# EDGAR Filing Document

**Accession Number:** 0000816153
**File Stem:** 0001410368-26-051173
**Filing Date:** 2026-5
**Character Count:** 87849
**Document Hash:** ddc2582795f844041300702ee9fc0b4d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-051173.hdr.sgml**: 20260526

**ACCESSION NUMBER**: 0001410368-26-051173

**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:** 261016878

**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 Summit Fund (Series ID: S000064930)

| Class ID   | Class Name                      | Ticker Symbol   |
|:---|:---|:---|
| C000210187 | Thornburg Summit Fund - Class A | TSAMX           |
| C000210188 | Thornburg Summit Fund - Class I | TSUMX           |

## 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 Summit Fund

- **b. EDGAR series identifier (if any):** S000064930

- **c. LEI of Series:** 549300HH8GRQINTDIM06

**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:** $105832064.83

**Total Liabilities:** $167775.97

**Net Assets:** $105664288.86

**Cash Not Reported:** $7513.99

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -116.60000000 | **1-Year:** -702.71000000 | **5-Year:** -1411.23000000 | **10-Year:** -775.32000000 | **30-Year:** -447.65000000

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

- **3-Month:** -46.07000000 | **1-Year:** -496.21000000 | **5-Year:** -846.13000000 | **10-Year:** -284.79000000 | **30-Year:** -42.70000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000210187 | 4.06%                | 2.12%                | -4.45%               |
| Class ID C000210188 | 4.13%                | 2.11%                | -4.39%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $808847.95               | $2824474.03                                |
| Month 2  | $789233.13               | $1367452.71                                |
| Month 3  | $707357.78               | $-5715041.58                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AMCR ABS Trust                                    | AMCR ABS TRUST 2024-A                                         | CUSIP: 00178EAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        966 | PA      | $966.49       | 0.00%             | 2031-08-18      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                          | AT&T Inc                                                      | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |      54682 | NS      | $1585231.18   | 1.50%             |  |  |  | No            |                  1 | On Loan: No      |
| AEGEA FINANCE SARL                                | Aegea Finance Sarl                                            | CUSIP: 00775CAC0<br>LEI: 213800V6WTKUT1XWIZ47 | Long             | DBT              | CORP              | LU        |     250000 | PA      | $246060.00    | 0.23%             | 2031-01-20      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Advanced Micro Devices Inc                        | Advanced Micro Devices Inc                                    | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |       1616 | NS      | $328742.88    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Ajax Mortgage Loan Trust                          | Ajax Mortgage Loan Trust 2021-A                               | CUSIP: 00971AAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     200838 | PA      | $186755.51    | 0.18%             | 2065-09-25      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                      | Alphabet Inc                                                  | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |       6581 | NS      | $1892432.36   | 1.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                                    | Amazon.com Inc                                                | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |      10748 | NS      | $2238485.96   | 2.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AMDR ABS Trust                                    | AMDR ABS TRUST 2025-1                                         | CUSIP: 02342WAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      88160 | PA      | $88338.07     | 0.08%             | 2033-12-19      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER TRUST I                            | American Tower Trust #1                                       | CUSIP: 03027WAK8<br>LEI: 5493004YGM0MQZJOEJ36 | Long             | DBT              |  | US        |     300000 | PA      | $296746.86    | 0.28%             | 2028-03-23      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                          | Angel Oak Mortgage Trust 2020-5                               | CUSIP: 03464WAD4<br>LEI: 2549003MM0537Y3QHI22 | Long             | ABS-MBS          | CORP              | US        |      60000 | PA      | $56352.79     | 0.05%             | 2065-05-25      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS                                  | Antares Holdings LP                                           | CUSIP: 03666HAG6<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |     250000 | PA      | $249922.50    | 0.24%             | 2029-02-08      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                         | Apple Inc                                                     | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |       1329 | NS      | $337286.91    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| APTARGROUP INC                                    | AptarGroup Inc                                                | CUSIP: 038336AB9<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | DBT              | CORP              | US        |     145000 | PA      | $143929.90    | 0.14%             | 2031-03-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                                | Aqua Finance Trust 2019-A                                     | CUSIP: 038370AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      74866 | PA      | $71932.90     | 0.07%             | 2040-07-16      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Arivo Acceptance Auto Loan Receivables Trust      | Arivo Acceptance Auto Loan Receivables Trust 2022-2           | CUSIP: 04047JAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     250000 | PA      | $252954.38    | 0.24%             | 2029-02-15      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| BXP Trust                                         | BXP Trust 2021-601L                                           | CUSIP: 05607TAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     325000 | PA      | $283240.14    | 0.27%             | 2044-01-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                            | Bank of New York Mellon Corp/The                              | CUSIP: 064058AF7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99510.00     | 0.09%             | 2026-09-20      | Fixed         | 4.63%                 | 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        |     100000 | PA      | $100265.00    | 0.09%             | 2026-06-20      | Fixed         | 7.17%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                            | Bank of New York Mellon Corp/The                              | CUSIP: 064058AL4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     200000 | PA      | $196066.00    | 0.19%             | 2026-12-20      | Fixed         | 3.75%                 | 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      | $30812.05     | 0.03%             | 2035-10-17      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust     | BHG Securitization Trust 2023-A                               | CUSIP: 08860FAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     178787 | PA      | $180220.46    | 0.17%             | 2036-04-17      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                   | AstraZeneca PLC                                               | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |       6780 | NS      | $1325760.84   | 1.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Broadcom Inc                                      | Broadcom Inc                                                  | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |       3894 | NS      | $1205231.94   | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKFIELD ASSET MANAGEM                          | Brookfield Asset Management Ltd                               | CUSIP: 113004AB1<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |     225000 | PA      | $223024.50    | 0.21%             | 2030-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource Inc                          | Builders FirstSource Inc                                      | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |       7947 | NS      | $654276.51    | 0.62%             |  |  |  | No            |                  1 | 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        |     250000 | PA      | $246966.44    | 0.23%             | 2059-11-25      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| BURFORD CAPITAL GLBL FIN                          | Burford Capital Global Finance LLC                            | CUSIP: 12116LAE9<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |     250000 | PA      | $225747.50    | 0.21%             | 2031-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                            | CCO Holdings LLC / CCO Holdings Capital Corp                  | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     500000 | PA      | $466650.00    | 0.44%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CME Group Inc                                     | CME Group Inc                                                 | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |       4088 | NS      | $1207390.80   | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CPT MORTGAGE TRUST                                | Century Plaza Towers 2019-CPT                                 | CUSIP: 12654YAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     245000 | PA      | $226292.16    | 0.21%             | 2039-11-13      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                    | CPS Auto Receivables Trust 2022-A                             | CUSIP: 12659WAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      62654 | PA      | $62505.32     | 0.06%             | 2029-04-16      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                      | CSMC 2021-RPL4 Trust                                          | CUSIP: 12662GAC2<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |     114245 | PA      | $114985.77    | 0.11%             | 2060-12-27      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| CAMERON LNG LLC                                   | Cameron LNG LLC                                               | CUSIP: 133434AC4<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |     275000 | PA      | $239470.00    | 0.23%             | 2038-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Kansas City Ltd                  | Canadian Pacific Kansas City Ltd                              | CUSIP: 13646K108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      16986 | NS      | $1336118.76   | 1.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                                     | Citigroup Inc                                                 | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |      19869 | NS      | $2253343.29   | 2.13%             |  |  |  | No            |                  1 | On Loan: No      |
| COBANK ACB                                        | CoBank ACB                                                    | CUSIP: 19075QAC6<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | DBT              | USGA              | US        |     200000 | PA      | $200210.00    | 0.19%             | 2026-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Colliers International Group Inc                  | Colliers International Group Inc                              | CUSIP: 194693107<br>LEI: D3O8K13PHLEXXD1DT480 | Long             | EC               | CORP              | CA        |      18651 | NS      | $1994078.95   | 1.89%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                     | Commonbond Student Loan Trust 2017-B-GS                       | CUSIP: 20268KAA8<br>LEI: 549300KDXV3I7WKXA522 | Long             | ABS-O            | CORP              | US        |     231212 | PA      | $217905.35    | 0.21%             | 2042-09-25      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Constellation Software Inc/Canada                 | Constellation Software Inc/Canada                             | CUSIP: 21037X100<br>LEI: 549300B6PYHMCTDWQV29 | Long             | EC               | CORP              | CA        |        776 | NS      | $1362220.00   | 1.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Crossroads Asset Trust                            | Crossroads Asset Trust 2025-A                                 | CUSIP: 22767VAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     171766 | PA      | $172788.12    | 0.16%             | 2032-02-20      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| DC Office Trust                                   | DC Office Trust 2019-MTC                                      | CUSIP: 23312BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     250000 | PA      | $225503.24    | 0.21%             | 2045-09-15      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| DailyPay Securitization Trust                     | DailyPay Securitization Trust 2025-1                          | CUSIP: 233824AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     250000 | PA      | $251724.90    | 0.24%             | 2028-06-26      | Fixed         | 8.53%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer LLC                               | DataBank Issuer                                               | CUSIP: 23802WAN1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     200000 | PA      | $197182.00    | 0.19%             | 2054-01-26      | Fixed         | 5.30%                 | 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    | 0.23%             | 2026-06-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Dividend Solar Loans LLC                          | Dividend Solar Loans 2019-1 LLC                               | CUSIP: 255388AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     212007 | PA      | $197486.58    | 0.19%             | 2039-08-22      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                | Dominican Republic International Bond                         | CUSIP: 25714PFA1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   13000000 | PA      | $225426.68    | 0.21%             | 2036-06-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                               | Dominion Energy Inc                                           | CUSIP: 25746UDM8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     150000 | PA      | $147618.00    | 0.14%             | 2027-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ECAF LTD                                          | ECAF I Ltd                                                    | CUSIP: 26827EAC9<br>LEI: 635400SSRNQERTYCWK57 | Long             | ABS-O            | CORP              | KY        |      59946 | PA      | $55576.28     | 0.05%             | 2040-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                     | PURCHASED EUR / SOLD USD                                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |          1 | NC      | $17300.06     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED JPY / SOLD USD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | JP        |          1 | NC      | $774.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                      | Ecopetrol SA                                                  | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     117000 | PA      | $123134.31    | 0.12%             | 2033-01-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                      | Ecopetrol SA                                                  | CUSIP: 279158AW9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     125000 | PA      | $126392.50    | 0.12%             | 2032-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Education Funding Trust                           | Education Funding Trust Trust                                 | CUSIP: 28141PAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      63657 | PA      | $62671.59     | 0.06%             | 2041-07-25      | Fixed         | 2.79%                 | 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        |     199961 | PA      | $189043.51    | 0.18%             | 2045-11-25      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| EMERA INC                                         | Emera Inc                                                     | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |     200000 | PA      | $200042.00    | 0.19%             | 2076-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EMPRESA GEN ELEC HAINA                            | Empresa Generadora de Electricidad Haina SA                   | CUSIP: 29249FAA4<br>LEI: 549300Y36L5LRW5RH373 | Long             | DBT              | CORP              | DO        |     350000 | PA      | $340749.50    | 0.32%             | 2028-11-08      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                            | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     225000 | PA      | $224570.25    | 0.21%             | 2026-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust               | Exeter Automobile Receivables Trust 2022-4                    | CUSIP: 30166BAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     223160 | PA      | $224256.61    | 0.21%             | 2028-12-15      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust               | Exeter Automobile Receivables Trust 2022-2                    | CUSIP: 30166QAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     231550 | PA      | $231211.77    | 0.22%             | 2028-07-17      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                | Meta Platforms Inc                                            | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |       3031 | NS      | $1734126.03   | 1.64%             |  |  |  | No            |                  1 | On Loan: No      |
| First Help Financial LLC                          | FHF Issuer Trust 2025-2                                       | CUSIP: 30343DAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     200000 | PA      | $200872.30    | 0.19%             | 2030-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                              | CUSIP: 3132DN2A0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     241495 | PA      | $203215.49    | 0.19%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                              | CUSIP: 3132DWEP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     522560 | PA      | $460667.44    | 0.44%             | 2052-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                              | CUSIP: 3132E0T85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     957917 | PA      | $810549.47    | 0.77%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                              | CUSIP: 3133SKBP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     219116 | PA      | $193197.56    | 0.18%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                             | CUSIP: 3136BYVL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     247725 | PA      | $241675.99    | 0.23%             | 2053-04-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Whole Loan Securities Trust           | Freddie Mac Whole Loan Securities Trust 2017-SC02             | CUSIP: 3137G1BS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      57252 | PA      | $50431.71     | 0.05%             | 2047-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                               | CUSIP: 3140MHSH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     559304 | PA      | $472762.91    | 0.45%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                               | CUSIP: 3140QLRJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     474755 | PA      | $402883.95    | 0.38%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                               | CUSIP: 3140QMRX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     408001 | PA      | $358904.01    | 0.34%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                               | CUSIP: 3140XCWX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     348586 | PA      | $293405.46    | 0.28%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                               | CUSIP: 3140XMY42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     180223 | PA      | $152496.85    | 0.14%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                               | CUSIP: 31418EAN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     652525 | PA      | $552679.50    | 0.52%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                               | CUSIP: 31418EBS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     470588 | PA      | $398435.62    | 0.38%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                               | CUSIP: 31418EE30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     467386 | PA      | $412655.78    | 0.39%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                               | CUSIP: 31418FT64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     158214 | PA      | $159045.49    | 0.15%             | 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        |     165450 | PA      | $163186.40    | 0.15%             | 2056-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                        | Flagship Credit Auto Trust 2019-4                             | CUSIP: 33845F106<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       5000 | PA      | $281549.99    | 0.27%             | 2027-03-15      | None          | 0.00%                 | 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        |     200000 | PA      | $198670.76    | 0.19%             | 2031-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-1 | CUSIP: 35563PJF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      32302 | PA      | $31228.94     | 0.03%             | 2058-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freedom Financial                                 | FREED ABS Trust 2022-3FP                                      | CUSIP: 35634EAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      33762 | PA      | $33806.24     | 0.03%             | 2029-08-20      | Fixed         | 7.36%                 | No            |                  2 | On Loan: No      |
| GCAT                                              | GCAT 2021-CM2 Trust                                           | CUSIP: 36167AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     106980 | PA      | $100577.89    | 0.10%             | 2066-08-25      | Variable      | 2.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                            | CUSIP: 36179W7K8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     273115 | PA      | $243836.93    | 0.23%             | 2052-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                            | CUSIP: 36179WFH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     209268 | PA      | $187039.44    | 0.18%             | 2051-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Goldman Home Improvement Trust Issuer Trust       | Goldman Home Improvement Trust 2021-GRN2 Issuer Trust         | CUSIP: 38149XAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       2000 | PA      | $77823.74     | 0.07%             | 2051-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GOTO GROUP INC                                    | GoTo Group Inc                                                | CUSIP: 38349YAA3<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |      77292 | PA      | $60354.23     | 0.06%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOTO GROUP INC                                    | GoTo Group Inc                                                | CUSIP: 38349YAB1<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |     106737 | PA      | $30428.58     | 0.03%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HERCULES CAPITAL INC                              | Hercules Capital Inc                                          | CUSIP: 427096AH5<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |     250000 | PA      | $246482.50    | 0.23%             | 2026-09-16      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| HIGHMARK INC                                      | Highmark Inc                                                  | CUSIP: 431116AD4<br>LEI: 549300B6868ZXXEB2Y57 | Long             | DBT              | CORP              | US        |     250000 | PA      | $248977.50    | 0.24%             | 2026-05-10      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                | Home Depot Inc/The                                            | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |        801 | NS      | $263440.89    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Hudson Yards                                      | Hudson Yards 2019-55HY Mortgage Trust                         | CUSIP: 44421MAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     245000 | PA      | $229278.22    | 0.22%             | 2041-12-10      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                      | Illumina Inc                                                  | CUSIP: 452327AR0<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |     242000 | PA      | $240746.44    | 0.23%             | 2030-12-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Imagefirst Holdings LLC                           | Imagefirst Holdings LLC 2025 Term Loan B                      | CUSIP: 45249TAR3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     199000 | PA      | $198005.00    | 0.19%             | 2032-03-12      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                                 | Imperial Fund Mortgage Trust 2021-NQM2                        | CUSIP: 452761AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     151815 | PA      | $130055.36    | 0.12%             | 2056-09-25      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| InStar Leasing V, LLC                             | InStar Leasing III LLC                                        | CUSIP: 45783NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     279709 | PA      | $266854.03    | 0.25%             | 2054-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                               | JPMorgan Chase & Co                                           | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |       1949 | NS      | $573317.84    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Mortgage Trust                          | JP Morgan Mortgage Trust 2024-11                              | CUSIP: 46659AAD6<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |     245323 | PA      | $245908.84    | 0.23%             | 2055-04-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| SAP SE                                            | SAP SE                                                        | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |        881 | NS      | $150195.14    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                         | L3Harris Technologies Inc                                     | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |       2371 | NS      | $818350.65    | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Lendmark Funding Trust                            | Lending Funding Trust 2020-2                                  | CUSIP: 51507KAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     167386 | PA      | $165448.38    | 0.16%             | 2031-04-21      | Fixed         | 2.32%                 | No            |                  2 | On Loan: No      |
| Orange SA                                         | Orange SA                                                     | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | EC               | CORP              | FR        |     119713 | NS      | $2454482.35   | 2.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust                     | Lendbuzz Securitization Trust 2026-1                          | CUSIP: 525952AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     142987 | PA      | $142950.78    | 0.14%             | 2027-01-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                            | Lendmark Funding Trust 2021-1                                 | CUSIP: 52607MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     250000 | PA      | $244843.76    | 0.23%             | 2031-11-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Liberty Energy Inc                                | Liberty Energy Inc                                            | CUSIP: 53115L104<br>LEI: 254900PKFJW6RILDCM60 | Long             | EC               | CORP              | US        |      60352 | NS      | $1738137.60   | 1.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumine Group Inc                                  | Lumine Group Inc                                              | CUSIP: 55027C106<br>LEI: 984500E3C44B9D44M738 | Long             | EC               | CORP              | CA        |      78906 | NS      | $1256959.93   | 1.19%             |  |  |  | Yes           |                  1 | On Loan: No      |
| MFRA Trust                                        | MFA 2022-CHM1 Trust                                           | CUSIP: 552758AA2<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-MBS          | CORP              | US        |     203994 | PA      | $201636.86    | 0.19%             | 2056-09-25      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                        | MFA 2024-NQM1 Trust                                           | CUSIP: 55286VAA8<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-MBS          | CORP              | US        |     234924 | PA      | $236970.48    | 0.22%             | 2069-03-25      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                            | Marlette Funding Trust 2021-3                                 | CUSIP: 57108Q103<br>LEI: 549300JRCMNFIBT50883 | Long             | ABS-O            | CORP              | US        |       1200 | PA      | $17629.71     | 0.02%             | 2031-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                            | Marlette Funding Trust 2021-3                                 | CUSIP: 57108QAD5<br>LEI: 549300JRCMNFIBT50883 | Long             | ABS-O            | CORP              | US        |      35009 | PA      | $34981.63     | 0.03%             | 2031-12-15      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                            | Marlette Funding Trust 2021-2                                 | CUSIP: 57108T107<br>LEI: 549300JRCMNFIBT50883 | Long             | ABS-O            | CORP              | US        |       1150 | PA      | $15772.68     | 0.01%             | 2031-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                            | Marlette Funding Trust 2022-3                                 | CUSIP: 57109NAD1<br>LEI: 549300JRCMNFIBT50883 | Long             | ABS-O            | CORP              | US        |     165784 | PA      | $168126.37    | 0.16%             | 2032-11-15      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                            | Marlette Funding Trust 2021-1                                 | CUSIP: 57110N106<br>LEI: 549300JRCMNFIBT50883 | Long             | ABS-O            | CORP              | US        |       1200 | PA      | $2306.01      | 0.00%             | 2031-06-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                    | Mastercard Inc                                                | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |       2211 | NS      | $1104748.26   | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MercadoLibre Inc                                  | MercadoLibre Inc                                              | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | US        |        445 | NS      | $769413.90    | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                                    | Merck & Co Inc                                                | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |       5273 | NS      | $634289.17    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                                    | Microsoft Corp                                                | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |       2909 | NS      | $1076824.53   | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Teleperformance SE                                | Teleperformance SE                                            | CUSIP: 000000000<br>LEI: 9695004GI61FHFFNRG61 | Long             | EC               | CORP              | FR        |       8752 | NS      | $514292.60    | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| Momnt Technologies Trust                          | Momnt Technologies Trust 2023-1                               | CUSIP: 608934AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      14470 | PA      | $14528.05     | 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-RPL1      | CUSIP: 61776YAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     280579 | PA      | $278187.99    | 0.26%             | 2064-06-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                            | Mosaic Solar Loan Trust 2021-2                                | CUSIP: 61946RAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1150000 | PA      | $69830.30     | 0.07%             | 2047-04-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Round One Corp                                    | Round One Corp                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     143400 | NS      | $754052.86    | 0.71%             |  |  |  | No            |                  2 | On Loan: No      |
| Galaxy Entertainment Group Ltd                    | Galaxy Entertainment Group Ltd                                | CUSIP: 000000000<br>LEI: 549300ZSEBV3HR826S10 | Long             | EC               | CORP              | HK        |     205000 | NS      | $926577.15    | 0.88%             |  |  |  | No            |                  2 | On Loan: No      |
| ITOCHU Corp                                       | ITOCHU Corp                                                   | CUSIP: 000000000<br>LEI: J48DJYXDTLHM30UMYI18 | Long             | EC               | CORP              | JP        |      50000 | NS      | $636024.02    | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust               | New Residential Mortgage Loan Trust 2016-2                    | CUSIP: 64829GAA7<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |     109697 | PA      | $106340.90    | 0.10%             | 2035-11-26      | Variable      | 3.75%                 | 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        |     285738 | PA      | $270652.37    | 0.26%             | 2062-04-25      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| NRZ Excess Spread Collateralized Notes            | NRM FHT1 Excess Owner LLC                                     | CUSIP: 64832EAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     206633 | PA      | $207361.51    | 0.20%             | 2032-03-25      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| Keyence Corp                                      | Keyence Corp                                                  | CUSIP: 000000000<br>LEI: 529900M7PQBS7A89DZ11 | Long             | EC               | CORP              | JP        |       1719 | NS      | $611804.35    | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                               | Northern Trust Corp                                           | CUSIP: 665859AQ7<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |     250000 | PA      | $247615.00    | 0.23%             | 2026-10-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                       | NVIDIA Corp                                                   | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |       8627 | NS      | $1504548.80   | 1.42%             |  |  |  | No            |                  1 | On Loan: No      |
| OCCU Auto Receivables Trust                       | OCCU Auto Receivables Trust 2022-1                            | CUSIP: 67115YAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     258214 | PA      | $259911.72    | 0.25%             | 2029-11-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Samsung Electronics Co Ltd                        | Samsung Electronics Co Ltd                                    | CUSIP: 000000000<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |      28829 | NS      | $3371877.12   | 3.19%             |  |  |  | No            |                  2 | On Loan: No      |
| One Bryant Park Trust                             | One Bryant Park Trust 2019-OBP                                | CUSIP: 68236JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     250000 | PA      | $230994.32    | 0.22%             | 2054-09-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Open Text Corp                                    | Open Text Corp                                                | CUSIP: 683715106<br>LEI: 549300HP7ONDQODZJV16 | Long             | EC               | CORP              | CA        |      42633 | NS      | $950056.07    | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp                                                   | CUSIP: 6840C3JG9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | STIV             | CORP              | US        |     250000 | PA      | $244843.33    | 0.23%             | 2026-09-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd         | Taiwan Semiconductor Manufacturing Co Ltd                     | CUSIP: 000000000<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |      53792 | NS      | $3111034.76   | 2.94%             |  |  |  | No            |                  2 | On Loan: No      |
| Pawnee Equipment Receivables                      | Pawneee Equipment Receivables Series 2022-1 LLC               | CUSIP: 70410DAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     200000 | PA      | $200018.48    | 0.19%             | 2028-07-17      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| PEGASUS HAVA TASIMACILIG                          | Pegasus Hava Tasimaciligi AS                                  | CUSIP: 705567AB1<br>LEI: 789000B1MW5PQ58A8T03 | Long             | DBT              | CORP              | TR        |     200000 | PA      | $198166.00    | 0.19%             | 2031-09-11      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                               | Petroleos Mexicanos                                           | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     315000 | PA      | $272947.50    | 0.26%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                               | Petroleos Mexicanos                                           | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     120000 | PA      | $114663.60    | 0.11%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                        | Pfizer Inc                                                    | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |      19654 | NS      | $551884.32    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                    | BNP Paribas SA                                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EC               | CORP              | FR        |      15194 | NS      | $1447435.60   | 1.37%             |  |  |  | No            |                  2 | On Loan: No      |
| POLARIS INC                                       | Polaris Inc                                                   | CUSIP: 731068AB8<br>LEI: 549300QJSN8UVWN1EI78 | Long             | DBT              | CORP              | US        |     200000 | PA      | $198244.00    | 0.19%             | 2031-03-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER                           | Reinsurance Group of America Inc                              | CUSIP: 759351802<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EP               | CORP              | US        |       4175 | NS      | $104041.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| REINSURANCE GRP OF AMER                           | Reinsurance Group of America Inc                              | CUSIP: 759351885<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EP               | CORP              | US        |       1825 | NS      | $46373.25     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| RELIANCE STAND LIFE II                            | Reliance Standard Life Global Funding II                      | CUSIP: 75951AAN8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     275000 | PA      | $271174.75    | 0.26%             | 2027-01-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Research-Driven Pagaya Motor Asset Trust I        | Research-Driven Pagaya Motor Trust 2025-6                     | CUSIP: 76100JAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     200000 | PA      | $200092.54    | 0.19%             | 2034-08-25      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                   | SBA Tower Trust                                               | CUSIP: 78403DAT7<br>LEI: N/A                  | Long             | DBT              |  | US        |     200000 | PA      | $196732.04    | 0.19%             | 2026-11-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                   | SBA Tower Trust                                               | CUSIP: 78403DAV2<br>LEI: N/A                  | Long             | DBT              |  | US        |     150000 | PA      | $146392.10    | 0.14%             | 2027-04-15      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                   | SBA Tower Trust                                               | CUSIP: 78403DAZ3<br>LEI: N/A                  | Long             | DBT              |  | US        |      13000 | PA      | $13219.80     | 0.01%             | 2028-01-15      | Fixed         | 6.60%                 | 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        |     174000 | PA      | $173260.57    | 0.16%             | 2038-05-15      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| SLG Office Trust                                  | SLG Office Trust 2021-OVA                                     | CUSIP: 78449RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     250000 | PA      | $222428.23    | 0.21%             | 2041-07-15      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                  | SMB Private Education Loan Trust 2020-A                       | CUSIP: 78449UAB4<br>LEI: 549300XC4C7GRVLU6076 | Long             | ABS-O            | CORP              | US        |     179746 | PA      | $174663.06    | 0.17%             | 2037-09-15      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust            | Santander Drive Auto Receivables Trust 2024-3                 | CUSIP: 80287LAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     200000 | PA      | $201626.73    | 0.19%             | 2029-09-17      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust            | Santander Drive Auto Receivables Trust 2026-1                 | CUSIP: 80288FAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     250000 | PA      | $249852.54    | 0.24%             | 2029-03-15      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| SLB Ltd                                           | SLB Ltd                                                       | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |      33154 | NS      | $1703784.06   | 1.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp/The                           | Charles Schwab Corp/The                                       | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |      10362 | NS      | $973820.76    | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Sequoia Mortgage Trust                            | Sequoia Mortgage Trust 2025-10                                | CUSIP: 81750CAB1<br>LEI: 549300671OK77JNRLK28 | Long             | ABS-MBS          | CORP              | US        |     268125 | PA      | $262327.51    | 0.25%             | 2055-11-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| ServiceNow Inc                                    | ServiceNow Inc                                                | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |       4835 | NS      | $505499.25    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Shopify Inc                                       | Shopify Inc                                                   | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |       6024 | NS      | $714566.88    | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| SKY1 Trust                                        | SKY Trust 2025-LINE                                           | CUSIP: 830941AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      96508 | PA      | $97165.29     | 0.09%             | 2042-04-15      | Floating      | 6.26%                 | 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        |     219846 | PA      | $194869.25    | 0.18%             | 2047-02-15      | Fixed         | 1.14%                 | No            |                  2 | On Loan: No      |
| Sunbit Asset Securitization Trust                 | Sunbit Asset Securitization Trust 2025-1                      | CUSIP: 86709SAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     225000 | PA      | $226598.78    | 0.21%             | 2030-07-15      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| TPG OPERATING GROUP II                            | TPG Operating Group II LP                                     | CUSIP: 87268QAA4<br>LEI: 2549001H9RJQNZT7MU11 | Long             | DBT              | CORP              | US        |     200000 | PA      | $196122.00    | 0.19%             | 2031-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Tenaris SA                                        | Tenaris SA                                                    | CUSIP: 88031M109<br>LEI: 549300Y7C05BKC4HZB40 | Long             | EC               | CORP              | LU        |      16792 | NS      | $976958.56    | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Sustainable Energy Trust                    | Tesla Sustainable Energy Trust 2024-1                         | CUSIP: 88164AAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     180565 | PA      | $180695.19    | 0.17%             | 2050-06-21      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Thornburg Capital Management Fund                 | Thornburg Capital Management Fund                             | CUSIP: 885216739<br>LEI: 549300GLR0WG6ALV5277 | Long             | EC               | RF                | US        |     133078 | NS      | $1330779.15   | 1.26%             |  |  |  | No            |                  1 | On Loan: No      |
| TIAA Bank Mortgage Loan Trust                     | TIAA Bank Mortgage Loan Trust 2018-2                          | CUSIP: 886312CD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     137616 | PA      | $126956.32    | 0.12%             | 2048-07-25      | Variable      | 3.66%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                         | Towd Point Mortgage Trust 2025-R1                             | CUSIP: 89183DAA1<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |     232785 | PA      | $208253.99    | 0.20%             | 2057-11-27      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Tricolor Auto Securitization Trust                | Tricolor Auto Securitization Trust 2023-1                     | CUSIP: 89616KAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     169625 | PA      | $158328.23    | 0.15%             | 2027-07-15      | Fixed         | 8.56%                 | 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        |      44707 | PA      | $41282.54     | 0.04%             | 2027-12-15      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| TURKCELL ILETISIM HIZMET                          | Turkcell Iletisim Hizmetleri AS                               | CUSIP: 900111AC9<br>LEI: 7890003EX1LTLS2FFL84 | Long             | DBT              | CORP              | TR        |     250000 | PA      | $253762.50    | 0.24%             | 2030-01-24      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| UNDER ARMOUR INC                                  | Under Armour Inc                                              | CUSIP: 904311AA5<br>LEI: 549300D4549QKWETZ406 | Long             | DBT              | CORP              | US        |     300000 | PA      | $298899.00    | 0.28%             | 2026-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                           | CUSIP: 912810RP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     130000 | PA      | $98271.88     | 0.09%             | 2045-11-15      | Fixed         | 3.00%                 | No            |                  1 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                           | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2650000 | PA      | $1726640.63   | 1.63%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  1 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Bonds                         | CUSIP: 912810SV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     574600 | PA      | $304739.90    | 0.29%             | 2051-02-15      | Fixed         | 0.13%                 | No            |                  1 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                           | CUSIP: 91282CBZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     100000 | PA      | $94906.25     | 0.09%             | 2028-04-30      | Fixed         | 1.25%                 | No            |                  1 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Notes                         | CUSIP: 91282CGK1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     240189 | PA      | $231369.95    | 0.22%             | 2033-01-15      | Fixed         | 1.13%                 | No            |                  1 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                           | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1055000 | PA      | $1076924.22   | 1.02%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  1 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                           | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2805000 | PA      | $2736189.84   | 2.59%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  1 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                           | CUSIP: 91282CPQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     320000 | PA      | $315400.00    | 0.30%             | 2032-12-31      | Fixed         | 3.88%                 | No            |                  1 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                           | CUSIP: 91282CPR6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     320000 | PA      | $315675.00    | 0.30%             | 2030-12-31      | Fixed         | 3.63%                 | No            |                  1 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Notes                         | CUSIP: 91282CPU9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     974838 | PA      | $963185.29    | 0.91%             | 2036-01-15      | Fixed         | 1.88%                 | No            |                  1 | On Loan: No      |
| United States Treasury                            | U.S. Treasury STRIPS Coupon                                   | CUSIP: 912834MZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3850000 | PA      | $1570722.19   | 1.49%             | 2043-11-15      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| Upstart Securitization Trust                      | Upstart Securitization Trust 2023-2                           | CUSIP: 91683VAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      56330 | PA      | $56424.85     | 0.05%             | 2033-06-20      | Fixed         | 7.92%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                      | Upstart Securitization Trust 2023-3                           | CUSIP: 91684MAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       7573 | PA      | $7579.91      | 0.01%             | 2033-10-20      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                      | Upstart Securitization Trust 2023-3                           | CUSIP: 91684MAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     260000 | PA      | $265065.33    | 0.25%             | 2033-10-20      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                              | Republic of Uzbekistan International Bond                     | CUSIP: 91824PAB3<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        | 4500000000 | PA      | $389095.32    | 0.37%             | 2027-05-29      | Fixed         | 16.63%                | No            |                  2 | On Loan: No      |
| Veros Auto Receivables Trust                      | Veros Auto Receivables Trust 2025-1                           | CUSIP: 92511BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     318616 | PA      | $319141.55    | 0.30%             | 2028-09-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Veros Auto Receivables Trust                      | Veros Auto Receivables Trust 2026-1                           | CUSIP: 92511CAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     211880 | PA      | $211785.41    | 0.20%             | 2028-08-15      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                          | Visa Inc                                                      | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |       4166 | NS      | $1259131.84   | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| WE SODA INV HOLDING PLC                           | WE Soda Investments Holding PLC                               | CUSIP: 92943TAC7<br>LEI: 984500SE38C07DB47A90 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $197304.00    | 0.19%             | 2031-02-14      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| WESTERN UNION CO/THE                              | Western Union Co/The                                          | CUSIP: 959802BB4<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |     200000 | PA      | $198246.00    | 0.19%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                        | Zoetis Inc                                                    | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |       5816 | NS      | $687509.36    | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| ASML Holding NV                                   | ASML Holding NV                                               | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |        485 | NS      | $644931.65    | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                          | Brazil Notas do Tesouro Nacional Serie F                      | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    1000000 | PA      | $182741.73    | 0.17%             | 2029-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Panama Bonos del Tesoro                           | Panama Bonos del Tesoro                                       | CUSIP: 000000000<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     100000 | PA      | $90220.00     | 0.09%             | 2031-06-30      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                         | Prosus NV                                                     | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |     285000 | PA      | $304207.01    | 0.29%             | 2029-07-13      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| EGYPT GOVERNMENT BOND                             | Egypt Government Bond                                         | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    7075000 | PA      | $128766.82    | 0.12%             | 2027-06-04      | Fixed         | 23.87%                | No            |                  2 | On Loan: No      |
| Roche Holding AG                                  | Roche Holding AG                                              | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |       4494 | NS      | $1793514.24   | 1.70%             |  |  |  | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                  | TotalEnergies SE                                              | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |      12107 | NS      | $1111109.11   | 1.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Glencore PLC                                      | Glencore PLC                                                  | CUSIP: 000000000<br>LEI: 2138002658CPO9NBH955 | Long             | EC               | CORP              | JE        |     125911 | NS      | $953633.98    | 0.90%             |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                        | U.K. Gilts                                                    | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     140000 | PA      | $173811.51    | 0.16%             | 2028-10-22      | Fixed         | 1.63%                 | Yes           |                  2 | On Loan: No      |
| Australia Government Bonds                        | Australia Government Bonds                                    | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     500000 | PA      | $305002.83    | 0.29%             | 2033-11-21      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Novo Nordisk A/S                                  | Novo Nordisk A/S                                              | CUSIP: 000000000<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |       8204 | NS      | $300220.98    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Shell PLC                                         | Shell PLC                                                     | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |      43754 | NS      | $2045984.50   | 1.94%             |  |  |  | No            |                  2 | On Loan: No      |
| Roko AB                                           | Roko AB                                                       | CUSIP: 000000000<br>LEI: 549300X76X1DK285JB13 | Long             | EC               | CORP              | SE        |       8117 | NS      | $1317672.46   | 1.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Zegona Communications plc                         | Zegona Communications plc                                     | CUSIP: 000000000<br>LEI: 213800ASI1VZL2ED4S65 | Long             | EC               | CORP              | GB        |     178678 | NS      | $3931269.80   | 3.72%             |  |  |  | No            |                  2 | On Loan: No      |
| B&M European Value Retail plc                     | B&M European Value Retail plc                                 | CUSIP: 000000000<br>LEI: 213800UK7ZRLY2K1X530 | Long             | EC               | CORP              | JE        |     163416 | NS      | $366958.43    | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| ICON PLC                                          | ICON PLC                                                      | CUSIP: 000000000<br>LEI: 6354008SRQGEMC4XFI67 | Long             | EC               | CORP              | IE        |       6010 | NS      | $665066.60    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde PLC                                         | Linde PLC                                                     | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               | CORP              | IE        |       1130 | NS      | $560208.80    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                                     | Medtronic PLC                                                 | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |      16516 | NS      | $1431111.40   | 1.35%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

**Name of Applicant:** THORNBURG INVESTMENT TRUST

**Signature:** Christopher Luckham

**Name of Signer:** Christopher Luckham

**Title:** Manager - Fund Admin