# EDGAR Filing Document

**Accession Number:** 0000816153
**File Stem:** 0001410368-26-051164
**Filing Date:** 2026-5
**Character Count:** 140143
**Document Hash:** 4fd6b41d89272d049936fa698b70e26a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-051164.hdr.sgml**: 20260526

**ACCESSION NUMBER**: 0001410368-26-051164

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260526

**DATE AS OF CHANGE**: 20260526

**PERIOD START**: 20260930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** THORNBURG INVESTMENT TRUST
- **CENTRAL INDEX KEY:** 0000816153

**ORGANIZATION NAME:**
- **EIN:** 061158764
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05201
- **FILM NUMBER:** 261016866

**BUSINESS ADDRESS:**
- **STREET 1:** 2300 NORTH RIDGETOP ROAD
- **CITY:** SANTA FE
- **STATE:** NM
- **ZIP:** 87506-8361
- **BUSINESS PHONE:** 5059840200

**MAIL ADDRESS:**
- **STREET 1:** 2300 NORTH RIDGETOP ROAD
- **CITY:** SANTA FE
- **STATE:** NM
- **ZIP:** 87506-8361

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** THORNBURG INCOME TRUST
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** LIMITED TERM TRUST
- **DATE OF NAME CHANGE:** 19870816

## Series and Classes Contracts Data

### Thornburg Core Plus Bond Fund (Series ID: S000082059)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000245315 | Class R6     | THCSX           |
| C000245318 | Class A      | THCAX           |
| C000245319 | Class I      | THCIX           |
| C000245320 | Class C      | THCCX           |

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** THORNBURG INVESTMENT TRUST

- **b. Investment Company Act file number:** 811-05201

- **c. CIK number of Registrant:** 0000816153

- **d. LEI of Registrant:** 5493001XM52H8S4WYY82

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 2300 NORTH RIDGETOP ROAD

  - **City:** SANTA FE

  - **State:** NM

  - **Foreign country:** US

  - **Zip / Postal Code:** 87506-8361

  - **Telephone number:** 505-984-0200

**Item A.2. Information about the Series.**

- **a. Name of Series:** Thornburg Core Plus Bond Fund

- **b. EDGAR series identifier (if any):** S000082059

- **c. LEI of Series:** 5493000O5HWPIXAHMB98

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2026-09-30

- **b. Date as of which information is reported:** 2026-03-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $96916790.62

**Total Liabilities:** $1061568.74

**Net Assets:** $95855221.88

**Delayed Delivery Securities:** $292894.04

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** -113.50000000 | **1-Year:** -2050.58000000 | **5-Year:** -6225.27000000 | **10-Year:** -5054.53000000 | **30-Year:** -1473.36000000

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** -101.27000000 | **1-Year:** -1216.38000000 | **5-Year:** -1874.22000000 | **10-Year:** -991.73000000 | **30-Year:** -118.25000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000245315 | 0.19%                | 1.63%                | -1.94%               |
| Class ID C000245318 | 0.27%                | 1.55%                | -1.98%               |
| Class ID C000245319 | 0.19%                | 1.68%                | -1.90%               |
| Class ID C000245320 | 0.20%                | 1.56%                | -2.09%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $65420.44                | $-222603.91                                |
| Month 2  | $680797.27               | $851126.13                                 |
| Month 3  | $-36815.65               | $-2353833.12                               |

### Schedule of Portfolio Investments

| Name                                              | Title                                                                     | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |    Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ACHD Trust                                        | ACHD Trust 2025-DS1                                                       | CUSIP: 00092TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     198866 | PA      | $199010.63    | 0.21%             | 2034-01-09      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                     | AEP Texas Inc                                                             | CUSIP: 00108WAV2<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |      60000 | PA      | $59045.40     | 0.06%             | 2036-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AMCR ABS Trust                                    | AMCR ABS TRUST 2024-A                                                     | CUSIP: 00178EAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1570 | PA      | $1570.47      | 0.00%             | 2031-08-18      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                          | Ajax Mortgage Loan Trust 2023-B                                           | CUSIP: 009691AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     440485 | PA      | $438389.81    | 0.46%             | 2062-10-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                          | Ajax Mortgage Loan Trust 2021-F                                           | CUSIP: 009703AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     403240 | PA      | $403401.73    | 0.42%             | 2061-06-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| AMDR ABS Trust                                    | AMDR ABS TRUST 2025-1                                                     | CUSIP: 02342WAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     220399 | PA      | $220845.14    | 0.23%             | 2033-12-19      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                          | Angel Oak Mortgage Trust 2022-1                                           | CUSIP: 03464BAA6<br>LEI: 2549003MM0537Y3QHI22 | Long             | ABS-MBS          | CORP              | US        |      94550 | PA      | $89063.72     | 0.09%             | 2066-12-25      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                          | Angel Oak Mortgage Trust 2024-3                                           | CUSIP: 03466HAA1<br>LEI: 2549003MM0537Y3QHI22 | Long             | ABS-MBS          | CORP              | US        |     153629 | PA      | $152671.89    | 0.16%             | 2068-11-26      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS                                  | Antares Holdings LP                                                       | CUSIP: 03666HAC5<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |     500000 | PA      | $498065.00    | 0.52%             | 2026-07-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                                | Aqua Finance Trust 2020-A                                                 | CUSIP: 038413AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     105641 | PA      | $104674.45    | 0.11%             | 2046-07-17      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| ARCOS DORADOS BV                                  | Arcos Dorados BV                                                          | CUSIP: 03965TAC7<br>LEI: 549300T91OYP6I7P8G39 | Long             | DBT              | CORP              | NL        |     360000 | PA      | $368406.00    | 0.38%             | 2032-01-29      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Arivo Acceptance Auto Loan Receivables Trust      | Arivo Acceptance Auto Loan Receivables Trust 2024-1                       | CUSIP: 039943AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      40640 | PA      | $40765.72     | 0.04%             | 2028-04-17      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| Ascent Education Funding Trust                    | Ascent Education Funding Trust 2024-A                                     | CUSIP: 04362VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     217990 | PA      | $222409.59    | 0.23%             | 2050-10-25      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| ASPEN INSURANCE HLDG LTD                          | Aspen Insurance Holdings Ltd                                              | CUSIP: 04530DAE2<br>LEI: 549300YX6HECG9XQCQ75 | Long             | DBT              | CORP              | BM        |     250000 | PA      | $257950.00    | 0.27%             | 2030-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AUGUSTA SPINCO CORPORATI                          | Augusta SpinCo Corp                                                       | CUSIP: 051473AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     175000 | PA      | $174090.00    | 0.18%             | 2031-03-23      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Auxilior Term Funding LLC                         | Auxilior Term Funding 2023-1 LLC                                          | CUSIP: 05335JAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       9409 | PA      | $9430.94      | 0.01%             | 2028-12-15      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                  | BAT Capital Corp                                                          | CUSIP: 05526DBX2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     160000 | PA      | $183537.60    | 0.19%             | 2032-10-19      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                            | Bank of New York Mellon Corp/The                                          | CUSIP: 064058AJ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     325000 | PA      | $325861.25    | 0.34%             | 2026-06-20      | Fixed         | 7.17%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                      | Barclays Mortgage Trust 2021-NPL1                                         | CUSIP: 06744JAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     211161 | PA      | $211263.12    | 0.22%             | 2051-11-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                      | Barclays Mortgage Trust 2022-RPL1                                         | CUSIP: 06745CAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     301997 | PA      | $303870.30    | 0.32%             | 2028-02-25      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| BECLE SA DE CV                                    | Becle SAB de CV                                                           | CUSIP: 07586PAA9<br>LEI: 529900JY55CZKMJLCE09 | Long             | DBT              | CORP              | MX        |     650000 | PA      | $555789.00    | 0.58%             | 2031-10-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BELRON UK FINANCE PLC                             | Belron UK Finance PLC                                                     | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |     320000 | PA      | $321641.60    | 0.34%             | 2029-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust     | BHG Securitization Trust 2022-C                                           | CUSIP: 08860DAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      30768 | PA      | $30812.03     | 0.03%             | 2035-10-17      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                           | Booz Allen Hamilton Inc                                                   | CUSIP: 09951LAA1<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |     448000 | PA      | $435366.40    | 0.45%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BOSTON GAS COMPANY                                | Boston Gas Co                                                             | CUSIP: 100743AM5<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |     200000 | PA      | $187526.00    | 0.20%             | 2032-03-16      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                   | BRAVO Residential Funding Trust 2024-NQM2                                 | CUSIP: 10569KAA5<br>LEI: 2549000KHGUZMZ31N203 | Long             | ABS-MBS          | CORP              | US        |     193629 | PA      | $194704.74    | 0.20%             | 2064-02-25      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| Bunker Hill Loan Depositary Trust                 | Bunker Hill Loan Depositary Trust 2019-3                                  | CUSIP: 12062BAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     305000 | PA      | $301299.05    | 0.31%             | 2059-11-25      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                            | CCO Holdings LLC / CCO Holdings Capital Corp                              | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     330000 | PA      | $282328.20    | 0.29%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                               | CDW LLC / CDW Finance Corp                                                | CUSIP: 12513GBF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     310000 | PA      | $295163.40    | 0.31%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CHNGE Mortgage Trust                              | CHNGE Mortgage Trust 2023-1                                               | CUSIP: 12547QAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     108448 | PA      | $108262.23    | 0.11%             | 2058-03-25      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| CNO FINANCIAL GROUP INC                           | CNO Financial Group Inc                                                   | CUSIP: 12621EAM5<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |     200000 | PA      | $206124.00    | 0.22%             | 2034-06-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                               | COMM 2024-277P Mortgage Trust                                             | CUSIP: 12654FAA8<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |     485000 | PA      | $505688.89    | 0.53%             | 2044-08-10      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| CPT MORTGAGE TRUST                                | Century Plaza Towers 2019-CPT                                             | CUSIP: 12654YAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     400000 | PA      | $369456.58    | 0.39%             | 2039-11-13      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                      | CSMC 2020-WEST Trust                                                      | CUSIP: 12655QAA3<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |     340000 | PA      | $287369.81    | 0.30%             | 2035-02-15      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                      | CSMC 2021-AFC1 Trust                                                      | CUSIP: 12657LAA2<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |      38939 | PA      | $31563.28     | 0.03%             | 2056-03-25      | Variable      | 0.83%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                      | CSMC 2021-RPL11 Trust                                                     | CUSIP: 12659AAC0<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |     562940 | PA      | $471654.14    | 0.49%             | 2061-10-25      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                      | CSMC 2022-ATH2                                                            | CUSIP: 12665WAC4<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |      89279 | PA      | $88940.26     | 0.09%             | 2067-05-25      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| CAMERON LNG LLC                                   | Cameron LNG LLC                                                           | CUSIP: 133434AC4<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |     300000 | PA      | $261240.00    | 0.27%             | 2038-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                      | Centene Corp                                                              | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     328000 | PA      | $287390.32    | 0.30%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CNTL AMR BOTTLING CORP                            | Central American Bottling Corp / CBC Bottling Holdco SL / Beliv Holdco SL | CUSIP: 15239XAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |     350000 | PA      | $341369.00    | 0.36%             | 2029-04-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                | Chase Home Lending Mortgage Trust 2024-9                                  | CUSIP: 16160QAA2<br>LEI: 529900A7SLLSJMEDIN80 | Long             | ABS-MBS          | CORP              | US        |     290985 | PA      | $289171.36    | 0.30%             | 2055-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| CHNGE Mortgage Trust 2022-1                       | CHNGE Mortgage Trust 2022-1                                               | CUSIP: 17030JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      85350 | PA      | $82323.78     | 0.09%             | 2067-01-25      | Variable      | 4.01%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                             | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     395000 | PA      | $370407.30    | 0.39%             | 2033-03-17      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                 | Citigroup Mortgage Loan Trust 2021-J2                                     | CUSIP: 17329MCL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     252004 | PA      | $226255.57    | 0.24%             | 2051-07-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                 | CITIGROUP MORTGAGE LOAN TRUST 2021-INV2                                   | CUSIP: 17329RAY4<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |      69863 | PA      | $58042.71     | 0.06%             | 2051-05-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| CLECO POWER LLC                                   | Cleco Power LLC                                                           | CUSIP: 185508AJ7<br>LEI: TM1ZH54SJKLNHFCBFK92 | Long             | DBT              | CORP              | US        |     188000 | PA      | $186606.92    | 0.19%             | 2036-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| COBANK ACB                                        | CoBank ACB                                                                | CUSIP: 19075QAC6<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | DBT              | USGA              | US        |     315000 | PA      | $315330.75    | 0.33%             | 2026-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Cogent IPv4 LLC                                   | Cogent Ipv4 LLC                                                           | CUSIP: 19240JAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     120000 | PA      | $123624.80    | 0.13%             | 2054-05-25      | Fixed         | 7.92%                 | No            |                  2 | On Loan: No      |
| COMCAST HOLDINGS CORP                             | Comcast Holdings Corp                                                     | CUSIP: 200300507<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     480000 | PA      | $294172.80    | 0.31%             | 2029-10-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                          | Comision Federal de Electricidad                                          | CUSIP: 200447AH3<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |     200000 | PA      | $178930.00    | 0.19%             | 2031-02-09      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                     | Commonbond Student Loan Trust 2018-C-GS                                   | CUSIP: 20267XAA1<br>LEI: 549300O1CSZVJJTIR319 | Long             | ABS-O            | CORP              | US        |     362544 | PA      | $351859.42    | 0.37%             | 2046-02-25      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION GLO FNDG                            | Constellation Global Funding                                              | CUSIP: 21038N2A8<br>LEI: 254900OP9HLIALC2HZ12 | Long             | DBT              | CORP              | US        |     310000 | PA      | $303679.10    | 0.32%             | 2030-10-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CORP FINANCIERA DE DESAR                          | Corp Financiera de Desarrollo SA                                          | CUSIP: 21987DAG9<br>LEI: 254900BOM7T4MG6T0J30 | Long             | DBT              | NUSS              | PE        |     250000 | PA      | $257785.00    | 0.27%             | 2029-04-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                                    | Crockett Partners Equipment Co IIA LLC                                    | CUSIP: 22689LAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     358939 | PA      | $363052.22    | 0.38%             | 2031-01-20      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Crossroads Asset Trust                            | Crossroads Asset Trust 2025-A                                             | CUSIP: 22767VAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     309178 | PA      | $311018.61    | 0.32%             | 2032-02-20      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE TOWERS LLC                           | Crown Castle Towers LLC                                                   | CUSIP: 22822RBH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     125000 | PA      | $124199.00    | 0.13%             | 2028-07-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                  | Crown Castle Inc                                                          | CUSIP: 22822VBE0<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     145000 | PA      | $148437.95    | 0.15%             | 2034-03-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| DC Office Trust                                   | DC Office Trust 2019-MTC                                                  | CUSIP: 23312BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     400000 | PA      | $360805.18    | 0.38%             | 2045-09-15      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| DAVINCIRE HOLDINGS LTD                            | DaVinciRe Holdings Ltd                                                    | CUSIP: 23879AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     300000 | PA      | $297894.00    | 0.31%             | 2035-04-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| DEPOSITORY TRUST & CLEAR                          | Depository Trust & Clearing Corp/The                                      | CUSIP: 249670AB6<br>LEI: MLDY5N6PZ58ZE60QU102 | Long             | DBT              | CORP              | US        |     250000 | PA      | $248125.00    | 0.26%             | 2026-06-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Diamond Infrastructure Funding LLC                | Diamond Infrastructure Funding LLC                                        | CUSIP: 25265LAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $97757.83     | 0.10%             | 2049-04-15      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                | Dominican Republic International Bond                                     | CUSIP: 25714PFA1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    8000000 | PA      | $138724.11    | 0.14%             | 2036-06-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                  | Duke Energy Corp                                                          | CUSIP: 26441CBP9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     225000 | PA      | $215970.75    | 0.23%             | 2082-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                          | Electricite de France SA                                                  | CUSIP: 268317AC8<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     225000 | PA      | $250503.75    | 0.26%             | 2039-01-26      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                          | Electricite de France SA                                                  | CUSIP: 268317AE4<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     132000 | PA      | $130253.64    | 0.14%             | 2040-01-27      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                          | Eagle Funding Luxco Sarl                                                  | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |     425000 | PA      | $426610.75    | 0.45%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                     | PURCHASED USD / SOLD EUR                                                  | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $4637.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                      | Ecopetrol SA                                                              | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      70000 | PA      | $61996.20     | 0.06%             | 2031-11-02      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                      | Ecopetrol SA                                                              | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     125000 | PA      | $126891.25    | 0.13%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| EDvestinU Private Education Loan Issue No. 1, LLC | EDvestinU Private Education Loan Issue No 3 LLC                           | CUSIP: 28166LAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      34776 | PA      | $32877.12     | 0.03%             | 2045-11-25      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| EL PUERTO DE LIVERPOOL                            | El Puerto de Liverpool SAB de CV                                          | CUSIP: 283837AC6<br>LEI: 4469000001BO4JEXZL32 | Long             | DBT              | CORP              | MX        |     225000 | PA      | $232353.00    | 0.24%             | 2032-01-22      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                        | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     368000 | PA      | $367297.12    | 0.38%             | 2026-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EverBright Solar Trust                            | EverBright Solar Trust 2024-A                                             | CUSIP: 29977FAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     130724 | PA      | $110633.23    | 0.12%             | 2054-06-22      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| EVERGY MISSOURI WEST INC                          | Evergy Missouri West Inc                                                  | CUSIP: 30037EAA1<br>LEI: EZIFUDC0VSUS6T6LCG85 | Long             | DBT              | CORP              | US        |      65000 | PA      | $59801.30     | 0.06%             | 2032-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EVERGY MISSOURI WEST INC                          | Evergy Missouri West Inc                                                  | CUSIP: 30037EAC7<br>LEI: EZIFUDC0VSUS6T6LCG85 | Long             | DBT              | CORP              | US        |     188000 | PA      | $185388.68    | 0.19%             | 2035-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust               | Exeter Automobile Receivables Trust 2022-6                                | CUSIP: 30168AAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     235000 | PA      | $239863.20    | 0.25%             | 2029-04-06      | Fixed         | 8.03%                 | No            |                  2 | On Loan: No      |
| FACTSET RESEARCH SYSTEMS                          | FactSet Research Systems Inc                                              | CUSIP: 303075AA3<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | DBT              | CORP              | US        |     129000 | PA      | $126708.96    | 0.13%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                | F&G Global Funding                                                        | CUSIP: 30321L2C5<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |     173000 | PA      | $160983.42    | 0.17%             | 2028-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                | F&G Global Funding                                                        | CUSIP: 30321L2J0<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |     303000 | PA      | $307623.78    | 0.32%             | 2030-01-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                   | Fair Isaac Corp                                                           | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |     140000 | PA      | $135910.60    | 0.14%             | 2028-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                   | Fair Isaac Corp                                                           | CUSIP: 303250AJ3<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |     210000 | PA      | $206369.10    | 0.22%             | 2034-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Farmer Mac Agricultural Real Estate Trust         | FARM 2024-1 Mortgage Trust                                                | CUSIP: 30335JAC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     266451 | PA      | $244175.89    | 0.25%             | 2053-10-01      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| First Help Financial LLC                          | FHF Issuer Trust 2025-2                                                   | CUSIP: 30343DAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     315000 | PA      | $316373.87    | 0.33%             | 2030-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FARM CREDIT BK OF TEXAS                           | Farm Credit Bank of Texas                                                 | CUSIP: 30767EAF6<br>LEI: V1EBJIOLRNYDHDF63Z33 | Long             | DBT              | USGA              | US        |     250000 | PA      | $256195.00    | 0.27%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                                 | CUSIP: 31288QTU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      96223 | PA      | $87394.22     | 0.09%             | 2052-07-01      | Floating      | 2.16%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                            | Federal Home Loan Banks                                                   | CUSIP: 3130AQT86<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |     625000 | PA      | $518968.75    | 0.54%             | 2037-02-18      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                          | CUSIP: 3132DWBH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     381431 | PA      | $309899.39    | 0.32%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                          | CUSIP: 3132DWD67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     172931 | PA      | $152469.07    | 0.16%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                          | CUSIP: 3132DWDK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1303956 | PA      | $1149968.51   | 1.20%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                          | CUSIP: 3132DWDS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1021459 | PA      | $900713.16    | 0.94%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                          | CUSIP: 3133KNMN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1072222 | PA      | $943195.10    | 0.98%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                         | CUSIP: 3136BRTQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     302353 | PA      | $312503.09    | 0.33%             | 2035-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                         | CUSIP: 3136BXNP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     477476 | PA      | $462187.18    | 0.48%             | 2055-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.  | Freddie Mac Multifamily Structured Pass Through Certificates              | CUSIP: 3137H9UD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     107000 | PA      | $106500.69    | 0.11%             | 2033-01-25      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.  | Freddie Mac Multifamily Structured Pass Through Certificates              | CUSIP: 3137HAD29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      32000 | PA      | $32653.91     | 0.03%             | 2031-10-25      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.  | Freddie Mac Multifamily Structured Pass Through Certificates              | CUSIP: 3137HAMP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      22000 | PA      | $22844.95     | 0.02%             | 2031-06-25      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.  | Freddie Mac Multifamily Structured Pass Through Certificates              | CUSIP: 3137HBC77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      56000 | PA      | $57516.71     | 0.06%             | 2031-10-25      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                        | CUSIP: 3137HHH87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     371555 | PA      | $367719.74    | 0.38%             | 2054-11-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                        | CUSIP: 3137HJSZ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     250709 | PA      | $252992.77    | 0.26%             | 2055-02-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                           | CUSIP: 3140J1RZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     450913 | PA      | $321969.62    | 0.34%             | 2050-10-01      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                           | CUSIP: 3140JCCP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      96723 | PA      | $88850.03     | 0.09%             | 2051-08-01      | Floating      | 1.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                           | CUSIP: 3140JCEP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     466550 | PA      | $440651.94    | 0.46%             | 2050-12-01      | Floating      | 2.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                           | CUSIP: 3140LBNF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     462968 | PA      | $322115.65    | 0.34%             | 2051-03-01      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                           | CUSIP: 3140LGWS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     385000 | PA      | $372375.45    | 0.39%             | 2032-08-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                           | CUSIP: 3140MHSH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     580191 | PA      | $490417.96    | 0.51%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                           | CUSIP: 3140QKGH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     367856 | PA      | $323589.25    | 0.34%             | 2051-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                           | CUSIP: 3140QM6B5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     245325 | PA      | $215803.53    | 0.23%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                           | CUSIP: 3140QMRX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     425771 | PA      | $374535.72    | 0.39%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                           | CUSIP: 3140QMU69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     276559 | PA      | $232947.28    | 0.24%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                           | CUSIP: 3140XGB32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     450619 | PA      | $397456.61    | 0.41%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                           | CUSIP: 3140XH6N2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     306315 | PA      | $269454.27    | 0.28%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                           | CUSIP: 3140XLML9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     249024 | PA      | $209833.28    | 0.22%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                           | CUSIP: 3140XLPD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     344678 | PA      | $291652.55    | 0.30%             | 2053-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                           | CUSIP: 3140XNZZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     488276 | PA      | $430630.18    | 0.45%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                           | CUSIP: 3140XPXH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     964442 | PA      | $811568.27    | 0.85%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                           | CUSIP: 31418D3H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     304398 | PA      | $258293.38    | 0.27%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                           | CUSIP: 31418EBS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1711436 | PA      | $1449030.68   | 1.51%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                           | CUSIP: 31418ECQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1870611 | PA      | $1582688.68   | 1.65%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                           | CUSIP: 31418EHG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     421456 | PA      | $371538.25    | 0.39%             | 2052-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                           | CUSIP: 31418FT64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     197768 | PA      | $198806.86    | 0.21%             | 2056-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                          | CUSIP: 3142J6C84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     192200 | PA      | $189569.82    | 0.20%             | 2056-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                          | CUSIP: 3142J6CA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     289894 | PA      | $291315.80    | 0.30%             | 2055-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                           | Fidelity National Information Services Inc                                | CUSIP: 31620MCD6<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |     150000 | PA      | $149265.00    | 0.16%             | 2029-03-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FIRSTCASH INC                                     | FirstCash Inc                                                             | CUSIP: 33767DAD7<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |     500000 | PA      | $510430.00    | 0.53%             | 2032-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FLOWERS FOODS INC                                 | Flowers Foods Inc                                                         | CUSIP: 343498AD3<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |     435000 | PA      | $414994.35    | 0.43%             | 2035-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fortiva Retail Credit Master Note Business Trust  | Fortiva Retail Credit Master Note Business Trust                          | CUSIP: 34962AAZ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     250000 | PA      | $248338.45    | 0.26%             | 2031-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| FORTITUDE GROUP HOLDINGS                          | Fortitude Group Holdings LLC                                              | CUSIP: 34966XAA6<br>LEI: 2549006R9ZUL08JFIH12 | Long             | DBT              | CORP              | US        |     155000 | PA      | $157852.00    | 0.16%             | 2030-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2024-1             | CUSIP: 35563PR43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     458010 | PA      | $381013.59    | 0.40%             | 2063-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freedom Financial                                 | FREED ABS Trust 2022-3FP                                                  | CUSIP: 35634EAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      39995 | PA      | $40047.35     | 0.04%             | 2029-08-20      | Fixed         | 7.36%                 | No            |                  2 | On Loan: No      |
| GCAT                                              | GCAT 2021-CM1 Trust                                                       | CUSIP: 36168AAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      53159 | PA      | $51320.93     | 0.05%             | 2065-04-25      | Variable      | 2.47%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                        | CUSIP: 36179WFH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     549329 | PA      | $490978.52    | 0.51%             | 2051-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GABELLI DVD & INC TR                              | Gabelli Dividend & Income Trust/The                                       | CUSIP: 36242H872<br>LEI: 549300082N1MHBT8NI60 | Long             | EP               | CORP              | US        |         14 | NS      | $336882.00    | 0.35%             |  |  |  | No            |                  3 | On Loan: No      |
| GS Mortgage-Backed Securities Trust               | GS Mortgage-Backed Securities Trust 2024-RPL2                             | CUSIP: 36269MAA9<br>LEI: 25490038RWR4AJZ5B524 | Long             | ABS-MBS          | CORP              | US        |     155538 | PA      | $153496.89    | 0.16%             | 2061-07-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust               | GS Mortgage-Backed Securities Trust 2024-RPL4                             | CUSIP: 362948AA9<br>LEI: 25490038RWR4AJZ5B524 | Long             | ABS-MBS          | CORP              | US        |     393821 | PA      | $390874.23    | 0.41%             | 2061-09-25      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                       | Gartner Inc                                                               | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |     115000 | PA      | $113018.55    | 0.12%             | 2028-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                       | Gartner Inc                                                               | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |      35000 | PA      | $32866.75     | 0.03%             | 2029-06-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| GCAT                                              | GCAT 2023-INV1 Trust                                                      | CUSIP: 36830QAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     201534 | PA      | $203432.45    | 0.21%             | 2053-08-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| GENPACT UK/USA INC                                | Genpact UK Finco plc / Genpact USA Inc                                    | CUSIP: 37256EAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     314000 | PA      | $307961.78    | 0.32%             | 2030-11-18      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Glebe Funding Trust                               | Glebe Funding Trust 2024-1/The                                            | CUSIP: 37735RAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      67619 | PA      | $67721.78     | 0.07%             | 2028-11-29      | Variable      | 8.10%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                               | Global Payments Inc                                                       | CUSIP: 37940XAV4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     312000 | PA      | $309107.76    | 0.32%             | 2028-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLOBE LIFE INC                                    | Globe Life Inc                                                            | CUSIP: 37959EAC6<br>LEI: 5493001JFHKQOPP6XA71 | Long             | DBT              | CORP              | US        |     308000 | PA      | $317575.72    | 0.33%             | 2034-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Goodgreen Trust                                   | Goodgreen 2021-1 Trust                                                    | CUSIP: 38217UAA0<br>LEI: 549300X0P2BXCQULUH20 | Long             | ABS-O            | CORP              | US        |     417838 | PA      | $346459.30    | 0.36%             | 2056-10-15      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| GoodLeap Sustainable Home Improvement Loan Trust  | GoodLeap Sustainable Home Solutions Trust 2021-3                          | CUSIP: 382371AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     196622 | PA      | $151866.82    | 0.16%             | 2048-05-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| GoodLeap Sustainable Home Improvement Loan Trust  | GoodLeap Sustainable Home Solutions Trust 2021-4                          | CUSIP: 38237GAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     158969 | PA      | $123557.74    | 0.13%             | 2048-07-20      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| GoodLeap Sustainable Home Improvement Loan Trust  | GoodLeap Sustainable Home Solutions Trust 2021-5                          | CUSIP: 38237HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     300879 | PA      | $233282.36    | 0.24%             | 2048-10-20      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| FIN DEPT GOVT SHARJAH                             | Finance Department Government of Sharjah                                  | CUSIP: 38381CAB8<br>LEI: 254900ZNL8O3F1CLJO24 | Long             | DBT              | NUSS              | AE        |     250000 | PA      | $155190.00    | 0.16%             | 2050-07-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                  | CUSIP: 38381JLK1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      62622 | PA      | $60001.86     | 0.06%             | 2065-01-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                  | CUSIP: 38382NKQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     444304 | PA      | $343990.06    | 0.36%             | 2051-02-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                  | CUSIP: 38383BF98<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     404738 | PA      | $400403.82    | 0.42%             | 2055-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDC                          | Greensaif Pipelines Bidco Sarl                                            | CUSIP: 39541EAD5<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |     440000 | PA      | $441350.80    | 0.46%             | 2036-02-23      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust            | GreenSky Home Improvement Trust 2024-1                                    | CUSIP: 39571MAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      28991 | PA      | $29134.89     | 0.03%             | 2059-06-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Harvest SBA Loan Trust                            | Harvest SBA Loan Trust 2024-1                                             | CUSIP: 41756NAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     333050 | PA      | $336232.98    | 0.35%             | 2051-12-25      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| harvest commercial capital loan trust             | Harvest Commercial Capital Loan Trust 2024-1                              | CUSIP: 417927AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     255961 | PA      | $260220.12    | 0.27%             | 2056-10-25      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| HERCULES CAPITAL INC                              | Hercules Capital Inc                                                      | CUSIP: 427096AJ1<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |     440000 | PA      | $431811.60    | 0.45%             | 2027-01-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                  | Hewlett Packard Enterprise Co                                             | CUSIP: 42824CCC1<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     146000 | PA      | $146014.60    | 0.15%             | 2028-03-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HIGHMARK INC                                      | Highmark Inc                                                              | CUSIP: 431116AD4<br>LEI: 549300B6868ZXXEB2Y57 | Long             | DBT              | CORP              | US        |     374000 | PA      | $372470.34    | 0.39%             | 2026-05-10      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Homeward Opportunities Fund I Trust               | Homeward Opportunities Fund Trust 2024-RRTL2                              | CUSIP: 43789GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     255974 | PA      | $256102.51    | 0.27%             | 2039-09-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| HORACE MANN EDUCATORS CO                          | Horace Mann Educators Corp                                                | CUSIP: 440327AM6<br>LEI: 254900G5YAV3A2YK8T32 | Long             | DBT              | CORP              | US        |     315000 | PA      | $310309.65    | 0.32%             | 2030-10-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                      | Hudson Yards 2019-55HY Mortgage Trust                                     | CUSIP: 44421MAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     250000 | PA      | $233957.37    | 0.24%             | 2041-12-10      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                           | Hyundai Capital America                                                   | CUSIP: 44891AEK9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     192000 | PA      | $192029.90    | 0.20%             | 2029-04-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                         | IQVIA Inc                                                                 | CUSIP: 449934AD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     200000 | PA      | $199576.00    | 0.21%             | 2026-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                      | Illumina Inc                                                              | CUSIP: 452327AR0<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |     125000 | PA      | $124352.50    | 0.13%             | 2030-12-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                           | Imperial Brands Finance PLC                                               | CUSIP: 45262BAG8<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |     350000 | PA      | $358939.00    | 0.37%             | 2030-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                                 | Imperial Fund Mortgage Trust 2022-NQM4                                    | CUSIP: 45276NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      82033 | PA      | $81742.46     | 0.09%             | 2067-06-25      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| INSIGHT ENTERPRS                                  | Insight Enterprises Inc                                                   | CUSIP: 45765UAC7<br>LEI: 529900S8991TYW6YP792 | Long             | DBT              | CORP              | US        |     250000 | PA      | $241097.50    | 0.25%             | 2032-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| InStar Leasing V, LLC                             | InStar Leasing III LLC                                                    | CUSIP: 45783NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     505031 | PA      | $481819.76    | 0.50%             | 2054-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                         | IQVIA Inc                                                                 | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     200000 | PA      | $199462.00    | 0.21%             | 2027-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP                                 | ITC Holdings Corp                                                         | CUSIP: 465685AH8<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |     300000 | PA      | $276894.00    | 0.29%             | 2043-07-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                          | JP Morgan Mortgage Trust 2021-1                                           | CUSIP: 46592EAD8<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |     324991 | PA      | $256045.46    | 0.27%             | 2051-06-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                          | JP Morgan Mortgage Trust 2021-INV6                                        | CUSIP: 46654FAD0<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |      66558 | PA      | $57780.83     | 0.06%             | 2052-04-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| KENTUCKY POWER CO                                 | Kentucky Power Co                                                         | CUSIP: 491386AP3<br>LEI: JHOZYZ5WPEXWR477VH72 | Long             | DBT              | CORP              | US        |     311000 | PA      | $334782.17    | 0.35%             | 2033-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| KEYSPAN GAS EAST CORP                             | KeySpan Gas East Corp                                                     | CUSIP: 49338CAD5<br>LEI: K8TS3HOE1568DUBUJL44 | Long             | DBT              | CORP              | US        |     205000 | PA      | $214015.90    | 0.22%             | 2033-03-06      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| Knock Issuer Trust 2025-1                         | Knock Issuer Trust 2025-1                                                 | CUSIP: 49917PAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     300000 | PA      | $302502.57    | 0.32%             | 2030-02-25      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| LKQ CORP                                          | LKQ Corp                                                                  | CUSIP: 501889AF6<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | DBT              | CORP              | US        |     269000 | PA      | $276994.68    | 0.29%             | 2033-06-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                  | LPL Holdings Inc                                                          | CUSIP: 50212YAD6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     320000 | PA      | $311024.00    | 0.32%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LSEG US FIN CORP                                  | Lseg US Fin Corp                                                          | CUSIP: 50222CAD2<br>LEI: 2138007FV67QQ13CGJ43 | Long             | DBT              | CORP              | US        |     200000 | PA      | $198540.00    | 0.21%             | 2029-03-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust                     | Lendbuzz Securitization Trust 2024-3                                      | CUSIP: 52609YAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     289484 | PA      | $289381.89    | 0.30%             | 2029-10-15      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Lex Commercial Loan Master Trust                  | LEX 2024-BBG Mortgage Trust                                               | CUSIP: 52885AAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     410000 | PA      | $408707.87    | 0.43%             | 2033-10-13      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                             | Lincoln National Corp                                                     | CUSIP: 534187BZ1<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     313000 | PA      | $304818.18    | 0.32%             | 2035-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| LINEAGE OP LP                                     | Lineage OP LP                                                             | CUSIP: 53567YAB5<br>LEI: 254900CSRDL1G4SRQE89 | Long             | DBT              |  | US        |     150000 | PA      | $149742.00    | 0.16%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Loanpal Solar Loan Ltd.                           | Loanpal Solar Loan 2021-1 Ltd                                             | CUSIP: 53948PAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     403720 | PA      | $307410.15    | 0.32%             | 2048-01-20      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                        | MFA 2021-INV2 Trust                                                       | CUSIP: 552732AA7<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-MBS          | CORP              | US        |      54757 | PA      | $49593.41     | 0.05%             | 2056-11-25      | Variable      | 1.91%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                        | MFA 2024-RPL1 Trust                                                       | CUSIP: 55287AAA3<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-MBS          | CORP              | US        |     388447 | PA      | $376259.35    | 0.39%             | 2066-02-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| MAIN STREET CAPITAL CORP                          | Main Street Capital Corp                                                  | CUSIP: 56035LAJ3<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |     406000 | PA      | $409820.46    | 0.43%             | 2027-06-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Manhattan West                                    | Manhattan West 2020-1MW Mortgage Trust                                    | CUSIP: 563136AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     350000 | PA      | $337220.51    | 0.35%             | 2039-09-10      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                        | Mattel Inc                                                                | CUSIP: 577081BG6<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |     125000 | PA      | $124407.50    | 0.13%             | 2030-11-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                        | MFA 2024-NPL1 Trust                                                       | CUSIP: 58004YAA7<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-MBS          | CORP              | US        |     343545 | PA      | $343968.61    | 0.36%             | 2054-09-25      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| Mercury Financial Credit Card Master Trust        | Mercury Financial Credit Card Master Trust                                | CUSIP: 58940BAZ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     275000 | PA      | $275283.93    | 0.29%             | 2029-07-20      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade Seaport Department           | MIAMI-DADE CNTY FL SEAPORT REVENUE                                        | CUSIP: 59335KFS1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     100000 | PA      | $103059.40    | 0.11%             | 2055-11-01      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| Mill City Solar Loan 2019-2 Ltd.                  | Mill City Solar Loan 2019-2 Ltd                                           | CUSIP: 59982VAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |      83017 | PA      | $71604.15     | 0.07%             | 2043-07-20      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust                          | Mill City Securities 2024-RS1 Ltd                                         | CUSIP: 599920AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     344452 | PA      | $332932.84    | 0.35%             | 2069-11-01      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust             | Mission Lane Credit Card Master Trust                                     | CUSIP: 60510MAY4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     375000 | PA      | $375912.83    | 0.39%             | 2029-08-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Momnt Technologies Trust                          | Momnt Technologies Trust 2023-1                                           | CUSIP: 608934AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       9043 | PA      | $9080.02      | 0.01%             | 2045-03-20      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust    | Morgan Stanley Residential Mortgage Loan Trust 2024-NQM1                  | CUSIP: 61775UAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     112118 | PA      | $112713.59    | 0.12%             | 2068-12-25      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                    | Morgan Stanley Capital I Trust 2024-BPR2                                  | CUSIP: 61776EAA1<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |     287811 | PA      | $300994.97    | 0.31%             | 2029-05-05      | Fixed         | 7.29%                 | No            |                  2 | On Loan: No      |
| MUELLER WATER PRODUCTS                            | Mueller Water Products Inc                                                | CUSIP: 624758AF5<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | DBT              | CORP              | US        |     365500 | PA      | $352265.25    | 0.37%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MPOWER Education Trust                            | MPOWER Education Trust 2024-A                                             | CUSIP: 62476DAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     132710 | PA      | $135290.30    | 0.14%             | 2041-07-22      | Fixed         | 6.78%                 | No            |                  2 | On Loan: No      |
| MPOWER Education Trust                            | MPOWER Education Trust 2025-A                                             | CUSIP: 624930AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      83903 | PA      | $84758.78     | 0.09%             | 2042-07-21      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| NMEF Funding LLC                                  | NMEF Funding 2023-A LLC                                                   | CUSIP: 62890QAB1<br>LEI: 549300LKWL3P0UPHKL72 | Long             | ABS-O            | CORP              | US        |       9486 | PA      | $9515.77      | 0.01%             | 2030-06-17      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| NMLT Trust                                        | NLT 2023-1 Trust                                                          | CUSIP: 62917MAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     519750 | PA      | $323114.85    | 0.34%             | 2062-10-25      | Variable      | 3.68%                 | No            |                  2 | On Loan: No      |
| NMLT Trust                                        | NMLT 2021-INV1 Trust                                                      | CUSIP: 62923JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      46216 | PA      | $40787.04     | 0.04%             | 2056-05-25      | Variable      | 1.19%                 | No            |                  2 | On Loan: No      |
| National Collegiate Student Loan Trust            | National Collegiate Student Loan Trust 2007-2                             | CUSIP: 63543LAD7<br>LEI: 635400VQIBXGEB9ZUC59 | Long             | ABS-O            | CORP              | US        |     304109 | PA      | $296052.86    | 0.31%             | 2033-01-25      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| NAVOI MINING METALLURGIC                          | Navoi Mining & Metallurgical Combinat                                     | CUSIP: 63890CAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | UZ        |     330000 | PA      | $335890.50    | 0.35%             | 2028-10-17      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                        | Navient Private Education Refi Loan Trust 2020-H                          | CUSIP: 63942AAA4<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |     205102 | PA      | $189421.30    | 0.20%             | 2069-04-15      | Fixed         | 1.33%                 | No            |                  2 | On Loan: No      |
| New Economy Assets Phase 1 Issuer LLC             | New Economy Assets - Phase 1 Sponsor LLC                                  | CUSIP: 643821AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     135000 | PA      | $113316.35    | 0.12%             | 2061-10-20      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust               | New Residential Mortgage Loan Trust 2022-NQM3                             | CUSIP: 64831QAA1<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |      92865 | PA      | $87962.02     | 0.09%             | 2062-04-25      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Continental Credit Card llc                       | Continental Finance Credit Card ABS Master Trust                          | CUSIP: 66981PAT5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     315000 | PA      | $311415.63    | 0.32%             | 2032-12-15      | Fixed         | 9.42%                 | No            |                  2 | On Loan: No      |
| NVENT FINANCE SARL                                | nVent Finance Sarl                                                        | CUSIP: 67078AAE3<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |     343000 | PA      | $304501.68    | 0.32%             | 2031-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| OWS Structured Asset Trust                        | OSAT 2021-RPL1 Trust                                                      | CUSIP: 67114HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     207606 | PA      | $207722.47    | 0.22%             | 2065-05-25      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2022-NQM5 Trust                                                       | CUSIP: 67115FAA5<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-MBS          | CORP              | US        |      83123 | PA      | $82805.12     | 0.09%             | 2062-05-25      | Variable      | 4.31%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2024-NQM11 Trust                                                      | CUSIP: 67119EAA4<br>LEI: 254900F5LT8CA1U6PK21 | Long             | ABS-MBS          | CORP              | US        |     261261 | PA      | $262849.15    | 0.27%             | 2064-06-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust                           | NYMT Loan Trust Series 2024-BPL2                                          | CUSIP: 67120TAA8<br>LEI: 254900HCG7N4R7AWFZ60 | Long             | ABS-MBS          | CORP              | US        |     325000 | PA      | $326339.39    | 0.34%             | 2039-05-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                          | Octane Receivables Trust 2023-3                                           | CUSIP: 67571CAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      46206 | PA      | $46312.79     | 0.05%             | 2029-03-20      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| OMNIS FUNDING TRUST                               | Omnis Funding Trust                                                       | CUSIP: 68218WAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     290000 | PA      | $292511.40    | 0.31%             | 2055-05-15      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| OneMain Direct Auto Receivables Trust             | OneMain Direct Auto Receivables Trust 2023-1                              | CUSIP: 682685AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     209061 | PA      | $210321.33    | 0.22%             | 2029-11-14      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| OneMain Direct Auto Receivables Trust             | Onemain Direct Auto Receivables Trust 2022-1                              | CUSIP: 68269DAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      11578 | PA      | $11580.48     | 0.01%             | 2029-03-14      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                    | Open Text Corp                                                            | CUSIP: 683715AD8<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |     300000 | PA      | $268620.00    | 0.28%             | 2029-12-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                    | Open Text Corp                                                            | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |      50000 | PA      | $51330.00     | 0.05%             | 2027-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                               | Oportun Issuance Trust 2021-B                                             | CUSIP: 68377GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      13884 | PA      | $13649.19     | 0.01%             | 2031-05-08      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                               | Oportun Issuance Trust 2021-C                                             | CUSIP: 68377WAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     119020 | PA      | $117440.61    | 0.12%             | 2031-10-08      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp                                                               | CUSIP: 6840C3JG9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | STIV             | CORP              | US        |     325000 | PA      | $318296.33    | 0.33%             | 2026-09-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BLUE OWL TECHNOLOGY FINA                          | Blue Owl Technology Finance Corp                                          | CUSIP: 691205AE8<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |     370000 | PA      | $368035.30    | 0.38%             | 2026-06-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                               | PFS Financing Corp                                                        | CUSIP: 69335PEV3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     160000 | PA      | $160226.82    | 0.17%             | 2028-05-15      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC              | PRET 2024-RPL1 Trust                                                      | CUSIP: 693989AA3<br>LEI: 254900640HC5OZKI7J87 | Long             | ABS-MBS          | CORP              | US        |     147414 | PA      | $140664.84    | 0.15%             | 2063-10-25      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                    | Pagaya AI Debt Trust 2024-3                                               | CUSIP: 69547XAA0<br>LEI: 254900ULYEY0HX0PKA54 | Long             | ABS-O            | CORP              | US        |      23773 | PA      | $23784.19     | 0.02%             | 2031-10-15      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| PEACHTREE FUND TRUST II                           | Peachtree Corners Funding Trust II                                        | CUSIP: 70470BAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     286000 | PA      | $292632.34    | 0.31%             | 2035-05-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                               | Petroleos Mexicanos                                                       | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     285000 | PA      | $246952.50    | 0.26%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| POLARIS INC                                       | Polaris Inc                                                               | CUSIP: 731068AB8<br>LEI: 549300QJSN8UVWN1EI78 | Long             | DBT              | CORP              | US        |     125000 | PA      | $123902.50    | 0.13%             | 2031-03-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PowerPay Issuance Trust                           | PowerPay Issuance Trust 2024-1                                            | CUSIP: 73934RAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     102168 | PA      | $104377.50    | 0.11%             | 2039-02-18      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                         | Prosus NV                                                                 | CUSIP: 74365PAE8<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $128336.00    | 0.13%             | 2051-02-08      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE CORP                              | Protective Life Corp                                                      | CUSIP: 743674BF9<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |     188000 | PA      | $186225.28    | 0.19%             | 2031-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                  | Puget Energy Inc                                                          | CUSIP: 745310AK8<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |     200000 | PA      | $193828.00    | 0.20%             | 2030-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| QORVO INC                                         | Qorvo Inc                                                                 | CUSIP: 74736KAJ0<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |     331000 | PA      | $299329.92    | 0.31%             | 2031-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                       | RCKT Mortgage Trust 2019-1                                                | CUSIP: 749357AN9<br>LEI: 2549002LEW4WNQBOMB89 | Long             | ABS-MBS          | CORP              | US        |      23214 | PA      | $20717.25     | 0.02%             | 2049-09-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Radian Mortgage Capital Trust                     | Radian Mortgage Capital Trust 2024-J2                                     | CUSIP: 75023WAZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     123418 | PA      | $123409.25    | 0.13%             | 2055-03-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                              | Raizen Fuels Finance SA                                                   | CUSIP: 75102XAD8<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |     330000 | PA      | $180015.00    | 0.19%             | 2035-01-17      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Reach Financial LLC                               | Reach Abs Trust 2026-1                                                    | CUSIP: 75526XAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     264128 | PA      | $264187.14    | 0.28%             | 2033-02-15      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Research-Driven Pagaya Motor Asset Trust I        | Research-Driven Pagaya Motor Trust 2025-5                                 | CUSIP: 76089KAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     368000 | PA      | $367839.41    | 0.38%             | 2034-06-26      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Retained Vantage Data Centers Issuer, LLC         | Retained Vantage Data Centers Issuer LLC                                  | CUSIP: 76134KAA2<br>LEI: 254900N4NW6XZ9B4HM15 | Long             | ABS-O            | CORP              | US        |      25000 | PA      | $24874.63     | 0.03%             | 2048-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                | RGA Global Funding                                                        | CUSIP: 76209PAB9<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |      65000 | PA      | $61768.20     | 0.06%             | 2029-01-18      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                   | SBA Tower Trust                                                           | CUSIP: 78403DAR1<br>LEI: N/A                  | Long             | DBT              |  | US        |     111000 | PA      | $107010.13    | 0.11%             | 2028-01-15      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                   | SBA Tower Trust                                                           | CUSIP: 78403DAT7<br>LEI: N/A                  | Long             | DBT              |  | US        |      70000 | PA      | $68856.21     | 0.07%             | 2026-11-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| SFO Commerical Mortgage Trust                     | SFO Commercial Mortgage Trust 2021-555                                    | CUSIP: 78432WAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     171000 | PA      | $170273.32    | 0.18%             | 2038-05-15      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| SS&C TECHNOLOGIES INC                             | SS&C Technologies Inc                                                     | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |     250000 | PA      | $250242.50    | 0.26%             | 2027-09-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                    | Salesforce Inc                                                            | CUSIP: 79466LAQ7<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |     370000 | PA      | $370107.30    | 0.39%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                    | Salesforce Inc                                                            | CUSIP: 79466LAS3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |      80000 | PA      | $79891.20     | 0.08%             | 2031-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                            | Santander Holdings USA Inc                                                | CUSIP: 80282KBQ8<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     277000 | PA      | $283969.32    | 0.30%             | 2031-03-20      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                          | Saudi Government International Bond                                       | CUSIP: 80413TBP3<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     325000 | PA      | $319910.50    | 0.33%             | 2029-01-12      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SCIENCE APPLICATIONS INT                          | Science Applications International Corp                                   | CUSIP: 808625AA5<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |     366000 | PA      | $360067.14    | 0.38%             | 2028-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                            | Sequoia Mortgage Trust 2025-10                                            | CUSIP: 81750CAB1<br>LEI: 549300671OK77JNRLK28 | Long             | ABS-MBS          | CORP              | US        |     425596 | PA      | $416392.90    | 0.43%             | 2055-11-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Service Experts Issuer                            | Service Experts Issuer 2021-1 LLC                                         | CUSIP: 81758VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      16755 | PA      | $16483.36     | 0.02%             | 2032-02-02      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| SKY1 Trust                                        | SKY Trust 2025-LINE                                                       | CUSIP: 830941AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     121149 | PA      | $121973.43    | 0.13%             | 2042-04-15      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| SNAM SPA                                          | Snam SpA                                                                  | CUSIP: 83304JAB3<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |     288000 | PA      | $293711.04    | 0.31%             | 2035-05-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                  | Societe Generale SA                                                       | CUSIP: 83368RCA8<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     313000 | PA      | $313970.30    | 0.33%             | 2027-02-19      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Program LLC              | SoFi Professional Loan Program 2021-B Trust                               | CUSIP: 83405NAA4<br>LEI: 5493002WMPR84WZ75V46 | Long             | ABS-O            | CORP              | US        |      42278 | PA      | $37474.86     | 0.04%             | 2047-02-15      | Fixed         | 1.14%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV                          | Southwestern Public Service Co                                            | CUSIP: 845743BX0<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |     250000 | PA      | $251580.00    | 0.26%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Spruce Hill Mortgage Loan Trust                   | Spruce Hill Mortgage Loan Trust 2022-SH1                                  | CUSIP: 85213XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      86870 | PA      | $86011.63     | 0.09%             | 2057-07-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                         | Block Inc                                                                 | CUSIP: 852234AJ2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     470000 | PA      | $468105.90    | 0.49%             | 2026-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| STEWART INFORMATION SERV                          | Stewart Information Services Corp                                         | CUSIP: 86038AAA0<br>LEI: 529900TV1XI0PLKENU10 | Long             | DBT              | CORP              | US        |     338000 | PA      | $299011.70    | 0.31%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| STREAM INNOVATIONS ISSUER TRUST                   | Stream Innovations 2024-1 Issuer Trust                                    | CUSIP: 86324CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     163905 | PA      | $167971.49    | 0.18%             | 2044-07-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Sunnova Hestia II Issuer, LLC                     | Sunnova Hestia II Issuer LLC                                              | CUSIP: 86746FAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     236307 | PA      | $230607.54    | 0.24%             | 2051-07-20      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                         | Sunoco LP                                                                 | CUSIP: 86765KAB5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     300000 | PA      | $307740.00    | 0.32%             | 2029-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                         | Sunoco LP                                                                 | CUSIP: 86765KAC3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     150000 | PA      | $155334.00    | 0.16%             | 2032-05-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                         | Sunoco LP                                                                 | CUSIP: 86765KAH2<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     350000 | PA      | $350052.50    | 0.37%             | 2027-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SYDNEY AIRPORT FINANCE                            | Sydney Airport Finance Co Pty Ltd                                         | CUSIP: 87124VAG4<br>LEI: 549300MJAANHLHOVTO40 | Long             | DBT              | CORP              | AU        |     300000 | PA      | $297558.00    | 0.31%             | 2036-03-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Toorak Mortgage Corp.                             | TRK 2022-INV2 Trust                                                       | CUSIP: 87265XAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     306009 | PA      | $303221.19    | 0.32%             | 2057-06-25      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| TPG OPERATING GROUP II                            | TPG Operating Group II LP                                                 | CUSIP: 87268QAA4<br>LEI: 2549001H9RJQNZT7MU11 | Long             | DBT              | CORP              | US        |     168000 | PA      | $164742.48    | 0.17%             | 2031-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                             | Tenet Healthcare Corp                                                     | CUSIP: 88033GDU1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     350000 | PA      | $358228.50    | 0.37%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Tesla Sustainable Energy Trust                    | Tesla Sustainable Energy Trust 2024-1                                     | CUSIP: 88164AAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     281682 | PA      | $281884.46    | 0.29%             | 2050-06-21      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Theorem Funding Trust                             | Theorem Funding Trust 2022-3                                              | CUSIP: 882925AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     335557 | PA      | $341608.29    | 0.36%             | 2029-04-15      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| Thornburg Capital Management Fund                 | Thornburg Capital Management Fund                                         | CUSIP: 885216739<br>LEI: 549300GLR0WG6ALV5277 | Long             | EC               | RF                | US        |     107687 | NS      | $1076874.46   | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Towd Point Mortgage Trust                         | Towd Point Mortgage Trust 2020-1                                          | CUSIP: 89178WBB3<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $91800.58     | 0.10%             | 2060-01-25      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| Towd Point Asset Trust                            | Towd Point Asset Trust 2021-SL1                                           | CUSIP: 89179XAD7<br>LEI: 54930022FYEFQVX02P24 | Long             | ABS-O            | CORP              | US        |     365000 | PA      | $359563.69    | 0.38%             | 2061-11-20      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                         | Towd Point Mortgage Trust 2025-R2                                         | CUSIP: 89182UAA4<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-O            | CORP              | US        |     391771 | PA      | $365716.67    | 0.38%             | 2064-09-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                     | TransDigm Inc                                                             | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     300000 | PA      | $306099.00    | 0.32%             | 2029-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Tricolor Auto Securitization Trust                | Tricolor Auto Securitization Trust 2024-2                                 | CUSIP: 89616PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      37256 | PA      | $34402.12     | 0.04%             | 2027-12-15      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| TRIMBLE INC                                       | Trimble Inc                                                               | CUSIP: 896239AC4<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |     165000 | PA      | $165584.10    | 0.17%             | 2028-06-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                             | Truist Financial Corp                                                     | CUSIP: 89788MAP7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     277000 | PA      | $288307.14    | 0.30%             | 2034-06-08      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| TURKCELL ILETISIM HIZMET                          | Turkcell Iletisim Hizmetleri AS                                           | CUSIP: 900111AC9<br>LEI: 7890003EX1LTLS2FFL84 | Long             | DBT              | CORP              | TR        |     300000 | PA      | $304515.00    | 0.32%             | 2030-01-24      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                      | US Foods Inc                                                              | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     300000 | PA      | $296283.00    | 0.31%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UL SOLUTIONS INC                                  | UL Solutions Inc                                                          | CUSIP: 903731AC1<br>LEI: 549300F7CUV5ESKV9P71 | Long             | DBT              | CORP              | US        |      35000 | PA      | $36641.15     | 0.04%             | 2028-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                       | CUSIP: 912810QY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     730000 | PA      | $555028.13    | 0.58%             | 2042-11-15      | Fixed         | 2.75%                 | No            |                  1 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                       | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3750000 | PA      | $2443359.38   | 2.55%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  1 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                       | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     700000 | PA      | $342125.00    | 0.36%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  1 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                       | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3525000 | PA      | $2197066.41   | 2.29%             | 2040-08-15      | Fixed         | 1.13%                 | No            |                  1 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                       | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2245000 | PA      | $1445569.53   | 1.51%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  1 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Bonds                                     | CUSIP: 912810SV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2498260 | PA      | $1324956.09   | 1.38%             | 2051-02-15      | Fixed         | 0.13%                 | No            |                  1 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                       | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2809000 | PA      | $1878079.84   | 1.96%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  1 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                       | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2125000 | PA      | $2072871.09   | 2.16%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  1 | On Loan: No      |
| United States Treasury                            | U.S. Treasury STRIPS Coupon                                               | CUSIP: 912833Y38<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1000000 | PA      | $620299.10    | 0.65%             | 2036-11-15      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| United States Treasury                            | U.S. Treasury STRIPS Coupon                                               | CUSIP: 912834KV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4775000 | PA      | $2195888.23   | 2.29%             | 2041-11-15      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| United States Treasury                            | U.S. Treasury STRIPS Coupon                                               | CUSIP: 912834MD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4125000 | PA      | $1759837.53   | 1.84%             | 2043-02-15      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| United States Treasury                            | U.S. Treasury STRIPS Coupon                                               | CUSIP: 912834NP9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4000000 | PA      | $1586718.72   | 1.66%             | 2044-05-15      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| United States Treasury                            | U.S. Treasury STRIPS Coupon                                               | CUSIP: 912834PH5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1850000 | PA      | $703173.62    | 0.73%             | 2045-02-15      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| United States Treasury                            | U.S. Treasury STRIPS Coupon                                               | CUSIP: 912834UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     875000 | PA      | $274188.98    | 0.29%             | 2048-11-15      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| UNIVERSAL HEALTH SVCS                             | Universal Health Services Inc                                             | CUSIP: 913903AW0<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |     333000 | PA      | $299723.31    | 0.31%             | 2030-10-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                        | Unum Group                                                                | CUSIP: 91529YAU0<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |     312000 | PA      | $304752.24    | 0.32%             | 2035-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                      | Upstart Securitization Trust                                              | CUSIP: 91684NAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      63434 | PA      | $63451.13     | 0.07%             | 2034-11-20      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                      | Upstart Securitization Trust 2025-1                                       | CUSIP: 91684PAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     217392 | PA      | $217605.64    | 0.23%             | 2035-04-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| United Wholsale Mortgage LLC                      | UWM Mortgage Trust 2021-1                                                 | CUSIP: 91824NAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      68718 | PA      | $57030.62     | 0.06%             | 2051-06-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                              | Republic of Uzbekistan International Bond                                 | CUSIP: 91824PAD9<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        | 2500000000 | PA      | $218857.05    | 0.23%             | 2028-02-25      | Fixed         | 15.50%                | No            |                  2 | On Loan: No      |
| VSP OPTICAL GROUP INC                             | VSP Optical Group Inc                                                     | CUSIP: 91836LAA0<br>LEI: 549300PHX8USLM2BT742 | Long             | DBT              | CORP              | US        |     187000 | PA      | $183218.86    | 0.19%             | 2035-12-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                        | Verus Securitization Trust 2023-3                                         | CUSIP: 92539GAA9<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |      56618 | PA      | $56618.00     | 0.06%             | 2068-03-25      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                        | Verus Securitization Trust 2023-4                                         | CUSIP: 92539TAA1<br>LEI: 2138008DC17PCNG48R87 | Long             | ABS-MBS          | CORP              | US        |     121763 | PA      | $121489.67    | 0.13%             | 2068-05-25      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| WB Commercial Mortgage Trust                      | WB Commercial Mortgage Trust 2024-HQ                                      | CUSIP: 92943PAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     195000 | PA      | $194565.67    | 0.20%             | 2040-03-15      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities Trust      | Wells Fargo Mortgage Backed Securities 2021-1 Trust                       | CUSIP: 95003AAA2<br>LEI: 549300EZH20KSD9JD814 | Long             | ABS-MBS          | CORP              | US        |      34465 | PA      | $29196.43     | 0.03%             | 2050-12-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                            | WESCO Distribution Inc                                                    | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     200000 | PA      | $203576.00    | 0.21%             | 2029-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CALAMOS STRATEGIC TOTAL RETURN                    | CALAMOS STRATEGIC TOTAL RETURN                                            | CUSIP: 000000000<br>LEI: 54930048NQ2YBS3TXW78 | Long             | EP               | CORP              | US        |      14000 | NS      | $344260.00    | 0.36%             |  |  |  | No            |                  3 | On Loan: No      |
| WHISTLER PIPELINE LLC                             | Whistler Pipeline LLC                                                     | CUSIP: 96337RAB8<br>LEI: 549300NG57SGLTNW5C85 | Long             | DBT              | CORP              | US        |     440000 | PA      | $451655.60    | 0.47%             | 2031-09-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ZEBRA TECHNOLOGIES CORP                           | Zebra Technologies Corp                                                   | CUSIP: 989207AD7<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | DBT              | CORP              | US        |     200000 | PA      | $201202.00    | 0.21%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                      | New Zealand Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     274000 | PA      | $148679.16    | 0.16%             | 2033-04-14      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                          | Comision Federal de Electricidad                                          | CUSIP: 000000000<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |     124400 | PA      | $115412.10    | 0.12%             | 2036-09-29      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| PROSUS NV                                         | Prosus NV                                                                 | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |     100000 | PA      | $99106.07     | 0.10%             | 2033-07-13      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ALBANIA                               | Albania Government International Bond                                     | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |     200000 | PA      | $238750.11    | 0.25%             | 2028-06-09      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                           | Energean Israel Finance Ltd                                               | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |     210000 | PA      | $215886.30    | 0.23%             | 2033-09-30      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| EGYPT GOVERNMENT BOND                             | Egypt Government Bond                                                     | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    8000000 | PA      | $145602.05    | 0.15%             | 2027-06-04      | Fixed         | 23.87%                | No            |                  2 | On Loan: No      |
| FIN DEPT GOVT SHARJAH                             | Finance Department Government of Sharjah                                  | CUSIP: 000000000<br>LEI: 254900ZNL8O3F1CLJO24 | Long             | DBT              | NUSS              | AE        |     150000 | PA      | $166891.48    | 0.17%             | 2031-01-17      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| POLARIS RENEWABLE ENERGY                          | Polaris Renewable Energy Inc                                              | CUSIP: 000000000<br>LEI: 254900IRAKXV4MM4QF30 | Long             | DBT              | CORP              | CA        |     250000 | PA      | $257335.00    | 0.27%             | 2029-12-03      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                              | Flutter Treasury DAC                                                      | CUSIP: 000000000<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |     100000 | PA      | $111716.39    | 0.12%             | 2031-06-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                 | Iron Mountain Inc                                                         | CUSIP: 000000000<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |     146000 | PA      | $157207.97    | 0.16%             | 2034-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                        | U.K. Gilts                                                                | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     253000 | PA      | $332124.97    | 0.35%             | 2029-07-22      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                | Dominican Republic International Bond                                     | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    8000000 | PA      | $133136.70    | 0.14%             | 2026-06-05      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-15

**Name of Applicant:** THORNBURG INVESTMENT TRUST

**Signature:** Christopher Luckham

**Name of Signer:** Christopher Luckham

**Title:** Senior Manager - Fund Administration