Thornburg Strategic Income Fund

Fund Profile

Fund profile

Tickers

TSIAX, TSICX, TSIIX, TSIRX, TSRRX, TSRIX, TSRSX

Fund manager

Thornburg Investment Income Builder Fund Class C

Total assets

$9.53 bn

Liabilities

$103.55 mm

Net assets

$9.43 bn

Number of holdings

1.16 k

Top 200 of 1156 Holdings

As of Sep 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
Thornburg Capital Management Fund	601.03 mm	60.10 mm shares	6.38	Common equity	Long	USA
U.S. Treasury Notes	177.38 mm	187.58 mm principal	1.88	Debt	Long	USA
U.S. Treasury Notes	166.86 mm	178.52 mm principal	1.77	Debt	Long	USA
Fannie Mae Pool	127.67 mm	147.88 mm principal	1.35	ABS-mortgage backed security	Long	USA
U.S. Treasury Inflation-Indexed Notes	118.49 mm	117.11 mm principal	1.26	Debt	Long	USA
Fannie Mae Pool	113.02 mm	125.58 mm principal	1.20	ABS-mortgage backed security	Long	USA
U.S. Treasury Inflation-Indexed Bonds	110.01 mm	109.11 mm principal	1.17	Debt	Long	USA
Freddie Mac Pool	101.88 mm	113.30 mm principal	1.08	ABS-mortgage backed security	Long	USA
U.S. Treasury Notes	97.43 mm	92.24 mm principal	1.03	Debt	Long	USA
Freddie Mac Pool	90.30 mm	104.59 mm principal	0.96	ABS-mortgage backed security	Long	USA
U.S. Treasury Notes	83.58 mm	81.25 mm principal	0.89	Debt	Long	USA
U.S. Treasury Inflation-Indexed Notes	79.44 mm	80.19 mm principal	0.84	Debt	Long	USA
U.S. Treasury STRIPS Coupon	65.66 mm	110.00 mm principal	0.70	Debt	Long	USA
U.S. Treasury Inflation-Indexed Notes	63.66 mm	63.23 mm principal	0.68	Debt	Long	USA
U.S. Treasury Inflation-Indexed Notes	45.81 mm	47.59 mm principal	0.49	Debt	Long	USA
U.S. Treasury Inflation-Indexed Bonds	45.55 mm	50.34 mm principal	0.48	Debt	Long	USA
Fannie Mae Pool	44.55 mm	51.61 mm principal	0.47	ABS-mortgage backed security	Long	USA
U.S. Treasury Inflation-Indexed Bonds	41.08 mm	39.46 mm principal	0.44	Debt	Long	USA
U.S. Treasury STRIPS Coupon	40.51 mm	80.00 mm principal	0.43	Debt	Long	USA
Fannie Mae Pool	35.19 mm	39.22 mm principal	0.37	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	32.88 mm	37.91 mm principal	0.35	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	31.78 mm	36.81 mm principal	0.34	ABS-mortgage backed security	Long	USA
U.S. Treasury STRIPS Coupon	30.60 mm	50.00 mm principal	0.32	Debt	Long	USA
Freddie Mac REMICS	29.99 mm	30.46 mm principal	0.32	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	29.59 mm	34.00 mm principal	0.31	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	29.19 mm	33.81 mm principal	0.31	ABS-mortgage backed security	Long	USA
U.S. Treasury Notes	29.15 mm	32.00 mm principal	0.31	Debt	Long	USA
American Honda Finance Corp	29.05 mm	29.05 mm principal	0.31	Debt	Long	USA
Becle SAB de CV	28.37 mm	34.06 mm principal	0.30	Debt	Long	Mexico
Freddie Mac Pool	28.17 mm	33.94 mm principal	0.30	ABS-mortgage backed security	Long	USA
Blue Owl Technology Finance Corp	27.43 mm	27.85 mm principal	0.29	Debt	Long	USA
BRAVO Residential Funding Trust 2024-NQM4	26.37 mm	26.84 mm principal	0.28	ABS-mortgage backed security	Long	USA
KeHE Distributors LLC / KeHE Finance Corp / NextWave Distribution Inc	25.11 mm	24.14 mm principal	0.27	Debt	Long	USA
SAIC Science Applications International Corporation	25.03 mm	25.55 mm principal	0.27	Debt	Long	USA
Fannie Mae Pool	25.00 mm	28.95 mm principal	0.27	ABS-mortgage backed security	Long	USA
PRPM 2022-INV1 Trust	24.78 mm	24.73 mm principal	0.26	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	24.13 mm	27.93 mm principal	0.26	ABS-mortgage backed security	Long	USA
Eskom Holdings SOC Ltd	24.00 mm	24.00 mm principal	0.25	Debt	Long	South Africa
Central American Bottling Corp / CBC Bottling Holdco SL / Beliv Holdco SL	23.94 mm	24.66 mm principal	0.25	Debt	Long	Virgin Islands (British)
HUM Humana Inc.	23.84 mm	23.84 mm principal	0.25	Debt	Long	USA
Australia Government Bonds	23.63 mm	36.87 mm principal	0.25	Debt	Long	Australia
Farm Credit Bank of Texas	23.38 mm	23.36 mm principal	0.25	Debt	Long	USA
Imperial Brands Finance PLC	23.21 mm	22.50 mm principal	0.25	Debt	Long	UK
RNECY Renesas Electronics Corporation	23.21 mm	23.34 mm principal	0.25	Debt	Long	Japan
Dominican Republic International Bond	23.00 mm	1.30 bn principal	0.24	Debt	Long	Dominican Republic
Electricite de France SA	22.77 mm	21.72 mm principal	0.24	Debt	Long	France
One Bryant Park Trust 2019-OBP	22.65 mm	25.45 mm principal	0.24	ABS-mortgage backed security	Long	USA
Homeward Opportunities Fund Trust 2024-RTL1	22.64 mm	22.32 mm principal	0.24	ABS-mortgage backed security	Long	USA
T AT&T Inc.	22.24 mm	22.24 mm principal	0.24	Debt	Long	USA
ITC ITC Holdings Corp	22.14 mm	21.00 mm principal	0.23	Debt	Long	USA
U.S. Treasury STRIPS Coupon	21.75 mm	50.00 mm principal	0.23	Debt	Long	USA
Fannie Mae REMICS	21.55 mm	21.94 mm principal	0.23	ABS-mortgage backed security	Long	USA
Retail Opportunity Investments Partnership LP	21.49 mm	20.02 mm principal	0.23	Debt	Long	USA
Fannie Mae Pool	21.49 mm	24.86 mm principal	0.23	ABS-mortgage backed security	Long	USA
Sirius XM Radio Inc	21.45 mm	21.78 mm principal	0.23	Debt	Long	USA
VGR Vector Group Ltd.	21.18 mm	20.93 mm principal	0.22	Debt	Long	USA
Harvest Commercial Capital Loan Trust 2024-1	20.83 mm	20.32 mm principal	0.22	ABS-mortgage backed security	Long	USA
FICO Fair Isaac Corporation	20.71 mm	20.71 mm principal	0.22	Debt	Long	USA
GDV The Gabelli Dividend & Income Trust	20.65 mm	864.00 shares	0.22	Preferred equity	Long	USA
Freddie Mac REMICS	20.31 mm	20.44 mm principal	0.22	ABS-mortgage backed security	Long	USA
OSAT 2021-RPL1 Trust	20.18 mm	20.22 mm principal	0.21	ABS-mortgage backed security	Long	USA
SCHW The Charles Schwab Corporation	20.10 mm	20.00 mm principal	0.21	Debt	Long	USA
Burford Capital Global Finance LLC	19.91 mm	18.50 mm principal	0.21	Debt	Long	USA
Aegea Finance Sarl	19.89 mm	18.40 mm principal	0.21	Debt	Long	Luxembourg
Pegasus Hava Tasimaciligi AS	19.79 mm	19.80 mm principal	0.21	Debt	Long	Turkey
MWA Mueller Water Products, Inc.	19.76 mm	20.71 mm principal	0.21	Debt	Long	USA
Enstar Finance LLC	19.75 mm	20.00 mm principal	0.21	Debt	Long	USA
Freddie Mac Seasoned Credit Risk Transfer Trust Series 2022-1	19.38 mm	21.68 mm principal	0.21	ABS-mortgage backed security	Long	USA
Freddie Mac Multifamily Structured Pass Through Certificates	19.32 mm	18.48 mm principal	0.20	ABS-mortgage backed security	Long	USA
WMG Acquisition Corp	19.22 mm	19.02 mm principal	0.20	Debt	Long	USA
AES Espana BV	19.14 mm	20.03 mm principal	0.20	Debt	Long	Netherlands
SLGN Silgan Holdings Inc.	19.06 mm	20.08 mm principal	0.20	Debt	Long	USA
MAIN Main Street Capital Corporation	18.93 mm	18.51 mm principal	0.20	Debt	Long	USA
Federal Home Loan Banks	18.70 mm	22.38 mm principal	0.20	Debt	Long	USA
IHS Netherlands Holdco BV	18.49 mm	18.48 mm principal	0.20	Debt	Long	Netherlands
KIOR Kior Inc	18.45 mm	19.58 mm principal	0.20	Debt	Long	USA
CRA LOAN FUNDING 1	18.45 mm	18.00 mm principal	0.20	Debt	Long	USA
SBA Tower Trust	18.29 mm	18.31 mm principal	0.19	ABS-other	Long	USA
Arbor Realty Commercial Real Estate Notes 2022-FL1 Ltd	18.25 mm	18.29 mm principal	0.19	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Element Fleet Management Corp	18.22 mm	17.74 mm principal	0.19	Debt	Long	Canada
ULS UL Solutions Inc.	18.13 mm	16.95 mm principal	0.19	Debt	Long	USA
U.S. Treasury STRIPS Coupon	18.01 mm	40.00 mm principal	0.19	Debt	Long	USA
DENTSPLY SIRONA Inc	17.93 mm	18.00 mm principal	0.19	Short-term investment vehicle	Long	USA
New Economy Assets Phase 1 Sponsor LLC	17.85 mm	19.36 mm principal	0.19	ABS-other	Long	USA
Diamond Infrastructure Funding LLC	17.82 mm	19.15 mm principal	0.19	ABS-other	Long	USA
CHNGE Mortgage Trust 2022-1	17.77 mm	18.97 mm principal	0.19	ABS-mortgage backed security	Long	USA
Arches Buyer Inc	17.77 mm	19.32 mm principal	0.19	Debt	Long	USA
Fannie Mae Pool	17.68 mm	20.50 mm principal	0.19	ABS-mortgage backed security	Long	USA
Monongahela Power Co	17.65 mm	17.99 mm principal	0.19	Debt	Long	USA
AVY Avery Dennison Corporation	17.63 mm	16.45 mm principal	0.19	Debt	Long	USA
Kinetic Advantage Master Owner Trust	17.56 mm	17.50 mm principal	0.19	ABS-other	Long	USA
Egypt Treasury Bills	17.45 mm	952.45 mm principal	0.19	Short-term investment vehicle	Long	Egypt
Reliance Standard Life Global Funding II	17.37 mm	17.29 mm principal	0.18	Debt	Long	USA
Brazil Notas do Tesouro Nacional Serie F	17.28 mm	98.80 mm principal	0.18	Debt	Long	Brazil
Jackson National Life Global Funding	17.17 mm	17.00 mm principal	0.18	Debt	Long	USA
FirstCash Inc	17.07 mm	17.22 mm principal	0.18	Debt	Long	USA
Delek Logistics Partners LP / Delek Logistics Finance Corp	17.00 mm	16.15 mm principal	0.18	Debt	Long	USA
GCAT 2023-NQM4 Trust	16.99 mm	17.79 mm principal	0.18	ABS-mortgage backed security	Long	USA
THC Tenet Healthcare Corporation	16.92 mm	16.22 mm principal	0.18	Debt	Long	USA
MFA 2022-NQM2 Trust	16.91 mm	17.30 mm principal	0.18	ABS-mortgage backed security	Long	USA
SBA Tower Trust	16.89 mm	16.98 mm principal	0.18	Debt	Long	USA
Morgan Stanley Residential Mortgage Loan Trust 2024-NQM1	16.87 mm	16.66 mm principal	0.18	ABS-mortgage backed security	Long	USA
Korn Ferry	16.86 mm	17.23 mm principal	0.18	Debt	Long	USA
Mill City Mortgage Loan Trust 2023-NQM1	16.82 mm	16.69 mm principal	0.18	ABS-mortgage backed security	Long	USA
Brighthouse Financial Global Funding	16.78 mm	16.44 mm principal	0.18	Debt	Long	USA
WE Soda Investments Holding PLC	16.66 mm	16.00 mm principal	0.18	Debt	Long	UK
Upstart Securitization Trust 2021-2	16.63 mm	16.80 mm principal	0.18	ABS-other	Long	USA
Freddie Mac Pool	16.52 mm	16.32 mm principal	0.18	ABS-mortgage backed security	Long	USA
Cigna Holding Co	16.52 mm	16.52 mm principal	0.18	Debt	Long	USA
CIM Trust 2024-R1	16.45 mm	16.53 mm principal	0.17	ABS-mortgage backed security	Long	USA
DataBank Issuer	16.32 mm	16.38 mm principal	0.17	ABS-other	Long	USA
New Residential Mortgage Loan Trust 2022-NQM3	16.28 mm	16.99 mm principal	0.17	ABS-mortgage backed security	Long	USA
Trust Fibra Uno	16.27 mm	16.34 mm principal	0.17	Debt	Long	Mexico
Fannie Mae Pool	16.25 mm	15.90 mm principal	0.17	ABS-mortgage backed security	Long	USA
LPL Holdings Inc	16.17 mm	16.91 mm principal	0.17	Debt	Long	USA
SLG Office Trust 2021-OVA	16.17 mm	18.66 mm principal	0.17	ABS-mortgage backed security	Long	USA
Barclays Mortgage Trust 2022-RPL1	16.08 mm	16.41 mm principal	0.17	ABS-mortgage backed security	Long	USA
U.S. Treasury Inflation-Indexed Notes	15.89 mm	16.18 mm principal	0.17	Debt	Long	USA
Houston Galleria Mall Trust 2015-HGLR	15.86 mm	16.07 mm principal	0.17	ABS-mortgage backed security	Long	USA
Oportun Issuance Trust 2021-C	15.81 mm	16.29 mm principal	0.17	ABS-other	Long	USA
Morgan Stanley Capital I Trust 2024-BPR2	15.72 mm	14.86 mm principal	0.17	ABS-mortgage backed security	Long	USA
New York State Electric & Gas Corp	15.65 mm	15.00 mm principal	0.17	Debt	Long	USA
SBA Tower Trust	15.61 mm	15.00 mm principal	0.17	Debt	Long	USA
EDvestinU Private Education Loan Issue No 3 LLC	15.56 mm	16.94 mm principal	0.17	ABS-other	Long	USA
FICO Fair Isaac Corporation	15.56 mm	16.09 mm principal	0.17	Debt	Long	USA
ACCO ACCO Brands Corporation	15.56 mm	16.61 mm principal	0.17	Debt	Long	USA
SMFG Sumitomo Mitsui Financial Group, Inc.	15.55 mm	14.55 mm principal	0.16	Debt	Long	Japan
Freddie Mac Pool	15.52 mm	17.93 mm principal	0.16	ABS-mortgage backed security	Long	USA
Enel Finance International NV	15.52 mm	16.90 mm principal	0.16	Debt	Long	Netherlands
AVT Avnet, Inc.	15.45 mm	14.70 mm principal	0.16	Debt	Long	USA
TransDigm Inc	15.33 mm	14.86 mm principal	0.16	Debt	Long	USA
KeySpan Gas East Corp	15.28 mm	14.59 mm principal	0.16	Debt	Long	USA
College Ave Student Loans 2023-A LLC	15.24 mm	35.00 k principal	0.16	ABS-other	Long	USA
MATW Matthews International Corporation	15.08 mm	15.09 mm principal	0.16	Debt	Long	USA
ET Energy Transfer LP	15.02 mm	14.52 mm principal	0.16	Debt	Long	USA
Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC	14.93 mm	16.31 mm principal	0.16	Debt	Long	XX
AngloGold Ashanti Holdings PLC	14.81 mm	15.72 mm principal	0.16	Debt	Long	Isle of Man
Fannie Mae REMICS	14.77 mm	14.39 mm principal	0.16	ABS-mortgage backed security	Long	USA
Indonesia Treasury Bond	14.72 mm	216.73 bn principal	0.16	Debt	Long	Indonesia
Mercury Financial Credit Card Master Trust	14.67 mm	14.60 mm principal	0.16	ABS-other	Long	USA
Stewart Information Services Corp	14.57 mm	16.62 mm principal	0.15	Debt	Long	USA
International Flavors & Fragrances Inc	14.54 mm	13.40 mm principal	0.15	Debt	Long	USA
Freddie Mac Non Gold Pool	14.48 mm	16.21 mm principal	0.15	ABS-mortgage backed security	Long	USA
New Residential Mortgage Loan Trust 2024-RPL1	14.38 mm	15.14 mm principal	0.15	ABS-mortgage backed security	Long	USA
ITC ITC Holdings Corp	14.30 mm	13.82 mm principal	0.15	Debt	Long	USA
Saluda Grade Alternative Mortgage Trust 2020-FIG1	14.28 mm	14.43 mm principal	0.15	ABS-mortgage backed security	Long	USA
SoFi Professional Loan Program 2021-B Trust	14.26 mm	16.20 mm principal	0.15	ABS-other	Long	USA
JP Morgan Mortgage Trust 2022-LTV1	14.17 mm	16.28 mm principal	0.15	ABS-mortgage backed security	Long	USA
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC	13.99 mm	13.95 mm principal	0.15	Debt	Long	USA
Mill City Securities 2024-RS1 Ltd	13.97 mm	15.13 mm principal	0.15	ABS-mortgage backed security	Long	USA
UHS Universal Health Services, Inc.	13.95 mm	14.04 mm principal	0.15	Debt	Long	USA
Comision Federal de Electricidad	13.92 mm	16.18 mm principal	0.15	Debt	Long	Mexico
Telenet Finance Luxembourg Notes Sarl	13.91 mm	14.20 mm principal	0.15	Debt	Long	Luxembourg
Cushman & Wakefield US Borrower LLC	13.90 mm	13.77 mm principal	0.15	Debt	Long	USA
Freddie Mac Pool	13.86 mm	15.44 mm principal	0.15	ABS-mortgage backed security	Long	USA
American Tower Trust #1	13.84 mm	14.25 mm principal	0.15	Debt	Long	USA
Upstart Securitization Trust 2021-3	13.83 mm	14.09 mm principal	0.15	ABS-other	Long	USA
CD&R Smokey Buyer Inc	13.83 mm	13.83 mm principal	0.15	Debt	Long	USA
Medco Maple Tree Pte Ltd	13.75 mm	13.00 mm principal	0.15	Debt	Long	Singapore
Finance Department Government of Sharjah	13.70 mm	15.63 mm principal	0.15	Debt	Long	United Arab Emirates
SWC Stillwater Mining Co	13.67 mm	14.33 mm principal	0.14	Debt	Long	USA
OBX 2024-NQM11 Trust	13.64 mm	13.48 mm principal	0.14	ABS-mortgage backed security	Long	USA
CXW CoreCivic, Inc.	13.63 mm	12.87 mm principal	0.14	Debt	Long	USA
Homeward Opportunities Fund I Trust 2020-2	13.54 mm	14.31 mm principal	0.14	ABS-mortgage backed security	Long	USA
Santander Holdings USA Inc	13.49 mm	12.00 mm principal	0.14	Debt	Long	USA
US Foods Inc	13.47 mm	13.80 mm principal	0.14	Debt	Long	USA
PWR Quanta Services, Inc.	13.38 mm	13.38 mm principal	0.14	Debt	Long	USA
MFA 2024-RPL1 Trust	13.36 mm	13.78 mm principal	0.14	ABS-mortgage backed security	Long	USA
QRVO Qorvo, Inc.	13.34 mm	14.90 mm principal	0.14	Debt	Long	USA
Greystone CRE Notes 2021-FL3 Ltd	13.21 mm	13.26 mm principal	0.14	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Imperial Fund Mortgage Trust 2022-NQM1	13.18 mm	14.64 mm principal	0.14	ABS-mortgage backed security	Long	USA
Barclays Mortgage Loan Trust 2022-INV1	13.10 mm	13.67 mm principal	0.14	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	13.01 mm	14.65 mm principal	0.14	ABS-mortgage backed security	Long	USA
Warnermedia Holdings Inc	13.00 mm	13.00 mm principal	0.14	Debt	Long	USA
Ascent Education Funding Trust 2024-A	12.97 mm	12.61 mm principal	0.14	ABS-other	Long	USA
Angel Oak Mortgage Trust 2023-1	12.79 mm	13.06 mm principal	0.14	ABS-mortgage backed security	Long	USA
CALAMOS STRATEGIC TOTAL RETURN	12.75 mm	510.00 k shares	0.14	Preferred equity	Long	USA
BALL Ball Corporation	12.72 mm	14.30 mm principal	0.13	Debt	Long	USA
Columbia Pipelines Operating Co LLC	12.67 mm	11.96 mm principal	0.13	Debt	Long	USA
Cross 2024-H4 Mortgage Trust	12.67 mm	12.48 mm principal	0.13	ABS-mortgage backed security	Long	USA
SBA Tower Trust	12.64 mm	13.50 mm principal	0.13	Debt	Long	USA
ANAT American National Group Inc	12.61 mm	12.68 mm principal	0.13	Debt	Long	USA
Freddie Mac Seasoned Credit Risk Transfer Trust Series 2024-2	12.60 mm	13.95 mm principal	0.13	ABS-mortgage backed security	Long	USA
Sunoco LP / Sunoco Finance Corp	12.60 mm	12.53 mm principal	0.13	Debt	Long	USA
Imagefirst Holdings LLC 2024 Term Loan	12.60 mm	12.69 mm principal	0.13	Loan	Long	USA
CIM Trust 2023-I2	12.57 mm	12.37 mm principal	0.13	ABS-mortgage backed security	Long	USA
SEE Sealed Air Corporation	12.54 mm	13.35 mm principal	0.13	Debt	Long	USA
Research-Driven Pagaya Motor Asset Trust 2023-3	12.54 mm	12.40 mm principal	0.13	ABS-other	Long	USA
MPOWER Education Trust 2024-A	12.54 mm	12.19 mm principal	0.13	ABS-other	Long	USA
Starwood Mortgage Residential Trust 2021-5	12.39 mm	14.47 mm principal	0.13	ABS-mortgage backed security	Long	USA
Energean Israel Finance Ltd	12.35 mm	13.06 mm principal	0.13	Debt	Long	Israel
OBX 2021-NQM4 Trust	12.32 mm	14.42 mm principal	0.13	ABS-mortgage backed security	Long	USA
United Wholesale Mortgage LLC	12.31 mm	12.30 mm principal	0.13	Debt	Long	USA
U.S. Treasury Notes	12.29 mm	12.08 mm principal	0.13	Debt	Long	USA
FG F&G Annuities & Life, Inc.	12.24 mm	11.59 mm principal	0.13	Debt	Long	USA
Prestige Brands Inc	12.21 mm	12.32 mm principal	0.13	Debt	Long	USA
Prologis Targeted US Logistics Fund LP	12.21 mm	11.95 mm principal	0.13	Debt	Long	USA
CITGO Petroleum Corp	12.20 mm	12.20 mm principal	0.13	Debt	Long	USA
SMG The Scotts Miracle-Gro Company	12.19 mm	13.17 mm principal	0.13	Debt	Long	USA
Avantor Funding Inc	12.14 mm	11.00 mm principal	0.13	Debt	Long	USA