Form NPORT-P THORNBURG INVESTMENT For: Jun 30

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August 17, 2022 4:22 PM EDT

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      THORNBURG INVESTMENT TRUST
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        Micron Technology Inc
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        Micron Technology Inc
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        Mississippi Power Co
        605417CC6
        
          
        
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          N
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        AMERICAN TOWER CORP
        5493006ORUSIL88JOE18
        American Tower Corp
        03027XBJ8
        
          
        
        15000000.00000000
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        US
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          2028-01-31
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        NEXTERA ENERGY CAPITAL
        UMI46YPGBLUE4VGNNT48
        NextEra Energy Capital Holdings Inc
        65339KBU3
        
          
        
        3333000.00000000
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          2023-03-01
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          N
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        MAGALLANES INC
        549300DXR29GD4N0A520
        Magallanes Inc
        55903VAB9
        
          
        
        10415000.00000000
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          2024-03-15
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        Upstart Structured Pass-Through Trust
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        Upstart Structured Pass-Through Trust
        91680YAM3
        
          
        
        30443913.92000000
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          2030-04-15
          Fixed
          3.40000000
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        Drive Auto Receivables Trust
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        Drive Auto Receivables Trust 2019-1
        26208NAG9
        
          
        
        8777462.13000000
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        ABS-O
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          2026-06-15
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          4.09000000
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          N
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          N
          N
          N
        
      
      
        LSEGA FINANCING PLC
        2138009YFYTGEHZNNZ09
        LSEGA Financing PLC
        50220PAB9
        
          
        
        9720000.00000000
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        DBT
        CORP
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          2026-04-06
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        BROADCOM INC
        549300WV6GIDOZJTV909
        Broadcom Inc
        11135FBQ3
        
          
        
        6583000.00000000
        PA
        USD
        5000380.97000000
        0.057374718173
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        DBT
        CORP
        US
        N
        
        2
        
          2036-11-15
          Fixed
          3.19000000
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          N
          N
        
        
          N
          N
          N
        
      
      
        JERSEY CENTRAL PWR & LT
        549300W9UGH9ZPLNPF79
        Jersey Central Power & Light Co
        476556DC6
        
          
        
        9414000.00000000
        PA
        USD
        9295383.60000000
        0.106655876334
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-15
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SKYWORKS SOLUTIONS INC
        549300WZ3ORQ2BVKBD96
        Skyworks Solutions Inc
        83088MAK8
        
          
        
        3574000.00000000
        PA
        USD
        3170531.14000000
        0.036378894269
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-01
          Fixed
          1.80000000
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          N
          N
        
        
          N
          N
          N
        
      
      
        CIM Trust
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        CIM Trust 2018-INV1
        12553XAD5
        
          
        
        963806.35000000
        PA
        USD
        955716.91000000
        0.010965962132
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-08-25
          Variable
          4.00000000
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          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3132A84T3
        
          
        
        26107929.85000000
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        USD
        25862611.39000000
        0.296749397420
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        ABS-MBS
        USGSE
        US
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        2
        
          2033-06-01
          Fixed
          3.00000000
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          N
          N
        
        
          N
          N
          N
        
      
      
        Greystone Commercial Real Estate Notes
        N/A
        Greystone CRE Notes 2021-FL3 Ltd
        39809PAA3
        
          
        
        28050000.00000000
        PA
        USD
        26762367.56000000
        0.307073262139
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        ABS-CBDO
        CORP
        KY
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        2
        
          2039-07-15
          Floating
          2.34000000
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          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Inc
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967KN0
        
          
        
        2425000.00000000
        PA
        USD
        2346502.75000000
        0.026923935352
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        DBT
        CORP
        US
        N
        
        2
        
          2026-05-01
          Fixed
          3.40000000
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          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912828YS3
        
          
        
        62136000.00000000
        PA
        USD
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        0.654245569893
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        DBT
        UST
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        N
        
        1
        
          2029-11-15
          Fixed
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          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        9128286B1
        
          
        
        17058000.00000000
        PA
        USD
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        0.190525738838
        Long
        DBT
        UST
        US
        N
        
        1
        
          2029-02-15
          Fixed
          2.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RGA GLOBAL FUNDING
        549300Y22K5FOEBMSK42
        RGA Global Funding
        76209PAB9
        
          
        
        11803000.00000000
        PA
        USD
        10420278.55000000
        0.119562999035
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-18
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COLORADO INT GAS CO/ISS
        N/A
        Colorado Interstate Gas Co LLC / Colorado Interstate Issuing Corp
        196500AA0
        
          
        
        9168000.00000000
        PA
        USD
        9068985.60000000
        0.104058169974
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-08-15
          Fixed
          4.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Transelec SA
        549300DPF7MAL5F6CR86
        Transelec SA
        89366LAA2
        
          
        
        2880000.00000000
        PA
        USD
        2893852.80000000
        0.033204267800
        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
        
          
        
        615747.74000000
        PA
        USD
        588854.71000000
        0.006756559796
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-01-25
          Variable
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        31396UCL2
        
          
        
        270231.26000000
        PA
        USD
        289906.92000000
        0.003326412113
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-07-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        QORVO INC
        254900YAUJV2EUEVBR11
        Qorvo Inc
        74736KAJ0
        
          
        
        10000000.00000000
        PA
        USD
        7906900.00000000
        0.090724319175
        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
        
          
        
        19486000.00000000
        PA
        USD
        18936299.94000000
        0.217276419300
        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
        
          
        
        2916000.00000000
        PA
        USD
        2447340.48000000
        0.028080954462
        Long
        DBT
        
        US
        N
        
        2
        
          2031-06-01
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Small Business Administration Participation Certs
        N/A
        United States Small Business Administration
        83162CUB7
        
          
        
        351110.72000000
        PA
        USD
        344159.70000000
        0.003948912275
        Long
        ABS-O
        USGA
        US
        N
        
        2
        
          2031-06-01
          Fixed
          3.67000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aqua Finance Trust
        N/A
        Aqua Finance Trust 2021-A
        03842VAA5
        
          
        
        16304417.92000000
        PA
        USD
        15057479.84000000
        0.172770568362
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2046-07-17
          Fixed
          1.54000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Small Business Administration Participation Certs
        N/A
        United States Small Business Administration
        83162CSX2
        
          
        
        1531914.21000000
        PA
        USD
        1514998.31000000
        0.017383195718
        Long
        ABS-O
        USGA
        US
        N
        
        2
        
          2029-11-01
          Fixed
          4.09000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Marlette Funding Trust
        N/A
        Marlette Funding Trust 2019-4
        57110AAB0
        
          
        
        110888.01000000
        PA
        USD
        110834.14000000
        0.001271718611
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2029-12-17
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CROWN CASTLE INTL CORP
        54930012H97VSM0I2R19
        Crown Castle International Corp
        22822VAV3
        
          
        
        14604000.00000000
        PA
        USD
        12660645.72000000
        0.145269127378
        Long
        DBT
        
        US
        N
        
        2
        
          2026-07-15
          Fixed
          1.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN ELECTRIC POWER
        1B4S6S7G0TW5EE83BO58
        American Electric Power Co Inc
        025537AK7
        
          
        
        7700000.00000000
        PA
        USD
        7444129.00000000
        0.085414452614
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-15
          Fixed
          2.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SoFi Consumer Loan Program Trust
        N/A
        Sofi Consumer Loan Program 2018-3 Trust
        83405XAD6
        
          
        
        5725524.38000000
        PA
        USD
        5726462.11000000
        0.065705823548
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-08-25
          Fixed
          4.67000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GA GLOBAL FUNDING TRUST
        54930029I8ROQ4OROZ88
        GA Global Funding Trust
        36143L2J3
        
          
        
        11960000.00000000
        PA
        USD
        11715059.20000000
        0.134419402044
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-11
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verus Securitization Trust
        N/A
        Verus Securitization Trust 2021-R1
        92538BAA1
        
          
        
        8916416.61000000
        PA
        USD
        8147765.32000000
        0.093488024568
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2063-10-25
          Variable
          0.82000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Starwood Mortgage Residential Trust
        N/A
        Starwood Mortgage Residential Trust 2021-5
        85573QAA8
        
          
        
        47483458.98000000
        PA
        USD
        41825284.42000000
        0.479906215246
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2066-09-25
          Variable
          1.92000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pawnee Equipment Receivables
        N/A
        Pawnee Equipment Receivables Series 2020-1 LLC
        70410LAA8
        
          
        
        3738478.83000000
        PA
        USD
        3688643.45000000
        0.042323750861
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-11-17
          Fixed
          1.37000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freedom Financial
        N/A
        FREED ABS Trust 2022-3FP
        35634EAA7
        
          
        
        11400000.00000000
        PA
        USD
        11399773.14000000
        0.130801787917
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2029-08-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VONTIER CORP
        549300VVSQLG4P5K4639
        Vontier Corp
        928881AD3
        
          
        
        3766000.00000000
        PA
        USD
        3105104.66000000
        0.035628186299
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-04-01
          Fixed
          2.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXTRA SPACE STORAGE LP
        549300YNKSKNZFR8UC42
        Extra Space Storage LP
        30225VAH0
        
          
        
        4920000.00000000
        PA
        USD
        4614418.80000000
        0.052946161456
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-01
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        JP Morgan Mortgage Trust 2019-HYB1
        46651FAT8
        
          
        
        5651275.14000000
        PA
        USD
        5139233.39000000
        0.058967920473
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-10-25
          Variable
          3.61000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENTERGY TEXAS INC
        LWXX58X12AJXISQ28573
        Entergy Texas Inc
        29365TAL8
        
          
        
        8640000.00000000
        PA
        USD
        7652102.40000000
        0.087800753835
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-09-01
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KIA CORP
        988400V8MJK9N7OI5X76
        Kia Corp
        49374JAC7
        
          
        
        9800000.00000000
        PA
        USD
        9380266.00000000
        0.107629822880
        Long
        DBT
        CORP
        KR
        N
        
        2
        
          2025-02-14
          Fixed
          2.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MARTIN MARIETTA MATERIAL
        5299005MZ4WZECVATV08
        Martin Marietta Materials Inc
        573284AY2
        
          
        
        14635000.00000000
        PA
        USD
        14141361.45000000
        0.162258962395
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-07-15
          Fixed
          0.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Residential Mortgage Loan Trust
        N/A
        New Residential Mortgage Loan Trust 2017-4
        64829NAA2
        
          
        
        4716521.79000000
        PA
        USD
        4573423.93000000
        0.052475783474
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2057-05-25
          Variable
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OWL ROCK CAPITAL CORP
        2549000BD79OOCPF2L94
        Owl Rock Capital Corp
        69121KAG9
        
          
        
        20499000.00000000
        PA
        USD
        16133532.96000000
        0.185117276517
        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
        
          
        
        5094000.00000000
        PA
        USD
        4996551.78000000
        0.057330781781
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-06-24
          Floating
          1.84000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SMB Private Education Loan Trust
        549300GMVSOGAWY1JE39
        SMB Private Education Loan Trust 2015-A
        78448PAD2
        
          
        
        6124921.44000000
        PA
        USD
        6132862.34000000
        0.070368887983
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2032-02-17
          Floating
          2.82000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Foundation Finance Trust
        54930021B3TF4B4HKE86
        Foundation Finance Trust 2021-2
        35042PAA8
        
          
        
        15440164.20000000
        PA
        USD
        14578768.09000000
        0.167277796530
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2042-01-15
          Fixed
          2.19000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Imperial Fund LLC
        N/A
        Imperial Fund Mortgage Trust 2021-NQM4
        45276JAA8
        
          
        
        23690620.03000000
        PA
        USD
        20675267.73000000
        0.237229456370
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2057-01-25
          Variable
          2.09000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RENESAS ELECTRONICS CORP
        5299000EPC47VJQOFB81
        Renesas Electronics Corp
        75972BAA9
        
          
        
        17721000.00000000
        PA
        USD
        16546806.54000000
        0.189859206246
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2024-11-26
          Fixed
          1.54000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - SCRT
        N/A
        Seasoned Credit Risk Transfer Trust Series 2018-1
        35563PDU0
        
          
        
        5481390.78000000
        PA
        USD
        5337605.68000000
        0.061244057892
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2057-05-25
          Variable
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SG Capital Partners
        N/A
        SG Residential Mortgage Trust 2020-2
        81882JAC5
        
          
        
        831783.36000000
        PA
        USD
        781033.39000000
        0.008961631304
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2065-05-25
          Variable
          1.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bunker Hill Loan Depositary Trust 2020-1
        N/A
        Bunker Hill Loan Depositary Trust 2020-1
        12062RAC4
        
          
        
        3285000.00000000
        PA
        USD
        3041267.32000000
        0.034895712230
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2055-02-25
          Variable
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLOBAL PAYMENTS INC
        549300NOMHGVQBX6S778
        Global Payments Inc
        37940XAF9
        
          
        
        5624000.00000000
        PA
        USD
        5274074.72000000
        0.060515099249
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-11-15
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENSTAR GROUP LTD
        213800AMAL5QFXVUCN04
        Enstar Group Ltd
        29359UAC3
        
          
        
        10106000.00000000
        PA
        USD
        8011430.44000000
        0.091923708696
        Long
        DBT
        CORP
        BM
        
        N
        
        2
        
          2031-09-01
          Fixed
          3.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        31396VV39
        
          
        
        15934.98000000
        PA
        USD
        16033.19000000
        0.000183965934
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-04-25
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DaVinciRe Holdings Ltd
        N/A
        DaVinciRe Holdings Ltd
        238791AB3
        
          
        
        10260000.00000000
        PA
        USD
        10071216.00000000
        0.115557831118
        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
        
          
        
        4763000.00000000
        PA
        USD
        4033737.07000000
        0.046283378999
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-01
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967MP3
        
          
        
        10815000.00000000
        PA
        USD
        10357958.10000000
        0.118847929867
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-31
          Fixed
          4.41000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Inflation Indexed Bonds
        9128287D6
        
          
        
        122952914.15000000
        PA
        USD
        119201888.78000000
        1.367730742012
        Long
        DBT
        UST
        US
        N
        
        1
        
          2029-07-15
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Towd Point Mortgage Trust
        N/A
        Towd Point Mortgage Trust 2019-HY2
        89177HAA0
        
          
        
        14695813.67000000
        PA
        USD
        14525772.82000000
        0.166669725125
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2058-05-25
          Floating
          2.62000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRST AMERICAN FINANCIAL
        549300B6VEZK3N0A1P55
        First American Financial Corp
        31847RAG7
        
          
        
        4845000.00000000
        PA
        USD
        4342573.50000000
        0.049826989623
        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
        
          
        
        860000.00000000
        PA
        USD
        841022.38000000
        0.009649949137
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2024-06-15
          Fixed
          2.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mosaic Solar Loans LLC
        N/A
        Mosaic Solar Loan Trust 2019-1
        61946CAA0
        
          
        
        1333355.59000000
        PA
        USD
        1286059.57000000
        0.014756336732
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2043-12-21
          Fixed
          4.37000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arroyo Mortgage Trust
        N/A
        Arroyo Mortgage Trust 2019-1
        042859AA6
        
          
        
        6505214.82000000
        PA
        USD
        6333618.70000000
        0.072672380386
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-01-25
          Variable
          3.81000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31419AYA9
        
          
        
        1181517.12000000
        PA
        USD
        1193733.19000000
        0.013696977442
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-01-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OGE ENERGY CORP
        CE5OG6JPOZMDSA0LAQ19
        OGE Energy Corp
        670837AC7
        
          
        
        6063000.00000000
        PA
        USD
        5889658.83000000
        0.067578354036
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-05-26
          Fixed
          0.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DAIMLER TRUCKS FINAN NA
        5493003HSDTSCZRXBA58
        Daimler Trucks Finance North America LLC
        233853AE0
        
          
        
        10414000.00000000
        PA
        USD
        10270599.22000000
        0.117845568017
        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
        
          
        
        6322000.00000000
        PA
        USD
        6174065.20000000
        0.070841652457
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-01-24
          Floating
          1.68000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - SLST
        N/A
        Seasoned Loans Structured Transaction Trust Series 2020-2
        35564CGQ4
        
          
        
        27501091.05000000
        PA
        USD
        25954479.19000000
        0.297803494931
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-09-25
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BECLE SA DE CV
        529900JY55CZKMJLCE09
        Becle SAB de CV
        07586PAA9
        
          
        
        28038000.00000000
        PA
        USD
        23080040.46000000
        0.264821985516
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2031-10-14
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley BAML Trust
        N/A
        Morgan Stanley Bank of America Merrill Lynch Trust 2015-C22
        61690FAM5
        
          
        
        1100000.00000000
        PA
        USD
        1071905.04000000
        0.012299112797
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-04-15
          Fixed
          3.31000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NBN CO LTD
        2549007CRZ2NT7S96A24
        NBN Co Ltd
        62878U2A9
        
          
        
        29450000.00000000
        PA
        USD
        26573913.00000000
        0.304910921443
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2026-05-05
          Fixed
          1.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DELL INT LLC / EMC CORP
        N/A
        Dell International LLC / EMC Corp
        24703TAE6
        
          
        
        18299000.00000000
        PA
        USD
        18313090.23000000
        0.210125667849
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-10-01
          Fixed
          4.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRE Grand Islander Timeshare Issuer
        N/A
        BRE Grand Islander Timeshare Issuer 2017-A LLC
        05584AAA8
        
          
        
        1317839.22000000
        PA
        USD
        1282129.74000000
        0.014711245590
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2029-05-25
          Fixed
          2.94000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WILLIS NORTH AMERICA INC
        5493004KVU1HWZCP0C66
        Willis North America Inc
        970648AL5
        
          
        
        14331000.00000000
        PA
        USD
        14108726.19000000
        0.161884503158
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-15
          Fixed
          4.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Residential Advance Receivables Trust Advance
        549300RNWDDBV4LFKJ17
        NRZ Advance Receivables Trust 2015-ON1
        62942QCX9
        
          
        
        3000000.00000000
        PA
        USD
        2855552.10000000
        0.032764802911
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2053-09-15
          Fixed
          1.72000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NISOURCE INC
        549300D8GOWWH0SJB189
        NiSource Inc
        65473PAK1
        
          
        
        14735000.00000000
        PA
        USD
        13222304.90000000
        0.151713643777
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-08-15
          Fixed
          0.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SMB Private Education Loan Trust
        549300NWENTZ8X7JUC78
        SMB Private Education Loan Trust 2017-B
        83189DAC4
        
          
        
        1176423.75000000
        PA
        USD
        1164813.18000000
        0.013365147241
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2035-10-15
          Floating
          2.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chase Mortgage Finance Corporation
        N/A
        Chase Mortgage Finance Corp
        16164AAD7
        
          
        
        2799252.89000000
        PA
        USD
        2544882.76000000
        0.029200161350
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2045-12-25
          Variable
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ACC Trust
        N/A
        ACC Trust 2022-1
        00091HAA0
        
          
        
        9113716.01000000
        PA
        USD
        8983464.15000000
        0.103076890924
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-09-20
          Fixed
          1.19000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PUBLIC SERVICE ENTERPRIS
        PUSS41EMO3E6XXNV3U28
        Public Service Enterprise Group Inc
        744573AL0
        
          
        
        2852000.00000000
        PA
        USD
        2845782.64000000
        0.032652707449
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-11-15
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Entergy Mississippi LLC
        54930043I78H35DVVW89
        Entergy Mississippi LLC
        29364NAU2
        
          
        
        4727000.00000000
        PA
        USD
        4443663.62000000
        0.050986904674
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-12-01
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138WCN58
        
          
        
        3367855.42000000
        PA
        USD
        3341882.69000000
        0.038344993842
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-08-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MOTOROLA SOLUTIONS INC
        6S552MUG6KGJVEBSEC55
        Motorola Solutions Inc
        620076BT5
        
          
        
        1582000.00000000
        PA
        USD
        1237377.12000000
        0.014197750923
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-11-15
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HORACE MANN EDUCATORS CO
        254900G5YAV3A2YK8T32
        Horace Mann Educators Corp
        440327AK0
        
          
        
        6533000.00000000
        PA
        USD
        6466232.74000000
        0.074194003081
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-12-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC HOLDINGS PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC Holdings PLC
        404280CV9
        
          
        
        3500000.00000000
        PA
        USD
        2939615.00000000
        0.033729346458
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2029-08-17
          Fixed
          2.21000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUMITOMO MITSUI TR BK LT
        5493006GGLR4BTEL8O61
        Sumitomo Mitsui Trust Bank Ltd
        86563VAU3
        
          
        
        6550000.00000000
        PA
        USD
        6212609.50000000
        0.071283912429
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2024-03-25
          Fixed
          0.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHWEST GAS CORP
        OQQR1IQTGBKH0UR88X59
        Southwest Gas Corp
        845011AE5
        
          
        
        13150000.00000000
        PA
        USD
        11957032.00000000
        0.137195814739
        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
        
          
        
        4350000.00000000
        PA
        USD
        4275963.00000000
        0.049062696125
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2024-12-01
          Fixed
          3.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Petroleos Mexicanos
        549300CAZKPF4HKMPX17
        Petroleos Mexicanos
        71654QBS0
        
          
        
        3108000.00000000
        PA
        USD
        3116640.24000000
        0.035760546344
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2025-04-15
          Floating
          1.39000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUNTINGTON INGALLS INDUS
        5TZLZ6WJTBVJ0QWBG121
        Huntington Ingalls Industries Inc
        446413AZ9
        
          
        
        17717000.00000000
        PA
        USD
        15082127.76000000
        0.173053380306
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-08-16
          Fixed
          2.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUMANA INC
        529900YLDW34GJAO4J06
        Humana Inc
        444859BP6
        
          
        
        7869000.00000000
        PA
        USD
        7625690.52000000
        0.087497702092
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-08-03
          Fixed
          0.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENTERGY LOUISIANA LLC
        0V5453U14HDZO63CGH17
        Entergy Louisiana LLC
        29364WBF4
        
          
        
        3963000.00000000
        PA
        USD
        3809077.08000000
        0.043705614687
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-11-17
          Fixed
          0.62000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Upstart Pass Through Trust
        N/A
        Upstart Pass-Through Trust Series 2021-ST6
        91680VAA5
        
          
        
        5385728.23000000
        PA
        USD
        5180612.99000000
        0.059442712874
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-08-20
          Fixed
          1.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Mortgage Loan Trust Inc
        N/A
        Citigroup Mortgage Loan Trust 2014-J1
        17322NAN4
        
          
        
        1489968.86000000
        PA
        USD
        1350997.71000000
        0.015501441455
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2044-06-25
          Variable
          3.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CFG Investments Limited
        549300C3OD89QRWQ1Y92
        CFG Investments Ltd
        12528GAD4
        
          
        
        6000000.00000000
        PA
        USD
        5816248.20000000
        0.066736035374
        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
        
          
        
        9063000.00000000
        PA
        USD
        8233372.98000000
        0.094470292798
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2026-04-10
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - SCRT
        N/A
        Seasoned Credit Risk Transfer Trust 2017-4
        35563PDD8
        
          
        
        8051959.73000000
        PA
        USD
        7783050.85000000
        0.089303265436
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2057-06-25
          Variable
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Exeter Automobile Receivables Trust
        N/A
        Exeter Automobile Receivables Trust 2019-3
        30167EAD7
        
          
        
        2000000.00000000
        PA
        USD
        1985789.84000000
        0.022785090396
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-08-15
          Fixed
          3.11000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138WEPA1
        
          
        
        300293.76000000
        PA
        USD
        298097.50000000
        0.003420391396
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-05-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HERCULES CAPITAL INC
        549300UJ5OC256GR2B73
        Hercules Capital Inc
        427096AH5
        
          
        
        14120000.00000000
        PA
        USD
        12174828.80000000
        0.139694830333
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-09-16
          Fixed
          2.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - SCRT
        N/A
        Seasoned Credit Risk Transfer Trust Series 2020-3
        35563PSC4
        
          
        
        14319648.92000000
        PA
        USD
        13484919.35000000
        0.154726900197
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2060-05-25
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GABELLI DVD & INC TR
        549300082N1MHBT8NI60
        Gabelli Dividend & Income Trust/The
        36242H872
        
          
        
        1162.00000000
        NS
        USD
        29012816.00000000
        0.332895063674
        Long
        EP
        CORP
        US
        N
        
        3
        
          N
          N
          N
        
      
      
        HYUNDAI CAPITAL AMERICA
        549300RIPPWJB5Z0FK07
        Hyundai Capital America
        44891ABP1
        
          
        
        3500000.00000000
        PA
        USD
        3079895.00000000
        0.035338928911
        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
        
          
        
        28691000.00000000
        PA
        USD
        25312347.84000000
        0.290435635270
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-08-09
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PHOSAGRO(PHOS BOND FUND)
        635400F8A3KGJIIBIK95
        Phosagro OAO Via Phosagro Bond Funding DAC
        71922LAC3
        
          
        
        2525000.00000000
        PA
        USD
        743764.00000000
        0.008533999737
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2025-01-23
          Fixed
          3.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418DTE2
        
          
        
        19718293.32000000
        PA
        USD
        18942905.55000000
        0.217352212527
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-10-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM INC
        549300WV6GIDOZJTV909
        Broadcom Inc
        11135FBA8
        
          
        
        3575000.00000000
        PA
        USD
        3474113.50000000
        0.039862219330
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHERN CAL EDISON
        9R1Z5I36FERIBVKW4P77
        Southern California Edison Co
        842400HA4
        
          
        
        19476000.00000000
        PA
        USD
        19416598.20000000
        0.222787394858
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-04-03
          Floating
          2.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Foundation Finance Trust
        549300RIQ1R4PTXR5G48
        Foundation Finance Trust 2017-1
        35040UAA9
        
          
        
        167315.05000000
        PA
        USD
        167222.43000000
        0.001918721763
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2033-07-15
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac Whole Loan Securities Trust
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Whole Loan Securities Trust
        3137G1BK2
        
          
        
        9406261.29000000
        PA
        USD
        8926333.15000000
        0.102421365866
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-12-25
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SMB Private Education Loan Trust
        N/A
        SMB Private Education Loan Trust 2021-E
        78450MAB8
        
          
        
        28529501.95000000
        PA
        USD
        27797048.93000000
        0.318945267964
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2051-02-15
          Floating
          1.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ameren Corp
        XRZQ5S7HYJFPHJ78L959
        Ameren Corp
        023608AJ1
        
          
        
        6670000.00000000
        PA
        USD
        6112254.60000000
        0.070132433344
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-01-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHF Trust 2020-1
        N/A
        FHF Trust 2020-1
        30260YAA5
        
          
        
        2032942.64000000
        PA
        USD
        2031385.61000000
        0.023308259425
        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
        
          
        
        12551843.49000000
        PA
        USD
        12509364.29000000
        0.143533313755
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2029-04-20
          Fixed
          3.23000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC HOLDINGS PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC Holdings PLC
        404280CM9
        
          
        
        6100000.00000000
        PA
        USD
        5363242.00000000
        0.061538210806
        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
        
          
        
        14542000.00000000
        PA
        USD
        11544166.70000000
        0.132458569642
        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
        
          
        
        16471000.00000000
        PA
        USD
        16439404.34000000
        0.188626865952
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-08-16
          Fixed
          3.76000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM INC
        549300WV6GIDOZJTV909
        Broadcom Inc
        11135FAQ4
        
          
        
        2980000.00000000
        PA
        USD
        2732689.80000000
        0.031355072357
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-11-15
          Fixed
          4.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DOMINION ENERGY INC
        ILUL7B6Z54MRYCF6H308
        Dominion Energy Inc
        25746UDF3
        
          
        
        29576000.00000000
        PA
        USD
        28771828.56000000
        0.330129957068
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-15
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pagaya AI Debt Selection Trust
        N/A
        Pagaya AI Debt Selection Trust 2021-3
        69546RAA4
        
          
        
        20007589.67000000
        PA
        USD
        19428061.03000000
        0.222918920164
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2029-05-15
          Fixed
          1.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Small Business Administration Participation Certs
        N/A
        United States Small Business Administration
        83162CUG6
        
          
        
        3895711.32000000
        PA
        USD
        3728546.81000000
        0.042781604782
        Long
        ABS-O
        USGA
        US
        N
        
        2
        
          2031-09-01
          Fixed
          2.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac Whole Loan Securities Trust
        N/A
        Freddie Mac Whole Loan Securities Trust 2017-SC02
        3137G1BV8
        
          
        
        642704.40000000
        PA
        USD
        626413.19000000
        0.007187508402
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-05-25
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Upstart Pass Through Trust
        N/A
        Upstart Pass-Through Trust Series 2020-ST3
        91679RAA7
        
          
        
        3367670.57000000
        PA
        USD
        3291342.32000000
        0.037765090130
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-04-20
          Fixed
          3.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERISOURCEBERGEN CORP
        AI8GXW8LG5WK7E9UD086
        AmerisourceBergen Corp
        03073EAR6
        
          
        
        5311000.00000000
        PA
        USD
        4634272.38000000
        0.053173962810
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-15
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lendbuzz Securitization Trust
        N/A
        Lendbuzz Securitization Trust 2022-1
        52607KAA1
        
          
        
        14092300.86000000
        PA
        USD
        13841443.95000000
        0.158817688192
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-05-17
          Fixed
          4.22000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US AIRWAYS 2010-1A PTT
        N/A
        US Airways 2010-1 Class A Pass Through Trust
        90345KAA8
        
          
        
        2177632.87000000
        PA
        USD
        2165394.57000000
        0.024845887529
        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
        
          
        
        16116000.00000000
        PA
        USD
        15413020.08000000
        0.176850061743
        Long
        DBT
        CORP
        BM
        
        N
        
        2
        
          2029-06-01
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Mortgage Loan Trust Inc
        N/A
        Citigroup Mortgage Loan Trust 2021-J2
        17329MCL1
        
          
        
        25537418.95000000
        PA
        USD
        23254015.92000000
        0.266818192014
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-07-25
          Variable
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TELEDYNE TECHNOLOGIES IN
        549300VSMO9KYQWDND94
        Teledyne Technologies Inc
        879360AE5
        
          
        
        7501000.00000000
        PA
        USD
        6273011.29000000
        0.071976966758
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-04-01
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTERN UNION CO/THE
        28ID94QU1140NC23S047
        Western Union Co/The
        959802AY5
        
          
        
        7256000.00000000
        PA
        USD
        6967428.88000000
        0.079944762364
        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
        
          
        
        10616000.00000000
        PA
        USD
        9212989.44000000
        0.105710480025
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-08
          Fixed
          1.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chase Mortgage Finance Corporation
        N/A
        Chase Mortgage Finance Corp
        16163YAD6
        
          
        
        2363889.17000000
        PA
        USD
        2119507.45000000
        0.024319375531
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2045-04-25
          Variable
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        F&G GLOBAL FUNDING
        6354009CCUKJIZ7KFX73
        F&G Global Funding
        30321L2A9
        
          
        
        20225000.00000000
        PA
        USD
        17914698.25000000
        0.205554490630
        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
        
          
        
        30070302.42000000
        PA
        USD
        29839007.67000000
        0.342374844216
        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
        
          
        
        10392000.00000000
        PA
        USD
        9028777.44000000
        0.103596818757
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-07-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SAN DIEGO G & E
        KNIRVXKVNJJ4P8OTMS63
        San Diego Gas & Electric Co
        797440BR4
        
          
        
        4212000.00000000
        PA
        USD
        4223161.80000000
        0.048456851493
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-09-01
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MITSUBISHI UFJ FIN GRP
        353800V2V8PUY9TK3E06
        Mitsubishi UFJ Financial Group Inc
        606822BZ6
        
          
        
        6750000.00000000
        PA
        USD
        5952352.50000000
        0.068297705555
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2027-10-13
          Fixed
          1.64000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENTERGY NEW ORLEANS STORM RECOVERY FUNDING LLC
        N/A
        Entergy New Orleans Storm Recovery Funding I LLC
        29277VAA4
        
          
        
        3807485.67000000
        PA
        USD
        3704067.89000000
        0.042500731955
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-06-01
          Fixed
          2.67000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HANWHA ENERGY USA HOLDN
        549300VVIE7XDIYNIT55
        Hanwha Energy USA Holdings Corp
        41135WAA9
        
          
        
        5100000.00000000
        PA
        USD
        5097093.00000000
        0.058484398715
        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
        
          
        
        11142472.54000000
        PA
        USD
        10859406.05000000
        0.124601578436
        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
        
          
        
        17621175.07000000
        PA
        USD
        17170249.90000000
        0.197012638613
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-11-15
          Fixed
          1.18000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CommonSpirit Health
        4SXHN5XW08IBO0UG2V58
        CommonSpirit Health
        14916RAC8
        
          
        
        7000000.00000000
        PA
        USD
        7002730.00000000
        0.080349809864
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-11-01
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Toorak Mortgage Corp.
        N/A
        TRK 2022-INV2 Trust
        87265XAA2
        
          
        
        26575593.40000000
        PA
        USD
        25972991.82000000
        0.298015910132
        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
        
          
        
        9647034.40000000
        PA
        USD
        8199593.36000000
        0.094082703095
        Long
        DBT
        CORP
        JE
        
        N
        
        2
        
          2034-03-31
          Fixed
          2.16000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Baidu Inc
        254900AL64IANZYI1E02
        Baidu Inc
        056752AK4
        
          
        
        6000000.00000000
        PA
        USD
        6019800.00000000
        0.069071602849
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2023-09-29
          Fixed
          3.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FLORIDA GAS TRANSMISSION
        549300Q0UQF87NXNOC32
        Florida Gas Transmission Co LLC
        340711BA7
        
          
        
        10778000.00000000
        PA
        USD
        8757771.68000000
        0.100487279864
        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
        
          
        
        7023000.00000000
        PA
        USD
        6781408.80000000
        0.077810355061
        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
        
          
        
        1413594.01000000
        PA
        USD
        1403635.66000000
        0.016105412946
        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
        
          
        
        17338342.32000000
        PA
        USD
        16327307.17000000
        0.187340655246
        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
        
          
        
        6800000.00000000
        PA
        USD
        6488560.00000000
        0.074450187612
        Long
        DBT
        CORP
        KR
        N
        
        2
        
          2024-01-19
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Continental Credit Card llc
        N/A
        Continental Finance Credit Card ABS Master Trust
        66981PAA6
        
          
        
        17500000.00000000
        PA
        USD
        16507890.00000000
        0.189412675166
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-12-15
          Fixed
          2.24000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUMITOMO MITSUI FINL GRP
        35380028MYWPB6AUO129
        Sumitomo Mitsui Financial Group Inc
        86562MCD0
        
          
        
        11650000.00000000
        PA
        USD
        10383761.50000000
        0.119143999869
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2026-01-12
          Fixed
          0.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHF Trust 2021-2
        N/A
        FHF Trust 2021-2
        30322JAA4
        
          
        
        10552337.48000000
        PA
        USD
        10072563.85000000
        0.115573296442
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-12-15
          Fixed
          0.83000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Upstart Pass Through Trust
        N/A
        Upstart Pass-Through Trust Series 2021-ST8
        91683LAA4
        
          
        
        6962808.88000000
        PA
        USD
        6553193.10000000
        0.075191792285
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2029-10-20
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROSUS NV
        635400Z5LQ5F9OLVT688
        Prosus NV
        74365PAF5
        
          
        
        2816000.00000000
        PA
        USD
        2073815.04000000
        0.023795097648
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2031-07-13
          Fixed
          3.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAIDU INC
        254900AL64IANZYI1E02
        Baidu Inc
        056752AS7
        
          
        
        3934000.00000000
        PA
        USD
        3593866.36000000
        0.041236271954
        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
        
          
        
        5820000.00000000
        PA
        USD
        5499958.20000000
        0.063106901970
        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
        
          
        
        159750.33000000
        PA
        USD
        156459.70000000
        0.001795229452
        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
        
          
        
        7800000.00000000
        PA
        USD
        7717164.00000000
        0.088547275147
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2028-05-12
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Affirm Inc
        N/A
        Affirm Asset Securitization Trust 2021-A
        00833MAA2
        
          
        
        14500000.00000000
        PA
        USD
        14317273.90000000
        0.164277394051
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-08-15
          Fixed
          0.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        AT&T Inc
        00206RML3
        
          
        
        9905000.00000000
        PA
        USD
        9058815.85000000
        0.103941481557
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-25
          Fixed
          1.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Metlife Securitization Trust
        N/A
        METLIFE SECURITIZATION TRUST 2019-1
        59166EAB1
        
          
        
        1643711.47000000
        PA
        USD
        1626218.76000000
        0.018659346878
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2058-04-25
          Variable
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Service Experts Issuer
        N/A
        Service Experts Issuer 2021-1 LLC
        81758VAA3
        
          
        
        20821139.89000000
        PA
        USD
        19123356.24000000
        0.219422716264
        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
        
          
        
        1585000.00000000
        PA
        USD
        1538908.20000000
        0.017657539455
        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
        
          
        
        16243000.00000000
        PA
        USD
        13923986.89000000
        0.159764791613
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-13
          Fixed
          3.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN ELECTRIC POWER
        1B4S6S7G0TW5EE83BO58
        American Electric Power Co Inc
        025537AQ4
        
          
        
        9667000.00000000
        PA
        USD
        9277709.91000000
        0.106453087188
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-11-01
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TOWD POINT ASSET TRUST
        N/A
        Towd Point Asset Trust 2021-SL1
        89179XAL9
        
          
        
        8005163.41000000
        PA
        USD
        7909943.83000000
        0.090759244292
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2061-11-20
          Floating
          2.31000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PUGET ENERGY INC
        SYBSJ96YIDMIUY7WDR33
        Puget Energy Inc
        745310AM4
        
          
        
        8825000.00000000
        PA
        USD
        7722757.50000000
        0.088611455355
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-15
          Fixed
          2.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Small Business Administration Participation Certs
        N/A
        United States Small Business Administration
        83162CVB6
        
          
        
        2366985.43000000
        PA
        USD
        2220851.25000000
        0.025482201323
        Long
        ABS-O
        USGA
        US
        N
        
        2
        
          2032-10-01
          Fixed
          2.18000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Upstart Securitization Trust
        N/A
        Upstart Securitization Trust 2021-1
        91681NAA2
        
          
        
        2797416.33000000
        PA
        USD
        2766123.87000000
        0.031738697196
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2031-03-20
          Fixed
          0.87000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Imperial Fund LLC
        N/A
        Imperial Fund Mortgage Trust 2021-NQM3
        452762AA5
        
          
        
        18007481.63000000
        PA
        USD
        15318849.55000000
        0.175769542548
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2056-11-25
          Variable
          1.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LENOVO GROUP LTD
        254900VUZRGD5U73RE46
        Lenovo Group Ltd
        000000000
        
          
        
        10600000.00000000
        PA
        USD
        10915562.00000000
        0.125245915702
        Long
        DBT
        CORP
        HK
        
        Y
        
        2
        
          2025-04-24
          Fixed
          5.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROTECTIVE LIFE CORP
        549300ZWIT8J8Y2EXL07
        Protective Life Corp
        743674BE2
        
          
        
        19740000.00000000
        PA
        USD
        17974651.80000000
        0.206242401823
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-01-15
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Marlette Funding Trust
        N/A
        Marlette Funding Trust 2021-1
        57110NAA4
        
          
        
        1237371.81000000
        PA
        USD
        1234390.29000000
        0.014163479828
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2031-06-16
          Fixed
          0.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nelnet Private Education Loan Trust
        N/A
        Nelnet Private Education Loan Trust 2016-A
        64034JAA2
        
          
        
        627851.56000000
        PA
        USD
        627950.57000000
        0.007205148406
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2040-12-26
          Floating
          3.37000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLOBAL PAYMENTS INC
        549300NOMHGVQBX6S778
        Global Payments Inc
        37940XAG7
        
          
        
        3516000.00000000
        PA
        USD
        3116160.48000000
        0.035755041544
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-15
          Fixed
          2.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN TRANSMISSION SY
        N/A
        American Transmission Systems Inc
        030288AC8
        
          
        
        4885000.00000000
        PA
        USD
        4133980.10000000
        0.047433574480
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-01-15
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        9128286T2
        
          
        
        24155000.00000000
        PA
        USD
        23139735.16000000
        0.265506926645
        Long
        DBT
        UST
        US
        N
        
        1
        
          2029-05-15
          Fixed
          2.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PANASONIC HOLDINGS CORP
        254900GE1G59KGWPHX32
        Panasonic Holdings Corp
        69832AAA4
        
          
        
        16810000.00000000
        PA
        USD
        16801763.10000000
        0.192784595505
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2022-07-19
          Fixed
          2.54000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GoodLeap Sustainable Home Improvement Loan Trust
        N/A
        GoodLeap Sustainable Home Solutions Trust 2021-3
        382371AA0
        
          
        
        17344711.93000000
        PA
        USD
        14659020.14000000
        0.168198614119
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2048-05-20
          Fixed
          2.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FAIRFAX FINL HLDGS LTD
        GLS7OQD0WOEDI8YAP031
        Fairfax Financial Holdings Ltd
        303901BF8
        
          
        
        11984000.00000000
        PA
        USD
        11507516.16000000
        0.132038038803
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2030-04-29
          Fixed
          4.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS
        R0MUWSFPU8MPRO8K5P83
        BNP Paribas SA
        09659W2L7
        
          
        
        4800000.00000000
        PA
        USD
        4454256.00000000
        0.051108442377
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2026-06-09
          Fixed
          2.22000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENEL FINANCE INTL NV
        0YQH6LCEF474UTUV4B96
        Enel Finance International NV
        29278GAN8
        
          
        
        5750000.00000000
        PA
        USD
        4836785.00000000
        0.055497606663
        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
        
          
        
        3300000.00000000
        PA
        USD
        3132459.00000000
        0.035942051894
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-15
          Fixed
          3.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MICROCHIP TECHNOLOGY INC
        5493007PTFULNYZJ1R12
        Microchip Technology Inc
        595017BB9
        
          
        
        18694000.00000000
        PA
        USD
        17761730.22000000
        0.203799324841
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-02-15
          Fixed
          0.97000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mercury Financial Credit Card Master Trust
        N/A
        Mercury Financial Credit Card Master Trust
        58940BAA4
        
          
        
        31450000.00000000
        PA
        USD
        29923152.82000000
        0.343340331506
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-03-20
          Fixed
          1.54000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ellington Financial Mortgage Trust
        N/A
        Ellington Financial Mortgage Trust 2022-1
        31573CAA3
        
          
        
        20294080.33000000
        PA
        USD
        17677299.72000000
        0.202830563427
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2067-01-25
          Variable
          2.21000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM INC
        549300WV6GIDOZJTV909
        Broadcom Inc
        11135FAN1
        
          
        
        3127000.00000000
        PA
        USD
        3001951.27000000
        0.034444597145
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-09-15
          Fixed
          3.46000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - SCRT
        N/A
        Seasoned Credit Risk Transfer Trust Series 2018-2
        35563PFB0
        
          
        
        12609655.18000000
        PA
        USD
        12318127.52000000
        0.141339049788
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2057-11-25
          Variable
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CNO GLOBAL FUNDING
        6354008GTNR4833ULD48
        CNO Global Funding
        18977W2B5
        
          
        
        14773000.00000000
        PA
        USD
        13952359.85000000
        0.160090344924
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-01-06
          Fixed
          1.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hilton Grand Vacations Trust
        N/A
        Hilton Grand Vacations Trust 2019-A
        43284HAA7
        
          
        
        5306736.11000000
        PA
        USD
        5124388.70000000
        0.058797591470
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2033-07-25
          Fixed
          2.34000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TENNESSEE GAS PIPELINE
        N/A
        Tennessee Gas Pipeline Co LLC
        880451AZ2
        
          
        
        11946000.00000000
        PA
        USD
        10342846.80000000
        0.118674541763
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-01
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mercury General Corp
        5493001Q9EXPCEL4W527
        Mercury General Corp
        589400AB6
        
          
        
        2901000.00000000
        PA
        USD
        2839933.95000000
        0.032585599175
        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
        
          
        
        12250000.00000000
        PA
        USD
        10773630.00000000
        0.123617378087
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2026-07-12
          Fixed
          1.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MF1 Multifamily Housing Mortgage Loan Trust
        N/A
        MF1 2022-FL8 Ltd
        55284JAA7
        
          
        
        34070000.00000000
        PA
        USD
        32947424.16000000
        0.378041030683
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2037-02-19
          Floating
          2.14000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN NATIONAL GROUP
        549300I1RRC5M591MY93
        American National Group Inc
        02772AAA7
        
          
        
        25662000.00000000
        PA
        USD
        25470561.48000000
        0.292250989552
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-06-13
          Fixed
          6.14000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133LPTR8
        
          
        
        10555397.55000000
        PA
        USD
        10125532.36000000
        0.116181060801
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-06-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANTARES HOLDINGS
        5493008EAIGV4283RM42
        Antares Holdings LP
        03666HAE1
        
          
        
        8520000.00000000
        PA
        USD
        7237143.60000000
        0.083039487774
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-07-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HP INC
        WHKXQACZ14C5XRO8LW03
        HP Inc
        40434LAF2
        
          
        
        8834000.00000000
        PA
        USD
        7815881.50000000
        0.089679966591
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-17
          Fixed
          1.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dell Equipment Finance Trust
        N/A
        Dell Equipment Finance Trust 2020-1
        24703NAF6
        
          
        
        6000000.00000000
        PA
        USD
        6043565.40000000
        0.069344288698
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-03-23
          Fixed
          5.92000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Genesis Sales Finance Master Trust
        N/A
        Genesis Sales Finance Master Trust
        37186XAE5
        
          
        
        15000000.00000000
        PA
        USD
        14757889.50000000
        0.169333048015
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-09-22
          Fixed
          1.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arroyo Mortgage Trust
        N/A
        Arroyo Mortgage Trust 2020-1
        04285CAC5
        
          
        
        4500000.00000000
        PA
        USD
        3931222.32000000
        0.045107117645
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2055-03-25
          Fixed
          3.33000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SIXTH STREET SPECIALTY
        549300TX61566GJWCN05
        Sixth Street Specialty Lending Inc
        83012AAA7
        
          
        
        2591000.00000000
        PA
        USD
        2260232.94000000
        0.025934069567
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-08-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Edison International
        549300I7ROF15MAEVP56
        Edison International
        281020AL1
        
          
        
        4900000.00000000
        PA
        USD
        4886329.00000000
        0.056066077956
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-09-15
          Fixed
          2.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SIXTH STREET SPECIALTY
        549300TX61566GJWCN05
        Sixth Street Specialty Lending Inc
        87265KAF9
        
          
        
        14960000.00000000
        PA
        USD
        14416353.60000000
        0.165414241403
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-11-01
          Fixed
          3.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pawnee Equipment Receivables
        N/A
        Pawnee Equipment Receivables Series 2019-1 LLC
        704102AB8
        
          
        
        2761111.59000000
        PA
        USD
        2756037.19000000
        0.031622961930
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-10-15
          Fixed
          2.29000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        7-ELEVEN INC
        549300K23JPL0SS3LB18
        7-Eleven Inc
        817826AB6
        
          
        
        18780000.00000000
        PA
        USD
        17834802.60000000
        0.204637762399
        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
        
          
        
        49400000.00000000
        PA
        USD
        47184227.22000000
        0.541395096733
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2053-09-15
          Fixed
          1.48000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lamar Media Corporation
        N/A
        Lamar Media Corporation 2020 Term Loan B
        513076BB4
        
          
        
        4750000.00000000
        PA
        USD
        4565937.50000000
        0.052389883656
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-02-05
          Floating
          3.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        JP Morgan Mortgage Trust 2022-2
        46655DAH5
        
          
        
        35910394.45000000
        PA
        USD
        33105505.36000000
        0.379854865339
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-08-25
          Variable
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Octane Receivables Trust
        N/A
        Octane Receivables Trust 2020-1
        67592LAA4
        
          
        
        4475715.56000000
        PA
        USD
        4432162.82000000
        0.050854943697
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-02-20
          Fixed
          1.71000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MFRA Trust
        N/A
        MFA 2021-AEINV1 Trust
        55284FAF4
        
          
        
        17609385.90000000
        PA
        USD
        16151290.01000000
        0.185321022140
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-08-25
          Variable
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PRIVATE EXPORT FUNDING
        CYQE6SAYPFKNQJ6FMH60
        Private Export Funding Corp
        742651DT6
        
          
        
        10000000.00000000
        PA
        USD
        10031100.00000000
        0.115097537351
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-01-15
          Fixed
          3.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Residential Mortgage Loan Trust
        N/A
        New Residential Mortgage Loan Trust 2017-6
        64830BAA5
        
          
        
        2160675.42000000
        PA
        USD
        2114162.78000000
        0.024258050416
        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
        
          
        
        1560000.00000000
        PA
        USD
        1559750.40000000
        0.017896684304
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-07-13
          Floating
          1.67000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - SCRT
        N/A
        Seasoned Credit Risk Transfer Trust Series 2019-4
        35563PML0
        
          
        
        19934972.99000000
        PA
        USD
        19408829.25000000
        0.222698253386
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2059-02-25
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Credit Acceptance Receivables Trust
        N/A
        American Credit Acceptance Receivables Trust 2020-2
        02529WAD9
        
          
        
        4250000.00000000
        PA
        USD
        4279137.24000000
        0.049099117575
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-05-13
          Fixed
          5.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3137A9YU4
        
          
        
        935212.81000000
        PA
        USD
        935465.56000000
        0.010733596737
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-03-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verus Securitization Trust
        N/A
        Verus Securitization Trust 2020-1
        92536PAF1
        
          
        
        5000000.00000000
        PA
        USD
        4418214.80000000
        0.050694903148
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2060-01-25
          Variable
          3.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DAIMLER FINANCE NA LLC
        549300423Z16BB673J12
        Daimler Finance North America LLC
        233851DZ4
        
          
        
        16900000.00000000
        PA
        USD
        16062774.00000000
        0.184305383301
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-03-10
          Fixed
          2.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pagaya AI Debt Selection Trust
        N/A
        PAGAYA AI Debt Trust 2022-2
        69546VAA5
        
          
        
        15265000.00000000
        PA
        USD
        15152091.97000000
        0.173856154506
        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
        
          
        
        10008345.41000000
        PA
        USD
        9890561.70000000
        0.113484991146
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2051-07-25
          Floating
          2.72000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERISOURCEBERGEN CORP
        AI8GXW8LG5WK7E9UD086
        AmerisourceBergen Corp
        03073EAS4
        
          
        
        6459000.00000000
        PA
        USD
        6335891.46000000
        0.072698458192
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-15
          Fixed
          0.74000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        CSMC Trust 2013-HYB1
        12647JBR2
        
          
        
        1619301.54000000
        PA
        USD
        1619301.54000000
        0.018579978216
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2043-04-25
          Variable
          2.96000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRIGHTHSE FIN GLBL FUND
        549300BLFX3KJ2IFOA78
        Brighthouse Financial Global Funding
        10921U2C1
        
          
        
        7538000.00000000
        PA
        USD
        6692990.20000000
        0.076795833910
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-24
          Fixed
          1.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Rate Mortgage Trust
        N/A
        Rate Mortgage Trust 2022-J1
        75410RAJ5
        
          
        
        53862758.80000000
        PA
        USD
        48787171.93000000
        0.559787395547
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-01-25
          Variable
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQUITABLE FINANCIAL LIFE
        635400B4JJBON4TCHF02
        Equitable Financial Life Global Funding
        29449WAA5
        
          
        
        11615000.00000000
        PA
        USD
        10674068.85000000
        0.122475006545
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-07
          Fixed
          1.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PENTAIR FINANCE SARL
        549300H2U8U8TZPV3T89
        Pentair Finance Sarl
        709629AS8
        
          
        
        9193000.00000000
        PA
        USD
        9198699.66000000
        0.105546518098
        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
        
          
        
        2291000.00000000
        PA
        USD
        2012185.30000000
        0.023087953736
        Long
        DBT
        CORP
        MX
        Y
        
        2
        
          2036-09-29
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SG Capital Partners
        N/A
        SG Residential Mortgage Trust 2020-2
        81882JAB7
        
          
        
        2436311.82000000
        PA
        USD
        2269366.50000000
        0.026038868668
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2065-05-25
          Variable
          1.59000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LUKOIL INTL FINANCE BV
        724500LG1GUKJ5TOIW61
        Lukoil International Finance BV
        549876AH3
        
          
        
        3000000.00000000
        PA
        USD
        2084970.00000000
        0.023923090433
        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
        
          
        
        42276891.36000000
        PA
        USD
        38676852.56000000
        0.443780889648
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2067-02-25
          Variable
          2.49000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Santa Rosa Leasing LLC
        N/A
        Santa Rosa Leasing LLC
        802722AA6
        
          
        
        1149846.59000000
        PA
        USD
        1132368.92000000
        0.012992879551
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-08-15
          Fixed
          1.69000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HYUNDAI CAPITAL AMERICA
        549300RIPPWJB5Z0FK07
        Hyundai Capital America
        44891ABE6
        
          
        
        11460000.00000000
        PA
        USD
        11374966.80000000
        0.130517158251
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-02-10
          Fixed
          2.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ADVANCE AUTO PARTS
        529900UCNQ5H9FSL0Y70
        Advance Auto Parts Inc
        00751YAE6
        
          
        
        6584000.00000000
        PA
        USD
        5995127.04000000
        0.068788503595
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-15
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140XF7L9
        
          
        
        35082707.17000000
        PA
        USD
        32733068.12000000
        0.375581494608
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-02-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SAMMONS FINANCIAL GROUP
        N/A
        Sammons Financial Group Inc
        79588TAC4
        
          
        
        7950000.00000000
        PA
        USD
        7757689.50000000
        0.089012267546
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-12
          Fixed
          4.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        JP Morgan Mortgage Trust 2018-6
        46650JAT1
        
          
        
        1032330.13000000
        PA
        USD
        961391.11000000
        0.011031068296
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-12-25
          Variable
          3.87000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Continental Credit Card llc
        5493002QR2K2E0R56Z02
        Continental Credit Card ABS 2019-1 LLC
        21134LAA6
        
          
        
        12894251.46000000
        PA
        USD
        12783769.65000000
        0.146681859893
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-08-15
          Fixed
          3.83000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STEWART INFORMATION SERV
        529900TV1XI0PLKENU10
        Stewart Information Services Corp
        86038AAA0
        
          
        
        21476000.00000000
        PA
        USD
        17808973.00000000
        0.204341391777
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-11-15
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arivo Acceptance Auto Loan Receivables Trust
        N/A
        Arivo Acceptance Auto Loan Receivables Trust 2019-1
        04046LAB7
        
          
        
        3547000.00000000
        PA
        USD
        3522032.99000000
        0.040412050883
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-06-15
          Fixed
          3.37000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - SCRT
        N/A
        Seasoned Credit Risk Transfer Trust Series 2019-1
        35563PJF7
        
          
        
        25505165.27000000
        PA
        USD
        25243528.18000000
        0.289645993717
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2058-07-25
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lenovo Group Ltd
        254900VUZRGD5U73RE46
        Lenovo Group Ltd
        000000000
        
          
        
        23428000.00000000
        PA
        USD
        23558728.24000000
        0.270314482315
        Long
        DBT
        CORP
        HK
        
        Y
        
        2
        
          2023-03-29
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OWL ROCK TECHNOLOGY FINA
        254900G5EZJSOD3UKL16
        Owl Rock Technology Finance Corp
        691205AG3
        
          
        
        10556000.00000000
        PA
        USD
        8976083.48000000
        0.102992204604
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AstraZeneca PLC
        PY6ZZQWO2IZFZC3IOL08
        AstraZeneca PLC
        046353AS7
        
          
        
        10524000.00000000
        PA
        USD
        10599983.28000000
        0.121624943574
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2023-08-17
          Floating
          2.11000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LL ABS Trust
        N/A
        LL ABS Trust 2021-1
        53934QAA0
        
          
        
        11885036.18000000
        PA
        USD
        11467252.20000000
        0.131576047333
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2029-05-15
          Fixed
          1.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CAZ4
        
          
        
        148015000.00000000
        PA
        USD
        135179324.22000000
        1.551056944755
        Long
        DBT
        UST
        US
        N
        
        1
        
          2025-11-30
          Fixed
          0.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Mills Inc
        2TGYMUGI08PO8X8L6150
        General Mills Inc
        370334CC6
        
          
        
        2475000.00000000
        PA
        USD
        2484702.00000000
        0.028509643135
        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
        
          
        
        37050050.70000000
        PA
        USD
        34436540.12000000
        0.395127250522
        Long
        DBT
        CORP
        JE
        
        N
        
        2
        
          2027-09-30
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967NS6
        
          
        
        3532000.00000000
        PA
        USD
        3506216.40000000
        0.040230570232
        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
        
          
        
        8555000.00000000
        PA
        USD
        8662365.25000000
        0.099392579867
        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
        
          
        
        32350000.00000000
        PA
        USD
        30640574.24000000
        0.351572074653
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-09-21
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ocwen Master Advance Receivables Trust
        549300THGK42AVJMPW70
        Ocwen Master Advance Receivables Trust
        67575NBW2
        
          
        
        50717368.45000000
        PA
        USD
        50591888.61000000
        0.580494839944
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2052-08-15
          Fixed
          1.28000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAT INTL FINANCE PLC
        21380041YBGOQDFAC823
        BAT International Finance PLC
        05530QAN0
        
          
        
        4764000.00000000
        PA
        USD
        4225429.80000000
        0.048482874682
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-03-25
          Fixed
          1.67000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APTIV PLC / APTIV CORP
        N/A
        Aptiv PLC / Aptiv Corp
        00217GAA1
        
          
        
        5434000.00000000
        PA
        USD
        5190176.42000000
        0.059552444334
        Long
        DBT
        CORP
        JE
        
        N
        
        2
        
          2025-02-18
          Fixed
          2.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Small Business Administration Participation Certs
        N/A
        United States Small Business Administration
        83162CUD3
        
          
        
        2415198.80000000
        PA
        USD
        2370172.93000000
        0.027195528639
        Long
        ABS-O
        USGA
        US
        N
        
        2
        
          2031-07-01
          Fixed
          3.74000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3137AFSL7
        
          
        
        95721.00000000
        PA
        USD
        96034.04000000
        0.001101901237
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-08-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GCAT
        N/A
        GCAT 2021-NQM4 Trust
        36168HAA2
        
          
        
        14658521.41000000
        PA
        USD
        12840818.29000000
        0.147336439947
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2066-08-25
          Variable
          1.09000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Towd Point Mortgage Trust
        N/A
        Towd Point Mortgage Trust 2018-3
        89175MAA1
        
          
        
        3212743.94000000
        PA
        USD
        3139781.88000000
        0.036026075127
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2058-05-25
          Variable
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140J8YW7
        
          
        
        3166820.89000000
        PA
        USD
        3175894.47000000
        0.036440433490
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-07-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140KHTG6
        
          
        
        4716156.85000000
        PA
        USD
        4527266.89000000
        0.051946174394
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-07-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pagaya AI Debt Selection Trust
        N/A
        Pagaya AI Debt Selection Trust 2020-3
        69546TAA0
        
          
        
        308253.36000000
        PA
        USD
        307823.45000000
        0.003531987621
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-05-17
          Fixed
          2.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        QORVO INC
        254900YAUJV2EUEVBR11
        Qorvo Inc
        74739DAA2
        
          
        
        6858000.00000000
        PA
        USD
        6416550.54000000
        0.073623946072
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-12-15
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROTECTIVE LIFE GLOBAL
        635400EVYITCJYWL2I50
        Protective Life Global Funding
        74368CBL7
        
          
        
        4000000.00000000
        PA
        USD
        3904000.00000000
        0.044794766857
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-28
          Fixed
          3.22000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPRUCE HILL MORTGAGE LOAN TRUST
        N/A
        Spruce Hill Mortgage Loan Trust 2020-SH1
        85209FAA4
        
          
        
        2914012.79000000
        PA
        USD
        2888792.59000000
        0.033146206600
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-01-28
          Variable
          2.52000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MICRON TECHNOLOGY INC
        B3DXGBC8GAIYWI2Z0172
        Micron Technology Inc
        595112BQ5
        
          
        
        4150000.00000000
        PA
        USD
        3982672.00000000
        0.045697454843
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-15
          Fixed
          4.66000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM INC
        549300WV6GIDOZJTV909
        Broadcom Inc
        11135FBR1
        
          
        
        2060000.00000000
        PA
        USD
        1912545.20000000
        0.021944676315
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128E52U2
        
          
        
        819655.50000000
        PA
        USD
        820518.06000000
        0.009414681147
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-01-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - SCRT
        N/A
        Seasoned Credit Risk Transfer Trust Series 2019-3
        35563PLH0
        
          
        
        12717286.88000000
        PA
        USD
        12588423.88000000
        0.144440448975
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2058-10-25
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - SLST
        N/A
        Seasoned Loans Structured Transaction Trust Series 2019-2
        35564CCZ8
        
          
        
        17753132.01000000
        PA
        USD
        17060466.93000000
        0.195752981199
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-09-25
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAT Capital Corp
        2138005GYEXN7XRHFA84
        BAT Capital Corp
        05526DBB0
        
          
        
        5838000.00000000
        PA
        USD
        5345973.36000000
        0.061340069232
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-08-15
          Fixed
          3.56000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KEURIG DR PEPPER INC
        DYTQ8KRTKO7Y2BVU5K74
        Keurig Dr Pepper Inc
        49271VAP5
        
          
        
        13134000.00000000
        PA
        USD
        12539686.50000000
        0.143881232896
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-15
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Carpintero Finance Ltd
        549300Y5DJU1XVTHQF43
        Carpintero Finance Ltd
        14440PAB9
        
          
        
        3055568.43000000
        PA
        USD
        3024794.67000000
        0.034706703901
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2024-11-11
          Fixed
          2.58000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - SCRT
        N/A
        Seasoned Credit Risk Transfer Trust Series 2020-3
        35563PSB6
        
          
        
        4149937.92000000
        PA
        USD
        3720909.87000000
        0.042693978002
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2060-05-25
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INGREDION INC
        PKSTQ48QDN0XSVS7YK88
        Ingredion Inc
        457187AC6
        
          
        
        9725000.00000000
        PA
        USD
        8443147.75000000
        0.096877263063
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-01
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mosaic Solar Loans LLC
        N/A
        Mosaic Solar Loan Trust 2020-1
        61946NAA6
        
          
        
        4342933.05000000
        PA
        USD
        3984487.16000000
        0.045718282115
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2046-04-20
          Fixed
          2.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Flagship Credit Auto Trust
        N/A
        Flagship Credit Auto Trust 2019-2
        33845WAG4
        
          
        
        3500000.00000000
        PA
        USD
        3465941.43000000
        0.039768452432
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-05-15
          Fixed
          3.53000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Navient Student Loan Trust
        549300YZ4ZMNDBNO4U12
        Navient Private Education Loan Trust 2015-A
        63939EAC7
        
          
        
        1014823.66000000
        PA
        USD
        1013894.33000000
        0.011633493885
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-12-15
          Floating
          2.52000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3132CWWX8
        
          
        
        12589541.27000000
        PA
        USD
        12053873.66000000
        0.138306982664
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-04-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Upstart Securitization Trust
        N/A
        Upstart Securitization Trust 2020-1
        91679UAB8
        
          
        
        1923797.96000000
        PA
        USD
        1916043.65000000
        0.021984817773
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2030-04-22
          Fixed
          3.09000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HERCULES CAPITAL INC
        549300UJ5OC256GR2B73
        Hercules Capital Inc
        427096AJ1
        
          
        
        7458000.00000000
        PA
        USD
        6483985.20000000
        0.074397696039
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-20
          Fixed
          3.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GJK6
        
          
        
        3035000.00000000
        PA
        USD
        2719967.00000000
        0.031209090067
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-10-24
          Fixed
          1.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Towd Point Mortgage Trust
        N/A
        Towd Point Mortgage Trust 2016-5
        89173CAA5
        
          
        
        1454318.17000000
        PA
        USD
        1443176.64000000
        0.016559108894
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2056-10-25
          Variable
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM Mortgage Trust
        N/A
        COMM 2015-DC1 Mortgage Trust
        12629NAE5
        
          
        
        19800000.00000000
        PA
        USD
        19267581.17000000
        0.221077563117
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-02-10
          Fixed
          3.08000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMMONBOND STUDENT LOAN TRUST
        N/A
        Commonbond Student Loan Trust 2020-1
        20268BAA8
        
          
        
        15326564.90000000
        PA
        USD
        14575043.04000000
        0.167235055048
        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
        
          
        
        4550000.00000000
        PA
        USD
        4475289.00000000
        0.051349776478
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-14
          Fixed
          3.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MET LIFE GLOB FUNDING I
        635400MMSOCXNNNZDZ82
        Metropolitan Life Global Funding I
        59217GEZ8
        
          
        
        4000000.00000000
        PA
        USD
        3743520.00000000
        0.042953408203
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-21
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SCHAHIN II FINANCE CO
        N/A
        Schahin II Finance Co SPV Ltd
        80629QAA3
        
          
        
        3997362.12000000
        PA
        USD
        214858.21000000
        0.002465298008
        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
        
          
        
        16096000.00000000
        PA
        USD
        16032581.76000000
        0.183958955444
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-12-15
          Variable
          4.12000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SG Capital Partners
        N/A
        SG Residential Mortgage Trust 2019-3
        78432BAC3
        
          
        
        1367678.91000000
        PA
        USD
        1351930.96000000
        0.015512149631
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2059-09-25
          Variable
          3.08000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEWCREST FINANCE PTY LTD
        549300I0XDZ4K7PDSS04
        Newcrest Finance Pty Ltd
        65120FAD6
        
          
        
        2961000.00000000
        PA
        USD
        2611986.93000000
        0.029970119252
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2030-05-13
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GCAT
        N/A
        GCAT 2019-NQM3 Trust
        36167VAA2
        
          
        
        5318610.97000000
        PA
        USD
        5155598.63000000
        0.059155696372
        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
        
          
        
        13635831.16000000
        PA
        USD
        11807669.82000000
        0.135482022723
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2066-04-25
          Variable
          1.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Small Business Administration Participation Certs
        N/A
        United States Small Business Administration
        83162CSN4
        
          
        
        207989.05000000
        PA
        USD
        207099.61000000
        0.002376275293
        Long
        ABS-O
        USGA
        US
        N
        
        2
        
          2029-05-01
          Fixed
          4.43000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Thornburg Capital Management Fund
        549300GLR0WG6ALV5277
        Thornburg Capital Management Fund
        885216739
        
          
        
        26271155.69400000
        NS
        USD
        262711556.94000000
        3.014370631090
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NETAPP INC
        QTX3D84DZDD5JYOCYH15
        NetApp Inc
        64110DAJ3
        
          
        
        3453000.00000000
        PA
        USD
        3132492.54000000
        0.035942436734
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-22
          Fixed
          2.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38379V3R3
        
          
        
        1638385.58000000
        PA
        USD
        1629976.52000000
        0.018702463677
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-12-20
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MICROCHIP TECHNOLOGY INC
        5493007PTFULNYZJ1R12
        Microchip Technology Inc
        595017BA1
        
          
        
        10634000.00000000
        PA
        USD
        10374105.04000000
        0.119033200977
        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
        
          
        
        2007000.00000000
        PA
        USD
        1968786.72000000
        0.022589995418
        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
        
          
        
        21525562.21000000
        PA
        USD
        20022058.30000000
        0.229734486051
        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
        
          
        
        4716339.76000000
        PA
        USD
        4640928.79000000
        0.053250338921
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-01-15
          Fixed
          1.19000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418DYF3
        
          
        
        11606722.34000000
        PA
        USD
        11134155.68000000
        0.127754074752
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-04-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PUGET ENERGY INC
        SYBSJ96YIDMIUY7WDR33
        Puget Energy Inc
        745310AK8
        
          
        
        4742000.00000000
        PA
        USD
        4411767.12000000
        0.050620922020
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-15
          Fixed
          4.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOMPO INTL HLDS LTD
        N/A
        Sompo International Holdings Ltd
        614810AB5
        
          
        
        5000000.00000000
        PA
        USD
        5015900.00000000
        0.057552784599
        Long
        DBT
        CORP
        BM
        N
        
        2
        
          2022-10-15
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LendingPoint Asset Securitization Trust
        N/A
        LendingPoint 2020-REV1 Asset Securitization Trust
        52606YAA2
        
          
        
        50250000.00000000
        PA
        USD
        49261984.00000000
        0.565235422181
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-10-15
          Fixed
          2.73000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SA GLOBAL SUKUK LTD
        5493007DFAVKU7UOGR47
        SA Global Sukuk Ltd
        78397PAA9
        
          
        
        14331000.00000000
        PA
        USD
        13528893.93000000
        0.155231467578
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2024-06-17
          Fixed
          0.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQUITABLE FINANCIAL LIFE
        635400B4JJBON4TCHF02
        Equitable Financial Life Global Funding
        29449W7M3
        
          
        
        4910000.00000000
        PA
        USD
        4344908.10000000
        0.049853776986
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-07-12
          Fixed
          1.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANTARES HOLDINGS
        5493008EAIGV4283RM42
        Antares Holdings LP
        03666HAC5
        
          
        
        14391000.00000000
        PA
        USD
        12525062.94000000
        0.143713441154
        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
        
          
        
        22087488.11000000
        PA
        USD
        20488548.34000000
        0.235087025135
        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
        
          
        
        6125000.00000000
        PA
        USD
        5486897.50000000
        0.062957042592
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2029-05-15
          Fixed
          4.69000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHERN CAL EDISON
        9R1Z5I36FERIBVKW4P77
        Southern California Edison Co
        842400HP1
        
          
        
        8722000.00000000
        PA
        USD
        8775465.86000000
        0.100690304113
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-01
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Carvana Auto Receivables Trust
        549300PQFD4GEYYTOY78
        Carvana Auto Receivables Trust 2019-1
        146868AF1
        
          
        
        7997004.03000000
        PA
        USD
        8000084.08000000
        0.091793519774
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-10-15
          Fixed
          3.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Navient Student Loan Trust
        N/A
        Navient Private Education Refi Loan Trust 2022-B
        63942PAA1
        
          
        
        25000000.00000000
        PA
        USD
        24725085.25000000
        0.283697343569
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2070-10-15
          Fixed
          4.16000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cascade Funding Mortgage Trust
        N/A
        CFMT 2021-GRN1 Issuer Trust
        12529KAA0
        
          
        
        7290674.41000000
        PA
        USD
        6914815.36000000
        0.079341071186
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2041-03-20
          Fixed
          1.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK NY
        7LTWFZYICNSX8D621K86
        Deutsche Bank AG/New York NY
        251526CP2
        
          
        
        4850000.00000000
        PA
        USD
        4184046.50000000
        0.048008039827
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2027-11-16
          Fixed
          2.31000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - SCRT
        N/A
        Seasoned Credit Risk Transfer Trust Series 2018-3
        35563PGB9
        
          
        
        14837860.27000000
        PA
        USD
        14470385.82000000
        0.166034210844
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2057-08-25
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUN COMMUNITIES OPER LP
        549300PUNBPJCGT6X741
        Sun Communities Operating LP
        866677AF4
        
          
        
        13878000.00000000
        PA
        USD
        11861387.82000000
        0.136098386782
        Long
        DBT
        
        US
        N
        
        2
        
          2028-11-01
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aqua Finance Trust
        N/A
        Aqua Finance Trust 2020-A
        038413AC4
        
          
        
        6300000.00000000
        PA
        USD
        5848771.76000000
        0.067109212958
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2046-07-17
          Fixed
          3.97000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK NY
        7LTWFZYICNSX8D621K86
        Deutsche Bank AG/New York NY
        251526CJ6
        
          
        
        10952000.00000000
        PA
        USD
        10267500.00000000
        0.117810007352
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2024-05-28
          Fixed
          0.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verus Securitization Trust
        N/A
        Verus Securitization Trust 2020-2
        92537UAD4
        
          
        
        3275000.00000000
        PA
        USD
        3140209.52000000
        0.036030981898
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2060-05-25
          Variable
          5.36000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MITSUBISHI UFJ FIN GRP
        353800V2V8PUY9TK3E06
        Mitsubishi UFJ Financial Group Inc
        606822BL7
        
          
        
        10800000.00000000
        PA
        USD
        10800864.00000000
        0.123929862893
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2022-07-18
          Fixed
          2.62000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912828YM6
        
          
        
        88520000.00000000
        PA
        USD
        85511703.57000000
        0.981167219509
        Long
        DBT
        UST
        US
        N
        
        1
        
          2024-10-31
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ACC Auto Trust
        N/A
        ACC Auto Trust 2022-A
        00085YAA1
        
          
        
        13415240.67000000
        PA
        USD
        13292072.66000000
        0.152514163896
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-07-15
          Fixed
          4.58000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418DPA4
        
          
        
        13761768.57000000
        PA
        USD
        12723996.08000000
        0.145996013804
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-05-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRIGHTHSE FIN GLBL FUND
        549300BLFX3KJ2IFOA78
        Brighthouse Financial Global Funding
        10921U2E7
        
          
        
        10733000.00000000
        PA
        USD
        9279966.46000000
        0.106478979000
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-28
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FLEX LTD
        549300EAQH74YHD07T53
        Flex Ltd
        33938XAB1
        
          
        
        15741000.00000000
        PA
        USD
        15001330.41000000
        0.172126305907
        Long
        DBT
        CORP
        SG
        
        N
        
        2
        
          2030-05-12
          Fixed
          4.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TENCENT HOLDINGS LTD
        254900N4SLUMW4XUYY11
        Tencent Holdings Ltd
        88032WAU0
        
          
        
        5000000.00000000
        PA
        USD
        4194900.00000000
        0.048132573639
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2030-06-03
          Fixed
          2.39000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38141GYF5
        
          
        
        10786000.00000000
        PA
        USD
        10552159.52000000
        0.121076210434
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-09-10
          Floating
          1.94000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nelnet Student Loan Trust
        5493000EBJ0T2MCM3713
        Nelnet Student Loan Trust 2015-2
        64033QAB5
        
          
        
        27422290.70000000
        PA
        USD
        26597688.16000000
        0.305183719278
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2047-09-25
          Floating
          2.22000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136AADA0
        
          
        
        1415459.20000000
        PA
        USD
        1379404.64000000
        0.015827384541
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-12-25
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        J.P. Morgan Mortgage Trust 2021-LTV2
        46654VAA1
        
          
        
        39403274.38000000
        PA
        USD
        32955351.72000000
        0.378131992056
        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
        
          
        
        5712778.64000000
        PA
        USD
        5589729.44000000
        0.064136943406
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-10-15
          Fixed
          0.92000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KIMBERLY-CLARK DE MEXICO
        549300JGHL56QT00KT54
        Kimberly-Clark de Mexico SAB de CV
        494386AB1
        
          
        
        3900000.00000000
        PA
        USD
        3835104.00000000
        0.044004249373
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2024-04-08
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Small Business Administration Participation Certs
        N/A
        United States Small Business Administration
        83162CUK7
        
          
        
        3015580.72000000
        PA
        USD
        2886794.95000000
        0.033123285540
        Long
        ABS-O
        USGA
        US
        N
        
        2
        
          2031-11-01
          Fixed
          2.87000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CDJ7
        
          
        
        90000000.00000000
        PA
        USD
        78060937.50000000
        0.895676612693
        Long
        DBT
        UST
        US
        N
        
        1
        
          2031-11-15
          Fixed
          1.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIDELIS INSUR HLD LTD
        549300CDMGCAGJQ7DX03
        Fidelis Insurance Holdings Ltd
        31575FAA4
        
          
        
        17531000.00000000
        PA
        USD
        18307623.30000000
        0.210062939915
        Long
        DBT
        CORP
        BM
        N
        
        2
        
          2030-06-30
          Fixed
          4.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TTX Co
        549300I8CNSYS1OGX775
        TTX Co
        87305QCF6
        
          
        
        6000000.00000000
        PA
        USD
        6002820.00000000
        0.068876773151
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-01-15
          Fixed
          4.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPS Servicer Advance Receivables Trust
        549300W6RZ3B25O0SH56
        SPS Servicer Advance Receivables Trust
        78472JAE3
        
          
        
        6000000.00000000
        PA
        USD
        5472163.20000000
        0.062787980212
        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
        
          
        
        10200000.00000000
        PA
        USD
        9166740.00000000
        0.105179810742
        Long
        DBT
        CORP
        KR
        N
        
        2
        
          2026-01-19
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CBL4
        
          
        
        42520000.00000000
        PA
        USD
        36533981.25000000
        0.419193435566
        Long
        DBT
        UST
        US
        N
        
        1
        
          2031-02-15
          Fixed
          1.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVANGRID INC
        549300OX0Q38NLSKPB49
        Avangrid Inc
        05351WAC7
        
          
        
        9395000.00000000
        PA
        USD
        9125645.35000000
        0.104708287877
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-15
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLOBE LIFE INC
        5493001JFHKQOPP6XA71
        Globe Life Inc
        37959EAB8
        
          
        
        6410000.00000000
        PA
        USD
        6314234.60000000
        0.072449965877
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-06-15
          Fixed
          4.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140XC4J4
        
          
        
        35703501.00000000
        PA
        USD
        33384638.59000000
        0.383057659386
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-09-01
          Fixed
          2.00000000
          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
        
          
        
        65590000.00000000
        PA
        USD
        62633373.33000000
        0.718659671052
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2053-08-15
          Fixed
          1.43000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Residential Mortgage Loan Trust
        N/A
        New Residential Mortgage Loan Trust 2017-3
        64828MAA5
        
          
        
        4383635.90000000
        PA
        USD
        4289381.59000000
        0.049216661958
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2057-04-25
          Variable
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deephaven Residential Mortgage Trust
        N/A
        Deephaven Residential Mortgage Trust 2021-1
        24380VAA9
        
          
        
        4473843.39000000
        PA
        USD
        4149491.85000000
        0.047611557376
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2065-05-25
          Variable
          0.72000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SERVICE PROPERTIES TRUST
        529900IS770AG1K9QG27
        Service Properties Trust
        44106MAZ5
        
          
        
        10161000.00000000
        PA
        USD
        8253881.91000000
        0.094705613684
        Long
        DBT
        
        US
        N
        
        2
        
          2024-10-01
          Fixed
          4.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        JP Morgan Mortgage Trust
        465976AA6
        
          
        
        14325840.90000000
        PA
        USD
        12610380.19000000
        0.144692377200
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-07-25
          Variable
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIZENS BANK NA/RI
        DRMSV1Q0EKMEXLAU1P80
        Citizens Bank NA/Providence RI
        17401QAR2
        
          
        
        20500000.00000000
        PA
        USD
        20519065.00000000
        0.235437175409
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-29
          Floating
          3.18000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SLR INVESTMENT CORP
        BJOT6DX9ML6BR3Z0O636
        SLR Investment Corp
        83413UAB6
        
          
        
        13191000.00000000
        PA
        USD
        13033235.64000000
        0.149544249970
        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
        
          
        
        6305441.83000000
        PA
        USD
        6204027.81000000
        0.071185445523
        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
        
          
        
        14647000.00000000
        PA
        USD
        14555456.25000000
        0.167010314860
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-07-01
          Fixed
          5.41000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Navient Student Loan Trust
        N/A
        Navient Student Loan Trust 2016-6
        63940LAB0
        
          
        
        3164187.32000000
        PA
        USD
        3149145.82000000
        0.036133517624
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2066-03-25
          Floating
          2.37000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Upstart Securitization Trust
        N/A
        Upstart Securitization Trust 2021-2
        91680FAA0
        
          
        
        3988956.29000000
        PA
        USD
        3886907.34000000
        0.044598644490
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2031-06-20
          Fixed
          0.91000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MFRA Trust
        N/A
        MFRA Trust
        552758AA2
        
          
        
        22727336.59000000
        PA
        USD
        21925027.52000000
        0.251569286908
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2056-09-25
          Variable
          3.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASCOT GROUP LTD
        213800DJV7WRJBE2II28
        Ascot Group Ltd
        04365XAA6
        
          
        
        7747000.00000000
        PA
        USD
        6829367.85000000
        0.078360640528
        Long
        DBT
        CORP
        BM
        N
        
        2
        
          2030-12-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LEIDOS INC
        5493006I78VIN6J1BQ95
        Leidos Inc
        52532XAH8
        
          
        
        8489000.00000000
        PA
        USD
        6718873.72000000
        0.077092823214
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-15
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BP CAP MARKETS AMERICA
        5493009NTB34VXE1T760
        BP Capital Markets America Inc
        10373QBD1
        
          
        
        6771000.00000000
        PA
        USD
        6768697.86000000
        0.077664508853
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-09-19
          Floating
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        JP Morgan Mortgage Trust 2018-3
        46649TAZ9
        
          
        
        2514285.43000000
        PA
        USD
        2310056.66000000
        0.026505750387
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-09-25
          Variable
          3.71000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEXTERA ENERGY CAPITAL
        UMI46YPGBLUE4VGNNT48
        NextEra Energy Capital Holdings Inc
        65339KBT6
        
          
        
        33970000.00000000
        PA
        USD
        33768218.20000000
        0.387458878444
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-02-22
          Floating
          1.77000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brex Inc
        N/A
        Brex Commercial Charge Card Master Trust
        05601DAA1
        
          
        
        3400000.00000000
        PA
        USD
        3334434.40000000
        0.038259531646
        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
        
          
        
        932229.84000000
        PA
        USD
        931621.98000000
        0.010689495233
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-08-15
          Fixed
          1.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aqua Finance Trust
        N/A
        Aqua Finance Trust 2017-A
        03837PAA5
        
          
        
        850793.86000000
        PA
        USD
        840704.30000000
        0.009646299465
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2035-11-15
          Fixed
          3.72000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Imperial Fund LLC
        N/A
        Imperial Fund Mortgage Trust 2022-NQM2
        45276PAA4
        
          
        
        24207827.91000000
        PA
        USD
        22841184.18000000
        0.262081331988
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2067-03-25
          Variable
          3.64000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Transelec SA
        549300DPF7MAL5F6CR86
        Transelec SA
        89366LAD6
        
          
        
        6000000.00000000
        PA
        USD
        5892540.00000000
        0.067611412780
        Long
        DBT
        CORP
        CL
        N
        
        2
        
          2025-01-14
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FLOWSERVE CORPORATION
        6Y0GK87T6V7NJKZJVM41
        Flowserve Corp
        34354PAF2
        
          
        
        8414000.00000000
        PA
        USD
        7123797.24000000
        0.081738943776
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-10-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SBA Tower Trust
        N/A
        SBA Tower Trust
        78403DAN0
        
          
        
        12525000.00000000
        PA
        USD
        12087672.09000000
        0.138694788195
        Long
        DBT
        
        US
        N
        
        2
        
          2025-01-15
          Fixed
          2.84000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NELNET STUDENT LOAN TRUST
        N/A
        Nelnet Student Loan Trust 2021-C
        64035GAA7
        
          
        
        15334048.20000000
        PA
        USD
        15015694.04000000
        0.172291115194
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2062-04-20
          Floating
          2.34000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Crossroads Asset Trust
        N/A
        Crossroads Asset Trust 2021-A
        22767CAB6
        
          
        
        2923546.74000000
        PA
        USD
        2889241.64000000
        0.033151359031
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-03-20
          Fixed
          0.82000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMMONBOND STUDENT LOAN TRUST
        N/A
        Commonbond Student Loan Trust 2021-B-GS
        20268AAA0
        
          
        
        12730231.23000000
        PA
        USD
        11555421.71000000
        0.132587710408
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2051-09-25
          Fixed
          1.17000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arroyo Mortgage Trust
        N/A
        Arroyo Mortgage Trust 2019-2
        042858AA8
        
          
        
        2596540.47000000
        PA
        USD
        2491409.07000000
        0.028586600521
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-04-25
          Variable
          3.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HIGHMARK INC
        549300B6868ZXXEB2Y57
        Highmark Inc
        431116AD4
        
          
        
        20542000.00000000
        PA
        USD
        18589072.06000000
        0.213292302514
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-10
          Fixed
          1.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Inflation Indexed Bonds
        912828Z37
        
          
        
        39322150.00000000
        PA
        USD
        37513454.18000000
        0.430431975920
        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
        
          
        
        11228000.00000000
        PA
        USD
        11047116.92000000
        0.126755385982
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-10
          Fixed
          1.37000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46647PDA1
        
          
        
        7269000.00000000
        PA
        USD
        7157566.23000000
        0.082126411510
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-04-26
          Fixed
          4.32000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HP INC
        WHKXQACZ14C5XRO8LW03
        HP Inc
        40434LAM7
        
          
        
        3509000.00000000
        PA
        USD
        3469137.76000000
        0.039805127344
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JACKSON NATL LIFE GLOBAL
        635400PQXLYXWJI5QD78
        Jackson National Life Global Funding
        46849LSS1
        
          
        
        5000000.00000000
        PA
        USD
        4948750.00000000
        0.056782300841
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-01-30
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SILGAN HOLDINGS INC
        KAF673KJXD92C8KSLU49
        Silgan Holdings Inc
        827048AX7
        
          
        
        10204000.00000000
        PA
        USD
        9135947.32000000
        0.104826493395
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-01
          Fixed
          1.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANGLOGOLD HOLDINGS PLC
        213800745ZIXC4L6A131
        AngloGold Ashanti Holdings PLC
        03512TAF8
        
          
        
        23500000.00000000
        PA
        USD
        19973120.00000000
        0.229172964602
        Long
        DBT
        CORP
        IM
        
        N
        
        2
        
          2028-11-01
          Fixed
          3.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PRKCM Trust
        N/A
        PRKCM 2021-AFC2 Trust
        69361JAA4
        
          
        
        18799833.95000000
        PA
        USD
        16035352.21000000
        0.183990743780
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2056-11-25
          Variable
          2.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        CSMC 2021-NQM8
        12659FAA3
        
          
        
        17633926.88000000
        PA
        USD
        16089348.48000000
        0.184610300728
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2066-10-25
          Variable
          1.84000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bankers Healthcare Group Securitization Trust
        N/A
        BHG Securitization Trust 2021-A
        08861YAA4
        
          
        
        20866006.86000000
        PA
        USD
        19956028.20000000
        0.228976852103
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2033-11-17
          Fixed
          1.42000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRIGHTHOUSE FINANCIAL IN
        5493003T8SZSHOGGAW52
        Brighthouse Financial Inc
        10922NAG8
        
          
        
        10707000.00000000
        PA
        USD
        10406882.79000000
        0.119409295155
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-15
          Fixed
          5.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nelnet Student Loan Trust
        N/A
        Nelnet Student Loan Trust 2013-1
        64033CAA8
        
          
        
        3764468.89000000
        PA
        USD
        3656050.83000000
        0.041949780877
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2041-06-25
          Floating
          2.22000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Towd Point Mortgage Trust
        N/A
        Towd Point Mortgage Trust 2018-1
        89176EAA8
        
          
        
        437214.06000000
        PA
        USD
        429077.29000000
        0.004923262594
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2058-01-25
          Variable
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133LPTA5
        
          
        
        16643914.22000000
        PA
        USD
        15989628.14000000
        0.183466102628
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-11-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LIBERTY UTILITIES FIN
        N/A
        Liberty Utilities Finance GP 1
        531546AB5
        
          
        
        11980000.00000000
        PA
        USD
        9843486.80000000
        0.112944850478
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-09-15
          Fixed
          2.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SBA Tower Trust
        N/A
        SBA Tower Trust
        78403DAM2
        
          
        
        2085000.00000000
        PA
        USD
        2067572.74000000
        0.023723473065
        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
        
          
        
        35780000.00000000
        PA
        USD
        35945303.60000000
        0.412438907368
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-05-15
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Loanpal Solar Loan Ltd.
        N/A
        Loanpal Solar Loan 2021-1 Ltd
        53948PAA6
        
          
        
        18177324.31000000
        PA
        USD
        15563540.68000000
        0.178577145550
        Long
        ABS-O
        CORP
        US
        
        N
        
        2
        
          2048-01-20
          Fixed
          2.29000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arroyo Mortgage Trust
        N/A
        Arroyo Mortgage Trust 2022-1
        042855AD8
        
          
        
        7338000.00000000
        PA
        USD
        6149280.32000000
        0.070557269024
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2056-12-25
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HIN Timeshare Trust 2020-A
        N/A
        HIN Timeshare Trust 2020-A
        40439HAA7
        
          
        
        4913075.71000000
        PA
        USD
        4580889.84000000
        0.052561447843
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2039-10-09
          Fixed
          1.39000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nelnet Student Loan Trust
        N/A
        Nelnet Student Loan Trust 2021-D
        64034YAA9
        
          
        
        21436493.68000000
        PA
        USD
        21016064.87000000
        0.241139786399
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2062-04-20
          Floating
          2.29000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912828ZL7
        
          
        
        45716000.00000000
        PA
        USD
        42419448.04000000
        0.486723689845
        Long
        DBT
        UST
        US
        N
        
        1
        
          2025-04-30
          Fixed
          0.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMISION FEDERAL DE ELEC
        4469000001BFPONMPF32
        Comision Federal de Electricidad
        200447AH3
        
          
        
        31040000.00000000
        PA
        USD
        23809232.00000000
        0.273188779837
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2031-02-09
          Fixed
          3.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Upstart Securitization Trust
        N/A
        Upstart Securitization Trust 2020-3
        91680EAA3
        
          
        
        2423153.22000000
        PA
        USD
        2412198.75000000
        0.027677735814
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2030-11-20
          Fixed
          1.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONE GAS INC
        549300HXDWI0LATTX840
        ONE Gas Inc
        68235PAK4
        
          
        
        18914000.00000000
        PA
        USD
        18826995.60000000
        0.216022253719
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-11
          Floating
          2.33000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128PXKR6
        
          
        
        349023.70000000
        PA
        USD
        348812.24000000
        0.004002295842
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-12-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137BQBZ9
        
          
        
        4278796.85000000
        PA
        USD
        4252320.17000000
        0.048791416653
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-03-25
          Fixed
          2.41000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sequoia Mortgage Trust
        N/A
        Sequoia Mortgage Trust 2013-6
        81745BAH8
        
          
        
        716583.54000000
        PA
        USD
        583797.59000000
        0.006698534051
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2043-05-25
          Variable
          3.51000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Eversource Energy
        SJ7XXD41SQU3ZNWUJ746
        Eversource Energy
        30040WAG3
        
          
        
        12395000.00000000
        PA
        USD
        12382728.95000000
        0.142080291078
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-12-01
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128MFVB1
        
          
        
        366918.42000000
        PA
        USD
        364580.79000000
        0.004183225278
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-11-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Carpintero Finance Ltd
        549300Y5DJU1XVTHQF43
        Carpintero Finance Ltd
        14440PAA1
        
          
        
        2922633.94000000
        PA
        USD
        2865817.94000000
        0.032882593872
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2024-09-18
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Shellpoint Asset Funding Trust
        N/A
        Shellpoint Asset Funding Trust 2013-1
        822804AA8
        
          
        
        959046.84000000
        PA
        USD
        906286.51000000
        0.010398794293
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2043-07-25
          Variable
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Affirm Asset Securitization Trust
        N/A
        Affirm Asset Securitization Trust 2020-Z1
        00832PAA6
        
          
        
        2410069.62000000
        PA
        USD
        2404977.00000000
        0.027594872953
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-10-15
          Fixed
          3.46000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HERO Funding Trust
        N/A
        HERO Funding Trust 2015-1
        42770LAA1
        
          
        
        2919435.26000000
        PA
        USD
        2918781.01000000
        0.033490295811
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2040-09-21
          Fixed
          3.84000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pennsylvania Higher Education Assistance Agency
        N/A
        PHEAA Student Loan Trust 2012-1
        69338YAA1
        
          
        
        864056.12000000
        PA
        USD
        835990.47000000
        0.009592212653
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2057-05-25
          Floating
          2.17000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3137AVH34
        
          
        
        727133.72000000
        PA
        USD
        702263.89000000
        0.008057824596
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-10-15
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Upstart Securitization Trust
        N/A
        Upstart Securitization Trust 2019-3
        91678WAC3
        
          
        
        312138.05000000
        PA
        USD
        311899.36000000
        0.003578754896
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2030-01-21
          Fixed
          3.83000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BMW FINANCE NV
        5299006ZHG3IXU0PNJ56
        BMW Finance NV
        05600LAD8
        
          
        
        25800000.00000000
        PA
        USD
        25797936.00000000
        0.296007307508
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2022-08-12
          Floating
          2.19000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Residential Mortgage Loan Trust
        549300U1MV4J7YQZG974
        New Residential Mortgage Loan Trust 2018-2
        64828CAA7
        
          
        
        4591111.55000000
        PA
        USD
        4540334.77000000
        0.052096116156
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2058-02-25
          Variable
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac Whole Loan Securities Trust
        N/A
        Freddie Mac Whole Loan Securities Trust 2016-SC01
        3137G1AW7
        
          
        
        1062697.99000000
        PA
        USD
        1038209.07000000
        0.011912482899
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-07-25
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Inflation Indexed Bonds
        9128282L3
        
          
        
        74302780.80000000
        PA
        USD
        74046827.04000000
        0.849618430778
        Long
        DBT
        UST
        US
        N
        
        1
        
          2027-07-15
          Fixed
          0.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OWL ROCK CORE INCOME COR
        5493003I42XBWPE05N35
        OWL Rock Core Income Corp
        69120VAE1
        
          
        
        4870000.00000000
        PA
        USD
        4455855.20000000
        0.051126791709
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-08
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        Boeing Co/The
        097023DG7
        
          
        
        6256000.00000000
        PA
        USD
        5645852.32000000
        0.064780901225
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-04
          Fixed
          2.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MIZUHO FINANCIAL GROUP
        353800CI5L6DDAN5XZ33
        Mizuho Financial Group Inc
        60687YBC2
        
          
        
        4854000.00000000
        PA
        USD
        4792208.58000000
        0.054986133727
        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
        
          
        
        2081000.00000000
        PA
        USD
        1731267.14000000
        0.019864679278
        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
        
          
        
        13490000.00000000
        PA
        USD
        12864198.90000000
        0.147604710688
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-07
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Foundation Finance Trust
        549300QVJKB4ZVR88F06
        Foundation Finance Trust 2020-1
        35041KAB8
        
          
        
        3000000.00000000
        PA
        USD
        2892012.87000000
        0.033183156316
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2040-07-16
          Fixed
          4.62000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GKS7
        
          
        
        7305000.00000000
        PA
        USD
        7283523.30000000
        0.083571651670
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-25
          Fixed
          3.84000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        AT&T Inc
        00206RMM1
        
          
        
        1016000.00000000
        PA
        USD
        823996.32000000
        0.009454590944
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-12-01
          Fixed
          2.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bankers Healthcare Group Securitization Trust
        N/A
        BHG Securitization Trust 2022-A
        054977AA1
        
          
        
        33998282.42000000
        PA
        USD
        32445651.92000000
        0.372283661188
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2035-02-20
          Fixed
          1.71000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        31396QKJ7
        
          
        
        525.30000000
        PA
        USD
        525.07000000
        0.000006024689
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-07-25
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ECAF LTD
        635400SSRNQERTYCWK57
        ECAF I Ltd
        26827EAC9
        
          
        
        3559410.79000000
        PA
        USD
        2215775.93000000
        0.025423966749
        Long
        ABS-O
        CORP
        KY
        
        N
        
        2
        
          2040-06-15
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MFRA Trust
        N/A
        MFA 2021-INV1 Trust
        552747AA5
        
          
        
        5985436.76000000
        PA
        USD
        5530510.29000000
        0.063457458770
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2056-01-25
          Variable
          0.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Gracie Point International Funding
        N/A
        Gracie Point International Funding 2020-B
        38411DAA2
        
          
        
        14174445.55000000
        PA
        USD
        14168765.85000000
        0.162573402382
        Long
        ABS-O
        CORP
        US
        
        N
        
        2
        
          2023-05-02
          Floating
          2.46000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS AG LONDON
        BFM8T61CT2L1QCEMIK50
        UBS AG/London
        902674YL8
        
          
        
        2800000.00000000
        PA
        USD
        2775332.00000000
        0.031844351918
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2024-08-09
          Floating
          1.62000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ExteNet Systems
        N/A
        ExteNet LLC 2019-1
        30227XAA9
        
          
        
        9855000.00000000
        PA
        USD
        9460629.51000000
        0.108551919370
        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
        
          
        
        17500000.00000000
        PA
        USD
        17483025.00000000
        0.200601441811
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2024-05-16
          Floating
          2.79000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46647PCS3
        
          
        
        6825000.00000000
        PA
        USD
        6616701.00000000
        0.075920486336
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-12-10
          Floating
          2.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Baidu Inc
        254900AL64IANZYI1E02
        Baidu Inc
        056752AM0
        
          
        
        6376000.00000000
        PA
        USD
        6422927.36000000
        0.073697114147
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2024-05-14
          Fixed
          4.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Exelon Corp
        3SOUA6IRML7435B56G12
        Exelon Corp
        30161NAX9
        
          
        
        842000.00000000
        PA
        USD
        808016.88000000
        0.009271241740
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-15
          Fixed
          4.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arbor Realty Collateralized Loan Obligation Ltd
        N/A
        Arbor Realty Commercial Real Estate Notes 2022-FL1 Ltd
        03880XAA4
        
          
        
        37350000.00000000
        PA
        USD
        36414812.03000000
        0.417826079668
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2037-01-15
          Floating
          2.23000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC HOLDINGS PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC Holdings PLC
        404280CL1
        
          
        
        9550000.00000000
        PA
        USD
        8171648.50000000
        0.093762061832
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2028-09-22
          Fixed
          2.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        METALLOINVEST FINANCE
        635400ZS3HCCUYTNHA25
        Metalloinvest Finance DAC
        59126LAB4
        
          
        
        12700000.00000000
        PA
        USD
        3155569.00000000
        0.036207217637
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2028-10-22
          Fixed
          3.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN ELECTRIC POWER
        1B4S6S7G0TW5EE83BO58
        American Electric Power Co Inc
        025537AN1
        
          
        
        14211000.00000000
        PA
        USD
        11956993.29000000
        0.137195370578
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-01
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Diamond Infrastructure Funding LLC
        N/A
        Diamond Infrastructure Funding LLC
        25265LAA8
        
          
        
        36000000.00000000
        PA
        USD
        30915453.60000000
        0.354726059500
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2049-04-15
          Fixed
          1.76000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHERN CO
        549300FC3G3YU2FBZD92
        Southern Co/The
        842587DH7
        
          
        
        5000000.00000000
        PA
        USD
        4276350.00000000
        0.049067136590
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-15
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NARRAGANSETT ELECTRIC
        VAI0KZ806W8MCH0BCZ61
        Narragansett Electric Co/The
        631005BJ3
        
          
        
        6905000.00000000
        PA
        USD
        6479997.25000000
        0.074351938024
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-09
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sierra Receivables Funding Co LLC
        N/A
        Sierra Timeshare 2019-1 Receivables Funding LLC
        82653EAA5
        
          
        
        1032935.88000000
        PA
        USD
        1015114.19000000
        0.011647490644
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2036-01-20
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pagaya AI Debt Selection Trust
        N/A
        Pagaya AI Debt Selection Trust 2021-HG1
        69547PAA7
        
          
        
        10771131.18000000
        PA
        USD
        10273628.46000000
        0.117880325727
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2029-01-16
          Fixed
          1.22000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Residential Mortgage Loan Trust
        N/A
        New Residential Mortgage Loan Trust 2018-1
        64830GAB2
        
          
        
        2607419.86000000
        PA
        USD
        2535654.80000000
        0.029094279097
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2057-12-25
          Variable
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MIDWEST CONNECTOR CAPIT
        N/A
        Midwest Connector Capital Co LLC
        59833CAC6
        
          
        
        16535000.00000000
        PA
        USD
        15610197.45000000
        0.179112488566
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-01
          Fixed
          4.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MITSUBISHI UFJ FIN GRP
        353800V2V8PUY9TK3E06
        Mitsubishi UFJ Financial Group Inc
        606822BW3
        
          
        
        14075000.00000000
        PA
        USD
        13143516.50000000
        0.150809620209
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2025-07-19
          Fixed
          0.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HYUNDAI CAPITAL SERVICES
        549300MALMDAGL2ZJJ27
        Hyundai Capital Services Inc
        44920UAP3
        
          
        
        2970000.00000000
        PA
        USD
        2672049.60000000
        0.030659282495
        Long
        DBT
        CORP
        KR
        N
        
        2
        
          2026-02-08
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Credit Acceptance Receivables Trust
        N/A
        American Credit Acceptance Receivables Trust 2020-2
        02529WAC1
        
          
        
        10453959.29000000
        PA
        USD
        10445609.82000000
        0.119853651784
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-04-13
          Fixed
          3.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FWD Securitization Trust
        N/A
        FWDSecuritization Trust 2019-INV1
        302980AA5
        
          
        
        1901193.22000000
        PA
        USD
        1802168.49000000
        0.020678206287
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-06-25
          Variable
          2.81000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC HOLDINGS PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC Holdings PLC
        404280CG2
        
          
        
        6800000.00000000
        PA
        USD
        6289320.00000000
        0.072164094029
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-06-04
          Fixed
          2.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138XGTR4
        
          
        
        2140247.14000000
        PA
        USD
        2123741.66000000
        0.024367959150
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-02-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARLES SCHWAB CORP
        549300VSGCJ7E698NM85
        Charles Schwab Corp/The
        808513BZ7
        
          
        
        33148000.00000000
        PA
        USD
        32608019.08000000
        0.374146673247
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-03
          Floating
          2.43000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967MZ1
        
          
        
        17355000.00000000
        PA
        USD
        16436052.75000000
        0.188588409576
        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
        
          
        
        6400000.00000000
        PA
        USD
        6185920.00000000
        0.070977675255
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2026-01-21
          Floating
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        61747YEB7
        
          
        
        11785000.00000000
        PA
        USD
        11150142.05000000
        0.127937503471
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-01-22
          Fixed
          0.79000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAT INTL FINANCE PLC
        21380041YBGOQDFAC823
        BAT International Finance PLC
        05530QAK6
        
          
        
        3000000.00000000
        PA
        USD
        2942280.00000000
        0.033759924853
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2025-06-15
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Residential Mortgage Loan Trust
        N/A
        New Residential Mortgage Loan Trust 2017-2
        64829KBV1
        
          
        
        3622297.87000000
        PA
        USD
        3526538.08000000
        0.040463742598
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2057-03-25
          Variable
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Avant Credit Card Master Trust
        N/A
        Avant Credit Card Master Trust
        05351KAA7
        
          
        
        11900000.00000000
        PA
        USD
        10869227.95000000
        0.124714275598
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-04-15
          Fixed
          1.37000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ITC HOLDINGS CORP
        549300HTO5U9D3SLE207
        ITC Holdings Corp
        465685AQ8
        
          
        
        14800000.00000000
        PA
        USD
        13042944.00000000
        0.149655644367
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-14
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Structured Asset Securities Corporation
        N/A
        Structured Asset Securities Corp Mortgage Pass-Through Ctfs Ser 2003-9A
        86359ARF2
        
          
        
        498846.44000000
        PA
        USD
        489650.75000000
        0.005618286677
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-03-25
          Variable
          2.34000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arroyo Mortgage Trust
        N/A
        Arroyo Mortgage Trust 2021-1R
        042853AA9
        
          
        
        11460634.70000000
        PA
        USD
        10585196.93000000
        0.121455283969
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-10-25
          Variable
          1.18000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OSCAR US Funding Trust
        N/A
        Oscar US Funding XII LLC
        68785AAC9
        
          
        
        18000000.00000000
        PA
        USD
        17348064.12000000
        0.199052891310
        Long
        ABS-O
        CORP
        JP
        N
        
        2
        
          2025-04-10
          Fixed
          0.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arivo Acceptance Auto Loan Receivables Trust
        N/A
        Arivo Acceptance Auto Loan Receivables Trust 2019-1
        04046LAA9
        
          
        
        333025.97000000
        PA
        USD
        332971.03000000
        0.003820532699
        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
        
          
        
        9547002.29000000
        PA
        USD
        9384766.55000000
        0.107681462503
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2053-03-17
          Floating
          1.92000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Towd Point Mortgage Trust
        N/A
        Towd Point Mortgage Trust 2017-1
        89173FAA8
        
          
        
        782649.90000000
        PA
        USD
        776371.09000000
        0.008908135750
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2056-10-25
          Variable
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SG Capital Partners
        N/A
        SG Residential Mortgage Trust 2021-2
        78432YAA7
        
          
        
        17031945.25000000
        PA
        USD
        14756798.59000000
        0.169320530838
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2061-12-25
          Variable
          1.74000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SERVICE PROPERTIES TRUST
        529900IS770AG1K9QG27
        Service Properties Trust
        44106MAV4
        
          
        
        4020000.00000000
        PA
        USD
        3096244.20000000
        0.035526520766
        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
        
          
        
        22867717.72000000
        PA
        USD
        22517508.23000000
        0.258367451681
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2029-06-15
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SG Capital Partners
        N/A
        SG Residential Mortgage Trust 2020-2
        81882JAA9
        
          
        
        12538953.84000000
        PA
        USD
        11617211.21000000
        0.133296687418
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2065-05-25
          Variable
          1.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Genpact International, Inc.
        5493002XVGANFBD1UO48
        Genpact International, Inc. 2018 Term Loan
        37244NAJ6
        
          
        
        12611940.30000000
        PA
        USD
        12517350.75000000
        0.143624950951
        Long
        LON
        CORP
        US
        N
        
        2
        
          2023-08-09
          Floating
          3.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sequoia Mortgage Trust
        549300DFASAA48I36408
        Sequoia Mortgage Trust 2013-7
        81745CAH6
        
          
        
        584999.27000000
        PA
        USD
        511443.48000000
        0.005868337973
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2043-06-25
          Variable
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oportun Funding LLC
        N/A
        Oportun Issuance Trust 2022-A
        68378NAA8
        
          
        
        22026000.00000000
        PA
        USD
        21797473.64000000
        0.250105724840
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2031-06-09
          Fixed
          5.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHEVRON PHILLIPS CHEM CO
        N/A
        Chevron Phillips Chemical Co LLC / Chevron Phillips Chemical Co LP
        166754AW1
        
          
        
        4935000.00000000
        PA
        USD
        5088133.05000000
        0.058381591627
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-01
          Fixed
          5.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MFRA Trust
        N/A
        MFA 2021-INV2 Trust
        552732AA7
        
          
        
        26790688.05000000
        PA
        USD
        24244918.99000000
        0.278187882588
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2056-11-25
          Variable
          1.91000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AXIS Equipment Finance Receivables LLC
        549300K5Y88MV8B4M421
        Amur Equipment Finance Receivables X LLC
        03236VAB7
        
          
        
        37500000.00000000
        PA
        USD
        36086302.50000000
        0.414056738529
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-10-20
          Fixed
          1.64000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOCIETE GENERALE
        O2RNE8IBXP4R0TD8PU41
        Societe Generale SA
        83368RAT9
        
          
        
        8000000.00000000
        PA
        USD
        7922480.00000000
        0.090903085176
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2024-03-28
          Fixed
          3.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FannieMae Grantor Trust
        N/A
        Fannie Mae Grantor Trust 2017-T1
        3136AV6R5
        
          
        
        17904808.76000000
        PA
        USD
        17415797.99000000
        0.199830074434
        Long
        ABS-O
        USGSE
        US
        N
        
        2
        
          2027-06-25
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HYUNDAI CAPITAL AMERICA
        549300RIPPWJB5Z0FK07
        Hyundai Capital America
        44891ABY2
        
          
        
        8872000.00000000
        PA
        USD
        8246080.40000000
        0.094616098617
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-09-17
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONSTELLATION BRANDS INC
        5493005GKEG8QCVY7037
        Constellation Brands Inc
        21036PBK3
        
          
        
        11019000.00000000
        PA
        USD
        10943299.47000000
        0.125564177357
        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
        
          
        
        10562000.00000000
        PA
        USD
        8931544.06000000
        0.102481156209
        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
        
          
        
        787037.16000000
        PA
        USD
        776018.01000000
        0.008904084486
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2059-09-25
          Variable
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FCLD4
        
          
        
        4420000.00000000
        PA
        USD
        4399152.01000000
        0.050476175373
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-11-25
          Fixed
          3.29000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC HOLDINGS PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC Holdings PLC
        404280DE6
        
          
        
        5400000.00000000
        PA
        USD
        5315490.00000000
        0.060990301045
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2025-12-09
          Fixed
          4.18000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - SCRT
        N/A
        Seasoned Credit Risk Transfer Trust Series 2020-2
        35563PQP7
        
          
        
        25352738.55000000
        PA
        USD
        23929235.52000000
        0.274565708551
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2059-11-25
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LendingPoint Asset Securitization Trust
        N/A
        Lendingpoint 2021-A Asset Securitization Trust
        52607FAA2
        
          
        
        4502670.80000000
        PA
        USD
        4472005.45000000
        0.051312100798
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-12-15
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INFOR INC
        549300Q3IIYBYI4RHD64
        Infor Inc
        45674CAA1
        
          
        
        12382000.00000000
        PA
        USD
        11452111.80000000
        0.131402325333
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-15
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OWL ROCK TECHNOLOGY FINA
        254900G5EZJSOD3UKL16
        Owl Rock Technology Finance Corp
        691205AC2
        
          
        
        17883000.00000000
        PA
        USD
        16915529.70000000
        0.194089961366
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-12-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ACC Auto Trust
        N/A
        ACC Auto Trust 2021-A
        00108XAA6
        
          
        
        9105810.87000000
        PA
        USD
        8919094.94000000
        0.102338314142
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-04-15
          Fixed
          1.08000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Towd Point Mortgage Trust
        N/A
        Towd Point Mortgage Trust 2018-6
        89176LAA2
        
          
        
        11907280.45000000
        PA
        USD
        11832692.05000000
        0.135769129526
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2058-03-25
          Variable
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arroyo Mortgage Trust
        N/A
        Arroyo Mortgage Trust 2020-1
        04285CAB7
        
          
        
        6518000.00000000
        PA
        USD
        5783957.05000000
        0.066365524478
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2055-03-25
          Fixed
          2.93000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OSCAR US Funding Trust
        N/A
        Oscar US Funding XI LLC
        68784EAC2
        
          
        
        1485792.00000000
        PA
        USD
        1485588.62000000
        0.017045746895
        Long
        ABS-O
        CORP
        JP
        N
        
        2
        
          2023-09-11
          Fixed
          2.59000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CENTERPOINT ENERGY INC
        21TPXMRRHFKOBHDC8J74
        CenterPoint Energy Inc
        15189TAZ0
        
          
        
        2289000.00000000
        PA
        USD
        2234201.34000000
        0.025635381182
        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
        
          
        
        14450000.00000000
        PA
        USD
        13842233.00000000
        0.158826741807
        Long
        SN
        CORP
        US
        N
        
        2
        
          2024-07-16
          Fixed
          0.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WIPRO IT SERVICE
        549300S6XZZ65F0EJS98
        Wipro IT Services LLC
        97654MAA4
        
          
        
        10647000.00000000
        PA
        USD
        9560473.65000000
        0.109697537959
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-06-23
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NBN CO LTD
        2549007CRZ2NT7S96A24
        NBN Co Ltd
        62878U2D3
        
          
        
        9800000.00000000
        PA
        USD
        8723078.00000000
        0.100089202173
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2027-01-08
          Fixed
          1.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEXTERA ENERGY CAPITAL
        UMI46YPGBLUE4VGNNT48
        NextEra Energy Capital Holdings Inc
        65339KCJ7
        
          
        
        3141000.00000000
        PA
        USD
        3217860.27000000
        0.036921951991
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-07-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Navient Student Loan Trust
        N/A
        Navient Private Education Refi Loan Trust 2021-A
        63942BAA2
        
          
        
        3848180.87000000
        PA
        USD
        3520672.89000000
        0.040396445001
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2069-05-15
          Fixed
          0.84000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aqua Finance Trust
        N/A
        Aqua Finance Trust 2020-A
        038413AA8
        
          
        
        25138025.76000000
        PA
        USD
        24067471.40000000
        0.276151836629
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2046-07-17
          Fixed
          1.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Navient Student Loan Trust
        N/A
        Navient Student Loan Trust 2014-1
        63938EAC8
        
          
        
        5895681.66000000
        PA
        USD
        5631868.42000000
        0.064620448986
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2031-06-25
          Floating
          2.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VMWARE INC
        549300BUDHS3LRWBE814
        VMware Inc
        928563AD7
        
          
        
        15043000.00000000
        PA
        USD
        15108437.05000000
        0.173355254925
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DT Auto Owner Trust
        N/A
        DT Auto Owner Trust 2019-4
        23343JAG1
        
          
        
        7500000.00000000
        PA
        USD
        7387796.85000000
        0.084768093617
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-07-15
          Fixed
          2.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NVENT FINANCE SARL
        549300KO1OQ4MVFB6X02
        nVent Finance Sarl
        67078AAE3
        
          
        
        10462000.00000000
        PA
        USD
        8498491.84000000
        0.097512284992
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2031-11-15
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dext ABS
        N/A
        Dext ABS 2021-1 LLC
        23345CAA7
        
          
        
        12502741.83000000
        PA
        USD
        12051923.34000000
        0.138284604557
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-02-15
          Fixed
          1.12000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DAIMLER FINANCE NA LLC
        549300423Z16BB673J12
        Daimler Finance North America LLC
        233851DL5
        
          
        
        4725000.00000000
        PA
        USD
        4723582.50000000
        0.054198713324
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-05-04
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM CRP / CAYMN FI
        N/A
        Broadcom Corp / Broadcom Cayman Finance Ltd
        11134LAH2
        
          
        
        4565000.00000000
        PA
        USD
        4400705.65000000
        0.050494001946
        Long
        DBT
        CORP
        XX
        
        N
        
        2
        
          2027-01-15
          Fixed
          3.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ORACLE CORP
        1Z4GXXU7ZHVWFCD8TV52
        Oracle Corp
        68389XCC7
        
          
        
        15136000.00000000
        PA
        USD
        13557163.84000000
        0.155555838487
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-25
          Fixed
          1.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Navient Student Loan Trust
        N/A
        Navient Student Loan Trust 2019-B
        63941LAC7
        
          
        
        1672887.64000000
        PA
        USD
        1661421.37000000
        0.019063264067
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2059-12-15
          Floating
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANTANDER HOLDINGS USA
        549300SMVCQN2P0O6I58
        Santander Holdings USA Inc
        80282KAZ9
        
          
        
        6823000.00000000
        PA
        USD
        6397585.95000000
        0.073406345050
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-10-05
          Fixed
          3.24000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Khadrawy Ltd
        N/A
        Khadrawy Ltd
        49374GAA7
        
          
        
        1820480.22000000
        PA
        USD
        1783233.19000000
        0.020460941341
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2025-03-31
          Fixed
          2.47000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Residential Mortgage Loan Trust
        N/A
        New Residential Mortgage Loan Trust 2022-NQM3
        64831QAA1
        
          
        
        43006835.64000000
        PA
        USD
        42463527.70000000
        0.487229462922
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2062-04-25
          Variable
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VORNADO REALTY LP
        549300BMOJ05INE4YK86
        Vornado Realty LP
        929043AK3
        
          
        
        3500000.00000000
        PA
        USD
        3114370.00000000
        0.035734497453
        Long
        DBT
        
        US
        N
        
        2
        
          2026-06-01
          Fixed
          2.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - SCRT
        N/A
        Seasoned Credit Risk Transfer Trust Series 2020-1
        35563PNP0
        
          
        
        3395668.85000000
        PA
        USD
        3256317.73000000
        0.037363215555
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2059-08-25
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912828K74
        
          
        
        30000000.00000000
        PA
        USD
        29064843.90000000
        0.333492035408
        Long
        DBT
        UST
        US
        N
        
        1
        
          2025-08-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PANASONIC HOLDINGS CORP
        254900GE1G59KGWPHX32
        Panasonic Holdings Corp
        69832AAB2
        
          
        
        2000000.00000000
        PA
        USD
        1946620.00000000
        0.022335652935
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2024-07-19
          Fixed
          2.68000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        JP Morgan Mortgage Trust 2019-INV2
        46651DBF2
        
          
        
        9402862.42000000
        PA
        USD
        8055803.08000000
        0.092432843446
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-02-25
          Variable
          3.76000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        JP Morgan Mortgage Trust 2014-IVR3
        46643BBC4
        
          
        
        1940615.98000000
        PA
        USD
        1820836.31000000
        0.020892402149
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2044-09-25
          Variable
          2.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GCAT
        N/A
        GCAT 2021-CM1 Trust
        36168AAA7
        
          
        
        13674511.01000000
        PA
        USD
        13199507.73000000
        0.151452067467
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2065-04-25
          Variable
          1.47000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PUBLIC SERVICE OKLAHOMA
        F3TJNSIZRGXRH8GEIK79
        Public Service Co of Oklahoma
        744533BM1
        
          
        
        9905000.00000000
        PA
        USD
        8272656.00000000
        0.094921028895
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-08-15
          Fixed
          2.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANTANDER HOLDINGS USA
        549300SMVCQN2P0O6I58
        Santander Holdings USA Inc
        80282KBB1
        
          
        
        4453000.00000000
        PA
        USD
        4293627.13000000
        0.049265375578
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-02
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PRKCM Trust
        N/A
        PRKCM 2021-AFC1 Trust
        69357TAA8
        
          
        
        33495341.91000000
        PA
        USD
        29445688.08000000
        0.337861867953
        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
        
          
        
        11870877.97000000
        PA
        USD
        11821854.81000000
        0.135644782282
        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
        
          
        
        2295575.78000000
        PA
        USD
        2118913.78000000
        0.024312563720
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-03-25
          Variable
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORTHERN STATES PWR-WISC
        OOVRSRHKQSBLKRB7QM17
        Northern States Power Co/WI
        665789AY9
        
          
        
        10000000.00000000
        PA
        USD
        9944800.00000000
        0.114107325163
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-06-15
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SBA TOWER TRUST
        N/A
        SBA Tower Trust
        78403DAT7
        
          
        
        26000000.00000000
        PA
        USD
        23257868.40000000
        0.266862395637
        Long
        DBT
        
        US
        N
        
        2
        
          2026-11-15
          Fixed
          1.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418D2Y7
        
          
        
        1531395.65000000
        PA
        USD
        1469045.01000000
        0.016855924366
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-07-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRANE TECHNOLOGIES CO LL
        549300S2NUDMTQBEXQ18
        Trane Technologies Co LLC
        456866AK8
        
          
        
        3000000.00000000
        PA
        USD
        3068130.00000000
        0.035203936484
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-11-15
          Fixed
          6.39000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VONTIER CORP
        549300VVSQLG4P5K4639
        Vontier Corp
        928881AB7
        
          
        
        5272000.00000000
        PA
        USD
        4615003.36000000
        0.052952868738
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-01
          Fixed
          1.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MIZUHO FINANCIAL GROUP
        353800CI5L6DDAN5XZ33
        Mizuho Financial Group Inc
        60687YBD0
        
          
        
        4800000.00000000
        PA
        USD
        4491312.00000000
        0.051533625492
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2026-05-25
          Fixed
          2.23000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN TOWER CORP
        5493006ORUSIL88JOE18
        American Tower Corp
        03027XBR0
        
          
        
        4969000.00000000
        PA
        USD
        4347527.17000000
        0.049883828377
        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
        
          
        
        25918000.00000000
        PA
        USD
        25784522.30000000
        0.295853397783
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-05-13
          Fixed
          4.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - SCRT
        N/A
        Seasoned Credit Risk Transfer Trust Series 2017-3
        35563PBY4
        
          
        
        8733495.41000000
        PA
        USD
        8583219.90000000
        0.098484460630
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2056-07-25
          Variable
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Petroleos Mexicanos
        549300CAZKPF4HKMPX17
        Petroleos Mexicanos
        71654QBF8
        
          
        
        520000.00000000
        PA
        USD
        507312.00000000
        0.005820933084
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2022-12-20
          Fixed
          1.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FAIRFAX FINL HLDGS LTD
        GLS7OQD0WOEDI8YAP031
        Fairfax Financial Holdings Ltd
        303901BJ0
        
          
        
        5261000.00000000
        PA
        USD
        4551922.42000000
        0.052229073656
        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
        
          
        
        10586967.38000000
        PA
        USD
        10485467.05000000
        0.120310976406
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2059-12-15
          Floating
          2.37000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bayview Commercial Asset Trust
        N/A
        Bayview Commercial Asset Trust 2004-3
        07324SAY8
        
          
        
        860501.49000000
        PA
        USD
        853988.61000000
        0.009798724560
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-01-25
          Floating
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN AIRLINES 2013-2
        N/A
        American Airlines 2013-2 Class A Pass Through Trust
        02377UAB0
        
          
        
        1285663.78000000
        PA
        USD
        1254820.71000000
        0.014397899885
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-01-15
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Onslow Bay Financial LLC
        N/A
        OBX 2021-NQM2 Trust
        670857AA9
        
          
        
        20669410.79000000
        PA
        USD
        18447907.78000000
        0.211672573771
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2061-05-25
          Variable
          1.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        QORVO INC
        254900YAUJV2EUEVBR11
        Qorvo Inc
        74736KAH4
        
          
        
        5140000.00000000
        PA
        USD
        4524382.20000000
        0.051913075261
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-10-15
          Fixed
          4.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Colorado Educational & Cultural Facilities Authority
        549300BJRX2FHSSZP042
        COLORADO ST EDUCTNL & CULTURAL FACS AUTH REVENUE
        19645R6G1
        
          
        
        580000.00000000
        PA
        USD
        578612.06000000
        0.006639034920
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2023-03-01
          Fixed
          2.69000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OWL ROCK TECHNOLOGY FINA
        254900G5EZJSOD3UKL16
        Owl Rock Technology Finance Corp
        691205AE8
        
          
        
        12276000.00000000
        PA
        USD
        11095785.36000000
        0.127313811039
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-17
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTINGHOUSE AIR BRAKE
        06BTX5UWZD0GQ5N5Y745
        Westinghouse Air Brake Technologies Corp
        960386AN0
        
          
        
        3853000.00000000
        PA
        USD
        3844831.64000000
        0.044115864989
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-15
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MFRA Trust
        N/A
        MFA 2022-NQM1 Trust
        55284PAE5
        
          
        
        13129000.00000000
        PA
        USD
        11832544.20000000
        0.135767433085
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2066-12-25
          Variable
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS GROUP AG
        549300SZJ9VS8SGXAN81
        UBS Group AG
        902613AH1
        
          
        
        7121000.00000000
        PA
        USD
        6219338.98000000
        0.071361126950
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2027-08-10
          Fixed
          1.49000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Onslow Bay Financial LLC
        N/A
        Onslow Bay Mortgage Loan Trust
        67115DAA0
        
          
        
        51753768.26000000
        PA
        USD
        45095044.08000000
        0.517423664439
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2061-10-25
          Variable
          1.96000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        9128282R0
        
          
        
        14695000.00000000
        PA
        USD
        14110644.21000000
        0.161906510653
        Long
        DBT
        UST
        US
        N
        
        1
        
          2027-08-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROSUS NV
        635400Z5LQ5F9OLVT688
        Prosus NV
        74365PAG3
        
          
        
        6400000.00000000
        PA
        USD
        5573632.00000000
        0.063952240263
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2027-01-19
          Fixed
          3.26000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LendingPoint Pass-Through Trust
        N/A
        LendingPoint Pass-Through Trust Series 2022-ST3
        52607TAA2
        
          
        
        9968876.17000000
        PA
        USD
        9754939.10000000
        0.111928848024
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-05-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Avangrid Inc
        549300OX0Q38NLSKPB49
        Avangrid Inc
        05351WAA1
        
          
        
        8870000.00000000
        PA
        USD
        8670336.30000000
        0.099484040248
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-12-01
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Petroleos Mexicanos
        549300CAZKPF4HKMPX17
        Petroleos Mexicanos
        71654QCP5
        
          
        
        10007000.00000000
        PA
        USD
        8046028.28000000
        0.092320686713
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2029-01-23
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Tower Corp
        5493006ORUSIL88JOE18
        American Tower Corp
        03027XAT7
        
          
        
        5475000.00000000
        PA
        USD
        5393094.00000000
        0.061880734725
        Long
        DBT
        
        US
        N
        
        2
        
          2024-05-15
          Fixed
          3.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418CZ72
        
          
        
        3743610.44000000
        PA
        USD
        3776480.46000000
        0.043331598807
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-09-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133L7V46
        
          
        
        47436655.45000000
        PA
        USD
        44509350.83000000
        0.510703379453
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-08-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM CRP / CAYMN FI
        N/A
        Broadcom Corp / Broadcom Cayman Finance Ltd
        11134LAR0
        
          
        
        12245000.00000000
        PA
        USD
        11339482.25000000
        0.130110006062
        Long
        DBT
        CORP
        XX
        
        N
        
        2
        
          2028-01-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Redlands Redevelopment Agency Successor Agency
        N/A
        REDLANDS CA REDEV AGY
        757593FE3
        
          
        
        285000.00000000
        PA
        USD
        285788.60000000
        0.003279158224
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2022-08-01
          Fixed
          5.82000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MOTOROLA SOLUTIONS INC
        6S552MUG6KGJVEBSEC55
        Motorola Solutions Inc
        620076BW8
        
          
        
        31921000.00000000
        PA
        USD
        32180198.52000000
        0.369237830460
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-06-01
          Fixed
          5.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHF Trust 2021-1
        N/A
        FHF Trust 2021-1
        30260WAA9
        
          
        
        13233215.65000000
        PA
        USD
        12666247.79000000
        0.145333405918
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-03-15
          Fixed
          1.27000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Small Business Administration Participation Certs
        N/A
        United States Small Business Administration
        83162CUS0
        
          
        
        2983948.45000000
        PA
        USD
        2841232.61000000
        0.032600500090
        Long
        ABS-O
        USGA
        US
        N
        
        2
        
          2032-04-01
          Fixed
          2.67000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRIGHTHSE FIN GLBL FUND
        549300BLFX3KJ2IFOA78
        Brighthouse Financial Global Funding
        10921U2B3
        
          
        
        7247000.00000000
        PA
        USD
        7193299.73000000
        0.082536420168
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-04-12
          Floating
          1.56000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - SLST
        N/A
        Seasoned Loans Structured Transaction Trust Series 2020-2
        35564CGN1
        
          
        
        36974583.44000000
        PA
        USD
        34554530.40000000
        0.396481079180
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-09-25
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS
        R0MUWSFPU8MPRO8K5P83
        BNP Paribas SA
        09659W2R4
        
          
        
        3650000.00000000
        PA
        USD
        3057313.00000000
        0.035079821476
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2029-09-15
          Fixed
          2.16000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3137AFJJ2
        
          
        
        184510.02000000
        PA
        USD
        179040.79000000
        0.002054326446
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-04-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46647PCZ7
        
          
        
        4690000.00000000
        PA
        USD
        4646945.80000000
        0.053319378511
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-26
          Fixed
          4.08000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN TOWER CORP
        5493006ORUSIL88JOE18
        American Tower Corp
        03027XAZ3
        
          
        
        7375000.00000000
        PA
        USD
        6969080.00000000
        0.079963707430
        Long
        DBT
        
        US
        N
        
        2
        
          2025-03-15
          Fixed
          2.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - SCRT
        N/A
        Seasoned Credit Risk Transfer Trust Series 2018-4
        35563PHA0
        
          
        
        12377678.58000000
        PA
        USD
        12063369.71000000
        0.138415941001
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2058-03-25
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Social Professional Loan Program LLC
        N/A
        SoFi Professional Loan Program 2017-E LLC
        83404KAC7
        
          
        
        852417.74000000
        PA
        USD
        849777.73000000
        0.009750408631
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2040-11-26
          Fixed
          2.72000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GJX8
        
          
        
        5093000.00000000
        PA
        USD
        5000307.40000000
        0.057373874025
        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
        
          
        
        29098000.00000000
        PA
        USD
        8717178.84000000
        0.100021514802
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2023-04-24
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHNGE 2022 2 M1
        N/A
        CHNGE Mortgage Trust 2022-2
        12546YAB7
        
          
        
        14163000.00000000
        PA
        USD
        13043193.91000000
        0.149658511851
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2067-03-25
          Variable
          4.61000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TELEDYNE TECHNOLOGIES IN
        549300VSMO9KYQWDND94
        Teledyne Technologies Inc
        879360AD7
        
          
        
        14013000.00000000
        PA
        USD
        12143245.41000000
        0.139332440324
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-04-01
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SHARJAH SUKUK PROGRAM
        549300N3BQ9P6RRMVV02
        Sharjah Sukuk Program Ltd
        000000000
        
          
        
        2000000.00000000
        PA
        USD
        1948740.00000000
        0.022359977962
        Long
        DBT
        NUSS
        KY
        
        Y
        
        2
        
          2028-03-14
          Fixed
          4.23000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK NY
        7LTWFZYICNSX8D621K86
        Deutsche Bank AG/New York NY
        251526BS7
        
          
        
        17100000.00000000
        PA
        USD
        17081190.00000000
        0.195990759142
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2023-02-27
          Floating
          2.78000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEW YORK LIFE GLOBAL FDG
        635400DPNHEAUHB7ZI15
        New York Life Global Funding
        64952WEE9
        
          
        
        49075000.00000000
        PA
        USD
        47512942.75000000
        0.545166801531
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-09
          Floating
          1.91000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mello Warehouse Securitization Trust
        N/A
        Mello Warehouse Securitization Trust 2020-2
        58551VAA0
        
          
        
        12000000.00000000
        PA
        USD
        11919427.20000000
        0.136764334655
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2053-11-25
          Floating
          2.42000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Trimble Inc
        549300E2MI7NSZFQWS19
        Trimble Inc
        896239AA8
        
          
        
        17000000.00000000
        PA
        USD
        17069530.00000000
        0.195856971493
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-12-01
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CarNow Auto Receivables Trust
        N/A
        CarNow Auto Receivables Trust 2021-2
        14369HAA6
        
          
        
        3372484.02000000
        PA
        USD
        3362819.93000000
        0.038585229187
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2023-09-15
          Fixed
          0.73000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38141GYH1
        
          
        
        10881000.00000000
        PA
        USD
        10306265.58000000
        0.118254806307
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-09-10
          Floating
          2.26000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Charter Communications Operating, LLC
        549300TPZNMN50BJ3745
        Charter Communications Operating, LLC 2019 Term Loan B2
        16117LBX6
        
          
        
        38716469.55000000
        PA
        USD
        36829041.66000000
        0.422578979182
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-02-01
          Floating
          3.42000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Entergy Texas Inc
        LWXX58X12AJXISQ28573
        Entergy Texas Inc
        29365TAF1
        
          
        
        12000000.00000000
        PA
        USD
        11425200.00000000
        0.131093537473
        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
        
          
        
        21547871.69000000
        PA
        USD
        19495673.94000000
        0.223694715385
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2056-10-15
          Fixed
          2.66000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bankers Healthcare Group Securitization Trust
        N/A
        BHG Securitization Trust 2021-B
        08862BAA3
        
          
        
        11008333.88000000
        PA
        USD
        10456411.03000000
        0.119977585617
        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
        
          
        
        6588000.00000000
        PA
        USD
        5201291.88000000
        0.059679983893
        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
        
          
        
        5240000.00000000
        PA
        USD
        4654744.40000000
        0.053408860188
        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
        
          
        
        5153742.02000000
        PA
        USD
        4988454.61000000
        0.057237874290
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2040-07-16
          Fixed
          3.14000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DXC TECHNOLOGY CO
        549300DOVZ3EDJB7O259
        DXC Technology Co
        23355LAM8
        
          
        
        31549000.00000000
        PA
        USD
        27084501.01000000
        0.310769443694
        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
        
          
        
        9525000.00000000
        PA
        USD
        8960262.75000000
        0.102810676450
        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
        
          
        
        5989854.36000000
        PA
        USD
        5673769.75000000
        0.065101227754
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-10-25
          Variable
          2.96000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        CSMC 2021-AFC1 Trust
        12657LAA2
        
          
        
        10477328.93000000
        PA
        USD
        8727536.21000000
        0.100140355984
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2056-03-25
          Variable
          0.83000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Residential Asset Mortgage Products, INC.
        N/A
        RAMP Series 2003-SL1 Trust
        760985E64
        
          
        
        396007.19000000
        PA
        USD
        396007.19000000
        0.004543813972
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2031-04-25
          Fixed
          7.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        F&G GLOBAL FUNDING
        6354009CCUKJIZ7KFX73
        F&G Global Funding
        30321L2D3
        
          
        
        13520000.00000000
        PA
        USD
        12040236.00000000
        0.138150503207
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-11
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PERSHING RD DEV CO LLC
        549300Q1WQC21CD1KB68
        Pershing Road Development Co LLC
        71531PAF0
        
          
        
        3420000.00000000
        PA
        USD
        3153855.60000000
        0.036187557966
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-09-15
          Floating
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oportun Funding LLC
        N/A
        Oportun Funding XIII LLC
        68377FAC2
        
          
        
        7500000.00000000
        PA
        USD
        7341306.68000000
        0.084234662181
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-08-08
          Fixed
          3.87000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Diamond Issuer LLC
        N/A
        Diamond Issuer
        25267TAN1
        
          
        
        27894000.00000000
        PA
        USD
        24513297.41000000
        0.281267275199
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2051-11-20
          Fixed
          2.31000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REGENERON PHARMACEUTICAL
        549300RCBFWIRX3HYQ56
        Regeneron Pharmaceuticals Inc
        75886FAE7
        
          
        
        2826000.00000000
        PA
        USD
        2266791.12000000
        0.026009318579
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-09-15
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Inflation Indexed Bonds
        9128285W6
        
          
        
        61200014.36000000
        PA
        USD
        61738502.27000000
        0.708391858424
        Long
        DBT
        UST
        US
        N
        
        1
        
          2029-01-15
          Fixed
          0.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC HOLDINGS PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC Holdings PLC
        404280CJ6
        
          
        
        3025000.00000000
        PA
        USD
        2774953.50000000
        0.031840008983
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-04-18
          Fixed
          1.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CROWN CASTLE INTL CORP
        54930012H97VSM0I2R19
        Crown Castle International Corp
        22822VAY7
        
          
        
        7689000.00000000
        PA
        USD
        6312207.66000000
        0.072426708627
        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
        
          
        
        5880473.30000000
        PA
        USD
        5709216.51000000
        0.065507946337
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2031-09-20
          Fixed
          0.84000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3137AQLA4
        
          
        
        490152.36000000
        PA
        USD
        490409.41000000
        0.005626991594
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-08-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRISTATE INSURED CASH SWEEP
        N/A
        TRISTATE INSURED CASH SWEEP
        000000000
        
          
        
        42179137.90000000
        PA
        USD
        42179137.90000000
        0.483966354626
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-10-01
          Variable
          1.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CBZ3
        
          
        
        45000000.00000000
        PA
        USD
        40594922.10000000
        0.465788952625
        Long
        DBT
        UST
        US
        N
        
        1
        
          2028-04-30
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MFRA Trust
        N/A
        MFA 2020-NQM3 Trust
        552757AA4
        
          
        
        4352325.25000000
        PA
        USD
        4107134.18000000
        0.047125542531
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2065-01-26
          Variable
          1.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nelnet Student Loan Trust
        N/A
        Nelnet Student Loan Trust 2015-3
        64033TAC7
        
          
        
        1816536.88000000
        PA
        USD
        1795386.21000000
        0.020600385936
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2051-02-27
          Floating
          2.22000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mission Lane Credit Card Master Trust
        N/A
        Mission Lane Credit Card Master Trust
        60510MAA6
        
          
        
        21455000.00000000
        PA
        USD
        20661793.63000000
        0.237074853612
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-09-15
          Fixed
          1.59000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38141GYR9
        
          
        
        6991000.00000000
        PA
        USD
        6713037.84000000
        0.077025861922
        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
        
          
        
        8140000.00000000
        PA
        USD
        7252509.64000000
        0.083215798783
        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
        
          
        
        2029000.00000000
        PA
        USD
        2033524.67000000
        0.023332803148
        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
        
          
        
        584756.08000000
        PA
        USD
        583929.99000000
        0.006700053217
        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
        
          
        
        7304712.28000000
        PA
        USD
        7182233.22000000
        0.082409442265
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2040-07-16
          Fixed
          3.54000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BLACK HILLS CORP
        3MGELCRSTNSAMJ962671
        Black Hills Corp
        092113AU3
        
          
        
        22410000.00000000
        PA
        USD
        20991895.20000000
        0.240862461929
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-08-23
          Fixed
          1.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GAZPROM PJSC (GAZ FN)
        213800UNP9N6BPNYMQ45
        Gazprom PJSC via Gaz Finance PLC
        000000000
        
          
        
        32475000.00000000
        PA
        USD
        8808194.25000000
        0.101065831931
        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
        
          
        
        27158357.73000000
        PA
        USD
        26238818.65000000
        0.301066025622
        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
        
          
        
        15876801.29000000
        PA
        USD
        15472789.09000000
        0.177535855510
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2055-07-26
          Floating
          2.52000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Appalachian Consumer Rate Relief Funding LLC
        N/A
        Appalachian Consumer Rate Relief Funding LLC
        037680AA3
        
          
        
        1611113.78000000
        PA
        USD
        1605756.05000000
        0.018424556324
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-02-01
          Fixed
          2.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RELIANCE STAND LIFE II
        N/A
        Reliance Standard Life Global Funding II
        75951AAQ1
        
          
        
        10762000.00000000
        PA
        USD
        9489608.74000000
        0.108884429065
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-09-28
          Fixed
          1.51000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pawnee Equipment Receivables
        N/A
        Pawneee Equipment Receivables Series 2021-1 LLC
        704100AB2
        
          
        
        8500000.00000000
        PA
        USD
        8204854.76000000
        0.094143072763
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-07-15
          Fixed
          1.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMEREN CORP
        XRZQ5S7HYJFPHJ78L959
        Ameren Corp
        023608AK8
        
          
        
        9990000.00000000
        PA
        USD
        8606884.50000000
        0.098755989893
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-15
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Commonbond Student Loan Trust
        549300O1CSZVJJTIR319
        Commonbond Student Loan Trust 2018-C-GS
        20267XAA1
        
          
        
        2125162.20000000
        PA
        USD
        2086529.09000000
        0.023940979540
        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
        
          
        
        28938467.62000000
        PA
        USD
        27773434.43000000
        0.318674313553
        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
        
          
        
        7532000.00000000
        PA
        USD
        6748069.44000000
        0.077427816931
        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
        
          
        
        14931000.00000000
        PA
        USD
        13084931.16000000
        0.150137407954
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-15
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAGALLANES INC
        549300DXR29GD4N0A520
        Magallanes Inc
        55903VAC7
        
          
        
        4090000.00000000
        PA
        USD
        4009672.40000000
        0.046007259306
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-15
          Fixed
          3.43000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VIATRIS INC
        254900ZZTSW7NL773X71
        Viatris Inc
        92556VAC0
        
          
        
        4935000.00000000
        PA
        USD
        4221695.10000000
        0.048440022475
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-22
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LendingPoint Pass-Through Trust
        N/A
        LendingPoint Pass-Through Trust Series 2022-ST1
        52607NAA5
        
          
        
        9117194.40000000
        PA
        USD
        8765639.03000000
        0.100577550384
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-03-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANTARES HOLDINGS
        5493008EAIGV4283RM42
        Antares Holdings LP
        03666HAA9
        
          
        
        10075000.00000000
        PA
        USD
        10170007.25000000
        0.116691368775
        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
        
          
        
        3543000.00000000
        PA
        USD
        3007192.11000000
        0.034504730907
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-15
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        61747YEG6
        
          
        
        9635000.00000000
        PA
        USD
        8937329.65000000
        0.102547540470
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-21
          Fixed
          1.16000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3132A8ZF9
        
          
        
        30881278.79000000
        PA
        USD
        30575502.25000000
        0.350825434125
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-02-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OWL ROCK CORE INCOME COR
        5493003I42XBWPE05N35
        OWL Rock Core Income Corp
        69120VAA9
        
          
        
        19056000.00000000
        PA
        USD
        16437515.04000000
        0.188605187993
        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
        
          
        
        12802000.00000000
        PA
        USD
        12585902.24000000
        0.144411515503
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2027-06-15
          Fixed
          4.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        AT&T Inc
        00206RKG6
        
          
        
        2905000.00000000
        PA
        USD
        2510355.75000000
        0.028803996042
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-01
          Fixed
          1.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vista Point Securitization Trust
        N/A
        Vista Point Securitization Trust 2020-2
        92838TAA9
        
          
        
        6238980.25000000
        PA
        USD
        5945575.61000000
        0.068219947049
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2065-04-25
          Variable
          1.48000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC HOLDINGS PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC Holdings PLC
        404280CX5
        
          
        
        3430000.00000000
        PA
        USD
        3056061.40000000
        0.035065460531
        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
        
          
        
        22374137.75000000
        PA
        USD
        21542369.56000000
        0.247178642927
        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
        
          
        
        0.05000000
        PA
        USD
        0.05000000
        0.000000000573
        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
        
          
        
        7433000.00000000
        PA
        USD
        6458162.05000000
        0.074101399424
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-08-27
          Fixed
          1.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hilton Grand Vacations Trust
        N/A
        Hilton Grand Vacations Trust 2020-A
        43285HAA6
        
          
        
        1084020.56000000
        PA
        USD
        1043106.81000000
        0.011968679908
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2039-02-25
          Fixed
          2.74000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LendingPoint Asset Securitization Trust
        N/A
        Lendingpoint 2022-B Asset Securitization Trust
        52606WAA6
        
          
        
        9954000.00000000
        PA
        USD
        9897496.92000000
        0.113564566342
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2029-10-15
          Fixed
          4.77000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Residential AP Advance Receivables Trust
        N/A
        New Residential Advance Receivables Trust Advance Receivables Backed Notes
        64831JAA7
        
          
        
        15385000.00000000
        PA
        USD
        15095665.07000000
        0.173208708340
        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
        
          
        
        3000000.00000000
        PA
        USD
        2859339.24000000
        0.032808256818
        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
        
          
        
        5753000.00000000
        PA
        USD
        5604687.66000000
        0.064308575060
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-01
          Floating
          1.79000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FLORIDA GAS TRANSMISSION
        549300Q0UQF87NXNOC32
        Florida Gas Transmission Co LLC
        340711AV2
        
          
        
        10435000.00000000
        PA
        USD
        10437504.40000000
        0.119760649633
        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
        
          
        
        1338153.64000000
        PA
        USD
        1336146.36000000
        0.015331036035
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-06-20
          Fixed
          2.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MIDLAND COGEN VENTURE
        A7EF7IZXZY5NPHMMPV49
        Midland Cogeneration Venture LP
        59748TAA7
        
          
        
        1672580.96000000
        PA
        USD
        1632907.34000000
        0.018736092109
        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
        
          
        
        12074000.00000000
        PA
        USD
        12075569.62000000
        0.138555923615
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-08-08
          Floating
          2.19000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912828M56
        
          
        
        16967000.00000000
        PA
        USD
        16524267.34000000
        0.189600589902
        Long
        DBT
        UST
        US
        N
        
        1
        
          2025-11-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLOBAL PAYMENTS INC
        549300NOMHGVQBX6S778
        Global Payments Inc
        891906AE9
        
          
        
        3835000.00000000
        PA
        USD
        3818049.30000000
        0.043808562562
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-06-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GKD0
        
          
        
        6371000.00000000
        PA
        USD
        5256966.94000000
        0.060318803394
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-10-20
          Fixed
          2.57000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MOODY'S CORPORATION
        549300GCEDD8YCF5WU84
        Moody's Corp
        615369AS4
        
          
        
        2693000.00000000
        PA
        USD
        2688125.67000000
        0.030843740438
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-24
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - SCRT
        N/A
        Seasoned Credit Risk Transfer Trust Series 2017-1
        35563PAP4
        
          
        
        4968049.48000000
        PA
        USD
        4850987.83000000
        0.055660570919
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2056-01-25
          Variable
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LendingPoint Asset Securitization Trust
        N/A
        Lendingpoint 2021-B Asset Securitization Trust
        52607HAA8
        
          
        
        6589722.11000000
        PA
        USD
        6461375.41000000
        0.074138269740
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2029-02-15
          Fixed
          1.11000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN TOWER CORP
        5493006ORUSIL88JOE18
        American Tower Corp
        03027XBW9
        
          
        
        3414000.00000000
        PA
        USD
        3110051.58000000
        0.035684947602
        Long
        DBT
        
        US
        N
        
        2
        
          2032-03-15
          Fixed
          4.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALEXANDER FUNDING TRUST
        N/A
        Alexander Funding Trust
        014621AA4
        
          
        
        38072000.00000000
        PA
        USD
        36346576.96000000
        0.417043145741
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-11-15
          Fixed
          1.84000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46647PCX2
        
          
        
        10418000.00000000
        PA
        USD
        10082540.40000000
        0.115687768069
        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
        
          
        
        2105000.00000000
        PA
        USD
        1938284.00000000
        0.022240005092
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-10
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUMITOMO MITSUI TR BK LT
        5493006GGLR4BTEL8O61
        Sumitomo Mitsui Trust Bank Ltd
        86563VAQ2
        
          
        
        14760000.00000000
        PA
        USD
        14282218.80000000
        0.163875169402
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2023-09-12
          Fixed
          0.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Springcastle SPV
        N/A
        SpringCastle America Funding LLC
        85022WAP9
        
          
        
        33810051.17000000
        PA
        USD
        33696409.16000000
        0.386634936537
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2037-09-25
          Fixed
          1.97000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Instar Leasing III, LLC
        N/A
        InStar Leasing III LLC
        45783NAA5
        
          
        
        9311087.46000000
        PA
        USD
        8265142.00000000
        0.094834812738
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2054-02-15
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - SLST
        N/A
        Seasoned Loans Structured Transaction Trust Series 2019-3
        35564CEE3
        
          
        
        3080099.78000000
        PA
        USD
        2959111.92000000
        0.033953055471
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-11-25
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Small Business Administration Participation Certs
        N/A
        United States Small Business Administration
        83162CUA9
        
          
        
        1937851.06000000
        PA
        USD
        1903314.89000000
        0.021838767098
        Long
        ABS-O
        USGA
        US
        N
        
        2
        
          2031-05-01
          Fixed
          3.79000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Diamond Resorts Owner Trust
        N/A
        Diamond Resorts Owner Trust 2018-1
        252724AA7
        
          
        
        2610633.12000000
        PA
        USD
        2600172.23000000
        0.029834556565
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2031-01-21
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROSUS NV
        635400Z5LQ5F9OLVT688
        Prosus NV
        74365PAH1
        
          
        
        18054000.00000000
        PA
        USD
        14521734.90000000
        0.166623393751
        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
        
          
        
        6257155.17000000
        PA
        USD
        6146523.54000000
        0.070525637539
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-05-15
          Fixed
          1.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CALEDONIA GENERA
        N/A
        Caledonia Generating LLC
        129268AB4
        
          
        
        19854123.52000000
        PA
        USD
        17662982.74000000
        0.202666289405
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2034-02-28
          Fixed
          1.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46647PCF1
        
          
        
        5699000.00000000
        PA
        USD
        5466936.72000000
        0.062728011217
        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
        
          
        
        26664267.21000000
        PA
        USD
        25555841.62000000
        0.293229499795
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2066-08-25
          Variable
          2.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CEP2
        
          
        
        81664000.00000000
        PA
        USD
        80758040.00000000
        0.926623353901
        Long
        DBT
        UST
        US
        N
        
        1
        
          2032-05-15
          Fixed
          2.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nielsen Finance LLC
        UJ76Y189LDMPCOCW7204
        Nielsen Finance LLC USD Term Loan B4
        65409YBE4
        
          
        
        14511083.54000000
        PA
        USD
        14409070.62000000
        0.165330675986
        Long
        LON
        CORP
        US
        N
        
        2
        
          2023-10-04
          Floating
          3.19000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verus Securitization Trust
        N/A
        Verus Securitization Trust 2020-INV1
        92537TAF2
        
          
        
        900000.00000000
        PA
        USD
        849524.55000000
        0.009747503626
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2060-03-25
          Variable
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Appalachian Power Co
        3SCHO1ABYYIG382BEI70
        Appalachian Power Co
        037735CU9
        
          
        
        7000000.00000000
        PA
        USD
        6909840.00000000
        0.079283983560
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-01
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RELIANCE STAND LIFE II
        N/A
        Reliance Standard Life Global Funding II
        75951AAJ7
        
          
        
        9950000.00000000
        PA
        USD
        9950099.50000000
        0.114168131994
        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
        
          
        
        11420000.00000000
        PA
        USD
        10246937.60000000
        0.117574072948
        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
        
          
        
        4000000.00000000
        PA
        USD
        3808960.00000000
        0.043704271303
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2025-01-22
          Fixed
          2.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133KNR54
        
          
        
        13612814.44000000
        PA
        USD
        12701510.57000000
        0.145738013502
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-02-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Amur Equipment Finance Receivables LLC
        549300LUWIM31186Z163
        Amur Equipment Finance Receivables VIII LLC
        03237PAG8
        
          
        
        4512600.85000000
        PA
        USD
        4481934.66000000
        0.051426029242
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-08-20
          Fixed
          1.68000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967MQ1
        
          
        
        4265000.00000000
        PA
        USD
        4101053.40000000
        0.047055771240
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-08
          Fixed
          3.11000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BLACKSTONE PRIVATE CRE
        549300ORP3TTCNXSYO43
        Blackstone Private Credit Fund
        09261HAC1
        
          
        
        8137000.00000000
        PA
        USD
        6786502.11000000
        0.077868796053
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-12-15
          Fixed
          2.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MIZUHO FINANCIAL GROUP
        353800CI5L6DDAN5XZ33
        Mizuho Financial Group Inc
        60687YAS8
        
          
        
        10850000.00000000
        PA
        USD
        10826564.00000000
        0.124224746476
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2024-09-11
          Fixed
          3.92000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        JP Morgan Mortgage Trust 2019-5
        46591FBA1
        
          
        
        8135508.94000000
        PA
        USD
        7772426.30000000
        0.089181358612
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-11-25
          Variable
          4.46000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAIN STREET CAPITAL CORP
        5493001FS9QJLJNF3E20
        Main Street Capital Corp
        56035LAE4
        
          
        
        8163000.00000000
        PA
        USD
        7139033.28000000
        0.081913763156
        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
        
          
        
        5123000.00000000
        PA
        USD
        5066903.15000000
        0.058137998281
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-12-06
          Floating
          2.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Angel Oak Mortgage Trust
        N/A
        Angel Oak Mortgage Trust 2020-2
        03464XAC4
        
          
        
        6054012.68000000
        PA
        USD
        6033497.81000000
        0.069228772472
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2065-01-26
          Variable
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OSCAR US Funding Trust
        N/A
        OSCAR US Funding Trust IX LLC
        68784XAE6
        
          
        
        772023.50000000
        PA
        USD
        772066.73000000
        0.008858747225
        Long
        ABS-O
        CORP
        JP
        N
        
        2
        
          2025-09-10
          Fixed
          3.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Los Angeles Community College District/CA
        N/A
        LOS ANGELES CA CMNTY CLG DIST
        54438CYN6
        
          
        
        12115000.00000000
        PA
        USD
        10351177.15000000
        0.118770124777
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2030-08-01
          Fixed
          1.81000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Buckeye Partners LP
        549300C1PQJLVEIUBK50
        Buckeye Partners LP
        118230AK7
        
          
        
        7000000.00000000
        PA
        USD
        6808340.00000000
        0.078119365518
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-07-01
          Fixed
          4.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        USASF Receivables LLC
        N/A
        US Auto Funding 2021-1
        90355EAA9
        
          
        
        6855165.07000000
        PA
        USD
        6783031.53000000
        0.077828974377
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-07-15
          Fixed
          0.79000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN TOWER CORP
        5493006ORUSIL88JOE18
        American Tower Corp
        03027XBV1
        
          
        
        6380000.00000000
        PA
        USD
        6070442.40000000
        0.069652677261
        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
        
          
        
        4398000.00000000
        PA
        USD
        4384146.30000000
        0.050303998815
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-02
          Floating
          2.11000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        F&G GLOBAL FUNDING
        6354009CCUKJIZ7KFX73
        F&G Global Funding
        30321L2C5
        
          
        
        17963000.00000000
        PA
        USD
        15187716.50000000
        0.174264912835
        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
        
          
        
        12955000.00000000
        PA
        USD
        11987909.25000000
        0.137550102448
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-15
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OLYMPUS CORP
        5299000Y52IFDI1I2A21
        Olympus Corp
        68163WAA7
        
          
        
        14061000.00000000
        PA
        USD
        12849363.63000000
        0.147434489771
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2026-12-08
          Fixed
          2.14000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONSOLIDATED EDISON INC
        54930033SBW53OO8T749
        Consolidated Edison Inc
        209115AE4
        
          
        
        29039000.00000000
        PA
        USD
        27927967.86000000
        0.320447440850
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-12-01
          Fixed
          0.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Preston Ridge Partners Mortgage Trust
        N/A
        PRPM 2022-INV1 Trust
        69377EAA7
        
          
        
        35000000.00000000
        PA
        USD
        33981255.00000000
        0.389903277467
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2067-04-25
          Variable
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418DMB5
        
          
        
        3440991.37000000
        PA
        USD
        3365554.48000000
        0.038616605603
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-03-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CDY4
        
          
        
        162472000.00000000
        PA
        USD
        147189477.50000000
        1.688862276747
        Long
        DBT
        UST
        US
        N
        
        1
        
          2032-02-15
          Fixed
          1.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Reliance Industries Ltd
        5493003UOETFYRONLG31
        Reliance Industries Ltd
        759470AT4
        
          
        
        2600000.00000000
        PA
        USD
        2528162.00000000
        0.029008306190
        Long
        DBT
        CORP
        IN
        N
        
        2
        
          2026-01-15
          Fixed
          2.51000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State of Connecticut
        5493007GRO6CU0IKP741
        CONNECTICUT ST
        20772KET2
        
          
        
        4695000.00000000
        PA
        USD
        4708385.45000000
        0.054024341318
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2022-09-15
          Fixed
          3.47000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GA GLOBAL FUNDING TRUST
        54930029I8ROQ4OROZ88
        GA Global Funding Trust
        36143L2E4
        
          
        
        6888000.00000000
        PA
        USD
        6628735.68000000
        0.076058573089
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-09-13
          Floating
          1.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137BWWC4
        
          
        
        1761251.92000000
        PA
        USD
        1761251.92000000
        0.020208726724
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-05-25
          Fixed
          2.67000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HYUNDAI CAPITAL AMERICA
        549300RIPPWJB5Z0FK07
        Hyundai Capital America
        44891ABV8
        
          
        
        8710000.00000000
        PA
        USD
        8146985.60000000
        0.093479078007
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-06-14
          Fixed
          0.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arroyo Mortgage Trust
        N/A
        Arroyo Mortgage Trust 2020-1
        04285CAD3
        
          
        
        3189000.00000000
        PA
        USD
        2917900.27000000
        0.033480190140
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2055-03-25
          Fixed
          4.28000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bayer US Finance II LLC
        529900XWNEXYNJ3X6T40
        Bayer US Finance II LLC
        07274NAJ2
        
          
        
        2500000.00000000
        PA
        USD
        2467300.00000000
        0.028309971379
        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
        
          
        
        22750000.00000000
        PA
        USD
        18131977.50000000
        0.208047567820
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-15
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arroyo Mortgage Trust
        N/A
        Arroyo Mortgage Trust 2019-1
        042859AC2
        
          
        
        3404163.54000000
        PA
        USD
        3314151.43000000
        0.038026803441
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-01-25
          Variable
          4.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Winwater Mortgage Loan Trust
        N/A
        WinWater Mortgage Loan Trust 2015-3
        97651JBE5
        
          
        
        1202070.11000000
        PA
        USD
        1145131.25000000
        0.013139315410
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2045-03-20
          Variable
          3.86000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC GAS & ELECTRIC
        1HNPXZSMMB7HMBMVBS46
        Pacific Gas and Electric Co
        694308KA4
        
          
        
        20160000.00000000
        PA
        USD
        19623542.40000000
        0.225161886966
        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
        
          
        
        2314450.54000000
        PA
        USD
        2088604.00000000
        0.023964787202
        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
        
          
        
        11457363.24000000
        PA
        USD
        9757870.09000000
        0.111962478407
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2048-07-20
          Fixed
          1.93000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136AFB37
        
          
        
        3637021.75000000
        PA
        USD
        3605194.25000000
        0.041366248950
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-01-25
          Floating
          1.92000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GILEAD SCIENCES INC
        549300WTZWR07K8MNV44
        Gilead Sciences Inc
        375558BW2
        
          
        
        3911000.00000000
        PA
        USD
        3786512.87000000
        0.043446711376
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-09-29
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LABORATORY CORP OF AMER
        OZ7UA8IXAIFILY2VZH07
        Laboratory Corp of America Holdings
        50540RAX0
        
          
        
        19555000.00000000
        PA
        USD
        17491751.95000000
        0.200701575440
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-01
          Fixed
          1.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credito Real USA Auto Receivables Trust
        N/A
        Credito Real USA Auto Receivables Trust 2021-1
        22551EAA4
        
          
        
        5056497.61000000
        PA
        USD
        4928649.63000000
        0.056551667801
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-02-16
          Fixed
          1.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SERVICE PROPERTIES TRUST
        529900IS770AG1K9QG27
        Service Properties Trust
        44106MAS1
        
          
        
        4233000.00000000
        PA
        USD
        3665989.65000000
        0.042063819588
        Long
        DBT
        
        US
        N
        
        2
        
          2024-03-15
          Fixed
          4.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC LIFE GF II
        6354003EUPCHXTWUU869
        Pacific Life Global Funding II
        6944PL2M0
        
          
        
        10506000.00000000
        PA
        USD
        10403041.20000000
        0.119365216485
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-30
          Floating
          2.31000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIA GROUP LTD
        ZP5ILWVSYE4LJGMMVD57
        AIA Group Ltd
        00131LAJ4
        
          
        
        4800000.00000000
        PA
        USD
        4506864.00000000
        0.051712070219
        Long
        DBT
        CORP
        HK
        N
        
        2
        
          2030-04-07
          Fixed
          3.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPIRE MISSOURI INC
        06LJQCOVPRXOPDHFC707
        Spire Missouri Inc
        84859DAB3
        
          
        
        31347000.00000000
        PA
        USD
        31052024.73000000
        0.356293086121
        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
        
          
        
        12143672.97000000
        PA
        USD
        10803211.60000000
        0.123956799418
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2066-06-25
          Variable
          0.93000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC LIFE GF II
        6354003EUPCHXTWUU869
        Pacific Life Global Funding II
        6944PL2G3
        
          
        
        13475000.00000000
        PA
        USD
        13025069.75000000
        0.149450553982
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-04
          Floating
          2.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Small Business Administration Participation Certs
        N/A
        United States Small Business Administration
        83162CVD2
        
          
        
        1625217.36000000
        PA
        USD
        1518799.04000000
        0.017426805558
        Long
        ABS-O
        USGA
        US
        N
        
        2
        
          2032-11-01
          Fixed
          2.09000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ellington Financial Mortgage Trust
        N/A
        Ellington Financial Mortgage Trust 2019-2
        31573TAA6
        
          
        
        4395140.17000000
        PA
        USD
        4243115.08000000
        0.048685796812
        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
        
          
        
        9000000.00000000
        PA
        USD
        9015750.00000000
        0.103447341007
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2023-09-14
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANTANDER HOLDINGS USA
        549300SMVCQN2P0O6I58
        Santander Holdings USA Inc
        80282KAP1
        
          
        
        4940000.00000000
        PA
        USD
        4755886.20000000
        0.054569368219
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-13
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Jersey Transportation Trust Fund Authority
        549300YUVD5TEXR6L889
        NEW JERSEY ST TRANSPRTN TRUST FUND AUTH
        6461366P1
        
          
        
        1170000.00000000
        PA
        USD
        1164712.77000000
        0.013363995130
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2023-06-15
          Fixed
          2.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage-Backed Securities Trust
        N/A
        GS Mortgage-Backed Securities Corp Trust 2020-PJ2
        36262DAT5
        
          
        
        5245956.49000000
        PA
        USD
        4579514.90000000
        0.052545671686
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-07-25
          Variable
          3.57000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENEL FINANCE INTL NV
        0YQH6LCEF474UTUV4B96
        Enel Finance International NV
        29278GAX6
        
          
        
        9030000.00000000
        PA
        USD
        8728307.70000000
        0.100149208114
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2032-06-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Inflation Indexed Bonds
        912828H45
        
          
        
        6712200.00000000
        PA
        USD
        6748272.10000000
        0.077430142266
        Long
        DBT
        UST
        US
        N
        
        1
        
          2025-01-15
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MITSUBISHI UFJ FIN GRP
        353800V2V8PUY9TK3E06
        Mitsubishi UFJ Financial Group Inc
        606822BY9
        
          
        
        4800000.00000000
        PA
        USD
        4239984.00000000
        0.048649870583
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2027-07-20
          Fixed
          1.54000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Small Business Administration Participation Certs
        N/A
        United States Small Business Administration
        83162CRS4
        
          
        
        387003.24000000
        PA
        USD
        391615.27000000
        0.004493420777
        Long
        ABS-O
        USGA
        US
        N
        
        2
        
          2028-04-01
          Fixed
          5.37000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS
        R0MUWSFPU8MPRO8K5P83
        BNP Paribas SA
        09659W2N3
        
          
        
        7000000.00000000
        PA
        USD
        6181700.00000000
        0.070929254682
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2027-01-13
          Fixed
          1.32000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UPSTART PASS-THROUGH TRUST
        N/A
        Upstart Pass-Through Trust Series 2020-ST2
        91680BAA9
        
          
        
        692750.55000000
        PA
        USD
        682496.46000000
        0.007831011733
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-03-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - SCRT
        N/A
        Seasoned Credit Risk Transfer Trust Series 2019-2
        35563PKG3
        
          
        
        26166571.88000000
        PA
        USD
        25884148.22000000
        0.296996512502
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2058-08-25
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREED ABS Trust
        N/A
        FREED ABS Trust 2019-2
        30312JAC2
        
          
        
        14570135.75000000
        PA
        USD
        14573091.45000000
        0.167212662369
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-11-18
          Fixed
          4.86000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BLACK HILLS CORP
        3MGELCRSTNSAMJ962671
        Black Hills Corp
        092113AT6
        
          
        
        5490000.00000000
        PA
        USD
        4589200.80000000
        0.052656808375
        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
        
          
        
        17190000.00000000
        PA
        USD
        16705757.70000000
        0.191683022884
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-09-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HP INC
        WHKXQACZ14C5XRO8LW03
        HP Inc
        40434LAB1
        
          
        
        10493000.00000000
        PA
        USD
        9698889.76000000
        0.111285734009
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-17
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC GAS & ELECTRIC
        1HNPXZSMMB7HMBMVBS46
        Pacific Gas and Electric Co
        694308JX6
        
          
        
        982000.00000000
        PA
        USD
        981725.04000000
        0.011264381220
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-11-14
          Floating
          2.37000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AEP TEXAS INC
        5493001L78U618KXNZ75
        AEP Texas Inc
        00108WAP5
        
          
        
        6527000.00000000
        PA
        USD
        6504286.04000000
        0.074630629286
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-05-15
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140KHUP4
        
          
        
        884433.19000000
        PA
        USD
        849010.16000000
        0.009741601479
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-08-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RCKT Mortgage Trust 2020-1
        N/A
        RCKT Mortgage Trust 2020-1
        749389BJ0
        
          
        
        3174452.72000000
        PA
        USD
        2831901.88000000
        0.032493438646
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-02-25
          Variable
          3.48000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Mortgage Loan Trust Inc
        N/A
        Citigroup Mortgage Loan Trust 2004-HYB2
        17307GEF1
        
          
        
        57356.17000000
        PA
        USD
        56433.53000000
        0.000647522238
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-03-25
          Variable
          2.48000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQUITABLE FINANCIAL LIFE
        635400B4JJBON4TCHF02
        Equitable Financial Life Global Funding
        29449WAE7
        
          
        
        8665000.00000000
        PA
        USD
        7716529.10000000
        0.088539990261
        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
        
          
        
        13337803.90000000
        PA
        USD
        13162265.06000000
        0.151024742488
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2067-05-25
          Variable
          4.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OWL ROCK CORE INCOME COR
        5493003I42XBWPE05N35
        OWL Rock Core Income Corp
        69120VAJ0
        
          
        
        6810000.00000000
        PA
        USD
        6534739.80000000
        0.074980057841
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-21
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CODELCO INC
        549300UVMBCBCIPSUI70
        Corp Nacional del Cobre de Chile
        21987BAQ1
        
          
        
        10000000.00000000
        PA
        USD
        9979800.00000000
        0.114508917592
        Long
        DBT
        CORP
        CL
        N
        
        2
        
          2022-07-17
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANTARES HOLDINGS
        5493008EAIGV4283RM42
        Antares Holdings LP
        03666HAD3
        
          
        
        7360000.00000000
        PA
        USD
        6189318.40000000
        0.071016668732
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-01-15
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROTECTIVE LIFE GLOBAL
        635400EVYITCJYWL2I50
        Protective Life Global Funding
        74368CBC7
        
          
        
        14716000.00000000
        PA
        USD
        13269711.52000000
        0.152257590624
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-15
          Fixed
          1.62000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Towd Point Mortgage Trust
        N/A
        Towd Point Mortgage Trust 2018-2
        89175VAA1
        
          
        
        18044083.83000000
        PA
        USD
        17668326.61000000
        0.202727605340
        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
        
          
        
        10249012.82000000
        PA
        USD
        10105399.45000000
        0.115950054395
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-02-16
          Fixed
          1.46000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Reliance Industries Ltd
        5493003UOETFYRONLG31
        Reliance Industries Ltd
        759470AU1
        
          
        
        600000.00000000
        PA
        USD
        575808.00000000
        0.006606860941
        Long
        DBT
        CORP
        IN
        N
        
        2
        
          2026-01-15
          Fixed
          2.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALLIANT ENERGY FINANCE
        54930033ER6EOI5DL570
        Alliant Energy Finance LLC
        01882YAA4
        
          
        
        9673000.00000000
        PA
        USD
        9669420.99000000
        0.110947607297
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-06-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912828P46
        
          
        
        52700000.00000000
        PA
        USD
        50097937.50000000
        0.574827210638
        Long
        DBT
        UST
        US
        N
        
        1
        
          2026-02-15
          Fixed
          1.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46647PBT2
        
          
        
        5982000.00000000
        PA
        USD
        5323920.18000000
        0.061087029515
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-11-19
          Fixed
          1.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CCL INDUSTRIES INC
        549300TD3EMSRRC0YH75
        CCL Industries Inc
        124900AD3
        
          
        
        9810000.00000000
        PA
        USD
        8504485.20000000
        0.097581053220
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2030-06-01
          Fixed
          3.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SECURITY BENEFIT GL FUND
        5493003C0JW6BY7YFF93
        Security Benefit Global Funding
        81412DAA1
        
          
        
        37488000.00000000
        PA
        USD
        35511632.64000000
        0.407462936685
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-05-17
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Foundation Finance Trust
        5493002KPTN6JUQ40J20
        Foundation Finance Trust 2019-1
        35041JAA3
        
          
        
        7135345.95000000
        PA
        USD
        7049082.40000000
        0.080881660518
        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
        
          
        
        4933000.00000000
        PA
        USD
        4300984.04000000
        0.049349789274
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2027-06-09
          Fixed
          1.79000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALEX ALPHA LLC
        N/A
        ALEX Alpha LLC
        01447UAA0
        
          
        
        978260.03000000
        PA
        USD
        960597.76000000
        0.011021965343
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-08-15
          Fixed
          1.62000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GRAPHIC PACKAGING INTERN
        SO75N4VY5NXGQSK8YQ65
        Graphic Packaging International LLC
        38869PAP9
        
          
        
        6873000.00000000
        PA
        USD
        6157520.70000000
        0.070651819716
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-15
          Fixed
          1.51000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATWEST GROUP PLC
        2138005O9XJIJN4JPN90
        NatWest Group PLC
        639057AC2
        
          
        
        3000000.00000000
        PA
        USD
        2634660.00000000
        0.030230271631
        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
        
          
        
        4325000.00000000
        PA
        USD
        3670065.25000000
        0.042110583305
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-10
          Fixed
          1.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Residential Mortgage Loan Trust
        N/A
        New Residential Mortgage Loan Trust 2018-RPL1
        64829VAA4
        
          
        
        2612486.30000000
        PA
        USD
        2550574.55000000
        0.029265469343
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2057-12-25
          Variable
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ORACLE CORP
        1Z4GXXU7ZHVWFCD8TV52
        Oracle Corp
        68389XCD5
        
          
        
        7482000.00000000
        PA
        USD
        6440505.60000000
        0.073898808092
        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
        
          
        
        2950000.00000000
        PA
        USD
        2323567.50000000
        0.026660774702
        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
        
          
        
        584490.19000000
        PA
        USD
        565709.00000000
        0.006490984314
        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
        
          
        
        362883.05000000
        PA
        USD
        361781.95000000
        0.004151111194
        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
        
          
        
        4995000.00000000
        PA
        USD
        4634357.00000000
        0.053174933746
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2066-04-25
          Variable
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        31397NGR0
        
          
        
        355432.35000000
        PA
        USD
        302881.19000000
        0.003475279787
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-03-25
          Variable
          0.59000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - SCRT
        N/A
        Seasoned Credit Risk Transfer Trust Series 2018-3
        35563PGG8
        
          
        
        9931379.08000000
        PA
        USD
        9838446.20000000
        0.112887014283
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2057-08-25
          Variable
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138WKZP3
        
          
        
        10567.76000000
        PA
        USD
        10573.47000000
        0.000121320728
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-06-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AEP TEXAS INC
        5493001L78U618KXNZ75
        AEP Texas Inc
        00108WAM2
        
          
        
        14455000.00000000
        PA
        USD
        12029017.35000000
        0.138021779639
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-07-01
          Fixed
          2.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHERN POWER CO
        5LADC78JBG2BMZD5XF57
        Southern Power Co
        843646AW0
        
          
        
        4703000.00000000
        PA
        USD
        4190608.15000000
        0.048083328654
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-15
          Fixed
          0.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LLOYDS BANKING GROUP PLC
        549300PPXHEU2JF0AM85
        Lloyds Banking Group PLC
        53944YAL7
        
          
        
        3500000.00000000
        PA
        USD
        3459540.00000000
        0.039695001980
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2025-07-09
          Fixed
          3.87000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HYUNDAI CAPITAL AMERICA
        549300RIPPWJB5Z0FK07
        Hyundai Capital America
        44891ABN6
        
          
        
        5440000.00000000
        PA
        USD
        4978035.20000000
        0.057118321257
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-15
          Fixed
          1.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967NA5
        
          
        
        7328000.00000000
        PA
        USD
        6476120.00000000
        0.074307450189
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-09
          Fixed
          1.46000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VMWARE INC
        549300BUDHS3LRWBE814
        VMware Inc
        928563AH8
        
          
        
        3304000.00000000
        PA
        USD
        3094262.08000000
        0.035503777783
        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
        
          
        
        10296000.00000000
        PA
        USD
        9532139.76000000
        0.109372432940
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-10-01
          Fixed
          0.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WALGREENS BOOTS ALLIANCE
        549300RPTUOIXG4LIH86
        Walgreens Boots Alliance Inc
        931427AS7
        
          
        
        5024000.00000000
        PA
        USD
        4436443.20000000
        0.050904057074
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-15
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WEC ENERGY GROUP INC
        549300IGLYTZUK3PVP70
        WEC Energy Group Inc
        92939UAG1
        
          
        
        11412000.00000000
        PA
        USD
        9990178.92000000
        0.114628006040
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-12-15
          Fixed
          2.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNIVERSITY OF CHICAGO
        54930099Y7GU6182V326
        University of Chicago/The
        91412NAG5
        
          
        
        532000.00000000
        PA
        USD
        524360.48000000
        0.006016548527
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-10-01
          Fixed
          3.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GJS9
        
          
        
        3632000.00000000
        PA
        USD
        3236947.36000000
        0.037140958585
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-22
          Fixed
          1.73000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BELROSE FUNDING TRUST
        N/A
        Belrose Funding Trust
        080807AA8
        
          
        
        9685000.00000000
        PA
        USD
        7760493.65000000
        0.089044442558
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-08-15
          Fixed
          2.33000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Navient Student Loan Trust
        N/A
        Navient Private Education Loan Trust 2017-A
        63939XAB7
        
          
        
        1904442.28000000
        PA
        USD
        1880684.34000000
        0.021579102597
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2058-12-16
          Fixed
          2.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Residential Advance Receivables Trust Advance
        549300RNWDDBV4LFKJ17
        NRZ Advance Receivables Trust 2015-ON1
        62942QDB6
        
          
        
        22268800.00000000
        PA
        USD
        22052520.96000000
        0.253032155484
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2052-10-15
          Fixed
          1.32000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMMONBOND STUDENT LOAN TRUST
        N/A
        Commonbond Student Loan Trust 2021-A-GS
        20268WAA2
        
          
        
        10987961.08000000
        PA
        USD
        10221376.20000000
        0.117280779671
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2052-03-25
          Fixed
          1.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Prodigy Finance Designated Activity Co
        635400HTAZNW3LYYMQ40
        Prodigy Finance CM2021-1 DAC
        742855AA7
        
          
        
        4204489.72000000
        PA
        USD
        4092928.63000000
        0.046962547065
        Long
        ABS-O
        CORP
        IE
        N
        
        2
        
          2051-07-25
          Floating
          2.87000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MET LIFE GLOB FUNDING I
        635400MMSOCXNNNZDZ82
        Metropolitan Life Global Funding I
        59217GGW3
        
          
        
        14683000.00000000
        PA
        USD
        14557754.01000000
        0.167036679518
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-01-07
          Floating
          1.08000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVT OF BERMUDA
        549300FP5PUZXX9FVJ40
        Bermuda Government International Bond
        085209AG9
        
          
        
        6800000.00000000
        PA
        USD
        5690308.00000000
        0.065290988781
        Long
        DBT
        NUSS
        BM
        N
        
        2
        
          2030-08-20
          Fixed
          2.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NBK SPC LTD
        549300P1ANDK86KWB419
        NBK SPC Ltd
        62877PAB0
        
          
        
        13033000.00000000
        PA
        USD
        11631040.19000000
        0.133455362094
        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
        
          
        
        27285000.00000000
        PA
        USD
        24892105.50000000
        0.285613745505
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-10-15
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bankers Healthcare Group Securitization Trust
        N/A
        Bankers Healthcare Group Securitization Trust 2020-A
        06616PAA5
        
          
        
        2765286.73000000
        PA
        USD
        2733487.01000000
        0.031364219600
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2031-09-17
          Fixed
          2.56000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        Wells Fargo & Co
        95000U2X0
        
          
        
        8792000.00000000
        PA
        USD
        8650888.40000000
        0.099260893694
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-25
          Fixed
          3.91000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Upstart Pass Through Trust
        N/A
        Upstart Pass-Through Trust Series 2021-ST4
        91534HAA4
        
          
        
        2939844.13000000
        PA
        USD
        2770710.49000000
        0.031791324392
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-07-20
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
    
    
      
    
    
      2022-07-18
      THORNBURG INVESTMENT TRUST
      Christopher Luckham
      Christopher Luckham
      Manager - Fund Admin
    
  
  XXXX

SCHEDULE OF INVESTMENTS

Thornburg Limited Term Income Fund

June 30, 2022 (Unaudited)

	Issuer-Description	SHARES/ PRINCIPAL AMOUNT	VALUE
	Preferred Stock — 0.3%
	Diversified Financials — 0.3%
	Capital Markets — 0.3%
^a,b	Gabelli Dividend & Income Trust Series J, 1.70%, 3/26/2028	1,162	$ 29,012,816
			29,012,816
	Total Preferred Stock (Cost $29,019,196)		29,012,816
	Asset Backed Securities — 21.6%
	Auto Receivables — 2.3%
	ACC Auto Trust,
^c	Series 2021-A Class A, 1.08% due 4/15/2027	$ 9,105,811	8,919,095
^c	Series 2022-A Class A, 4.58% due 7/15/2026	13,415,241	13,292,073
	ACC Trust,
^c	Series 2021-1 Class A, 0.74% due 11/20/2023	584,756	583,930
^c	Series 2022-1 Class A, 1.19% due 9/20/2024	9,113,716	8,983,464
^c	ACM Auto Trust, Series 2022-1A Class A, 3.23% due 4/20/2029	12,551,843	12,509,364
	American Credit Acceptance Receivables Trust,
^c	Series 2020-2 Class C, 3.88% due 4/13/2026	10,453,959	10,445,610
^c	Series 2020-2 Class D, 5.65% due 5/13/2026	4,250,000	4,279,137
	Arivo Acceptance Auto Loan Receivables Trust,
^c	Series 2019-1 Class A, 2.99% due 7/15/2024	333,026	332,971
^c	Series 2019-1 Class B, 3.37% due 6/15/2025	3,547,000	3,522,033
^c	Series 2021-1A Class A, 1.19% due 1/15/2027	4,716,340	4,640,929
^c	CarNow Auto Receivables Trust, Series 2021-2A Class A, 0.73% due 9/15/2023	3,372,484	3,362,820
^c	Carvana Auto Receivables Trust, Series 2019-1A Class D, 3.88% due 10/15/2024	7,997,004	8,000,084
^c	Credito Real USA Auto Receivables Trust, Series 2021-1A Class A, 1.35% due 2/16/2027	5,056,498	4,928,650
	Drive Auto Receivables Trust, Series 2019-1 Class D, 4.09% due 6/15/2026	8,777,462	8,773,142
^c	DT Auto Owner Trust, Series 2019-4A Class D, 2.85% due 7/15/2025	7,500,000	7,387,797
^c	Exeter Automobile Receivables Trust, Series 2019-3A Class D, 3.11% due 8/15/2025	2,000,000	1,985,790
	FHF Trust,
^c	Series 2020-1A Class A, 2.59% due 12/15/2023	2,032,943	2,031,386
^c	Series 2021-1A Class A, 1.27% due 3/15/2027	13,233,216	12,666,248
^c	Series 2021-2A Class A, 0.83% due 12/15/2026	10,552,337	10,072,564
^c	Flagship Credit Auto Trust, Series 2019-2 Class D, 3.53% due 5/15/2025	3,500,000	3,465,941
^c	GLS Auto Receivables Issuer Trust, Series 2020-3A Class B, 1.38% due 8/15/2024	932,230	931,622
	Lendbuzz Securitization Trust,
^c	Series 2021-1A Class A, 1.46% due 6/15/2026	22,374,138	21,542,369
^c	Series 2022-1A Class A, 4.22% due 5/17/2027	14,092,301	13,841,444
^c	Octane Receivables Trust, Series 2020-1A Class A, 1.71% due 2/20/2025	4,475,715	4,432,163
^c,d	Oscar US Funding Trust IX LLC, Series 2018-2A Class A4, 3.63% due 9/10/2025	772,023	772,067
^c,d	Oscar US Funding XI LLC, Series 2019-2A Class A3, 2.59% due 9/11/2023	1,485,792	1,485,589
^c,d	Oscar US Funding XII LLC, Series 2021-1A Class A3, 0.70% due 4/10/2025	18,000,000	17,348,064
^c	US Auto Funding, Series 2021-1A Class A, 0.79% due 7/15/2024	6,855,165	6,783,031
^c	Veros Auto Receivables Trust, Series 2021-1 Class A, 0.92% due 10/15/2026	5,712,779	5,589,729
			202,909,106
	Credit Card — 1.6%
^c	Avant Credit Card Master Trust, Series 2021-1A Class A, 1.37% due 4/15/2027	11,900,000	10,869,228
^c	Brex Commercial Charge Card Master Trust, Series 2021-1 Class A, 2.09% due 7/15/2024	3,400,000	3,334,434
^c	Continental Credit Card LLC, Series 2019-1A Class A, 3.83% due 8/15/2026	12,894,252	12,783,770
^c	Continental Finance Credit Card ABS Master Trust, Series 2020-1A Class A, 2.24% due 12/15/2028	17,500,000	16,507,890
^c	Genesis Sales Finance Master Trust, Series 2020-AA Class A, 1.65% due 9/22/2025	15,000,000	14,757,889
	Mercury Financial Credit Card Master Trust,
^c	Series 2021-1A Class A, 1.54% due 3/20/2026	31,450,000	29,923,153
^c	Series 2022-1A Class A, 2.50% due 9/21/2026	32,350,000	30,640,574
^c	Mission Lane Credit Card Master Trust, Series 2021-A Class A, 1.59% due 9/15/2026	21,455,000	20,661,794
			139,478,732
	Other Asset Backed — 14.4%
	Affirm Asset Securitization Trust,
^c	Series 2020-Z1 Class A, 3.46% due 10/15/2024	2,410,070	2,404,977
^c	Series 2022-1A Class A, 0.88% due 8/15/2025	14,500,000	14,317,274
^c	Amur Equipment Finance Receivables VII LLC, Series 2019-1A Class A2, 2.63% due 6/20/2024	1,338,154	1,336,146

SCHEDULE OF INVESTMENTS, Continued

Thornburg Limited Term Income Fund

June 30, 2022 (Unaudited)

	Issuer-Description	SHARES/ PRINCIPAL AMOUNT	VALUE
^c	Amur Equipment Finance Receivables VIII LLC, Series 2020-1A Class A2, 1.68% due 8/20/2025	$ 4,512,601	$ 4,481,935
^c	Amur Equipment Finance Receivables X LLC, Series 2022-1A Class A2, 1.64% due 10/20/2027	37,500,000	36,086,303
	Appalachian Consumer Rate Relief Funding LLC, Series 2013-1 Class A1, 2.008% due 2/1/2024	1,611,114	1,605,756
	Aqua Finance Trust,
^c	Series 2017-A Class A, 3.72% due 11/15/2035	850,794	840,704
^c	Series 2019-A Class A, 3.14% due 7/16/2040	5,153,742	4,988,455
^c	Series 2020-AA Class A, 1.90% due 7/17/2046	25,138,026	24,067,471
^c	Series 2020-AA Class C, 3.97% due 7/17/2046	6,300,000	5,848,772
^c	Series 2021-A Class A, 1.54% due 7/17/2046	16,304,418	15,057,480
^b,c,d	Arbor Realty Commercial Real Estate Notes Ltd., Series 2022-FL1 Class A, 2.229% (SOFR30A + 1.45%) due 1/15/2037	37,350,000	36,414,812
^c	Bankers Healthcare Group Securitization Trust, Series 2020-A Class A, 2.56% due 9/17/2031	2,765,287	2,733,487
	BHG Securitization Trust,
^c	Series 2021-A Class A, 1.42% due 11/17/2033	20,866,007	19,956,028
^c	Series 2021-B Class A, 0.90% due 10/17/2034	11,008,334	10,456,411
^c	Series 2022-A Class A, 1.71% due 2/20/2035	33,998,282	32,445,652
^c	BRE Grand Islander Timeshare Issuer LLC, Series 2017-1A Class A, 2.94% due 5/25/2029	1,317,839	1,282,130
^c	CFG Investments Ltd., Series 2021-1 Class A, 4.70% due 5/20/2032	6,000,000	5,816,248
^c	CFMT Issuer Trust, Series 2021-GRN1 Class A, 1.10% due 3/20/2041	7,290,674	6,914,815
^c	Conn’s Receivables Funding LLC, Series 2021-A Class A, 1.05% due 5/15/2026	6,257,155	6,146,524
^c,e	CP EF Asset Securitization I LLC, Series 2022-1A Class A, 5.96% due 4/15/2030	15,000,000	14,998,859
^c	Crossroads Asset Trust, Series 2021-A Class A2, 0.82% due 3/20/2024	2,923,547	2,889,242
^c	Dell Equipment Finance Trust, Series 2020-1 Class D, 5.92% due 3/23/2026	6,000,000	6,043,565
	Dext ABS LLC,
^c	Series 2020-1 Class A, 1.46% due 2/16/2027	10,249,013	10,105,399
^c	Series 2021-1 Class A, 1.12% due 2/15/2028	12,502,742	12,051,923
^c	Diamond Infrastructure Funding LLC, Series 2021-1A Class A, 1.76% due 4/15/2049	36,000,000	30,915,454
^c	Diamond Issuer, Series 2021-1A Class A, 2.305% due 11/20/2051	27,894,000	24,513,297
	Diamond Resorts Owner Trust,
^c	Series 2018-1 Class A, 3.70% due 1/21/2031	2,610,633	2,600,172
^c	Series 2019-1A Class A, 2.89% due 2/20/2032	6,305,442	6,204,028
^c,d	ECAF I Ltd., Series 2015-1A Class A2, 4.947% due 6/15/2040	3,559,411	2,215,776
^c	Encina Equipment Finance LLC, Series 2022-1A Class A1, 3.76% due 8/16/2027	16,471,000	16,439,404
	Entergy New Orleans Storm Recovery Funding I LLC, Series 2015-1 Class A, 2.67% due 6/1/2027	3,807,486	3,704,068
^c	ExteNet LLC, Series 2019-1A Class A2, 3.204% due 7/26/2049	9,855,000	9,460,630
	Federal National Mtg Assoc., Grantor Trust, Series 2017-T1 Class A, 2.898% due 6/25/2027	17,904,809	17,415,798
	Foundation Finance Trust,
^c	Series 2017-1A Class A, 3.30% due 7/15/2033	167,315	167,222
^c	Series 2019-1A Class A, 3.86% due 11/15/2034	7,135,346	7,049,082
^c	Series 2020-1A Class A, 3.54% due 7/16/2040	7,304,712	7,182,233
^c	Series 2020-1A Class B, 4.62% due 7/16/2040	3,000,000	2,892,013
^c	Series 2021-1A Class A, 1.27% due 5/15/2041	22,087,488	20,488,548
^c	Series 2021-2A Class A, 2.19% due 1/15/2042	15,440,164	14,578,768
	Freed ABS Trust,
^c	Series 2019-2 Class C, 4.86% due 11/18/2026	14,570,136	14,573,092
^c,e	Series 2022-3FP Class A, 4.50% due 8/20/2029	11,400,000	11,399,773
^c	Goldman Home Improvement Trust, Series 2021-GRN2 Class A, 1.15% due 6/25/2051	21,525,562	20,022,058
^c	Goodgreen Trust, Series 2021-1A Class A, 2.66% due 10/15/2056	21,547,872	19,495,674
	GoodLeap Sustainable Home Solutions Trust,
^c	Series 2021-3CS Class A, 2.10% due 5/20/2048	17,344,712	14,659,020
^c	Series 2021-4GS Class A, 1.93% due 7/20/2048	11,457,363	9,757,870
^b,c	Gracie Point International Funding, Series 2020-B Class A, 2.462% (LIBOR 1 Month + 1.40%) due 5/2/2023	14,174,445	14,168,766
^b,c,d	Greystone Commercial Real Estate Notes Ltd., Series 2021-FL3 Class A, 2.344% (LIBOR 1 Month + 1.02%) due 7/15/2039	28,050,000	26,762,368
	HERO Funding Trust,
^c	Series 2015-1A Class A, 3.84% due 9/21/2040	2,919,435	2,918,781
^c	Series 2017-2A Class A1, 3.28% due 9/20/2048	584,490	565,709
	Hilton Grand Vacations Trust,
^c	Series 2019-AA Class A, 2.34% due 7/25/2033	5,306,736	5,124,389
^c	Series 2020-AA Class A, 2.74% due 2/25/2039	1,084,021	1,043,107
^c	HIN Timeshare Trust, Series 2020-A Class A, 1.39% due 10/9/2039	4,913,076	4,580,890
^c	InStar Leasing III LLC, Series 2021-1A Class A, 2.30% due 2/15/2054	9,311,087	8,265,142
	LendingPoint Asset Securitization Trust,
^c	Series 2012-B Class A, 4.77% due 10/15/2029	9,954,000	9,897,497
^c	Series 2020-REV1 Class A, 2.731% due 10/15/2028	50,250,000	49,261,984
^c	Series 2021-A Class A, 1.00% due 12/15/2028	4,502,671	4,472,005
^c	Series 2021-B Class A, 1.11% due 2/15/2029	6,589,722	6,461,375

SCHEDULE OF INVESTMENTS, Continued

Thornburg Limited Term Income Fund

June 30, 2022 (Unaudited)

	Issuer-Description	SHARES/ PRINCIPAL AMOUNT	VALUE
	LendingPoint Pass-Through Trust,
^c	Series 2012-ST3 Class A, 4.00% due 5/15/2028	$ 9,968,876	$ 9,754,939
^c	Series 2022-ST1 Class A, 2.50% due 3/15/2028	9,117,194	8,765,639
^c	LL ABS Trust, Series 2021-1A Class A, 1.07% due 5/15/2029	11,885,036	11,467,252
^c	Loanpal Solar Loan Ltd., Series 2021-1GS Class A, 2.29% due 1/20/2048	18,177,324	15,563,541
	Marlette Funding Trust,
^c	Series 2019-4A Class B, 2.95% due 12/17/2029	110,888	110,834
^c	Series 2021-1A Class A, 0.60% due 6/16/2031	1,237,372	1,234,390
^b,c,d	MF1 Ltd., Series 2022-FL8 Class A, 2.142% (SOFR30A + 1.35%) due 2/19/2037	34,070,000	32,947,424
	Mosaic Solar Loan Trust,
^c	Series 2019-1A Class A, 4.37% due 12/21/2043	1,333,356	1,286,060
^c	Series 2021 Class A, 2.10% due 4/20/2046	4,342,933	3,984,487
^c	New Residential Advance Receivables Trust Advance Receivables Backed, Series 2020-T1 Class AT1, 1.426% due 8/15/2053	65,590,000	62,633,373
^c	New Residential Advance Receivables Trust Advance Receivables Backed Notes, Series 2020-APT1 Class AT1, 1.035% due 12/16/2052	15,385,000	15,095,665
	NRZ Advance Receivables Trust,
^c	Series 2020-T2 Class AT2, 1.475% due 9/15/2053	49,400,000	47,184,227
^c	Series 2020-T2 Class BT2, 1.724% due 9/15/2053	3,000,000	2,855,552
^c	Series 2020-T3 Class AT3, 1.317% due 10/15/2052	22,268,800	22,052,521
^c	Ocwen Master Advance Receivables Trust, Series 2020-T1 Class AT1, 1.278% due 8/15/2052	50,717,368	50,591,889
	Oportun Funding LLC,
^c	Series 2019-A Class B, 3.87% due 8/8/2025	7,500,000	7,341,307
^c	Series 2022-1 Class A, 3.25% due 6/15/2029	22,867,718	22,517,508
^c	Oportun Issuance Trust, Series 2022-A Class A, 5.05% due 6/9/2031	22,026,000	21,797,474
	Pagaya AI Debt Selection Trust,
^c	Series 2020-3 Class A, 2.10% due 5/17/2027	308,253	307,823
^c	Series 2021-1 Class A, 1.18% due 11/15/2027	17,621,175	17,170,250
^c	Series 2021-3 Class A, 1.15% due 5/15/2029	20,007,590	19,428,061
^c	Series 2021-HG1 Class A, 1.22% due 1/16/2029	10,771,131	10,273,629
	Pagaya AI Debt Trust,
^c	Series 2022-1 Class A, 2.03% due 10/15/2029	27,158,358	26,238,819
^c	Series 2022-2 Class A, 4.97% due 1/15/2030	15,265,000	15,152,092
	Pawnee Equipment Receivables LLC,
^c	Series 2019-1 Class A2, 2.29% due 10/15/2024	2,761,112	2,756,037
^c	Series 2020-1 Class A, 1.37% due 11/17/2025	3,738,479	3,688,643
^c	Series 2021-1 Class A2, 1.10% due 7/15/2027	8,500,000	8,204,855
^c	SCF Equipment Leasing LLC, Series 2019-2A Class C, 3.11% due 6/21/2027	3,000,000	2,859,339
^c	Service Experts Issuer LLC, Series 2021-1A Class A, 2.67% due 2/2/2032	20,821,140	19,123,356
^c	Sierra Timeshare Receivables Funding LLC, Series 2019-1A Class A, 3.20% due 1/20/2036	1,032,936	1,015,114
^c	SoFi Consumer Loan Program Trust, Series 2018-3 Class C, 4.67% due 8/25/2027	5,725,524	5,726,462
^c	SpringCastle America Funding LLC, Series 2020-AA Class A, 1.97% due 9/25/2037	33,810,051	33,696,409
^c	SPS Servicer Advance Receivables Trust, Series 2020-T2 Class A, 1.83% due 11/15/2055	6,000,000	5,472,163
^c	Theorem Funding Trust, Series 2021-1A Class A, 1.21% due 12/15/2027	11,142,472	10,859,406
	Upstart Pass-Through Trust,
^c	Series 2020-ST2 Class A, 3.50% due 3/20/2028	692,751	682,497
^c	Series 2020-ST3 Class A, 3.35% due 4/20/2028	3,367,671	3,291,342
^c	Series 2021-ST4 Class A, 2.00% due 7/20/2027	2,939,844	2,770,711
^c	Series 2021-ST6 Class A, 1.85% due 8/20/2027	5,385,728	5,180,613
^c	Series 2021-ST8 Class A, 1.75% due 10/20/2029	6,962,809	6,553,193
	Upstart Securitization Trust,
^c	Series 2019-3 Class B, 3.829% due 1/21/2030	312,138	311,899
^c	Series 2020-1 Class B, 3.093% due 4/22/2030	1,923,798	1,916,044
^c	Series 2020-3 Class A, 1.702% due 11/20/2030	2,423,153	2,412,199
^c	Series 2021-1 Class A, 0.87% due 3/20/2031	2,797,416	2,766,124
^c	Series 2021-2 Class A, 0.91% due 6/20/2031	3,988,956	3,886,907
^c	Series 2021-4 Class A, 0.84% due 9/20/2031	5,880,473	5,709,217
^c	Upstart Structured Pass-Through Trust, Series 2022-1A Class A, 3.40% due 4/15/2030	30,443,914	29,081,628
			1,252,265,275
	Student Loan — 3.3%
	College Ave Student Loans LLC,
^b,c	Series 2021-A Class A1, 2.724% (LIBOR 1 Month + 1.10%) due 7/25/2051	10,008,345	9,890,562
^c	Series 2021-A Class A2, 1.60% due 7/25/2051	2,314,450	2,088,604
^b,c	Series 2021-C Class A1, 2.524% (LIBOR 1 Month + 0.90%) due 7/26/2055	15,876,801	15,472,789
	Commonbond Student Loan Trust,
^c	Series 18-CGS Class A1, 3.87% due 2/25/2046	2,125,162	2,086,529

SCHEDULE OF INVESTMENTS, Continued

Thornburg Limited Term Income Fund

June 30, 2022 (Unaudited)

	Issuer-Description	SHARES/ PRINCIPAL AMOUNT	VALUE
^c	Series 2020-1 Class A, 1.69% due 10/25/2051	$ 15,326,565	$ 14,575,043
^c	Series 2021-AGS Class A, 1.20% due 3/25/2052	10,987,961	10,221,376
^c	Series 2021-BGS Class A, 1.17% due 9/25/2051	12,730,231	11,555,422
	Navient Private Education Loan Trust,
^b,c	Series 2015-AA Class A2B, 2.524% (LIBOR 1 Month + 1.20%) due 12/15/2028	1,014,824	1,013,894
^c	Series 2017-A Class A2A, 2.88% due 12/16/2058	1,904,442	1,880,684
	Navient Private Education Refi Loan Trust,
^b,c	Series 2019-D Class A2B, 2.374% (LIBOR 1 Month + 1.05%) due 12/15/2059	10,586,967	10,485,467
^c	Series 2021-A Class A, 0.84% due 5/15/2069	3,848,181	3,520,673
^c	Series 2022-BA Class A, 4.16% due 10/15/2070	25,000,000	24,725,085
	Navient Student Loan Trust,
^b	Series 2014-1 Class A3, 2.134% (LIBOR 1 Month + 0.51%) due 6/25/2031	5,895,682	5,631,868
^b,c	Series 2016-6A Class A2, 2.374% (LIBOR 1 Month + 0.75%) due 3/25/2066	3,164,187	3,149,146
^b,c	Series 2019-BA Class A2B, 2.304% (LIBOR 1 Month + 0.98%) due 12/15/2059	1,672,888	1,661,421
^b,c	Nelnet Private Education Loan Trust, Series 2016-A Class A1A, 3.374% (LIBOR 1 Month + 1.75%) due 12/26/2040	627,852	627,951
	Nelnet Student Loan Trust,
^b,c	Series 2013-1A Class A, 2.224% (LIBOR 1 Month + 0.60%) due 6/25/2041	3,764,469	3,656,051
^b,c	Series 2015-2A Class A2, 2.224% (LIBOR 1 Month + 0.60%) due 9/25/2047	27,422,291	26,597,688
^b,c	Series 2015-3A Class A2, 2.224% (LIBOR 1 Month + 0.60%) due 2/27/2051	1,816,537	1,795,386
^b,c	Series 2021-CA Class AFL, 2.335% (LIBOR 1 Month + 0.74%) due 4/20/2062	15,334,048	15,015,694
^b,c	Series 2021-DA Class AFL, 2.285% (LIBOR 1 Month + 0.69%) due 4/20/2062	21,436,494	21,016,065
^b,c	Pennsylvania Higher Education Assistance Agency, Student Loan Trust, Series 2012-1A Class A1, 2.174% (LIBOR 1 Month + 0.55%) due 5/25/2057	864,056	835,991
^b,c,d	Prodigy Finance DAC, Series 2021-1A Class A, 2.874% (LIBOR 1 Month + 1.25%) due 7/25/2051	4,204,490	4,092,929
	SLM Student Loan Trust,
^b	Series 2011-2 Class A2, 2.824% (LIBOR 1 Month + 1.20%) due 10/25/2034	11,870,878	11,821,855
^b	Series 2013-6 Class A3, 2.274% (LIBOR 1 Month + 0.65%) due 6/26/2028	28,938,468	27,773,434
	SMB Private Education Loan Trust,
^b,c	Series 2015-A Class A3, 2.824% (LIBOR 1 Month + 1.50%) due 2/17/2032	6,124,921	6,132,862
^b,c	Series 2017-B Class A2B, 2.074% (LIBOR 1 Month + 0.75%) due 10/15/2035	1,176,424	1,164,813
^b,c	Series 2021-D Class A1B, 1.924% (LIBOR 1 Month + 0.60%) due 3/17/2053	9,547,002	9,384,767
^b,c	Series 2021-E Class A1B, 1.954% (LIBOR 1 Month + 0.63%) due 2/15/2051	28,529,502	27,797,049
^c	SoFi Professional Loan Program LLC, Series 2017-E Class A2B, 2.72% due 11/26/2040	852,418	849,778
^b,c	Towd Point Asset Trust, Series 2021-SL1 Class A2, 2.312% (LIBOR 1 Month + 0.70%) due 11/20/2061	8,005,163	7,909,944
			284,430,820
	Total Asset Backed Securities (Cost $1,948,975,391)		1,879,083,933
	Corporate Bonds — 40.6%
	Automobiles & Components — 1.4%
	Auto Components — 0.1%
^d	Aptiv plc/Aptiv Corp., 2.396% due 2/18/2025	5,434,000	5,190,176
	Automobiles — 1.3%
^b,c,d	BMW Finance NV, 2.19% (LIBOR 3 Month + 0.79%) due 8/12/2022	25,800,000	25,797,936
	Daimler Finance North America LLC,
^c	2.125% due 3/10/2025	16,900,000	16,062,774
^c	3.70% due 5/4/2023	4,725,000	4,723,583
^b,c	Daimler Trucks Finance North America LLC, 2.23% (SOFR + 0.75%) due 12/13/2024	10,414,000	10,270,599
	Hyundai Capital America,
^c	0.875% due 6/14/2024	8,710,000	8,146,986
^c	1.00% due 9/17/2024	8,872,000	8,246,080
^c	1.80% due 10/15/2025 - 1/10/2028	9,765,000	8,648,100
^c	2.375% due 2/10/2023 - 10/15/2027	14,960,000	14,454,862
^c	3.00% due 2/10/2027	2,105,000	1,938,284
	Hyundai Capital Services, Inc.,
^c,d	1.25% due 2/8/2026	2,970,000	2,672,050
^c,d	3.75% due 3/5/2023	2,029,000	2,033,525
^c,d	Kia Corp., 2.375% due 2/14/2025	9,800,000	9,380,266
^b,c	Nissan Motor Acceptance Co. LLC, 1.671% (LIBOR 3 Month + 0.65%) due 7/13/2022	1,560,000	1,559,750
			119,124,971
	Banks — 0.9%
	Banks — 0.9%
^b	Capital One NA, 2.191% (LIBOR 3 Month + 0.82%) due 8/8/2022	12,074,000	12,075,570

SCHEDULE OF INVESTMENTS, Continued

Thornburg Limited Term Income Fund

June 30, 2022 (Unaudited)

	Issuer-Description	SHARES/ PRINCIPAL AMOUNT	VALUE
^b	Citizens Bank NA/Providence RI, 3.182% (LIBOR 3 Month + 0.95%) due 3/29/2023	$ 20,500,000	$ 20,519,065
^b,c,d	NBK SPC Ltd., 1.625% (SOFR + 1.05%) due 9/15/2027	13,033,000	11,631,040
	Santander Holdings USA, Inc.,
	3.244% due 10/5/2026	6,823,000	6,397,586
	3.45% due 6/2/2025	4,453,000	4,293,627
	4.40% due 7/13/2027	4,940,000	4,755,886
	Sumitomo Mitsui Trust Bank Ltd.,
^c,d	0.80% due 9/12/2023	14,760,000	14,282,219
^c,d	0.85% due 3/25/2024	6,550,000	6,212,609
			80,167,602
	Capital Goods — 0.6%
	Aerospace & Defense — 0.3%
	Boeing Co., 2.196% due 2/4/2026	6,256,000	5,645,852
	Teledyne Technologies, Inc.,
	2.25% due 4/1/2028	14,013,000	12,143,246
	2.75% due 4/1/2031	7,501,000	6,273,011
	Industrial Conglomerates — 0.0%
	Trane Technologies Co. LLC, 6.391% due 11/15/2027	3,000,000	3,068,130
	Machinery — 0.3%
	Flowserve Corp., 3.50% due 10/1/2030	8,414,000	7,123,797
	nVent Finance Sarl,
^d	2.75% due 11/15/2031	10,462,000	8,498,492
^d	4.55% due 4/15/2028	7,023,000	6,781,409
	Westinghouse Air Brake Technologies Corp., 4.40% due 3/15/2024	3,853,000	3,844,832
			53,378,769
	Commercial & Professional Services — 0.2%
	Commercial Services & Supplies — 0.1%
	Quanta Services, Inc., 0.95% due 10/1/2024	10,296,000	9,532,140
	Hotels, Restaurants & Leisure — 0.1%
^c	Magallanes, Inc., 3.428% due 3/15/2024	4,090,000	4,009,672
			13,541,812
	Consumer Durables & Apparel — 0.2%
	Household Durables — 0.2%
	Panasonic Corp.,
^c,d	2.536% due 7/19/2022	16,810,000	16,801,763
^c,d	2.679% due 7/19/2024	2,000,000	1,946,620
			18,748,383
	Diversified Financials — 8.1%
	Capital Markets — 1.9%
	Blackstone Private Credit Fund,
^c	2.625% due 12/15/2026	8,137,000	6,786,502
^c	3.25% due 3/15/2027	3,543,000	3,007,192
	Hercules Capital, Inc.,
	2.625% due 9/16/2026	14,120,000	12,174,829
	3.375% due 1/20/2027	7,458,000	6,483,985
^c,d	LSEGA Financing plc, 1.375% due 4/6/2026	9,720,000	8,729,046
	Main Street Capital Corp., 3.00% due 7/14/2026	8,163,000	7,139,033
	Owl Rock Capital Corp.,
	2.625% due 1/15/2027	2,081,000	1,731,267
	2.875% due 6/11/2028	20,499,000	16,133,533
^c	Owl Rock Capital Corp. III, 3.125% due 4/13/2027	16,243,000	13,923,987
	Owl Rock Core Income Corp.,
^c	3.125% due 9/23/2026	19,056,000	16,437,515
^c	4.70% due 2/8/2027	4,870,000	4,455,855
^c	5.50% due 3/21/2025	6,810,000	6,534,740
	Owl Rock Technology Finance Corp.,
	2.50% due 1/15/2027	10,556,000	8,976,083
^c	3.75% due 6/17/2026	12,276,000	11,095,785
^c	4.75% due 12/15/2025	17,883,000	16,915,530
	Sixth Street Specialty Lending, Inc.,
	2.50% due 8/1/2026	2,591,000	2,260,233

SCHEDULE OF INVESTMENTS, Continued

Thornburg Limited Term Income Fund

June 30, 2022 (Unaudited)

	Issuer-Description	SHARES/ PRINCIPAL AMOUNT	VALUE
	3.875% due 11/1/2024	$ 14,960,000	$ 14,416,354
	SLR Investment Corp., 4.50% due 1/20/2023	13,191,000	13,033,236
	Consumer Finance — 0.1%
^b	Wells Fargo & Co., 3.908% (SOFR + 1.32%) due 4/25/2026	8,792,000	8,650,888
	Diversified Financial Services — 5.8%
	Antares Holdings LP,
^c	2.75% due 1/15/2027	7,360,000	6,189,318
^c	3.75% due 7/15/2027	8,520,000	7,237,144
^c	3.95% due 7/15/2026	14,391,000	12,525,063
^c	6.00% due 8/15/2023	10,075,000	10,170,007
	Bank of America Corp.,
^b	0.976% (SOFR + 0.69%) due 4/22/2025	9,525,000	8,960,263
^b	1.197% (SOFR + 1.01%) due 10/24/2026	3,035,000	2,719,967
^b	1.734% (SOFR + 0.96%) due 7/22/2027	3,632,000	3,236,947
^b	1.938% (BSBY3M + 0.43%) due 5/28/2024	5,093,000	5,000,307
^b	2.572% (SOFR + 1.21%) due 10/20/2032	6,371,000	5,256,967
^b	3.841% (SOFR + 1.11%) due 4/25/2025	7,305,000	7,283,523
^b,d	Barclays plc, 2.791% (LIBOR 3 Month + 1.38%) due 5/16/2024	17,500,000	17,483,025
	BNP Paribas SA,
^b,c,d	1.323% (SOFR + 1.00%) due 1/13/2027	7,000,000	6,181,700
^b,c,d	2.159% (SOFR + 1.22%) due 9/15/2029	3,650,000	3,057,313
^b,c,d	2.219% (SOFR + 2.07%) due 6/9/2026	4,800,000	4,454,256
^b	Charles Schwab Corp., 2.433% (SOFRINDX + 1.05%) due 3/3/2027	33,148,000	32,608,019
	Citigroup Mortgage Loan Trust,
^b	1.462% (SOFR + 0.77%) due 6/9/2027	7,328,000	6,476,120
^b	1.794% (SOFR + 0.67%) due 5/1/2025	5,753,000	5,604,688
^b	2.216% (SOFR + 0.77%) due 6/9/2027	17,355,000	16,436,053
^b	3.106% (SOFR + 2.84%) due 4/8/2026	4,265,000	4,101,053
	3.40% due 5/1/2026	2,425,000	2,346,503
^b	4.412% (SOFR + 3.91%) due 3/31/2031	10,815,000	10,357,958
^b	Citigroup, Inc., 4.658% (SOFR + 1.89%) due 5/24/2028	3,532,000	3,506,216
	Deutsche Bank AG,
^d	0.898% due 5/28/2024	10,952,000	10,267,500
^b,d	2.311% (SOFR + 1.22%) due 11/16/2027	4,850,000	4,184,047
^b,d	2.783% (LIBOR 3 Month + 1.23%) due 2/27/2023	17,100,000	17,081,190
	Goldman Sachs Group, Inc.,
^b,f	0.65% (SOFR + 0.50%) due 7/16/2024	14,450,000	13,842,233
^b	1.676% (SOFR + 0.70%) due 1/24/2025	6,322,000	6,174,065
^b	1.868% (SOFR + 0.92%) due 10/21/2027	6,991,000	6,713,038
^b	1.937% (SOFR + 0.50%) due 9/10/2024	10,786,000	10,552,160
^b	2.009% (SOFR + 0.62%) due 12/6/2023	5,123,000	5,066,903
^b	2.258% (SOFR + 0.82%) due 9/10/2027	10,881,000	10,306,266
	HSBC Holdings plc,
^b,d	1.589% (SOFR + 1.29%) due 5/24/2027	6,100,000	5,363,242
^b,d	1.645% (SOFR + 1.54%) due 4/18/2026	3,025,000	2,774,954
^b,d	1.849% (SOFR + 0.58%) due 11/22/2024	1,585,000	1,538,908
^b,d	2.013% (SOFR + 1.73%) due 9/22/2028	9,550,000	8,171,649
^b,d	2.099% (SOFR + 1.93%) due 6/4/2026	6,800,000	6,289,320
^b,d	2.206% (SOFR + 1.29%) due 8/17/2029	3,500,000	2,939,615
^b,d	2.251% (SOFR + 1.10%) due 11/22/2027	3,430,000	3,056,061
^b,d	4.18% (SOFR + 1.51%) due 12/9/2025	5,400,000	5,315,490
	JPMorgan Chase & Co.,
^b	1.045% (SOFR + 0.80%) due 11/19/2026	5,982,000	5,323,920
^b	1.847% (SOFR + 0.89%) due 4/22/2027	5,699,000	5,466,937
^b	2.038% (SOFR + 0.60%) due 12/10/2025	6,825,000	6,616,701
^b	2.212% (SOFR + 0.92%) due 2/24/2026	10,418,000	10,082,540
^b	4.08% (SOFR + 1.32%) due 4/26/2026	4,690,000	4,646,946
^b	4.323% (SOFR + 1.56%) due 4/26/2028	7,269,000	7,157,566
^b,d	Lloyds Banking Group plc, 3.87% (H15T1Y + 3.50%) due 7/9/2025	3,500,000	3,459,540
	Mitsubishi UFJ Financial Group, Inc.,
^b,d	0.953% (H15T1Y + 0.55%) due 7/19/2025	14,075,000	13,143,516
^b,d	1.538% (H15T1Y + 0.75%) due 7/20/2027	4,800,000	4,239,984
^b,d	1.64% (H15T1Y + 0.67%) due 10/13/2027	6,750,000	5,952,353
^d	2.623% due 7/18/2022	10,800,000	10,800,864

SCHEDULE OF INVESTMENTS, Continued

Thornburg Limited Term Income Fund

June 30, 2022 (Unaudited)

	Issuer-Description	SHARES/ PRINCIPAL AMOUNT	VALUE
	Mizuho Financial Group, Inc.,
^b,d	2.154% (LIBOR 3 Month + 0.63%) due 5/25/2024	$ 4,854,000	$ 4,792,209
^b,d	2.226% (LIBOR 3 Month + 0.83%) due 5/25/2026	4,800,000	4,491,312
^b,d,f	3.922% (LIBOR 3 Month + 1.00%) due 9/11/2024	10,850,000	10,826,564
	Morgan Stanley,
^b	0.791% (SOFR + 0.51%) due 1/22/2025	11,785,000	11,150,142
^b	1.164% (SOFR + 0.56%) due 10/21/2025	9,635,000	8,937,330
^b,d	Natwest Group plc, 1.642% (H15T1Y + 0.90%) due 6/14/2027	3,000,000	2,634,660
	Societe Generale SA,
^b,c,d	1.792% (H15T1Y + 1.00%) due 6/9/2027	4,933,000	4,300,984
^b,c,d	1.998% (SOFR + 1.05%) due 1/21/2026	6,400,000	6,185,920
^c,d	2.625% due 1/22/2025	4,000,000	3,808,960
^c,d	3.875% due 3/28/2024	8,000,000	7,922,480
^c,d	4.25% due 9/14/2023	9,000,000	9,015,750
	Sumitomo Mitsui Financial Group, Inc.,
^d	0.948% due 1/12/2026	11,650,000	10,383,761
^b,d	1.669% (SOFR + 0.88%) due 1/14/2027	19,486,000	18,936,300
^b,c,d	UBS AG, 1.619% (SOFR + 0.45%) due 8/9/2024	2,800,000	2,775,332
	UBS Group AG,
^b,c,d	1.494% (H15T1Y + 0.85%) due 8/10/2027	7,121,000	6,219,339
^b,c,d	4.751% (H15T1Y + 1.75%) due 5/12/2028	7,800,000	7,717,164
	Western Union Co., 2.85% due 1/10/2025	7,256,000	6,967,429
	Insurance — 0.3%
^c	Global Atlantic Fin Co., 4.40% due 10/15/2029	27,285,000	24,892,106
			708,563,253
	Energy — 1.9%
	Energy Equipment & Services — 0.0%
^c	Hanwha Energy USA Holdings Corp., 2.375% due 7/30/2022	5,100,000	5,097,093
^c,d,g,h	Schahin II Finance Co. SPV Ltd., 5.875% due 9/25/2023	3,997,362	214,858
	Oil, Gas & Consumable Fuels — 1.9%
^b	BP Capital Markets America, Inc., 2.746% (LIBOR 3 Month + 0.65%) due 9/19/2022	6,771,000	6,768,698
	Buckeye Partners LP, 4.15% due 7/1/2023	7,000,000	6,808,340
^c	Colorado Interstate Gas Co. LLC/Colorado Interstate Issuing Corp., 4.15% due 8/15/2026	9,168,000	9,068,986
	Florida Gas Transmission Co. LLC,
^c	2.30% due 10/1/2031	10,778,000	8,757,772
^c	3.875% due 7/15/2022	10,435,000	10,437,504
	Galaxy Pipeline Assets Bidco Ltd.,
^c,d	1.75% due 9/30/2027	37,050,051	34,436,540
^c,d	2.16% due 3/31/2034	9,647,034	8,199,593
^c,d	Gazprom PJSC via Gaz Finance plc, 3.50% due 7/14/2031	32,475,000	8,808,194
	Gray Oak Pipeline LLC,
^c	2.00% due 9/15/2023	17,190,000	16,705,758
^c	3.45% due 10/15/2027	12,955,000	11,987,909
^c,d	Lukoil International Finance BV, 4.563% due 4/24/2023	3,000,000	2,084,970
^c	Midwest Connector Capital Co. LLC, 4.625% due 4/1/2029	16,535,000	15,610,198
^c,d	SA Global Sukuk Ltd., 0.946% due 6/17/2024	14,331,000	13,528,894
^c	Tennessee Gas Pipeline Co. LLC, 2.90% due 3/1/2030	11,946,000	10,342,847
			168,858,154
	Food & Staples Retailing — 0.3%
	Food & Staples Retailing — 0.3%
	7-Eleven, Inc.,
^c	0.625% due 2/10/2023	2,007,000	1,968,787
^c	0.80% due 2/10/2024	18,780,000	17,834,802
	Walgreens Boots Alliance, Inc., 3.20% due 4/15/2030	5,024,000	4,436,443
			24,240,032
	Food, Beverage & Tobacco — 1.0%
	Beverages — 0.7%
^c,d	Becle SAB de CV, 2.50% due 10/14/2031	28,038,000	23,080,040
	Constellation Brands, Inc., 4.35% due 5/9/2027	11,019,000	10,943,299
	Huntington Ingalls Industries, Inc., 2.043% due 8/16/2028	17,717,000	15,082,128
	Keurig Dr Pepper, Inc., 3.95% due 4/15/2029	13,134,000	12,539,687

SCHEDULE OF INVESTMENTS, Continued

Thornburg Limited Term Income Fund

June 30, 2022 (Unaudited)

	Issuer-Description	SHARES/ PRINCIPAL AMOUNT	VALUE
	Food Products — 0.1%
^b	General Mills, Inc., 2.054% (LIBOR 3 Month + 1.01%) due 10/17/2023	$ 2,475,000	$ 2,484,702
	Ingredion, Inc., 2.90% due 6/1/2030	9,725,000	8,443,148
	Tobacco — 0.2%
	BAT Capital Corp.,
	2.726% due 3/25/2031	2,950,000	2,323,568
	3.557% due 8/15/2027	5,838,000	5,345,973
	BAT International Finance plc,
^d	1.668% due 3/25/2026	4,764,000	4,225,430
^c,d	3.95% due 6/15/2025	3,000,000	2,942,280
			87,410,255
	Health Care Equipment & Services — 0.9%
	Health Care Equipment & Supplies — 0.2%
^c,d	Olympus Corp., 2.143% due 12/8/2026	14,061,000	12,849,364
	Health Care Providers & Services — 0.7%
	AmerisourceBergen Corp.,
	0.737% due 3/15/2023	6,459,000	6,335,891
	2.80% due 5/15/2030	5,311,000	4,634,272
	Catholic Health Initiatives, 2.95% due 11/1/2022	7,000,000	7,002,730
^c	Highmark, Inc., 1.45% due 5/10/2026	20,542,000	18,589,072
	Humana, Inc., 0.65% due 8/3/2023	7,869,000	7,625,691
	Laboratory Corp. of America Holdings, 1.55% due 6/1/2026	19,555,000	17,491,752
			74,528,772
	Household & Personal Products — 0.0%
	Household Products — 0.0%
^c,d	Kimberly-Clark de Mexico SAB de CV, 3.80% due 4/8/2024	3,900,000	3,835,104
			3,835,104
	Insurance — 6.6%
	Insurance — 6.6%
^c,d	AIA Group Ltd., 3.375% due 4/7/2030	4,800,000	4,506,864
^c	American National Group, Inc., 6.144% due 6/13/2032	25,662,000	25,470,561
^c,d	Ascot Group Ltd., 4.25% due 12/15/2030	7,747,000	6,829,368
^c	Belrose Funding Trust, 2.33% due 8/15/2030	9,685,000	7,760,494
	Brighthouse Financial Global Funding,
^c	1.55% due 5/24/2026	7,538,000	6,692,990
^b,c	1.561% (SOFR + 0.76%) due 4/12/2024	7,247,000	7,193,300
^c	2.00% due 6/28/2028	10,733,000	9,279,966
	Brighthouse Financial, Inc., 5.625% due 5/15/2030	10,707,000	10,406,883
^c	CNO Global Funding, 1.65% due 1/6/2025	14,773,000	13,952,360
^c,d	DaVinciRe Holdings Ltd., 4.75% due 5/1/2025	10,260,000	10,071,216
	Enstar Group Ltd.,
^d	3.10% due 9/1/2031	10,106,000	8,011,430
^d	4.95% due 6/1/2029	16,116,000	15,413,020
	Equitable Financial Life Global Funding,
^c	1.00% due 1/9/2026	8,665,000	7,716,529
^c	1.30% due 7/12/2026	4,910,000	4,344,908
^c	1.40% due 7/7/2025 - 8/27/2027	19,048,000	17,132,231
^c	1.80% due 3/8/2028	10,616,000	9,212,989
	F&G Global Funding,
^c	1.75% due 6/30/2026	20,225,000	17,914,698
^c	2.00% due 9/20/2028	17,963,000	15,187,716
^c	2.30% due 4/11/2027	13,520,000	12,040,236
	Fairfax Financial Holdings Ltd.,
^d	3.375% due 3/3/2031	5,261,000	4,551,922
^d	4.625% due 4/29/2030	11,984,000	11,507,516
^c,d	Fidelis Insurance Holdings Ltd., 4.875% due 6/30/2030	17,531,000	18,307,623
	Fidelity National Financial, Inc., 3.40% due 6/15/2030	14,931,000	13,084,931
	First American Financial Corp., 4.00% due 5/15/2030	4,845,000	4,342,573
	GA Global Funding Trust,
^b,c	1.946% (SOFR + 0.50%) due 9/13/2024	6,888,000	6,628,736
^c	2.25% due 1/6/2027	11,420,000	10,246,938
^c	3.85% due 4/11/2025	11,960,000	11,715,059

SCHEDULE OF INVESTMENTS, Continued

Thornburg Limited Term Income Fund

June 30, 2022 (Unaudited)

	Issuer-Description	SHARES/ PRINCIPAL AMOUNT	VALUE
	Globe Life, Inc., 4.80% due 6/15/2032	$ 6,410,000	$ 6,314,235
	Horace Mann Educators Corp., 4.50% due 12/1/2025	6,533,000	6,466,233
^c	Jackson National Life Global Funding, 3.25% due 1/30/2024	5,000,000	4,948,750
	Mercury General Corp., 4.40% due 3/15/2027	2,901,000	2,839,934
	Metropolitan Life Global Funding I,
^b,c	1.081% (SOFR + 0.32%) due 1/7/2024	14,683,000	14,557,754
^c	3.30% due 3/21/2029	4,000,000	3,743,520
^b,c	Nationwide Mutual Insurance Co., 4.119% (LIBOR 3 Month + 2.29%) due 12/15/2024	16,096,000	16,032,582
^b,c	New York Life Global Funding, 1.91% (SOFR + 0.48%) due 6/9/2026	49,075,000	47,512,943
	Pacific Life Global Funding II,
^b,c	2.009% (SOFR + 0.62%) due 6/4/2026	13,475,000	13,025,070
^b,c	2.313% (SOFRINDX + 0.80%) due 3/30/2025	653,000	646,601
^d,e	Pentair Finance Sarl, 5.90% due 7/15/2032	9,193,000	9,198,700
^c	Protective Life Corp., 3.40% due 1/15/2030	19,740,000	17,974,652
	Protective Life Global Funding,
^c	1.618% due 4/15/2026	14,716,000	13,269,712
^c	3.218% due 3/28/2025	4,000,000	3,904,000
	Reliance Standard Life Global Funding II,
^c	1.512% due 9/28/2026	10,762,000	9,489,609
^c	2.75% due 5/7/2025	13,490,000	12,864,199
^c	3.85% due 9/19/2023	9,950,000	9,950,099
^c	RGA Global Funding, 2.70% due 1/18/2029	11,803,000	10,420,279
^c	Sammons Financial Group, Inc., 4.45% due 5/12/2027	7,950,000	7,757,689
^c	Security Benefit Global Funding, 1.25% due 5/17/2024	37,488,000	35,511,633
^d	Sompo International Holdings Ltd., 4.70% due 10/15/2022	5,000,000	5,015,900
	Stewart Information Services Corp., 3.60% due 11/15/2031	21,476,000	17,808,973
	Willis North America, Inc., 4.65% due 6/15/2027	14,331,000	14,108,726
			572,884,850
	Materials — 1.1%
	Chemicals — 0.3%
^c	Chevron Phillips Chemical Co. LLC/Chevron Phillips Chemical Co. LP, 5.125% due 4/1/2025	4,935,000	5,088,133
^c,d	OCP SA, 5.625% due 4/25/2024	8,555,000	8,662,365
	Phosagro OAO Via Phosagro Bond Funding DAC,
^c,d	3.05% due 1/23/2025	2,525,000	743,764
^c,d	3.949% due 4/24/2023	29,098,000	8,717,179
	Construction Materials — 0.1%
	Martin Marietta Materials, Inc., 0.65% due 7/15/2023	14,635,000	14,141,362
	Containers & Packaging — 0.3%
^c,d	CCL Industries, Inc., 3.05% due 6/1/2030	9,810,000	8,504,485
^c	Graphic Packaging International LLC, 1.512% due 4/15/2026	6,873,000	6,157,521
^c	Silgan Holdings, Inc., 1.40% due 4/1/2026	10,204,000	9,135,947
	Metals & Mining — 0.4%
^d	AngloGold Ashanti Holdings plc, 3.375% due 11/1/2028	23,500,000	19,973,120
^c,d	Corp. Nacional del Cobre de Chile, 3.00% due 7/17/2022	10,000,000	9,979,800
^c,d	Metalloinvest Finance DAC, Series 2022-1A Class A, 3.375% due 10/22/2028	12,700,000	3,155,569
^c,d	Newcrest Finance Pty Ltd., 3.25% due 5/13/2030	2,961,000	2,611,987
			96,871,232
	Media & Entertainment — 0.1%
	Media — 0.1%
^c	Magallanes, Inc., 3.528% due 3/15/2024	10,415,000	10,207,741
			10,207,741
	Pharmaceuticals, Biotechnology & Life Sciences — 0.4%
	Biotechnology — 0.2%
	Bio-Rad Laboratories, Inc., 3.30% due 3/15/2027	5,820,000	5,499,958
	Regeneron Pharmaceuticals, Inc., 1.75% due 9/15/2030	2,826,000	2,266,791
^d	Royalty Pharma plc, 1.20% due 9/2/2025	7,532,000	6,748,070
	Pharmaceuticals — 0.2%
^b,d	AstraZeneca plc, 2.109% (LIBOR 3 Month + 0.67%) due 8/17/2023	10,524,000	10,599,983
^c	Bayer US Finance II LLC, 4.25% due 12/15/2025	2,500,000	2,467,300
	Viatris, Inc., 2.30% due 6/22/2027	4,935,000	4,221,695
			31,803,797

SCHEDULE OF INVESTMENTS, Continued

Thornburg Limited Term Income Fund

June 30, 2022 (Unaudited)

	Issuer-Description	SHARES/ PRINCIPAL AMOUNT	VALUE
	Real Estate — 1.8%
	Equity Real Estate Investment Trusts — 1.6%
	American Tower Corp.,
	1.45% due 9/15/2026	$ 4,969,000	$ 4,347,527
	1.50% due 1/31/2028	15,000,000	12,469,800
	2.40% due 3/15/2025	7,375,000	6,969,080
	3.375% due 5/15/2024	5,475,000	5,393,094
	3.65% due 3/15/2027	6,380,000	6,070,442
	4.05% due 3/15/2032	3,414,000	3,110,051
	Crown Castle International Corp.,
	1.05% due 7/15/2026	14,604,000	12,660,646
	2.10% due 4/1/2031	14,542,000	11,544,167
	2.50% due 7/15/2031	7,689,000	6,312,208
	Extra Space Storage LP, 3.90% due 4/1/2029	4,920,000	4,614,419
	SBA Tower Trust,
^c	1.631% due 5/15/2051	26,000,000	23,257,868
^c	1.84% due 4/15/2027	8,140,000	7,252,510
^c	2.836% due 1/15/2050	12,525,000	12,087,672
^c	3.448% due 3/15/2048	2,085,000	2,067,573
	Service Properties Trust,
	4.35% due 10/1/2024	10,161,000	8,253,882
	4.65% due 3/15/2024	4,233,000	3,665,990
	5.25% due 2/15/2026	4,020,000	3,096,244
	Vornado Realty LP,
	2.15% due 6/1/2026	3,500,000	3,114,370
	3.40% due 6/1/2031	2,916,000	2,447,340
	Mortgage Real Estate Investment Trusts — 0.1%
	Sun Communities Operating LP, 2.30% due 11/1/2028	13,878,000	11,861,388
	Real Estate Management & Development — 0.1%
^b,c	Pershing Road Development Co., LLC, 1.998% (LIBOR 3 Month + 0.40%) due 9/15/2026	3,420,000	3,153,856
			153,750,127
	Retailing — 0.1%
	Specialty Retail — 0.1%
	Advance Auto Parts, Inc.,
	1.75% due 10/1/2027	4,763,000	4,033,737
	3.90% due 4/15/2030	6,584,000	5,995,127
			10,028,864
	Semiconductors & Semiconductor Equipment — 1.5%
	Semiconductors & Semiconductor Equipment — 1.5%
	Broadcom Corp./Broadcom Cayman Finance Ltd.,
^d	3.50% due 1/15/2028	12,245,000	11,339,482
^d	3.875% due 1/15/2027	4,565,000	4,400,706
	Broadcom, Inc.,
^c	3.187% due 11/15/2036	6,583,000	5,000,381
	3.459% due 9/15/2026	3,127,000	3,001,951
^c	4.00% due 4/15/2029	2,060,000	1,912,545
	4.15% due 11/15/2030	2,980,000	2,732,690
	4.75% due 4/15/2029	3,575,000	3,474,113
	Microchip Technology, Inc.,
	0.972% due 2/15/2024	18,694,000	17,761,730
	4.25% due 9/1/2025	10,634,000	10,374,105
	Micron Technology, Inc.,
	4.663% due 2/15/2030	4,150,000	3,982,672
	5.327% due 2/6/2029	7,690,000	7,663,623
	Qorvo, Inc.,
^c	1.75% due 12/15/2024	6,858,000	6,416,551
^c	3.375% due 4/1/2031	10,000,000	7,906,900
	4.375% due 10/15/2029	5,140,000	4,524,382
^c,d	Renesas Electronics Corp., 1.543% due 11/26/2024	17,721,000	16,546,807

SCHEDULE OF INVESTMENTS, Continued

Thornburg Limited Term Income Fund

June 30, 2022 (Unaudited)

	Issuer-Description	SHARES/ PRINCIPAL AMOUNT	VALUE
	SK Hynix, Inc.,
^c,d	1.00% due 1/19/2024	$ 6,800,000	$ 6,488,560
^c,d	1.50% due 1/19/2026	10,200,000	9,166,740
^c,d	2.375% due 1/19/2031	6,588,000	5,201,292
	Skyworks Solutions, Inc., 1.80% due 6/1/2026	3,574,000	3,170,531
			131,065,761
	Software & Services — 2.3%
	Information Technology Services — 1.2%
	Block Financial LLC, 2.50% due 7/15/2028	10,392,000	9,028,777
	DXC Technology Co., 2.375% due 9/15/2028	31,549,000	27,084,501
^d	Genpact Luxembourg Sarl, 3.375% due 12/1/2024	4,350,000	4,275,963
^d	Genpact Luxembourg Sarl/Genpact USA, Inc., 1.75% due 4/10/2026	9,063,000	8,233,373
	Global Payments, Inc.,
	1.50% due 11/15/2024	5,624,000	5,274,075
	2.15% due 1/15/2027	3,516,000	3,116,160
	Kyndryl Holdings, Inc.,
^c	2.05% due 10/15/2026	10,562,000	8,931,544
^c	2.70% due 10/15/2028	22,750,000	18,131,978
	Leidos, Inc., 2.30% due 2/15/2031	8,489,000	6,718,874
	Moody’s Corp., 3.75% due 3/24/2025	2,693,000	2,688,126
	Total System Services, Inc., 4.00% due 6/1/2023	3,835,000	3,818,049
^c	Wipro IT Services LLC, 1.50% due 6/23/2026	10,647,000	9,560,474
	Interactive Media & Services — 0.2%
	Baidu, Inc.,
^d	1.72% due 4/9/2026	3,934,000	3,593,866
^d	3.875% due 9/29/2023	6,000,000	6,019,800
^d	4.375% due 5/14/2024	6,376,000	6,422,928
	Internet Software & Services — 0.3%
	Prosus NV,
^c,d	3.061% due 7/13/2031	2,816,000	2,073,815
^c,d	3.257% due 1/19/2027	6,400,000	5,573,632
^c,d	4.193% due 1/19/2032	18,054,000	14,521,735
^c,d	Tencent Holdings Ltd., 2.39% due 6/3/2030	5,000,000	4,194,900
	Software — 0.6%
^c	Infor, Inc., 1.75% due 7/15/2025	12,382,000	11,452,112
	Oracle Corp.,
	1.65% due 3/25/2026	15,136,000	13,557,164
	2.30% due 3/25/2028	7,482,000	6,440,505
	Take-Two Interactive Software, Inc., 3.55% due 4/14/2025	4,550,000	4,475,289
	VMware, Inc.,
	1.00% due 8/15/2024	3,304,000	3,094,262
	4.50% due 5/15/2025	15,043,000	15,108,437
			203,390,339
	Technology Hardware & Equipment — 2.0%
	Communications Equipment — 0.4%
	Motorola Solutions, Inc.,
	2.30% due 11/15/2030	1,582,000	1,237,377
	5.60% due 6/1/2032	31,921,000	32,180,199
	Electronic Equipment, Instruments & Components — 0.7%
^d	Flex Ltd., 4.875% due 5/12/2030	15,741,000	15,001,330
^c	TD SYNNEX Corp., 1.75% due 8/9/2026	28,691,000	25,312,348
	Trimble, Inc., 4.75% due 12/1/2024	17,000,000	17,069,530
	Vontier Corp.,
	1.80% due 4/1/2026	5,272,000	4,615,003
	2.40% due 4/1/2028	3,766,000	3,105,105
	Technology Hardware, Storage & Peripherals — 0.9%
	Dell International LLC/EMC Corp., 4.90% due 10/1/2026	18,299,000	18,313,090
	HP, Inc.,
	1.45% due 6/17/2026	8,834,000	7,815,881
	3.00% due 6/17/2027	10,493,000	9,698,890
	4.75% due 1/15/2028	3,509,000	3,469,138

SCHEDULE OF INVESTMENTS, Continued

Thornburg Limited Term Income Fund

June 30, 2022 (Unaudited)

	Issuer-Description	SHARES/ PRINCIPAL AMOUNT	VALUE
	Lenovo Group Ltd.,
^d	4.75% due 3/29/2023	$ 23,428,000	$ 23,558,728
^d	5.875% due 4/24/2025	10,600,000	10,915,562
	NetApp, Inc., 2.375% due 6/22/2027	3,453,000	3,132,493
			175,424,674
	Telecommunication Services — 0.6%
	Diversified Telecommunication Services — 0.6%
	AT&T, Inc.,
	1.65% due 2/1/2028	2,905,000	2,510,356
	1.70% due 3/25/2026	9,905,000	9,058,816
	2.55% due 12/1/2033	1,016,000	823,996
	NBN Co. Ltd.,
^c,d	1.45% due 5/5/2026	29,450,000	26,573,913
^c,d	1.625% due 1/8/2027	9,800,000	8,723,078
			47,690,159
	Transportation — 0.1%
	Air Freight & Logistics — 0.1%
^c	TTX Co., 4.15% due 1/15/2024	6,000,000	6,002,820
	Airlines — 0.0%
	American Airlines Pass Through Trust, Series 2013-2, 4.95% due 7/15/2024	1,285,664	1,254,821
	US Airways Pass Through Trust, Series 2010-1A Class PTT, 6.25% due 10/22/2024	2,177,633	2,165,394
	Diversified Consumer Services — 0.0%
	University of Chicago, Series 12-B, 3.065% due 10/1/2024	532,000	524,361
			9,947,396
	Utilities — 8.5%
	Electric Utilities — 7.6%
	AEP Texas, Inc.,
	4.70% due 5/15/2032	6,527,000	6,504,286
	Series I, 2.10% due 7/1/2030	14,455,000	12,029,017
^c	Alexander Funding Trust, 1.841% due 11/15/2023	38,072,000	36,346,577
	Allegion U.S. Holding Co., Inc., 5.411% due 7/1/2032	14,647,000	14,555,456
	Alliant Energy Finance LLC,
^c	1.40% due 3/15/2026	5,240,000	4,654,744
^c	3.75% due 6/15/2023	9,673,000	9,669,421
	Ameren Corp.,
	1.75% due 3/15/2028	9,990,000	8,606,885
	3.50% due 1/15/2031	6,670,000	6,112,255
	American Electric Power Co., Inc.,
	2.031% due 3/15/2024	7,700,000	7,444,129
	2.30% due 3/1/2030	14,211,000	11,956,993
	Series M, 0.75% due 11/1/2023	9,667,000	9,277,710
^c	American Transmission Systems, Inc., 2.65% due 1/15/2032	4,885,000	4,133,980
	Appalachian Power Co., 3.40% due 6/1/2025	7,000,000	6,909,840
	Avangrid, Inc.,
	3.15% due 12/1/2024	8,870,000	8,670,336
	3.20% due 4/15/2025	9,395,000	9,125,645
	Black Hills Corp.,
	1.037% due 8/23/2024	22,410,000	20,991,895
	2.50% due 6/15/2030	5,490,000	4,589,201
^c	Caledonia Generating LLC, 1.95% due 2/28/2034	19,854,123	17,662,983
^b	CenterPoint Energy, Inc., 1.867% (SOFRINDX + 0.65%) due 5/13/2024	2,289,000	2,234,201
	Comision Federal de Electricidad,
^c,d	3.348% due 2/9/2031	31,040,000	23,809,232
^c,d	4.688% due 5/15/2029	6,125,000	5,486,898
^d	5.00% due 9/29/2036	2,291,000	2,012,185
	Consolidated Edison, Inc., Series A, 0.65% due 12/1/2023	29,039,000	27,927,968
	Dominion Energy, Inc., Series B, 3.60% due 3/15/2027	29,576,000	28,771,829
	Edison International, 2.40% due 9/15/2022	4,900,000	4,886,329
	Enel Finance International NV,
^c,d	1.375% due 7/12/2026	12,250,000	10,773,630
^c,d	1.875% due 7/12/2028	5,750,000	4,836,785

SCHEDULE OF INVESTMENTS, Continued

Thornburg Limited Term Income Fund

June 30, 2022 (Unaudited)

	Issuer-Description	SHARES/ PRINCIPAL AMOUNT	VALUE
^c,d	4.625% due 6/15/2027	$ 12,802,000	$ 12,585,902
^c,d	5.00% due 6/15/2032	9,030,000	8,728,308
	Entergy Louisiana LLC, 0.62% due 11/17/2023	3,963,000	3,809,077
	Entergy Mississippi LLC, 3.25% due 12/1/2027	4,727,000	4,443,664
	Entergy Texas, Inc.,
	1.50% due 9/1/2026	8,640,000	7,652,102
	3.45% due 12/1/2027	12,000,000	11,425,200
	Eversource Energy, Series N, 3.80% due 12/1/2023	12,395,000	12,382,729
	Exelon Corp., 4.05% due 4/15/2030	842,000	808,017
	Georgia Power Co., 4.70% due 5/15/2032	35,780,000	35,945,304
^c	ITC Holdings Corp., 2.95% due 5/14/2030	14,800,000	13,042,944
^c	Jersey Central Power & Light Co., 4.30% due 1/15/2026	9,414,000	9,295,384
^c	Liberty Utilities Finance GP 1, 2.05% due 9/15/2030	11,980,000	9,843,487
^c	Midland Cogeneration Venture LP, 6.00% due 3/15/2025	1,672,581	1,632,907
^b	Mississippi Power Co., Series A, 1.811% (SOFR + 0.30%) due 6/28/2024	6,780,000	6,590,702
^c	Monongahela Power Co., 3.55% due 5/15/2027	3,300,000	3,132,459
^c	Narragansett Electric Co., 3.395% due 4/9/2030	6,905,000	6,479,997
	NextEra Energy Capital Holdings, Inc.,
	0.65% due 3/1/2023	3,333,000	3,275,739
^b	1.775% (LIBOR 3 Month + 0.27%) due 2/22/2023	33,970,000	33,768,218
	5.00% due 7/15/2032	3,141,000	3,217,860
	Northern States Power Co., 3.30% due 6/15/2024	10,000,000	9,944,800
	OGE Energy Corp., 0.703% due 5/26/2023	6,063,000	5,889,659
	Pacific Gas & Electric Co., 3.25% due 2/16/2024	20,160,000	19,623,542
	Pacific Gas and Electric Co.,
	1.367% due 3/10/2023	11,228,000	11,047,117
^b	2.371% (SOFRINDX + 1.15%) due 11/14/2022	982,000	981,725
^b	PPL Electric Utilities Corp., 1.84% (SOFR + 0.33%) due 6/24/2024	5,094,000	4,996,552
	Public Service Co. of Oklahoma, Series J, 2.20% due 8/15/2031	9,905,000	8,272,656
	Public Service Enterprise Group, Inc., 2.65% due 11/15/2022	2,852,000	2,845,783
	Puget Energy, Inc.,
	2.379% due 6/15/2028	8,825,000	7,722,758
	4.10% due 6/15/2030	4,742,000	4,411,767
	San Diego Gas & Electric Co., 3.60% due 9/1/2023	4,212,000	4,223,162
	Southern California Edison Co.,
^b	2.153% (SOFRINDX + 0.64%) due 4/3/2023	19,476,000	19,416,598
	Series C, 4.20% due 6/1/2025	8,722,000	8,775,466
	Southern Co., Series 21-B, 1.75% due 3/15/2028	5,000,000	4,276,350
	Southern Power Co., 0.90% due 1/15/2026	4,703,000	4,190,608
	Transelec SA,
^c,d	4.25% due 1/14/2025	6,000,000	5,892,540
^c,d	4.625% due 7/26/2023	2,880,000	2,893,853
^c	Vistra Operations Co. LLC, 4.875% due 5/13/2024	25,918,000	25,784,522
	WEC Energy Group, Inc., 2.20% due 12/15/2028	11,412,000	9,990,179
	Gas Utilities — 0.9%
^b	CenterPoint Energy Resources Corp., 2.111% (LIBOR 3 Month + 0.50%) due 3/2/2023	4,398,000	4,384,146
	NiSource, Inc., 0.95% due 8/15/2025	14,735,000	13,222,305
^b	ONE Gas, Inc., 2.331% (LIBOR 3 Month + 0.61%) due 3/11/2023	18,914,000	18,826,995
	Southwest Gas Corp., 4.05% due 3/15/2032	13,150,000	11,957,032
^b	Spire Missouri, Inc., 1.875% (SOFR + 0.50%) due 12/2/2024	31,347,000	31,052,025
			738,662,550
	Total Corporate Bonds (Cost $3,857,548,844)		3,534,124,597
	Long-Term Municipal Bonds — 0.2%
	Colorado Educational & Cultural Facilities Authority, Series B, 2.691% due 3/1/2023	580,000	578,612
	Los Angeles Community College District GO, 1.806% due 8/1/2030	12,115,000	10,351,177
	New Jersey Transportation Trust Fund Authority,
	2.551% due 6/15/2023	1,170,000	1,164,713
	2.631% due 6/15/2024	860,000	841,022
	Redlands Redevelopment Agency Successor Agency (Insured: AMBAC) ETM, Series A, 5.818% due 8/1/2022	285,000	285,789
	State of Connecticut GO, Series A, 3.471% due 9/15/2022	4,695,000	4,708,385
	Total Long-Term Municipal Bonds (Cost $18,260,677)		17,929,698

SCHEDULE OF INVESTMENTS, Continued

Thornburg Limited Term Income Fund

June 30, 2022 (Unaudited)

	Issuer-Description	SHARES/ PRINCIPAL AMOUNT	VALUE
	Other Government — 0.2%
^c,d	Bermuda Government International Bond, 2.375% due 8/20/2030	$ 6,800,000	$ 5,690,308
	Carpintero Finance Ltd. (Guaranty: Export Credits Guarantee Department),
^c,d	2.004% due 9/18/2024	2,922,634	2,865,818
^c,d	2.581% due 11/11/2024	3,055,569	3,024,795
^c,d	Khadrawy Ltd. (Guaranty: Export Credits Guarantee Department), 2.471% due 3/31/2025	1,820,480	1,783,233
^d	Sharjah Sukuk Program Ltd., 4.226% due 3/14/2028	2,000,000	1,948,740
	Total Other Government (Cost $16,749,801)		15,312,894
	U.S. Treasury Securities — 13.2%
	United States Treasury Notes,
	0.375%, 4/30/2025 - 11/30/2025	193,731,000	177,598,772
	1.125%, 2/15/2031	42,520,000	36,533,981
	1.25%, 4/30/2028	45,000,000	40,594,922
	1.375%, 11/15/2031	90,000,000	78,060,938
	1.50%, 10/31/2024	88,520,000	85,511,704
	1.625%, 2/15/2026	52,700,000	50,097,938
	1.75%, 11/15/2029	62,136,000	57,019,489
	1.875%, 2/15/2032	162,472,000	147,189,477
	2.00%, 8/15/2025	30,000,000	29,064,844
	2.25%, 11/15/2025 - 8/15/2027	31,662,000	30,634,911
	2.375%, 5/15/2029	24,155,000	23,139,735
	2.625%, 2/15/2029	17,058,000	16,604,897
	2.875%, 5/15/2032	81,664,000	80,758,040
	United States Treasury Notes Inflationary Index,
	0.125%, 1/15/2030	39,322,150	37,513,454
	0.25%, 1/15/2025 - 7/15/2029	129,665,114	125,950,161
	0.375%, 7/15/2027	74,302,781	74,046,827
	0.875%, 1/15/2029	61,200,014	61,738,502
	Total U.S. Treasury Securities (Cost $1,195,558,279)		1,152,058,592
	U.S. Government Agencies — 0.5%
	ALEX Alpha LLC (Guaranty: Export-Import Bank of the United States), 1.617%, 8/15/2024	978,260	960,598
	Petroleos Mexicanos (Guaranty: Export-Import Bank of the United States),
^b,d	1.394% (LIBOR 3 Month + 0.35%), 4/15/2025	3,108,000	3,116,640
^d	1.70%, 12/20/2022	520,000	507,312
^d	6.50%, 1/23/2029	10,007,000	8,046,028
	Private Export Funding Corp. (Guaranty: Export-Import Bank of the United States), Series KK, 3.55%, 1/15/2024	10,000,000	10,031,100
	Reliance Industries Ltd. (Guaranty: Export-Import Bank of the United States),
^d	2.06%, 1/15/2026	600,000	575,808
^d	2.512%, 1/15/2026	2,600,000	2,528,162
	Santa Rosa Leasing LLC (Guaranty: Export-Import Bank of the United States), 1.693%, 8/15/2024	1,149,847	1,132,369
	Small Business Administration Participation Certificates,
	Series 2008-20D Class 1, 5.37%, 4/1/2028	387,003	391,615
	Series 2009-20E Class 1, 4.43%, 5/1/2029	207,989	207,100
	Series 2009-20K Class 1, 4.09%, 11/1/2029	1,531,914	1,514,998
	Series 2011-20E Class 1, 3.79%, 5/1/2031	1,937,851	1,903,315
	Series 2011-20F Class 1, 3.67%, 6/1/2031	351,111	344,160
	Series 2011-20G Class 1, 3.74%, 7/1/2031	2,415,199	2,370,173
	Series 2011-20I Class 1, 2.85%, 9/1/2031	3,895,711	3,728,547
	Series 2011-20K Class 1, 2.87%, 11/1/2031	3,015,581	2,886,795
	Series 2012-20D Class 1, 2.67%, 4/1/2032	2,983,949	2,841,233
	Series 2012-20J Class 1, 2.18%, 10/1/2032	2,366,985	2,220,851
	Series 2012-20K Class 1, 2.09%, 11/1/2032	1,625,217	1,518,799
	Total U.S. Government Agencies (Cost $50,106,415)		46,825,603
	Mortgage Backed — 19.1%
^b,c	Angel Oak Mortgage Trust LLC, Whole Loan Securities Trust CMO, Series 2020-2 Class A3, 5.00% due 1/26/2065	6,054,013	6,033,498
	Arroyo Mortgage Trust, Whole Loan Securities Trust CMO,
^b,c	Series 2019-1 Class A1, 3.805% due 1/25/2049	6,505,215	6,333,619
^b,c	Series 2019-1 Class A3, 4.027% due 1/25/2049	3,404,164	3,314,151
^b,c	Series 2019-2 Class A1, 3.347% due 4/25/2049	2,596,541	2,491,409
^b,c	Series 2019-3 Class A1, 2.962% due 10/25/2048	5,989,854	5,673,770

SCHEDULE OF INVESTMENTS, Continued

Thornburg Limited Term Income Fund

June 30, 2022 (Unaudited)

	Issuer-Description	SHARES/ PRINCIPAL AMOUNT	VALUE
^c	Series 2020-1 Class A2, 2.927% due 3/25/2055	$ 6,518,000	$ 5,783,957
^c	Series 2020-1 Class A3, 3.328% due 3/25/2055	4,500,000	3,931,222
^c	Series 2020-1 Class M1, 4.277% due 3/25/2055	3,189,000	2,917,900
^b,c	Series 2021-1R Class A1, 1.175% due 10/25/2048	11,460,635	10,585,197
^c	Series 2022-1 Class M1, 3.65% due 12/25/2056	7,338,000	6,149,280
^b,c	Bayview Commercial Asset Trust, CMBS, Series 2004-3 Class A2, 2.254% (LIBOR 1 Month + 0.63%) due 1/25/2035	860,502	853,989
^c	Bravo Residential Funding Trust, Whole Loan Securities Trust CMO, Series 2019-1 Class A1C, 3.50% due 3/25/2058	1,413,594	1,403,636
^b,c	Bunker Hill Loan Depositary Trust, Whole Loan Securities Trust CMO, Series 2020-1 Class A3, 3.253% due 2/25/2055	3,285,000	3,041,267
	Chase Mortgage Finance Corp., Whole Loan Securities Trust CMO,
^b,c	Series 2016-SH1 Class M3, 3.75% due 4/25/2045	2,363,889	2,119,507
^b,c	Series 2016-SH2 Class M3, 3.75% due 12/25/2045	2,799,253	2,544,883
	CHNGE Mortgage Trust, Whole Loan Securities Trust CMO,
^b,c	Series 2022-1 Class A1, 3.007% due 1/25/2067	17,338,342	16,327,307
^b,c	Series 2022-2 Class M1, 4.609% due 3/25/2067	14,163,000	13,043,194
^b,c	CIM Trust, Whole Loan Securities Trust CMO, Series 2018-INV1 Class A4, 4.00% due 8/25/2048	963,806	955,717
	Citigroup Mortgage Loan Trust, Whole Loan Securities Trust CMO,
^b	Series 2004-HYB2 Class B1, 2.482% due 3/25/2034	57,356	56,434
^b,c	Series 2014-A Class A, 4.00% due 1/25/2035	615,748	588,855
^b,c	Series 2014-J1 Class B4, 3.629% due 6/25/2044	1,489,969	1,350,998
^b,c	Series 2021-J2 Class A7A, 2.50% due 7/25/2051	25,537,419	23,254,016
	COMM Mortgage Trust, CMBS, Series 2015-DC1 Class A4, 3.078% due 2/10/2048	19,800,000	19,267,581
	CSMC Trust, Whole Loan Securities Trust CMO,
^b,c	Series 2013-HYB1 Class B3, 2.958% due 4/25/2043	1,619,302	1,619,302
^b,c	Series 2021-AFC1 Class-A1, 0.83% due 3/25/2056	10,477,329	8,727,536
^b,c	Series 2021-NQM3 Class A1, 1.015% due 4/25/2066	13,635,831	11,807,670
^b,c	Series 2021-NQM8 Class-A1, 1.841% due 10/25/2066	17,633,927	16,089,348
^b,c	Series 2022-ATH2 Class A1, 4.547% due 5/25/2067	13,337,804	13,162,265
^b,c	Deephaven Residential Mortgage Trust, Whole Loan Securities Trust CMO, Series 2021-1 Class A1, 0.715% due 5/25/2065	4,473,843	4,149,492
	Ellington Financial Mortgage Trust, Whole Loan Securities Trust CMO,
^b,c	Series 2019-2 Class A1, 2.739% due 11/25/2059	4,395,140	4,243,115
^b,c	Series 2021-2 Class A1, 0.931% due 6/25/2066	12,143,673	10,803,212
^b,c	Series 2022-1 Class A1, 2.206% due 1/25/2067	20,294,080	17,677,300
	Federal Home Loan Mtg Corp.,
	Pool D98887, 3.50% due 1/1/2032	819,656	820,518
	Pool G16710, 3.00% due 11/1/2030	366,918	364,581
	Pool J17504, 3.00% due 12/1/2026	349,024	348,812
	Federal Home Loan Mtg Corp., CMO REMIC,
	Series 3195 Class PD, 6.50% due 7/15/2036	270,231	289,907
	Series 3838 Class GV, 4.00% due 3/15/2024	935,213	935,466
	Series 3919 Class VB, 4.00% due 8/15/2024	95,721	96,034
	Series 3922 Class PQ, 2.00% due 4/15/2041	184,510	179,041
	Series 4050 Class MV, 3.50% due 8/15/2023	490,152	490,409
	Series 4120 Class TC, 1.50% due 10/15/2027	727,134	702,264
	Federal Home Loan Mtg Corp., Multifamily Structured Pass Through Certificates CMBS,
	Series K722 Class A2, 2.406% due 3/25/2023	4,278,797	4,252,320
	Series K725 Class A1, 2.666% due 5/25/2023	1,761,252	1,761,252
	Federal Home Loan Mtg Corp., Multi-Family Structured Pass Through CMBS, Series K071 Class A2, 3.286% due 11/25/2027	4,420,000	4,399,152
	Federal Home Loan Mtg Corp., Seasoned Credit Risk Transfer, Whole Loan Securities Trust CMO,
^b	Series 2017-1 Class HA, 3.00% due 1/25/2056	4,968,050	4,850,988
^b	Series 2017-3 Class HA, 3.25% due 7/25/2056	8,733,495	8,583,220
^b	Series 2017-4 Class HT, 3.25% due 6/25/2057	8,051,960	7,783,051
^b	Series 2018-1 Class HA, 3.00% due 5/25/2057	5,481,391	5,337,606
^b	Series 2018-2 Class HA, 3.00% due 11/25/2057	12,609,655	12,318,127
	Series 2018-3 Class HA, 3.00% due 8/25/2057	14,837,860	14,470,386
^b	Series 2018-3 Class MA, 3.50% due 8/25/2057	9,931,379	9,838,446
	Series 2018-4 Class HA, 3.00% due 3/25/2058	12,377,679	12,063,370
	Series 2019-1 Class MA, 3.50% due 7/25/2058	25,505,165	25,243,528
	Series 2019-2 Class MA, 3.50% due 8/25/2058	26,166,572	25,884,148
	Series 2019-3 Class MA, 3.50% due 10/25/2058	12,717,287	12,588,424
	Series 2019-4 Class MA, 3.00% due 2/25/2059	19,934,973	19,408,829
	Series 2020-1 Class MA, 2.50% due 8/25/2059	3,395,669	3,256,318
	Series 2020-2 Class A1C, 2.00% due 9/25/2030	27,501,091	25,954,479
	Series 2020-2 Class A1D, 1.75% due 9/25/2030	36,974,583	34,554,530
	Series 2020-2 Class MA, 2.00% due 11/25/2059	25,352,739	23,929,235
	Series 2020-3 Class MA, 2.00% due 5/25/2060	14,319,649	13,484,919

SCHEDULE OF INVESTMENTS, Continued

Thornburg Limited Term Income Fund

June 30, 2022 (Unaudited)

	Issuer-Description	SHARES/ PRINCIPAL AMOUNT	VALUE
	Series 2020-3 Class MT, 2.00% due 5/25/2060	$ 4,149,938	$ 3,720,910
	Federal Home Loan Mtg Corp., UMBS Collateral,
	Pool RA6808 3.00% due 2/1/2052	13,612,814	12,701,511
	Pool RC1535, 2.00% due 8/1/2035	47,436,656	44,509,351
	Pool RD5045, 2.00% due 11/1/2030	16,643,914	15,989,628
	Pool RD5060, 2.00% due 6/1/2031	10,555,398	10,125,532
	Pool SB0662, 2.50% due 4/1/2037	12,589,541	12,053,874
	Pool ZS7942, 3.00% due 2/1/2033	30,881,279	30,575,502
	Pool ZS8034, 3.00% due 6/1/2033	26,107,930	25,862,611
	Federal Home Loan Mtg Corp., Whole Loan Securities Trust CMO,
	Series 2016-SC01 Class 2A, 3.50% due 7/25/2046	1,062,698	1,038,209
	Series 2017-SC01 Class 1A, 3.00% due 12/25/2046	9,406,261	8,926,333
	Series 2017-SC02 Class 2A, 3.50% due 5/25/2047	642,704	626,413
	Federal National Mtg Assoc., CMO REMIC,
	Series 2007-42 Class PA, 5.50% due 4/25/2037	15,935	16,033
^b	Series 2009-17 Class AH, 0.589% due 3/25/2039	355,432	302,881
	Series 2009-52 Class AJ, 4.00% due 7/25/2024	525	525
	Series 2012-129 Class LA, 3.50% due 12/25/2042	1,415,459	1,379,405
^b	Series 2013-81 Class FW, 1.924% (LIBOR 1 Month + 0.30%) due 1/25/2043	3,637,022	3,605,194
	Federal National Mtg Assoc., UMBS Collateral,
	Pool AE0704, 4.00% due 1/1/2026	1,181,517	1,193,733
	Pool AS3111, 3.00% due 8/1/2029	3,367,855	3,341,883
	Pool AS4916, 3.00% due 5/1/2030	300,294	298,097
	Pool AS9749, 4.00% due 6/1/2047	10,568	10,573
	Pool AV5059, 3.00% due 2/1/2029	2,140,247	2,123,742
	Pool BM4324, 3.50% due 7/1/2033	3,166,821	3,175,894
	Pool BP9550, 2.50% due 7/1/2035	4,716,157	4,527,267
	Pool BP9589, 2.50% due 8/1/2035	884,433	849,010
	Pool FM8924, 2.00% due 9/1/2036	35,703,501	33,384,639
	Pool FS0898, 3.00% due 2/1/2052	35,082,707	32,733,068
	Pool MA3465, 4.00% due 9/1/2038	3,743,610	3,776,480
	Pool MA3953, 2.50% due 3/1/2030	3,440,991	3,365,554
	Pool MA4016, 2.50% due 5/1/2040	13,761,769	12,723,996
	Pool MA4148, 2.00% due 10/1/2030	19,718,293	18,942,906
	Pool MA4309, 2.00% due 4/1/2031	11,606,722	11,134,156
	Pool MA4390, 2.00% due 7/1/2031	1,531,396	1,469,045
^b,c	Flagstar Mortgage Trust, Whole Loan Securities Trust CMO, Series 2017-1 Class 2A2, 3.00% due 3/25/2047	2,295,576	2,118,914
^b,c	FWD Securitization Trust, Whole Loan Securities Trust CMO, Series 2019-INV1 Class A1, 2.81% due 6/25/2049	1,901,193	1,802,168
	GCAT Trust, Whole Loan Securities Trust CMO,
^b,c	Series 2019-NQM3 Class A1, 2.686% due 11/25/2059	5,318,611	5,155,599
^b,c	Series 2021-CM1 Class A, 1.469% due 4/25/2065	13,674,511	13,199,508
^b,c	Series 2021-CM2 Class A1, 2.352% due 8/25/2066	26,664,267	25,555,842
^b,c	Series 2021-NQM4 Class A1, 1.093% due 8/25/2066	14,658,521	12,840,818
	Government National Mtg Assoc., CMO, Series 2016-32 Class LJ, 2.50% due 12/20/2040	1,638,386	1,629,977
^b,c	GS Mortgage-Backed Securities Corp. Trust, Whole Loan Securities Trust CMO, Series 2020-PJ2 Class B3, 3.566% due 7/25/2050	5,245,957	4,579,515
	Imperial Fund Mortgage Trust, Whole Loan Securities Trust CMO,
^b,c	Series 2021-NQM3 Class A1, 1.595% due 11/25/2056	18,007,482	15,318,850
^b,c	Series 2021-NQM4 Class A1, 2.091% due 1/25/2057	23,690,620	20,675,268
^b,c	Series 2022- NQM1 Class A1, 2.493% due 2/25/2067	42,276,891	38,676,853
^b,c	Series 2022-NQM2 Class A1, 3.638% due 3/25/2067	24,207,828	22,841,184
^b,c	Series 2022-NQM4 Class A, 4.767% due 6/25/2067	30,070,302	29,839,008
	JPMorgan Mortgage Trust, Whole Loan Securities Trust CMO,
^b,c	Series 2014-IVR3 Class B4, 2.454% due 9/25/2044	1,940,616	1,820,836
^b,c	Series 2018-3 Class B2, 3.712% due 9/25/2048	2,514,285	2,310,057
^b,c	Series 2018-6 Class B2, 3.868% due 12/25/2048	1,032,330	961,391
^b,c	Series 2019-5 Class B3, 4.461% due 11/25/2049	8,135,509	7,772,426
^b,c	Series 2019-HYB1 Class B3, 3.61% due 10/25/2049	5,651,275	5,139,233
^b,c	Series 2019-INV2 Class B3A, 3.759% due 2/25/2050	9,402,862	8,055,803
^b,c	Series 2021-LTV2 ClassA1, 2.52% due 5/25/2052	39,403,274	32,955,352
^b,c	Series 2022- LTV1 Class A1, 3.25% due 7/25/2052	14,325,841	12,610,380
^b,c	Series 2022-2 Class A6A, 2.50% due 8/25/2052	35,910,394	33,105,505
^b,c	Mello Warehouse Securitization Trust, Whole Loan Securities Trust CMO, Series 2020-2 Class A, 2.424% (LIBOR 1 Month + 0.80%) due 11/25/2053	12,000,000	11,919,427
^b	Merrill Lynch Mortgage Investors Trust, Whole Loan Securities Trust CMO, Series 2004-A4 Class M1, 2.959% due 8/25/2034	159,750	156,460
^b,c	Metlife Securitization Trust, Whole Loan Securities Trust CMO, Series 2019-1A Class A1A, 3.75% due 4/25/2058	1,643,712	1,626,219

SCHEDULE OF INVESTMENTS, Continued

Thornburg Limited Term Income Fund

June 30, 2022 (Unaudited)

	Issuer-Description	SHARES/ PRINCIPAL AMOUNT	VALUE
	MFA Trust, Whole Loan Securities Trust CMO,
^b,c	Series 2020-NQM3 Class A1, 1.014% due 1/26/2065	$ 4,352,325	$ 4,107,134
^b,c	Series 2021-AEI1 Class A4, 2.50% due 8/25/2051	17,609,386	16,151,290
^b,c	Series 2021-INV1 Class A1, 0.852% due 1/25/2056	5,985,437	5,530,510
^b,c	Series 2021-INV2 Class A1, 1.906% due 11/25/2056	26,790,688	24,244,919
^b,c	Series 2022-INV1 Class A3, 4.25% due 4/25/2066	4,995,000	4,634,357
^b,c	Series 2022-NQM1 Class A3, 4.20% due 12/25/2066	13,129,000	11,832,544
^b,c	MFRA Trust, Whole Loan Securities Trust CMO, Series 2022-CHM1, 3.875% due 9/25/2056	22,727,337	21,925,027
	Morgan Stanley Bank of America Merrill Lynch Trust CMBS, Series 2015-C22 Class A4, 3.306% due 4/15/2048	1,100,000	1,071,905
	New Residential Mortgage Loan Trust, Whole Loan Securities Trust CMO,
^b,c	Series 2017-2A Class A3, 4.00% due 3/25/2057	3,622,298	3,526,538
^b,c	Series 2017-3A Class A1, 4.00% due 4/25/2057	4,383,636	4,289,382
^b,c	Series 2017-4A Class A1, 4.00% due 5/25/2057	4,716,522	4,573,424
^b,c	Series 2017-5A Class A1, 3.124% (LIBOR 1 Month + 1.50%) due 6/25/2057	362,883	361,782
^b,c	Series 2017-6A Class A1, 4.00% due 8/27/2057	2,160,675	2,114,163
^b,c	Series 2018-1A Class A1A, 4.00% due 12/25/2057	2,607,420	2,535,655
^b,c	Series 2018-2A Class A1, 4.50% due 2/25/2058	4,591,112	4,540,335
^b,c	Series 2018-RPL1 Class A1, 3.50% due 12/25/2057	2,612,486	2,550,575
^b,c	Series 2022-NQM3 Class A1, 3.90% due 4/25/2062	43,006,836	42,463,528
^b,c	OBX Trust, Whole Loan Securities Trust CMO, Series 2021-NQM2 Class A1, 1.101% due 5/25/2061	20,669,411	18,447,908
^b,c	Onslow Bay Mortgage Loan Trust, Whole Loan Securities Trust CMO, Series 2021-NQM4 Class A1, 1.957% due 10/25/2061	51,753,768	45,095,044
	PRKCM Trust, Whole Loan Securities Trust CMO,
^b,c	Series 2021-AFC1 Class A1, 1.51% due 8/25/2056	33,495,342	29,445,688
^b,c	Series 2021-AFC2 Class A1, 2.071% due 11/25/2056	18,799,834	16,035,352
^b,c	PRPM Trust, Whole Loan Securities Trust CMO, Series 2022-INV1 Class A1, 4.40% due 4/25/2067	35,000,000	33,981,255
	RAMP Trust, Whole Loan Securities Trust CMO, Series 2003-SL1 Class A31, 7.125% due 4/25/2031	396,007	396,007
^b,c	Rate Mortgage Trust, Whole Loan Securities Trust CMO, Series 2022-J1 Class A9, 2.50% due 1/25/2052	53,862,759	48,787,172
^b,c	RCKT Mortgage Trust, Whole Loan Securities Trust CMO, Series 2020-1 Class B3, 3.478% due 2/25/2050	3,174,453	2,831,902
	Seasoned Loans Structured Transaction Trust, Whole Loan Securities Trust CMO,
	Series 2019-2 Class A1C, 2.75% due 9/25/2029	17,753,132	17,060,467
	Series 2019-3 Class A1C, 2.75% due 11/25/2029	3,080,100	2,959,112
	Sequoia Mortgage Trust, Whole Loan Securities Trust CMO,
^b	Series 2013-6 Class B4, 3.511% due 5/25/2043	716,584	583,798
^b	Series 2013-7 Class B4, 3.505% due 6/25/2043	584,999	511,443
	SG Residential Mortgage Trust, Whole Loan Securities Trust CMO,
^b,c	Series 2019-3 Class A1, 2.703% due 9/25/2059	787,037	776,018
^b,c	Series 2019-3 Class A3, 3.082% due 9/25/2059	1,367,679	1,351,931
^b,c	Series 2020-2 Class A1, 1.381% due 5/25/2065	12,538,954	11,617,211
^b,c	Series 2020-2 Class A2, 1.587% due 5/25/2065	2,436,312	2,269,366
^b,c	Series 2020-2 Class A3, 1.895% due 5/25/2065	831,783	781,033
^b,c	Series 2021-2 Class A1, 1.737% due 12/25/2061	17,031,945	14,756,799
^b,c	Shellpoint Asset Funding Trust, Whole Loan Securities Trust CMO, Series 2013-1 Class A1, 3.75% due 7/25/2043	959,047	906,286
^b,c	Spruce Hill Mortgage Loan Trust, Whole Loan Securities Trust CMO, Series 2020-SH1 Class A1, 2.521% due 1/28/2050	2,914,013	2,888,793
^b,c	Starwood Mortgage Residential Trust, Whole Loan Securities Trust CMO, Series 2021-5 Class A1, 1.92% due 9/25/2066	47,483,459	41,825,284
^b	Structured Asset Securities Corp., Mortgage Pass-Through Certificates, Whole Loan Securities Trust CMO, Series 2003-9A Class 2A2, 2.34% due 3/25/2033	498,846	489,651
	Towd Point Mortgage Trust, Whole Loan Securities Trust CMO,
^b,c	Series 2016-5 Class A1, 2.50% due 10/25/2056	1,454,318	1,443,177
^b,c	Series 2017-1 Class A1, 2.75% due 10/25/2056	782,650	776,371
^b,c	Series 2018-1 Class A1, 3.00% due 1/25/2058	437,214	429,077
^b,c	Series 2018-2 Class A1, 3.25% due 3/25/2058	18,044,084	17,668,327
^b,c	Series 2018-3 Class A1, 3.75% due 5/25/2058	3,212,744	3,139,782
^b,c	Series 2018-6 Class A1A, 3.75% due 3/25/2058	11,907,280	11,832,692
^b,c	Series 2019-HY2 Class A1, 2.624% (LIBOR 1 Month + 1.00%) due 5/25/2058	14,695,814	14,525,773
^b,c	TRK Trust, Whole Loan Securities Trust CMO, Series 2022-INV2 Class A1, 4.35% due 6/25/2057	26,575,593	25,972,992
	Verus Securitization Trust, Whole Loan Securities Trust CMO,
^b,c	Series 2020-1 Class M1, 3.021% due 1/25/2060	5,000,000	4,418,215
^b,c	Series 2020-2 Class M1, 5.36% due 5/25/2060	3,275,000	3,140,209
^b,c	Series 2020-INV1 Class M1, 5.50% due 3/25/2060	900,000	849,525
^b,c	Series 2021-R1 Class A1, 0.82% due 10/25/2063	8,916,417	8,147,765
^b,c	Vista Point Securitization Trust, Whole Loan Securities Trust CMO, Series 2020-2 Class A1, 1.475% due 4/25/2065	6,238,980	5,945,576
^b,c	WinWater Mortgage Loan Trust, Whole Loan Securities Trust CMO, Series 2015-3 Class B4, 3.86% due 3/20/2045	1,202,070	1,145,131
	Total Mortgage Backed (Cost $1,793,282,812)		1,667,325,735

SCHEDULE OF INVESTMENTS, Continued

Thornburg Limited Term Income Fund

June 30, 2022 (Unaudited)

	Issuer-Description	SHARES/ PRINCIPAL AMOUNT	VALUE
	Loan Participations — 0.8%
	Media & Entertainment — 0.6%
	Media — 0.6%
ⁱ	Charter Communications Operating LLC, 3.42% (LIBOR 1 Month + 1.75%) due 2/1/2027	$ 38,716,470	$ 36,829,042
ⁱ	Lamar Media Corp., 3.095% (LIBOR 1 Month + 1.50%) due 2/5/2027	4,750,000	4,565,937
ⁱ	Nielsen Finance LLC, 3.19% (LIBOR 1 Month + 2.00%) due 10/4/2023	14,511,083	14,409,071
			55,804,050
	Software & Services — 0.2%
	Information Technology Services — 0.2%
ⁱ	Genpact International, Inc., 3.041% (LIBOR 1 Month + 1.38%) due 8/9/2023	12,611,941	12,517,351
			12,517,351
	Total Loan Participations (Cost $69,726,066)		68,321,401
	Short-Term Investments — 3.0%
^j	Thornburg Capital Management Fund	26,304,510	263,045,105
	Total Short-Term Investments (Cost $263,045,105)		263,045,105
	Total Investments — 99.5% (Cost $9,242,272,586)		$8,673,040,374
	Other Assets Less Liabilities — 0.5%		43,993,631
	Net Assets — 100.0%		$8,717,034,005

Footnote Legend
a	Security currently fair valued by the Valuation and Pricing Committee using procedures approved by the Trustees’ Audit Committee.
b	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.
c	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 $4,459,373,844, representing 51.16% of the Fund’s net assets.
d	Yankee bond denominated in U.S. dollars and is issued in the U.S. by foreign banks and corporations.
e	When-issued security.
f	Segregated as collateral for a when-issued security.
g	Bond in default.
h	Non-income producing.
i	The stated coupon rate represents the greater of the LIBOR or the LIBOR floor rate plus a spread at June 30, 2022.
j	Investment in Affiliates.

Portfolio Abbreviations
To simplify the listings of securities, abbreviations are used per the table below:

AMBAC	Insured by American Municipal Bond Assurance Corp.
BSBY3M	Bloomberg Short Term Bank Yield 3 Month
CMBS	Commercial Mortgage-Backed Securities
CMO	Collateralized Mortgage Obligation
ETM	Escrowed to Maturity
GO	General Obligation
H15T1Y	US Treasury Yield Curve Rate T-Note Constant Maturity 1 Year
LIBOR	London Interbank Offered Rates

Mtg	Mortgage
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
UMBS	Uniform Mortgage Backed Securities

NOTES TO SCHEDULE OF INVESTMENTS

Thornburg Limited Term Income Fund

June 30, 2022 (Unaudited)

NOTE 1 – ORGANIZATION

Thornburg Limited Term 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 eight classes of shares of beneficial interest: Class A, Class C, Class C2, 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: 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 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.

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	$874,046,644	$2,806,087,068	$(3,417,088,607)	$-	$-	$263,045,105	$1,717,926

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