Caledonia Generating LLC

NPORT-P false 0000816153 XXXXXXXX S000011842 C000032347 C000032349 C000032350 C000042666 C000113847 C000136848 C000222323 THORNBURG INVESTMENT TRUST 811-05201 0000816153 5493001XM52H8S4WYY82 2300 NORTH RIDGETOP ROAD SANTA FE 87506-8361 505-984-0200 Thornburg Limited Term U.S. Government Fund S000011842 5493006JWY6PYF1WBP22 2026-09-30 2026-06-30 N 78318281.44 641633.40 77676648.04 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 114317.02000000 0.00000000 0.00000000 0.00000000 USD N CALEDONIA GENERA N/A Caledonia Generating LLC 129268AB4 2825357.36000000 PA USD 2463316.07000000 3.171244038145 Long DBT CORP US N 2 2034-02-28 Fixed 1.95000000 N N N N N N FRESB Multifamily Mortgage Pass-Through Certifica 549300P6Y1UBYR0WQ049 FRESB 2018-SB47 Mortgage Trust 30296KAE5 250143.45000000 PA USD 249949.21000000 0.321781663224 Long ABS-MBS USGSE US N 2 2038-01-25 Floating 4.41000000 N N N N N N Farmer Mac Agricultural Real Estate Trust N/A FARM 21-1 Mortgage Trust 30768WAA6 3574398.22000000 PA USD 2958414.88000000 3.808628403322 Long ABS-MBS USGSE US N 2 2051-01-25 Variable 2.18000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold Pool 3128E52U2 118669.92000000 PA USD 116356.04000000 0.149795392741 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Non Gold Pool 3128Q2BS1 431351.14000000 PA USD 443801.30000000 0.571344556180 Long ABS-MBS USGSE US N 2 2046-02-01 Floating 6.03000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold Pool 3128S3EQ8 72839.03000000 PA USD 67080.44000000 0.086358566818 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold Pool 31294UA29 8738.71000000 PA USD 8606.28000000 0.011079623306 Long ABS-MBS USGSE US N 2 2028-03-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold Pool 31307UNB0 83583.22000000 PA USD 81721.43000000 0.105207204561 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold Pool 31323AB27 354718.91000000 PA USD 313326.08000000 0.403372297731 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3132A5HF5 609303.71000000 PA USD 561493.41000000 0.722859989672 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3132D53T7 342086.95000000 PA USD 322237.41000000 0.414844638808 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3132D54P4 553981.05000000 PA USD 510890.15000000 0.657713949933 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3132D6NT3 333836.42000000 PA USD 306015.61000000 0.393960884926 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3132XGUG9 565000.00000000 PA USD 562210.00000000 0.723782519181 Long ABS-MBS USGSE US N 2 2028-06-01 Fixed 4.34000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3132XGYH3 2250000.00000000 PA USD 2280725.60000000 2.936179221875 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 4.90000000 N N N N N N FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 Federal Farm Credit Banks Funding Corp 3133ENQQ6 715000.00000000 PA USD 657499.70000000 0.846457354418 Long DBT USGSE US N 2 2032-03-08 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3133KNR54 840709.53000000 PA USD 740043.08000000 0.952722727709 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3133N3X25 1819960.18000000 PA USD 1414921.98000000 1.821553859110 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3133N3YQ1 1595489.30000000 PA USD 1309220.15000000 1.685474570588 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3133SKBP5 1794335.58000000 PA USD 1565366.07000000 2.015233805137 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 3136A0LQ8 7329.94000000 PA USD 7329.94000000 0.009436478253 Long ABS-MBS USGSE US N 2 2026-08-25 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 3136AFB37 571696.20000000 PA USD 567661.81000000 0.730801115037 Long ABS-MBS USGSE US N 2 2043-01-25 Floating 4.04000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 3136AGFY3 441360.00000000 PA USD 440334.52000000 0.566881464521 Long ABS-MBS USGSE US N 2 2043-09-25 Floating 4.29000000 N N N N N N FannieMae Grantor Trust N/A Fannie Mae Grantor Trust 2017-T1 3136AV6R5 987140.14000000 PA USD 972962.44000000 1.252580363018 Long ABS-MBS USGSE US N 2 2027-06-25 Fixed 2.90000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 3136BRTQ0 447866.02000000 PA USD 459323.00000000 0.591327009583 Long ABS-MBS USGSE US N 2 2035-03-25 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 3136BTAJ2 424351.96000000 PA USD 416559.83000000 0.536274209187 Long ABS-MBS USGSE US N 2 2054-10-25 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 3136BXNP5 338991.61000000 PA USD 326065.84000000 0.419773314409 Long ABS-MBS USGSE US N 2 2055-10-25 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 3136G5G61 191783.74000000 PA USD 190073.75000000 0.244698702629 Long ABS-MBS USGSE US N 2 2053-08-25 Fixed 4.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS 3137AFJJ2 9019.12000000 PA USD 8950.74000000 0.011523077045 Long ABS-MBS USGSE US N 2 2041-04-15 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS 3137AUCS6 359788.97000000 PA USD 356256.66000000 0.458640619786 Long ABS-MBS USGSE US N 2 2042-09-15 Floating 4.11000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS 3137AVH34 60623.95000000 PA USD 59640.00000000 0.076779832169 Long ABS-MBS USGSE US N 2 2027-10-15 Fixed 1.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS 3137AVHH3 96291.39000000 PA USD 95056.53000000 0.122374654929 Long ABS-MBS USGSE US N 2 2027-10-15 Fixed 2.00000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 Freddie Mac Multifamily Structured Pass Through Certificates 3137F32C7 283822.75000000 PA USD 279456.14000000 0.359768536685 Long ABS-MBS USGSE US N 2 2027-12-25 Fixed 3.34000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 Freddie Mac Multifamily Structured Pass Through Certificates 3137FNAE0 577000.00000000 PA USD 551316.23000000 0.709758008244 Long ABS-MBS USGSE US N 2 2029-06-25 Fixed 2.79000000 N N N N N N Freddie Mac Whole Loan Securities Trust S6XOOCT0IEG5ABCC6L87 Freddie Mac Whole Loan Securities Trust 2015-SC02 3137G1AL1 169525.52000000 PA USD 152247.56000000 0.196001712022 Long ABS-MBS USGSE US N 2 2045-09-25 Fixed 3.50000000 N N N N N N Freddie Mac Whole Loan Securities Trust S6XOOCT0IEG5ABCC6L87 Freddie Mac Whole Loan Securities Trust 2016-SC01 3137G1AV9 613539.54000000 PA USD 540114.58000000 0.695337136228 Long ABS-MBS USGSE US N 2 2046-07-25 Fixed 3.00000000 N N N N N N Freddie Mac Whole Loan Securities Trust S6XOOCT0IEG5ABCC6L87 Freddie Mac Whole Loan Securities Trust 2016-SC01 3137G1AW7 202013.10000000 PA USD 184104.46000000 0.237013909129 Long ABS-MBS USGSE US N 2 2046-07-25 Fixed 3.50000000 N N N N N N Freddie Mac Whole Loan Securities Trust S6XOOCT0IEG5ABCC6L87 Freddie Mac Whole Loan Securities Trust 2016-SC02 3137G1BD8 130399.49000000 PA USD 118299.05000000 0.152296800885 Long ABS-MBS USGSE US N 2 2046-10-25 Fixed 3.50000000 N N N N N N Freddie Mac Whole Loan Securities Trust S6XOOCT0IEG5ABCC6L87 Freddie Mac Whole Loan Securities Trust 3137G1BK2 1138741.41000000 PA USD 991957.26000000 1.277034070122 Long ABS-MBS USGSE US N 2 2046-12-25 Fixed 3.00000000 N N N N N N Freddie Mac Whole Loan Securities Trust S6XOOCT0IEG5ABCC6L87 Freddie Mac Whole Loan Securities Trust 3137G1BL0 414654.97000000 PA USD 375759.69000000 0.483748590447 Long ABS-MBS USGSE US N 2 2046-12-25 Fixed 3.50000000 N N N N N N Freddie Mac Whole Loan Securities Trust S6XOOCT0IEG5ABCC6L87 Freddie Mac Whole Loan Securities Trust 2017-SC02 3137G1BS5 255664.24000000 PA USD 222761.64000000 0.286780706455 Long ABS-MBS USGSE US N 2 2047-05-25 Fixed 3.00000000 N N N N N N Freddie Mac Whole Loan Securities Trust S6XOOCT0IEG5ABCC6L87 Freddie Mac Whole Loan Securities Trust 2017-SC02 3137G1BV8 111609.98000000 PA USD 101120.32000000 0.130181106615 Long ABS-MBS USGSE US N 2 2047-05-25 Fixed 3.50000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 Freddie Mac Multifamily Structured Pass Through Certificates 3137HAD29 216000.00000000 PA USD 217563.83000000 0.280089107202 Long ABS-MBS USGSE US N 2 2031-10-25 Fixed 4.80000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 Freddie Mac Multifamily Structured Pass Through Certificates 3137HAMP8 149000.00000000 PA USD 152695.21000000 0.196578011349 Long ABS-MBS USGSE US N 2 2031-06-25 Variable 5.43000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 Freddie Mac Multifamily Structured Pass Through Certificates 3137HBC77 379000.00000000 PA USD 384727.32000000 0.495293411479 Long ABS-MBS USGSE US N 2 2031-10-25 Fixed 5.03000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS 3137HHH87 497861.41000000 PA USD 488929.58000000 0.629442171279 Long ABS-MBS USGSE US N 2 2054-11-25 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS 3137HM3Y4 464747.97000000 PA USD 466479.01000000 0.600539572407 Long ABS-MBS USGSE US N 2 2036-06-25 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138AS5N8 5914.95000000 PA USD 5895.96000000 0.007590389323 Long ABS-MBS USGSE US N 2 2026-09-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138EPJ47 152072.93000000 PA USD 150168.04000000 0.193324562515 Long ABS-MBS USGSE US N 2 2030-04-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138ERP79 4781.80000000 PA USD 4674.15000000 0.006017445548 Long ABS-MBS USGSE US N 2 2031-07-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138WKZP3 222885.23000000 PA USD 211604.64000000 0.272417316322 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138X16F8 110308.15000000 PA USD 107910.85000000 0.138923154799 Long ABS-MBS USGSE US N 2 2028-10-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 31397NGR0 148699.53000000 PA USD 122235.18000000 0.157364128195 Long ABS-MBS USGSE US N 2 2039-03-25 Variable 0.48000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140FXEC2 269676.42000000 PA USD 244661.09000000 0.314973799943 Long ABS-MBS USGSE US N 2 2056-08-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140FXES7 384082.83000000 PA USD 347743.09000000 0.447680350239 Long ABS-MBS USGSE US N 2 2056-10-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140GTA26 1130202.09000000 PA USD 1104181.26000000 1.421509923331 Long ABS-MBS USGSE US N 2 2046-06-01 Floating 4.03000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140J9MN8 350191.63000000 PA USD 343620.31000000 0.442372731922 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140JBUK0 383274.08000000 PA USD 365833.50000000 0.470969730583 Long ABS-MBS USGSE US N 2 2051-12-01 Floating 1.60000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140JBXM3 905407.79000000 PA USD 760448.01000000 0.978991793786 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140LGWS7 290000.00000000 PA USD 278517.58000000 0.358560245617 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 3.85000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140Q0DR0 496720.74000000 PA USD 511374.14000000 0.658337032948 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 5.43000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140Q8BL8 418356.88000000 PA USD 399021.73000000 0.513695866220 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140QBRY6 161922.11000000 PA USD 159482.07000000 0.205315334819 Long ABS-MBS USGSE US N 2 2029-08-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140QC2D7 583525.98000000 PA USD 550874.87000000 0.709189806589 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140QMN83 422018.34000000 PA USD 404791.47000000 0.521123761405 Long ABS-MBS USGSE US N 2 2051-11-01 Floating 1.53000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140X4VR4 119347.77000000 PA USD 117002.12000000 0.150627148508 Long ABS-MBS USGSE US N 2 2029-08-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140X63C3 303437.20000000 PA USD 261143.42000000 0.336192957071 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140X6ED9 585015.42000000 PA USD 564856.18000000 0.727189180085 Long ABS-MBS USGSE US N 2 2032-05-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140X8PW1 914910.93000000 PA USD 838349.15000000 1.079280802086 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140X9B46 918306.25000000 PA USD 820557.91000000 1.056376569670 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 1.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140XGAS8 859660.77000000 PA USD 750636.40000000 0.966360442862 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140XM3W4 212732.05000000 PA USD 200221.03000000 0.257762191150 Long ABS-MBS USGSE US N 2 2032-05-01 Fixed 1.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31410R6H7 40573.35000000 PA USD 41713.47000000 0.053701429004 Long ABS-MBS USGSE US N 2 2036-06-01 Floating 6.45000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418BTK2 414189.88000000 PA USD 393201.99000000 0.506203601624 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418CZ72 247271.88000000 PA USD 240747.57000000 0.309935580479 Long ABS-MBS USGSE US N 2 2038-09-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418D2Y7 1643789.15000000 PA USD 1567624.90000000 2.018141796222 Long ABS-MBS USGSE US N 2 2031-07-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418DCT7 177453.78000000 PA USD 169837.94000000 0.218647359644 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418DKJ0 59766.69000000 PA USD 56171.70000000 0.072314783679 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418FCA3 754453.98000000 PA USD 748205.92000000 0.963231471593 Long ABS-MBS USGSE US N 2 2039-08-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418FFX0 511680.07000000 PA USD 488367.33000000 0.628718337264 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418FRG4 867688.24000000 PA USD 871346.24000000 1.121760866343 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418FUG0 191508.66000000 PA USD 190624.98000000 0.245408349626 Long ABS-MBS USGSE US N 2 2046-02-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418FYR2 114000.00000000 PA USD 114429.75000000 0.147315509728 Long ABS-MBS USGSE US N 2 2056-07-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3142J6EA7 276284.44000000 PA USD 277282.10000000 0.356969703246 Long ABS-MBS USGSE US N 2 2056-06-01 Fixed 5.50000000 N N N N N N Freddie Mac - SCRT S6XOOCT0IEG5ABCC6L87 Freddie Mac Seasoned Credit Risk Transfer Trust Series 2022-1 35563P7E3 872267.09000000 PA USD 742620.46000000 0.956040816305 Long ABS-MBS USGSE US N 2 2061-11-25 Fixed 3.25000000 N N N N N N Freddie Mac - SCRT S6XOOCT0IEG5ABCC6L87 Freddie Mac Seasoned Credit Risk Transfer Trust Series 2017-3 35563PBY4 673136.01000000 PA USD 634326.72000000 0.816624733437 Long ABS-MBS USGSE US N 2 2056-07-25 Variable 3.25000000 N N N N N N Freddie Mac - SCRT S6XOOCT0IEG5ABCC6L87 Freddie Mac Seasoned Credit Risk Transfer Trust 2017-4 35563PCM9 496494.13000000 PA USD 449239.17000000 0.578345205844 Long ABS-MBS USGSE US N 2 2057-06-25 Fixed 3.50000000 N N N N N N Freddie Mac - SCRT S6XOOCT0IEG5ABCC6L87 Freddie Mac Seasoned Credit Risk Transfer Trust 2017-4 35563PDD8 2199960.03000000 PA USD 1977148.01000000 2.545357015124 Long ABS-MBS USGSE US N 2 2057-06-25 Variable 3.25000000 N N N N N N Freddie Mac - SCRT S6XOOCT0IEG5ABCC6L87 Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-1 35563PDU0 841518.37000000 PA USD 783066.00000000 1.008109927190 Long ABS-MBS USGSE US N 2 2057-05-25 Variable 3.00000000 N N N N N N Freddie Mac - SCRT S6XOOCT0IEG5ABCC6L87 Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-2 35563PFB0 429897.13000000 PA USD 406250.99000000 0.523002730229 Long ABS-MBS USGSE US N 2 2057-11-25 Variable 3.00000000 N N N N N N Freddie Mac - SCRT S6XOOCT0IEG5ABCC6L87 Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-3 35563PGB9 619240.13000000 PA USD 573752.92000000 0.738642738168 Long ABS-MBS USGSE US N 2 2057-08-25 Fixed 3.00000000 N N N N N N Freddie Mac - SCRT S6XOOCT0IEG5ABCC6L87 Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-4 35563PHA0 797077.94000000 PA USD 735605.42000000 0.947009736595 Long ABS-MBS USGSE US N 2 2058-03-25 Fixed 3.00000000 N N N N N N Freddie Mac - SCRT S6XOOCT0IEG5ABCC6L87 Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-4 35563PHF9 502750.01000000 PA USD 480966.31000000 0.619190351458 Long ABS-MBS USGSE US N 2 2058-03-25 Fixed 3.50000000 N N N N N N Freddie Mac - SCRT S6XOOCT0IEG5ABCC6L87 Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-2 35563PKG3 1295631.66000000 PA USD 1232341.35000000 1.586501710739 Long ABS-MBS USGSE US N 2 2058-08-26 Fixed 3.50000000 N N N N N N Freddie Mac - SCRT S6XOOCT0IEG5ABCC6L87 Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-3 35563PLH0 479733.49000000 PA USD 461186.66000000 0.593726263474 Long ABS-MBS USGSE US N 2 2058-10-25 Fixed 3.50000000 N N N N N N Freddie Mac - SCRT S6XOOCT0IEG5ABCC6L87 Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-4 35563PML0 786167.37000000 PA USD 725463.74000000 0.933953457448 Long ABS-MBS USGSE US N 2 2059-02-25 Fixed 3.00000000 N N N N N N Freddie Mac - SCRT S6XOOCT0IEG5ABCC6L87 Freddie Mac Seasoned Credit Risk Transfer Trust Series 2020-1 35563PNP0 1109303.82000000 PA USD 1020914.03000000 1.314312674092 Long ABS-MBS USGSE US N 2 2059-08-25 Fixed 2.50000000 N N N N N N Freddie Mac - SCRT S6XOOCT0IEG5ABCC6L87 Freddie Mac Seasoned Credit Risk Transfer Trust Series 2020-2 35563PQP7 1120807.93000000 PA USD 992841.53000000 1.278172468885 Long ABS-MBS USGSE US N 2 2059-11-25 Fixed 2.00000000 N N N N N N Freddie Mac - SCRT S6XOOCT0IEG5ABCC6L87 Freddie Mac Seasoned Credit Risk Transfer Trust Series 2020-3 35563PSB6 526925.60000000 PA USD 411726.08000000 0.530051296482 Long ABS-MBS USGSE US N 2 2060-05-25 Fixed 2.00000000 N N N N N N Freddie Mac - SCRT S6XOOCT0IEG5ABCC6L87 Freddie Mac Seasoned Credit Risk Transfer Trust Series 2020-3 35563PSC4 369233.85000000 PA USD 328995.92000000 0.423545464823 Long ABS-MBS USGSE US N 2 2060-05-25 Fixed 2.00000000 N N N N N N Freddie Mac - SLST N/A Seasoned Loans Structured Transaction Trust Series 2020-2 35564CGN1 1370952.53000000 PA USD 1267784.50000000 1.632130803774 Long ABS-MBS USGSE US N 2 2030-09-25 Fixed 1.75000000 N N N N N N Freddie Mac - SLST N/A Seasoned Loans Structured Transaction Trust Series 2020-2 35564CGQ4 1370952.53000000 PA USD 1262379.37000000 1.625172303199 Long ABS-MBS USGSE US N 2 2030-09-25 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179MDD9 92806.96000000 PA USD 95124.52000000 0.122462184453 Long ABS-MBS USGA US N 2 2042-05-20 Floating 5.63000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179NAG3 105724.03000000 PA USD 103457.50000000 0.133189964565 Long ABS-MBS USGA US N 2 2028-04-20 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 3620E0FB7 70702.25000000 PA USD 71608.85000000 0.092188388411 Long ABS-MBS USGA US N 2 2039-08-20 Floating 5.38000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38376RQX7 101890.69000000 PA USD 96893.49000000 0.124739535555 Long ABS-MBS USGA US N 2 2065-07-20 Fixed 2.25000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38380T5N2 467340.12000000 PA USD 465048.95000000 0.598698530040 Long ABS-MBS USGA US N 2 2031-02-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38381HMU2 1250000.00000000 PA USD 899898.24000000 1.158518374192 Long ABS-MBS USGA US N 2 2063-10-16 Fixed 2.20000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38381JLK1 408136.86000000 PA USD 385296.69000000 0.496026411697 Long ABS-MBS USGA US N 2 2065-01-16 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38381NXJ2 343598.94000000 PA USD 310026.22000000 0.399124096910 Long ABS-MBS USGA US N 2 2051-06-20 Fixed 1.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38381QG96 210882.18000000 PA USD 211294.21000000 0.272017672404 Long ABS-MBS USGA US N 2 2065-03-20 Fixed 5.00000000 N N N N N N HNA 2015 LLC N/A HNA 2015 LLC 40426UAA3 287396.48000000 PA USD 282487.60000000 0.363671202514 Long DBT CORP US N 2 2027-06-30 Fixed 2.29000000 N N N N N N Small Business Administration Participation Certs N/A United States Small Business Administration 83162CQY2 10773.87000000 PA USD 10814.34000000 0.013922253692 Long ABS-O USGA US N 2 2027-04-01 Fixed 5.32000000 N N N N N N Small Business Administration Participation Certs N/A United States Small Business Administration 83162CRB1 8034.16000000 PA USD 8089.92000000 0.010414867536 Long ABS-O USGA US N 2 2027-06-01 Fixed 5.71000000 N N N N N N Small Business Administration Participation Certs N/A United States Small Business Administration 83162CRG0 36794.22000000 PA USD 37021.55000000 0.047661106566 Long ABS-O USGA US N 2 2027-09-01 Fixed 5.56000000 N N N N N N Small Business Administration Participation Certs N/A United States Small Business Administration 83162CRK1 26012.98000000 PA USD 26207.17000000 0.033738801378 Long ABS-O USGA US N 2 2027-11-01 Fixed 5.51000000 N N N N N N Small Business Administration Participation Certs N/A United States Small Business Administration 83162CRX3 93238.86000000 PA USD 94518.90000000 0.121682516412 Long ABS-O USGA US N 2 2028-07-01 Fixed 5.87000000 N N N N N N Small Business Administration Participation Certs N/A United States Small Business Administration 83162CUD3 217498.22000000 PA USD 213392.64000000 0.274719166421 Long ABS-O USGA US N 2 2031-07-01 Fixed 3.74000000 N N N N N N Small Business Administration Participation Certs N/A United States Small Business Administration 83162CUK7 338805.39000000 PA USD 325859.49000000 0.419507661855 Long ABS-O USGA US N 2 2031-11-01 Fixed 2.87000000 N N N N N N Small Business Administration Participation Certs N/A United States Small Business Administration 83162CWL3 262088.94000000 PA USD 248525.69000000 0.319949040375 Long ABS-O USGA US N 2 2034-08-01 Fixed 2.88000000 N N N N N N Small Business Administration Participation Certs N/A United States Small Business Administration 83162CWV1 230719.18000000 PA USD 215295.98000000 0.277169503876 Long ABS-O USGA US N 2 2035-02-01 Fixed 2.46000000 N N N N N N Small Business Administration Participation Certs N/A United States Small Business Administration 83162CXG3 523708.04000000 PA USD 491992.39000000 0.633385196728 Long ABS-O USGA US N 2 2035-09-01 Fixed 2.82000000 N N N N N N Small Business Administration Participation Certs N/A United States Small Business Administration 83162CYW7 1231076.54000000 PA USD 1132641.01000000 1.458148669619 Long ABS-O USGA US N 2 2037-09-01 Fixed 2.59000000 N N N N N N Small Business Administration Participation Certs N/A United States Small Business Administration 83162CYZ0 629294.12000000 PA USD 580725.84000000 0.747619593086 Long ABS-O USGA US N 2 2037-11-01 Fixed 2.79000000 N N N N N N State Street Institutional Treasury Money Market Fund 549300Q3FHSMZ70NLT76 State Street Institutional Treasury Money Market Fund 857492888 159545.73000000 NS USD 159545.73000000 0.205397289952 Long EC RF US N 1 N N N THIRAX 1 LLC N/A Thirax 1 LLC 88410XAA4 869998.82000000 PA USD 772332.75000000 0.994292067806 Long DBT CORP US N 2 2033-01-14 Fixed 0.97000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Bills 912797RF6 250000.00000000 PA USD 249803.60000000 0.321594206628 Long STIV UST US N 2 2026-07-09 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Bills 912797TF4 250000.00000000 PA USD 249975.51000000 0.321815521533 Long STIV UST US N 2 2026-07-02 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Bills 912797TN7 250000.00000000 PA USD 249631.39000000 0.321372505506 Long STIV UST US N 2 2026-07-16 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Bills 912797TP2 250000.00000000 PA USD 249455.65000000 0.321146259904 Long STIV UST US N 2 2026-07-23 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Bills 912797UN5 250000.00000000 PA USD 249852.71000000 0.321657430263 Long STIV UST US N 2 2026-07-07 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Bills 912797UP0 250000.00000000 PA USD 249680.19000000 0.321435330051 Long STIV UST US N 2 2026-07-14 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Bills 912797UQ8 250000.00000000 PA USD 249505.75000000 0.321210758053 Long STIV UST US N 2 2026-07-21 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Bills 912797UR6 250000.00000000 PA USD 249322.75000000 0.320975166013 Long STIV UST US N 2 2026-07-28 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Inflation-Indexed Notes 9128283R9 152517.23000000 PA USD 148626.85000000 0.191340452697 Long DBT UST US N 1 2028-01-15 Fixed 0.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Notes 91282CDY4 920000.00000000 PA USD 811540.63000000 1.044767829814 Long DBT UST US N 1 2032-02-15 Fixed 1.88000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Notes 91282CFC0 152000.00000000 PA USD 145266.88000000 0.187014866971 Long DBT UST US N 1 2029-07-31 Fixed 2.63000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Inflation-Indexed Notes 91282CGW5 125423.22000000 PA USD 123394.89000000 0.158857125163 Long DBT UST US N 1 2028-04-15 Fixed 1.25000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Notes 91282CHM6 250000.00000000 PA USD 250079.15000000 0.321948946446 Long DBT UST US N 2 2026-07-15 Fixed 4.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Notes 91282CLJ8 1000000.00000000 PA USD 978125.00000000 1.259226581837 Long DBT UST US N 1 2031-08-31 Fixed 3.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Notes 91282CPC9 573000.00000000 PA USD 564673.59000000 0.726954115874 Long DBT UST US N 1 2028-10-15 Fixed 3.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Notes 91282CPD7 383000.00000000 PA USD 374322.66000000 0.481898574983 Long DBT UST US N 1 2030-10-31 Fixed 3.63000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Notes 91282CPE5 573000.00000000 PA USD 568075.78000000 0.731334055130 Long DBT UST US N 1 2027-10-31 Fixed 3.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Notes 91282CPF2 241000.00000000 PA USD 233882.97000000 0.301098175451 Long DBT UST US N 1 2032-10-31 Fixed 3.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Notes 91282CPJ4 3005000.00000000 PA USD 2906867.97000000 3.742267519709 Long DBT UST US N 1 2035-11-15 Fixed 4.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Inflation-Indexed Notes 91282CPU9 2360655.36000000 PA USD 2293893.08000000 2.953130880234 Long DBT UST US N 1 2036-01-15 Fixed 1.88000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Notes 91282CQC8 415000.00000000 PA USD 401966.41000000 0.517486812501 Long DBT UST US N 1 2033-02-28 Fixed 3.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Notes 91282CQQ7 400000.00000000 PA USD 397937.50000000 0.512300041313 Long DBT UST US N 1 2036-05-15 Fixed 4.38000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury STRIPS Coupon 9128334Y3 1890000.00000000 PA USD 1320453.57000000 1.699936342927 Long DBT UST US N 1 2034-08-15 None 0.00000000 N N N N N N State Street Bank & Trust Co. N/A TRISTATE INSURED CASH SWEEP 000000000 1782547.15000000 PA USD 1782547.15000000 2.294830164507 Long STIV CORP US N 2 2050-10-01 Variable 3.84000000 N N N N N N 2026-07-21 THORNBURG INVESTMENT TRUST Christopher Luckham Christopher Luckham Senior Manager - Fund Administration XXXX