        
          
        
        13600000.00000000
        PA
        USD
        13421914.39000000
        0.303893815062
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2023-08-15
          Floating
          5.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Saluda Grade Alternative Mortgage Trust
        N/A
        Saluda Grade Alternative Mortgage Trust 2020-FIG1
        795811AE8
        
          
        
        6510370.66000000
        PA
        USD
        991529.45000000
        0.022449827837
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-09-25
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MICROCHIP TECHNOLOGY INC
        5493007PTFULNYZJ1R12
        Microchip Technology Inc
        595017BB9
        
          
        
        5137000.00000000
        PA
        USD
        4880817.81000000
        0.110509596605
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-02-15
          Fixed
          0.97000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Flagstar Mortgage Trust
        N/A
        Flagstar Mortgage Trust 2021-13INV
        33853HBN0
        
          
        
        13804406.37000000
        PA
        USD
        370307.34000000
        0.008384356137
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-12-30
          Variable
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        JP Morgan Mortgage Trust 2022-2
        46655DCS9
        
          
        
        1779859.24000000
        PA
        USD
        949047.64000000
        0.021487971061
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-08-25
          Variable
          3.14000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verus Securitization Trust
        N/A
        Verus Securitization Trust 2019-4
        92537KAE4
        
          
        
        3250000.00000000
        PA
        USD
        2952564.88000000
        0.066850836589
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2059-11-25
          Variable
          3.86000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hilton Grand Vacations Trust
        N/A
        Hilton Grand Vacations Trust 2019-A
        43284HAA7
        
          
        
        1571610.31000000
        PA
        USD
        1517607.42000000
        0.034361082572
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2033-07-25
          Fixed
          2.34000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mercury General Corp
        5493001Q9EXPCEL4W527
        Mercury General Corp
        589400AB6
        
          
        
        2438000.00000000
        PA
        USD
        2386680.10000000
        0.054038291397
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-15
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENEL FINANCE INTL NV
        0YQH6LCEF474UTUV4B96
        Enel Finance International NV
        29278GAM0
        
          
        
        2750000.00000000
        PA
        USD
        2418570.00000000
        0.054760330228
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2026-07-12
          Fixed
          1.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MID-ATLANTIC INTERSTATE
        N/A
        Mid-Atlantic Interstate Transmission LLC
        59524QAA3
        
          
        
        945000.00000000
        PA
        USD
        922688.55000000
        0.020891158699
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-05-15
          Fixed
          4.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MF1 Multifamily Housing Mortgage Loan Trust
        N/A
        MF1 2022-FL8 Ltd
        55284JAA7
        
          
        
        13750000.00000000
        PA
        USD
        13296949.88000000
        0.301064416767
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2037-02-19
          Floating
          2.14000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Home Improvement Trust Issuer Trust
        N/A
        Goldman Home Improvement Trust 2021-GRN2 Issuer Trust
        38149XAE9
        
          
        
        41500.00000000
        PA
        USD
        3078829.39000000
        0.069709668983
        Long
        ABS-O
        CORP
        US
        N
        
        3
        
          2051-06-20
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN NATIONAL GROUP
        549300I1RRC5M591MY93
        American National Group Inc
        02772AAA7
        
          
        
        12684000.00000000
        PA
        USD
        12589377.36000000
        0.285043832349
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-06-13
          Fixed
          6.14000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TIAA Bank Mortgage Loan Trust
        N/A
        TIAA Bank Mortgage Loan Trust 2018-2
        886312CD7
        
          
        
        2616659.11000000
        PA
        USD
        2387939.84000000
        0.054066813945
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-07-25
          Variable
          3.74000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANTARES HOLDINGS
        5493008EAIGV4283RM42
        Antares Holdings LP
        03666HAE1
        
          
        
        6480000.00000000
        PA
        USD
        5504306.40000000
        0.124626385071
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-07-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FAIR ISAAC CORP
        RI6HET5SJUEY30V1PS26
        Fair Isaac Corp
        303250AF1
        
          
        
        16087000.00000000
        PA
        USD
        14244395.02000000
        0.322516104640
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PRESTIGE BRANDS INC
        549300JBVP4J6D42I235
        Prestige Brands Inc
        74112BAL9
        
          
        
        12321000.00000000
        PA
        USD
        11463458.40000000
        0.259551208997
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-15
          Fixed
          5.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVANTOR FUNDING INC
        5493003VM0XB4U8YD238
        Avantor Funding Inc
        000000000
        
          
        
        2000000.00000000
        PA
        
        1949522.34000000
        0.044140333803
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-11-01
          Fixed
          2.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SIXTH STREET SPECIALTY
        549300TX61566GJWCN05
        Sixth Street Specialty Lending Inc
        83012AAA7
        
          
        
        609000.00000000
        PA
        USD
        531255.06000000
        0.012028472411
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-08-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUNOCO LP/FINANCE CORP
        N/A
        Sunoco LP / Sunoco Finance Corp
        86765LAU1
        
          
        
        2500000.00000000
        PA
        USD
        2032500.00000000
        0.046019082015
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-30
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SIXTH STREET SPECIALTY
        549300TX61566GJWCN05
        Sixth Street Specialty Lending Inc
        87265KAF9
        
          
        
        4054000.00000000
        PA
        USD
        3906677.64000000
        0.088453490146
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-11-01
          Fixed
          3.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Credit Acceptance Receivables Trust
        N/A
        American Credit Acceptance Receivables Trust 2019-2
        02530DAF3
        
          
        
        2550000.00000000
        PA
        USD
        2551777.86000000
        0.057776371278
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-06-12
          Fixed
          5.81000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        JP Morgan Mortgage Trust 2020-4
        46652FCF5
        
          
        
        1069000.00000000
        PA
        USD
        536207.51000000
        0.012140603876
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-11-25
          Variable
          3.57000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verus Securitization Trust
        N/A
        Verus Securitization Trust 2021-R1
        92538BAF0
        
          
        
        1125000.00000000
        PA
        USD
        1042752.49000000
        0.023609600176
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2063-10-25
          Variable
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VIDEOTRON LTD / LTEE
        549300LW4GNJRBECSD81
        Videotron Ltd
        92660FAK0
        
          
        
        7150000.00000000
        PA
        USD
        6654147.50000000
        0.150660644302
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2027-04-15
          Fixed
          5.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        7-ELEVEN INC
        549300K23JPL0SS3LB18
        7-Eleven Inc
        817826AB6
        
          
        
        5236000.00000000
        PA
        USD
        4972472.12000000
        0.112584798183
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-02-10
          Fixed
          0.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Residential Advance Receivables Trust Advance
        549300RNWDDBV4LFKJ17
        NRZ Advance Receivables Trust 2015-ON1
        62942QCW1
        
          
        
        18705000.00000000
        PA
        USD
        17866011.54000000
        0.404515350722
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2053-09-15
          Fixed
          1.48000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CCR0
        
          
        
        60000000.00000000
        PA
        USD
        53067187.80000000
        1.201526822969
        Long
        DBT
        UST
        US
        N
        
        1
        
          2028-07-31
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIRECTV FIN LLC/COINC
        N/A
        Directv Financing LLC / Directv Financing Co-Obligor Inc
        25461LAA0
        
          
        
        3880000.00000000
        PA
        USD
        3310183.20000000
        0.074947892824
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-08-15
          Fixed
          5.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mosaic Solar Loans LLC
        N/A
        Mosaic Solar Loan Trust 2020-2
        61946PAE3
        
          
        
        1042151.65000000
        PA
        USD
        478243.39000000
        0.010828202601
        Long
        ABS-O
        CORP
        US
        N
        
        3
        
          2046-08-20
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SCOTTS MIRACLE-GRO CO
        2TH9E0JTOUXOEGI2R879
        Scotts Miracle-Gro Co/The
        810186AP1
        
          
        
        2000000.00000000
        PA
        USD
        1870360.00000000
        0.042347970596
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-12-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Octane Receivables Trust
        N/A
        Octane Receivables Trust 2020-1
        67592LAA4
        
          
        
        794505.72000000
        PA
        USD
        786774.46000000
        0.017813844232
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-02-20
          Fixed
          1.71000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Loanpal Solar Loan Ltd.
        N/A
        Loanpal Solar Loan 2021-2 Ltd
        53948QAC0
        
          
        
        3378000.00000000
        PA
        USD
        2765814.08000000
        0.062622496918
        Long
        ABS-O
        CORP
        US
        
        N
        
        2
        
          2048-03-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TENET HEALTHCARE CORP
        0W9AIBT6U6ADJ2I8HK17
        Tenet Healthcare Corp
        88033GCY4
        
          
        
        2826000.00000000
        PA
        USD
        2607013.26000000
        0.059026989927
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-01
          Fixed
          4.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIG INTL FIN/DIG INTL HL
        N/A
        Digicel International Finance Ltd/Digicel international Holdings Ltd
        25381VAA5
        
          
        
        500000.00000000
        PA
        USD
        465655.00000000
        0.010543181124
        Long
        DBT
        CORP
        XX
        
        N
        
        2
        
          2024-05-25
          Fixed
          8.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        City of Detroit MI
        549300BQRJP7MKKHOY28
        DETROIT MI
        2510935K2
        
          
        
        465000.00000000
        PA
        USD
        447358.37000000
        0.010128915876
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2025-04-01
          Fixed
          2.51000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Energizer Holdings, Inc.
        5493000D6NN0V57UME20
        Energizer Holdings, Inc. 2020 Term Loan
        000000000
        
          
        
        5559625.00000000
        PA
        USD
        5264297.72000000
        0.119192200998
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-12-22
          Floating
          3.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Genesis Sales Finance Master Trust
        N/A
        Genesis Sales Finance Master Trust
        37186XAG0
        
          
        
        1780000.00000000
        PA
        USD
        1622677.55000000
        0.036740039979
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-09-22
          Fixed
          2.99000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        JP Morgan Mortgage Trust 2020-7
        46591XBZ7
        
          
        
        2580164.00000000
        PA
        USD
        33076.41000000
        0.000748903333
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-01-25
          Variable
          0.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Residential Mortgage Loan Trust
        N/A
        New Residential Mortgage Loan Trust 2017-6
        64830BAA5
        
          
        
        498617.41000000
        PA
        USD
        487883.72000000
        0.011046475239
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2057-08-27
          Variable
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NISSAN MOTOR ACCEPTANCE
        7D6DIU2QXTUJRFNNJA49
        Nissan Motor Acceptance Co LLC
        654740BA6
        
          
        
        440000.00000000
        PA
        USD
        439929.60000000
        0.009960716528
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-07-13
          Floating
          1.67000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LPL HOLDINGS INC
        549300Z5YF8CCRMYUL26
        LPL Holdings Inc
        50212YAD6
        
          
        
        2820000.00000000
        PA
        USD
        2425735.80000000
        0.054922575511
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ODBRCHT OFFSHRE DRLL FIN
        549300L7LF2PIRAWID66
        Odebrecht Offshore Drilling Finance Ltd
        67576GAC1
        
          
        
        62884.75000000
        PA
        USD
        60615.87000000
        0.001372441177
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2022-12-01
          Fixed
          6.72000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VISTA OUTDOOR INC
        549300QI2D33ESTJLN81
        Vista Outdoor Inc
        928377AC4
        
          
        
        16065000.00000000
        PA
        USD
        12171647.25000000
        0.275585748122
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GRAPHIC PACKAGING INTERN
        SO75N4VY5NXGQSK8YQ65
        Graphic Packaging International LLC
        38869AAC1
        
          
        
        917000.00000000
        PA
        USD
        777836.08000000
        0.017611464875
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Spectrum Brands Inc
        549300VU3EH2E73C1Q04
        Spectrum Brands Inc
        000000000
        
          
        
        2000000.00000000
        PA
        
        1988820.47000000
        0.045030106923
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-10-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IHS NETHERLANDS HOLDCO
        5493006Z6YQYCCN2XI74
        IHS Netherlands Holdco BV
        44963LAC0
        
          
        
        13800000.00000000
        PA
        USD
        12037188.00000000
        0.272541373581
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2027-09-18
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Post Holdings Inc
        JM1I5YUAURL6DC8N1468
        Post Holdings Inc
        737446AN4
        
          
        
        8445000.00000000
        PA
        USD
        8014642.80000000
        0.181464454777
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-15
          Fixed
          5.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DAIMLER FINANCE NA LLC
        549300423Z16BB673J12
        Daimler Finance North America LLC
        233851DZ4
        
          
        
        7500000.00000000
        PA
        USD
        7128450.00000000
        0.161399618790
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-03-10
          Fixed
          2.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Petroleos Mexicanos
        549300CAZKPF4HKMPX17
        Petroleos Mexicanos
        000000000
        
          
        
        4466000.00000000
        PA
        
        4517275.67000000
        0.102278415519
        Long
        DBT
        CORP
        MX
        Y
        
        2
        
          2024-02-21
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bunker Hill Loan Depositary Trust 2020-1
        N/A
        Bunker Hill Loan Depositary Trust 2020-1
        12062RAE0
        
          
        
        3500000.00000000
        PA
        USD
        3231644.61000000
        0.073169652325
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2055-02-25
          Variable
          5.08000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pagaya AI Debt Selection Trust
        N/A
        PAGAYA AI Debt Trust 2022-2
        69546VAA5
        
          
        
        7135000.00000000
        PA
        USD
        7082225.76000000
        0.160353027355
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2030-01-15
          Fixed
          4.97000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        College Ave Student Loans
        N/A
        College Ave Student Loans 2021-A LLC
        19424KAA1
        
          
        
        3471675.81000000
        PA
        USD
        3430819.22000000
        0.077679287116
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2051-07-25
          Floating
          2.72000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REAL HERO MERGER SUB 2
        N/A
        Real Hero Merger Sub 2 Inc
        75602BAA7
        
          
        
        4616000.00000000
        PA
        USD
        3506452.08000000
        0.079391737196
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-01
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        CSMC Trust 2013-HYB1
        12647JBR2
        
          
        
        1416180.75000000
        PA
        USD
        1416180.75000000
        0.032064618982
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2043-04-25
          Variable
          2.96000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CPS Auto Trust
        N/A
        CPS Auto Receivables Trust 2020-C
        12597TAF7
        
          
        
        1000000.00000000
        PA
        USD
        980110.50000000
        0.022191284370
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-11-15
          Fixed
          6.67000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRIGHTHSE FIN GLBL FUND
        549300BLFX3KJ2IFOA78
        Brighthouse Financial Global Funding
        10921U2C1
        
          
        
        2089000.00000000
        PA
        USD
        1854823.10000000
        0.041996190092
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-24
          Fixed
          1.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CCH2
        
          
        
        50000000.00000000
        PA
        USD
        44976562.50000000
        1.018342001697
        Long
        DBT
        UST
        US
        N
        
        1
        
          2028-06-30
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Rate Mortgage Trust
        N/A
        Rate Mortgage Trust 2022-J1
        75410RAJ5
        
          
        
        14049083.86000000
        PA
        USD
        12725212.84000000
        0.288119366959
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-01-25
          Variable
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PENTAIR FINANCE SARL
        549300H2U8U8TZPV3T89
        Pentair Finance Sarl
        709629AS8
        
          
        
        9193000.00000000
        PA
        USD
        9198699.66000000
        0.208273414064
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2032-07-15
          Fixed
          5.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMISION FEDERAL DE ELEC
        4469000001BFPONMPF32
        Comision Federal de Electricidad
        000000000
        
          
        
        869000.00000000
        PA
        USD
        763242.70000000
        0.017281047187
        Long
        DBT
        CORP
        MX
        Y
        
        2
        
          2036-09-29
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. Morgan Wealth Management
        N/A
        JPMorgan Chase Bank NA - JPMWM
        46591HBK5
        
          
        
        4786602.37000000
        PA
        USD
        4599119.77000000
        0.104131498102
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-03-25
          Floating
          2.23000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RITCHIE BROS AUCTIONEERS
        5493002H8U24DJXQ4886
        Ritchie Bros Auctioneers Inc
        767744AA3
        
          
        
        3026000.00000000
        PA
        USD
        2963694.66000000
        0.067102832780
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2025-01-15
          Fixed
          5.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LUKOIL INTL FINANCE BV
        724500LG1GUKJ5TOIW61
        Lukoil International Finance BV
        549876AH3
        
          
        
        1050000.00000000
        PA
        USD
        729739.50000000
        0.016522480639
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2023-04-24
          Fixed
          4.56000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Imperial Fund LLC
        N/A
        Imperial Fund Mortgage Trust 2022-NQM1
        452766AA6
        
          
        
        19173193.36000000
        PA
        USD
        17540522.70000000
        0.397145757796
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2067-02-25
          Variable
          2.49000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHANGE HEALTH / FIN INC
        N/A
        Change Healthcare Holdings LLC / Change Healthcare Finance Inc
        15911NAA3
        
          
        
        15084000.00000000
        PA
        USD
        14706447.48000000
        0.332977718442
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Perimeter Master Note Business Trust
        5493005H6EB040833X54
        Perimeter Master Note Business Trust
        71384PAE1
        
          
        
        2966000.00000000
        PA
        USD
        2934728.28000000
        0.066446987163
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-05-15
          Fixed
          4.23000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HYUNDAI CAPITAL AMERICA
        549300RIPPWJB5Z0FK07
        Hyundai Capital America
        44891ABE6
        
          
        
        6747000.00000000
        PA
        USD
        6696937.26000000
        0.151629473563
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-02-10
          Fixed
          2.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, NA - CACLN
        N/A
        JPMorgan Chase Bank NA - CACLN
        46591HBW9
        
          
        
        3378020.89000000
        PA
        USD
        3979403.19000000
        0.090100114033
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-09-25
          Fixed
          28.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage-Backed Securities Trust
        N/A
        GS Mortgage-Backed Securities Trust 2020-INV1
        36258KBP2
        
          
        
        1292466.25000000
        PA
        USD
        957922.48000000
        0.021688911769
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-10-25
          Variable
          3.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ADVANCE AUTO PARTS
        529900UCNQ5H9FSL0Y70
        Advance Auto Parts Inc
        00751YAE6
        
          
        
        2996000.00000000
        PA
        USD
        2728037.76000000
        0.061767180033
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-15
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ACM Auto Trust
        N/A
        ACM Auto Trust 2022-1
        00091QAB8
        
          
        
        2000000.00000000
        PA
        USD
        1986093.20000000
        0.044968357127
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2029-04-20
          Fixed
          4.47000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENN CLEAN ENERGY
        3003009YZ3S5V395NR77
        ENN Clean Energy International Investment Ltd
        268733AA0
        
          
        
        9524000.00000000
        PA
        USD
        8690269.04000000
        0.196761723830
        Long
        DBT
        CORP
        VG
        
        N
        
        2
        
          2026-05-12
          Fixed
          3.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SAMMONS FINANCIAL GROUP
        N/A
        Sammons Financial Group Inc
        79588TAC4
        
          
        
        2000000.00000000
        PA
        USD
        1951620.00000000
        0.044187828212
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-12
          Fixed
          4.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TransDigm Inc
        88Q84GB3X55CF5OC7582
        TransDigm Inc
        893647BE6
        
          
        
        12244000.00000000
        PA
        USD
        11831499.64000000
        0.267884256972
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NIELSEN FINANCE LLC/CO
        N/A
        Nielsen Finance LLC / Nielsen Finance Co
        65409QBF8
        
          
        
        9182000.00000000
        PA
        USD
        8435227.94000000
        0.190987181494
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-10-01
          Fixed
          5.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Continental Credit Card llc
        5493002QR2K2E0R56Z02
        Continental Credit Card ABS 2019-1 LLC
        21134LAA6
        
          
        
        3924337.41000000
        PA
        USD
        3890712.51000000
        0.088092013823
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-08-15
          Fixed
          3.83000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Marlette Funding Trust
        N/A
        Marlette Funding Trust 2021-2
        57108T107
        
          
        
        16347.00000000
        PA
        USD
        3423714.02000000
        0.077518413915
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2031-09-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KRONOS ACQ / KIK CUSTOM
        N/A
        Kronos Acquisition Holdings Inc / KIK Custom Products Inc
        50106GAE2
        
          
        
        4585000.00000000
        PA
        USD
        3923705.45000000
        0.088839027260
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-12-31
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STEWART INFORMATION SERV
        529900TV1XI0PLKENU10
        Stewart Information Services Corp
        86038AAA0
        
          
        
        12275000.00000000
        PA
        USD
        10179043.75000000
        0.230469987290
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-11-15
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        JP Morgan Mortgage Trust 2020-7
        46591XAE5
        
          
        
        8443822.46000000
        PA
        USD
        131405.30000000
        0.002975228181
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-01-25
          Variable
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arivo Acceptance Auto Loan Receivables Trust
        N/A
        Arivo Acceptance Auto Loan Receivables Trust 2019-1
        04046LAB7
        
          
        
        2000000.00000000
        PA
        USD
        1985922.18000000
        0.044964484958
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-06-15
          Fixed
          3.37000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mello Mortgage Capital Acceptance Trust
        N/A
        Mello Mortgage Capital Acceptance 2021-INV2
        58549XBZ5
        
          
        
        1557861.35000000
        PA
        USD
        631617.44000000
        0.014300838757
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-08-25
          Variable
          3.33000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OWL ROCK TECHNOLOGY FINA
        254900G5EZJSOD3UKL16
        Owl Rock Technology Finance Corp
        691205AG3
        
          
        
        3547000.00000000
        PA
        USD
        3016120.51000000
        0.068289838680
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LL ABS Trust
        N/A
        LL ABS Trust 2021-1
        53934QAA0
        
          
        
        3363689.49000000
        PA
        USD
        3245448.74000000
        0.073482200119
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2029-05-15
          Fixed
          1.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CCO HLDGS LLC/CAP CORP
        N/A
        CCO Holdings LLC / CCO Holdings Capital Corp
        1248EPCD3
        
          
        
        8394000.00000000
        PA
        USD
        7179556.08000000
        0.162556742966
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-01
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CAZ4
        
          
        
        8200000.00000000
        PA
        USD
        7488906.25000000
        0.169560930343
        Long
        DBT
        UST
        US
        N
        
        1
        
          2025-11-30
          Fixed
          0.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State Street Bank & Trust Co.
        571474TGEMMWANRLN572
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        650538.08000000
        0.014729232599
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              State Street Bank & Trust Co.
              571474TGEMMWANRLN572
            
            10886700.00000000
            EUR
            12124463.36000000
            USD
            2022-09-23
            650538.08000000
          
        
        
          N
          N
          N
        
      
      
        UNITED WHOLESALE MTGE LL
        549300HW662MN1WU8550
        United Wholesale Mortgage LLC
        91153LAA5
        
          
        
        12301000.00000000
        PA
        USD
        10560531.51000000
        0.239107486190
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-11-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IRON MOUNTAIN INC
        SQL3F6CKNNBM3SQGHX24
        Iron Mountain Inc
        46284VAG6
        
          
        
        2880000.00000000
        PA
        USD
        2553782.40000000
        0.057821757301
        Long
        DBT
        
        US
        N
        
        2
        
          2028-07-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Amur Equipment Finance Receivables LLC
        549300LUWIM31186Z163
        Amur Equipment Finance Receivables VIII LLC
        03237PAF0
        
          
        
        6301302.14000000
        PA
        USD
        6173958.49000000
        0.139788389721
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-12-20
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Shellpoint Co-Originator Trust
        N/A
        Shellpoint Co-Originator Trust 2016-1
        82281ECA3
        
          
        
        2937586.78000000
        PA
        USD
        2427279.22000000
        0.054957521032
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2046-11-25
          Variable
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Mills Inc
        2TGYMUGI08PO8X8L6150
        General Mills Inc
        370334CC6
        
          
        
        2530000.00000000
        PA
        USD
        2539917.60000000
        0.057507835840
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-10-17
          Floating
          2.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GALAXY PIPELINE ASSETS
        549300L82YB0C6JQIC26
        Galaxy Pipeline Assets Bidco Ltd
        36321PAA8
        
          
        
        9187806.00000000
        PA
        USD
        8539698.16000000
        0.193352555970
        Long
        DBT
        CORP
        JE
        
        N
        
        2
        
          2027-09-30
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967NS6
        
          
        
        3035000.00000000
        PA
        USD
        3012844.50000000
        0.068215664523
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-05-24
          Fixed
          4.66000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OFFICE CHERIFIEN DES PHO
        213800D26TAPVTCVWG40
        OCP SA
        67091TAA3
        
          
        
        4710000.00000000
        PA
        USD
        4769110.50000000
        0.107980362725
        Long
        DBT
        CORP
        MA
        N
        
        2
        
          2024-04-25
          Fixed
          5.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mercury Financial Credit Card Master Trust
        N/A
        Mercury Financial Credit Card Master Trust
        58940BAE6
        
          
        
        12500000.00000000
        PA
        USD
        11839480.00000000
        0.268064945209
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-09-21
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        America Movil SAB de CV
        5493000FNR3UCEAONM59
        America Movil SAB de CV
        000000000
        
          
        
        45000000.00000000
        PA
        
        2208232.43000000
        0.049997947997
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2022-12-05
          Fixed
          6.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ocwen Master Advance Receivables Trust
        549300THGK42AVJMPW70
        Ocwen Master Advance Receivables Trust
        67575NBW2
        
          
        
        7242105.27000000
        PA
        USD
        7224187.58000000
        0.163567272195
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2052-08-15
          Fixed
          1.28000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Foundation Finance Trust
        54930021B3TF4B4HKE86
        Foundation Finance Trust 2021-2
        35042PAD2
        
          
        
        3750000.00000000
        PA
        USD
        3481885.39000000
        0.078835507665
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2042-01-15
          Fixed
          5.73000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GCAT
        N/A
        GCAT 2021-NQM4 Trust
        36168HAA2
        
          
        
        2658281.09000000
        PA
        USD
        2328645.81000000
        0.052724301360
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2066-08-25
          Variable
          1.09000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLS Auto Receivables Trust
        N/A
        GLS Auto Receivables Issuer Trust 2020-2
        38014RAE4
        
          
        
        2025000.00000000
        PA
        USD
        2016999.71000000
        0.045668130420
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-04-15
          Fixed
          4.57000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pagaya AI Debt Selection Trust
        N/A
        Pagaya AI Debt Selection Trust 2020-3
        69546TAA0
        
          
        
        198948.64000000
        PA
        USD
        198671.18000000
        0.004498236322
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-05-17
          Fixed
          2.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Genesis Private Label Amortization Trust
        N/A
        Genesis Private Label Amortizing Trust 2020-1
        37187PAC5
        
          
        
        993656.28000000
        PA
        USD
        991890.25000000
        0.022457996932
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2030-07-20
          Fixed
          4.19000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPRUCE HILL MORTGAGE LOAN TRUST
        N/A
        Spruce Hill Mortgage Loan Trust 2020-SH1
        85209FAA4
        
          
        
        418611.26000000
        PA
        USD
        414988.26000000
        0.009396004316
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-01-28
          Variable
          2.52000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United Auto Credit Securitization Trust
        N/A
        United Auto Credit Securitization Trust
        90943UAF1
        
          
        
        6125000.00000000
        PA
        USD
        5851567.75000000
        0.132488942782
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-09-10
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JACKSON FINANCIAL INC
        213800WXW2KG1N4CO374
        Jackson Financial Inc
        46817MAR8
        
          
        
        2788000.00000000
        PA
        USD
        2761960.08000000
        0.062535236134
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-08
          Fixed
          5.17000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MICRON TECHNOLOGY INC
        B3DXGBC8GAIYWI2Z0172
        Micron Technology Inc
        595112BQ5
        
          
        
        1186000.00000000
        PA
        USD
        1138180.48000000
        0.025770243964
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-15
          Fixed
          4.66000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage-Backed Securities Trust
        N/A
        GS Mortgage-Backed Securities Corp Trust 2020-PJ3
        36258WAN2
        
          
        
        2851335.08000000
        PA
        USD
        307561.25000000
        0.006963683339
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-10-25
          Variable
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM INC
        549300WV6GIDOZJTV909
        Broadcom Inc
        11135FBR1
        
          
        
        940000.00000000
        PA
        USD
        872714.80000000
        0.019759672303
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mello Mortgage Capital Acceptance Trust
        N/A
        Mello Mortgage Capital Acceptance 2021-INV2
        58549XBY8
        
          
        
        324582.36000000
        PA
        USD
        214776.80000000
        0.004862893566
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-08-25
          Variable
          3.33000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CORECIVIC INC
        529900JFA3K6PTLT8B15
        CoreCivic Inc
        21871NAB7
        
          
        
        3856000.00000000
        PA
        USD
        3761065.28000000
        0.085156591185
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-15
          Fixed
          8.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KEURIG DR PEPPER INC
        DYTQ8KRTKO7Y2BVU5K74
        Keurig Dr Pepper Inc
        49271VAP5
        
          
        
        6036000.00000000
        PA
        USD
        5762871.00000000
        0.130480705137
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-15
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Mortgage Loan Trust Inc
        N/A
        Citigroup Mortgage Loan Trust 2021-J3
        17330BDR8
        
          
        
        590214.00000000
        PA
        USD
        152492.47000000
        0.003452675760
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-09-25
          Variable
          2.86000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VMED O2 UK FINAN
        213800MRR46ECNGZ7L69
        Vmed O2 UK Financing I PLC
        92858RAA8
        
          
        
        7818000.00000000
        PA
        USD
        6382693.38000000
        0.144514484689
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2031-01-31
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CAE1
        
          
        
        5423000.00000000
        PA
        USD
        4496005.94000000
        0.101796834486
        Long
        DBT
        UST
        US
        N
        
        1
        
          2030-08-15
          Fixed
          0.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Foundation Finance Trust
        549300QVJKB4ZVR88F06
        Foundation Finance Trust 2020-1
        35041KAC6
        
          
        
        4025000.00000000
        PA
        USD
        3746501.60000000
        0.084826845953
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2040-07-16
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Residential Mortgage Loan Trust
        N/A
        New Residential Mortgage Loan Trust 2021-INV1
        64829WBA1
        
          
        
        1226338.92000000
        PA
        USD
        783760.19000000
        0.017745596292
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-06-25
          Variable
          3.26000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Consumer Loan Underlying Bond Credit Trust
        N/A
        Consumer Loan Underlying Bond Credit Trust 2018-P3
        21053NAC5
        
          
        
        1476637.74000000
        PA
        USD
        1477122.99000000
        0.033444449704
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-01-15
          Fixed
          5.54000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EVERGY MISSOURI WEST INC
        EZIFUDC0VSUS6T6LCG85
        Evergy Missouri West Inc
        30037EAA1
        
          
        
        4100000.00000000
        PA
        USD
        3907464.00000000
        0.088471294606
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-03-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Flagstar Mortgage Trust
        N/A
        Flagstar Mortgage Trust 2020-2
        33851KCA2
        
          
        
        630609.99000000
        PA
        USD
        499457.57000000
        0.011308525892
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-08-25
          Variable
          3.68000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Upstart Securitization Trust
        N/A
        Upstart Securitization Trust 2020-1
        91679UAB8
        
          
        
        3815039.35000000
        PA
        USD
        3799661.96000000
        0.086030482345
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2030-04-22
          Fixed
          3.09000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CDK Global Inc
        5493000L10CYRTHIJ385
        CDK Global Inc
        12508EAJ0
        
          
        
        460000.00000000
        PA
        USD
        451945.40000000
        0.010232773642
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-05-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HERCULES CAPITAL INC
        549300UJ5OC256GR2B73
        Hercules Capital Inc
        427096AJ1
        
          
        
        4157000.00000000
        PA
        USD
        3614095.80000000
        0.081828964836
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-20
          Fixed
          3.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM Mortgage Trust
        N/A
        COMM 2015-DC1 Mortgage Trust
        12629NAE5
        
          
        
        4810000.00000000
        PA
        USD
        4680659.87000000
        0.105977697634
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-02-10
          Fixed
          3.08000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CPS Auto Trust
        N/A
        CPS Auto Receivables Trust 2020-A
        12597JAF9
        
          
        
        3500000.00000000
        PA
        USD
        3448380.60000000
        0.078076905117
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-03-15
          Fixed
          6.93000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENVIVA PARTNERS LP/FIN C
        N/A
        Enviva Partners LP / Enviva Partners Finance Corp
        29413XAD9
        
          
        
        17644000.00000000
        PA
        USD
        17054161.08000000
        0.386133745358
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dun & Bradstreet Corporation (The)
        RI37BMPWE56BCJ747E14
        Dun & Bradstreet Corporation (The) Term Loan
        26483NAN0
        
          
        
        18511708.00000000
        PA
        USD
        17429883.78000000
        0.394640713991
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-02-06
          Floating
          4.87000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMMONBOND STUDENT LOAN TRUST
        N/A
        Commonbond Student Loan Trust 2020-1
        20268BAA8
        
          
        
        2189509.27000000
        PA
        USD
        2082149.00000000
        0.047143215546
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2051-10-25
          Fixed
          1.69000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TAKE-TWO INTERACTIVE SOF
        BOMSTHHJK882EWYX3334
        Take-Two Interactive Software Inc
        874054AF6
        
          
        
        2115000.00000000
        PA
        USD
        2080271.70000000
        0.047100710443
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-14
          Fixed
          3.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vista Point Securitization Trust
        N/A
        Vista Point Securitization Trust 2020-2
        92838TAB7
        
          
        
        1569798.78000000
        PA
        USD
        1476203.00000000
        0.033423619644
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2065-04-25
          Variable
          1.99000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS
        R0MUWSFPU8MPRO8K5P83
        BNP Paribas SA
        09659W2D5
        
          
        
        5000000.00000000
        PA
        USD
        4886100.00000000
        0.110629193916
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2025-01-09
          Fixed
          3.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SG Capital Partners
        N/A
        SG Residential Mortgage Trust 2019-3
        78432BAF6
        
          
        
        1978000.00000000
        PA
        USD
        1729583.38000000
        0.039160560598
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2059-09-25
          Variable
          5.66000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SCHAHIN II FINANCE CO
        N/A
        Schahin II Finance Co SPV Ltd
        80629QAA3
        
          
        
        10461181.73000000
        PA
        USD
        562288.52000000
        0.012731120058
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2022-09-25
          None
          0.00000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        NATIONWIDE MUTUAL INSURA
        Z7LVXXWM8HZPKF5T2355
        Nationwide Mutual Insurance Co
        638671AJ6
        
          
        
        6178000.00000000
        PA
        USD
        6153658.68000000
        0.139328769244
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-12-15
          Variable
          4.12000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEWS CORP
        549300ITS31QK8VRBQ14
        News Corp
        65249BAB5
        
          
        
        1980000.00000000
        PA
        USD
        1757408.40000000
        0.039790563982
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-02-15
          Fixed
          5.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GCAT
        N/A
        GCAT 2019-NQM3 Trust
        36167VAA2
        
          
        
        964171.49000000
        PA
        USD
        934620.19000000
        0.021161310296
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2059-11-25
          Variable
          2.69000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        CSMC 2021-NQM3
        12660LAA7
        
          
        
        3099052.54000000
        PA
        USD
        2683561.33000000
        0.060760161839
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2066-04-25
          Variable
          1.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SCOTTS MIRACLE-GRO CO
        2TH9E0JTOUXOEGI2R879
        Scotts Miracle-Gro Co/The
        810186AW6
        
          
        
        13166000.00000000
        PA
        USD
        10000366.96000000
        0.226424456243
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-02-01
          Fixed
          4.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Thornburg Capital Management Fund
        549300GLR0WG6ALV5277
        Thornburg Capital Management Fund
        885216739
        
          
        
        34044002.07400000
        NS
        USD
        340440020.74000000
        7.708111801082
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NETAPP INC
        QTX3D84DZDD5JYOCYH15
        NetApp Inc
        64110DAJ3
        
          
        
        1331000.00000000
        PA
        USD
        1207456.58000000
        0.027338766733
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-22
          Fixed
          2.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MICROCHIP TECHNOLOGY INC
        5493007PTFULNYZJ1R12
        Microchip Technology Inc
        595017BA1
        
          
        
        11300000.00000000
        PA
        USD
        11023828.00000000
        0.249597266840
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-09-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        7-ELEVEN INC
        549300K23JPL0SS3LB18
        7-Eleven Inc
        817826AA8
        
          
        
        540000.00000000
        PA
        USD
        529718.40000000
        0.011993679948
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-02-10
          Fixed
          0.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Home Improvement Trust Issuer Trust
        N/A
        Goldman Home Improvement Trust 2021-GRN2 Issuer Trust
        38149XAA7
        
          
        
        11456181.60000000
        PA
        USD
        10655997.44000000
        0.241268989001
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2051-06-25
          Fixed
          1.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arivo Acceptance Auto Loan Receivables Trust
        N/A
        Arivo Acceptance Auto Loan Receivables Trust 2021-1
        04047AAA2
        
          
        
        471633.98000000
        PA
        USD
        464092.88000000
        0.010507812205
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-01-15
          Fixed
          1.19000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Mortgage Loan Trust Inc
        549300R1KUK063S4I339
        Citigroup Mortgage Loan Trust Inc
        17328PCE1
        
          
        
        372000.00000000
        PA
        USD
        173526.88000000
        0.003928928768
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-08-25
          Variable
          3.41000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PUGET ENERGY INC
        SYBSJ96YIDMIUY7WDR33
        Puget Energy Inc
        745310AK8
        
          
        
        1950000.00000000
        PA
        USD
        1814202.00000000
        0.041076462794
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-15
          Fixed
          4.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Mortgage Loan Trust Inc
        549300R1KUK063S4I339
        Citigroup Mortgage Loan Trust Inc
        17328PCD3
        
          
        
        153000.00000000
        PA
        USD
        91360.22000000
        0.002068542906
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-08-25
          Variable
          3.41000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Par Pacific Holdings, Inc.
        984500CCF05C2FB39F45
        Par Pacific Holdings, Inc. Term Loan B
        69889PAB1
        
          
        
        4117889.49000000
        PA
        USD
        3911995.02000000
        0.088573884215
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-01-12
          Floating
          7.77000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LendingPoint Asset Securitization Trust
        N/A
        LendingPoint 2020-REV1 Asset Securitization Trust
        52606YAA2
        
          
        
        6500000.00000000
        PA
        USD
        6372196.94000000
        0.144276828339
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-10-15
          Fixed
          2.73000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Mortgage Loan Trust Inc
        N/A
        Citigroup Mortgage Loan Trust 2021-J2
        17329MBR9
        
          
        
        352450390.15000000
        PA
        USD
        1418084.14000000
        0.032107714805
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-07-25
          Variable
          0.09000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SA GLOBAL SUKUK LTD
        5493007DFAVKU7UOGR47
        SA Global Sukuk Ltd
        78397PAA9
        
          
        
        4969000.00000000
        PA
        USD
        4690885.07000000
        0.106209212674
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2024-06-17
          Fixed
          0.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        JP Morgan Mortgage Trust 2020-7
        46591XBY0
        
          
        
        2757649.61000000
        PA
        USD
        305597.77000000
        0.006919226982
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-01-25
          Variable
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CUSHMAN & WAKEFIELD US
        N/A
        Cushman & Wakefield US Borrower LLC
        23166MAA1
        
          
        
        14249000.00000000
        PA
        USD
        13240170.80000000
        0.299778846711
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-05-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANTARES HOLDINGS
        5493008EAIGV4283RM42
        Antares Holdings LP
        03666HAC5
        
          
        
        9451000.00000000
        PA
        USD
        8225583.34000000
        0.186240489223
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-07-15
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Foundation Finance Trust
        549300MQ65NOVQXYNB21
        Foundation Finance Trust 2021-1
        35041LAA8
        
          
        
        2444523.07000000
        PA
        USD
        2267561.11000000
        0.051341245114
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2041-05-15
          Fixed
          1.27000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMISION FEDERAL DE ELEC
        4469000001BFPONMPF32
        Comision Federal de Electricidad
        200447AL4
        
          
        
        5000000.00000000
        PA
        USD
        4479100.00000000
        0.101414056705
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2029-05-15
          Fixed
          4.69000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cascade Funding Mortgage Trust
        N/A
        CFMT 2021-GRN1 Issuer Trust
        12529KAA0
        
          
        
        1508415.40000000
        PA
        USD
        1430651.46000000
        0.032392259224
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2041-03-20
          Fixed
          1.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SABRE GLBL INC
        F2TJC7HPPHLHU1AQMP98
        Sabre GLBL Inc
        78573NAC6
        
          
        
        2267000.00000000
        PA
        USD
        2188992.53000000
        0.049562325593
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-15
          Fixed
          9.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIM Trust
        N/A
        CIM Trust 2020-J1
        12559YBK0
        
          
        
        347060.85000000
        PA
        USD
        290009.97000000
        0.006566294019
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-07-25
          Variable
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK NY
        7LTWFZYICNSX8D621K86
        Deutsche Bank AG/New York NY
        251526CP2
        
          
        
        4670000.00000000
        PA
        USD
        4028762.30000000
        0.091217683986
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2027-11-16
          Fixed
          2.31000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Flagship Credit Auto Trust
        N/A
        Flagship Credit Auto Trust 2018-4
        33845D101
        
          
        
        13000.00000000
        PA
        USD
        1075785.97000000
        0.024357531505
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-03-16
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUN COMMUNITIES OPER LP
        549300PUNBPJCGT6X741
        Sun Communities Operating LP
        866677AF4
        
          
        
        5153000.00000000
        PA
        USD
        4404217.57000000
        0.099718597572
        Long
        DBT
        
        US
        N
        
        2
        
          2028-11-01
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK NY
        7LTWFZYICNSX8D621K86
        Deutsche Bank AG/New York NY
        251526CJ6
        
          
        
        3667000.00000000
        PA
        USD
        3437812.50000000
        0.077837626268
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2024-05-28
          Fixed
          0.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OPEN TEXT HOLDINGS INC
        N/A
        Open Text Holdings Inc
        683720AC0
        
          
        
        7667000.00000000
        PA
        USD
        6375493.85000000
        0.144351475705
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-12-01
          Fixed
          4.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Titan AcquisitionCo New Zealand Limited
        549300DK73FSFH8XNS52
        Titan AcquisitionCo New Zealand Limited 2021 USD Term Loan
        000000000
        
          
        
        7441350.00000000
        PA
        USD
        7007296.05000000
        0.158656497726
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-10-18
          Floating
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mosaic Solar Loans LLC
        N/A
        Mosaic Solar Loan Trust 2021-2
        61946RAE9
        
          
        
        9930000.00000000
        PA
        USD
        2161761.00000000
        0.048945759781
        Long
        ABS-O
        CORP
        US
        N
        
        3
        
          2047-04-22
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ACC Auto Trust
        N/A
        ACC Auto Trust 2022-A
        00085YAA1
        
          
        
        6270035.70000000
        PA
        USD
        6212469.25000000
        0.140660335514
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-07-15
          Fixed
          4.58000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNIVERSAL HEALTH SVCS
        549300YGMGQDO0NMJD09
        Universal Health Services Inc
        913903AX8
        
          
        
        6179000.00000000
        PA
        USD
        5353238.44000000
        0.121205962517
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-09-01
          Fixed
          1.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRIGHTHSE FIN GLBL FUND
        549300BLFX3KJ2IFOA78
        Brighthouse Financial Global Funding
        10921U2E7
        
          
        
        4823000.00000000
        PA
        USD
        4170062.26000000
        0.094416943247
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-28
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SLM Student Loan Trust
        549300SRMXHPGI3BJ386
        SLM Student Loan Trust 2008-5
        78444YAD7
        
          
        
        928711.14000000
        PA
        USD
        928600.02000000
        0.021025003926
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2023-07-25
          Floating
          2.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FLEX LTD
        549300EAQH74YHD07T53
        Flex Ltd
        33938XAB1
        
          
        
        4671000.00000000
        PA
        USD
        4451509.71000000
        0.100789367988
        Long
        DBT
        CORP
        SG
        
        N
        
        2
        
          2030-05-12
          Fixed
          4.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Mortgage Loan Trust Inc
        N/A
        Citigroup Mortgage Loan Trust 2022-J1
        17330CAV0
        
          
        
        35353207.33000000
        PA
        USD
        441437.82000000
        0.009994865064
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-02-25
          Variable
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38141GYF5
        
          
        
        3687000.00000000
        PA
        USD
        3607065.84000000
        0.081669795190
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-09-10
          Floating
          1.94000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INDONESIA GOVERNMENT
        529900FWX0GRR7WG5W79
        Indonesia Treasury Bond
        000000000
        
          
        
        44919000000.00000000
        PA
        
        3188306.75000000
        0.072188413194
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2039-04-15
          Fixed
          8.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nelnet Student Loan Trust
        5493000EBJ0T2MCM3713
        Nelnet Student Loan Trust 2015-2
        64033QAB5
        
          
        
        2488895.10000000
        PA
        USD
        2414052.73000000
        0.054658051941
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2047-09-25
          Floating
          2.22000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        J.P. Morgan Mortgage Trust 2021-LTV2
        46654VAA1
        
          
        
        15243939.68000000
        PA
        USD
        12749432.67000000
        0.288667743020
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-05-25
          Variable
          2.52000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Veros Auto Receivables Trust
        N/A
        Veros Auto Receivables Trust 2021-1
        92512BAA1
        
          
        
        1842831.82000000
        PA
        USD
        1803138.53000000
        0.040825967968
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-10-15
          Fixed
          0.92000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GARTNER INC
        PP55B5R38BFB8O8HH686
        Gartner Inc
        366651AC1
        
          
        
        3749000.00000000
        PA
        USD
        3411215.10000000
        0.077235418183
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-07-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Foursight Capital Automobile Receivables Trust
        N/A
        Foursight Capital Automobile Receivables Trust 2019-1
        35105RAH3
        
          
        
        500000.00000000
        PA
        USD
        495931.20000000
        0.011228683181
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-11-16
          Fixed
          5.57000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PAR PETRO LLC / FIN CORP
        N/A
        Par Petroleum LLC / Par Petroleum Finance Corp
        69889MAA0
        
          
        
        451000.00000000
        PA
        USD
        428950.61000000
        0.009712134465
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-12-15
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIDELIS INSUR HLD LTD
        549300CDMGCAGJQ7DX03
        Fidelis Insurance Holdings Ltd
        31575FAA4
        
          
        
        4409000.00000000
        PA
        USD
        4604318.70000000
        0.104249210272
        Long
        DBT
        CORP
        BM
        N
        
        2
        
          2030-06-30
          Fixed
          4.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPS Servicer Advance Receivables Trust
        549300W6RZ3B25O0SH56
        SPS Servicer Advance Receivables Trust
        78472JAE3
        
          
        
        3300000.00000000
        PA
        USD
        3009689.76000000
        0.068144236116
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2055-11-15
          Fixed
          1.83000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SK HYNIX INC
        988400XAIK6XISWQV045
        SK Hynix Inc
        78392BAB3
        
          
        
        4400000.00000000
        PA
        USD
        3954280.00000000
        0.089531284443
        Long
        DBT
        CORP
        KR
        N
        
        2
        
          2026-01-19
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLOBE LIFE INC
        5493001JFHKQOPP6XA71
        Globe Life Inc
        37959EAB8
        
          
        
        3038000.00000000
        PA
        USD
        2992612.28000000
        0.067757574392
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-06-15
          Fixed
          4.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIM Trust
        N/A
        CIM Trust 2020-J1
        12559YAT2
        
          
        
        14952446.14000000
        PA
        USD
        257313.66000000
        0.005825996764
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-07-25
          Variable
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Residential Advance Receivables Trust Advance
        N/A
        New Residential Advance Receivables Trust Advance Receivables Backed 2020-T1
        62942QCR2
        
          
        
        8500000.00000000
        PA
        USD
        8116842.10000000
        0.183778411957
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2053-08-15
          Fixed
          1.43000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Proper Pass-Thru Trust II
        549300DCN6PLVC4QVK93
        Prosper Pass-Thru Trust II Series 2019-St2
        74361EAB3
        
          
        
        6385267.00000000
        PA
        USD
        892238.90000000
        0.020201729454
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-11-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SG Capital Partners
        N/A
        SG Residential Mortgage Trust 2022-1
        78433QAF2
        
          
        
        4204000.00000000
        PA
        USD
        3212227.63000000
        0.072730020544
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2062-03-27
          Variable
          3.99000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Residential Mortgage Loan Trust
        N/A
        New Residential Mortgage Loan Trust 2017-3
        64828MAA5
        
          
        
        1102801.48000000
        PA
        USD
        1079089.70000000
        0.024432333287
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2057-04-25
          Variable
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Mortgage Loan Trust Inc
        N/A
        Citigroup Mortgage Loan Trust 2021-J3
        17330BDP2
        
          
        
        1032000.00000000
        PA
        USD
        465049.75000000
        0.010529477287
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-09-25
          Variable
          2.86000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deephaven Residential Mortgage Trust
        N/A
        Deephaven Residential Mortgage Trust 2021-1
        24380VAA9
        
          
        
        1032425.40000000
        PA
        USD
        957575.04000000
        0.021681045166
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2065-05-25
          Variable
          0.72000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LP LMS 2021-2 Asset Securitization Trust
        N/A
        LP LMS 2021-2 Asset Securitization Trust
        50214JAD7
        
          
        
        2947000.00000000
        PA
        USD
        2557079.48000000
        0.057896408516
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2029-01-15
          Fixed
          6.61000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SERVICE PROPERTIES TRUST
        529900IS770AG1K9QG27
        Service Properties Trust
        44106MAZ5
        
          
        
        2295000.00000000
        PA
        USD
        1864251.45000000
        0.042209663160
        Long
        DBT
        
        US
        N
        
        2
        
          2024-10-01
          Fixed
          4.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIZENS BANK NA/RI
        DRMSV1Q0EKMEXLAU1P80
        Citizens Bank NA/Providence RI
        17401QAR2
        
          
        
        4000000.00000000
        PA
        USD
        4003720.00000000
        0.090650685877
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-29
          Floating
          3.18000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New York Transportation Development Corp
        N/A
        NEW YORK TRANSPRTN DEV CORP LEASE REVENUE
        650117AA2
        
          
        
        3195000.00000000
        PA
        USD
        3161049.93000000
        0.071571274776
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2035-09-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freedom Financial
        N/A
        FREED ABS Trust 2022-2CP
        35633LAA2
        
          
        
        1216188.24000000
        PA
        USD
        1206022.56000000
        0.027306298204
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2029-05-18
          Fixed
          3.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SLR INVESTMENT CORP
        BJOT6DX9ML6BR3Z0O636
        SLR Investment Corp
        83413UAB6
        
          
        
        3875000.00000000
        PA
        USD
        3828655.00000000
        0.086686931588
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-01-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Diamond Resorts Owner Trust
        N/A
        Diamond Resorts Owner Trust 2019-1
        252722AA1
        
          
        
        1759028.84000000
        PA
        USD
        1730737.38000000
        0.039186689021
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2032-02-20
          Fixed
          2.89000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALLEGION US HOLDING CO
        5493002B66JX7J7SXI33
        Allegion US Holding Co Inc
        01748TAC5
        
          
        
        7350000.00000000
        PA
        USD
        7304062.50000000
        0.165375769363
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-07-01
          Fixed
          5.41000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Upstart Securitization Trust
        N/A
        Upstart Securitization Trust 2021-2
        91680FAA0
        
          
        
        1619880.73000000
        PA
        USD
        1578439.53000000
        0.035738419772
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2031-06-20
          Fixed
          0.91000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMPASS GROUP DIVERSIFIE
        549300I6PTUQPX21TE93
        Compass Group Diversified Holdings LLC
        20451RAC6
        
          
        
        800000.00000000
        PA
        USD
        621696.00000000
        0.014076201334
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-01-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENSTAR FINANCE LLC
        N/A
        Enstar Finance LLC
        29360AAA8
        
          
        
        1672000.00000000
        PA
        USD
        1522573.36000000
        0.034473519472
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-09-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MFRA Trust
        N/A
        MFRA Trust
        552758AA2
        
          
        
        9743312.99000000
        PA
        USD
        9399359.43000000
        0.212816675276
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2056-09-25
          Variable
          3.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Mortgage Loan Trust Inc
        549300R1KUK063S4I339
        Citigroup Mortgage Loan Trust Inc
        17328PAV5
        
          
        
        18528475.54000000
        PA
        USD
        806112.83000000
        0.018251696156
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-08-25
          Variable
          0.91000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASCOT GROUP LTD
        213800DJV7WRJBE2II28
        Ascot Group Ltd
        04365XAA6
        
          
        
        2507000.00000000
        PA
        USD
        2210045.85000000
        0.050039006754
        Long
        DBT
        CORP
        BM
        N
        
        2
        
          2030-12-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Carvana Auto Receivables Trust
        N/A
        Carvana Auto Receivables Trust 2021-P3
        14687JAB5
        
          
        
        9000.00000000
        PA
        USD
        4549990.50000000
        0.103019132097
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-09-11
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Spectrum Brands Inc
        549300VU3EH2E73C1Q04
        Spectrum Brands Inc
        000000000
        
          
        
        2900000.00000000
        PA
        
        2883789.68000000
        0.065293655005
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2026-10-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LEIDOS INC
        5493006I78VIN6J1BQ95
        Leidos Inc
        52532XAH8
        
          
        
        2220000.00000000
        PA
        USD
        1757085.60000000
        0.039783255268
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-15
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP GLOBAL MARKETS
        82VOJDD5PTRDMVVMGV31
        Citigroup Global Markets Holdings Inc/United States
        17327TJ23
        
          
        
        4108000.00000000
        PA
        USD
        2790515.10000000
        0.063181767897
        Long
        SN
        CORP
        US
        N
        
        2
        
          2035-01-29
          Variable
          6.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Veros Auto Receivables Trust
        N/A
        Veros Automobile Receivables Trust 2020-1
        92511FAD7
        
          
        
        7000000.00000000
        PA
        USD
        6934351.20000000
        0.157004908533
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-02-16
          Fixed
          5.64000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIM Trust
        N/A
        CIM Trust 2020-J2
        12568PCM3
        
          
        
        120559945.43000000
        PA
        USD
        1197184.37000000
        0.027106187311
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-01-25
          Variable
          0.21000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Upstart Pass Through Trust
        N/A
        Upstart Pass-Through Trust Series 2021-ST8
        91683LAB2
        
          
        
        5400000.00000000
        PA
        USD
        3232521.00000000
        0.073189495210
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2029-10-20
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brex Inc
        N/A
        Brex Commercial Charge Card Master Trust
        05601DAA1
        
          
        
        3150000.00000000
        PA
        USD
        3089255.40000000
        0.069945730685
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-07-15
          Fixed
          2.09000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLS Auto Receivables Trust
        N/A
        GLS Auto Receivables Issuer Trust 2020-3
        36260CAB8
        
          
        
        537824.90000000
        PA
        USD
        537474.21000000
        0.012169284010
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-08-15
          Fixed
          1.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        CSMC 2021-NQM3
        12660LAF6
        
          
        
        2650000.00000000
        PA
        USD
        2075988.01000000
        0.047003720784
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2066-04-25
          Variable
          4.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        JP Morgan Mortgage Trust 2020-3
        46592ABL7
        
          
        
        10963233.43000000
        PA
        USD
        38638.82000000
        0.000874845277
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-08-25
          Variable
          0.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Foursight Capital Automobile Receivables Trust
        N/A
        Foursight Capital Automobile Receivables Trust 2018-2
        35105MAH4
        
          
        
        335000.00000000
        PA
        USD
        335411.38000000
        0.007594255254
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-06-15
          Fixed
          6.48000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        JP Morgan Mortgage Trust 2020-4
        46652FAE0
        
          
        
        9789790.29000000
        PA
        USD
        133630.64000000
        0.003025613472
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-11-25
          Variable
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sequoia Mortgage Trust
        N/A
        Sequoia Mortgage Trust 2016-3
        81746NCD8
        
          
        
        2906173.52000000
        PA
        USD
        2496431.94000000
        0.056523250279
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2046-11-25
          Variable
          3.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CPS Auto Trust
        N/A
        CPS Auto Receivables Trust 2020-B
        12656CAG0
        
          
        
        1400000.00000000
        PA
        USD
        1402489.68000000
        0.031754631050
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-04-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        S&P GLOBAL INC
        Y6X4K52KMJMZE7I7MY94
        S&P Global Inc
        78409VBA1
        
          
        
        3728000.00000000
        PA
        USD
        3491607.52000000
        0.079055632387
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-01
          Fixed
          2.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Transelec SA
        549300DPF7MAL5F6CR86
        Transelec SA
        89366LAD6
        
          
        
        400000.00000000
        PA
        USD
        392836.00000000
        0.008894441378
        Long
        DBT
        CORP
        CL
        N
        
        2
        
          2025-01-14
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Upstart Securitization Trust
        N/A
        Upstart Securitization Trust 2021-4
        91682NAD5
        
          
        
        4706.00000000
        PA
        USD
        2634387.27000000
        0.059646781716
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2031-09-20
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mercury Financial Credit Card Master Trust
        N/A
        Mercury Financial Credit Card Master Trust
        58940BAD8
        
          
        
        5000000.00000000
        PA
        USD
        4799217.00000000
        0.108662022500
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-03-20
          Fixed
          6.26000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Mortgage Loan Trust Inc
        N/A
        CITIGROUP MORTGAGE LOAN TRUST 2021-J1
        17329EBZ9
        
          
        
        454249.00000000
        PA
        USD
        108298.28000000
        0.002452047935
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-04-25
          Variable
          2.61000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        B3 SA-BRASIL BOLSA BALCA
        4GTK5S46E6H318LMDS44
        B3 SA - Brasil Bolsa Balcao
        11778EAA4
        
          
        
        8827000.00000000
        PA
        USD
        7226841.44000000
        0.163627359871
        Long
        DBT
        CORP
        BR
        N
        
        2
        
          2031-09-20
          Fixed
          4.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FLOWSERVE CORPORATION
        6Y0GK87T6V7NJKZJVM41
        Flowserve Corp
        34354PAF2
        
          
        
        4053000.00000000
        PA
        USD
        3431512.98000000
        0.077694994963
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-10-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ocwen Master Advance Receivables Trust
        549300THGK42AVJMPW70
        Ocwen Master Advance Receivables Trust
        67575NBY8
        
          
        
        1339789.57000000
        PA
        USD
        1336622.84000000
        0.030263299432
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2052-08-15
          Fixed
          2.32000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NELNET STUDENT LOAN TRUST
        N/A
        Nelnet Student Loan Trust 2021-C
        64035GAA7
        
          
        
        4347281.70000000
        PA
        USD
        4257026.65000000
        0.096385957464
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2062-04-20
          Floating
          2.34000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARM Master Trust
        N/A
        Arm Master Trust LLC Series 2021-T1 Agricultural Loan Backed Notes
        04206RAA2
        
          
        
        2000000.00000000
        PA
        USD
        1865243.60000000
        0.042232127039
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-11-15
          Fixed
          2.43000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Flagship Credit Auto Trust
        N/A
        Flagship Credit Auto Trust 2019-3
        33846A106
        
          
        
        15000.00000000
        PA
        USD
        2059131.35000000
        0.046622058782
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-12-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CFG Investments Limited
        549300C3OD89QRWQ1Y92
        CFG Investments Ltd
        12528GAG7
        
          
        
        515000.00000000
        PA
        USD
        486433.31000000
        0.011013635615
        Long
        ABS-O
        CORP
        US
        
        N
        
        2
        
          2032-05-20
          Fixed
          9.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMMONBOND STUDENT LOAN TRUST
        N/A
        Commonbond Student Loan Trust 2021-B-GS
        20268AAA0
        
          
        
        3233074.60000000
        PA
        USD
        2934710.28000000
        0.066446579614
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2051-09-25
          Fixed
          1.17000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Santander Consumer Auto Receivables Trust
        N/A
        Santander Consumer Auto Receivables Trust 2021-A
        80282Y205
        
          
        
        28500.00000000
        PA
        USD
        2952047.53000000
        0.066839122950
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-08-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DOMINICAN REPUBLIC
        254900EHU7Q8FGVPI369
        Dominican Republic International Bond
        25714PEP9
        
          
        
        6450000.00000000
        PA
        USD
        5623626.00000000
        0.127327973489
        Long
        DBT
        NUSS
        DO
        N
        
        2
        
          2029-02-22
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HIGHMARK INC
        549300B6868ZXXEB2Y57
        Highmark Inc
        431116AD4
        
          
        
        8000000.00000000
        PA
        USD
        7239440.00000000
        0.163912611613
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-10
          Fixed
          1.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TENET HEALTHCARE CORP
        0W9AIBT6U6ADJ2I8HK17
        Tenet Healthcare Corp
        88033GDN7
        
          
        
        8675000.00000000
        PA
        USD
        7370106.50000000
        0.166871112169
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-01-15
          Fixed
          4.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHERN CO
        549300FC3G3YU2FBZD92
        Southern Co/The
        842587DD6
        
          
        
        6096000.00000000
        PA
        USD
        6155801.76000000
        0.139377292035
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-08-01
          Fixed
          5.11000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Inflation Indexed Bonds
        912828Z37
        
          
        
        7302685.00000000
        PA
        USD
        6966784.35000000
        0.157739247421
        Long
        DBT
        UST
        US
        N
        
        1
        
          2030-01-15
          Fixed
          0.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC GAS & ELECTRIC
        1HNPXZSMMB7HMBMVBS46
        Pacific Gas and Electric Co
        694308JS7
        
          
        
        3318000.00000000
        PA
        USD
        3264547.02000000
        0.073914616017
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-10
          Fixed
          1.37000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Carvana Auto Receivables Trust
        N/A
        Carvana Auto Receivables Trust 2020-P1
        14687AAK4
        
          
        
        20000.00000000
        PA
        USD
        4078881.76000000
        0.092352469492
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-09-08
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46647PDA1
        
          
        
        2434000.00000000
        PA
        USD
        2396686.78000000
        0.054264858791
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-04-26
          Fixed
          4.32000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vector Group Ltd
        549300TUIF4WWN6NDN50
        Vector Group Ltd
        92240MBJ6
        
          
        
        14927000.00000000
        PA
        USD
        14085565.01000000
        0.318919936740
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-11-01
          Fixed
          10.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CRESTWOOD EQUITY PARTNER
        549300CUY0F1TYDLDL45
        Crestwood Equity Partners LP
        226344307
        
          
        
        653920.00000000
        NS
        USD
        5950672.00000000
        0.134732823032
        Long
        EP
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        HP INC
        WHKXQACZ14C5XRO8LW03
        HP Inc
        40434LAM7
        
          
        
        8704000.00000000
        PA
        USD
        8605122.56000000
        0.194833870031
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SILGAN HOLDINGS INC
        KAF673KJXD92C8KSLU49
        Silgan Holdings Inc
        827048AX7
        
          
        
        6169000.00000000
        PA
        USD
        5523290.77000000
        0.125056221864
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-01
          Fixed
          1.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALTRIA GROUP INC
        XSGZFLO9YTNO9VCQV219
        Altria Group Inc
        02209SBL6
        
          
        
        9890000.00000000
        PA
        USD
        7448159.00000000
        0.168638346806
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-02-04
          Fixed
          2.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage-Backed Securities Trust
        N/A
        GS Mortgage-Backed Securities Trust 2020-INV1
        36258KAQ1
        
          
        
        13234429.02000000
        PA
        USD
        1062105.28000000
        0.024047778592
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-10-25
          Variable
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANTARES HOLDINGS
        5493008EAIGV4283RM42
        Antares Holdings LP
        03666HAB7
        
          
        
        2750000.00000000
        PA
        USD
        2968267.50000000
        0.067206369262
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-05-18
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        JP Morgan Mortgage Trust 2020-LTV1
        46591NBW6
        
          
        
        2786345.67000000
        PA
        USD
        2589952.44000000
        0.058640705412
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-06-25
          Variable
          3.79000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANGLOGOLD HOLDINGS PLC
        213800745ZIXC4L6A131
        AngloGold Ashanti Holdings PLC
        03512TAF8
        
          
        
        15715000.00000000
        PA
        USD
        13356492.80000000
        0.302412564624
        Long
        DBT
        CORP
        IM
        
        N
        
        2
        
          2028-11-01
          Fixed
          3.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STILLWATER MINING CO
        6354007DPCY4ZN2MRR73
        Stillwater Mining Co
        86074QAP7
        
          
        
        9328000.00000000
        PA
        USD
        7748209.92000000
        0.175431984147
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-11-16
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bankers Healthcare Group Securitization Trust
        N/A
        BHG Securitization Trust 2021-A
        08861YAA4
        
          
        
        8125392.09000000
        PA
        USD
        7771039.03000000
        0.175948872061
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2033-11-17
          Fixed
          1.42000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Genesis Sales Finance Master Trust
        N/A
        Genesis Sales Finance Master Trust
        37186XAH8
        
          
        
        2300000.00000000
        PA
        USD
        2135434.31000000
        0.048349681008
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-09-22
          Fixed
          4.71000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRIGHTHOUSE FINANCIAL IN
        5493003T8SZSHOGGAW52
        Brighthouse Financial Inc
        10922NAG8
        
          
        
        3750000.00000000
        PA
        USD
        3644887.50000000
        0.082526138646
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-15
          Fixed
          5.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        POST HOLDINGS INC
        JM1I5YUAURL6DC8N1468
        Post Holdings Inc
        737446AQ7
        
          
        
        8247000.00000000
        PA
        USD
        6957581.55000000
        0.157530881169
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-15
          Fixed
          4.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIM Trust
        N/A
        CIM Trust 2020-J2
        12568PCJ0
        
          
        
        491000.00000000
        PA
        USD
        240072.25000000
        0.005435623400
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-01-25
          Variable
          2.76000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SBA Tower Trust
        N/A
        SBA Tower Trust
        78403DAM2
        
          
        
        763000.00000000
        PA
        USD
        756622.54000000
        0.017131156075
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-15
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GEORGIA POWER CO
        D981X4Z4RWS7PDMJUZ03
        Georgia Power Co
        373334KQ3
        
          
        
        12308000.00000000
        PA
        USD
        12364862.96000000
        0.279960463794
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-05-15
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HOLOGIC INC
        549300DYP6F5ZJL0LB74
        Hologic Inc
        436440AP6
        
          
        
        10357000.00000000
        PA
        USD
        8848917.23000000
        0.200353775032
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-15
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        First Republic Mortgage Trust
        N/A
        First Republic Mortgage Trust 2020-1
        33616LAU4
        
          
        
        1417051.34000000
        PA
        USD
        1140969.07000000
        0.025833382144
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-04-25
          Variable
          2.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Residential Mortgage Loan Trust
        N/A
        New Residential Mortgage Loan Trust 2020-NQM1
        64830VAF0
        
          
        
        1214000.00000000
        PA
        USD
        1060919.70000000
        0.024020935146
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2060-01-26
          Variable
          4.52000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Foundation Finance Trust
        549300MQ65NOVQXYNB21
        Foundation Finance Trust 2021-1
        35041LAD2
        
          
        
        2345000.00000000
        PA
        USD
        2144807.77000000
        0.048561911278
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2041-05-15
          Fixed
          4.96000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nelnet Student Loan Trust
        N/A
        Nelnet Student Loan Trust 2021-D
        64034YAA9
        
          
        
        5009501.93000000
        PA
        USD
        4911251.77000000
        0.111198670603
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2062-04-20
          Floating
          2.29000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        JP Morgan Mortgage Trust 2019-8
        46591KBW2
        
          
        
        3445716.61000000
        PA
        USD
        3116428.43000000
        0.070560971962
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-03-25
          Variable
          4.18000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Residential Advance Receivables Trust Advance
        549300RNWDDBV4LFKJ17
        NRZ Advance Receivables Trust 2015-ON1
        62942QCZ4
        
          
        
        5550000.00000000
        PA
        USD
        5313683.22000000
        0.120310368464
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2053-09-15
          Fixed
          2.86000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verus Securitization Trust
        N/A
        Verus Securitization Trust 2020-1
        92536PAG9
        
          
        
        1500000.00000000
        PA
        USD
        1342116.59000000
        0.030387686804
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2060-01-25
          Variable
          3.62000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMISION FEDERAL DE ELEC
        4469000001BFPONMPF32
        Comision Federal de Electricidad
        200447AH3
        
          
        
        10720000.00000000
        PA
        USD
        8222776.00000000
        0.186176926512
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2031-02-09
          Fixed
          3.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LOGMEIN INC
        549300D12V5KRBV00592
        LogMeIn Inc
        541056AA5
        
          
        
        7967000.00000000
        PA
        USD
        5452694.47000000
        0.123457807635
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-09-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONE GAS INC
        549300HXDWI0LATTX840
        ONE Gas Inc
        68235PAK4
        
          
        
        5588000.00000000
        PA
        USD
        5562295.20000000
        0.125939345142
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-11
          Floating
          2.33000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VMED O2 UK FINAN
        213800MRR46ECNGZ7L69
        Vmed O2 UK Financing I PLC
        92858RAB6
        
          
        
        1500000.00000000
        PA
        USD
        1231935.00000000
        0.027892997688
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2031-07-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Imperial Fund LLC
        N/A
        Imperial Fund Mortgage Trust 2021-NQM4
        45276JAF7
        
          
        
        2500000.00000000
        PA
        USD
        1734848.75000000
        0.039279777077
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2057-01-25
          Variable
          4.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Mortgage Loan Trust Inc
        N/A
        CITIGROUP MORTGAGE LOAN TRUST 2021-J1
        17329EBC0
        
          
        
        120901903.36000000
        PA
        USD
        602937.79000000
        0.013651485170
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-04-25
          Variable
          0.11000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        JP Morgan Mortgage Trust 2021-11
        46654KCH8
        
          
        
        2800853.84000000
        PA
        USD
        1093731.46000000
        0.024763846376
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-01-25
          Variable
          2.86000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMCAST HOLDINGS CORP
        N/A
        Comcast Holdings Corp
        200300507
        
          
        
        15486000.00000000
        PA
        USD
        9231049.74000000
        0.209005872114
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-10-15
          Fixed
          2.00000000
          N
          N
          N
          N
          N
          
            
              Comcast Corp
              Comcast Corp.
              USD
              
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        JP Morgan Mortgage Trust 2022-3
        46654UCW3
        
          
        
        2745121.68000000
        PA
        USD
        1748885.45000000
        0.039597590631
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-08-25
          Variable
          3.12000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INDONESIA GOVERNMENT
        529900FWX0GRR7WG5W79
        Indonesia Treasury Bond
        000000000
        
          
        
        36895000000.00000000
        PA
        
        2460269.30000000
        0.055704469715
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2038-05-15
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        City of Chicago IL
        T5UYO5SYLC8K73MJQX30
        CHICAGO IL
        167486M97
        
          
        
        1940000.00000000
        PA
        USD
        2048597.32000000
        0.046383551333
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2029-01-01
          Fixed
          7.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Avantor Funding, Inc.
        5493003VM0XB4U8YD238
        Avantor Funding, Inc. 2021 Term Loan B4
        05350NAK0
        
          
        
        4323499.76000000
        PA
        USD
        4292889.38000000
        0.097197947582
        Long
        LON
        CORP
        US
        N
        
        2
        
          2024-11-21
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DirecTV Financing, LLC
        N/A
        DirecTV Financing, LLC Term Loan
        25460HAB8
        
          
        
        9698000.00000000
        PA
        USD
        8901988.16000000
        0.201555386584
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-08-02
          Floating
          6.67000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROLEOS MEXICANOS
        549300CAZKPF4HKMPX17
        Petroleos Mexicanos
        71654QDJ8
        
          
        
        6500000.00000000
        PA
        USD
        5874570.00000000
        0.133009750865
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2029-06-02
          Fixed
          8.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BMW FINANCE NV
        5299006ZHG3IXU0PNJ56
        BMW Finance NV
        05600LAD8
        
          
        
        4000000.00000000
        PA
        USD
        3999680.00000000
        0.090559213753
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2022-08-12
          Floating
          2.19000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        USASF Receivables LLC
        549300P0OJXVYBPHN411
        US Auto Funding 2019-1 LLC
        90352VAC0
        
          
        
        171137.15000000
        PA
        USD
        171160.81000000
        0.003875357123
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2023-03-15
          Fixed
          5.34000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AXIS Equipment Finance Receivables LLC
        549300INEWFFGID70G60
        Amur Equipment Finance Receivables IX LLC
        03237KAG9
        
          
        
        8152000.00000000
        PA
        USD
        7483280.03000000
        0.169433543637
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2029-02-20
          Fixed
          6.09000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Videotron Ltd
        549300LW4GNJRBECSD81
        Videotron Ltd
        92660FAG9
        
          
        
        6000000.00000000
        PA
        USD
        5999700.00000000
        0.135842896121
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2024-06-15
          Fixed
          5.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Carvana Auto Receivables Trust
        N/A
        Carvana Auto Receivables Trust 2021-N4
        14687HAJ2
        
          
        
        11650.00000000
        PA
        USD
        3608538.57000000
        0.081703140176
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-09-12
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OWL ROCK CORE INCOME COR
        5493003I42XBWPE05N35
        OWL Rock Core Income Corp
        69120VAE1
        
          
        
        1910000.00000000
        PA
        USD
        1747573.60000000
        0.039567888229
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-08
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BWX TECHNOLOGIES INC
        549300NP85N265KWMS58
        BWX Technologies Inc
        05605HAC4
        
          
        
        12081000.00000000
        PA
        USD
        10704370.05000000
        0.242364223002
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-15
          Fixed
          4.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Mortgage Loan Trust Inc
        N/A
        Citigroup Mortgage Loan Trust 2021-J3
        17330BDQ0
        
          
        
        173000.00000000
        PA
        USD
        64996.03000000
        0.001471615072
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-09-25
          Variable
          2.86000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        Boeing Co/The
        097023DG7
        
          
        
        2832000.00000000
        PA
        USD
        2555795.04000000
        0.057867326720
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-04
          Fixed
          2.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Carvana Auto Receivables Trust
        N/A
        Carvana Auto Receivables Trust 2021-N2
        14686KAK3
        
          
        
        7000.00000000
        PA
        USD
        3109150.10000000
        0.070396178818
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-03-10
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRUST F/1401
        N/A
        Trust Fibra Uno
        898324AC2
        
          
        
        10784000.00000000
        PA
        USD
        10174811.84000000
        0.230374170014
        Long
        DBT
        
        MX
        N
        
        2
        
          2026-01-30
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US AIRWAYS 2012-1A PTT
        N/A
        US Airways 2012-1 Class A Pass Through Trust
        90345WAA2
        
          
        
        850523.57000000
        PA
        USD
        838156.96000000
        0.018977227003
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-10-01
          Fixed
          5.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHERN CO
        549300FC3G3YU2FBZD92
        Southern Co/The
        842587CV7
        
          
        
        6725000.00000000
        PA
        USD
        6441205.00000000
        0.145839282249
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-07-01
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MIZUHO FINANCIAL GROUP
        353800CI5L6DDAN5XZ33
        Mizuho Financial Group Inc
        60687YBC2
        
          
        
        2946000.00000000
        PA
        USD
        2908497.42000000
        0.065853078136
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2024-05-25
          Floating
          2.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OWL ROCK CAPITAL CORP
        2549000BD79OOCPF2L94
        Owl Rock Capital Corp
        69121KAF1
        
          
        
        833000.00000000
        PA
        USD
        693006.02000000
        0.015690775336
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-15
          Fixed
          2.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RELIANCE STAND LIFE II
        N/A
        Reliance Standard Life Global Funding II
        75951AAP3
        
          
        
        2900000.00000000
        PA
        USD
        2765469.00000000
        0.062614683749
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-07
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GKS7
        
          
        
        2535000.00000000
        PA
        USD
        2527547.10000000
        0.057227747745
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-25
          Fixed
          3.84000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        JP Morgan Mortgage Trust 2022-3
        46654UCX1
        
          
        
        1746533.94000000
        PA
        USD
        712646.10000000
        0.016135458461
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-08-25
          Variable
          3.12000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bankers Healthcare Group Securitization Trust
        N/A
        BHG Securitization Trust 2022-A
        054977AA1
        
          
        
        17390425.78000000
        PA
        USD
        16596241.38000000
        0.375765703916
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2035-02-20
          Fixed
          1.71000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sequoia Mortgage Trust
        N/A
        Sequoia Mortgage Trust 2018-7
        81747WEL7
        
          
        
        1802000.00000000
        PA
        USD
        1802000.00000000
        0.040800189811
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-09-25
          Variable
          4.26000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMPASS GROUP DIVERSIFIE
        549300I6PTUQPX21TE93
        Compass Group Diversified Holdings LLC
        20451RAB8
        
          
        
        9153000.00000000
        PA
        USD
        7582162.14000000
        0.171672394279
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Mortgage Loan Trust Inc
        N/A
        Citigroup Mortgage Loan Trust 2022-INV1
        17290FDZ9
        
          
        
        3449507.87000000
        PA
        USD
        1278342.43000000
        0.028943736841
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-11-27
          Variable
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ExteNet Systems
        N/A
        ExteNet LLC 2019-1
        30227XAA9
        
          
        
        5000000.00000000
        PA
        USD
        4799913.50000000
        0.108677792385
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2049-07-26
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays PLC
        213800LBQA1Y9L22JB70
        Barclays PLC
        06738EBC8
        
          
        
        2500000.00000000
        PA
        USD
        2497575.00000000
        0.056549131003
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2024-05-16
          Floating
          2.79000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage-Backed Securities Trust
        N/A
        GS Mortgage-Backed Securities Corp Trust 2020-PJ3
        36258WAX0
        
          
        
        7889503.15000000
        PA
        USD
        128161.82000000
        0.002901790556
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-10-25
          Variable
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Mortgage Loan Trust Inc
        N/A
        Citigroup Mortgage Loan Trust 2020-EXP1
        17328JAG2
        
          
        
        770600.00000000
        PA
        USD
        619994.09000000
        0.014037667343
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2060-05-25
          Variable
          4.47000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46647PCS3
        
          
        
        2000000.00000000
        PA
        USD
        1938960.00000000
        0.043901185369
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-12-10
          Floating
          2.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC GAS & ELECTRIC
        1HNPXZSMMB7HMBMVBS46
        Pacific Gas and Electric Co
        694308JE8
        
          
        
        0.00000000
        PA
        USD
        0.00000000
        0.000000
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-06-16
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Baidu Inc
        254900AL64IANZYI1E02
        Baidu Inc
        056752AM0
        
          
        
        1424000.00000000
        PA
        USD
        1434480.64000000
        0.032478958042
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2024-05-14
          Fixed
          4.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VIRGIN MEDIA SECURED FIN
        213800X3RLP4NOTPY579
        Virgin Media Secured Finance PLC
        92769XAP0
        
          
        
        1800000.00000000
        PA
        USD
        1612710.00000000
        0.036514358551
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2029-05-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        First Republic Mortgage Trust
        N/A
        First Republic Mortgage Trust 2020-1
        33616LAF7
        
          
        
        133943879.39000000
        PA
        USD
        2643449.43000000
        0.059851963651
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-04-25
          Variable
          1.24000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arbor Realty Collateralized Loan Obligation Ltd
        N/A
        Arbor Realty Commercial Real Estate Notes 2022-FL1 Ltd
        03880XAA4
        
          
        
        20000000.00000000
        PA
        USD
        19499230.00000000
        0.441494053925
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2037-01-15
          Floating
          2.23000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        METALLOINVEST FINANCE
        635400ZS3HCCUYTNHA25
        Metalloinvest Finance DAC
        59126LAB4
        
          
        
        7500000.00000000
        PA
        USD
        1863525.00000000
        0.042193215159
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2028-10-22
          Fixed
          3.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Mortgage Loan Trust Inc
        N/A
        CITIGROUP MORTGAGE LOAN TRUST 2021-J1
        17329EBX4
        
          
        
        375000.00000000
        PA
        USD
        150734.25000000
        0.003412866820
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-04-25
          Variable
          2.61000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oportun Funding LLC
        N/A
        Oportun Funding 2022-1 LLC
        68377X109
        
          
        
        11000.00000000
        PA
        USD
        6280122.36000000
        0.142192111168
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2029-06-15
          Variable
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Affirm Inc
        N/A
        Affirm Asset Securitization Trust 2021-Z2
        00834TAA6
        
          
        
        1992534.94000000
        PA
        USD
        1939789.91000000
        0.043919975872
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-11-16
          Fixed
          1.17000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        31359GP34
        
          
        
        209.21000000
        PA
        USD
        212.83000000
        0.000004818814
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-03-25
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Diamond Infrastructure Funding LLC
        N/A
        Diamond Infrastructure Funding LLC
        25265LAA8
        
          
        
        15300000.00000000
        PA
        USD
        13139067.78000000
        0.297489711080
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2049-04-15
          Fixed
          1.76000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        California Health Facilities Financing Authority
        5493007RI8BUDOGHZ546
        CALIFORNIA ST HLTH FACS FING AUTH REVENUE
        13033LLT2
        
          
        
        1610000.00000000
        PA
        USD
        1616634.81000000
        0.036603222587
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2026-02-01
          Fixed
          7.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Consumer Loan Underlying Bond Credit Trust
        N/A
        CONSUMER LOAN UNDERLYING BOND CLUB CERTIFICATE ISSUER TRUST I SERIES 2019-HP1
        21055MAC5
        
          
        
        5000000.00000000
        PA
        USD
        5003475.95000000
        0.113286774959
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-12-15
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Foursight Capital Automobile Receivables Trust
        N/A
        Foursight Capital Automobile Receivables Trust 2020-1
        35105FAG1
        
          
        
        1100000.00000000
        PA
        USD
        1082672.94000000
        0.024513463626
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-04-15
          Fixed
          3.49000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INDONESIA GOVERNMENT
        529900FWX0GRR7WG5W79
        Indonesia Treasury Bond
        000000000
        
          
        
        44090000000.00000000
        PA
        
        2955028.85000000
        0.066906624848
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2040-04-15
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SCIENCE APPLICATIONS INT
        549300LZPNZIXQGZPZ48
        Science Applications International Corp
        808625AA5
        
          
        
        15749000.00000000
        PA
        USD
        14687044.93000000
        0.332538413380
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-04-01
          Fixed
          4.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pagaya AI Debt Selection Trust
        N/A
        Pagaya AI Debt Selection Trust 2021-HG1
        69547PAA7
        
          
        
        4236644.94000000
        PA
        USD
        4040960.54000000
        0.091493871837
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2029-01-16
          Fixed
          1.22000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LendingClub Receivables Trust
        N/A
        LendingClub Receivables Trust Series 2020-6
        52606PAA1
        
          
        
        1149540.68000000
        PA
        USD
        1143614.80000000
        0.025893285744
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2047-11-15
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Residential Mortgage Loan Trust
        N/A
        New Residential Mortgage Loan Trust 2018-1
        64830GAB2
        
          
        
        931221.38000000
        PA
        USD
        905591.00000000
        0.020504042559
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2057-12-25
          Variable
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNIVERSAL HEALTH SVCS
        549300YGMGQDO0NMJD09
        Universal Health Services Inc
        913903AV2
        
          
        
        4646000.00000000
        PA
        USD
        3702536.78000000
        0.083831411435
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-10-15
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Flagship Credit Auto Trust
        N/A
        Flagship Credit Auto Trust 2022-1
        33845VAJ0
        
          
        
        6120000.00000000
        PA
        USD
        5496932.78000000
        0.124459434408
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2029-06-15
          Fixed
          5.37000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MIDWEST CONNECTOR CAPIT
        N/A
        Midwest Connector Capital Co LLC
        59833CAC6
        
          
        
        5487000.00000000
        PA
        USD
        5180112.09000000
        0.117286102394
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-01
          Fixed
          4.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LendingPoint Asset Securitization Trust
        N/A
        Lendingpoint 2021-A Asset Securitization Trust
        52607FAD6
        
          
        
        9000000.00000000
        PA
        USD
        8460634.50000000
        0.191562427038
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-12-15
          Fixed
          5.73000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HYUNDAI CAPITAL SERVICES
        549300MALMDAGL2ZJJ27
        Hyundai Capital Services Inc
        44920UAP3
        
          
        
        830000.00000000
        PA
        USD
        746734.40000000
        0.016907272618
        Long
        DBT
        CORP
        KR
        N
        
        2
        
          2026-02-08
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sequoia Mortgage Trust
        N/A
        Sequoia Mortgage Trust 2015-4
        81746MCE8
        
          
        
        1686000.00000000
        PA
        USD
        1502730.64000000
        0.034024248250
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2030-11-25
          Variable
          3.14000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGIZER HOLDINGS INC
        5493000D6NN0V57UME20
        Energizer Holdings Inc
        29272WAC3
        
          
        
        8110000.00000000
        PA
        USD
        6450450.70000000
        0.146048619827
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARLES SCHWAB CORP
        549300VSGCJ7E698NM85
        Charles Schwab Corp/The
        808513BZ7
        
          
        
        20000000.00000000
        PA
        USD
        19674200.00000000
        0.445455657261
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-03
          Floating
          2.43000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967MZ1
        
          
        
        6750000.00000000
        PA
        USD
        6392587.50000000
        0.144738503543
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-09
          Floating
          2.22000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOCIETE GENERALE
        O2RNE8IBXP4R0TD8PU41
        Societe Generale SA
        83368RBF8
        
          
        
        2600000.00000000
        PA
        USD
        2513030.00000000
        0.056899057159
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2026-01-21
          Floating
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oportun Funding LLC
        N/A
        Oportun Funding 2020-1 LLC
        68377AAB5
        
          
        
        4720277.99000000
        PA
        USD
        4715594.01000000
        0.106768662975
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-05-15
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage-Backed Securities Trust
        N/A
        GS Mortgage-Backed Securities Trust 2020-INV1
        36258KBT4
        
          
        
        14746607.48000000
        PA
        USD
        261761.13000000
        0.005926694666
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-10-25
          Variable
          0.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Flagship Credit Auto Trust
        N/A
        Flagship Credit Auto Trust 2019-1
        33844RAJ0
        
          
        
        2500000.00000000
        PA
        USD
        2452611.25000000
        0.055531079097
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-06-15
          Fixed
          5.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Carvana Auto Receivables Trust
        N/A
        Carvana Auto Receivables Trust
        14687TAJ6
        
          
        
        7500.00000000
        PA
        USD
        3233370.00000000
        0.073208717941
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-05-10
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Avant Credit Card Master Trust
        N/A
        Avant Credit Card Master Trust
        05351KAA7
        
          
        
        3000000.00000000
        PA
        USD
        2740141.50000000
        0.062041228251
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-04-15
          Fixed
          1.37000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        CSMC 2021-AFC1 Trust
        12657LAG9
        
          
        
        146228.00000000
        PA
        USD
        127734.40000000
        0.002892113077
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2056-03-25
          Variable
          4.37000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arroyo Mortgage Trust
        N/A
        Arroyo Mortgage Trust 2021-1R
        042853AA9
        
          
        
        4026709.49000000
        PA
        USD
        3719123.25000000
        0.084206955899
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-10-25
          Variable
          1.18000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUNOCO LP/FINANCE CORP
        N/A
        Sunoco LP / Sunoco Finance Corp
        86765LAN7
        
          
        
        10000000.00000000
        PA
        USD
        9191200.00000000
        0.208103609652
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-15
          Fixed
          5.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage-Backed Securities Trust
        N/A
        GS Mortgage-Backed Securities Trust 2020-INV1
        36258KBU1
        
          
        
        68164504.58000000
        PA
        USD
        556467.75000000
        0.012599328426
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-10-25
          Variable
          0.19000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arivo Acceptance Auto Loan Receivables Trust
        N/A
        Arivo Acceptance Auto Loan Receivables Trust 2019-1
        04046LAA9
        
          
        
        146261.41000000
        PA
        USD
        146237.28000000
        0.003311048158
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-07-15
          Fixed
          2.99000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SMB Private Education Loan Trust
        N/A
        SMB Private Education Loan Trust 2021-D
        78449MAB2
        
          
        
        3492805.72000000
        PA
        USD
        3433451.18000000
        0.077738878941
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2053-03-17
          Floating
          1.92000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SMB Private Education Loan Trust
        N/A
        SMB Private Education Loan Trust 2021-A
        78448YAG6
        
          
        
        2742.00000000
        PA
        USD
        7828468.95000000
        0.177249178186
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2053-01-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mosaic Solar Loans LLC
        N/A
        Mosaic Solar Loan Trust 2021-1
        61947DAE9
        
          
        
        6661832.74000000
        PA
        USD
        2658737.45000000
        0.060198109111
        Long
        ABS-O
        CORP
        US
        N
        
        3
        
          2046-12-20
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SG Capital Partners
        N/A
        SG Residential Mortgage Trust 2021-2
        78432YAA7
        
          
        
        7365165.51000000
        PA
        USD
        6381318.30000000
        0.144483350658
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2061-12-25
          Variable
          1.74000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GALAXY PIPELINE ASSETS
        549300L82YB0C6JQIC26
        Galaxy Pipeline Assets Bidco Ltd
        36321PAB6
        
          
        
        6630000.00000000
        PA
        USD
        5372421.60000000
        0.121640300236
        Long
        DBT
        CORP
        JE
        
        N
        
        2
        
          2036-03-31
          Fixed
          2.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SERVICE PROPERTIES TRUST
        529900IS770AG1K9QG27
        Service Properties Trust
        44106MAV4
        
          
        
        700000.00000000
        PA
        USD
        539147.00000000
        0.012207158677
        Long
        DBT
        
        US
        N
        
        2
        
          2026-02-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oportun Funding LLC
        N/A
        Oportun Funding 2022-1 LLC
        68377XAA7
        
          
        
        10097980.23000000
        PA
        USD
        9943333.90000000
        0.225133135669
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2029-06-15
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Carvana Auto Receivables Trust
        N/A
        Carvana Auto Receivables Trust 2022-P1
        14688DAM3
        
          
        
        24000.00000000
        PA
        USD
        8748117.60000000
        0.198071508641
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2029-01-10
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Flagstar Mortgage Trust
        N/A
        Flagstar Mortgage Trust 2020-2
        33851KBZ8
        
          
        
        211167.56000000
        PA
        USD
        170601.21000000
        0.003862686875
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-08-25
          Variable
          3.68000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRANSDIGM INC
        88Q84GB3X55CF5OC7582
        TransDigm Inc
        893647BK2
        
          
        
        5600000.00000000
        PA
        USD
        5672856.00000000
        0.128442620184
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-12-15
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PUGET ENERGY INC
        SYBSJ96YIDMIUY7WDR33
        Puget Energy Inc
        745310AN2
        
          
        
        3655000.00000000
        PA
        USD
        3364866.10000000
        0.076186001980
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-03-15
          Fixed
          4.22000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, NA - CACLN
        N/A
        JPMorgan Chase Bank NA - CACLN
        46591HAT7
        
          
        
        1847128.49000000
        PA
        USD
        2172404.12000000
        0.049186737204
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-01-25
          Fixed
          33.78000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Genpact International, Inc.
        5493002XVGANFBD1UO48
        Genpact International, Inc. 2018 Term Loan
        37244NAJ6
        
          
        
        4850746.26000000
        PA
        USD
        4814365.66000000
        0.109005012624
        Long
        LON
        CORP
        US
        N
        
        2
        
          2023-08-09
          Floating
          3.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Mortgage Backed Securities Trust
        N/A
        Wells Fargo Mortgage Backed Securities 2021-INV1 Trust
        95003KBN1
        
          
        
        1052613.58000000
        PA
        USD
        385202.57000000
        0.008721608197
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-08-25
          Variable
          3.32000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oportun Funding LLC
        N/A
        Oportun Issuance Trust 2022-A
        68378NAA8
        
          
        
        10588000.00000000
        PA
        USD
        10478146.32000000
        0.237242152456
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2031-06-09
          Fixed
          5.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MFRA Trust
        N/A
        MFA 2021-INV2 Trust
        552732AA7
        
          
        
        10493177.04000000
        PA
        USD
        9496069.19000000
        0.215006340406
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2056-11-25
          Variable
          1.91000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aqua Finance Trust
        N/A
        Aqua Finance Trust 2019-A
        038370AD4
        
          
        
        18900000.00000000
        PA
        USD
        18160380.44000000
        0.411180337956
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2040-07-16
          Fixed
          6.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOCIETE GENERALE
        O2RNE8IBXP4R0TD8PU41
        Societe Generale SA
        83368RAT9
        
          
        
        2000000.00000000
        PA
        USD
        1980620.00000000
        0.044844435041
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2024-03-28
          Fixed
          3.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHERN CAL EDISON
        9R1Z5I36FERIBVKW4P77
        Southern California Edison Co
        842400HH9
        
          
        
        8857000.00000000
        PA
        USD
        8588278.62000000
        0.194452496031
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-08-01
          Fixed
          0.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HYUNDAI CAPITAL AMERICA
        549300RIPPWJB5Z0FK07
        Hyundai Capital America
        44891ABY2
        
          
        
        7143000.00000000
        PA
        USD
        6639061.35000000
        0.150319069505
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-09-17
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TELENET FINANCE LUX NOTE
        2138007RI9GLJPCC3E25
        Telenet Finance Luxembourg Notes Sarl
        000000000
        
          
        
        14200000.00000000
        PA
        USD
        12339516.00000000
        0.279386567691
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2028-03-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        JP Morgan Mortgage Trust
        46647HAK0
        
          
        
        1630300.00000000
        PA
        USD
        1377903.23000000
        0.031197954120
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2046-12-25
          Variable
          2.52000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Marlette Funding Trust
        N/A
        Marlette Funding Trust 2019-4
        57110AAC8
        
          
        
        4800000.00000000
        PA
        USD
        4729310.93000000
        0.107079236193
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2029-12-17
          Fixed
          3.76000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONSTELLATION BRANDS INC
        5493005GKEG8QCVY7037
        Constellation Brands Inc
        21036PBK3
        
          
        
        3194000.00000000
        PA
        USD
        3172057.22000000
        0.071820497596
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-09
          Fixed
          4.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KYNDRYL HOLDINGS INC
        549300LQ4LWX2R8ZV130
        Kyndryl Holdings Inc
        50155QAA8
        
          
        
        3968000.00000000
        PA
        USD
        3355459.84000000
        0.075973029065
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-10-15
          Fixed
          2.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SG Capital Partners
        N/A
        SG Residential Mortgage Trust 2019-3
        78432BAA7
        
          
        
        250515.81000000
        PA
        USD
        247008.39000000
        0.005592668810
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2059-09-25
          Variable
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CENTENE CORP
        549300Z7JJ4TQSQGT333
        Centene Corp
        15135BAV3
        
          
        
        10647000.00000000
        PA
        USD
        9029507.76000000
        0.204442636243
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-15
          Fixed
          3.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC HOLDINGS PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC Holdings PLC
        404280DE6
        
          
        
        2600000.00000000
        PA
        USD
        2559310.00000000
        0.057946911090
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2025-12-09
          Fixed
          4.18000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STILLWATER MINING CO
        6354007DPCY4ZN2MRR73
        Stillwater Mining Co
        86074QAQ5
        
          
        
        3050000.00000000
        PA
        USD
        2400014.50000000
        0.054340203745
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-11-16
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - SCRT
        N/A
        Seasoned Credit Risk Transfer Trust Series 2020-2
        35563PQP7
        
          
        
        3488908.97000000
        PA
        USD
        3293014.06000000
        0.074559155770
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2059-11-25
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INFOR INC
        549300Q3IIYBYI4RHD64
        Infor Inc
        45674CAA1
        
          
        
        2250000.00000000
        PA
        USD
        2081025.00000000
        0.047117766371
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-15
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        T-Mobile USA Inc
        87264ABV6
        
          
        
        10090000.00000000
        PA
        USD
        8830768.00000000
        0.199942847158
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-15
          Fixed
          3.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Mortgage Loan Trust Inc
        N/A
        Citigroup Mortgage Loan Trust 2022-INV1
        17290FDX4
        
          
        
        1368301.48000000
        PA
        USD
        948073.24000000
        0.021465909071
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-11-27
          Variable
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OWL ROCK TECHNOLOGY FINA
        254900G5EZJSOD3UKL16
        Owl Rock Technology Finance Corp
        691205AC2
        
          
        
        6409000.00000000
        PA
        USD
        6062273.10000000
        0.137259652146
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-12-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arivo Acceptance Auto Loan Receivables Trust
        N/A
        Arivo Acceptance Auto Loan Receivables Trust 2021-1
        04047AAE4
        
          
        
        900000.00000000
        PA
        USD
        870801.26000000
        0.019716346668
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-03-15
          Fixed
          3.77000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ACC Auto Trust
        N/A
        ACC Auto Trust 2021-A
        00108XAA6
        
          
        
        3297572.39000000
        PA
        USD
        3229955.21000000
        0.073131401581
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-04-15
          Fixed
          1.08000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mosaic Solar Loans LLC
        N/A
        Mosaic Solar Loan Trust 2020-2
        61946PAD5
        
          
        
        1110199.34000000
        PA
        USD
        1070567.49000000
        0.024239376691
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2046-08-20
          Fixed
          5.42000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CENTERPOINT ENERGY INC
        21TPXMRRHFKOBHDC8J74
        CenterPoint Energy Inc
        15189TAZ0
        
          
        
        2500000.00000000
        PA
        USD
        2440150.00000000
        0.055248936275
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-05-13
          Floating
          1.87000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38150AGZ2
        
          
        
        5092000.00000000
        PA
        USD
        4877830.48000000
        0.110441958630
        Long
        SN
        CORP
        US
        N
        
        2
        
          2024-07-16
          Fixed
          0.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LendingPoint Asset Securitization Trust
        N/A
        Lendingpoint 2022-A Asset Securitization Trust
        52605AAE7
        
          
        
        6000000.00000000
        PA
        USD
        5632590.60000000
        0.127530946509
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2029-06-15
          Fixed
          7.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MITSUBISHI UFJ FIN GRP
        353800V2V8PUY9TK3E06
        Mitsubishi UFJ Financial Group Inc
        606822CF9
        
          
        
        9714000.00000000
        PA
        USD
        9582181.02000000
        0.216956051288
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2026-04-17
          Fixed
          3.84000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WIPRO IT SERVICE
        549300S6XZZ65F0EJS98
        Wipro IT Services LLC
        97654MAA4
        
          
        
        3953000.00000000
        PA
        USD
        3549596.35000000
        0.080368593137
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-06-23
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOSTON GAS COMPANY
        FN7P4E7K9JOBORDEUX61
        Boston Gas Co
        100743AM5
        
          
        
        6140000.00000000
        PA
        USD
        5687420.60000000
        0.128772386246
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-03-16
          Fixed
          3.76000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        JP Morgan Mortgage Trust 2020-4
        46652FBT6
        
          
        
        2308878.86000000
        PA
        USD
        34640.80000000
        0.000784323648
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-11-25
          Variable
          0.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEXTERA ENERGY CAPITAL
        UMI46YPGBLUE4VGNNT48
        NextEra Energy Capital Holdings Inc
        65339KCJ7
        
          
        
        1580000.00000000
        PA
        USD
        1618662.60000000
        0.036649135027
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-07-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPCM SA
        969500F7036FEDYPRV54
        SPCM SA
        7846ELAD9
        
          
        
        8405000.00000000
        PA
        USD
        7092054.95000000
        0.160575576088
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2027-03-15
          Fixed
          3.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AgriBank FCB
        I0JS1G88CFNZT8P31C22
        AgriBank FCB
        00850L203
        
          
        
        40000.00000000
        NS
        USD
        4020000.00000000
        0.091019291365
        Long
        EP
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        SPECTRUM BRANDS INC
        549300VU3EH2E73C1Q04
        Spectrum Brands Inc
        84762LAW5
        
          
        
        5705000.00000000
        PA
        USD
        5171639.55000000
        0.117094270408
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-07-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        JP Morgan Mortgage Trust
        46647HAL8
        
          
        
        1235596.39000000
        PA
        USD
        841583.05000000
        0.019054799213
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2046-12-25
          Variable
          2.52000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aqua Finance Trust
        N/A
        Aqua Finance Trust 2020-A
        038413AA8
        
          
        
        1733656.95000000
        PA
        USD
        1659825.61000000
        0.037581132043
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2046-07-17
          Fixed
          1.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LPL HOLDINGS INC
        549300Z5YF8CCRMYUL26
        LPL Holdings Inc
        50212YAF1
        
          
        
        5085000.00000000
        PA
        USD
        4350166.65000000
        0.098494797464
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-05-15
          Fixed
          4.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Mortgage Loan Trust Inc
        N/A
        Citigroup Mortgage Loan Trust 2021-J2
        17329MDW6
        
          
        
        1247350.00000000
        PA
        USD
        313033.96000000
        0.007087594331
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-07-25
          Variable
          2.77000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Mortgage Loan Trust Inc
        N/A
        Citigroup Mortgage Loan Trust 2021-J2
        17329MBF5
        
          
        
        38588310.94000000
        PA
        USD
        366102.74000000
        0.008289157204
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-07-25
          Variable
          0.18000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VMWARE INC
        549300BUDHS3LRWBE814
        VMware Inc
        928563AD7
        
          
        
        4040000.00000000
        PA
        USD
        4057574.00000000
        0.091870027399
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GoTo Group, Inc.
        549300D12V5KRBV00592
        GoTo Group, Inc. Term Loan B
        54142KAD3
        
          
        
        5335150.00000000
        PA
        USD
        4041376.13000000
        0.091503281466
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-08-31
          Floating
          6.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Mortgage Backed Securities Trust
        N/A
        Wells Fargo Mortgage Backed Securities 2021-INV1 Trust
        95003KBM3
        
          
        
        1359033.80000000
        PA
        USD
        895794.08000000
        0.020282224470
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-08-25
          Variable
          3.32000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NVENT FINANCE SARL
        549300KO1OQ4MVFB6X02
        nVent Finance Sarl
        67078AAE3
        
          
        
        4097000.00000000
        PA
        USD
        3328075.04000000
        0.075352992973
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2031-11-15
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        Energy Transfer LP
        29273RBA6
        
          
        
        1200000.00000000
        PA
        USD
        845400.00000000
        0.019141221124
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2066-11-01
          Floating
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dext ABS
        N/A
        Dext ABS 2021-1 LLC
        23345CAA7
        
          
        
        4937388.49000000
        PA
        USD
        4759358.26000000
        0.107759556264
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-02-15
          Fixed
          1.12000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        JP Morgan Mortgage Trust 2020-4
        46652FCD0
        
          
        
        1332359.72000000
        PA
        USD
        1101516.95000000
        0.024940122441
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-11-25
          Variable
          3.66000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM CRP / CAYMN FI
        N/A
        Broadcom Corp / Broadcom Cayman Finance Ltd
        11134LAH2
        
          
        
        4975000.00000000
        PA
        USD
        4795949.75000000
        0.108588046684
        Long
        DBT
        CORP
        XX
        
        N
        
        2
        
          2027-01-15
          Fixed
          3.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ORACLE CORP
        1Z4GXXU7ZHVWFCD8TV52
        Oracle Corp
        68389XCC7
        
          
        
        4565000.00000000
        PA
        USD
        4088824.85000000
        0.092577597106
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-25
          Fixed
          1.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANTANDER HOLDINGS USA
        549300SMVCQN2P0O6I58
        Santander Holdings USA Inc
        80282KAZ9
        
          
        
        1815000.00000000
        PA
        USD
        1701834.75000000
        0.038532286807
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-10-05
          Fixed
          3.24000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Residential Advance Receivables Trust Advance
        549300RNWDDBV4LFKJ17
        NRZ Advance Receivables Trust 2015-ON1
        62942QCY7
        
          
        
        3000000.00000000
        PA
        USD
        2861137.20000000
        0.064780766279
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2053-09-15
          Fixed
          2.17000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Residential Mortgage Loan Trust
        N/A
        New Residential Mortgage Loan Trust 2022-NQM3
        64831QAA1
        
          
        
        20087974.31000000
        PA
        USD
        19834201.73000000
        0.449078354794
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2062-04-25
          Variable
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Flagstar Mortgage Trust
        N/A
        Flagstar Mortgage Trust 2021-13INV
        33853HBG5
        
          
        
        4197743.54000000
        PA
        USD
        2020466.32000000
        0.045746620068
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-12-30
          Variable
          3.37000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VORNADO REALTY LP
        549300BMOJ05INE4YK86
        Vornado Realty LP
        929043AK3
        
          
        
        1151000.00000000
        PA
        USD
        1024182.82000000
        0.023189152862
        Long
        DBT
        
        US
        N
        
        2
        
          2026-06-01
          Fixed
          2.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Upstart Securitization Trust
        N/A
        Upstart Securitization Trust 2021-3
        91679L102
        
          
        
        7165.00000000
        PA
        USD
        2677418.63000000
        0.060621081192
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2031-07-20
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Mortgage Loan Trust Inc
        N/A
        Citigroup Mortgage Loan Trust 2022-J1
        17330CCW6
        
          
        
        1404735.00000000
        PA
        USD
        343580.34000000
        0.007779213700
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-02-25
          Variable
          2.91000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        JP Morgan Mortgage Trust 2020-4
        46652FBD1
        
          
        
        2159512.57000000
        PA
        USD
        165726.61000000
        0.003752318060
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-11-25
          Floating
          4.24000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        West Contra Costa Unified School District
        N/A
        W CONTRA COSTA CA UNIF SCH DIST
        9523472N1
        
          
        
        980000.00000000
        PA
        USD
        859714.80000000
        0.019465331311
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2032-08-01
          Fixed
          2.61000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NISSAN MOTOR ACCEPTANCE
        7D6DIU2QXTUJRFNNJA49
        Nissan Motor Acceptance Co LLC
        654740BE8
        
          
        
        460000.00000000
        PA
        USD
        459659.60000000
        0.010407435587
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-09-28
          Floating
          2.92000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GCAT
        N/A
        GCAT 2021-CM1 Trust
        36168AAA7
        
          
        
        4898308.91000000
        PA
        USD
        4728159.29000000
        0.107053161204
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2065-04-25
          Variable
          1.47000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANTANDER HOLDINGS USA
        549300SMVCQN2P0O6I58
        Santander Holdings USA Inc
        80282KBB1
        
          
        
        1185000.00000000
        PA
        USD
        1142588.85000000
        0.025870056579
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-02
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Darling Ingredients Inc
        L1N0SPPKS7EXZYUMZ898
        Darling Ingredients Inc
        237266AH4
        
          
        
        3700000.00000000
        PA
        USD
        3587927.00000000
        0.081236460948
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SEAWORLD PARKS & ENTERTA
        549300UZV72O3371JJ53
        SeaWorld Parks & Entertainment Inc
        81282UAC6
        
          
        
        11405000.00000000
        PA
        USD
        11808508.90000000
        0.267363709494
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-01
          Fixed
          8.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PRKCM Trust
        N/A
        PRKCM 2021-AFC1 Trust
        69357TAA8
        
          
        
        5166376.64000000
        PA
        USD
        4541751.37000000
        0.102832584889
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2056-08-25
          Variable
          1.51000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SLM Student Loan Trust
        549300GQO6PBOYVGSS10
        SLM Student Loan Trust 2011-2
        78446JAB2
        
          
        
        4445355.74000000
        PA
        USD
        4426997.75000000
        0.100234377632
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2034-10-25
          Floating
          2.82000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Flagstar Mortgage Trust
        N/A
        Flagstar Mortgage Trust 2017-1
        33850BAT4
        
          
        
        355903.22000000
        PA
        USD
        328513.76000000
        0.007438081999
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-03-25
          Variable
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SBA TOWER TRUST
        N/A
        SBA Tower Trust
        78403DAT7
        
          
        
        13500000.00000000
        PA
        USD
        12076200.90000000
        0.273424688634
        Long
        DBT
        
        US
        N
        
        2
        
          2026-11-15
          Fixed
          1.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VONTIER CORP
        549300VVSQLG4P5K4639
        Vontier Corp
        928881AB7
        
          
        
        1533000.00000000
        PA
        USD
        1341957.54000000
        0.030384085655
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-01
          Fixed
          1.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN TOWER CORP
        5493006ORUSIL88JOE18
        American Tower Corp
        03027XBR0
        
          
        
        1842000.00000000
        PA
        USD
        1611621.06000000
        0.036489703191
        Long
        DBT
        
        US
        N
        
        2
        
          2026-09-15
          Fixed
          1.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VISTRA OPERATIONS CO LLC
        549300ZH5GKBTJZ7NM23
        Vistra Operations Co LLC
        92840VAK8
        
          
        
        12188000.00000000
        PA
        USD
        12125231.80000000
        0.274534827383
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-05-13
          Fixed
          4.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Proper Pass-Thru Trust II
        549300HCI5NYJ9JJET80
        Prosper Pass-Thru Trust II Series 2019-St1
        74360MAB6
        
          
        
        13363728.00000000
        PA
        USD
        381008.57000000
        0.008626649265
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-07-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARLES RIVER LABORATORI
        549300BSQ0R4UZ5KX287
        Charles River Laboratories International Inc
        159864AE7
        
          
        
        4480000.00000000
        PA
        USD
        4028729.60000000
        0.091216943606
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-05-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Residential Advance Receivables Trust Advance
        N/A
        New Residential Advance Receivables Trust Advance Receivables Backed 2020-T1
        62942QCS0
        
          
        
        3000000.00000000
        PA
        USD
        2873931.00000000
        0.065070438570
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2053-08-15
          Fixed
          1.82000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FAIRFAX FINL HLDGS LTD
        GLS7OQD0WOEDI8YAP031
        Fairfax Financial Holdings Ltd
        303901BJ0
        
          
        
        1520000.00000000
        PA
        USD
        1315134.40000000
        0.029776766452
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2031-03-03
          Fixed
          3.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Navient Student Loan Trust
        N/A
        Navient Private Education Refi Loan Trust 2019-D
        63941CAC7
        
          
        
        4411236.41000000
        PA
        USD
        4368944.61000000
        0.098919960800
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2059-12-15
          Floating
          2.37000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN AIRLINES 2013-2
        N/A
        American Airlines 2013-2 Class A Pass Through Trust
        02377UAB0
        
          
        
        4118866.73000000
        PA
        USD
        4020055.12000000
        0.091020539371
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-01-15
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Upstart Securitization Trust
        549300MM4LHW6AKJUZ51
        Upstart Securitization Trust 2018-2
        91678V101
        
          
        
        84500.00000000
        PA
        USD
        4175740.32000000
        0.094545503695
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-12-22
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUMMIT MIDSTREAM PARTNER
        N/A
        Summit Midstream Partners LP
        866142AA0
        
          
        
        2114000.00000000
        PA
        USD
        1505337.12000000
        0.034083263166
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-12-15
          Fixed
          9.50000000
          N
          Y
          N
        
        
          N
          N
          N
        
      
      
        Onslow Bay Financial LLC
        N/A
        OBX 2021-NQM2 Trust
        670857AA9
        
          
        
        6889803.60000000
        PA
        USD
        6149302.60000000
        0.139230140558
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2061-05-25
          Variable
          1.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARRY CALLEBAUT SVCS NV
        213800R1F1EJYM4ICO85
        Barry Callebaut Services NV
        000000000
        
          
        
        13052000.00000000
        PA
        USD
        13099509.28000000
        0.296594042762
        Long
        DBT
        CORP
        BE
        N
        
        2
        
          2023-06-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHNGE Mortgage Trust 2022-2
        N/A
        CHNGE Mortgage Trust 2022-2
        12546YAD3
        
          
        
        7015000.00000000
        PA
        USD
        5932485.19000000
        0.134321044286
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2067-03-25
          Variable
          4.66000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPIRIT AEROSYSTEMS INC
        ZD2NBKV6GCC3UMGBM518
        Spirit AeroSystems Inc
        85205TAL4
        
          
        
        7817000.00000000
        PA
        USD
        7304908.33000000
        0.165394920320
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-15
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        QORVO INC
        254900YAUJV2EUEVBR11
        Qorvo Inc
        74736KAH4
        
          
        
        7992000.00000000
        PA
        USD
        7034798.16000000
        0.159279189906
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-10-15
          Fixed
          4.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Mortgage Loan Trust Inc
        N/A
        Citigroup Mortgage Loan Trust 2021-J3
        17330BBK5
        
          
        
        130206672.10000000
        PA
        USD
        1579250.68000000
        0.035756785518
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-09-25
          Variable
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Preston Ridge Partners Mortgage Trust
        N/A
        PRPM 2022-INV1 Trust
        69377EAC3
        
          
        
        10078000.00000000
        PA
        USD
        9372563.18000000
        0.212209964906
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2067-04-25
          Variable
          4.44000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SKOPOS AUTO RECEIVABLES TRUST
        N/A
        Skopos Auto Receivables Trust 2019-1
        83085DAD7
        
          
        
        2650000.00000000
        PA
        USD
        2600358.35000000
        0.058876312018
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-04-15
          Fixed
          5.24000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OWL ROCK TECHNOLOGY FINA
        254900G5EZJSOD3UKL16
        Owl Rock Technology Finance Corp
        691205AE8
        
          
        
        3540000.00000000
        PA
        USD
        3199664.40000000
        0.072445568730
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-17
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SMB Private Education Loan Trust
        N/A
        SMB Private Education Loan Trust 2022-A
        78450FAF4
        
          
        
        6000000.00000000
        PA
        USD
        5604863.58000000
        0.126903162003
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2054-11-16
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTINGHOUSE AIR BRAKE
        06BTX5UWZD0GQ5N5Y745
        Westinghouse Air Brake Technologies Corp
        960386AN0
        
          
        
        3854000.00000000
        PA
        USD
        3845829.52000000
        0.087075790453
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-15
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS GROUP AG
        549300SZJ9VS8SGXAN81
        UBS Group AG
        902613AH1
        
          
        
        2679000.00000000
        PA
        USD
        2339785.02000000
        0.052976511061
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2027-08-10
          Fixed
          1.49000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROLEOS MEXICANOS
        549300CAZKPF4HKMPX17
        Petroleos Mexicanos
        71654QDE9
        
          
        
        2802000.00000000
        PA
        USD
        2039071.44000000
        0.046167870028
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2031-01-28
          Fixed
          5.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Onslow Bay Financial LLC
        N/A
        Onslow Bay Mortgage Loan Trust
        67115DAA0
        
          
        
        18134385.94000000
        PA
        USD
        15801186.29000000
        0.357764372849
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2061-10-25
          Variable
          1.96000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GRAPHIC PACKAGING INTERN
        SO75N4VY5NXGQSK8YQ65
        Graphic Packaging International LLC
        38869PAL8
        
          
        
        8160000.00000000
        PA
        USD
        8162366.40000000
        0.184809155621
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-11-15
          Fixed
          4.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Mortgage Loan Trust Inc
        N/A
        Citigroup Mortgage Loan Trust 2022-J1
        17330CBC1
        
          
        
        322912543.32000000
        PA
        USD
        2336627.45000000
        0.052905018578
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-02-25
          Variable
          0.16000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Petroleos Mexicanos
        549300CAZKPF4HKMPX17
        Petroleos Mexicanos
        71654QCP5
        
          
        
        4118000.00000000
        PA
        USD
        3311036.72000000
        0.074967217895
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2029-01-23
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AES ANDRES BV
        7245003VZ59682IZLJ86
        AES Andres BV
        00109YAA3
        
          
        
        8167000.00000000
        PA
        USD
        6995117.17000000
        0.158380748217
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2028-05-04
          Fixed
          5.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Imperial Fund LLC
        N/A
        Imperial Fund Mortgage Trust 2021-NQM3
        452762AF4
        
          
        
        5408000.00000000
        PA
        USD
        3814431.67000000
        0.086364892429
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2056-11-25
          Variable
          4.18000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIM Trust
        N/A
        CIM Trust 2020-J1
        12559YBN4
        
          
        
        20037484.45000000
        PA
        USD
        140915.61000000
        0.003190556956
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-06-25
          Variable
          0.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CFG Investments Limited
        549300C3OD89QRWQ1Y92
        CFG Investments Ltd
        12528GAF9
        
          
        
        1560000.00000000
        PA
        USD
        1480777.12000000
        0.033527185107
        Long
        ABS-O
        CORP
        US
        
        N
        
        2
        
          2032-05-20
          Fixed
          7.48000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM CRP / CAYMN FI
        N/A
        Broadcom Corp / Broadcom Cayman Finance Ltd
        11134LAR0
        
          
        
        1628000.00000000
        PA
        USD
        1507609.40000000
        0.034134711254
        Long
        DBT
        CORP
        XX
        
        N
        
        2
        
          2028-01-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MOTOROLA SOLUTIONS INC
        6S552MUG6KGJVEBSEC55
        Motorola Solutions Inc
        620076BW8
        
          
        
        15242000.00000000
        PA
        USD
        15365765.04000000
        0.347905732645
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-06-01
          Fixed
          5.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vista Point Securitization Trust
        N/A
        Vista Point Securitization Trust 2020-1
        92838WAE4
        
          
        
        2625000.00000000
        PA
        USD
        2565705.71000000
        0.058091720292
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2065-03-25
          Variable
          5.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        JP Morgan Mortgage Trust 2020-4
        46652FBQ2
        
          
        
        36159958.16000000
        PA
        USD
        77740.29000000
        0.001760165698
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-11-25
          Variable
          0.11000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Santander Consumer Auto Receivables Trust
        N/A
        Santander Consumer Auto Receivables Trust 2021-A
        80282YAJ5
        
          
        
        3000000.00000000
        PA
        USD
        2916945.00000000
        0.066044344988
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-08-15
          Fixed
          5.79000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRIGHTHSE FIN GLBL FUND
        549300BLFX3KJ2IFOA78
        Brighthouse Financial Global Funding
        10921U2B3
        
          
        
        2307000.00000000
        PA
        USD
        2289905.13000000
        0.051847149807
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-04-12
          Floating
          1.56000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS
        R0MUWSFPU8MPRO8K5P83
        BNP Paribas SA
        09659W2R4
        
          
        
        1350000.00000000
        PA
        USD
        1130787.00000000
        0.025602843638
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2029-09-15
          Fixed
          2.16000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46647PCZ7
        
          
        
        1896000.00000000
        PA
        USD
        1878594.72000000
        0.042534417954
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-26
          Fixed
          4.08000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ACC Trust
        N/A
        ACC Trust 2019-2
        00108GAC9
        
          
        
        1900000.00000000
        PA
        USD
        1890762.20000000
        0.042809909349
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-10-21
          Fixed
          5.24000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SK Telecom Co Ltd
        9884003WEA1PHW006037
        SK Telecom Co Ltd
        78440PAE8
        
          
        
        3000000.00000000
        PA
        USD
        3005790.00000000
        0.068055939252
        Long
        DBT
        CORP
        KR
        N
        
        2
        
          2023-04-16
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tenet Healthcare Corp
        0W9AIBT6U6ADJ2I8HK17
        Tenet Healthcare Corp
        88033GCS7
        
          
        
        3656000.00000000
        PA
        USD
        3512721.36000000
        0.079533683819
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-07-15
          Fixed
          4.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FAIRFAX FINL HLDGS LTD
        GLS7OQD0WOEDI8YAP031
        Fairfax Financial Holdings Ltd
        303901BB7
        
          
        
        1105000.00000000
        PA
        USD
        1098149.00000000
        0.024863866615
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2028-04-17
          Fixed
          4.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GJX8
        
          
        
        1707000.00000000
        PA
        USD
        1675932.60000000
        0.037945820305
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-05-28
          Floating
          1.94000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PHOSAGRO(PHOS BOND FUND)
        635400F8A3KGJIIBIK95
        Phosagro OAO Via Phosagro Bond Funding DAC
        71922LAB5
        
          
        
        11250000.00000000
        PA
        USD
        3370275.00000000
        0.076308468211
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2023-04-24
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TELEDYNE TECHNOLOGIES IN
        549300VSMO9KYQWDND94
        Teledyne Technologies Inc
        879360AD7
        
          
        
        4423000.00000000
        PA
        USD
        3832839.11000000
        0.086781666594
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-04-01
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TENET HEALTHCARE CORP
        0W9AIBT6U6ADJ2I8HK17
        Tenet Healthcare Corp
        88033GDP2
        
          
        
        4500000.00000000
        PA
        USD
        4218300.00000000
        0.095509123574
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-15
          Fixed
          6.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARCHES BUYER INC
        2549009ADY4208OH2Y47
        Arches Buyer Inc
        039524AA1
        
          
        
        14649000.00000000
        PA
        USD
        11955488.37000000
        0.270691562032
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK NY
        7LTWFZYICNSX8D621K86
        Deutsche Bank AG/New York NY
        251526BS7
        
          
        
        2800000.00000000
        PA
        USD
        2796920.00000000
        0.063326785175
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2023-02-27
          Floating
          2.78000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CCO HLDGS LLC/CAP CORP
        N/A
        CCO Holdings LLC / CCO Holdings Capital Corp
        1248EPCK7
        
          
        
        6548000.00000000
        PA
        USD
        5377152.12000000
        0.121747406848
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac Whole Loan Securities Trust
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Whole Loan Securities Trust
        3137G1BM8
        
          
        
        451809.04000000
        PA
        USD
        441168.35000000
        0.009988763828
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-12-25
          Variable
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Trimble Inc
        549300E2MI7NSZFQWS19
        Trimble Inc
        896239AA8
        
          
        
        6525000.00000000
        PA
        USD
        6551687.25000000
        0.148340778792
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-12-01
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Marlette Funding Trust
        N/A
        Marlette Funding Trust 2021-3
        57108Q103
        
          
        
        15892.00000000
        PA
        USD
        5416615.10000000
        0.122640912438
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2031-12-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CarNow Auto Receivables Trust
        N/A
        CarNow Auto Receivables Trust 2021-2
        14369HAA6
        
          
        
        1277338.07000000
        PA
        USD
        1273677.77000000
        0.028838121406
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2023-09-15
          Fixed
          0.73000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PTC Inc
        54930050SSMU8SKDJ030
        PTC Inc
        69370CAB6
        
          
        
        14847000.00000000
        PA
        USD
        14119497.00000000
        0.319688211786
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-15
          Fixed
          3.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OPEN TEXT CORP
        549300HP7ONDQODZJV16
        Open Text Corp
        683715AC0
        
          
        
        7761000.00000000
        PA
        USD
        6894329.13000000
        0.156098744242
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2028-02-15
          Fixed
          3.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38141GYH1
        
          
        
        3687000.00000000
        PA
        USD
        3492252.66000000
        0.079070239398
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-09-10
          Floating
          2.26000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Entergy Texas Inc
        LWXX58X12AJXISQ28573
        Entergy Texas Inc
        29365TAF1
        
          
        
        3000000.00000000
        PA
        USD
        2856300.00000000
        0.064671244260
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-12-01
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goodgreen Trust
        N/A
        Goodgreen 2021-1 Trust
        38217UAA0
        
          
        
        12300950.37000000
        PA
        USD
        11129420.16000000
        0.251988043849
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2056-10-15
          Fixed
          2.66000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        JP Morgan Mortgage Trust 2021-11
        46654KCG0
        
          
        
        2395647.80000000
        PA
        USD
        1449875.99000000
        0.032827533626
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-01-25
          Variable
          3.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LendingPoint Asset Securitization Trust
        N/A
        LendingPoint 2020-REV1 Asset Securitization Trust
        52606YAC8
        
          
        
        4000000.00000000
        PA
        USD
        3969777.60000000
        0.089882175132
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-10-15
          Fixed
          7.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bankers Healthcare Group Securitization Trust
        N/A
        BHG Securitization Trust 2021-B
        08862BAA3
        
          
        
        4180379.96000000
        PA
        USD
        3970789.00000000
        0.089905074861
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2034-10-17
          Fixed
          0.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SK HYNIX INC
        988400XAIK6XISWQV045
        SK Hynix Inc
        78392BAC1
        
          
        
        2812000.00000000
        PA
        USD
        2220102.12000000
        0.050266696945
        Long
        DBT
        CORP
        KR
        N
        
        2
        
          2031-01-19
          Fixed
          2.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALLIANT ENERGY FINANCE
        54930033ER6EOI5DL570
        Alliant Energy Finance LLC
        01882YAC0
        
          
        
        1500000.00000000
        PA
        USD
        1332465.00000000
        0.030169159221
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-15
          Fixed
          1.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aqua Finance Trust
        N/A
        Aqua Finance Trust 2019-A
        038370AA0
        
          
        
        1537080.96000000
        PA
        USD
        1487784.71000000
        0.033685848261
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2040-07-16
          Fixed
          3.14000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Carvana Auto Receivables Trust
        N/A
        Carvana Auto Receivables Trust 2021-N3
        14687GAA3
        
          
        
        562934.12000000
        PA
        USD
        551465.64000000
        0.012486072578
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-06-12
          Fixed
          0.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Flagstar Mortgage Trust
        N/A
        Flagstar Mortgage Trust 2021-13INV
        33853HBF7
        
          
        
        481599.39000000
        PA
        USD
        315299.27000000
        0.007138884607
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-12-30
          Variable
          3.37000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        First Republic Mortgage Trust
        N/A
        First Republic Mortgage Trust 2020-1
        33616LAW0
        
          
        
        470000.00000000
        PA
        USD
        216344.65000000
        0.004898392222
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-04-25
          Variable
          2.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DXC TECHNOLOGY CO
        549300DOVZ3EDJB7O259
        DXC Technology Co
        23355LAM8
        
          
        
        11657000.00000000
        PA
        USD
        10007417.93000000
        0.226584101589
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-15
          Fixed
          2.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GJR1
        
          
        
        9500000.00000000
        PA
        USD
        8936745.00000000
        0.202342337566
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-22
          Fixed
          0.98000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arroyo Mortgage Trust
        N/A
        Arroyo Mortgage Trust 2019-3
        04285AAA3
        
          
        
        2118779.71000000
        PA
        USD
        2006971.70000000
        0.045441080080
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-10-25
          Variable
          2.96000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Mortgage Loan Trust Inc
        N/A
        Citigroup Mortgage Loan Trust 2020-EXP1
        17328JAF4
        
          
        
        1180900.00000000
        PA
        USD
        971164.13000000
        0.021988724107
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2060-05-25
          Variable
          4.47000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        F&G GLOBAL FUNDING
        6354009CCUKJIZ7KFX73
        F&G Global Funding
        30321L2D3
        
          
        
        4467000.00000000
        PA
        USD
        3978086.85000000
        0.090070309969
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-11
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Flagship Credit Auto Trust
        N/A
        Flagship Credit Auto Trust 2019-4
        33845F106
        
          
        
        8000.00000000
        PA
        USD
        1235492.96000000
        0.027973555648
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-03-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Prestige Auto Receivables Trust
        549300L40MNGIY25DE37
        Prestige Auto Receivables Trust 2018-1
        74114NAN7
        
          
        
        2625000.00000000
        PA
        USD
        2629189.37000000
        0.059529092866
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-01-15
          Fixed
          5.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137BP7A1
        
          
        
        33981684.78000000
        PA
        USD
        1126887.38000000
        0.025514549944
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-03-25
          Variable
          1.19000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        JP Morgan Mortgage Trust 2022-2
        46655DCR1
        
          
        
        3346294.19000000
        PA
        USD
        2131011.16000000
        0.048249533750
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-08-25
          Variable
          3.14000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Diamond Issuer LLC
        N/A
        Diamond Issuer
        25267TAN1
        
          
        
        10983000.00000000
        PA
        USD
        9651880.17000000
        0.218534152592
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2051-11-20
          Fixed
          2.31000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC HOLDINGS PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC Holdings PLC
        404280CJ6
        
          
        
        3750000.00000000
        PA
        USD
        3440025.00000000
        0.077887720841
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-04-18
          Fixed
          1.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        B2W DIGITAL LUX SARL
        222100KMO43GQ28M6N31
        B2W Digital Lux Sarl
        05609AAA9
        
          
        
        2000000.00000000
        PA
        USD
        1516120.00000000
        0.034327404981
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2030-12-20
          Fixed
          4.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CoBank ACB
        P0J8I7M2E0A77CKF1705
        CoBank ACB
        19075Q805
        
          
        
        50000.00000000
        NS
        USD
        5007500.00000000
        0.113377885948
        Long
        EP
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        CROWN CASTLE INTL CORP
        54930012H97VSM0I2R19
        Crown Castle International Corp
        22822VAY7
        
          
        
        1886000.00000000
        PA
        USD
        1548292.84000000
        0.035055850030
        Long
        DBT
        
        US
        N
        
        2
        
          2031-07-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Upstart Securitization Trust
        N/A
        Upstart Securitization Trust 2021-4
        91682NAA1
        
          
        
        3628377.14000000
        PA
        USD
        3522708.06000000
        0.079759798833
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2031-09-20
          Fixed
          0.84000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bankers Healthcare Group Securitization Trust
        N/A
        BHG Securitization Trust 2021-A
        08861YAC0
        
          
        
        2200000.00000000
        PA
        USD
        2027903.28000000
        0.045915004851
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2033-11-17
          Fixed
          3.69000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays Mortgage Loan Trust
        N/A
        Barclays Mortgage Loan Trust 2022-INV1
        06744YAC7
        
          
        
        17152814.95000000
        PA
        USD
        16455517.00000000
        0.372579476716
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2062-02-25
          Variable
          4.53000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRISTATE INSURED CASH SWEEP
        N/A
        TRISTATE INSURED CASH SWEEP
        000000000
        
          
        
        19888442.89000000
        PA
        USD
        19888442.89000000
        0.450306462243
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-10-01
          Variable
          1.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mission Lane Credit Card Master Trust
        N/A
        Mission Lane Credit Card Master Trust
        60510MAA6
        
          
        
        13599000.00000000
        PA
        USD
        13096235.45000000
        0.296519917965
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-09-15
          Fixed
          1.59000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mello Mortgage Capital Acceptance Trust
        N/A
        Mello Mortgage Capital Acceptance 2021-INV3
        585491BQ5
        
          
        
        131824341.94000000
        PA
        USD
        1111727.41000000
        0.025171303743
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-10-25
          Variable
          0.17000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38141GYR9
        
          
        
        2692000.00000000
        PA
        USD
        2584966.08000000
        0.058527806170
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-21
          Floating
          1.87000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SBA TOWER TRUST
        N/A
        SBA Tower Trust
        78403DAV2
        
          
        
        3400000.00000000
        PA
        USD
        3029303.78000000
        0.068588329200
        Long
        DBT
        
        US
        N
        
        2
        
          2027-04-15
          Fixed
          1.84000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HYUNDAI CAPITAL SERVICES
        549300MALMDAGL2ZJJ27
        Hyundai Capital Services Inc
        44920UAM0
        
          
        
        971000.00000000
        PA
        USD
        973165.33000000
        0.022034034507
        Long
        DBT
        CORP
        KR
        N
        
        2
        
          2023-03-05
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ACC Trust
        N/A
        ACC Trust 2021-1
        00091KAA3
        
          
        
        321926.27000000
        PA
        USD
        321471.48000000
        0.007278633408
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2023-11-20
          Fixed
          0.74000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Foundation Finance Trust
        549300QVJKB4ZVR88F06
        Foundation Finance Trust 2020-1
        35041KAA0
        
          
        
        1724741.70000000
        PA
        USD
        1695822.73000000
        0.038396164966
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2040-07-16
          Fixed
          3.54000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        City of Detroit MI
        549300BQRJP7MKKHOY28
        DETROIT MI
        2510935J5
        
          
        
        275000.00000000
        PA
        USD
        267517.80000000
        0.006057034971
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2024-04-01
          Fixed
          2.19000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BLACK HILLS CORP
        3MGELCRSTNSAMJ962671
        Black Hills Corp
        092113AU3
        
          
        
        8226000.00000000
        PA
        USD
        7705458.72000000
        0.174464027946
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-08-23
          Fixed
          1.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Mortgage Loan Trust Inc
        N/A
        Citigroup Mortgage Loan Trust 2021-J2
        17329MDV8
        
          
        
        623000.00000000
        PA
        USD
        287693.64000000
        0.006513848567
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-07-25
          Variable
          2.77000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ellington Financial Mortgage Trust
        N/A
        Ellington Financial Mortgage Trust 2022-1
        31573CAF2
        
          
        
        6901000.00000000
        PA
        USD
        4746645.82000000
        0.107471726094
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2067-01-25
          Variable
          3.89000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GAZPROM PJSC (GAZ FN)
        213800UNP9N6BPNYMQ45
        Gazprom PJSC via Gaz Finance PLC
        000000000
        
          
        
        16000000.00000000
        PA
        USD
        4339680.00000000
        0.098257362774
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2031-07-14
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pagaya AI Debt Selection Trust
        N/A
        Pagaya AI Debt Trust 2022-1
        69546MAA5
        
          
        
        14042584.14000000
        PA
        USD
        13567124.43000000
        0.307181604848
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2029-10-15
          Fixed
          2.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        College Ave Student Loans
        N/A
        College Ave Student Loans 2021-C LLC
        19424WAA5
        
          
        
        6452110.83000000
        PA
        USD
        6287925.90000000
        0.142368795915
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2055-07-26
          Floating
          2.52000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mello Mortgage Capital Acceptance Trust
        N/A
        Mello Mortgage Capital Acceptance 2021-INV3
        585491BY8
        
          
        
        450053.68000000
        PA
        USD
        294568.37000000
        0.006669503556
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-10-25
          Variable
          3.22000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RELIANCE STAND LIFE II
        N/A
        Reliance Standard Life Global Funding II
        75951AAQ1
        
          
        
        4000000.00000000
        PA
        USD
        3527080.00000000
        0.079858786614
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-09-28
          Fixed
          1.51000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SLM Student Loan Trust
        N/A
        SLM Student Loan Trust 2012-1
        78446WAC1
        
          
        
        1938351.85000000
        PA
        USD
        1874058.37000000
        0.042431707665
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-09-25
          Floating
          2.57000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        JP Morgan Mortgage Trust 2020-4
        46652FBS8
        
          
        
        1000394.19000000
        PA
        USD
        96480.22000000
        0.002184467973
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-11-25
          Variable
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CPS Auto Trust
        N/A
        CPS Auto Receivables Trust 2018-C
        12655CAE6
        
          
        
        2000000.00000000
        PA
        USD
        2013257.22000000
        0.045583394403
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-09-15
          Fixed
          6.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Commonbond Student Loan Trust
        549300O1CSZVJJTIR319
        Commonbond Student Loan Trust 2018-C-GS
        20267XAA1
        
          
        
        579589.69000000
        PA
        USD
        569053.39000000
        0.012884287638
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2046-02-25
          Fixed
          3.87000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SLM Student Loan Trust
        N/A
        SLM Student Loan Trust 2013-6
        78448CAG4
        
          
        
        2101749.80000000
        PA
        USD
        2017135.50000000
        0.045671204925
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-06-26
          Floating
          2.27000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROYALTY PHARMA PLC
        549300FGFN7VOK8BZR03
        Royalty Pharma PLC
        78081BAH6
        
          
        
        4086000.00000000
        PA
        USD
        3660729.12000000
        0.082884818503
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2025-09-02
          Fixed
          1.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIDELITY NATL FINANCIAL
        549300CAZYIH39SYQ287
        Fidelity National Financial Inc
        31620RAJ4
        
          
        
        5137000.00000000
        PA
        USD
        4501861.32000000
        0.101929409744
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-15
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, NA - CACLN
        N/A
        JPMorgan Chase Bank NA - CACLN
        48128U2S7
        
          
        
        3950000.00000000
        PA
        USD
        3728508.89000000
        0.084419461945
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-12-26
          Fixed
          8.48000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAGALLANES INC
        549300DXR29GD4N0A520
        Magallanes Inc
        55903VAC7
        
          
        
        1800000.00000000
        PA
        USD
        1764648.00000000
        0.039954480216
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-15
          Fixed
          3.43000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANTARES HOLDINGS
        5493008EAIGV4283RM42
        Antares Holdings LP
        03666HAA9
        
          
        
        4400000.00000000
        PA
        USD
        4441492.00000000
        0.100562550857
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-08-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BLACKSTONE PRIVATE CRE
        549300ORP3TTCNXSYO43
        Blackstone Private Credit Fund
        09261HAJ6
        
          
        
        1397000.00000000
        PA
        USD
        1185731.69000000
        0.026846880142
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-15
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MACQUARIE BANK LTD
        4ZHCHI4KYZG2WVRT8631
        Macquarie Bank Ltd
        556079AC5
        
          
        
        2800000.00000000
        PA
        USD
        2450644.00000000
        0.055486537380
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2030-06-03
          Fixed
          3.62000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United Auto Credit Securitization Trust
        N/A
        United Auto Credit Securitization Trust 2020-1
        90945BAL8
        
          
        
        3205000.00000000
        PA
        USD
        3223759.51000000
        0.072991120928
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-01-12
          Fixed
          9.08000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OWL ROCK CORE INCOME COR
        5493003I42XBWPE05N35
        OWL Rock Core Income Corp
        69120VAA9
        
          
        
        7087000.00000000
        PA
        USD
        6113175.33000000
        0.138412160828
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-09-23
          Fixed
          3.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENEL FINANCE INTL NV
        0YQH6LCEF474UTUV4B96
        Enel Finance International NV
        29278GAW8
        
          
        
        6400000.00000000
        PA
        USD
        6291968.00000000
        0.142460315586
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2027-06-15
          Fixed
          4.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        National Collegiate Student Loan Trust
        635400VQIBXGEB9ZUC59
        National Collegiate Student Loan Trust 2007-2
        63543LAD7
        
          
        
        2952272.14000000
        PA
        USD
        2735055.17000000
        0.061926065527
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2033-01-25
          Floating
          1.91000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC HOLDINGS PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC Holdings PLC
        404280CX5
        
          
        
        1350000.00000000
        PA
        USD
        1202823.00000000
        0.027233854999
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2027-11-22
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lendbuzz Securitization Trust
        N/A
        Lendbuzz Securitization Trust 2021-1
        52607BAA1
        
          
        
        5968587.58000000
        PA
        USD
        5746702.77000000
        0.130114630302
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-06-15
          Fixed
          1.46000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freedom Financial
        N/A
        Freed ABS Trust 2020-1CP
        35635BAA2
        
          
        
        0.02000000
        PA
        USD
        0.02000000
        0.000000000452
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-03-20
          Fixed
          0.66000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQUITABLE FINANCIAL LIFE
        635400B4JJBON4TCHF02
        Equitable Financial Life Global Funding
        29449WAB3
        
          
        
        4620000.00000000
        PA
        USD
        4014087.00000000
        0.090885411497
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-08-27
          Fixed
          1.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        JP Morgan Mortgage Trust 2022-2
        46655DCE0
        
          
        
        230486681.62000000
        PA
        USD
        1364803.84000000
        0.030901362778
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-08-25
          Variable
          0.14000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Amur Equipment Finance Receivables LLC
        549300LUWIM31186Z163
        Amur Equipment Finance Receivables VIII LLC
        03237PAE3
        
          
        
        2237612.78000000
        PA
        USD
        2195761.81000000
        0.049715593023
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-01-20
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LendingPoint Asset Securitization Trust
        N/A
        Lendingpoint 2022-B Asset Securitization Trust
        52606WAA6
        
          
        
        4946000.00000000
        PA
        USD
        4917924.43000000
        0.111349750400
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2029-10-15
          Fixed
          4.77000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chase Mortgage Finance Corporation
        N/A
        Chase Home Lending Mortgage Trust 2019-1
        16159WCB8
        
          
        
        492140.42000000
        PA
        USD
        363416.81000000
        0.008228343412
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-03-25
          Variable
          1.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Residential AP Advance Receivables Trust
        N/A
        New Residential Advance Receivables Trust Advance Receivables Backed Notes
        64831JAA7
        
          
        
        21560000.00000000
        PA
        USD
        21154536.17000000
        0.478972858549
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2052-12-16
          Fixed
          1.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SCF Equipment Trust Llc
        N/A
        SCF Equipment Leasing 2019-2 LLC
        784034AD2
        
          
        
        7300000.00000000
        PA
        USD
        6957725.48000000
        0.157534139977
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-06-21
          Fixed
          3.11000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967MW8
        
          
        
        3971000.00000000
        PA
        USD
        3868627.62000000
        0.087591976251
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-01
          Floating
          1.79000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KEHE DISTRIBUTORS LLC/FI
        N/A
        KeHE Distributors LLC / KeHE Finance Corp
        487526AB1
        
          
        
        3074000.00000000
        PA
        USD
        3074153.70000000
        0.069603803811
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-10-15
          Fixed
          8.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FLORIDA GAS TRANSMISSION
        549300Q0UQF87NXNOC32
        Florida Gas Transmission Co LLC
        340711AV2
        
          
        
        4765000.00000000
        PA
        USD
        4766143.60000000
        0.107913187318
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-07-15
          Fixed
          3.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Amur Equipment Finance Receivables VII LLC
        5493008OAETJ1UTO4Q72
        Amur Equipment Finance Receivables VII LLC
        03237MAB6
        
          
        
        318608.01000000
        PA
        USD
        318130.09000000
        0.007202978943
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-06-20
          Fixed
          2.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ACCO BRANDS CORP
        JCT8P4Y190IH4I1NX328
        ACCO Brands Corp
        00081TAK4
        
          
        
        12736000.00000000
        PA
        USD
        10455364.48000000
        0.236726334811
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MIDLAND COGEN VENTURE
        A7EF7IZXZY5NPHMMPV49
        Midland Cogeneration Venture LP
        59748TAA7
        
          
        
        418145.24000000
        PA
        USD
        408226.83000000
        0.009242914622
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Capital One NA
        207ALC1P1YM0OVDV0K75
        Capital One NA
        14042RHB0
        
          
        
        2326000.00000000
        PA
        USD
        2326302.38000000
        0.052671242321
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-08-08
          Floating
          2.19000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        321 Henderson Receivables LLC
        N/A
        321 Henderson Receivables I LLC
        88576NAE8
        
          
        
        841340.74000000
        PA
        USD
        817292.18000000
        0.018504814692
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2041-09-15
          Floating
          1.52000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SG Capital Partners
        N/A
        SG Residential Mortgage Trust 2019-3
        78432BAJ8
        
          
        
        17397541.61000000
        PA
        USD
        56801.23000000
        0.001286071567
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2059-09-25
          Variable
          0.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AUTOMATION TOOLING SYSTE
        5493005KP4RP3IU7HQ41
        ATS Automation Tooling Systems Inc
        001940AC9
        
          
        
        9620000.00000000
        PA
        USD
        8120626.80000000
        0.183864103677
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2028-12-15
          Fixed
          4.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CLEVELAND-CLIFFS INC
        549300TM2WLI2BJMDD86
        Cleveland-Cliffs Inc
        185899AG6
        
          
        
        16150000.00000000
        PA
        USD
        16027744.50000000
        0.362894016563
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Mortgage Loan Trust Inc
        N/A
        CITIGROUP MORTGAGE LOAN TRUST 2021-J1
        17329EBY2
        
          
        
        616000.00000000
        PA
        USD
        224629.08000000
        0.005085965094
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-04-25
          Variable
          2.61000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN TOWER CORP
        5493006ORUSIL88JOE18
        American Tower Corp
        03027XBW9
        
          
        
        1546000.00000000
        PA
        USD
        1408359.62000000
        0.031887535970
        Long
        DBT
        
        US
        N
        
        2
        
          2032-03-15
          Fixed
          4.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CPS Auto Trust
        N/A
        CPS Auto Receivables Trust 2018-B
        12595PAE0
        
          
        
        3500000.00000000
        PA
        USD
        3517894.21000000
        0.079650805496
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-12-16
          Fixed
          5.61000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Flagstar Mortgage Trust
        N/A
        Flagstar Mortgage Trust 2018-3
        33851JAV1
        
          
        
        5442285.30000000
        PA
        USD
        4906741.13000000
        0.111096542430
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-05-25
          Variable
          4.48000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALEXANDER FUNDING TRUST
        N/A
        Alexander Funding Trust
        014621AA4
        
          
        
        18263000.00000000
        PA
        USD
        17435320.84000000
        0.394763817809
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-11-15
          Fixed
          1.84000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Imperial Fund LLC
        N/A
        Imperial Fund Mortgage Trust 2022-NQM2
        45276PAF3
        
          
        
        15600000.00000000
        PA
        USD
        12221827.80000000
        0.276721916804
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2067-03-25
          Variable
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46647PCX2
        
          
        
        7590000.00000000
        PA
        USD
        7345602.00000000
        0.166316290720
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-24
          Floating
          2.21000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HYUNDAI CAPITAL AMERICA
        549300RIPPWJB5Z0FK07
        Hyundai Capital America
        44891ABG1
        
          
        
        2750000.00000000
        PA
        USD
        2532200.00000000
        0.057333096914
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-10
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        JP Morgan Mortgage Trust 2020-7
        46591XCL7
        
          
        
        441321.58000000
        PA
        USD
        284487.55000000
        0.006441257513
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-01-25
          Variable
          3.53000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARDAGH METAL PACKAGING
        N/A
        Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC
        03969YAA6
        
          
        
        16310000.00000000
        PA
        USD
        13983215.40000000
        0.316602576299
        Long
        DBT
        CORP
        XX
        
        N
        
        2
        
          2028-09-01
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Solarcity LMC Series LLC
        54930080F5ME65CO1C91
        SolarCity LMC Series I LLC
        83417BAA6
        
          
        
        1348962.76000000
        PA
        USD
        1304971.74000000
        0.029546667419
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2038-11-20
          Fixed
          4.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Springcastle SPV
        N/A
        SpringCastle America Funding LLC
        85022WAP9
        
          
        
        5260218.00000000
        PA
        USD
        5242537.41000000
        0.118699512442
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2037-09-25
          Fixed
          1.97000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verus Securitization Trust
        N/A
        Verus Securitization Trust 2020-INV1
        92537TAH8
        
          
        
        1416000.00000000
        PA
        USD
        1370094.13000000
        0.031021143486
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2060-03-25
          Variable
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac Whole Loan Securities Trust
        N/A
        Freddie Mac Whole Loan Securities Trust 2017-SC02
        3137G1BY2
        
          
        
        188799.19000000
        PA
        USD
        186295.13000000
        0.004218022566
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-05-25
          Variable
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ODBRCHT OFFSHRE DRLL FIN
        549300L7LF2PIRAWID66
        Odebrecht Offshore Drilling Finance Ltd
        67576GAD9
        
          
        
        2560981.00000000
        PA
        USD
        633612.31000000
        0.014346005835
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2026-12-01
          Fixed
          7.72000000
          N
          N
          Y
        
        
          N
          N
          N
        
      
      
        BRITISH AIR 20-1 A PTT
        N/A
        British Airways 2020-1 Class A Pass Through Trust
        11044MAA4
        
          
        
        1040817.17000000
        PA
        USD
        991825.91000000
        0.022456540170
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2032-11-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ODEBRECHT OIL & FINANCE
        N/A
        Odebrecht Oil & Gas Finance Ltd
        67576JAB7
        
          
        
        304899.00000000
        PA
        USD
        1314.11000000
        0.000029753572
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2022-08-01
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMPASS MINERALS INTERNA
        2549008X9G8XP7YJGC47
        Compass Minerals International Inc
        20451NAE1
        
          
        
        3575000.00000000
        PA
        USD
        3333079.75000000
        0.075466307689
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-07-15
          Fixed
          4.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Carvana Auto Receivables Trust
        N/A
        Carvana Auto Receivables Trust 2021-N1
        14687D102
        
          
        
        16371.00000000
        PA
        USD
        4902913.14000000
        0.111009870555
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-01-10
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        JP Morgan Mortgage Trust 2022-3
        46654UCY9
        
          
        
        1505760.00000000
        PA
        USD
        389183.40000000
        0.008811740616
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-08-25
          Variable
          3.12000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Diamond Resorts Owner Trust
        N/A
        Diamond Resorts Owner Trust 2018-1
        252724AA7
        
          
        
        715241.95000000
        PA
        USD
        712375.95000000
        0.016129341829
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2031-01-21
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mosaic Solar Loans LLC
        N/A
        Mosaic Solar Loan Trust 2021-3
        61946TAE5
        
          
        
        12320000.00000000
        PA
        USD
        3320240.00000000
        0.075175595016
        Long
        ABS-O
        CORP
        US
        N
        
        3
        
          2052-06-20
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROSUS NV
        635400Z5LQ5F9OLVT688
        Prosus NV
        74365PAH1
        
          
        
        14694000.00000000
        PA
        USD
        11819118.90000000
        0.267603937026
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2032-01-19
          Fixed
          4.19000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Conn Funding II, L.P
        N/A
        Conn's Receivables Funding 2021-A LLC
        20825GAA3
        
          
        
        2507542.82000000
        PA
        USD
        2463207.41000000
        0.055770993270
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-05-15
          Fixed
          1.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage-Backed Securities Trust
        N/A
        GS Mortgage-Backed Securities Trust 2020-INV1
        36258KAV0
        
          
        
        2385141.48000000
        PA
        USD
        27543.38000000
        0.000623626599
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-10-25
          Variable
          0.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Consumer Loan Underlying Bond Credit Trust
        N/A
        CONSUMER LOAN UNDERLYING BOND CLUB CERTIFICATE ISSUER TRUST I SERIES 2019-HP1
        21055M101
        
          
        
        100000.00000000
        PA
        USD
        1074852.86000000
        0.024336404388
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-12-15
          Variable
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46647PCF1
        
          
        
        2304000.00000000
        PA
        USD
        2210181.12000000
        0.050042069485
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-22
          Floating
          1.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GCAT
        N/A
        GCAT 2021-CM2 Trust
        36167AAA8
        
          
        
        10298358.38000000
        PA
        USD
        9870258.71000000
        0.223478595368
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2066-08-25
          Variable
          2.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verus Securitization Trust
        N/A
        Verus Securitization Trust 2019-INV3
        92537MAH3
        
          
        
        1385000.00000000
        PA
        USD
        1333010.56000000
        0.030181511580
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2059-11-25
          Variable
          4.79000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Mortgage Loan Trust Inc
        N/A
        Citigroup Mortgage Loan Trust 2022-J1
        17330CCV8
        
          
        
        527000.00000000
        PA
        USD
        184623.01000000
        0.004180163069
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-02-25
          Variable
          2.91000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nielsen Finance LLC
        UJ76Y189LDMPCOCW7204
        Nielsen Finance LLC USD Term Loan B4
        65409YBE4
        
          
        
        1688021.98000000
        PA
        USD
        1676155.19000000
        0.037950860102
        Long
        LON
        CORP
        US
        N
        
        2
        
          2023-10-04
          Floating
          3.19000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APPALACHIAN POWER CO
        3SCHO1ABYYIG382BEI70
        Appalachian Power Co
        037735CZ8
        
          
        
        4705000.00000000
        PA
        USD
        4051616.65000000
        0.091735143375
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-04-01
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sirius XM Radio Inc
        WP5O65E6BMU84LNO4227
        Sirius XM Radio Inc
        82967NBA5
        
          
        
        4475000.00000000
        PA
        USD
        4151323.25000000
        0.093992661802
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-08-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RELIANCE STAND LIFE II
        N/A
        Reliance Standard Life Global Funding II
        75951AAJ7
        
          
        
        3000000.00000000
        PA
        USD
        3000030.00000000
        0.067925523551
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-09-19
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GA GLOBAL FUNDING TRUST
        54930029I8ROQ4OROZ88
        GA Global Funding Trust
        36143L2G9
        
          
        
        3580000.00000000
        PA
        USD
        3212262.40000000
        0.072730807793
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-06
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOCIETE GENERALE
        O2RNE8IBXP4R0TD8PU41
        Societe Generale SA
        83368RAV4
        
          
        
        3000000.00000000
        PA
        USD
        2856720.00000000
        0.064680753739
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2025-01-22
          Fixed
          2.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        CSMC 2021-AFC1 Trust
        12657LAH7
        
          
        
        61163570.96000000
        PA
        USD
        401275.84000000
        0.009085532984
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2056-03-25
          Variable
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage-Backed Securities Trust
        N/A
        GS Mortgage-Backed Securities Trust 2020-INV1
        36258KAU2
        
          
        
        47850594.39000000
        PA
        USD
        478.51000000
        0.000010834239
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-10-25
          Variable
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SABRE GLBL INC
        F2TJC7HPPHLHU1AQMP98
        Sabre GLBL Inc
        78573NAF9
        
          
        
        3586000.00000000
        PA
        USD
        3326983.22000000
        0.075328272405
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-09-01
          Fixed
          7.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CD&R SMOKEY BUYER INC
        N/A
        CD&R Smokey Buyer Inc
        12510CAA9
        
          
        
        13833000.00000000
        PA
        USD
        12280107.42000000
        0.278041461508
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BLACKSTONE PRIVATE CRE
        549300ORP3TTCNXSYO43
        Blackstone Private Credit Fund
        09261HAC1
        
          
        
        2995000.00000000
        PA
        USD
        2497919.85000000
        0.056556938964
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-12-15
          Fixed
          2.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PARKLAND CORP
        549300XHQS1JYWBNK868
        Parkland Corp
        70137WAG3
        
          
        
        1825000.00000000
        PA
        USD
        1486535.50000000
        0.033657564129
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2029-10-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MFRA Trust
        N/A
        MFA 2020-NQM3 Trust
        552757AD8
        
          
        
        800000.00000000
        PA
        USD
        679679.54000000
        0.015389042310
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2065-01-26
          Variable
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chase Mortgage Finance Corporation
        N/A
        Chase Home Lending Mortgage Trust 2019-1
        16159WCA0
        
          
        
        377152.30000000
        PA
        USD
        316276.26000000
        0.007161005239
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-03-25
          Variable
          3.91000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CPS Auto Trust
        N/A
        CPS Auto Securitization Trust 2021-1
        12657TAA5
        
          
        
        10000000.00000000
        PA
        USD
        9380000.00000000
        0.212378346520
        Long
        ABS-O
        CORP
        US
        N
        
        3
        
          2026-06-16
          Fixed
          7.86000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAIN STREET CAPITAL CORP
        5493001FS9QJLJNF3E20
        Main Street Capital Corp
        56035LAE4
        
          
        
        2258000.00000000
        PA
        USD
        1974756.48000000
        0.044711675480
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-07-14
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38141GZF4
        
          
        
        2027000.00000000
        PA
        USD
        2004804.35000000
        0.045392007777
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-12-06
          Floating
          2.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Upstart Pass Through Trust
        N/A
        Upstart Pass-Through Trust Series 2021-ST9
        91683MAB0
        
          
        
        1414000.00000000
        PA
        USD
        860547.67000000
        0.019484188833
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2029-11-20
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bear Stearns Adjustable Rate Mortgage Trust
        N/A
        Bear Stearns ARM Trust 2003-6
        07384MXJ6
        
          
        
        26971.42000000
        PA
        USD
        26971.42000000
        0.000610676501
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-08-25
          Variable
          2.57000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EZCORP INC
        5493003K6PG3ZQ7TUQ63
        EZCORP Inc
        302301AF3
        
          
        
        215000.00000000
        PA
        USD
        222952.85000000
        0.005048012541
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-07-01
          Fixed
          2.88000000
          N
          N
          N
          N
          Y
          
            
              EZCORP Inc
              EZCORP, Inc.
              USD
              
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        USASF Receivables LLC
        N/A
        US Auto Funding 2021-1
        90355EAA9
        
          
        
        2516316.49000000
        PA
        USD
        2489838.52000000
        0.056373964603
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-07-15
          Fixed
          0.79000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arivo Acceptance Auto Loan Receivables Trust
        N/A
        Arivo Acceptance Auto Loan Receivables Trust 2021-1
        04047AAG9
        
          
        
        850000.00000000
        PA
        USD
        799661.39000000
        0.018105625136
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-01-18
          Fixed
          5.83000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN TOWER CORP
        5493006ORUSIL88JOE18
        American Tower Corp
        03027XBV1
        
          
        
        2830000.00000000
        PA
        USD
        2692688.40000000
        0.060966813442
        Long
        DBT
        
        US
        N
        
        2
        
          2027-03-15
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CENTERPOINT ENERGY RES
        2JADVB0458J06WCD4N56
        CenterPoint Energy Resources Corp
        15189WAN0
        
          
        
        1263000.00000000
        PA
        USD
        1259021.55000000
        0.028506280919
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-02
          Floating
          2.11000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUMMIT MID HLDS LLC / FI
        N/A
        Summit Midstream Holdings LLC / Summit Midstream Finance Corp
        86614WAE6
        
          
        
        848000.00000000
        PA
        USD
        763386.56000000
        0.017284304410
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-10-15
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Prosper Marketplace Issuance Trust
        N/A
        Prosper Marketplace Issuance Trust Series 2019-4
        74362GAC5
        
          
        
        4419133.78000000
        PA
        USD
        4412387.80000000
        0.099903584773
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-02-17
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Perimeter Master Note Business Trust
        5493005H6EB040833X54
        Perimeter Master Note Business Trust
        71384PAF8
        
          
        
        6500000.00000000
        PA
        USD
        6372683.20000000
        0.144287838050
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-05-15
          Fixed
          5.21000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OFFICE CHERIFIEN DES PHO
        213800D26TAPVTCVWG40
        OCP SA
        67091TAD7
        
          
        
        7800000.00000000
        PA
        USD
        5885802.00000000
        0.133264061482
        Long
        DBT
        CORP
        MA
        N
        
        2
        
          2031-06-23
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        F&G GLOBAL FUNDING
        6354009CCUKJIZ7KFX73
        F&G Global Funding
        30321L2C5
        
          
        
        6641000.00000000
        PA
        USD
        5614965.50000000
        0.127131885784
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-20
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GRAY OAK PIPELINE LLC
        N/A
        Gray Oak Pipeline LLC
        38937LAB7
        
          
        
        5130000.00000000
        PA
        USD
        4747045.50000000
        0.107480775495
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-15
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OLYMPUS CORP
        5299000Y52IFDI1I2A21
        Olympus Corp
        68163WAA7
        
          
        
        5510000.00000000
        PA
        USD
        5035203.30000000
        0.114005133395
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2026-12-08
          Fixed
          2.14000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARLES RIVER LABORATORI
        549300BSQ0R4UZ5KX287
        Charles River Laboratories International Inc
        159864AG2
        
          
        
        4567000.00000000
        PA
        USD
        3963425.28000000
        0.089738348350
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Foundation Finance Trust
        5493002KPTN6JUQ40J20
        Foundation Finance Trust 2019-1
        35041JAC9
        
          
        
        575000.00000000
        PA
        USD
        566928.04000000
        0.012836166282
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2034-11-15
          Fixed
          5.66000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Preston Ridge Partners Mortgage Trust
        N/A
        PRPM 2022-INV1 Trust
        69377EAA7
        
          
        
        30000000.00000000
        PA
        USD
        29126790.00000000
        0.659477558597
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2067-04-25
          Variable
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Perimeter Master Note Business Trust
        5493005H6EB040833X54
        Perimeter Master Note Business Trust
        71384PAG6
        
          
        
        1463000.00000000
        PA
        USD
        1463797.63000000
        0.033142742036
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-05-15
          Fixed
          7.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BWX TECHNOLOGIES INC
        549300NP85N265KWMS58
        BWX Technologies Inc
        05605HAB6
        
          
        
        880000.00000000
        PA
        USD
        783930.40000000
        0.017749450121
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-30
          Fixed
          4.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GA GLOBAL FUNDING TRUST
        54930029I8ROQ4OROZ88
        GA Global Funding Trust
        36143L2E4
        
          
        
        5322000.00000000
        PA
        USD
        5121679.92000000
        0.115963103711
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-09-13
          Floating
          1.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ocwen Master Advance Receivables Trust
        549300THGK42AVJMPW70
        Ocwen Master Advance Receivables Trust
        67575NBZ5
        
          
        
        7563473.67000000
        PA
        USD
        7544465.15000000
        0.170818873554
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2052-08-15
          Fixed
          3.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912828ZQ6
        
          
        
        13704000.00000000
        PA
        USD
        11427851.25000000
        0.258745005624
        Long
        DBT
        UST
        US
        N
        
        1
        
          2030-05-15
          Fixed
          0.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MSCI INC
        549300HTIN2PD78UB763
        MSCI Inc
        55354GAH3
        
          
        
        6289000.00000000
        PA
        USD
        5579663.69000000
        0.126332595801
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-11-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HYUNDAI CAPITAL AMERICA
        549300RIPPWJB5Z0FK07
        Hyundai Capital America
        44891ABV8
        
          
        
        2950000.00000000
        PA
        USD
        2759312.00000000
        0.062475279327
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-06-14
          Fixed
          0.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIM Trust
        N/A
        CIM Trust 2020-J1
        12559YBM6
        
          
        
        325434.60000000
        PA
        USD
        126477.29000000
        0.002863650077
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-07-25
          Variable
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MSCI INC
        549300HTIN2PD78UB763
        MSCI Inc
        55354GAL4
        
          
        
        9973000.00000000
        PA
        USD
        8521429.85000000
        0.192938931933
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-15
          Fixed
          3.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bayer US Finance II LLC
        529900XWNEXYNJ3X6T40
        Bayer US Finance II LLC
        07274NAJ2
        
          
        
        2500000.00000000
        PA
        USD
        2467300.00000000
        0.055863656116
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-12-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KYNDRYL HOLDINGS INC
        549300LQ4LWX2R8ZV130
        Kyndryl Holdings Inc
        50155QAC4
        
          
        
        8296000.00000000
        PA
        USD
        6611994.96000000
        0.149706242729
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-15
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Carvana Auto Receivables Trust
        N/A
        Carvana Auto Receivables Trust 2021-P1
        14687B106
        
          
        
        23500.00000000
        PA
        USD
        5166568.18000000
        0.116979446402
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-12-10
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GARTNER INC
        PP55B5R38BFB8O8HH686
        Gartner Inc
        366651AG2
        
          
        
        7155000.00000000
        PA
        USD
        6169899.60000000
        0.139696489898
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-15
          Fixed
          3.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC GAS & ELECTRIC
        1HNPXZSMMB7HMBMVBS46
        Pacific Gas and Electric Co
        694308KA4
        
          
        
        8680000.00000000
        PA
        USD
        8449025.20000000
        0.191299573740
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-02-16
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        College Ave Student Loans
        N/A
        College Ave Student Loans 2021-A LLC
        19424KAB9
        
          
        
        330635.79000000
        PA
        USD
        298372.00000000
        0.006755623881
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2051-07-25
          Fixed
          1.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GoodLeap Sustainable Home Improvement Loan Trust
        N/A
        GoodLeap Sustainable Home Solutions Trust 2021-4
        38237GAA7
        
          
        
        4389794.35000000
        PA
        USD
        3738647.55000000
        0.084649017579
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2048-07-20
          Fixed
          1.93000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CCO HLDGS LLC/CAP CORP
        N/A
        CCO Holdings LLC / CCO Holdings Capital Corp
        1248EPCQ4
        
          
        
        900000.00000000
        PA
        USD
        740988.00000000
        0.016777164843
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-02-01
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        City of Detroit MI
        549300BQRJP7MKKHOY28
        DETROIT MI
        2510935H9
        
          
        
        275000.00000000
        PA
        USD
        271789.93000000
        0.006153762892
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2023-04-01
          Fixed
          2.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credito Real USA Auto Receivables Trust
        N/A
        Credito Real USA Auto Receivables Trust 2021-1
        22551EAA4
        
          
        
        5088980.46000000
        PA
        USD
        4960311.19000000
        0.112309455091
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-02-16
          Fixed
          1.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BALL CORP
        0BGI85ALH27ZJP15DY16
        Ball Corp
        058498AW6
        
          
        
        14300000.00000000
        PA
        USD
        11554686.00000000
        0.261616749173
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-08-15
          Fixed
          2.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SERVICE PROPERTIES TRUST
        529900IS770AG1K9QG27
        Service Properties Trust
        44106MAS1
        
          
        
        900000.00000000
        PA
        USD
        779445.00000000
        0.017647893422
        Long
        DBT
        
        US
        N
        
        2
        
          2024-03-15
          Fixed
          4.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sealed Air Corp
        Q0M0CZB4YN6JZ65WXI09
        Sealed Air Corp
        81211KAW0
        
          
        
        4500000.00000000
        PA
        USD
        4466340.00000000
        0.101125149701
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-12-01
          Fixed
          5.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EZCORP INC
        5493003K6PG3ZQ7TUQ63
        EZCORP Inc
        302301AE6
        
          
        
        13431000.00000000
        PA
        USD
        11852454.57000000
        0.268358710424
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-01
          Fixed
          2.38000000
          N
          N
          N
          N
          Y
          
            
              EZCORP Inc
              EZCORP, Inc.
              USD
              
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        TOLEDO EDISON COMPANY
        N/A
        Toledo Edison Co/The
        889175BF1
        
          
        
        3933000.00000000
        PA
        USD
        3663392.85000000
        0.082945129652
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-05-01
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        JP Morgan Mortgage Trust 2022-2
        46655DCF7
        
          
        
        14552682.16000000
        PA
        USD
        384281.04000000
        0.008700743270
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-08-25
          Variable
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Residential Mortgage Loan Trust
        N/A
        New Residential Mortgage Loan Trust 2021-INV1
        64829WBB9
        
          
        
        2157099.22000000
        PA
        USD
        981715.27000000
        0.022227618954
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-06-25
          Variable
          1.71000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPIRE MISSOURI INC
        06LJQCOVPRXOPDHFC707
        Spire Missouri Inc
        84859DAB3
        
          
        
        12345000.00000000
        PA
        USD
        12228833.55000000
        0.276880538296
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-12-02
          Floating
          1.87000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ellington Financial Mortgage Trust
        N/A
        Ellington Financial Mortgage Trust 2021-2
        31572LAA4
        
          
        
        3373242.49000000
        PA
        USD
        3000892.11000000
        0.067945043113
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2066-06-25
          Variable
          0.93000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREMF Mortgage Trust
        N/A
        FREMF 2016-KF24 Mortgage Trust
        30295TAA5
        
          
        
        363162.12000000
        PA
        USD
        366265.12000000
        0.008292833749
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-10-25
          Floating
          6.12000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Carvana Auto Receivables Trust
        N/A
        Carvana Auto Receivables Trust 2022-P1
        14688DAK7
        
          
        
        697343222.94000000
        PA
        USD
        3211126.07000000
        0.072705079447
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2029-01-10
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mello Mortgage Capital Acceptance Trust
        N/A
        Mello Mortgage Capital Acceptance 2021-INV2
        58549XBT9
        
          
        
        7504214.44000000
        PA
        USD
        285028.82000000
        0.006453512740
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-08-25
          Variable
          0.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC LIFE GF II
        6354003EUPCHXTWUU869
        Pacific Life Global Funding II
        6944PL2G3
        
          
        
        4533000.00000000
        PA
        USD
        4381643.13000000
        0.099207475798
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-04
          Floating
          2.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ellington Financial Mortgage Trust
        N/A
        Ellington Financial Mortgage Trust 2019-2
        31573TAA6
        
          
        
        1285812.28000000
        PA
        USD
        1241336.86000000
        0.028105870980
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2059-11-25
          Variable
          2.74000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOCIETE GENERALE
        O2RNE8IBXP4R0TD8PU41
        Societe Generale SA
        83368RAL6
        
          
        
        3000000.00000000
        PA
        USD
        3005250.00000000
        0.068043712780
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2023-09-14
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Jersey Transportation Trust Fund Authority
        549300YUVD5TEXR6L889
        NEW JERSEY ST TRANSPRTN TRUST FUND AUTH
        6461366P1
        
          
        
        2115000.00000000
        PA
        USD
        2105442.32000000
        0.047670613924
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2023-06-15
          Fixed
          2.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENEL FINANCE INTL NV
        0YQH6LCEF474UTUV4B96
        Enel Finance International NV
        29278GAX6
        
          
        
        5770000.00000000
        PA
        USD
        5577224.30000000
        0.126277364073
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2032-06-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Flagstar Mortgage Trust
        N/A
        Flagstar Mortgage Trust 2020-2
        33851KCB0
        
          
        
        842885.58000000
        PA
        USD
        444867.59000000
        0.010072520595
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-08-25
          Variable
          3.68000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETRORIO LUX TRAD SARL
        222100466T5WZDU1B498
        Petrorio Luxembourg Trading Sarl
        71677WAA0
        
          
        
        800000.00000000
        PA
        USD
        735336.00000000
        0.016649194436
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2026-06-09
          Fixed
          6.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freedom Financial
        N/A
        FREED ABS Trust 2021-3FP
        30322MAA7
        
          
        
        1834467.85000000
        PA
        USD
        1829487.60000000
        0.041422553461
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-11-20
          Fixed
          0.62000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mello Mortgage Capital Acceptance Trust
        N/A
        Mello Mortgage Capital Acceptance 2021-INV3
        585491BT9
        
          
        
        10722751.11000000
        PA
        USD
        309298.83000000
        0.007003024956
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-10-25
          Variable
          0.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HYATT HOTELS CORP
        T27JQIMTYSH41TCD5186
        Hyatt Hotels Corp
        448579AJ1
        
          
        
        4475000.00000000
        PA
        USD
        4496122.00000000
        0.101799462272
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-23
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vista Point Securitization Trust
        N/A
        Vista Point Securitization Trust 2020-1
        92838WAF1
        
          
        
        4473000.00000000
        PA
        USD
        4385161.02000000
        0.099287126508
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2065-03-25
          Variable
          5.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UPSTART PASS-THROUGH TRUST
        N/A
        Upstart Pass-Through Trust Series 2020-ST2
        91680BAA9
        
          
        
        1316226.04000000
        PA
        USD
        1296743.26000000
        0.029360361345
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-03-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage-Backed Securities Trust
        N/A
        GS Mortgage-Backed Securities Corp Trust 2020-PJ3
        36258WAW2
        
          
        
        84584748.93000000
        PA
        USD
        140774.40000000
        0.003187359733
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-10-25
          Variable
          0.08000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREED ABS Trust
        N/A
        FREED ABS Trust 2019-2
        30312JAC2
        
          
        
        10013684.23000000
        PA
        USD
        10015715.61000000
        0.226771974463
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-11-18
          Fixed
          4.86000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIN DEPT GOVT SHARJAH
        254900ZNL8O3F1CLJO24
        Finance Department Government of Sharjah
        38381CAC6
        
          
        
        14382000.00000000
        PA
        USD
        12299198.76000000
        0.278473720274
        Long
        DBT
        NUSS
        AE
        N
        
        2
        
          2033-03-10
          Fixed
          3.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Mortgage Loan Trust Inc
        N/A
        Citigroup Mortgage Loan Trust 2020-EXP1
        17328JAH0
        
          
        
        386242.00000000
        PA
        USD
        277775.36000000
        0.006289282693
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2060-05-25
          Variable
          4.47000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BLACK HILLS CORP
        3MGELCRSTNSAMJ962671
        Black Hills Corp
        092113AT6
        
          
        
        1000000.00000000
        PA
        USD
        835920.00000000
        0.018926578616
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GRAY OAK PIPELINE LLC
        N/A
        Gray Oak Pipeline LLC
        38937LAA9
        
          
        
        7848000.00000000
        PA
        USD
        7626921.84000000
        0.172685826164
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-09-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Genesis Private Label Amortization Trust
        N/A
        Genesis Private Label Amortizing Trust 2020-1
        37187PAD3
        
          
        
        1550000.00000000
        PA
        USD
        1552139.93000000
        0.035142954360
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2030-07-20
          Fixed
          6.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HP INC
        WHKXQACZ14C5XRO8LW03
        HP Inc
        40434LAB1
        
          
        
        3237000.00000000
        PA
        USD
        2992023.84000000
        0.067744251160
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-17
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AEP TEXAS INC
        5493001L78U618KXNZ75
        AEP Texas Inc
        00108WAP5
        
          
        
        3094000.00000000
        PA
        USD
        3083232.88000000
        0.069809371107
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-05-15
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Mortgage Loan Trust Inc
        N/A
        Citigroup Mortgage Loan Trust 2004-HYB2
        17307GEF1
        
          
        
        25836.11000000
        PA
        USD
        25420.51000000
        0.000575561394
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-03-25
          Variable
          2.48000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Carvana Auto Receivables Trust
        N/A
        Carvana Auto Receivables Trust 2022-N1
        14686GAF3
        
          
        
        6000000.00000000
        PA
        USD
        5470359.72000000
        0.123857777420
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-12-11
          Fixed
          6.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQUITABLE FINANCIAL LIFE
        635400B4JJBON4TCHF02
        Equitable Financial Life Global Funding
        29449WAE7
        
          
        
        3000000.00000000
        PA
        USD
        2671620.00000000
        0.060489790845
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-09
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        CSMC 2022-ATH2
        12665WAC4
        
          
        
        6463919.29000000
        PA
        USD
        6378847.65000000
        0.144427411152
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2067-05-25
          Variable
          4.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Mortgage Loan Trust Inc
        N/A
        Citigroup Mortgage Loan Trust 2021-J3
        17330BAU4
        
          
        
        15819969.12000000
        PA
        USD
        418482.48000000
        0.009475119099
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-09-25
          Variable
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LPL HOLDINGS INC
        549300Z5YF8CCRMYUL26
        LPL Holdings Inc
        50212YAC8
        
          
        
        3515000.00000000
        PA
        USD
        3310251.25000000
        0.074949433586
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-11-15
          Fixed
          4.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgage Trust
        549300FWFHJGIW2B2U59
        Wells Fargo Commercial Mortgage Trust 2016-C34
        95000DBB6
        
          
        
        2531521.12000000
        PA
        USD
        2501712.64000000
        0.056642813854
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-06-15
          Fixed
          2.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OWL ROCK CORE INCOME COR
        5493003I42XBWPE05N35
        OWL Rock Core Income Corp
        69120VAJ0
        
          
        
        2690000.00000000
        PA
        USD
        2581270.20000000
        0.058444125479
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-21
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PAPA JOHN'S INTERNATIONA
        HZYLD3DK5XOX0WBVNB56
        Papa John's International Inc
        698813AA0
        
          
        
        12568000.00000000
        PA
        USD
        10335169.12000000
        0.234004917773
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-09-15
          Fixed
          3.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Xperi Corporation
        N/A
        Xperi Corporation 2020 Term Loan B
        98422BAB5
        
          
        
        11419470.13000000
        PA
        USD
        10902053.94000000
        0.246840105485
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-06-08
          Floating
          5.17000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANTARES HOLDINGS
        5493008EAIGV4283RM42
        Antares Holdings LP
        03666HAD3
        
          
        
        1630000.00000000
        PA
        USD
        1370732.20000000
        0.031035590422
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-01-15
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIMPRESS PLC
        549300X1IFD75XISOR81
        Cimpress PLC
        17186HAC6
        
          
        
        9141000.00000000
        PA
        USD
        7286930.97000000
        0.164987883861
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2026-06-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Carvana Auto Receivables Trust
        N/A
        Carvana Auto Receivables Trust 2019-4
        14686YAK3
        
          
        
        8000.00000000
        PA
        USD
        2776482.61000000
        0.062864049664
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-10-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Towd Point Mortgage Trust
        N/A
        Towd Point Mortgage Trust 2018-2
        89175VAA1
        
          
        
        2289235.83000000
        PA
        USD
        2241563.87000000
        0.050752625621
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2058-03-25
          Variable
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dext ABS 2020-1, LLC
        N/A
        Dext ABS 2020-1 LLC
        25216AAA2
        
          
        
        1579200.75000000
        PA
        USD
        1557072.34000000
        0.035254632087
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-02-16
          Fixed
          1.46000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        CSMC 2021-NQM8
        12659FAF2
        
          
        
        3478650.00000000
        PA
        USD
        2466873.52000000
        0.055853999920
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2066-10-25
          Variable
          4.21000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CarNow Auto Receivables Trust
        N/A
        CarNow Auto Receivables Trust 2021-1
        14369GAA8
        
          
        
        1827031.44000000
        PA
        USD
        1821124.72000000
        0.041233204354
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-10-15
          Fixed
          0.97000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TENET HEALTHCARE CORP
        0W9AIBT6U6ADJ2I8HK17
        Tenet Healthcare Corp
        88033GDL1
        
          
        
        4123000.00000000
        PA
        USD
        3484099.92000000
        0.078885648200
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Mortgage Loan Trust Inc
        N/A
        CITIGROUP MORTGAGE LOAN TRUST 2021-J1
        17329ECA3
        
          
        
        121921271.89000000
        PA
        USD
        1537597.93000000
        0.034813699998
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-04-25
          Variable
          0.23000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nathan's Famous Inc
        54930034SKNSF1JIE673
        Nathan's Famous Inc
        632347AC4
        
          
        
        15305000.00000000
        PA
        USD
        14718359.35000000
        0.333247422414
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-11-01
          Fixed
          6.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SECURITY BENEFIT GL FUND
        5493003C0JW6BY7YFF93
        Security Benefit Global Funding
        81412DAA1
        
          
        
        2404000.00000000
        PA
        USD
        2277261.12000000
        0.051560869004
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-05-17
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMPASS MINERALS INTERNA
        2549008X9G8XP7YJGC47
        Compass Minerals International Inc
        20451NAG6
        
          
        
        8348000.00000000
        PA
        USD
        7558446.16000000
        0.171135426196
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-12-01
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Foundation Finance Trust
        5493002KPTN6JUQ40J20
        Foundation Finance Trust 2019-1
        35041JAA3
        
          
        
        2997079.63000000
        PA
        USD
        2960846.11000000
        0.067038337008
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2034-11-15
          Fixed
          3.86000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOCIETE GENERALE
        O2RNE8IBXP4R0TD8PU41
        Societe Generale SA
        83368RBC5
        
          
        
        1667000.00000000
        PA
        USD
        1453423.96000000
        0.032907865396
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2027-06-09
          Fixed
          1.79000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATWEST GROUP PLC
        2138005O9XJIJN4JPN90
        NatWest Group PLC
        639057AC2
        
          
        
        2000000.00000000
        PA
        USD
        1756440.00000000
        0.039768637842
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2027-06-14
          Fixed
          1.64000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HYUNDAI CAPITAL AMERICA
        549300RIPPWJB5Z0FK07
        Hyundai Capital America
        44891ABT3
        
          
        
        548000.00000000
        PA
        USD
        465016.36000000
        0.010528721283
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-10
          Fixed
          1.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ORACLE CORP
        1Z4GXXU7ZHVWFCD8TV52
        Oracle Corp
        68389XCD5
        
          
        
        2257000.00000000
        PA
        USD
        1942825.60000000
        0.043988708795
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-25
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAT CAPITAL CORP
        2138005GYEXN7XRHFA84
        BAT Capital Corp
        05526DBS3
        
          
        
        7615000.00000000
        PA
        USD
        5997954.75000000
        0.135803380843
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-03-25
          Fixed
          2.73000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HERO Funding Trust
        N/A
        HERO Funding Trust 2017-2
        42771LAB8
        
          
        
        1168980.10000000
        PA
        USD
        1131417.73000000
        0.025617124383
        Long
        ABS-O
        CORP
        US
        
        N
        
        2
        
          2048-09-20
          Fixed
          3.28000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Residential Mortgage Loan Trust
        N/A
        New Residential Mortgage Loan Trust 2017-5
        64828NAA3
        
          
        
        572973.23000000
        PA
        USD
        571234.66000000
        0.012933675113
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2057-06-25
          Floating
          3.12000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MFRA Trust
        N/A
        MFA 2022-INV1 Trust
        55284TAC1
        
          
        
        4950000.00000000
        PA
        USD
        4592606.04000000
        0.103984016737
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2066-04-25
          Variable
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITGO HOLDING INC
        549300NYHOALWZ2BSL72
        Citgo Holding Inc
        17302WAB4
        
          
        
        15777000.00000000
        PA
        USD
        15354018.63000000
        0.347639774955
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-08-01
          Fixed
          9.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AEP TEXAS INC
        5493001L78U618KXNZ75
        AEP Texas Inc
        00108WAM2
        
          
        
        4500000.00000000
        PA
        USD
        3744765.00000000
        0.084787526525
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-07-01
          Fixed
          2.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Petroleos Mexicanos
        549300CAZKPF4HKMPX17
        Petroleos Mexicanos
        71654QBG6
        
          
        
        2674000.00000000
        PA
        USD
        2630387.06000000
        0.059556210502
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2023-01-30
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Proper Pass-Thru Trust II
        549300DCN6PLVC4QVK93
        Prosper Pass-Thru Trust II Series 2019-St2
        74361EAC1
        
          
        
        3193133.00000000
        PA
        USD
        446189.25000000
        0.010102445111
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-11-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HYUNDAI CAPITAL AMERICA
        549300RIPPWJB5Z0FK07
        Hyundai Capital America
        44891ABN6
        
          
        
        1385000.00000000
        PA
        USD
        1267385.80000000
        0.028695661045
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-15
          Fixed
          1.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RGIS Services, LLC
        254900DZ3THL76SCST26
        RGIS Services, LLC 2020 Term Loan
        000000000
        
          
        
        775739.37000000
        PA
        USD
        744709.80000000
        0.016861432405
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-06-25
          Floating
          9.17000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967NA5
        
          
        
        5881000.00000000
        PA
        USD
        5197333.75000000
        0.117676028586
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-09
          Fixed
          1.46000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VMWARE INC
        549300BUDHS3LRWBE814
        VMware Inc
        928563AH8
        
          
        
        1180000.00000000
        PA
        USD
        1105093.60000000
        0.025021103573
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-08-15
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        QUANTA SERVICES INC
        SHVRXXEACT60MMH07S24
        Quanta Services Inc
        74762EAG7
        
          
        
        10069000.00000000
        PA
        USD
        9321980.89000000
        0.211064700182
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-10-01
          Fixed
          0.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage-Backed Securities Trust
        N/A
        GS Mortgage-Backed Securities Corp Trust 2020-PJ3
        36258WAZ5
        
          
        
        7781923.74000000
        PA
        USD
        92180.78000000
        0.002087121709
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-10-25
          Variable
          0.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fat Brands Fazoli's Native I, LLC
        N/A
        Fat Brands Fazoli's Native I LLC
        31200BAA6
        
          
        
        8000000.00000000
        PA
        USD
        7695528.00000000
        0.174239180409
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2051-07-25
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GJS9
        
          
        
        1290000.00000000
        PA
        USD
        1149686.70000000
        0.026030763364
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-22
          Fixed
          1.73000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Loanpal Solar Loan Ltd.
        N/A
        Loanpal Solar Loan 2021-1 Ltd
        53948PAD0
        
          
        
        13252480.00000000
        PA
        USD
        10922694.02000000
        0.247307430225
        Long
        ABS-O
        CORP
        US
        
        N
        
        3
        
          2048-01-20
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KRAFT HEINZ FOODS CO
        5493003STKEZ2S0RNU91
        Kraft Heinz Foods Co
        50077LBC9
        
          
        
        4582000.00000000
        PA
        USD
        4433589.02000000
        0.100383614628
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-15
          Fixed
          3.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Consumer Loan Underlying Bond Credit Trust
        N/A
        Consumer Loan Underlying Bond Credit Trust 2019-P1
        21054AAC2
        
          
        
        8271284.50000000
        PA
        USD
        8257413.89000000
        0.186961184274
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-07-15
          Fixed
          4.66000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Residential Advance Receivables Trust Advance
        549300RNWDDBV4LFKJ17
        NRZ Advance Receivables Trust 2015-ON1
        62942QDB6
        
          
        
        4484000.00000000
        PA
        USD
        4440450.50000000
        0.100538969615
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2052-10-15
          Fixed
          1.32000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        CSMC 2021-AFC1 Trust
        12657LAJ3
        
          
        
        61163570.96000000
        PA
        USD
        5976922.50000000
        0.135327176741
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2056-03-25
          Variable
          3.36000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verus Securitization Trust
        N/A
        Verus Securitization Trust 2020-INV1
        92537TAG0
        
          
        
        875000.00000000
        PA
        USD
        858348.00000000
        0.019434384752
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2060-03-25
          Variable
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMER AIRLINE 16-3 B PTT
        N/A
        American Airlines 2016-3 Class B Pass Through Trust
        023771S41
        
          
        
        782956.46000000
        PA
        USD
        678705.81000000
        0.015366995490
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Prodigy Finance Designated Activity Co
        635400HTAZNW3LYYMQ40
        Prodigy Finance CM2021-1 DAC
        742855AA7
        
          
        
        1501603.47000000
        PA
        USD
        1461760.22000000
        0.033096611783
        Long
        ABS-O
        CORP
        IE
        N
        
        2
        
          2051-07-25
          Floating
          2.87000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUNOCO LP/FINANCE CORP
        N/A
        Sunoco LP / Sunoco Finance Corp
        86765LAQ0
        
          
        
        3000000.00000000
        PA
        USD
        2860890.00000000
        0.064775169272
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NBK SPC LTD
        549300P1ANDK86KWB419
        NBK SPC Ltd
        62877PAB0
        
          
        
        5177000.00000000
        PA
        USD
        4620110.11000000
        0.104606753294
        Long
        DBT
        CORP
        AE
        
        N
        
        2
        
          2027-09-15
          Fixed
          1.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLOBAL ATLANTIC FIN CO
        N/A
        Global Atlantic Fin Co
        37959GAA5
        
          
        
        7275000.00000000
        PA
        USD
        6636982.50000000
        0.150272000984
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-10-15
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Instar Leasing III, LLC
        N/A
        InStar Leasing III LLC
        45783NAC1
        
          
        
        6928687.99000000
        PA
        USD
        6204385.81000000
        0.140477313379
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2054-02-15
          Fixed
          5.29000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Upstart Pass Through Trust
        N/A
        Upstart Pass-Through Trust Series 2021-ST4
        91534HAA4
        
          
        
        1264449.09000000
        PA
        USD
        1191703.44000000
        0.026982090205
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-07-20
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TIAA Bank Mortgage Loan Trust
        N/A
        TIAA Bank Mortgage Loan Trust 2018-2
        886312CE5
        
          
        
        2040000.00000000
        PA
        USD
        1453367.71000000
        0.032906591805
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-07-25
          Variable
          3.74000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SKOPOS AUTO RECEIVABLES TRUST
        N/A
        Skopos Auto Receivables Trust 2019-1
        83085DAC9
        
          
        
        868264.83000000
        PA
        USD
        866073.85000000
        0.019609310472
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-09-16
          Fixed
          3.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UPSTART PASS-THROUGH TRUST
        N/A
        Upstart Pass-Through Trust Series 2020-ST1
        91679MAA8
        
          
        
        1392318.24000000
        PA
        USD
        1365602.02000000
        0.030919434862
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-02-20
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        JP Morgan Mortgage Trust 2020-4
        46652FCE8
        
          
        
        614419.11000000
        PA
        USD
        483478.63000000
        0.010946736888
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-11-25
          Variable
          3.66000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Flagship Credit Auto Trust
        N/A
        Flagship Credit Auto Trust 2019-1
        33844RAL5
        
          
        
        24000.00000000
        PA
        USD
        1666971.85000000
        0.037742934456
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-06-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        JP Morgan Mortgage Trust 2020-7
        46591XCK9
        
          
        
        632657.07000000
        PA
        USD
        533913.84000000
        0.012088671484
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-01-25
          Variable
          3.53000000
          N
          N
          N
        
        
          N
          N
          N
        
      
    
    
      
    
    
      2022-07-25
      THORNBURG INVESTMENT TRUST
      Christopher Luckham
      Christopher Luckham
      Manager - Fund Admin
    
  
  XXXX
SCHEDULE OF INVESTMENTS
Thornburg Strategic Income Fund June 30, 2022 (Unaudited)
  Issuer-Description SHARES/
PRINCIPAL AMOUNT 		VALUE
  Common Stock — 0.0%    
  Energy — 0.0%    
  Oil, Gas & Consumable Fuels — 0.0%    
a,b Malamute Energy, Inc.            847 $          847
                             847
  Total Common Stock (Cost $0)                          847
  Preferred Stock — 0.6%    
  Banks — 0.2%    
  Banks — 0.2%    
c,d AgriBank FCB 6.875% (LIBOR 3 Month + 4.23%)         40,000      4,020,000
c,d CoBank ACB Series F, 6.25% (LIBOR 3 Month + 4.56%)         50,000     5,007,500
                       9,027,500
  Diversified Financials — 0.2%    
  Capital Markets — 0.2%    
a,d Gabelli Dividend & Income Trust Series J, 1.70%, 3/26/2028            412    10,286,816
                      10,286,816
  Energy — 0.2%    
  Oil, Gas & Consumable Fuels — 0.2%    
c Crestwood Equity Partners LP 9.25%        653,920     5,950,672
                       5,950,672
  Total Preferred Stock (Cost $24,988,067)                   25,264,988
  Asset Backed Securities — 23.8%    
  Auto Receivables — 5.5%    
  ACC Auto Trust,    
e Series 2021-A Class A, 1.08% due 4/15/2027 $     3,297,572      3,229,955
e Series 2022-A Class A, 4.58% due 7/15/2026       6,270,036      6,212,469
  ACC Trust,    
e Series 2019-2 Class B, 3.63% due 8/21/2023         744,901        744,409
e Series 2019-2 Class C, 5.24% due 10/21/2024       1,900,000      1,890,762
e Series 2021-1 Class A, 0.74% due 11/20/2023         321,926        321,471
e Series 2022-1 Class A, 1.19% due 9/20/2024       3,492,385      3,442,473
  ACM Auto Trust,    
e Series 2022-1A Class A, 3.23% due 4/20/2029       5,883,677      5,863,764
e Series 2022-1A Class B, 4.47% due 4/20/2029       2,000,000      1,986,093
e American Credit Acceptance Receivables Trust, Series 2019-2 Class F, 5.81% due 6/12/2026       2,550,000      2,551,778
  Arivo Acceptance Auto Loan Receivables Trust,    
e Series 2019-1 Class A, 2.99% due 7/15/2024         146,261        146,237
e Series 2019-1 Class B, 3.37% due 6/15/2025       2,000,000      1,985,922
e Series 2021-1A Class A, 1.19% due 1/15/2027         471,634        464,093
e Series 2021-1A Class C, 3.77% due 3/15/2027         900,000        870,801
e Series 2021-1A Class D, 5.83% due 1/18/2028         850,000        799,661
  CarNow Auto Receivables Trust,    
e Series 2021-1A Class A, 0.97% due 10/15/2024       1,827,031      1,821,125
e Series 2021-2A Class A, 0.73% due 9/15/2023       1,277,338      1,273,678
  Carvana Auto Receivables Trust,    
e Series 2019-4A Class R, 0.01% due 10/15/2026           8,000      2,776,483
e Series 2020-P1 Class R, 0.01% due 9/8/2027          20,000      4,078,882
e Series 2021-N1 Class R, due 1/10/2028          16,371      4,902,913
e Series 2021-N2 Class R, 0.01% due 3/10/2028           7,000      3,109,150
  Series 2021-N3 Class A1, 0.35% due 6/12/2028         562,934        551,466
e Series 2021-N4 Class R, due 9/12/2028          11,650      3,608,539
e Series 2021-P1 Class R, due 12/10/2027          23,500      5,166,568
e Series 2021-P2 Class R, due 5/10/2028           7,500      3,233,370
e Series 2021-P3 Class R, due 9/11/2028           9,000      4,549,990
e Series 2021-P4 Class R, due 9/11/2028           8,250      3,687,531
e Series 2022-N1 Class E, 6.01% due 12/11/2028       6,000,000      5,470,360
SCHEDULE OF INVESTMENTS, Continued
Thornburg Strategic Income Fund June 30, 2022 (Unaudited)
  Issuer-Description SHARES/
PRINCIPAL AMOUNT 		VALUE
e Series 2022-P1 Class R, 0.01% due 1/10/2029 $        24,000 $    8,748,118
e Series 2022-P1 Class XS, 0.01% due 1/10/2029     697,343,223      3,211,126
e CIG Auto Receivables Trust, Series 2019-1A Class D, 4.85% due 5/15/2026       2,000,000      2,000,068
  CPS Auto Receivables Trust,    
e Series 2018-B Class E, 5.61% due 12/16/2024       3,500,000      3,517,894
e Series 2020-A Class F, 6.93% due 3/15/2027       3,500,000      3,448,381
e Series 2020-B Class D, 4.75% due 4/15/2026       1,400,000      1,402,490
e Series 2020-C Class F, 6.67% due 11/15/2027       1,000,000        980,110
a,e CPS Auto Securitization Trust, Series 2021-1A Class A, 7.86% due 6/16/2026      10,000,000      9,380,000
e CPS Auto Trust, Series 2018-C Class E, 6.07% due 9/15/2025       2,000,000      2,013,257
a,e Credit Suisse ABS Trust, Series 2020-AT1 Class CERT, 0.01% due 6/15/2026          10,000        492,829
e Credito Real USA Auto Receivables Trust, Series 2021-1A Class A, 1.35% due 2/16/2027       5,088,980      4,960,311
  FHF Trust,    
e Series 2020-1A Class A, 2.59% due 12/15/2023         425,599        425,273
e Series 2021-2A Class A, 0.83% due 12/15/2026       3,783,121      3,611,118
  First Investors Auto Owner Trust,    
e Series 2019-1A Class E, 4.53% due 6/16/2025       3,640,000      3,634,613
e Series 2020-1A Class C, 2.55% due 2/17/2026       3,830,000      3,801,840
e Series 2022-1A Class E, 5.41% due 6/15/2029       5,000,000      4,905,953
  Flagship Credit Auto Trust,    
e Series 2018-4 Class R, 0.01% due 3/16/2026          13,000      1,075,786
e Series 2019-1 Class E, 5.06% due 6/15/2026       2,500,000      2,452,611
e Series 2019-1 Class R, 0.01% due 6/15/2026          24,000      1,666,972
e Series 2019-3 Class R, 0.01% due 12/15/2026          15,000      2,059,131
e Series 2019-4 Class R, 0.01% due 3/15/2027           8,000      1,235,493
e Series 2022-1 Class E, 5.37% due 6/15/2029       6,120,000      5,496,933
  Foursight Capital Automobile Receivables Trust,    
e Series 2018-2 Class E, 5.50% due 10/15/2024       1,370,000      1,370,682
e Series 2018-2 Class F, 6.48% due 6/15/2026         335,000        335,411
e Series 2019-1 Class F, 5.57% due 11/16/2026         500,000        495,931
e Series 2020-1 Class E, 3.49% due 4/15/2026       1,100,000      1,082,673
e Series 2021-1 Class F, 4.06% due 8/15/2028       2,830,000      2,657,089
  GLS Auto Receivables Issuer Trust,    
e Series 2020-2A Class C, 4.57% due 4/15/2026       2,025,000      2,017,000
e Series 2020-3A Class B, 1.38% due 8/15/2024         537,825        537,474
  JPMorgan Chase Bank NA - CACLN,    
e Series 2020 -1 Class R, 33.784% due 1/25/2028       1,847,128      2,172,404
e Series 2020-2 Class R, 31.355% due 2/25/2028       8,766,578     10,292,357
e Series 2021-1 Class R, 28.348% due 9/25/2028       3,378,021      3,979,403
e Series 2021-2 Class G, 8.482% due 12/26/2028       3,950,000      3,728,509
  Lendbuzz Securitization Trust,    
e Series 2021-1A Class A, 1.46% due 6/15/2026       5,968,588      5,746,703
e Series 2022-1A Class A, 4.22% due 5/17/2027      14,092,301     13,841,444
e Octane Receivables Trust, Series 2020-1A Class A, 1.71% due 2/20/2025         794,506        786,774
e Prestige Auto Receivables Trust, Series 2018-1A Class E, 5.03% due 1/15/2026       2,625,000      2,629,189
  Santander Consumer Auto Receivables Trust,    
e Series 2020-AA Class R, 0.01% due 1/16/2029          25,000      3,947,545
e Series 2021-AA Class F, 5.79% due 8/15/2028       3,000,000      2,916,945
e Series 2021-AA Class R, 0.01% due 8/15/2028          28,500      2,952,048
  Skopos Auto Receivables Trust,    
e Series 2019-1A Class C, 3.63% due 9/16/2024         868,265        866,074
e Series 2019-1A Class D, 5.24% due 4/15/2025       2,650,000      2,600,358
e U.S. Auto Funding LLC, Series 2019-1A Class C, 5.34% due 3/15/2023         171,137        171,161
  United Auto Credit Securitization Trust,    
e Series 2020-1 Class F, 9.08% due 1/12/2026       3,205,000      3,223,760
e Series 2021-1 Class F, 4.30% due 9/10/2027       6,125,000      5,851,568
e Series 2022-1 Class R, 0.01% due 11/10/2028          37,000     14,205,244
e US Auto Funding, Series 2021-1A Class A, 0.79% due 7/15/2024       2,516,317      2,489,839
e Veros Auto Receivables Trust, Series 2021-1 Class A, 0.92% due 10/15/2026       1,842,832      1,803,139
e Veros Automobile Receivables Trust, Series 2020-1 Class D, 5.64% due 2/16/2027       7,000,000     6,934,351
                     244,895,325
  Credit Card — 1.6%    
e Avant Credit Card Master Trust, Series 2021-1A Class A, 1.37% due 4/15/2027       3,000,000      2,740,142
e Brex Commercial Charge Card Master Trust, Series 2021-1 Class A, 2.09% due 7/15/2024       3,150,000      3,089,255
SCHEDULE OF INVESTMENTS, Continued
Thornburg Strategic Income Fund June 30, 2022 (Unaudited)
  Issuer-Description SHARES/
PRINCIPAL AMOUNT 		VALUE
  Continental Credit Card LLC,    
e Series 2019-1A Class A, 3.83% due 8/15/2026 $     3,924,338 $    3,890,713
e Series 2019-1A Class C, 6.16% due 8/15/2026       6,440,000      6,276,487
  Continental Finance Credit Card ABS Master Trust,    
e Series 2020-1A Class A, 2.24% due 12/15/2028       3,000,000      2,829,924
e Series 2020-1A Class B, 3.66% due 12/15/2028       3,700,000      3,482,215
  Genesis Private Label Amortizing Trust,    
e Series 2020-1 Class C, 4.19% due 7/20/2030         993,656        991,890
e Series 2020-1 Class D, 6.63% due 7/20/2030       1,550,000      1,552,140
  Genesis Sales Finance Master Trust,    
e Series 2020-AA Class C, 2.99% due 9/22/2025       1,780,000      1,622,678
e Series 2020-AA Class D, 4.71% due 9/22/2025       2,300,000      2,135,434
  Mercury Financial Credit Card Master Trust,    
e Series 2021-1A Class D, 6.26% due 3/20/2026       5,000,000      4,799,217
e Series 2022-1A Class A, 2.50% due 9/21/2026      12,500,000     11,839,480
e Mission Lane Credit Card Master Trust, Series 2021-A Class A, 1.59% due 9/15/2026      13,599,000     13,096,235
  Perimeter Master Note Business Trust,    
e Series 2019-2A Class A, 4.23% due 5/15/2024       2,966,000      2,934,728
e Series 2019-2A Class B, 5.21% due 5/15/2024       6,500,000      6,372,683
e Series 2019-2A Class C, 7.06% due 5/15/2024       1,463,000     1,463,798
                      69,117,019
  Other Asset Backed — 14.2%    
d,e 321 Henderson Receivables I LLC, Series 2006-3A Class A1, 1.524% (LIBOR 1 Month + 0.20%) due 9/15/2041         841,341        817,292
e Affirm Asset Securitization Trust, Series 2021-Z2 Class A, 1.17% due 11/16/2026       1,992,535      1,939,790
e Amur Equipment Finance Receivables VII LLC, Series 2019-1A Class A2, 2.63% due 6/20/2024         318,608        318,130
  Amur Equipment Finance Receivables VIII LLC,    
e Series 2020-1A Class E, 7.00% due 1/20/2027       2,237,613      2,195,762
e Series 2020-1A Class F, 7.00% due 12/20/2027       6,301,302      6,173,958
  Aqua Finance Trust,    
e Series 2019-A Class A, 3.14% due 7/16/2040       1,537,081      1,487,785
e Series 2019-A Class D, 6.07% due 7/16/2040      18,900,000     18,160,380
e Series 2020-AA Class A, 1.90% due 7/17/2046       1,733,657      1,659,826
e Series 2020-AA Class D, 7.15% due 7/17/2046       2,550,000      2,448,001
e Series 2021-A Class A, 1.54% due 7/17/2046       5,257,032      4,854,982
d,e,f Arbor Realty Commercial Real Estate Notes Ltd., Series 2022-FL1 Class A, 2.229% (SOFR30A + 1.45%) due 1/15/2037      20,000,000     19,499,230
e Arm Master Trust LLC, Series 2021-T1 Class A, 2.43% due 11/15/2027       2,000,000      1,865,244
e AXIS Equipment Finance Receivables LLC, Series 2021-1A Class F, 6.09% due 2/20/2029       8,152,000      7,483,280
  BHG Securitization Trust,    
e Series 2021-A Class A, 1.42% due 11/17/2033       8,125,392      7,771,039
e Series 2021-A Class C, 3.69% due 11/17/2033       2,200,000      2,027,903
e Series 2021-B Class A, 0.90% due 10/17/2034       4,180,380      3,970,789
e Series 2022-A Class A, 1.71% due 2/20/2035      17,390,426     16,596,241
d,e,f Blackbird Capital Aircraft Lease Securitization Ltd., Series 2016-1A Class A, 4.213% due 12/16/2041       4,689,640      4,144,020
  CFG Investments Ltd.,    
e Series 2021-1 Class A, 4.70% due 5/20/2032       7,275,000      7,052,201
e Series 2021-1 Class C, 7.48% due 5/20/2032       1,560,000      1,480,777
e Series 2021-1 Class D, 9.07% due 5/20/2032         515,000        486,433
e CFMT Issuer Trust, Series 2021-GRN1 Class A, 1.10% due 3/20/2041       1,508,415      1,430,651
e Conn’s Receivables Funding LLC, Series 2021-A Class A, 1.05% due 5/15/2026       2,507,543      2,463,207
  Consumer Loan Underlying Bond Credit Trust,    
e Series 2018-P3 Class C, 5.54% due 1/15/2026       1,476,638      1,477,123
e Series 2019-HP1 Class C, 4.70% due 12/15/2026       5,000,000      5,003,476
d,e Series 2019-HP1 Class CERT, due 12/15/2026         100,000      1,074,853
e Series 2019-P1 Class C, 4.66% due 7/15/2026       8,271,284      8,257,414
e Series 2019-P2 Class C, 4.41% due 10/15/2026         865,514        862,647
e,g CP EF Asset Securitization I LLC, Series 2022-1A Class A, 5.96% due 4/15/2030      14,900,000     14,898,866
  Dext ABS LLC,    
e Series 2020-1 Class A, 1.46% due 2/16/2027       1,579,201      1,557,072
e Series 2021-1 Class A, 1.12% due 2/15/2028       4,937,388      4,759,358
e Diamond Infrastructure Funding LLC, Series 2021-1A Class A, 1.76% due 4/15/2049      15,300,000     13,139,068
e Diamond Issuer, Series 2021-1A Class A, 2.305% due 11/20/2051      10,983,000      9,651,880
  Diamond Resorts Owner Trust,    
e Series 2018-1 Class A, 3.70% due 1/21/2031         715,242        712,376
e Series 2019-1A Class A, 2.89% due 2/20/2032       1,759,029      1,730,737
SCHEDULE OF INVESTMENTS, Continued
Thornburg Strategic Income Fund June 30, 2022 (Unaudited)
  Issuer-Description SHARES/
PRINCIPAL AMOUNT 		VALUE
e,f ECAF I Ltd., Series 2015-1A Class B1, 5.802% due 6/15/2040 $     4,600,060 $    1,299,572
e Encina Equipment Finance LLC, Series 2022-1A Class A1, 3.76% due 8/16/2027       8,195,000      8,179,280
e ExteNet LLC, Series 2019-1A Class A2, 3.204% due 7/26/2049       5,000,000      4,799,914
e Fat Brands Fazoli’s Native I LLC, Series 2021-1 Class A2, 6.00% due 7/25/2051       8,000,000      7,695,528
  Foundation Finance Trust,    
e Series 2017-1A Class A, 3.30% due 7/15/2033          81,566         81,521
e Series 2019-1A Class A, 3.86% due 11/15/2034       2,997,080      2,960,846
e Series 2019-1A Class C, 5.66% due 11/15/2034         575,000        566,928
e Series 2020-1A Class A, 3.54% due 7/16/2040       1,724,742      1,695,823
e Series 2020-1A Class C, 5.75% due 7/16/2040       4,025,000      3,746,502
e Series 2021-1A Class A, 1.27% due 5/15/2041       2,444,523      2,267,561
e Series 2021-1A Class D, 4.96% due 5/15/2041       2,345,000      2,144,808
e Series 2021-2A Class A, 2.19% due 1/15/2042       2,467,794      2,330,117
e Series 2021-2A Class D, 5.73% due 1/15/2042       3,750,000      3,481,885
  Freed ABS Trust,    
e Series 2019-2 Class C, 4.86% due 11/18/2026      10,013,684     10,015,716
e Series 2021-3FP Class A, 0.62% due 11/20/2028       1,834,468      1,829,488
e Series 2022-2CP Class A, 3.03% due 5/18/2029       1,216,188      1,206,023
  Goldman Home Improvement Trust,    
e Series 2021-GRN2 Class A, 1.15% due 6/25/2051      11,456,182     10,655,997
a,e Series 2021-GRN2 Class R, due 6/20/2051          41,500      3,078,829
e Goodgreen Trust, Series 2021-1A Class A, 2.66% due 10/15/2056      12,300,950     11,129,420
  GoodLeap Sustainable Home Solutions Trust,    
e Series 2021-3CS Class C, 3.50% due 5/20/2048       4,500,000      3,645,350
e Series 2021-4GS Class A, 1.93% due 7/20/2048       4,389,794      3,738,648
d,e,f Greystone Commercial Real Estate Notes Ltd., Series 2021-FL3 Class A, 2.344% (LIBOR 1 Month + 1.02%) due 7/15/2039      14,000,000     13,357,331
e HERO Funding Trust, Series 2017-2A Class A1, 3.28% due 9/20/2048       1,168,980      1,131,418
e Hilton Grand Vacations Trust, Series 2019-AA Class A, 2.34% due 7/25/2033       1,571,610      1,517,607
e InStar Leasing III LLC, Series 2021-1A Class C, 5.29% due 2/15/2054       6,928,688      6,204,386
e LendingClub Receivables Trust, Series 2020-6A Class A, 2.75% due 11/15/2047       1,149,541      1,143,615
  LendingPoint Asset Securitization Trust,    
e Series 2012-B Class A, 4.77% due 10/15/2029       4,946,000      4,917,924
e Series 2020-REV1 Class A, 2.731% due 10/15/2028       6,500,000      6,372,197
e Series 2020-REV1 Class C, 7.699% due 10/15/2028       4,000,000      3,969,778
e Series 2021-A Class D, 5.73% due 12/15/2028       9,000,000      8,460,635
e Series 2021-B Class D, 6.12% due 2/15/2029       5,000,000      4,585,668
e Series 2022-A Class E, 7.02% due 6/15/2029       6,000,000      5,632,591
  LL ABS Trust,    
e Series 2020-1A Class C, 6.54% due 1/17/2028       2,200,000      2,172,991
e Series 2021-1A Class A, 1.07% due 5/15/2029       3,363,689      3,245,449
  Loanpal Solar Loan Ltd.,    
a,e,h Series 2021-1GS Class R, 0.01% due 1/20/2048      13,252,480     10,922,694
e Series 2021-2GS Class C, 3.50% due 3/20/2048       3,378,000      2,765,814
e LP LMS Asset Securitization Trust, Series 2021-2A Class D, 6.61% due 1/15/2029       2,947,000      2,557,079
  Marlette Funding Trust,    
e Series 2019-1A Class C, 4.42% due 4/16/2029       2,703,303      2,692,338
e Series 2019-4A Class C, 3.76% due 12/17/2029       4,800,000      4,729,311
e Series 2020-1A Class C, 2.80% due 3/15/2030         669,246        668,048
e Series 2021-1A Class R, 0.01% due 6/16/2031           9,520      1,750,034
e Series 2021-2A Class R, 0.01% due 9/15/2031          16,347      3,423,714
e Series 2021-3A Class R, due 12/15/2031          15,892      5,416,615
d,e,f MF1 Ltd., Series 2022-FL8 Class A, 2.142% (SOFR30A + 1.35%) due 2/19/2037      13,750,000     13,296,950
  Mosaic Solar Loan Trust,    
e Series 2020-1A Class C, 4.47% due 4/20/2046         221,895        221,314
e Series 2020-2A Class D, 5.42% due 8/20/2046       1,110,199      1,070,567
a,e Series 2020-2A Class R, 0.01% due 8/20/2046       1,042,152        478,243
a,e Series 2021-1A Class R, 0.01% due 12/20/2046       6,661,833      2,658,737
a,e Series 2021-2A Class R, 0.01% due 4/22/2047       9,930,000      2,161,761
a,e Series 2021-3A Class R, 0.01% due 6/20/2052      12,320,000      3,320,240
  New Residential Advance Receivables Trust Advance Receivables Backed,    
e Series 2020-T1 Class AT1, 1.426% due 8/15/2053       8,500,000      8,116,842
e Series 2020-T1 Class BT1, 1.823% due 8/15/2053       3,000,000      2,873,931
e Series 2020-T1 Class CT1, 2.269% due 8/15/2053       3,400,000      3,262,989
e Series 2020-T1 Class DT1, 3.011% due 8/15/2053       6,575,000      6,318,028
e New Residential Advance Receivables Trust Advance Receivables Backed Notes, Series 2020-APT1 Class AT1, 1.035% due 12/16/2052      21,560,000     21,154,536
SCHEDULE OF INVESTMENTS, Continued
Thornburg Strategic Income Fund June 30, 2022 (Unaudited)
  Issuer-Description SHARES/
PRINCIPAL AMOUNT 		VALUE
  NRZ Advance Receivables Trust,    
e Series 2020-T2 Class AT2, 1.475% due 9/15/2053 $    18,705,000 $   17,866,012
e Series 2020-T2 Class CT2, 2.17% due 9/15/2053       3,000,000      2,861,137
e Series 2020-T2 Class DT2, 2.863% due 9/15/2053       5,550,000      5,313,683
e Series 2020-T3 Class AT3, 1.317% due 10/15/2052       4,484,000      4,440,451
e Series 2020-T3 Class DT3, 2.458% due 10/15/2052       1,760,000      1,744,701
  Ocwen Master Advance Receivables Trust,    
e Series 2020-T1 Class AT1, 1.278% due 8/15/2052       7,242,105      7,224,188
e Series 2020-T1 Class BT1, 1.774% due 8/15/2052       2,580,000      2,572,466
e Series 2020-T1 Class CT1, 2.32% due 8/15/2052       1,339,790      1,336,623
e Series 2020-T1 Class DT1, 3.061% due 8/15/2052       7,563,474      7,544,465
  Oportun Funding LLC,    
e Series 2020-1 Class B, 3.45% due 5/15/2024       4,720,278      4,715,594
e Series 2022-1 Class A, 3.25% due 6/15/2029      10,097,980      9,943,334
d,e Series 2022-1 Class CERT, due 6/15/2029          11,000      6,280,122
e Oportun Issuance Trust, Series 2022-A Class A, 5.05% due 6/9/2031      10,588,000     10,478,146
  Pagaya AI Debt Selection Trust,    
e Series 2020-3 Class A, 2.10% due 5/17/2027         198,949        198,671
e Series 2021-1 Class A, 1.18% due 11/15/2027       4,982,852      4,855,341
e Series 2021-3 Class A, 1.15% due 5/15/2029       6,747,922      6,552,466
e Series 2021-HG1 Class A, 1.22% due 1/16/2029       4,236,645      4,040,961
  Pagaya AI Debt Trust,    
e Series 2022-1 Class A, 2.03% due 10/15/2029      14,042,584     13,567,124
e Series 2022-2 Class A, 4.97% due 1/15/2030       7,135,000      7,082,226
e Pawnee Equipment Receivables LLC, Series 2020-1 Class A, 1.37% due 11/17/2025         934,620        922,161
e Prosper Marketplace Issuance Trust, Series 2019-4A Class C, 4.95% due 2/17/2026       4,419,134      4,412,388
  Prosper Pass-Thru Trust,    
e Series 2019-ST1 Class CERT, 0.01% due 7/15/2025      13,363,728        381,009
e Series 2019-ST2 Class R1, 0.01% due 11/15/2025       6,385,267        892,239
e Series 2019-ST2 Class R2, 0.01% due 11/15/2025       3,193,133        446,189
e SCF Equipment Leasing LLC, Series 2019-2A Class C, 3.11% due 6/21/2027       7,300,000      6,957,725
e Service Experts Issuer LLC, Series 2021-1A Class A, 2.67% due 2/2/2032       8,549,021      7,851,922
e SolarCity LMC Series I LLC, Series 2013-1 Class A, 4.80% due 11/20/2038       1,348,963      1,304,972
e SpringCastle America Funding LLC, Series 2020-AA Class A, 1.97% due 9/25/2037       5,260,218      5,242,537
e SPS Servicer Advance Receivables Trust, Series 2020-T2 Class A, 1.83% due 11/15/2055       3,300,000      3,009,690
e Theorem Funding Trust, Series 2021-1A Class A, 1.21% due 12/15/2027       5,000,925      4,873,880
  Upstart Pass-Through Trust,    
e Series 2020-ST1 Class A, 3.75% due 2/20/2028       1,392,318      1,365,602
e Series 2020-ST2 Class A, 3.50% due 3/20/2028       1,316,226      1,296,743
e Series 2020-ST3 Class A, 3.35% due 4/20/2028       1,734,423      1,695,112
e Series 2021-ST4 Class A, 2.00% due 7/20/2027       1,264,449      1,191,703
e Series 2021-ST6 Class A, 1.85% due 8/20/2027       3,408,689      3,278,869
e Series 2021-ST8 Class CERT, 0.01% due 10/20/2029       5,400,000      3,232,521
e Series 2021-ST9 Class CERT, 0.01% due 11/20/2029       1,414,000        860,548
  Upstart Securitization Trust,    
e,h Series 2018-2 Class CERT, 0.01% due 12/22/2025          84,500      4,175,740
e Series 2020-1 Class B, 3.093% due 4/22/2030       3,815,039      3,799,662
e Series 2021-2 Class A, 0.91% due 6/20/2031       1,619,881      1,578,440
e Series 2021-3 Class CERT, due 7/20/2031           7,165      2,677,419
e Series 2021-4 Class A, 0.84% due 9/20/2031       3,628,377      3,522,708
e Series 2021-4 Class CERT, 0.01% due 9/20/2031           4,706      2,634,387
e Upstart Structured Pass-Through Trust, Series 2022-1A Class A, 3.40% due 4/15/2030      14,745,212    14,085,402
                     628,880,201
  Student Loan — 2.5%    
  College Ave Student Loans LLC,    
d,e Series 2021-A Class A1, 2.724% (LIBOR 1 Month + 1.10%) due 7/25/2051       3,471,676      3,430,819
e Series 2021-A Class A2, 1.60% due 7/25/2051         330,636        298,372
d,e Series 2021-C Class A1, 2.524% (LIBOR 1 Month + 0.90%) due 7/26/2055       6,452,111      6,287,926
  Commonbond Student Loan Trust,    
e Series 18-CGS Class A1, 3.87% due 2/25/2046         579,590        569,053
e Series 2020-1 Class A, 1.69% due 10/25/2051       2,189,509      2,082,149
e Series 2021-BGS Class A, 1.17% due 9/25/2051       3,233,075      2,934,710
  National Collegiate Student Loan Trust,    
d Series 2004-2 Class B, 2.164% (LIBOR 1 Month + 0.54%) due 12/26/2033      20,336,852     19,586,923
SCHEDULE OF INVESTMENTS, Continued
Thornburg Strategic Income Fund June 30, 2022 (Unaudited)
  Issuer-Description SHARES/
PRINCIPAL AMOUNT 		VALUE
d Series 2006-1 Class A5, 1.974% (LIBOR 1 Month + 0.35%) due 3/25/2033 $    16,663,100 $   15,657,127
d Series 2006-4 Class A4, 1.934% (LIBOR 1 Month + 0.31%) due 5/25/2032       6,182,392      5,833,813
d Series 2007-2 Class A4, 1.914% (LIBOR 1 Month + 0.29%) due 1/25/2033       2,952,272      2,735,055
d,e Navient Private Education Refi Loan Trust, Series 2019-D Class A2B, 2.374% (LIBOR 1 Month + 1.05%) due 12/15/2059       4,411,236      4,368,945
d,e Nelnet Private Education Loan Trust, Series 2016-A Class A1A, 3.374% (LIBOR 1 Month + 1.75%) due 12/26/2040         157,558        157,583
  Nelnet Student Loan Trust,    
d,e Series 2015-2A Class A2, 2.224% (LIBOR 1 Month + 0.60%) due 9/25/2047       2,488,895      2,414,053
d,e Series 2021-CA Class AFL, 2.335% (LIBOR 1 Month + 0.74%) due 4/20/2062       4,347,282      4,257,027
d,e Series 2021-DA Class AFL, 2.285% (LIBOR 1 Month + 0.69%) due 4/20/2062       5,009,502      4,911,252
d,e,f Prodigy Finance DAC, Series 2021-1A Class A, 2.874% (LIBOR 1 Month + 1.25%) due 7/25/2051       1,501,603      1,461,760
  SLM Student Loan Trust,    
d Series 2008-2 Class A3, 1.934% (LIBOR 3 Month + 0.75%) due 4/25/2023         712,262        686,765
d Series 2008-5 Class A4, 2.884% (LIBOR 3 Month + 1.70%) due 7/25/2023         928,711        928,600
d Series 2011-2 Class A2, 2.824% (LIBOR 1 Month + 1.20%) due 10/25/2034       4,445,356      4,426,998
d Series 2012-1 Class A3, 2.574% (LIBOR 1 Month + 0.95%) due 9/25/2028       1,938,352      1,874,058
d Series 2013-6 Class A3, 2.274% (LIBOR 1 Month + 0.65%) due 6/26/2028       2,101,750      2,017,135
  SMB Private Education Loan Trust,    
e Series 2021-A Class R, 0.01% due 1/15/2053           2,742      7,828,469
d,e Series 2021-D Class A1B, 1.924% (LIBOR 1 Month + 0.60%) due 3/17/2053       3,492,806      3,433,451
e Series 2022-A Class D, 4.75% due 11/16/2054       6,000,000      5,604,864
e SoFi Professional Loan Program Trust, Series 2021-B Class R1, due 2/15/2047          90,000      4,763,142
d,e Towd Point Asset Trust, Series 2021-SL1 Class A2, 2.312% (LIBOR 1 Month + 0.70%) due 11/20/2061       3,459,116     3,417,971
                     111,968,020
  Total Asset Backed Securities (Cost $1,085,587,100)                1,054,860,565
  Corporate Bonds — 48.2%    
  Automobiles & Components — 1.2%    
  Auto Components — 0.1%    
e Real Hero Merger Sub 2, Inc., 6.25% due 2/1/2029       4,616,000     3,506,452
  Automobiles — 0.9%    
d,e,f BMW Finance NV, 2.19% (LIBOR 3 Month + 0.79%) due 8/12/2022       4,000,000      3,999,680
e Daimler Finance North America LLC, 2.125% due 3/10/2025       7,500,000      7,128,450
d,e Daimler Trucks Finance North America LLC, 2.23% (SOFR + 0.75%) due 12/13/2024       4,099,000      4,042,557
  Hyundai Capital America,    
e 0.875% due 6/14/2024       2,950,000      2,759,312
e 1.00% due 9/17/2024       7,143,000      6,639,061
e 1.80% due 10/15/2025 - 1/10/2028       1,933,000      1,732,402
e 2.375% due 2/10/2023 - 10/15/2027       8,092,000      7,880,497
e 3.00% due 2/10/2027       2,750,000      2,532,200
  Hyundai Capital Services, Inc.,    
e,f 1.25% due 2/8/2026         830,000        746,734
e,f 3.75% due 3/5/2023         971,000        973,165
  Nissan Motor Acceptance Co. LLC,    
d,e 1.671% (LIBOR 3 Month + 0.65%) due 7/13/2022         440,000        439,930
d,e 2.924% (LIBOR 3 Month + 0.69%) due 9/28/2022         460,000       459,660
  Construction & Engineering — 0.2%    
e,f IHS Netherlands Holdco BV, 8.00% due 9/18/2027      13,800,000    12,037,188
                      54,877,288
  Banks — 0.4%    
  Banks — 0.4%    
d Capital One NA, 2.191% (LIBOR 3 Month + 0.82%) due 8/8/2022       2,326,000      2,326,302
d Citizens Bank NA/Providence RI, 3.182% (LIBOR 3 Month + 0.95%) due 3/29/2023       4,000,000      4,003,720
e,f Macquarie Bank Ltd., 3.624% due 6/3/2030       2,800,000      2,450,644
d,e,f NBK SPC Ltd., 1.625% (SOFR + 1.05%) due 9/15/2027       5,177,000      4,620,110
  Santander Holdings USA, Inc.,    
  3.244% due 10/5/2026       1,815,000      1,701,835
  3.45% due 6/2/2025       1,185,000     1,142,589
                      16,245,200
  Capital Goods — 1.9%    
  Aerospace & Defense — 1.0%    
  Boeing Co., 2.196% due 2/4/2026       2,832,000      2,555,795
SCHEDULE OF INVESTMENTS, Continued
Thornburg Strategic Income Fund June 30, 2022 (Unaudited)
  Issuer-Description SHARES/
PRINCIPAL AMOUNT 		VALUE
e BWX Technologies, Inc.,4.125% due 6/30/2028 - 4/15/2029 $    12,961,000 $   11,488,301
e Spirit AeroSystems, Inc., 7.50% due 4/15/2025       7,817,000      7,304,908
  Teledyne Technologies, Inc.,    
  2.25% due 4/1/2028       4,423,000      3,832,839
  2.75% due 4/1/2031       2,217,000      1,854,055
  TransDigm, Inc.,    
e 6.25% due 3/15/2026      12,244,000     11,831,500
e 8.00% due 12/15/2025       5,600,000     5,672,856
  Machinery — 0.5%    
e,f ATS Automation Tooling Systems, Inc., 4.125% due 12/15/2028       9,620,000      8,120,627
  Flowserve Corp., 3.50% due 10/1/2030       4,053,000      3,431,513
  nVent Finance Sarl,    
f 2.75% due 11/15/2031       4,097,000      3,328,075
f 4.55% due 4/15/2028       3,000,000      2,896,800
  Westinghouse Air Brake Technologies Corp., 4.40% due 3/15/2024       3,854,000     3,845,829
  Trading Companies & Distributors — 0.4%    
e IAA, Inc., 5.50% due 6/15/2027      19,559,000    18,214,123
                      84,377,221
  Commercial & Professional Services — 1.3%    
  Commercial Services & Supplies — 1.0%    
e ACCO Brands Corp., 4.25% due 3/15/2029      12,736,000     10,455,364
e,f Cimpress plc, 7.00% due 6/15/2026       9,141,000      7,286,931
  CoreCivic, Inc., 8.25% due 4/15/2026       3,856,000      3,761,065
e Nielsen Finance LLC/Nielsen Finance Co., 5.875% due 10/1/2030       9,182,000      8,435,228
  Quanta Services, Inc., 0.95% due 10/1/2024      10,069,000      9,321,981
e,f Ritchie Bros Auctioneers, Inc., 5.375% due 1/15/2025       3,026,000     2,963,695
  Hotels, Restaurants & Leisure — 0.0%    
e Magallanes, Inc., 3.428% due 3/15/2024       1,800,000     1,764,648
  Machinery — 0.1%    
  Scotts Miracle-Gro Co., 5.25% due 12/15/2026       2,000,000     1,870,360
  Media — 0.0%    
e CCO Holdings LLC/CCO Holdings Capital Corp., 4.75% due 2/1/2032         900,000       740,988
  Professional Services — 0.2%    
  Gartner, Inc.,    
e 3.625% due 6/15/2029       7,155,000      6,169,900
e 4.50% due 7/1/2028       3,749,000     3,411,215
                      56,181,375
  Consumer Durables & Apparel — 0.6%    
  Household Durables — 0.3%    
e CD&R Smokey Buyer, Inc., 6.75% due 7/15/2025      13,833,000     12,280,108
e,f Panasonic Corp., 2.536% due 7/19/2022       2,790,000     2,788,633
  Leisure Products — 0.3%    
e Vista Outdoor, Inc., 4.50% due 3/15/2029      16,065,000    12,171,647
                      27,240,388
  Consumer Services — 1.2%    
  Hotels, Restaurants & Leisure — 1.2%    
  Hyatt Hotels Corp.,    
  1.80% due 10/1/2024       6,520,000      6,170,919
  6.00% due 4/23/2030       4,475,000      4,496,122
e Nathan’s Famous, Inc., 6.625% due 11/1/2025      15,305,000     14,718,360
e Papa John’s International, Inc., 3.875% due 9/15/2029      12,568,000     10,335,169
e SeaWorld Parks & Entertainment, Inc., 8.75% due 5/1/2025      11,405,000     11,808,509
e TKC Holdings, Inc., 6.875% due 5/15/2028       8,650,000     7,446,612
                      54,975,691
  Diversified Financials — 7.1%    
  Capital Markets — 2.2%    
e,f B3 SA - Brasil Bolsa Balcao, 4.125% due 9/20/2031       8,827,000      7,226,841
  Blackstone Private Credit Fund,    
e 2.625% due 12/15/2026       2,995,000      2,497,920
e 3.25% due 3/15/2027       1,397,000      1,185,732
SCHEDULE OF INVESTMENTS, Continued
Thornburg Strategic Income Fund June 30, 2022 (Unaudited)
  Issuer-Description SHARES/
PRINCIPAL AMOUNT 		VALUE
d Citigroup Global Markets Holdings, Inc., 6.40% due 1/29/2035 $     4,108,000 $    2,790,515
  Compass Group Diversified Holdings LLC,    
e 5.00% due 1/15/2032         800,000        621,696
e 5.25% due 4/15/2029       9,153,000      7,582,162
  Hercules Capital, Inc.,    
  2.625% due 9/16/2026       5,218,000      4,499,168
  3.375% due 1/20/2027       4,157,000      3,614,096
a,b,e,i JPR Royalty Sub LLC, 14.00% due 9/1/2020       2,000,000              0
  LPL Holdings, Inc.,    
e 4.00% due 3/15/2029       2,820,000      2,425,736
e 4.375% due 5/15/2031       5,085,000      4,350,167
e 4.625% due 11/15/2027       3,515,000      3,310,251
  Main Street Capital Corp., 3.00% due 7/14/2026       2,258,000      1,974,756
  Owl Rock Capital Corp.,    
  2.625% due 1/15/2027         833,000        693,006
  2.875% due 6/11/2028       7,319,000      5,760,346
e Owl Rock Capital Corp. III, 3.125% due 4/13/2027       6,070,000      5,203,386
  Owl Rock Core Income Corp.,    
e 3.125% due 9/23/2026       7,087,000      6,113,175
e 4.70% due 2/8/2027       1,910,000      1,747,574
e 5.50% due 3/21/2025       2,690,000      2,581,270
  Owl Rock Technology Finance Corp.,    
  2.50% due 1/15/2027       3,547,000      3,016,121
e 3.75% due 6/17/2026       3,540,000      3,199,664
e 4.75% due 12/15/2025       6,409,000      6,062,273
  Sixth Street Specialty Lending, Inc.,    
  2.50% due 8/1/2026         609,000        531,255
  3.875% due 11/1/2024       4,054,000      3,906,678
  SLR Investment Corp., 4.50% due 1/20/2023       3,875,000      3,828,655
e StoneX Group, Inc., 8.625% due 6/15/2025      13,286,000    13,410,357
  Consumer Finance — 0.3%    
e FirstCash, Inc., 5.625% due 1/1/2030      17,215,000    15,078,791
  Diversified Financial Services — 4.4%    
  Antares Holdings LP,    
e 2.75% due 1/15/2027       1,630,000      1,370,732
e 3.75% due 7/15/2027       6,480,000      5,504,306
e 3.95% due 7/15/2026       9,451,000      8,225,583
e 6.00% due 8/15/2023       4,400,000      4,441,492
e 8.50% due 5/18/2025       2,750,000      2,968,268
  Bank of America Corp.,    
d 0.976% (SOFR + 0.69%) due 4/22/2025       9,500,000      8,936,745
d 1.734% (SOFR + 0.96%) due 7/22/2027       1,290,000      1,149,687
d 1.938% (BSBY3M + 0.43%) due 5/28/2024       1,707,000      1,675,933
d 3.841% (SOFR + 1.11%) due 4/25/2025       2,535,000      2,527,547
d,f Barclays plc, 2.791% (LIBOR 3 Month + 1.38%) due 5/16/2024       2,500,000      2,497,575
  BNP Paribas SA,    
d,e,f 2.159% (SOFR + 1.22%) due 9/15/2029       1,350,000      1,130,787
e,f 3.375% due 1/9/2025       5,000,000      4,886,100
d Charles Schwab Corp., 2.433% (SOFRINDX + 1.05%) due 3/3/2027      20,000,000     19,674,200
  Citigroup Mortgage Loan Trust,    
d 1.462% (SOFR + 0.77%) due 6/9/2027       5,881,000      5,197,334
d 1.794% (SOFR + 0.67%) due 5/1/2025       3,971,000      3,868,628
d 2.216% (SOFR + 0.77%) due 6/9/2027       6,750,000      6,392,587
d Citigroup, Inc., 4.658% (SOFR + 1.89%) due 5/24/2028       3,035,000      3,012,845
  Deutsche Bank AG,    
f 0.898% due 5/28/2024       3,667,000      3,437,812
d,f 2.311% (SOFR + 1.22%) due 11/16/2027       4,670,000      4,028,762
d,f 2.783% (LIBOR 3 Month + 1.23%) due 2/27/2023       2,800,000      2,796,920
  Goldman Sachs Group, Inc.,    
d 0.65% (SOFR + 0.50%) due 7/16/2024       5,092,000      4,877,830
d 1.676% (SOFR + 0.70%) due 1/24/2025       2,610,000      2,548,926
d 1.868% (SOFR + 0.92%) due 10/21/2027       2,692,000      2,584,966
d 1.937% (SOFR + 0.50%) due 9/10/2024       3,687,000      3,607,066
d 2.009% (SOFR + 0.62%) due 12/6/2023       2,027,000      2,004,804
d 2.258% (SOFR + 0.82%) due 9/10/2027       3,687,000      3,492,253
SCHEDULE OF INVESTMENTS, Continued
Thornburg Strategic Income Fund June 30, 2022 (Unaudited)
  Issuer-Description SHARES/
PRINCIPAL AMOUNT 		VALUE
  3.00% due 3/15/2024 $     3,052,000 $    3,013,148
  HSBC Holdings plc,    
d,f 1.589% (SOFR + 1.29%) due 5/24/2027       3,500,000      3,077,270
d,f 1.645% (SOFR + 1.54%) due 4/18/2026       3,750,000      3,440,025
d,f 1.849% (SOFR + 0.58%) due 11/22/2024         715,000        694,208
d,f 2.206% (SOFR + 1.29%) due 8/17/2029       3,500,000      2,939,615
d,f 2.251% (SOFR + 1.10%) due 11/22/2027       1,350,000      1,202,823
d,f 4.18% (SOFR + 1.51%) due 12/9/2025       2,600,000      2,559,310
  JPMorgan Chase & Co.,    
d 1.847% (SOFR + 0.89%) due 4/22/2027       2,304,000      2,210,181
d 2.038% (SOFR + 0.60%) due 12/10/2025       2,000,000      1,938,960
d 2.212% (SOFR + 0.92%) due 2/24/2026       7,590,000      7,345,602
d 4.08% (SOFR + 1.32%) due 4/26/2026       1,896,000      1,878,595
d 4.323% (SOFR + 1.56%) due 4/26/2028       2,434,000      2,396,687
d,f Mitsubishi UFJ Financial Group, Inc., 3.837% (H15T1Y + 1.13%) due 4/17/2026       9,714,000      9,582,181
d,f Mizuho Financial Group, Inc., 2.154% (LIBOR 3 Month + 0.63%) due 5/25/2024       2,946,000      2,908,497
d,f Natwest Group plc, 1.642% (H15T1Y + 0.90%) due 6/14/2027       2,000,000      1,756,440
  Societe Generale SA,    
d,e,f 1.792% (H15T1Y + 1.00%) due 6/9/2027       1,667,000      1,453,424
d,e,f 1.998% (SOFR + 1.05%) due 1/21/2026       2,600,000      2,513,030
e,f 2.625% due 1/22/2025       3,000,000      2,856,720
e,f 3.875% due 3/28/2024       2,000,000      1,980,620
e,f 4.25% due 9/14/2023       3,000,000      3,005,250
d,f Sumitomo Mitsui Financial Group, Inc., 1.669% (SOFR + 0.88%) due 1/14/2027       4,760,000      4,625,720
  UBS Group AG,    
d,e,f 1.494% (H15T1Y + 0.85%) due 8/10/2027       2,679,000      2,339,785
d,e,f 4.751% (H15T1Y + 1.75%) due 5/12/2028       3,600,000      3,561,768
e United Wholesale Mortgage LLC, 5.50% due 11/15/2025      12,301,000     10,560,532
  Western Union Co., 2.85% due 1/10/2025       2,338,000     2,245,018
  Insurance — 0.2%    
e Global Atlantic Fin Co., 4.40% due 10/15/2029       7,275,000     6,636,982
                     314,773,670
  Energy — 3.4%    
  Energy Equipment & Services — 0.4%    
e Enviva Partners LP/Enviva Partners Finance Corp., 6.50% due 1/15/2026      17,644,000     17,054,161
e Hanwha Energy USA Holdings Corp., 2.375% due 7/30/2022       1,915,000      1,913,908
  Odebrecht Offshore Drilling Finance Ltd.,    
e,f 6.72% due 12/1/2022          62,885         60,616
e,f,j 7.72% due 12/1/2026 PIK       2,560,981        633,612
c,e,f Odebrecht Oil & Gas Finance Ltd. (Guaranty: Odebrecht Oleo e Gas SA), Zero coupon due 8/1/2022         304,899          1,314
b,e,f,i Schahin II Finance Co. SPV Ltd., 5.875% due 9/25/2023      10,461,181       562,289
  Oil, Gas & Consumable Fuels — 3.0%    
e Chesapeake Energy Corp., 5.50% due 2/1/2026       8,950,000      8,537,942
e Citgo Holding, Inc., 9.25% due 8/1/2024      15,777,000     15,354,019
e Colorado Interstate Gas Co. LLC/Colorado Interstate Issuing Corp., 4.15% due 8/15/2026         725,000        717,170
  Delek Logistics Partners LP/Delek Logistics Finance Corp., 6.75% due 5/15/2025       9,188,000      8,552,190
d Energy Transfer LP, 4.304% (LIBOR 3 Month + 3.02%) due 11/1/2066       1,200,000        845,400
  Florida Gas Transmission Co. LLC,    
e 2.30% due 10/1/2031       3,985,000      3,238,052
e 3.875% due 7/15/2022       4,765,000      4,766,144
  Galaxy Pipeline Assets Bidco Ltd.,    
e,f 1.75% due 9/30/2027       9,187,806      8,539,698
e,f 2.16% due 3/31/2034       4,189,350      3,560,780
e,f 2.625% due 3/31/2036       6,630,000      5,372,422
e,f Gazprom PJSC via Gaz Finance plc, 3.50% due 7/14/2031      16,000,000      4,339,680
  Gray Oak Pipeline LLC,    
e 2.00% due 9/15/2023       7,848,000      7,626,922
e 3.45% due 10/15/2027       5,130,000      4,747,045
e Gulfstream Natural Gas System LLC, 4.60% due 9/15/2025       5,000,000      5,006,400
e,f Lukoil International Finance BV, 4.563% due 4/24/2023       1,050,000        729,739
e Midwest Connector Capital Co. LLC, 4.625% due 4/1/2029       5,487,000      5,180,112
e Par Petroleum LLC/Par Petroleum Finance Corp., 7.75% due 12/15/2025         451,000        428,951
SCHEDULE OF INVESTMENTS, Continued
Thornburg Strategic Income Fund June 30, 2022 (Unaudited)
  Issuer-Description SHARES/
PRINCIPAL AMOUNT 		VALUE
  Parkland Corp.,    
e,f 4.50% due 10/1/2029 $     1,825,000 $    1,486,535
e,f 5.875% due 7/15/2027       3,726,000      3,381,643
  Petroleos Mexicanos,    
f 3.50% due 1/30/2023       2,674,000      2,630,387
f 5.95% due 1/28/2031       2,802,000      2,039,071
e,f 8.75% due 6/2/2029       6,500,000      5,874,570
  Petroleos Mexicanos (EUR), 3.75% due 2/21/2024       4,466,000      4,517,276
e,f Petrorio Luxembourg Sarl, 6.125% due 6/9/2026         800,000        735,336
e,f SA Global Sukuk Ltd., 0.946% due 6/17/2024       4,969,000      4,690,885
e Summit Midstream Holdings LLC/Summit Midstream Finance Corp., 8.50% due 10/15/2026         848,000        763,387
c,d Summit Midstream Partners LP, Series A, 9.50% (LIBOR 3 Month + 7.43%) due 12/15/2022       2,114,000      1,505,337
  Sunoco LP/Sunoco Finance Corp.,    
e 4.50% due 4/30/2030       2,500,000      2,032,500
  5.875% due 3/15/2028      10,000,000      9,191,200
  6.00% due 4/15/2027       3,000,000      2,860,890
  Tennessee Gas Pipeline Co. LLC, 7.00% due 3/15/2027       2,251,000     2,418,317
                     151,895,900
  Food & Staples Retailing — 0.5%    
  Food & Staples Retailing — 0.5%    
  7-Eleven, Inc.,    
e 0.625% due 2/10/2023         540,000        529,718
e 0.80% due 2/10/2024       5,236,000      4,972,472
e Albertsons Cos., Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC, 5.875% due 2/15/2028      13,948,000     13,042,775
e KeHE Distributors LLC/KeHE Finance Corp., 8.625% due 10/15/2026       3,074,000     3,074,154
                      21,619,119
  Food, Beverage & Tobacco — 2.2%    
  Beverages — 0.7%    
e,f Becle SAB de CV, 2.50% due 10/14/2031      10,661,000      8,775,815
e,f Central American Bottling Corp./CBC Bottling Holdco SL/Beliv Holdco SL, 5.25% due 4/27/2029      10,825,000      9,552,088
  Constellation Brands, Inc., 4.35% due 5/9/2027       3,194,000      3,172,057
  Huntington Ingalls Industries, Inc., 2.043% due 8/16/2028       6,445,000      5,486,500
  Keurig Dr Pepper, Inc., 3.95% due 4/15/2029       6,036,000     5,762,871
  Food Products — 0.9%    
e,f Barry Callebaut Services NV, 5.50% due 6/15/2023      13,052,000     13,099,509
e Darling Ingredients, Inc., 5.25% due 4/15/2027       3,700,000      3,587,927
d General Mills, Inc., 2.054% (LIBOR 3 Month + 1.01%) due 10/17/2023       2,530,000      2,539,918
  Kraft Heinz Foods Co., 3.875% due 5/15/2027       4,582,000      4,433,589
  Post Holdings, Inc.,    
e 4.625% due 4/15/2030       8,247,000      6,957,581
e 5.625% due 1/15/2028       8,445,000     8,014,643
  Tobacco — 0.6%    
  Altria Group, Inc., 2.45% due 2/4/2032       9,890,000      7,448,159
  BAT Capital Corp., 2.726% due 3/25/2031       7,615,000      5,997,955
e Vector Group Ltd., 10.50% due 11/1/2026      14,927,000    14,085,565
                      98,914,177
  Health Care Equipment & Services — 2.0%    
  Health Care Equipment & Supplies — 0.3%    
e Hologic, Inc., 3.25% due 2/15/2029      10,357,000      8,848,917
e,f Olympus Corp., 2.143% due 12/8/2026       5,510,000     5,035,204
  Health Care Providers & Services — 1.4%    
  Centene Corp., 3.375% due 2/15/2030      10,647,000      9,029,508
  Charles River Laboratories International, Inc.,    
e 3.75% due 3/15/2029       4,567,000      3,963,425
e 4.25% due 5/1/2028       4,480,000      4,028,730
e Highmark, Inc., 1.45% due 5/10/2026       8,000,000      7,239,440
  Humana, Inc., 0.65% due 8/3/2023       6,500,000      6,299,020
  Tenet Healthcare Corp.,    
e 4.25% due 6/1/2029       4,123,000      3,484,100
e 4.375% due 1/15/2030       8,675,000      7,370,107
  4.625% due 7/15/2024       3,656,000      3,512,721
SCHEDULE OF INVESTMENTS, Continued
Thornburg Strategic Income Fund June 30, 2022 (Unaudited)
  Issuer-Description SHARES/
PRINCIPAL AMOUNT 		VALUE
e 4.875% due 1/1/2026 $     2,826,000 $    2,607,013
e 6.125% due 6/15/2030       4,500,000      4,218,300
  Universal Health Services, Inc.,    
e 1.65% due 9/1/2026       6,179,000      5,353,238
e 2.65% due 10/15/2030       4,646,000     3,702,537
  Health Care Technology — 0.3%    
e Change Healthcare Holdings LLC/Change Healthcare Finance, Inc., 5.75% due 3/1/2025      15,084,000    14,706,447
                      89,398,707
  Household & Personal Products — 1.4%    
  Household Products — 1.2%    
e Energizer Holdings, Inc., 4.75% due 6/15/2028       8,110,000      6,450,451
e Kronos Acquisition Holdings, Inc./KIK Custom Products, Inc., 5.00% due 12/31/2026       4,585,000      3,923,705
  Prestige Brands, Inc.,    
e 3.75% due 4/1/2031       6,386,000      5,293,355
e 5.125% due 1/15/2028      12,321,000     11,463,458
  Scotts Miracle-Gro Co., 4.375% due 2/1/2032      13,166,000     10,000,367
  Spectrum Brands, Inc.,    
e 3.875% due 3/15/2031       9,098,000      7,340,994
e 5.50% due 7/15/2030       5,705,000      5,171,640
  Spectrum Brands, Inc. (EUR), 4.00% due 10/1/2026       2,900,000      2,883,790
e Spectrum Brands, Inc.(EUR), 4.00% due 10/1/2026       2,000,000     1,988,821
  Personal Products — 0.2%    
e Edgewell Personal Care Co., 5.50% due 6/1/2028      10,292,000     9,303,042
                      63,819,623
  Insurance — 3.7%    
  Insurance — 3.7%    
e American National Group, Inc., 6.144% due 6/13/2032      12,684,000     12,589,377
e,f Ascot Group Ltd., 4.25% due 12/15/2030       2,507,000      2,210,046
  Brighthouse Financial Global Funding,    
e 1.55% due 5/24/2026       2,089,000      1,854,823
d,e 1.561% (SOFR + 0.76%) due 4/12/2024       2,307,000      2,289,905
e 2.00% due 6/28/2028       4,823,000      4,170,062
  Brighthouse Financial, Inc., 5.625% due 5/15/2030       3,750,000      3,644,888
e,f DaVinciRe Holdings Ltd., 4.75% due 5/1/2025       4,790,000      4,701,864
d Enstar Finance LLC, 5.75% (5-Yr. CMT + 5.47%) due 9/1/2040       1,672,000      1,522,573
  Enstar Group Ltd.,    
f 3.10% due 9/1/2031       4,445,000      3,523,729
f 4.95% due 6/1/2029       4,726,000      4,519,852
  Equitable Financial Life Global Funding,    
e 1.00% due 1/9/2026       3,000,000      2,671,620
e 1.40% due 8/27/2027       4,620,000      4,014,087
e 1.80% due 3/8/2028       4,074,000      3,535,580
  F&G Global Funding,    
e 1.75% due 6/30/2026       9,523,000      8,435,188
e 2.00% due 9/20/2028       6,641,000      5,614,966
e 2.30% due 4/11/2027       4,467,000      3,978,087
  Fairfax Financial Holdings Ltd.,    
f 3.375% due 3/3/2031       1,520,000      1,315,134
f 4.625% due 4/29/2030       4,673,000      4,487,202
f 4.85% due 4/17/2028       1,105,000      1,098,149
e Fairfax U.S., Inc., 4.875% due 8/13/2024       1,187,000      1,185,718
e,f Fidelis Insurance Holdings Ltd., 4.875% due 6/30/2030       4,409,000      4,604,319
  Fidelity National Financial, Inc., 3.40% due 6/15/2030       5,137,000      4,501,861
  First American Financial Corp., 4.00% due 5/15/2030       1,843,000      1,651,881
  GA Global Funding Trust,    
d,e 1.946% (SOFR + 0.50%) due 9/13/2024       5,322,000      5,121,680
e 2.25% due 1/6/2027       3,580,000      3,212,262
e 3.85% due 4/11/2025       5,860,000      5,739,987
  Globe Life, Inc., 4.80% due 6/15/2032       3,038,000      2,992,612
  Jackson Financial, Inc., 5.17% due 6/8/2027       2,788,000      2,761,960
  Mercury General Corp., 4.40% due 3/15/2027       2,438,000      2,386,680
d,e Nationwide Mutual Insurance Co., 4.119% (LIBOR 3 Month + 2.29%) due 12/15/2024       6,178,000      6,153,659
d,e Pacific Life Global Funding II, 2.009% (SOFR + 0.62%) due 6/4/2026       4,533,000      4,381,643
SCHEDULE OF INVESTMENTS, Continued
Thornburg Strategic Income Fund June 30, 2022 (Unaudited)
  Issuer-Description SHARES/
PRINCIPAL AMOUNT 		VALUE
f,g Pentair Finance Sarl, 5.90% due 7/15/2032 $     9,193,000 $    9,198,700
e Protective Life Corp., 3.40% due 1/15/2030       4,902,000      4,463,614
  Reliance Standard Life Global Funding II,    
e 1.512% due 9/28/2026       4,000,000      3,527,080
e 2.75% due 5/7/2025       2,900,000      2,765,469
e 3.85% due 9/19/2023       3,000,000      3,000,030
e RGA Global Funding, 2.00% due 11/30/2026       4,124,000      3,758,160
e Sammons Financial Group, Inc., 4.45% due 5/12/2027       2,000,000      1,951,620
e Security Benefit Global Funding, 1.25% due 5/17/2024       2,404,000      2,277,261
  Stewart Information Services Corp., 3.60% due 11/15/2031      12,275,000    10,179,044
                     161,992,372
  Materials — 3.8%    
  Chemicals — 0.9%    
e,f NOVA Chemicals Corp., 5.25% due 6/1/2027       9,300,000      7,990,560
e,f Nufarm Australia Ltd./Nufarm Americas, Inc., 5.00% due 1/27/2030      10,325,000      8,767,267
  OCP SA,    
e,f 3.75% due 6/23/2031       7,800,000      5,885,802
e,f 5.625% due 4/25/2024       4,710,000      4,769,111
  Phosagro OAO Via Phosagro Bond Funding DAC,    
e,f 3.05% due 1/23/2025         933,000        274,824
e,f 3.949% due 4/24/2023      11,250,000      3,370,275
e,f SPCM SA, 3.125% due 3/15/2027       8,405,000     7,092,055
  Containers & Packaging — 1.7%    
e,f Ardagh Metal Packaging Finance USA LLC/Ardagh Metal Packaging Finance plc, 3.25% due 9/1/2028      16,310,000     13,983,216
  Ball Corp.,    
  2.875% due 8/15/2030      14,300,000     11,554,686
  3.125% due 9/15/2031       5,414,000      4,374,133
  Graphic Packaging International LLC,    
e 3.50% due 3/15/2028 - 3/1/2029       8,150,000      7,034,381
  4.875% due 11/15/2022       8,160,000      8,162,366
e Matthews International Corp., Class C, 5.25% due 12/1/2025      15,091,000     13,949,970
  Sealed Air Corp.,    
e 5.00% due 4/15/2029       8,460,000      8,006,713
e 5.125% due 12/1/2024       4,500,000      4,466,340
e Silgan Holdings, Inc., 1.40% due 4/1/2026       6,169,000     5,523,291
  Metals & Mining — 1.2%    
f AngloGold Ashanti Holdings plc, 3.375% due 11/1/2028      15,715,000     13,356,493
e Cleveland-Cliffs, Inc., 6.75% due 3/15/2026      16,150,000     16,027,744
  Compass Minerals International, Inc.,    
e 4.875% due 7/15/2024       3,575,000      3,333,080
e 6.75% due 12/1/2027      11,123,000     10,070,987
e,f Metalloinvest Finance DAC, Series 2022-1A Class A, 3.375% due 10/22/2028       7,500,000      1,863,525
  Stillwater Mining Co.,    
e 4.00% due 11/16/2026       9,328,000      7,748,210
e 4.50% due 11/16/2029       3,050,000     2,400,014
                     170,005,043
  Media & Entertainment — 0.9%    
  Media — 0.9%    
  CCO Holdings LLC/CCO Holdings Capital Corp.,    
e 4.25% due 2/1/2031       6,548,000      5,377,152
e 4.75% due 3/1/2030       8,394,000      7,179,556
e Directv Financing LLC/Directv Financing Co.-Obligor, Inc., 5.875% due 8/15/2027       3,880,000      3,310,183
e Magallanes, Inc., 3.528% due 3/15/2024       4,585,000      4,493,759
e News Corp., 5.125% due 2/15/2032       1,980,000      1,757,409
e Sirius XM Radio, Inc., 5.00% due 8/1/2027       4,475,000      4,151,323
e,f Telenet Finance Luxembourg Notes Sarl, 5.50% due 3/1/2028      14,200,000    12,339,516
                      38,608,898
  Pharmaceuticals, Biotechnology & Life Sciences — 0.2%    
  Biotechnology — 0.1%    
  Bio-Rad Laboratories, Inc., 3.30% due 3/15/2027       2,505,000      2,367,250
f Royalty Pharma plc, 1.20% due 9/2/2025       4,086,000      3,660,729
SCHEDULE OF INVESTMENTS, Continued
Thornburg Strategic Income Fund June 30, 2022 (Unaudited)
  Issuer-Description SHARES/
PRINCIPAL AMOUNT 		VALUE
  Life Sciences Tools & Services — 0.0%    
e Avantor Funding, Inc. (EUR), 2.625% due 11/1/2025 $     2,000,000 $    1,949,522
  Pharmaceuticals — 0.1%    
a,b,i Atlas U.S. Royalty LLC Participation Rights, Zero coupon due 3/15/2027       5,450,000              0
e Bayer US Finance II LLC, 4.25% due 12/15/2025       2,500,000     2,467,300
                      10,444,801
  Real Estate — 1.7%    
  Equity Real Estate Investment Trusts — 1.3%    
  American Tower Corp.,    
  1.45% due 9/15/2026       1,842,000      1,611,621
  3.65% due 3/15/2027       2,830,000      2,692,688
  4.05% due 3/15/2032       1,546,000      1,408,360
  Crown Castle International Corp.,    
  1.05% due 7/15/2026       2,636,000      2,285,227
  2.10% due 4/1/2031       3,567,000      2,831,663
  2.50% due 7/15/2031       1,886,000      1,548,293
  Iron Mountain, Inc.,    
e 5.00% due 7/15/2028       2,880,000      2,553,782
e 5.25% due 7/15/2030       8,085,000      7,037,669
  Retail Opportunity Investments Partnership LP (Guaranty: Retail Opportunity Investments Corp.), 5.00% due 12/15/2023       1,500,000      1,497,855
  SBA Tower Trust,    
e 1.631% due 5/15/2051      13,500,000     12,076,201
e 1.84% due 4/15/2027       3,400,000      3,029,304
e 3.448% due 3/15/2048         763,000        756,623
  Service Properties Trust,    
  4.35% due 10/1/2024       2,295,000      1,864,251
  4.65% due 3/15/2024         900,000        779,445
  4.95% due 2/15/2027       2,850,000      2,098,199
  5.25% due 2/15/2026         700,000        539,147
e,f Trust Fibra Uno, 5.25% due 1/30/2026      10,784,000     10,174,812
  Vornado Realty LP,    
  2.15% due 6/1/2026       1,151,000      1,024,183
  3.40% due 6/1/2031         957,000       803,191
  Mortgage Real Estate Investment Trusts — 0.1%    
  Sun Communities Operating LP, 2.30% due 11/1/2028       5,153,000     4,404,217
  Real Estate Management & Development — 0.3%    
e Cushman & Wakefield US Borrower LLC, 6.75% due 5/15/2028      14,249,000    13,240,171
                      74,256,902
  Retailing — 0.5%    
  Internet & Direct Marketing Retail — 0.4%    
e,f B2W Digital Lux Sarl, 4.375% due 12/20/2030       2,000,000      1,516,120
  MercadoLibre, Inc., 2.375% due 1/14/2026      16,065,000    13,880,160
  Specialty Retail — 0.1%    
  Advance Auto Parts, Inc.,    
  1.75% due 10/1/2027       1,792,000      1,517,627
  3.90% due 4/15/2030       2,996,000     2,728,038
                      19,641,945
  Semiconductors & Semiconductor Equipment — 1.3%    
  Semiconductors & Semiconductor Equipment — 1.3%    
  Broadcom Corp./Broadcom Cayman Finance Ltd.,    
f 3.50% due 1/15/2028       1,628,000      1,507,609
f 3.875% due 1/15/2027       4,975,000      4,795,950
  Broadcom, Inc.,    
e 3.187% due 11/15/2036       4,861,000      3,692,367
e 4.00% due 4/15/2029         940,000        872,715
  4.75% due 4/15/2029         476,000        462,567
  Microchip Technology, Inc.,    
  0.972% due 2/15/2024       5,137,000      4,880,818
k 4.25% due 9/1/2025      11,300,000     11,023,828
  Micron Technology, Inc.,    
  4.663% due 2/15/2030       1,186,000      1,138,180
SCHEDULE OF INVESTMENTS, Continued
Thornburg Strategic Income Fund June 30, 2022 (Unaudited)
  Issuer-Description SHARES/
PRINCIPAL AMOUNT 		VALUE
  5.327% due 2/6/2029 $     2,031,000 $    2,024,034
  Qorvo, Inc.,    
e 3.375% due 4/1/2031       6,367,000      5,034,323
  4.375% due 10/15/2029       7,992,000      7,034,798
e,f Renesas Electronics Corp., 1.543% due 11/26/2024       6,990,000      6,526,843
  SK Hynix, Inc.,    
e,f 1.00% due 1/19/2024       2,800,000      2,671,760
e,f 1.50% due 1/19/2026       4,400,000      3,954,280
e,f 2.375% due 1/19/2031       2,812,000      2,220,102
  Skyworks Solutions, Inc., 1.80% due 6/1/2026       1,160,000     1,029,048
                      58,869,222
  Software & Services — 4.6%    
  Information Technology Services — 1.3%    
  Block Financial LLC, 2.50% due 7/15/2028       3,605,000      3,132,096
  DXC Technology Co., 2.375% due 9/15/2028      11,657,000     10,007,418
f Genpact Luxembourg Sarl, 3.375% due 12/1/2024       4,939,000      4,854,938
f Genpact Luxembourg Sarl/Genpact USA, Inc., 1.75% due 4/10/2026       2,762,000      2,509,167
  Global Payments, Inc.,    
  1.50% due 11/15/2024       2,230,000      2,091,249
  2.15% due 1/15/2027       1,394,000      1,235,474
  Kyndryl Holdings, Inc.,    
e 2.05% due 10/15/2026       3,968,000      3,355,460
e 2.70% due 10/15/2028       8,296,000      6,611,995
  Leidos, Inc., 2.30% due 2/15/2031       2,220,000      1,757,086
  Sabre GLBL, Inc.,    
e 7.375% due 9/1/2025       3,586,000      3,326,983
e 9.25% due 4/15/2025       2,267,000      2,188,993
e Science Applications International Corp., 4.875% due 4/1/2028      15,749,000     14,687,045
e Wipro IT Services LLC, 1.50% due 6/23/2026       3,953,000     3,549,596
  Interactive Media & Services — 0.1%    
  Baidu, Inc.,    
f 1.72% due 4/9/2026         466,000        425,710
f 4.375% due 5/14/2024       1,424,000     1,434,480
  Internet Software & Services — 0.8%    
e Arches Buyer, Inc., 4.25% due 6/1/2028      14,649,000     11,955,488
e Cogent Communications Group, Inc., 7.00% due 6/15/2027       9,967,000      9,535,329
  Prosus NV,    
e,f 3.061% due 7/13/2031       3,056,000      2,250,561
e,f 4.193% due 1/19/2032      14,694,000    11,819,119
  Professional Services — 0.3%    
e Korn Ferry, 4.625% due 12/15/2027      15,003,000    13,454,841
  Software — 2.1%    
  CDK Global, Inc.,    
  4.875% due 6/1/2027      13,685,000     13,566,077
e 5.25% due 5/15/2029         460,000        451,945
e Fair Isaac Corp., 4.00% due 6/15/2028      16,087,000     14,244,395
e Infor, Inc., 1.75% due 7/15/2025       2,250,000      2,081,025
e LogMeIn, Inc, 5.50% due 9/1/2027       7,967,000      5,452,694
  MSCI, Inc.,    
e 3.875% due 2/15/2031       9,973,000      8,521,430
e 4.00% due 11/15/2029       6,289,000      5,579,664
e,f Open Text Corp., 3.875% due 2/15/2028       7,761,000      6,894,329
e Open Text Holdings, Inc., 4.125% due 12/1/2031       7,667,000      6,375,494
  Oracle Corp.,    
  1.65% due 3/25/2026       4,565,000      4,088,825
  2.30% due 3/25/2028       2,257,000      1,942,826
e PTC, Inc., 3.625% due 2/15/2025      14,847,000     14,119,497
e S&P Global, Inc., 2.45% due 3/1/2027       3,728,000      3,491,607
  Take-Two Interactive Software, Inc., 3.55% due 4/14/2025       2,115,000      2,080,272
  VMware, Inc.,    
  1.00% due 8/15/2024       1,180,000      1,105,094
  4.50% due 5/15/2025       4,040,000     4,057,574
                     204,235,776
SCHEDULE OF INVESTMENTS, Continued
Thornburg Strategic Income Fund June 30, 2022 (Unaudited)
  Issuer-Description SHARES/
PRINCIPAL AMOUNT 		VALUE
  Technology Hardware & Equipment — 1.6%    
  Communications Equipment — 0.3%    
  Motorola Solutions, Inc.,    
  2.30% due 11/15/2030 $       337,000 $      263,588
  5.60% due 6/1/2032      15,242,000    15,365,765
  Electronic Equipment, Instruments & Components — 0.6%    
f Flex Ltd., 4.875% due 5/12/2030       4,671,000      4,451,510
e,f Sensata Technologies BV, 4.875% due 10/15/2023       4,838,000      4,769,542
e TD SYNNEX Corp., 1.75% due 8/9/2026      10,183,000      8,983,850
  Trimble, Inc., 4.75% due 12/1/2024       6,525,000      6,551,687
  Vontier Corp.,    
  1.80% due 4/1/2026       1,533,000      1,341,958
  2.40% due 4/1/2028       1,095,000       902,838
  Technology Hardware, Storage & Peripherals — 0.7%    
  Dell International LLC/EMC Corp., 4.90% due 10/1/2026       5,123,000      5,126,945
  HP, Inc.,    
  3.00% due 6/17/2027       3,237,000      2,992,024
  4.75% due 1/15/2028       8,704,000      8,605,122
f Lenovo Group Ltd., 5.875% due 4/24/2025      10,993,000     11,320,262
  NetApp, Inc., 2.375% due 6/22/2027       1,331,000     1,207,456
                      71,882,547
  Telecommunication Services — 1.0%    
  Diversified Telecommunication Services — 0.3%    
  Videotron Ltd.,    
e,f 5.125% due 4/15/2027       7,150,000      6,654,147
e,f 5.375% due 6/15/2024       6,000,000      5,999,700
e,f Virgin Media Secured Finance plc, 5.50% due 5/15/2029       1,800,000     1,612,710
  Wireless Telecommunication Services — 0.7%    
  America Movil SAB de CV (MXN), 6.45% due 12/5/2022      45,000,000      2,208,233
  Digicel International Finance Ltd./Digicel Holdings Bermuda Ltd.,    
e,f 8.00% due 12/31/2026       1,111,755        752,213
e,f 8.75% due 5/25/2024       4,866,916      4,530,424
e,f SK Telecom Co. Ltd., 3.75% due 4/16/2023       3,000,000      3,005,790
  T-Mobile USA, Inc.,    
  3.375% due 4/15/2029      10,090,000      8,830,768
  5.375% due 4/15/2027       3,690,000      3,655,056
  Vmed O2 UK Financing I plc,    
e,f 4.25% due 1/31/2031       7,818,000      6,382,693
e,f 4.75% due 7/15/2031       1,500,000     1,231,935
                      44,863,669
  Transportation — 0.2%    
  Airlines — 0.2%    
  American Airlines Pass Through Trust,    
  Series 2013-2, 4.95% due 7/15/2024       4,118,867      4,020,055
  Series 2016-3 Class B, 3.75% due 4/15/2027         782,956        678,706
e British Airways Pass Through Trust, Series 2020-1 Class A, 4.25% due 5/15/2034       1,040,817        991,826
  US Airways Pass Through Trust,    
  Series 2010-1A Class PTT, 6.25% due 10/22/2024         579,697        576,439
  Series 2012-1A Class PTT, 5.90% due 4/1/2026         850,524       838,157
                       7,105,183
  Utilities — 5.5%    
  Electric Utilities — 4.4%    
  AEP Texas, Inc.,    
  4.70% due 5/15/2032       3,094,000      3,083,233
  Series I, 2.10% due 7/1/2030       4,500,000      3,744,765
e,f AES Andres BV, 5.70% due 5/4/2028       8,167,000      6,995,117
e Alexander Funding Trust, 1.841% due 11/15/2023      18,263,000     17,435,321
  Allegion U.S. Holding Co., Inc., 5.411% due 7/1/2032       7,350,000      7,304,062
e Alliant Energy Finance LLC, 1.40% due 3/15/2026       1,500,000      1,332,465
  American Electric Power Co., Inc., 2.031% due 3/15/2024       3,302,000      3,192,274
  Appalachian Power Co., Series AA, 2.70% due 4/1/2031       4,705,000      4,051,617
SCHEDULE OF INVESTMENTS, Continued
Thornburg Strategic Income Fund June 30, 2022 (Unaudited)
  Issuer-Description SHARES/
PRINCIPAL AMOUNT 		VALUE
  Black Hills Corp.,    
  1.037% due 8/23/2024 $     8,226,000 $    7,705,459
  2.50% due 6/15/2030       1,000,000        835,920
e Boston Gas Co., 3.757% due 3/16/2032       6,140,000      5,687,421
d CenterPoint Energy, Inc., 1.867% (SOFRINDX + 0.65%) due 5/13/2024       2,500,000      2,440,150
  Comision Federal de Electricidad,    
e,f 3.348% due 2/9/2031      10,720,000      8,222,776
e,f 4.688% due 5/15/2029       5,000,000      4,479,100
f 5.00% due 9/29/2036         869,000        763,243
  Enel Finance International NV,    
e,f 1.375% due 7/12/2026       2,750,000      2,418,570
e,f 1.875% due 7/12/2028       1,250,000      1,051,475
e,f 4.625% due 6/15/2027       6,400,000      6,291,968
e,f 5.00% due 6/15/2032       5,770,000      5,577,224
  Entergy Texas, Inc.,    
  1.50% due 9/1/2026       5,866,000      5,195,281
  3.45% due 12/1/2027       3,000,000      2,856,300
e Evergy Missouri West, Inc., 3.75% due 3/15/2032       4,100,000      3,907,464
  Georgia Power Co., 4.70% due 5/15/2032      12,308,000     12,364,863
e Mid-Atlantic Interstate Transmission LLC, 4.10% due 5/15/2028         945,000        922,688
e Midland Cogeneration Venture LP, 6.00% due 3/15/2025         418,146        408,227
e Monongahela Power Co., 3.55% due 5/15/2027       3,305,000      3,137,205
  NextEra Energy Capital Holdings, Inc.,    
  0.65% due 3/1/2023       6,667,000      6,552,461
  5.00% due 7/15/2032       1,580,000      1,618,663
  Pacific Gas & Electric Co., 3.25% due 2/16/2024       8,680,000      8,449,025
  Pacific Gas and Electric Co., 1.367% due 3/10/2023       3,318,000      3,264,547
d PPL Electric Utilities Corp., 1.84% (SOFR + 0.33%) due 6/24/2024       3,560,000      3,491,897
  Puget Energy, Inc.,    
  2.379% due 6/15/2028       2,980,000      2,607,798
  4.10% due 6/15/2030       1,950,000      1,814,202
  4.224% due 3/15/2032       3,655,000      3,364,866
  Southern California Edison Co., Series J 0.70% due 8/1/2023       8,857,000      8,588,279
  Southern Co.,    
  3.25% due 7/1/2026       6,725,000      6,441,205
  5.113% due 8/1/2027       6,096,000      6,155,802
e Toledo Edison Co., 2.65% due 5/1/2028       3,933,000      3,663,393
  Transelec SA,    
e,f 4.25% due 1/14/2025         400,000        392,836
e,f 4.625% due 7/26/2023       2,409,000      2,420,587
e Vistra Operations Co. LLC, 4.875% due 5/13/2024      12,188,000    12,125,232
  Gas Utilities — 1.1%    
d CenterPoint Energy Resources Corp., 2.111% (LIBOR 3 Month + 0.50%) due 3/2/2023       1,263,000      1,259,022
e,f ENN Clean Energy International Investment Ltd., 3.375% due 5/12/2026       9,524,000      8,690,269
d ONE Gas, Inc., 2.331% (LIBOR 3 Month + 0.61%) due 3/11/2023       5,588,000      5,562,295
e,f Rockpoint Gas Storage Canada Ltd., 7.00% due 3/31/2023      16,816,000     16,608,827
  Southwest Gas Corp., 4.05% due 3/15/2032       5,870,000      5,337,474
d Spire Missouri, Inc., 1.875% (SOFR + 0.50%) due 12/2/2024      12,345,000    12,228,833
                     242,041,701
  Total Corporate Bonds (Cost $2,382,744,526)                2,138,266,418
  Convertible Bonds — 0.7%    
  Diversified Financials — 0.3%    
  Diversified Financial Services — 0.3%    
  EZCORP, Inc.,    
  2.375% due 5/1/2025      13,431,000     11,852,454
  2.875% due 7/1/2024         215,000       222,953
                      12,075,407
  Media & Entertainment — 0.2%    
  Media — 0.2%    
  Comcast Holdings Corp. (Guaranty: Comcast Corp.), 2.00% due 10/15/2029      15,486,000     9,231,050
                       9,231,050
SCHEDULE OF INVESTMENTS, Continued
Thornburg Strategic Income Fund June 30, 2022 (Unaudited)
  Issuer-Description SHARES/
PRINCIPAL AMOUNT 		VALUE
  Real Estate — 0.2%    
  Equity Real Estate Investment Trusts — 0.2%    
e Radius Global Infrastructure, Inc., 2.50% due 9/15/2026 $    11,200,000 $   10,788,848
                      10,788,848
  Total Convertible Bonds (Cost $32,452,200)                   32,095,305
  Long-Term Municipal Bonds — 0.3%    
  California Health Facilities Financing Authority, 7.875% due 2/1/2026       1,610,000     1,616,635
  City of Chicago GO,    
  Series B,                             
  7.045% due 1/1/2029       1,940,000      2,048,597
  7.045% due 1/1/2029 (pre-refunded 1/1/2023)         285,000        290,887
  City of Detroit GO,    
  Series B                             
  2.017% due 4/1/2023         275,000        271,790
  2.189% due 4/1/2024         275,000        267,518
  2.511% due 4/1/2025         465,000        447,358
  New Jersey Transportation Trust Fund Authority,    
  2.551% due 6/15/2023       2,115,000      2,105,442
  2.631% due 6/15/2024       1,565,000      1,530,465
  New York Transportation Development Corp., 4.248% due 9/1/2035       3,195,000      3,161,050
  West Contra Costa USD GO, 2.612% due 8/1/2032         980,000       859,715
  Total Long-Term Municipal Bonds (Cost $12,734,941)                   12,599,457
  Other Government — 0.6%    
e,f Dominican Republic International Bond, Series 144A 5.50% due 2/22/2029       6,450,000     5,623,626
e,f Finance Department Government of Sharjah, 3.625% due 3/10/2033      14,382,000     12,299,199
  Indonesia Treasury Bond (IDR),    
  7.50% due 5/15/2038 - 4/15/2040 80,985,000,000      5,415,298
  8.375% due 4/15/2039 44,919,000,000     3,188,307
  Total Other Government (Cost $29,937,955)                   26,526,430
  U.S. Treasury Securities — 2.9%    
  United States Treasury Notes,    
  0.375%, 11/30/2025       8,200,000      7,488,906
  0.625%, 5/15/2030 - 8/15/2030      19,127,000     15,923,857
  1.00%, 7/31/2028      60,000,000     53,067,188
  1.25%, 6/30/2028      50,000,000     44,976,563
  United States Treasury Notes Inflationary Index, 0.125%, 1/15/2030       7,302,685     6,966,784
  Total U.S. Treasury Securities (Cost $132,450,937)                  128,423,298
  U.S. Government Agencies — 0.3%    
c,d,e Farm Credit Bank of Texas, Series 4, 5.70% (5-Yr. CMT + 5.42%), 9/15/2025       9,580,000     9,053,426
f Petroleos Mexicanos (Guaranty: Export-Import Bank of the United States), 6.50%, 1/23/2029       4,118,000     3,311,037
  Total U.S. Government Agencies (Cost $14,017,991)                   12,364,463
  Mortgage Backed — 12.0%    
d,e Angel Oak Mortgage Trust, Whole Loan Securities Trust CMO, Series 2022 Class B1, 4.057% due 12/25/2066       4,575,000     3,299,516
  Arroyo Mortgage Trust, Whole Loan Securities Trust CMO,    
d,e Series 2019-1 Class A1, 3.805% due 1/25/2049       1,208,867      1,176,979
d,e Series 2019-3 Class A1, 2.962% due 10/25/2048       2,118,780      2,006,972
d,e Series 2021-1R Class A1, 1.175% due 10/25/2048       4,026,710      3,719,123
d,e Barclays Mortgage Loan Trust, Whole Loan Securities Trust CMO, Series 2022-INV1 Class A3, 4.53% due 2/25/2062      17,152,815     16,455,517
d Bear Stearns ARM Trust, Whole Loan Securities Trust CMO, Series 2003-6 Class 2B1, 2.572% due 8/25/2033          26,971         26,971
e Bravo Residential Funding Trust, Whole Loan Securities Trust CMO, Series 2019-1 Class A1C, 3.50% due 3/25/2058       1,397,621      1,387,775
d,e Bunker Hill Loan Depositary Trust, Whole Loan Securities Trust CMO, Series 2020-1 Class B1, 5.084% due 2/25/2055       3,500,000      3,231,645
d,e Cascade MH Asset Trust, Whole Loan Securities Trust CMO, Series 2021-MH1 Class B3, 7.717% due 2/25/2046       1,936,119      1,573,011
  Chase Home Lending Mortgage Trust, Whole Loan Securities Trust CMO,    
d,e Series 2019-1 Class B4, 3.913% due 3/25/2050         734,921        631,933
d,e Series 2019-1 Class B5, 3.913% due 3/25/2050         377,152        316,276
d,e Series 2019-1 Class B6, 1.449% due 3/25/2050         492,140        363,417
SCHEDULE OF INVESTMENTS, Continued
Thornburg Strategic Income Fund June 30, 2022 (Unaudited)
  Issuer-Description SHARES/
PRINCIPAL AMOUNT 		VALUE
d,e Chase Mortgage Finance Corp., Whole Loan Securities Trust CMO, Series 2016-SH2 Class M4, 3.75% due 12/25/2045 $     2,753,820 $    2,490,424
  CHNGE Mortgage Trust, Whole Loan Securities Trust CMO,    
d,e Series 2022-1 Class A1, 3.007% due 1/25/2067       4,400,595      4,143,987
  Series 2022-2 Class B2,                             
d,e 4.561% due 1/25/2067       4,700,000      3,895,064
d,e 4.66% due 3/25/2067       7,015,000      5,932,485
  CIM Trust, Whole Loan Securities Trust CMO,    
d,e Series 2018-INV1 Class A4, 4.00% due 8/25/2048         216,586        214,768
d,e,h Series 2020-J1 Class AIO1, 0.45% due 7/25/2050      16,764,488        234,078
d,e,h Series 2020-J1 Class AIO2, 0.50% due 7/25/2050      14,952,446        257,314
d,e,h Series 2020-J1 Class AIOS, 0.20% due 6/25/2050      20,037,484        140,916
d,e Series 2020-J1 Class B4, 3.45% due 7/25/2050         347,061        290,010
d,e Series 2020-J1 Class B5, 3.45% due 7/25/2050         173,530        126,811
d,e Series 2020-J1 Class B6, 3.45% due 7/25/2050         325,435        126,477
d,e,h Series 2020-J2 Class AX1, 0.262% due 1/25/2051     113,431,428      1,288,694
d,e,h Series 2020-J2 Class AXS, 0.21% due 1/25/2051     120,559,945      1,197,184
d,e Series 2020-J2 Class B4, 2.762% due 1/25/2051         491,000        240,072
d,e Series 2020-J2 Class B5, 2.762% due 1/25/2051         164,000         78,072
d,e Series 2020-J2 Class B6, 2.762% due 1/25/2051         654,523        164,240
  Citigroup Mortgage Loan Trust, Whole Loan Securities Trust CMO,    
d Series 2004-HYB2 Class B1, 2.482% due 3/25/2034          25,836         25,421
d,e Series 2014-A Class A, 4.00% due 1/25/2035         474,126        453,418
d,e Series 2020-EXP1 Class B1, 4.467% due 5/25/2060       1,180,900        971,164
d,e Series 2020-EXP1 Class B2, 4.467% due 5/25/2060         770,600        619,994
d,e Series 2020-EXP1 Class B3, 4.467% due 5/25/2060         386,242        277,775
e,h Series 2020-EXP1 Class XS, 0.01% due 5/25/2060      22,984,017         15,399
d,e,h Series 2020-EXP2 Class A3IW, 0.909% due 8/25/2050      18,528,476        806,113
d,e,h Series 2020-EXP2 Class A4IW, 0.909% due 8/25/2050       2,004,786         87,222
d,e Series 2020-EXP2 Class B5, 3.409% due 8/25/2050         153,000         91,360
d,e Series 2020-EXP2 Class B6, 3.409% due 8/25/2050         372,000        173,527
d,e,h Series 2021-J1 Class A5IX, 0.111% due 4/25/2051     120,901,903        602,938
d,e,h Series 2021-J1 Class AIOS, 0.23% due 4/25/2051     121,921,272      1,537,598
d,e Series 2021-J1 Class B4, 2.611% due 4/25/2051         375,000        150,734
d,e Series 2021-J1 Class B5, 2.611% due 4/25/2051         616,000        224,629
d,e Series 2021-J1 Class B6, 2.611% due 4/25/2051         454,249        108,298
d,e,h Series 2021-J2 Class A4I2, 0.18% due 7/25/2051      38,588,311        366,103
d,e,h Series 2021-J2 Class A5IX, 0.092% due 7/25/2051     352,450,390      1,418,084
d,e,h Series 2021-J2 Class AIOS, 0.08% due 7/25/2051     370,954,627      1,635,279
d,e Series 2021-J2 Class B4, 2.772% due 7/25/2051       2,281,541      1,093,449
d,e Series 2021-J2 Class B5, 2.772% due 7/25/2051         623,000        287,694
d,e Series 2021-J2 Class B6, 2.772% due 7/25/2051       1,247,350        313,034
d,e,h Series 2021-J3 Class A3I1, 0.50% due 9/25/2051      15,819,969        418,482
d,e,h Series 2021-J3 Class A5I2, 0.25% due 9/25/2051     130,206,672      1,579,251
d,e,h Series 2021-J3 Class AIOS, 0.08% due 9/25/2051     136,845,254        433,799
d,e Series 2021-J3 Class B4, 2.856% due 9/25/2051       1,032,000        465,050
d,e Series 2021-J3 Class B5, 2.856% due 9/25/2051         173,000         64,996
d,e Series 2021-J3 Class B6, 2.856% due 9/25/2051         590,214        152,492
d,e,h Series 2022-INV1 Class A5IX, 0.30% due 11/27/2051     223,648,916      3,191,649
d,e Series 2022-INV1 Class B4, 3.30% due 11/27/2051       1,368,301        948,073
d,e Series 2022-INV1 Class B6, 3.30% due 11/27/2051       3,449,508      1,278,342
d,e,h Series 2022-J1 Class A4IO, 0.25% due 2/25/2052      35,353,207        441,438
d,e,h Series 2022-J1 Class A5IX, 0.161% due 2/25/2052     322,912,543      2,336,627
d,e,h Series 2022-J1 Class AIOS, 0.08% due 2/25/2052     338,744,977      1,227,307
d,e Series 2022-J1 Class B4, 2.911% due 2/25/2052         700,598        290,094
d,e Series 2022-J1 Class B5, 2.911% due 2/25/2052         527,000        184,623
d,e Series 2022-J1 Class B6, 2.911% due 2/25/2052       1,404,735        343,580
  COMM Mortgage Trust, CMBS, Series 2015-DC1 Class A4, 3.078% due 2/10/2048       4,810,000      4,680,660
d,e CSMC Trust, CMBS, Series 2021-BPNY Class A, 5.039% (LIBOR 1 Month + 3.71%) due 8/15/2023      13,600,000     13,421,914
  CSMC Trust, Whole Loan Securities Trust CMO,    
d,e Series 2013-HYB1 Class B3, 2.958% due 4/25/2043       1,416,181      1,416,181
d,e,h Series 2021-AFC1 Class AIOS, 0.25% due 3/25/2056      61,163,571        401,276
d,e Series 2021-AFC1 Class B3, 4.373% due 3/25/2056         146,228        127,734
d,e,h Series 2021-AFC1 Class XS, 3.356% due 3/25/2056      61,163,571      5,976,923
d,e Series 2021-NQM3 Class A1, 1.015% due 4/25/2066       3,099,053      2,683,561
d,e Series 2021-NQM3 Class B2, 4.128% due 4/25/2066       2,650,000      2,075,988
SCHEDULE OF INVESTMENTS, Continued
Thornburg Strategic Income Fund June 30, 2022 (Unaudited)
  Issuer-Description SHARES/
PRINCIPAL AMOUNT 		VALUE
d,e Series 2021-NQM8 Class B2, 4.213% due 10/25/2066 $     3,478,650 $    2,466,874
d,e Series 2022-ATH2 Class A1, 4.547% due 5/25/2067       6,463,919      6,378,848
d,e Deephaven Residential Mortgage Trust, Whole Loan Securities Trust CMO, Series 2021-1 Class A1, 0.715% due 5/25/2065       1,032,425        957,575
  Ellington Financial Mortgage Trust, Whole Loan Securities Trust CMO,    
d,e Series 2019-2 Class A1, 2.739% due 11/25/2059       1,285,812      1,241,337
d,e Series 2021-2 Class A1, 0.931% due 6/25/2066       3,373,243      3,000,892
d,e Series 2022-1 Class B2, 3.886% due 1/25/2067       6,901,000      4,746,646
d,h Federal Home Loan Mtg Corp., Multifamily Structured Pass Through Certificates, CMBS, Series KIR1 Class X, 1.185% due 3/25/2026      33,981,685      1,126,887
  Federal Home Loan Mtg Corp., Seasoned Credit Risk Transfer, Whole Loan Securities Trust CMO,    
  Series 2020-2 Class A1C, 2.00% due 9/25/2030       7,416,492      6,999,402
  Series 2020-2 Class MA, 2.00% due 11/25/2059       3,488,909      3,293,014
  Federal Home Loan Mtg Corp., Whole Loan Securities Trust CMO,    
d,e Series 2017-SC01 Class M1, 3.653% due 12/25/2046         451,809        441,168
d,e Series 2017-SC02 Class M1, 3.85% due 5/25/2047         188,799        186,295
  Federal National Mtg Assoc., CMO REMIC, Series 1994-37 Class L, 6.50% due 3/25/2024             209            213
  First Republic Mortgage Trust, Whole Loan Securities Trust CMO,    
d,e,h Series 2020-1 Class A2IO, 1.24% due 4/25/2050     133,943,879      2,643,449
d,e Series 2020-1 Class B3, 2.88% due 4/25/2050       1,417,051      1,140,969
d,e Series 2020-1 Class B4, 2.88% due 4/25/2050       1,325,000        746,290
d,e Series 2020-1 Class B5, 2.88% due 4/25/2050         470,000        216,345
d,e Series 2020-1 Class B6, 2.88% due 4/25/2050         755,000        268,948
  Flagstar Mortgage Trust, Whole Loan Securities Trust CMO,    
d,e Series 2017-1 Class 2A2, 3.00% due 3/25/2047         355,903        328,514
d,e Series 2018-3 Class B4, 4.48% due 5/25/2048       5,442,285      4,906,741
d,e Series 2019-2 Class B3, 4.038% due 12/25/2049       3,688,710      3,380,385
d,e,h Series 2020-2 Class AX1, 0.677% due 8/25/2050      29,618,833        725,812
d,e,h Series 2020-2 Class AX2, 0.50% due 8/25/2050       5,075,874         97,805
d,e Series 2020-2 Class B4, 3.677% due 8/25/2050         211,168        170,601
d,e Series 2020-2 Class B5, 3.677% due 8/25/2050         630,610        499,458
d,e Series 2020-2 Class B6C, 3.677% due 8/25/2050         842,886        444,868
d,e,h Series 2021-13INV Class AX1, 0.192% due 12/30/2051     182,566,464      1,603,573
d,e,h Series 2021-13INV Class AX17, 0.18% due 12/30/2051      15,093,222        150,449
d,e,h Series 2021-13INV Class AX4, 0.50% due 12/30/2051      13,804,406        370,307
d,e Series 2021-13INV Class B4, 3.372% due 12/30/2051       2,641,794      1,809,164
d,e Series 2021-13INV Class B5, 3.372% due 12/30/2051         481,599        315,299
d,e Series 2021-13INV Class B6C, 3.372% due 12/30/2051       4,197,744      2,020,466
d,e FREMF Mortgage Trust, CMBS, Series 2016-KF24 Class B, 6.12% (LIBOR 1 Month + 5.00%) due 10/25/2026         363,162        366,265
  GCAT Trust, Whole Loan Securities Trust CMO,    
d,e Series 2019-NQM3 Class A1, 2.686% due 11/25/2059         964,172        934,620
d,e Series 2021-CM1 Class A, 1.469% due 4/25/2065       4,898,309      4,728,159
d,e Series 2021-CM2 Class A1, 2.352% due 8/25/2066      10,298,358      9,870,259
d,e Series 2021-NQM4 Class A1, 1.093% due 8/25/2066       2,658,281      2,328,646
  GS Mortgage-Backed Securities Trust, Whole Loan Securities Trust CMO,    
d,e,h Series 2020-INV1 Class A11X, 3.437% due 10/25/2050       1,105,310        103,985
d,e,h Series 2020-INV1 Class A12X, 2.946% due 10/25/2050      13,234,429      1,062,105
d,e,h Series 2020-INV1 Class AIOS, 0.19% due 10/25/2050      68,164,505        556,468
d,e,h Series 2020-INV1 Class AX1, due 10/25/2050      47,850,594            479
d,e,h Series 2020-INV1 Class AX2, 0.446% due 10/25/2050       2,385,141         27,543
d,e,h Series 2020-INV1 Class AX4, 0.933% due 10/25/2050       2,567,576         64,335
d,e Series 2020-INV1 Class B4, 3.878% due 10/25/2050       1,292,466      1,102,371
d,e Series 2020-INV1 Class B5, 3.878% due 10/25/2050       1,292,466        957,923
d,e Series 2020-INV1 Class B6, 3.878% due 10/25/2050       2,982,562      1,682,336
d,e,h Series 2020-INV1 Class BX, 0.378% due 10/25/2050      14,746,607        261,761
d,e,h Series 2020-PJ3 Class A11X, 3.50% due 10/25/2050       2,851,335        307,561
d,e,h Series 2020-PJ3 Class AIOS, 0.20% due 10/25/2050     104,271,717        765,208
d,e,h Series 2020-PJ3 Class AX1, 0.076% due 10/25/2050      84,584,749        140,774
d,e,h Series 2020-PJ3 Class AX2, 0.50% due 10/25/2050       7,889,503        128,162
d,e,h Series 2020-PJ3 Class AX4, 0.35% due 10/25/2050       7,781,924         92,181
d,e Homeward Opportunities Fund I Trust, Whole Loan Securities Trust CMO, Series 2020-2 Class B3, 5.487% due 5/25/2065      14,305,000     13,811,130
  Imperial Fund Mortgage Trust, Whole Loan Securities Trust CMO,    
d,e Series 2021-NQM3 Class B2, 4.176% due 11/25/2056       5,408,000      3,814,432
d,e Series 2021-NQM4 Class A1, 2.091% due 1/25/2057       4,757,153      4,151,660
d,e Series 2021-NQM4 Class B2, 4.10% due 1/25/2057       2,500,000      1,734,849
d,e Series 2022- NQM1 Class A1, 2.493% due 2/25/2067      19,173,193     17,540,523
d,e Series 2022-NQM2 Class B2, 4.20% due 3/25/2067      15,600,000     12,221,828
SCHEDULE OF INVESTMENTS, Continued
Thornburg Strategic Income Fund June 30, 2022 (Unaudited)
  Issuer-Description SHARES/
PRINCIPAL AMOUNT 		VALUE
d,e Series 2022-NQM4 Class A, 4.767% due 6/25/2067 $    14,648,715 $   14,536,040
d,e Series 2022-NQM4 Class A3, 5.04% due 6/25/2067       4,437,043      4,287,107
  JPMorgan Mortgage Trust, Whole Loan Securities Trust CMO,    
d,e Series 2015-4 Class B4, 3.559% due 6/25/2045         892,551        678,314
d,e Series 2016-5 Class B4, 2.516% due 12/25/2046       1,630,300      1,377,903
d,e Series 2016-5 Class B5, 2.516% due 12/25/2046       1,235,596        841,583
d,e Series 2017-5 Class B6, 3.053% due 10/26/2048       2,784,117      1,956,928
d,e Series 2019-8 Class B4, 4.175% due 3/25/2050       3,445,717      3,116,428
d,e,h Series 2020-3 Class AX1, 0.145% due 8/25/2050      10,963,233         38,639
d,e,h Series 2020-4 Class A11X, 4.244% (5.25% - LIBOR 1 Month) due 11/25/2050       2,159,513        165,727
d,e,h Series 2020-4 Class A3X, 0.50% due 11/25/2050       9,789,790        133,631
d,e,h Series 2020-4 Class AX1, 0.112% due 11/25/2050      36,159,958         77,740
d,e,h Series 2020-4 Class AX3, 3.50% due 11/25/2050       1,000,394         96,480
d,e,h Series 2020-4 Class AX4, 0.55% due 11/25/2050       2,308,879         34,641
d,e Series 2020-4 Class B4, 3.662% due 11/25/2050       1,332,360      1,101,517
d,e Series 2020-4 Class B5, 3.662% due 11/25/2050         614,419        483,479
d,e Series 2020-4 Class B6, 3.567% due 11/25/2050       1,069,000        536,208
d,e,h Series 2020-7 Class A3X, 0.50% due 1/25/2051       8,443,822        131,405
d,e,h Series 2020-7 Class AX1, 0.125% due 1/25/2051      40,153,471        129,740
d,e,h Series 2020-7 Class AX3, 3.50% due 1/25/2051       2,757,650        305,598
d,e,h Series 2020-7 Class AX4, 0.40% due 1/25/2051       2,580,164         33,076
d,e Series 2020-7 Class B4, 3.525% due 1/25/2051         632,657        533,914
d,e Series 2020-7 Class B5, 3.525% due 1/25/2051         441,322        284,488
d,e Series 2020-7 Class B6, 3.525% due 1/25/2051         588,631        220,170
d,e Series 2020-LTV1 Class B3A, 3.785% due 6/25/2050       2,786,346      2,589,952
d,e Series 2021-11 Class B5, 3.031% due 1/25/2052       2,395,648      1,449,876
d,e Series 2021-11 Class B6, 2.859% due 1/25/2052       2,800,854      1,093,731
d,e Series 2021-LTV2 ClassA1, 2.52% due 5/25/2052      15,243,940     12,749,433
d,e,h Series 2022-2 Class AX1, 0.136% due 8/25/2052     230,486,682      1,364,804
d,e,h Series 2022-2 Class AX4, 0.50% due 8/25/2052      14,552,682        384,281
d,e Series 2022-2 Class B4, 3.136% due 8/25/2052       3,346,294      2,131,011
d,e Series 2022-2 Class B5, 3.136% due 8/25/2052       1,779,859        949,048
d,e Series 2022-2 Class B6, 2.998% due 8/25/2052       1,841,056        459,712
d,e,h Series 2022-3 Class AX1, 0.12% due 8/25/2052     420,708,503      2,234,173
d,e Series 2022-3 Class B4, 3.12% due 8/25/2052       2,745,122      1,748,885
d,e Series 2022-3 Class B5, 3.12% due 8/25/2052       1,746,534        712,646
d,e Series 2022-3 Class B6, 3.12% due 8/25/2052       1,505,760        389,183
d,e JPMorgan Wealth Management, Whole Loan Securities Trust CMO, Series 2021-CL1 Class M1, 2.226% (SOFR30A + 1.30%) due 3/25/2051       4,786,602      4,599,120
  Mello Mortgage Capital Acceptance, Whole Loan Securities Trust CMO,    
d,e,h Series 2021-INV2 Class AX1, 0.134% due 8/25/2051     109,521,460        700,510
d,e,h Series 2021-INV2 Class AX4, 0.70% due 8/25/2051       7,504,214        285,029
d,e Series 2021-INV2 Class B5, 3.334% due 8/25/2051         324,582        214,777
d,e Series 2021-INV2 Class B6, 3.334% due 8/25/2051       1,557,861        631,617
d,e,h Series 2021-INV3 Class AX1, 0.173% due 10/25/2051     131,824,342      1,111,727
d,e,h Series 2021-INV3 Class AX4, 0.55% due 10/25/2051      10,722,751        309,299
d,e Series 2021-INV3 Class B5, 3.223% due 10/25/2051         450,054        294,568
d,e Series 2021-INV3 Class B6, 3.223% due 10/25/2051       1,962,056        813,331
d Merrill Lynch Mortgage Investors Trust, Whole Loan Securities Trust CMO, Series 2004-A4 Class M1, 2.959% due 8/25/2034          63,900         62,584
d,e Metlife Securitization Trust, Whole Loan Securities Trust CMO, Series 2019-1A Class A1A, 3.75% due 4/25/2058         626,176        619,512
  MFA Trust, Whole Loan Securities Trust CMO,    
d,e Series 2020-NQM3 Class M1, 2.654% due 1/26/2065         800,000        679,680
d,e Series 2021-INV2 Class A1, 1.906% due 11/25/2056      10,493,177      9,496,069
d,e Series 2022-INV1 Class A3, 4.25% due 4/25/2066       4,950,000      4,592,606
d,e MFRA Trust, Whole Loan Securities Trust CMO, Series 2022-CHM1, 3.875% due 9/25/2056       9,743,313      9,399,359
  New Residential Mortgage Loan Trust, Whole Loan Securities Trust CMO,    
d,e Series 2017-3A Class A1, 4.00% due 4/25/2057       1,102,801      1,079,090
d,e Series 2017-4A Class A1, 4.00% due 5/25/2057         898,385        871,128
d,e Series 2017-5A Class A1, 3.124% (LIBOR 1 Month + 1.50%) due 6/25/2057         572,973        571,235
d,e Series 2017-6A Class A1, 4.00% due 8/27/2057         498,617        487,884
d,e Series 2018-1A Class A1A, 4.00% due 12/25/2057         931,221        905,591
d,e Series 2020-NQM1 Class B2, 4.525% due 1/26/2060       1,214,000      1,060,920
d,e,h Series 2021-INV1 Class AX1, 0.757% due 6/25/2051     112,300,332      4,030,358
d,e Series 2021-INV1 Class B5, 3.257% due 6/25/2051       1,226,339        783,760
SCHEDULE OF INVESTMENTS, Continued
Thornburg Strategic Income Fund June 30, 2022 (Unaudited)
  Issuer-Description SHARES/
PRINCIPAL AMOUNT 		VALUE
d,e Series 2021-INV1 Class B6, 1.713% due 6/25/2051 $     2,157,099 $      981,715
d,e Series 2022-NQM3 Class A1, 3.90% due 4/25/2062      20,087,974     19,834,202
d,e OBX Trust, Whole Loan Securities Trust CMO, Series 2021-NQM2 Class A1, 1.101% due 5/25/2061       6,889,804      6,149,303
d,e Onslow Bay Mortgage Loan Trust, Whole Loan Securities Trust CMO, Series 2021-NQM4 Class A1, 1.957% due 10/25/2061      18,134,386     15,801,186
  PRKCM Trust, Whole Loan Securities Trust CMO,    
d,e Series 2021-AFC1 Class A1, 1.51% due 8/25/2056       5,166,377      4,541,751
d,e Series 2021-AFC1 Class B2, 3.95% due 8/25/2056       2,729,000      1,917,520
  PRPM Trust, Whole Loan Securities Trust CMO,    
d,e Series 2022-INV1 Class A1, 4.40% due 4/25/2067      30,000,000     29,126,790
d,e Series 2022-INV1 Class A3, 4.442% due 4/25/2067      10,078,000      9,372,563
d,e Rate Mortgage Trust, Whole Loan Securities Trust CMO, Series 2022-J1 Class A9, 2.50% due 1/25/2052      14,049,084     12,725,213
e Saluda Grade Alternative Mortgage Trust, Whole Loan Securities Trust CMO, Series 2020-FIG1 Class C, 0.01% due 9/25/2050       6,510,371        991,529
  Sequoia Mortgage Trust, Whole Loan Securities Trust CMO,    
d,e Series 2015-4 Class B4, 3.139% due 11/25/2030       1,686,000      1,502,731
d,e Series 2016-3 Class B3, 3.633% due 11/25/2046       2,906,174      2,496,432
d,e Series 2017-7 Class B3, 3.724% due 10/25/2047       1,414,491      1,291,368
d,e Series 2018-7 Class B4, 4.262% due 9/25/2048       1,802,000      1,802,000
  SG Residential Mortgage Trust, Whole Loan Securities Trust CMO,    
d,e Series 2019-3 Class A1, 2.703% due 9/25/2059         250,516        247,008
d,e,h Series 2019-3 Class AIOS, 0.375% due 9/25/2059      17,397,542         56,801
d,e Series 2019-3 Class B2, 5.663% due 9/25/2059       1,978,000      1,729,583
d,e Series 2019-3 Class B3, 5.979% due 9/25/2059         842,000        675,122
e Series 2019-3 Class XS1, 0.01% due 9/25/2059      17,273,013            653
e Series 2019-3 Class XS2, 0.01% due 9/25/2059      17,273,013        329,875
d,e Series 2020-2 Class A3, 1.895% due 5/25/2065       1,541,554      1,447,499
d,e Series 2021-2 Class A1, 1.737% due 12/25/2061       7,365,166      6,381,318
d,e Series 2022-A Class B2, 3.995% due 3/27/2062       4,204,000      3,212,228
d,e Shellpoint Co-Originator Trust, Whole Loan Securities Trust CMO, Series 2016-1 Class B4, 3.598% due 11/25/2046       2,937,587      2,427,279
d,e Spruce Hill Mortgage Loan Trust, Whole Loan Securities Trust CMO, Series 2020-SH1 Class A1, 2.521% due 1/28/2050         418,611        414,988
d,e Starwood Mortgage Residential Trust, Whole Loan Securities Trust CMO, Series 2021-5 Class A1, 1.92% due 9/25/2066      18,326,949     16,143,092
  TIAA Bank Mortgage Loan Trust, Whole Loan Securities Trust CMO,    
d,e Series 2018-2 Class B3, 3.736% due 7/25/2048       2,616,659      2,387,940
d,e Series 2018-2 Class B4, 3.736% due 7/25/2048       2,040,000      1,453,368
d,e Towd Point Mortgage Trust, Whole Loan Securities Trust CMO, Series 2018-2 Class A1, 3.25% due 3/25/2058       2,289,236      2,241,564
d,e TRK Trust, Whole Loan Securities Trust CMO, Series 2022-INV2 Class A1, 4.35% due 6/25/2057      12,749,662     12,460,563
  Verus Securitization Trust, Whole Loan Securities Trust CMO,    
d,e Series 2019-4 Class B1, 3.86% due 11/25/2059       3,250,000      2,952,565
d,e Series 2019-INV3 Class B2, 4.791% due 11/25/2059       1,385,000      1,333,011
d,e Series 2020-1 Class B1, 3.624% due 1/25/2060       1,500,000      1,342,117
d,e Series 2020-2 Class B1, 5.36% due 5/25/2060       2,225,000      2,172,492
d,e Series 2020-INV1 Class B1, 5.75% due 3/25/2060         875,000        858,348
d,e Series 2020-INV1 Class B2, 6.00% due 3/25/2060       1,416,000      1,370,094
d,e Series 2021-R1 Class B2, 4.199% due 10/25/2063       1,125,000      1,042,753
  Vista Point Securitization Trust, Whole Loan Securities Trust CMO,    
d,e Series 2020-1 Class B1, 5.375% due 3/25/2065       2,625,000      2,565,706
d,e Series 2020-1 Class B2, 5.375% due 3/25/2065       4,473,000      4,385,161
d,e Series 2020-2 Class A2, 1.986% due 4/25/2065       1,569,799      1,476,203
  Wells Fargo Commercial Mortgage Trust CMBS, Series 2016-C34 Class A2, 2.603% due 6/15/2049       2,531,521      2,501,713
  Wells Fargo Mortgage Backed Securities Trust, Whole Loan Securities Trust CMO,    
d,e,h Series 2021-INV1 Class AIO2, 0.50% due 8/25/2051      99,844,375      2,586,818
d,e Series 2021-INV1 Class B4, 3.32% due 8/25/2051       1,693,611      1,164,406
d,e Series 2021-INV1 Class B5, 3.32% due 8/25/2051       1,359,034        895,794
d,e Series 2021-INV1 Class B6, 3.32% due 8/25/2051       1,052,614       385,203
  Total Mortgage Backed (Cost $574,722,492)                  531,975,974
  Loan Participations — 2.0%    
  Commercial & Professional Services — 0.1%    
  Professional Services — 0.1%    
l Par Pacific Holdings, Inc., 7.77% (LIBOR 3 Month + 6.75%) due 1/12/2026       4,117,890      3,911,995
l RGIS Services LLC, 9.166% (LIBOR 1 Month + 7.50%) due 6/25/2025         775,739       744,710
                       4,656,705
  Consumer Services — 0.1%    
SCHEDULE OF INVESTMENTS, Continued
Thornburg Strategic Income Fund June 30, 2022 (Unaudited)
  Issuer-Description SHARES/
PRINCIPAL AMOUNT 		VALUE
  Hotels, Restaurants & Leisure — 0.1%    
l TKC Holdings, Inc., 7.00% (LIBOR 3 Month + 5.50%) due 5/15/2028 $     4,632,908 $    4,357,853
                       4,357,853
  Health Care Equipment & Services — 0.2%    
  Health Care Providers & Services — 0.2%    
l Change Healthcare Holdings LLC, 4.166% (LIBOR 1 Month + 2.50%) due 3/1/2024      10,536,904    10,232,703
                      10,232,703
  Household & Personal Products — 0.1%    
  Household Products — 0.1%    
l Energizer Holdings, Inc., 3.875% (LIBOR 1 Month + 2.25%) due 12/22/2027       5,559,625     5,264,298
                       5,264,298
  Media & Entertainment — 0.4%    
  Media — 0.4%    
l ABG Intermediate Holdings 2 LLC, 5.275% (SOFR + 3.75%) due 12/21/2028       9,310,000      8,681,575
l DirecTV Financing LLC, 6.666% (LIBOR 1 Month + 5.00%) due 8/2/2027       9,698,000      8,901,988
l Nielsen Finance LLC, 3.19% (LIBOR 1 Month + 2.00%) due 10/4/2023       1,688,022     1,676,155
                      19,259,718
  Semiconductors & Semiconductor Equipment — 0.3%    
  Information Technology Services — 0.3%    
l Xperi Corporation, 5.166% (LIBOR 1 Month + 3.50%) due 6/8/2028      11,419,470    10,902,054
                      10,902,054
  Software & Services — 0.8%    
  Information Technology Services — 0.2%    
l Genpact International, Inc., 3.041% (LIBOR 1 Month + 1.38%) due 8/9/2023       4,850,746      4,814,366
l Vericast Corp., 10.00% (LIBOR 3 Month + 7.75%) due 6/16/2026       3,897,936     3,014,390
  Internet Software & Services — 0.5%    
l Titan Acquisition Co. Ltd, 6.25% (LIBOR 3 Month + 4.00%) due 10/18/2028       7,441,350      7,007,296
l Dun & Bradstreet Corporation, 4.874% (LIBOR 1 Month + 3.25%) due 2/6/2026      18,511,708    17,429,884
  Software — 0.1%    
l GoTo Group, Inc., 6.345% (LIBOR 1 Month + 4.75%) due 8/31/2027       5,335,150     4,041,376
                      36,307,312
  Total Loan Participations (Cost $96,341,223)                   90,980,643
  Short-Term Investments — 7.7%    
m Thornburg Capital Management Fund     34,085,229   340,852,297
  Total Short-Term Investments (Cost $340,852,297)                  340,852,297
  Total Investments — 99.1% (Cost $4,726,829,729)   $4,394,210,685
  Other Assets Less Liabilities — 0.9%   38,795,106
  Net Assets — 100.0%   $4,433,005,791
    
Outstanding Forward Currency Contracts To Buy Or Sell At June 30, 2022
Contract
Description 		Contract
Party* 		Buy/Sell Contract
Amount 		Contract
Value Date 		Value
USD 		Unrealized
Appreciation 		Unrealized
Depreciation
Euro SSB Sell 10,886,700 9/23/2022 11,473,925 $   650,538 $  —
Net unrealized appreciation (depreciation)           $650,538  
    
* Counterparty includes State Street Bank and Trust Company ("SSB").
    
Footnote Legend
a Security currently fair valued by the Valuation and Pricing Committee using procedures approved by the Trustees’ Audit Committee.
b Non-income producing.
c Securities are perpetual and, thus, do not have a predetermined maturity date. The date shown, if applicable, reflects the next call date.
d Variable, floating, step, or fixed to floating rate securities are securities for which interest rate changes are based on changes in a designated base rate or on a predetermined schedule. The rates shown are those in effect on June 30, 2022.
SCHEDULE OF INVESTMENTS, Continued
Thornburg Strategic Income Fund June 30, 2022 (Unaudited)
e Securities exempt from registration under Rule 144A of the Securities Act of 1933, as amended. These securities are restricted but liquid and may only be resold in the ordinary course of business in transactions exempt from registration, normally to qualified institutional buyers. As of June 30, 2022, the aggregate value of these securities in the Fund’s portfolio was $2,925,276,323, representing 65.99% of the Fund’s net assets.
f Yankee bond denominated in U.S. dollars and is issued in the U.S. by foreign banks and corporations.
g When-issued security.
h Interest only.
i Bond in default.
j Pay-In-Kind Payments (PIK). The issuer may pay cash interest and/or interest in additional debt securities. Rates shown are the rates in effect at June 30, 2022.
k Segregated as collateral for a when-issued security.
l The stated coupon rate represents the greater of the LIBOR or the LIBOR floor rate plus a spread at June 30, 2022.
m Investment in Affiliates.
Portfolio Abbreviations
To simplify the listings of securities, abbreviations are used per the table below:
ARM Adjustable Rate Mortgage
BSBY3M Bloomberg Short Term Bank Yield 3 Month
CMBS Commercial Mortgage-Backed Securities
CMO Collateralized Mortgage Obligation
CMT Constant Maturity Rate
EUR Denominated in Euro
FCB Farm Credit Bank
GO General Obligation
H15T1Y US Treasury Yield Curve Rate T-Note Constant Maturity 1 Year
IDR Denominated in Indonesian Rupiah
LIBOR London Interbank Offered Rates
Mtg Mortgage
MXN Denominated in Mexican Peso
PIK Payment-in-kind
REMIC Real Estate Mortgage Investment Conduit
SOFR Secured Overnight Financing Rate
SOFR30A Secured Overnight Financing Rate 30-Day Average
SOFRINDX Secured Overnight Financing Rate Index
SPV Special Purpose Vehicle
USD Unified School District
NOTES TO SCHEDULE OF INVESTMENTS
Thornburg Strategic Income Fund June 30, 2022 (Unaudited)
NOTE 1 – ORGANIZATION
Thornburg Strategic Income Fund (the “Fund”) is a diversified series of Thornburg Investment Trust (the “Trust”). The Trust is organized as a Massachusetts business trust under a Declaration of Trust dated June 3, 1987 and is registered as a diversified, open-end management investment company under the Investment Company Act of 1940, as amended (the "1940 Act"). The Fund is currently one of twenty-one separate series of the Trust. Each series is considered to be a separate entity for financial reporting and tax purposes. The Fund currently offers seven classes of shares of beneficial interest: Class A, Class C, Institutional Class (“Class I”), and Retirement Classes (“Class R3”, “Class R4”, “Class R5”, and “Class R6”).
NOTE 2 – SECURITY VALUATION
Valuation of the Fund’s portfolio investment securities is performed in accordance with policies and procedures adopted by and under the oversight of the Trustees.
The Trustees of the Trust have appointed Thornburg Investment Management, Inc., the Trust’s investment advisor (the "Advisor"), to assist the Trustees with obtaining fair market values for portfolio investments, evaluating and monitoring professional pricing service providers appointed by the Trustees’ Audit Committee (the "Audit Committee") to assist in determining fair values for portfolio investments, assisting in calculating fair values for portfolio investments in certain circumstances, and performing other functions in connection with the valuation of investments. The Advisor acts through its Valuation and Pricing Committee (the “Committee”) and other employees of the Advisor. The Committee regularly reviews its own valuation calculations, reviews the valuations, valuation techniques and services furnished by pricing service providers, considers circumstances which may require valuation calculations by the Committee, and reviews previous valuation calculations. The Committee reports to the Audit Committee on the Committee’s activities, the performance of pricing service providers, and other matters relating to valuation of portfolio investments.
In those instances when the Committee assists in calculating a fair value for a portfolio investment, the Committee seeks to determine the price that the Fund would reasonably expect to receive upon a sale of the investment in an orderly transaction between market participants on the valuation date. The Committee customarily utilizes quotations from securities broker dealers in calculating valuations, but also may utilize prices obtained from pricing service providers or other methods approved by the Audit Committee. Because fair values calculated by the Committee are estimates, the calculation of a value for an investment may differ from the price that would be realized by the Fund upon a sale of the investment, and the difference could be material to the Fund’s financial statements. The Committee’s calculation of a fair value for an investment may also differ from the prices obtained by other persons (including other mutual funds) for the investment.
Valuation of Securities: Securities and other portfolio investments which are listed or traded on a United States securities exchange are valued at the last reported sale price on the valuation date. Investments listed or traded on an exchange for which there has been no sale that day are valued at the mean between the last reported bid and asked prices on that valuation date. Portfolio investments reported by NASDAQ are valued at the official closing price on the valuation date. If an investment is traded on more than one exchange, the investment is considered traded on the exchange that is normally the primary market for that investment. Securities and other portfolio investments which are listed or traded on exchanges outside the United States are valued at the last price or the closing price of the investment on the exchange that is normally the primary market for the investment, as of the close of the exchange preceding the Fund’s valuation date. Foreign investments listed or traded on an exchange for which there has been no sale that day are valued at the mean between the last reported bid and asked prices on that valuation date.
In any case when a market quotation is not readily available for a portfolio investment ordinarily valued by market quotation, the Committee calculates a fair value for the investment using alternative methods approved by the Audit Committee. A market quotation is not readily available when the primary market or exchange for the investment is not open for the entire scheduled day of trading. Market quotations for an investment also may not be readily available if developments after the most recent close of the investment’s primary exchange or market, but prior to the close of business on any Fund business day, or an unusual event or significant period of time occurring since the availability of a market quotation, create a serious question concerning the reliability of the most recent market quotation available for the investment. In particular, on days when market volatility thresholds established by the Audit Committee are exceeded, foreign equity investments held by the Fund may be valued using alternative methods. The Committee customarily obtains valuations in these instances from pricing service providers approved by the Audit Committee. Pricing service providers ordinarily calculate valuations using multi-factor models to adjust market prices based upon various inputs, including exchange data, depository receipt prices, futures, index data and other data.
Debt obligations held by the Fund which are not listed or traded on exchanges or for which no reported market exists are ordinarily valued at the valuation obtained from a pricing service provider approved by the Audit Committee.
Investments in open-end U.S. mutual funds are valued at net asset value ("NAV") each business day.
In any case when a pricing service provider fails to provide a valuation for a debt obligation held by the Fund, the Committee calculates a fair value for the obligation using alternative methods under procedures approved by the Audit Committee. Additionally, in cases when management believes that a valuation obtained from a pricing service provider is stale, does not reflect material factors affecting the
NOTES TO SCHEDULE OF INVESTMENTS, Continued
Thornburg Strategic Income Fund June 30, 2022 (Unaudited)
valuation of the investment, is significantly different than the value the Fund is likely to obtain if it sought a bid for the investment, or is otherwise unreliable, the Committee may calculate a fair value for the obligation using an alternative method approved by the Audit Committee.
Quotations for foreign investments expressed in foreign currency amounts are converted to U.S. dollar equivalents using a foreign exchange quotation from a third party service provider at the time of valuation. Foreign investments held by the Fund may be traded on days and at times when the Fund is not open for business. Consequently, the value of Fund investments may be significantly affected on days when shareholders cannot purchase or sell Fund shares.
NOTE 3 – Investments with Affiliates
Shown below are holdings of voting securities of each portfolio company which is considered "affiliated" to the Fund under the 1940 Act, including companies for which the Fund’s holding represented 5% or more of the company’s voting securities, and a series of the Thornburg Investment Trust in which the Fund invested for cash management purposes during the period:
  Market Value
9/30/21 		Purchases
at Cost 		Sales
Proceeds 		Realized
Gain
(Loss) 		Change in
Unrealized
Appr./(Depr.) 		Market Value
6/30/22 		Dividend
Income
Thornburg Capital Management Fund $346,532,754 $1,286,558,571 $(1,292,239,028) $- $- $340,852,297 $1,313,346

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