Name
Ticker/Symbol
Market Value
Weight %
THORNBURG CAPITAL MANAGEMENT FUND
LIQUID
$2,784,486.60
13.90%
United States Treasury Note/Bond
91282CMH1
$898,488.28
4.49%
United States Treasury Note/Bond
91282CLW9
$795,880.00
3.97%
United States Treasury Inflation Indexed Bonds
91282CFR7
$706,734.60
3.53%
Fannie Mae Pool
3140XMYU4
$671,687.51
3.35%
Freddie Mac Pool
3132DPQ76
$657,171.16
3.28%
Fannie Mae Pool
3140XLGX0
$641,683.06
3.20%
United States Treasury Note/Bond
91282CCV1
$628,195.32
3.14%
United States Treasury Note/Bond
912810UF3
$594,093.75
2.97%
Freddie Mac Pool
3132DP3J5
$456,146.69
2.28%
Ajax Mortgage Loan Trust 2020-B
00969YAA2
$302,820.22
1.51%
CSMC 2022-NQM5 Trust
12663DAC8
$296,140.83
1.48%
United States Treasury Inflation Indexed Bonds
91282CJY8
$246,477.71
1.23%
UWM Mortgage Trust 2021-INV1
90354XAV2
$227,819.49
1.14%
PRKCM 2024-HOME1 Trust
69391XAA7
$205,385.90
1.03%
Towd Point Mortgage Trust 2020-2
89176UAN4
$199,653.81
1.00%
Loanpal Solar Loan 2021-1 Ltd.
53948PAA6
$193,067.05
0.96%
BRAVO Residential Funding Trust 2023-NQM1
10568MAA2
$190,344.63
0.95%
United States Treasury Strip Coupon
912833Y46
$183,259.93
0.91%
Freddie Mac Multifamily Structured Pass Through Certificates
3137HA4L7
$180,021.42
0.90%
United States Treasury Inflation Indexed Bonds
912810TP3
$176,928.78
0.88%
GLS Auto Receivables Issuer Trust 2022-1
36263XAG8
$168,641.74
0.84%
Auxilior Term Funding 2024-1, LLC
05335FAB7
$160,587.83
0.80%
Angel Oak Mortgage Trust 2022-1
03464BAA6
$155,931.48
0.78%
Carvana Auto Receivables Trust 2023-N3
14686RAB8
$152,037.23
0.76%
United States Treasury Strip Coupon
912833Y38
$150,451.62
0.75%
UWM Mortgage Trust 2021-INV5
90355DAY9
$143,858.48
0.72%
Fannie Mae Pool
3140QQBZ7
$138,849.85
0.69%
Fannie Mae Pool
31418FGV3
$133,484.21
0.67%
SLG Office Trust 2021-OVA
78449RAA3
$127,549.09
0.64%
Freddie Mac Pool
3132DWDX8
$121,116.90
0.60%
Other Assets Less Liabilities
—
$118,280.65
0.59%
HOMES 2023-NQM1 Trust
43761JAA5
$116,277.78
0.58%
Fannie Mae Pool
3140JCNX8
$113,841.29
0.57%
Fannie Mae Pool
3140LD2R9
$109,084.21
0.54%
ROCK Trust 2024-CNTR
74970WAA8
$100,624.94
0.50%
Centene Corp.
15135BAT8
$95,303.00
0.48%
Towd Point Mortgage Trust 2020-1
89178WBB3
$89,448.05
0.45%
Freddie Mac Non Gold Pool
31288Q4S6
$80,114.77
0.40%
SFO Commercial Mortgage Trust 2021-555
78432WAA1
$79,534.05
0.40%
Freddie Mac Seasoned Credit Risk Transfer Trust Series 2024-1
35563PR43
$78,194.65
0.39%
Energean Israel Finance Ltd.
29290WAA5
$77,529.75
0.39%
One Bryant Park Trust 2019-OBP
68236JAA9
$76,202.42
0.38%
American Tower Trust #1
03027WAK8
$76,058.98
0.38%
Delek Logistics Partners L.P. / Delek Logistics Finance Corp.
24665FAD4
$71,499.96
0.36%
Cushman & Wakefield US Borrower, LLC
23166MAA1
$70,559.30
0.35%
ACCO Brands Corp.
00081TAK4
$69,297.00
0.35%
Columbia Pipelines Holding Co., LLC
19828AAD9
$68,863.90
0.34%
Service Corp. International/US
817565CH5
$68,810.70
0.34%
The GEO Group, Inc.
36162JAG1
$68,694.60
0.34%
APA Infrastructure Ltd.
00188LAA5
$68,664.10
0.34%
Laboratory Corp. of America Holdings
50540RBA9
$68,180.59
0.34%
Petroleos Mexicanos
71654QDE9
$67,319.20
0.34%
Iron Mountain, Inc.
46284VAP6
$66,868.75
0.33%
BWX Technologies, Inc.
05605HAB6
$66,840.20
0.33%
Open Text Corp.
683715AC0
$66,440.50
0.33%
TransDigm, Inc.
893647BR7
$66,157.65
0.33%
Medline Borrower LP/Medline Co-Issuer, Inc.
58506DAA6
$66,103.70
0.33%
SS&C Technologies, Inc.
78466CAD8
$66,034.80
0.33%
Corebridge Global Funding
00138CAU2
$65,920.40
0.33%
Tenet Healthcare Corp.
88033GDQ0
$65,270.40
0.33%
NOVA Chemicals Corp.
66977WAR0
$64,624.30
0.32%
Edgewell Personal Care Co.
28035QAA0
$64,207.65
0.32%
Korn Ferry
50067PAA7
$63,495.90
0.32%
FirstCash, Inc.
31944TAA8
$63,443.90
0.32%
Science Applications International Corp.
808625AA5
$62,923.25
0.31%
Prestige Brands, Inc.
74112BAM7
$62,753.60
0.31%
CCO Holdings, LLC/ CCO Holdings Capital Corp.
1248EPCK7
$62,491.10
0.31%
COMM 2024-277P Mortgage Trust
12654FAA8
$62,440.90
0.31%
Central American Bottling Corp. / CBC Bottling Holdco SL / Beliv Holdco SL
BT6737410
$62,282.35
0.31%
Charles River Laboratories International, Inc.
159864AE7
$62,271.95
0.31%
ATS Corp.
001940AC9
$60,815.95
0.30%
Nufarm Australia Ltd / Nufarm Americas, Inc.
67052NAB1
$60,679.45
0.30%
Graphic Packaging International, LLC
38869AAC1
$60,128.25
0.30%
Papa John's International, Inc.
698813AA0
$58,973.20
0.29%
Windsor Holdings III, LLC
97360AAA5
$58,346.20
0.29%
Matthews International Corp.
577128AC5
$57,638.35
0.29%
KeHE Distributors, LLC/ KeHE Finance Corp. / NextWave Distribution, Inc.
487526AC9
$57,182.95
0.29%
Cogent Communications Group, LLC
19240CAE3
$55,763.95
0.28%
CD&R Smokey Buyer Inc / Radio Systems Corp.
12515KAA6
$54,775.60
0.27%
Post Holdings, Inc.
737446AP9
$53,944.00
0.27%
Brighthouse Financial Global Funding
10921U2E7
$53,929.20
0.27%
Micron Technology, Inc.
595112BV4
$53,302.00
0.27%
Energizer Holdings, Inc.
29272WAC3
$52,741.70
0.26%
Blue Owl Credit Income Corp.
69120VAP6
$52,436.50
0.26%
F&G Annuities & Life, Inc.
30190AAC8
$52,065.50
0.26%
CNO Financial Group, Inc.
12621EAM5
$51,916.00
0.26%
LKQ Corp.
501889AF6
$51,828.50
0.26%
Open Text Corp.
683715AF3
$51,782.50
0.26%
Sunoco L.P.
86765KAB5
$51,712.00
0.26%
Reinsurance Group of America, Inc.
759351AR0
$51,660.00
0.26%
Monongahela Power Co.
610202BR3
$51,538.79
0.26%
American Tower Corp.
03027XCE8
$51,474.50
0.26%
Alliant Energy Finance, LLC
01882YAE6
$51,348.00
0.26%
Southwest Gas Corp.
845011AF2
$51,247.50
0.26%
Flex Ltd.
33938XAE5
$51,187.00
0.26%
Ryder System, Inc.
78355HKV0
$51,177.00
0.26%
The Brooklyn Union Gas Co.
114259AN4
$51,128.48
0.26%
Insight Enterprises, Inc.
45765UAC7
$51,021.00
0.25%
Zebra Technologies Corp.
989207AD7
$50,942.00
0.25%
Esab Corp.
29605JAA4
$50,923.00
0.25%
Main Street Capital Corp.
56035LAJ3
$50,895.50
0.25%
WESCO Distribution, Inc.
95081QAQ7
$50,892.50
0.25%
Element Fleet Management Corp.
286181AH5
$50,868.00
0.25%
Nasdaq, Inc.
63111XAJ0
$50,850.00
0.25%
Eversource Energy
30040WAT5
$50,729.00
0.25%
Kinder Morgan Energy Partners L.P.
494550AT3
$50,727.00
0.25%
ITC Holdings Corp.
465685AT2
$50,662.50
0.25%
Amcor Group Finance plc
02344BAA4
$50,652.00
0.25%
Ball Corp.
058498AZ9
$50,646.50
0.25%
Aon North America, Inc.
03740MAD2
$50,638.50
0.25%
Prologis Targeted US Logistics Fund L.P.
74350LAA2
$50,579.50
0.25%
Sun Communities Operating L.P.
866677AK3
$50,539.50
0.25%
The Charles Schwab Corp.
808513BZ7
$50,454.50
0.25%
Constellation Software, Inc./Canada
21037XAC4
$50,427.00
0.25%
Hyundai Capital America
44891ADA2
$50,380.00
0.25%
Equifax, Inc.
294429AW5
$50,311.00
0.25%
NextEra Energy Capital Holdings, Inc.
65339KBS8
$50,272.50
0.25%
Piedmont Natural Gas Co., Inc.
720186AQ8
$50,249.50
0.25%
American Electric Power Co., Inc.
02557TAD1
$50,228.00
0.25%
RenaissanceRe Holdings Ltd.
75968NAE1
$50,217.50
0.25%
Bank of America Corp.
06051GKW8
$50,152.50
0.25%
US Bancorp
91159HJS0
$50,122.50
0.25%
Crown Castle, Inc.
22822VBA8
$50,120.00
0.25%
The Goldman Sachs Group, Inc.
38141GYH1
$50,115.00
0.25%
Willis North America, Inc.
970648AM3
$50,046.50
0.25%
Constellation Brands, Inc.
21036PBN7
$49,979.50
0.25%
DTE Energy Co.
233331BJ5
$49,953.50
0.25%
Albertsons Cos, Inc. / Safeway, Inc. / New Albertsons L.P. / Albertsons, LLC
013092AB7
$49,909.00
0.25%
Illumina, Inc.
452327AQ2
$49,834.00
0.25%
Genuine Parts Co.
372460AF2
$49,778.00
0.25%
CNO Global Funding
18977W2F6
$49,754.50
0.25%
Southern Co. Gas Capital Corp.
8426EPAF5
$49,750.00
0.25%
Realty Income Corp.
756109BS2
$49,728.50
0.25%
Darling Ingredients, Inc.
237266AH4
$49,667.00
0.25%
Ares Capital Corp.
04010LAY9
$49,616.00
0.25%
Sirius XM Radio, LLC
82967NBA5
$49,364.50
0.25%
Ecopetrol S.A.
279158AN9
$49,354.50
0.25%
Digital Realty Trust L.P.
25389JAT3
$49,227.00
0.25%
LPL Holdings, Inc.
50212YAC8
$49,150.50
0.25%
The Southern Co.
842587CV7
$49,071.00
0.24%
Clean Harbors, Inc.
184496AP2
$48,777.50
0.24%
CDW, LLC/ CDW Finance Corp.
12513GBD0
$48,715.50
0.24%
Fairfax Financial Holdings Ltd.
303901BF8
$48,654.00
0.24%
MPLX L.P.
55336VBU3
$48,654.00
0.24%
Sealed Air Corp.
81211KBA7
$48,402.50
0.24%
US Foods, Inc.
90290MAD3
$48,360.00
0.24%
Universal Health Services, Inc.
913903BB5
$48,355.00
0.24%
Stewart Information Services Corp.
86038AAA0
$48,348.85
0.24%
Black Hills Corp.
092113AT6
$48,341.70
0.24%
New York Life Global Funding
64952WEZ2
$48,084.50
0.24%
Skyworks Solutions, Inc.
83088MAK8
$48,041.50
0.24%
Hercules Capital, Inc.
427096AJ1
$47,980.00
0.24%
Citigroup, Inc.
172967NA5
$47,839.00
0.24%
Harley-Davidson Financial Services, Inc.
41283LBA2
$47,778.50
0.24%
Fair Isaac Corp.
303250AF1
$47,712.00
0.24%
Gray Oak Pipeline, LLC
38937LAB7
$47,686.50
0.24%
Highmark, Inc.
431116AD4
$47,656.00
0.24%
MSCI, Inc.
55354GAH3
$47,506.00
0.24%
Puget Energy, Inc.
745310AK8
$47,061.50
0.23%
News Corp.
65249BAA7
$47,020.50
0.23%
Equitable Financial Life Global Funding
29449WAB3
$45,985.50
0.23%
Hologic, Inc.
436440AP6
$45,984.50
0.23%
Altria Group, Inc.
02209SBL6
$45,653.30
0.23%
Qorvo, Inc.
74736KAJ0
$43,294.50
0.22%
Enstar Group Ltd.
29359UAC3
$42,682.00
0.21%
Fidelity National Financial, Inc.
31620RAK1
$42,558.50
0.21%
Australia Government Bond
BV8650343
$31,346.58
0.16%
Brazil Notas do Tesouro Nacional Serie F
AQ6084745
$25,993.04
0.13%
Arroyo Mortgage Trust 2019-1
042859AA6
$23,591.52
0.12%
AUD/USD R
—
$-40.72
0.00%
US DOLLARS
—
$-578,760.94
-2.89%