# EDGAR Filing Document

**Accession Number:** 0000816153
**File Stem:** 0001410368-26-051171
**Filing Date:** 2026-5
**Character Count:** 134274
**Document Hash:** b4776a6d488e83d26959ae2ed71ce05d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-051171.hdr.sgml**: 20260526

**ACCESSION NUMBER**: 0001410368-26-051171

**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:** 261016875

**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 Ultra Short Income Fund (Series ID: S000043670)

| Class ID   | Class Name                                | Ticker Symbol   |
|:---|:---|:---|
| C000135385 | Thornburg Ultra Short Income Fund Class A | TLDAX           |
| C000135386 | Thornburg Ultra Short Income Fund Class I | TLDIX           |

## 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 Ultra Short Income Fund

- **b. EDGAR series identifier (if any):** S000043670

- **c. LEI of Series:** 5493008QZFA48DAOHN91

**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:** $270045538.26

**Total Liabilities:** $4379145.30

**Net Assets:** $265666392.96

**Delayed Delivery Securities:** $1999940.80

**Cash Not Reported:** $2893316.75

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -2972.04000000 | **1-Year:** -5812.49000000 | **5-Year:** -933.53000000 | **10-Year:** -465.86000000 | **30-Year:** -196.59000000

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

- **3-Month:** -563.64000000 | **1-Year:** -1295.85000000 | **5-Year:** -562.89000000 | **10-Year:** -233.43000000 | **30-Year:** -68.63000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000135385 | 0.27%                | 0.25%                | 0.12%                |
| Class ID C000135386 | 0.29%                | 0.34%                | 0.12%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $10201.24                | $-193681.39                                |
| Month 2  | $-1073.82                | $-150276.31                                |
| Month 3  | $23781.36                | $-429885.43                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ACHV ABS TRUST                                    | ACHV ABS TRUST 2024-1PL                                       | CUSIP: 00092BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    711466 | PA      | $713835.49    | 0.27%             | 2031-04-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST                                    | ACHV ABS TRUST 2024-2PL                                       | CUSIP: 00092HAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    433466 | PA      | $434641.62    | 0.16%             | 2031-10-27      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| ACHD Trust                                        | ACHD Trust 2025-DS1                                           | CUSIP: 00092TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    789150 | PA      | $789724.70    | 0.30%             | 2034-01-09      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| ACM Auto Trust                                    | ACM Auto Trust 2023-2                                         | CUSIP: 00161AAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1053336 | PA      | $1059362.76   | 0.40%             | 2030-06-20      | Fixed         | 9.85%                 | No            |                  2 | On Loan: No      |
| AMCR ABS Trust                                    | AMCR ABS TRUST 2024-A                                         | CUSIP: 00178EAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8573 | PA      | $8577.21      | 0.00%             | 2031-08-18      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| ACM Auto Trust                                    | ACM Auto Trust 2024-2                                         | CUSIP: 00461WAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6810 | PA      | $6810.25      | 0.00%             | 2029-02-20      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| ACTIVISION BLIZZARD                               | Activision Blizzard Inc                                       | CUSIP: 00507VAK5<br>LEI: 549300TPQQDBP9GNOF40 | Long             | DBT              | CORP              | US        |   1355000 | PA      | $1345013.65   | 0.51%             | 2026-09-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                        | Affirm Asset Securitization Trust 2024-X1                     | CUSIP: 00834XAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     96292 | PA      | $96352.73     | 0.04%             | 2029-05-15      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                        | Affirm Asset Securitization Trust 2025-X2                     | CUSIP: 00835DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    332543 | PA      | $332788.28    | 0.13%             | 2030-10-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                          | Ajax Mortgage Loan Trust 2022-A                               | CUSIP: 009695AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    905597 | PA      | $879736.13    | 0.33%             | 2061-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                          | Ajax Mortgage Loan Trust 2019-F                               | CUSIP: 00969PAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    856134 | PA      | $846879.87    | 0.32%             | 2059-07-25      | Variable      | 2.86%                 | No            |                  2 | On Loan: No      |
| ALCON FINANCE CORP                                | Alcon Finance Corp                                            | CUSIP: 01400EAA1<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2480600.00   | 0.93%             | 2026-09-23      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust                       | Ally Auto Receivables Trust 2022-2                            | CUSIP: 02008MAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    745666 | PA      | $746553.82    | 0.28%             | 2028-04-17      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| AMCR ABS Trust                                    | AMCR ABS Trust 2026-A                                         | CUSIP: 02341AAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2002486.46   | 0.75%             | 2033-05-18      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| AMDR ABS Trust                                    | AMDR ABS TRUST 2025-1                                         | CUSIP: 02342WAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    550997 | PA      | $552112.81    | 0.21%             | 2033-12-19      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                                       | Ameren Corp                                                   | CUSIP: 023608AP7<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1006870.00   | 0.38%             | 2026-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust      | American Credit Acceptance Receivables Trust 2024-2           | CUSIP: 02531BAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1450074 | PA      | $1459281.33   | 0.55%             | 2030-04-12      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                            | American Honda Finance Corp                                   | CUSIP: 02665KDA2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | STIV             | CORP              | US        |    224000 | PA      | $223767.60    | 0.08%             | 2026-04-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                            | American Honda Finance Corp                                   | CUSIP: 02665WGA3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    569000 | PA      | $568209.09    | 0.21%             | 2026-12-11      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                               | American Tower Corp                                           | CUSIP: 03027XBL3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |   1250000 | PA      | $1247912.50   | 0.47%             | 2026-04-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS                                  | Antares Holdings LP                                           | CUSIP: 03666HAC5<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $996130.00    | 0.37%             | 2026-07-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                                | Aqua Finance Trust 2020-A                                     | CUSIP: 038413AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    267908 | PA      | $249044.47    | 0.09%             | 2046-07-17      | Fixed         | 1.90%                 | 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        |    250092 | PA      | $250866.01    | 0.09%             | 2028-04-17      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                 | Ares Capital Corp                                             | CUSIP: 04010LBA0<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1240150.00   | 0.47%             | 2026-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust                             | Arroyo Mortgage Trust 2019-1                                  | CUSIP: 042859AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8910 | PA      | $8657.98      | 0.00%             | 2049-01-25      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust                             | Arroyo Mortgage Trust 2019-3                                  | CUSIP: 04285AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10304 | PA      | $9817.68      | 0.00%             | 2048-10-25      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| AutoNation Finance Trust 2025-1                   | AutoNation Finance Trust 2025-1                               | CUSIP: 05330QAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1168090 | PA      | $1169511.47   | 0.44%             | 2028-04-10      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| AVNET INC                                         | Avnet Inc                                                     | CUSIP: 053807AS2<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $1044770.10   | 0.39%             | 2026-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust     | BHG Securitization Trust 2022-A                               | CUSIP: 054977AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    515000 | PA      | $508979.73    | 0.19%             | 2035-02-20      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                  | BAT Capital Corp                                              | CUSIP: 05526DBJ3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248425.00    | 0.09%             | 2026-09-06      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| BOF URSA FUNDING                                  | BOF URSA VI Funding Trust I                                   | CUSIP: 05603KAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     60876 | PA      | $61300.42     | 0.02%             | 2031-10-27      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| BOF URSA FUNDING                                  | BOF URSA VI Funding Trust I                                   | CUSIP: 05603LAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    206421 | PA      | $207610.33    | 0.08%             | 2031-10-27      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| Bank of America Auto Trust                        | Bank of America Auto Trust 2023-2                             | CUSIP: 06054YAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    540000 | PA      | $547250.99    | 0.21%             | 2029-11-15      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON                           | Bank of New York Mellon/The                                   | CUSIP: 06405LAF8<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1000040.00   | 0.38%             | 2027-04-20      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| BACARDI LTD                                       | Bacardi Ltd                                                   | CUSIP: 067316AD1<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |   2000000 | PA      | $1990600.00   | 0.75%             | 2026-07-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                          | Baxter International Inc                                      | CUSIP: 071813CL1<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $977150.00    | 0.37%             | 2027-02-01      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada/The    | Bell Telephone Co of Canada or Bell Canada/The                | CUSIP: 07787QFA9<br>LEI: 549300JYAVAQRV5MNZ86 | Long             | STIV             | CORP              | CA        |   2500000 | PA      | $2480312.50   | 0.93%             | 2026-06-10      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                  | Berry Global Inc                                              | CUSIP: 085770AA3<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1750297.50   | 0.66%             | 2026-07-15      | Fixed         | 4.88%                 | 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        |    384604 | PA      | $385150.46    | 0.14%             | 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        |    822422 | PA      | $829014.12    | 0.31%             | 2036-04-17      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust     | BHG Securitization Trust 2021-B                               | CUSIP: 08862BAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    149962 | PA      | $149209.62    | 0.06%             | 2034-10-17      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| BIO-RAD LABS                                      | Bio-Rad Laboratories Inc                                      | CUSIP: 090572AR9<br>LEI: 549300ZC1GPV35XYDK53 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $988020.00    | 0.37%             | 2027-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Owner Trust                           | BMW Vehicle Owner Trust 2024-A                                | CUSIP: 096919AD7<br>LEI: 5493002H8OC00FUV1078 | Long             | ABS-O            | CORP              | US        |   1748682 | PA      | $1760898.63   | 0.66%             | 2029-02-26      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| BOF URSA FUNDING                                  | BOF VII AL Funding Trust I                                    | CUSIP: 097093AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1049559 | PA      | $1062056.43   | 0.40%             | 2032-07-26      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| BofA Auto Trust                                   | BofA Auto Trust 2024-1                                        | CUSIP: 09709AAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1711171 | PA      | $1721297.71   | 0.65%             | 2028-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                   | BRAVO Residential Funding Trust 2020-RPL1                     | CUSIP: 10568YAA6<br>LEI: 2549000KHGUZMZ31N203 | Long             | ABS-MBS          | CORP              | US        |   1483668 | PA      | $1465580.90   | 0.55%             | 2059-05-26      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                            | Brookfield Finance Inc                                        | CUSIP: 11271LAA0<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $1998360.00   | 0.75%             | 2026-06-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                 | Brown & Brown Inc                                             | CUSIP: 115236AH4<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1252412.50   | 0.47%             | 2026-12-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                            | CCO Holdings LLC / CCO Holdings Capital Corp                  | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $750135.00    | 0.28%             | 2027-05-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                               | CDW LLC / CDW Finance Corp                                    | CUSIP: 12513GBG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2550000 | PA      | $2520063.00   | 0.95%             | 2026-12-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                      | CSMC 2019-RPL1 Trust                                          | CUSIP: 12596MAB2<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |    364931 | PA      | $361372.30    | 0.14%             | 2058-07-25      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                    | CPS Auto Receivables Trust 2024-B                             | CUSIP: 12627SAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    146390 | PA      | $146798.58    | 0.06%             | 2028-10-16      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                    | Consumer Portfolio Services Auto Trust 2025-A                 | CUSIP: 12633SAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    454163 | PA      | $454592.33    | 0.17%             | 2028-10-16      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| CRH America Finance Inc                           | CRH America Finance Inc                                       | CUSIP: 12636DF86<br>LEI: 549300WEVUODRJ4CWK56 | Long             | STIV             | CORP              | US        |   2500000 | PA      | $2480355.55   | 0.93%             | 2026-06-08      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                      | CSMC 2020-NQM1 Trust                                          | CUSIP: 126401AA6<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |     38461 | PA      | $36998.28     | 0.01%             | 2065-05-25      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                      | CSMC 2020-SPT1 Trust                                          | CUSIP: 12659LAC6<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |    575941 | PA      | $570418.47    | 0.21%             | 2065-04-25      | Variable      | 3.73%                 | 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        |    275676 | PA      | $275023.40    | 0.10%             | 2029-04-16      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                      | CSMC 2021-BPNY                                                | CUSIP: 12659XAA4<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |    277358 | PA      | $272471.60    | 0.10%             | 2026-08-15      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                           | Carmax Auto Owner Trust 2023-2                                | CUSIP: 142921AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2128347 | PA      | $2134093.17   | 0.80%             | 2028-01-18      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                    | Carvana Auto Receivables Trust 2022-N1                        | CUSIP: 14686GAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    478022 | PA      | $474572.96    | 0.18%             | 2028-12-11      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                    | Carvana Auto Receivables Trust 2021-N2                        | CUSIP: 14686KAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    340726 | PA      | $332892.98    | 0.13%             | 2028-03-10      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                    | Carvana Auto Receivables Trust 2023-N3                        | CUSIP: 14686RAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    337000 | PA      | $337651.32    | 0.13%             | 2028-05-10      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                    | Carvana Auto Receivables Trust 2023-P2                        | CUSIP: 14686TAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    156163 | PA      | $156421.26    | 0.06%             | 2028-04-10      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                    | Carvana Auto Receivables Trust 2024-P1                        | CUSIP: 14688NAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    767602 | PA      | $770663.75    | 0.29%             | 2029-04-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                         | Chesapeake Funding II LLC                                     | CUSIP: 165183CU6<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |    670380 | PA      | $671465.22    | 0.25%             | 2035-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Citizens Auto Receivables Trust                   | Citizens Auto Receivables Trust 2024-2                        | CUSIP: 17331XAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1631803 | PA      | $1640448.34   | 0.62%             | 2028-08-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                  | COLT 2021-1RMortgage Pass-Through Certificates                | CUSIP: 19688BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    145802 | PA      | $127311.90    | 0.05%             | 2065-05-25      | Variable      | 0.86%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                | Conagra Brands Inc                                            | CUSIP: 205887CJ9<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1506225.00   | 0.57%             | 2026-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                          | Constellation Brands Inc                                      | CUSIP: 21036PAQ1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1243675.00   | 0.47%             | 2026-12-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                    | CPS Auto Receivables Trust 2023-C                             | CUSIP: 223928AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    937662 | PA      | $944725.99    | 0.36%             | 2029-10-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                            | Cox Communications Inc                                        | CUSIP: 224044CG0<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1243837.50   | 0.47%             | 2026-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Crossroads Asset Trust                            | Crossroads Asset Trust 2025-A                                 | CUSIP: 22767VAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1116476 | PA      | $1123122.75   | 0.42%             | 2032-02-20      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                  | Crown Castle Inc                                              | CUSIP: 22822VAZ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |   1250000 | PA      | $1231537.50   | 0.46%             | 2027-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                  | Crown Castle Inc                                              | CUSIP: 22823QDE8<br>LEI: 54930012H97VSM0I2R19 | Long             | STIV             |  | US        |   2500000 | PA      | $2496226.39   | 0.94%             | 2026-04-14      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| DT Auto Owner Trust                               | DT Auto Owner Trust 2023-2                                    | CUSIP: 23346CAE8<br>LEI: 549300XVMF0FUK76JG97 | Long             | ABS-O            | CORP              | US        |    566781 | PA      | $567942.26    | 0.21%             | 2029-02-15      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| DailyPay Securitization Trust                     | DailyPay Securitization Trust 2025-1                          | CUSIP: 233824AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1253674.38   | 0.47%             | 2028-06-26      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                      | Dell Equipment Finance Trust 2023-3                           | CUSIP: 24702EAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    379098 | PA      | $379940.32    | 0.14%             | 2029-04-23      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM INT FIN                          | Deutsche Telekom International Finance BV                     | CUSIP: 25156PBA0<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |   1250000 | PA      | $1243337.50   | 0.47%             | 2027-01-19      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Dext ABS                                          | Dext ABS 2023-2 LLC                                           | CUSIP: 25216CAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     86760 | PA      | $86967.75     | 0.03%             | 2034-05-15      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                               | Dominion Energy Inc                                           | CUSIP: 25746UDJ5<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    945000 | PA      | $943535.25    | 0.36%             | 2026-04-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                      | Drive Auto Receivables Trust 2024-2                           | CUSIP: 26207AAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1503000.02   | 0.57%             | 2029-07-16      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                      | Drive Auto Receivables Trust 2021-3                           | CUSIP: 262081AF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    224085 | PA      | $222417.32    | 0.08%             | 2029-06-15      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                      | Drive Auto Receivables Trust 2024-1                           | CUSIP: 26208WAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    314486 | PA      | $315427.69    | 0.12%             | 2029-01-16      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                           | E.ON SE                                                       | CUSIP: 26877KG61<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | STIV             | CORP              | DE        |   2000000 | PA      | $1978880.00   | 0.74%             | 2026-07-06      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT                          | Element Fleet Management Corp                                 | CUSIP: 286181AH5<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |   1250000 | PA      | $1253325.00   | 0.47%             | 2026-06-26      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                      | Enbridge Inc                                                  | CUSIP: 29250NCA1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1008180.00   | 0.38%             | 2027-04-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENEL AMERICAS SA                                  | Enel Americas SA                                              | CUSIP: 29274FAF1<br>LEI: 549300LKH11TFCJLZK20 | Long             | DBT              | CORP              | CL        |    530000 | PA      | $528436.50    | 0.20%             | 2026-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                              | ENEL Finance International NV                                 | CUSIP: 29278GAM0<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   2000000 | PA      | $1982840.00   | 0.75%             | 2026-07-12      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE                          | Equitable Financial Life Global Funding                       | CUSIP: 29449W7M3<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $991870.00    | 0.37%             | 2026-07-12      | Fixed         | 1.30%                 | 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        |   1004222 | PA      | $1009154.75   | 0.38%             | 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        |    272412 | PA      | $272013.87    | 0.10%             | 2028-07-17      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust               | Exeter Automobile Receivables Trust 2023-4                    | CUSIP: 30166TAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    296795 | PA      | $297904.85    | 0.11%             | 2028-08-15      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust               | Exeter Automobile Receivables Trust 2025-5                    | CUSIP: 30166VAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    157727 | PA      | $157830.53    | 0.06%             | 2028-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust               | Exeter Automobile Receivables Trust 2022-3                    | CUSIP: 30166YAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    207205 | PA      | $209388.00    | 0.08%             | 2028-09-15      | Fixed         | 6.76%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust               | Exeter Automobile Receivables Trust 2022-6                    | CUSIP: 30168AAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     42934 | PA      | $42977.69     | 0.02%             | 2028-05-15      | Fixed         | 6.32%                 | 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        |    650000 | PA      | $663451.40    | 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        |   1279000 | PA      | $1256284.96   | 0.47%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                | F&G Global Funding                                            | CUSIP: 30321L2A9<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |   1153000 | PA      | $1144214.14   | 0.43%             | 2026-06-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                   | Fair Isaac Corp                                               | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $970790.00    | 0.37%             | 2028-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| First Help Financial LLC                          | FHF Issuer Trust 2024-3                                       | CUSIP: 30339EAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    327486 | PA      | $326971.08    | 0.12%             | 2030-11-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| First Help Financial LLC                          | FHF Issuer Trust 2025-2                                       | CUSIP: 30343DAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    534252 | PA      | $534297.50    | 0.20%             | 2026-12-15      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                               | CUSIP: 3140NXMK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    650000 | PA      | $655213.72    | 0.25%             | 2030-02-01      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                               | CUSIP: 31418C5T7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10057 | PA      | $10003.37     | 0.00%             | 2029-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| First Help Financial LLC                          | FHF Issuer Trust 2024-1                                       | CUSIP: 31568AAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    325673 | PA      | $326958.73    | 0.12%             | 2030-02-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| First Help Financial LLC                          | FHF Trust 2022-2                                              | CUSIP: 31568EAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     23743 | PA      | $23754.38     | 0.01%             | 2027-12-15      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                           | Fidelity National Information Services Inc                    | CUSIP: 31620MCA2<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498540.00    | 0.19%             | 2028-03-10      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| First Investors Auto Owner Trust                  | First Investors Auto Owner Trust 2022-1                       | CUSIP: 32057KAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    160000 | PA      | $159661.58    | 0.06%             | 2028-06-15      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| FIRSTCASH INC                                     | FirstCash Inc                                                 | CUSIP: 33767DAB1<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |    750000 | PA      | $736807.50    | 0.28%             | 2028-09-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                        | Flagship Credit Auto Trust 2024-1                             | CUSIP: 33843VAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     97028 | PA      | $97085.79     | 0.04%             | 2028-03-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                        | Flagship Credit Auto Trust 2022-1                             | CUSIP: 33845VAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    161875 | PA      | $161457.86    | 0.06%             | 2028-03-15      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                        | Flagship Credit Auto Trust 2023-3                             | CUSIP: 33846BAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     67508 | PA      | $67544.80     | 0.03%             | 2028-04-17      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                           | Flagstar Mortgage Trust 2017-1                                | CUSIP: 33850BAT4<br>LEI: 549300H3PON1KOB2RF56 | Long             | ABS-MBS          | CORP              | US        |      6009 | PA      | $5533.32      | 0.00%             | 2047-03-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| FLOWERS FOODS INC                                 | Flowers Foods Inc                                             | CUSIP: 343498AB7<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1241087.50   | 0.47%             | 2026-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FORTIS INC                                        | Fortis Inc/Canada                                             | CUSIP: 349553AM9<br>LEI: 549300MQYQ9Y065XPR71 | Long             | DBT              | CORP              | CA        |    260000 | PA      | $258086.40    | 0.10%             | 2026-10-04      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Foursight Capital Automobile Receivables Trust    | Foursight Capital Automobile Receivables Trust 2023-2         | CUSIP: 35104AAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    368615 | PA      | $369002.85    | 0.14%             | 2028-05-15      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2017-3 | CUSIP: 35563PBY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20824 | PA      | $19725.08     | 0.01%             | 2056-07-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-1 | CUSIP: 35563PDU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14464 | PA      | $13607.12     | 0.01%             | 2057-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-2 | CUSIP: 35563PFB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     51734 | PA      | $49356.20     | 0.02%             | 2057-11-25      | Variable      | 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        |    368787 | PA      | $369267.78    | 0.14%             | 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        |    506750 | PA      | $476421.56    | 0.18%             | 2066-08-25      | Variable      | 2.35%                 | No            |                  2 | On Loan: No      |
| GCAT                                              | GCAT 2021-CM1 Trust                                           | CUSIP: 36168AAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    109640 | PA      | $105849.44    | 0.04%             | 2065-04-25      | Variable      | 2.47%                 | No            |                  2 | On Loan: No      |
| GM Financial Securitized Term Auto Receivables Tr | GM Financial Consumer Automobile Receivables Trust 2023-2     | CUSIP: 362583AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    595884 | PA      | $596501.26    | 0.22%             | 2028-02-16      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                        | GLS Auto Receivables Issuer Trust 2021-4                      | CUSIP: 36263DAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    316936 | PA      | $315569.78    | 0.12%             | 2027-10-15      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                        | GLS Auto Receivables Issuer Trust 2022-1                      | CUSIP: 36263XAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    256430 | PA      | $256246.61    | 0.10%             | 2028-01-18      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| HALEON US CAPITAL LLC                             | Haleon US Capital LLC                                         | CUSIP: 36264FAK7<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $990530.00    | 0.37%             | 2027-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                        | GLS Auto Receivables Issuer Trust 2022-2                      | CUSIP: 36265NAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    270193 | PA      | $271801.05    | 0.10%             | 2028-04-17      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                 | GLS Auto Select Receivables Trust 2023-1                      | CUSIP: 36267FAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    371285 | PA      | $373682.27    | 0.14%             | 2028-10-16      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                        | GLS Auto Receivables Issuer Trust 2025-4                      | CUSIP: 36273HAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1250816.81   | 0.47%             | 2028-10-16      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                               | Global Payments Inc                                           | CUSIP: 37940XBA9<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    500000 | PA      | $497835.00    | 0.19%             | 2028-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| GM Financial Securitized Term Auto Receivables Tr | GM Financial Consumer Automobile Receivables Trust 2023-4     | CUSIP: 379930AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1753829 | PA      | $1768528.21   | 0.67%             | 2028-08-16      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN                          | Graphic Packaging International LLC                           | CUSIP: 38869PAP9<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $998600.00    | 0.38%             | 2026-04-15      | Fixed         | 1.51%                 | 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        |     56293 | PA      | $56572.63     | 0.02%             | 2059-06-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust            | GreenSky Home Improvement Issuer Trust 2025-2                 | CUSIP: 39571VAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1003809 | PA      | $1006933.10   | 0.38%             | 2060-06-25      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust            | GreenSky Home Improvement Issuer Trust 2024-2                 | CUSIP: 39571XAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     33071 | PA      | $33146.08     | 0.01%             | 2059-10-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA INC                                           | HCA Inc                                                       | CUSIP: 404119BT5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1700799.00   | 0.64%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HERCULES CAPITAL INC                              | Hercules Capital Inc                                          | CUSIP: 427096AH5<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1478895.00   | 0.56%             | 2026-09-16      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| HIGHMARK INC                                      | Highmark Inc                                                  | CUSIP: 431116AD4<br>LEI: 549300B6868ZXXEB2Y57 | Long             | DBT              | CORP              | US        |   2414000 | PA      | $2404126.74   | 0.90%             | 2026-05-10      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Home Owner Mortgage Enhanced Securuties Limited   | HOMES 2023-NQM1 Trust                                         | CUSIP: 43761JAA5<br>LEI: 2549001JI3VOZZFMYK81 | Long             | ABS-MBS          | CORP              | US        |    468105 | PA      | $466961.98    | 0.18%             | 2068-01-25      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                          | Host Hotels & Resorts LP                                      | CUSIP: 44107TBE5<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |    250000 | PA      | $246995.00    | 0.09%             | 2028-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust                             | HPEFS Equipment Trust 2023-2                                  | CUSIP: 44328UAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     46474 | PA      | $46522.81     | 0.02%             | 2031-01-21      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                 | Hyatt Hotels Corp                                             | CUSIP: 448579AQ5<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1763930.00   | 0.66%             | 2027-01-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                           | Hyundai Capital America                                       | CUSIP: 44891ADA2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1002290.00   | 0.38%             | 2026-06-24      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                           | Hyundai Capital America                                       | CUSIP: 44891ADU8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501990.00    | 0.19%             | 2027-06-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                    | Hyundai Auto Receivables Trust 2022-C                         | CUSIP: 44933DAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1850000 | PA      | $1858626.42   | 0.70%             | 2028-10-16      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                         | IQVIA Inc                                                     | CUSIP: 449934AD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1247350.00   | 0.47%             | 2026-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                      | Illumina Inc                                                  | CUSIP: 452327AQ2<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |   1258000 | PA      | $1258276.76   | 0.47%             | 2026-09-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                           | Imperial Brands Finance PLC                                   | CUSIP: 45262BAB9<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    438000 | PA      | $436681.62    | 0.16%             | 2026-07-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PRA HEALTH SCIENCES INC                           | PRA Health Sciences Inc                                       | CUSIP: 45569KAA1<br>LEI: 549300R1HR1VWWHIAK47 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1239650.00   | 0.47%             | 2026-07-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                          | International Flavors & Fragrances Inc                        | CUSIP: 459506AP6<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    650000 | PA      | $623525.50    | 0.23%             | 2027-10-15      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                        | Intuit Inc                                                    | CUSIP: 46124HAE6<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2006640.00   | 0.76%             | 2026-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| City of Jersey City NJ                            | JERSEY CITY NJ                                                | CUSIP: 476576VW0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1253097.50   | 0.47%             | 2026-07-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                              | Keurig Dr Pepper Inc                                          | CUSIP: 49271KDT8<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | STIV             | CORP              | US        |    300000 | PA      | $299070.50    | 0.11%             | 2026-04-27      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                              | Keurig Dr Pepper Inc                                          | CUSIP: 49271KDW1<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | STIV             | CORP              | US        |    650000 | PA      | $647743.23    | 0.24%             | 2026-04-30      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                              | Keurig Dr Pepper Inc                                          | CUSIP: 49271VAY6<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1748355.00   | 0.66%             | 2026-11-15      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| KEYSPAN GAS EAST CORP                             | KeySpan Gas East Corp                                         | CUSIP: 49338CAB9<br>LEI: K8TS3HOE1568DUBUJL44 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2236815.00   | 0.84%             | 2026-08-15      | Fixed         | 2.74%                 | 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        |    500000 | PA      | $504170.95    | 0.19%             | 2030-02-25      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                              | Kyndryl Holdings Inc                                          | CUSIP: 50155QAJ9<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1228000.00   | 0.46%             | 2026-10-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                        | LAD Auto Receivables Trust 2024-1                             | CUSIP: 501689AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1505587.47   | 0.57%             | 2028-09-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                  | LPL Holdings Inc                                              | CUSIP: 50212YAC8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $992710.00    | 0.37%             | 2027-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                            | Lending Funding Trust 2020-2                                  | CUSIP: 51507KAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    557953 | PA      | $551494.56    | 0.21%             | 2031-04-21      | Fixed         | 2.32%                 | No            |                  2 | On Loan: No      |
| Laurel Road Prime Student Loan Trust              | Laurel Road Prime Student Loan Trust 2020-A                   | CUSIP: 51889CAB8<br>LEI: 549300XLHGW4YH0MCQ51 | Long             | ABS-O            | CORP              | US        |    265293 | PA      | $254007.29    | 0.10%             | 2050-11-25      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust                     | Lendbuzz Securitization Trust 2026-1                          | CUSIP: 525952AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    886517 | PA      | $886294.89    | 0.33%             | 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        |   1850000 | PA      | $1811843.84   | 0.68%             | 2031-11-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust                     | Lendbuzz Securitization Trust 2024-3                          | CUSIP: 52609YAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    494844 | PA      | $494669.90    | 0.19%             | 2029-10-15      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Lobel Automobile Receivables Trust                | Lobel Automobile Receivables Trust 2023-2                     | CUSIP: 53949FAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    317340 | PA      | $318256.90    | 0.12%             | 2029-05-15      | Fixed         | 8.67%                 | No            |                  2 | On Loan: No      |
| M&T Equipment Notes                               | M&T Equipment 2023-LEAF1 Notes                                | CUSIP: 551925AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1557242 | PA      | $1563568.34   | 0.59%             | 2030-07-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                        | MFA 2020-NQM2 Trust                                           | CUSIP: 552751AA7<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-MBS          | CORP              | US        |    747403 | PA      | $719898.12    | 0.27%             | 2065-04-25      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                        | MFA 2022-CHM1 Trust                                           | CUSIP: 552758AA2<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-MBS          | CORP              | US        |    382489 | PA      | $378069.12    | 0.14%             | 2056-09-25      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                        | MFA 2023-NQM3 Trust                                           | CUSIP: 55286MAA8<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-MBS          | CORP              | US        |    802994 | PA      | $804003.42    | 0.30%             | 2068-07-25      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| M&T Bank Auto Receivables Trust                   | M&T Bank Auto Receivables Trust 2024-1                        | CUSIP: 55286TAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1953720 | PA      | $1969671.62   | 0.74%             | 2032-02-17      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| MMP Capital                                       | MMP Capital 2025-A LLC                                        | CUSIP: 55317QAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1338763 | PA      | $1345164.89   | 0.51%             | 2031-12-15      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| MAIN STREET CAPITAL CORP                          | Main Street Capital Corp                                      | CUSIP: 56035LAE4<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |    637000 | PA      | $632674.77    | 0.24%             | 2026-07-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                    | Mariner Finance Issuance Trust 2021-A                         | CUSIP: 56848DAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2513411 | PA      | $2483366.22   | 0.93%             | 2036-03-20      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                            | Marlette Funding Trust 2025-1                                 | CUSIP: 570920AA6<br>LEI: 549300JRCMNFIBT50883 | Long             | ABS-O            | CORP              | US        |    194063 | PA      | $194183.00    | 0.07%             | 2035-07-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                            | Marlette Funding Trust 2024-1                                 | CUSIP: 57108VAB8<br>LEI: 549300JRCMNFIBT50883 | Long             | ABS-O            | CORP              | US        |    179897 | PA      | $180375.82    | 0.07%             | 2034-07-17      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                            | Marlette Funding Trust 2023-2                                 | CUSIP: 57109LAC7<br>LEI: 549300JRCMNFIBT50883 | Long             | ABS-O            | CORP              | US        |    339965 | PA      | $340478.84    | 0.13%             | 2033-06-15      | Fixed         | 6.96%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                            | Marlette Funding Trust 2022-3                                 | CUSIP: 57109NAD1<br>LEI: 549300JRCMNFIBT50883 | Long             | ABS-O            | CORP              | US        |    626297 | PA      | $635144.02    | 0.24%             | 2032-11-15      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                            | Marlette Funding Trust 2023-3                                 | CUSIP: 57109RAC4<br>LEI: 549300JRCMNFIBT50883 | Long             | ABS-O            | CORP              | US        |     89744 | PA      | $89845.19     | 0.03%             | 2033-09-15      | Fixed         | 7.06%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                          | Marsh & McLennan Cos Inc                                      | CUSIP: 571748BZ4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    751000 | PA      | $752734.81    | 0.28%             | 2027-11-08      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| Metlife Securitization Trust                      | METLIFE SECURITIZATION TRUST 2019-1                           | CUSIP: 59166EAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     26040 | PA      | $25950.36     | 0.01%             | 2058-04-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust                          | Mill City Mortgage Loan Trust 2018-1                          | CUSIP: 59980VAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1319228 | PA      | $1293601.44   | 0.49%             | 2062-05-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB                              | Utah Acquisition Sub Inc                                      | CUSIP: 62854AAN4<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1495995.00   | 0.56%             | 2026-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NBK SPC LTD                                       | NBK SPC Ltd                                                   | CUSIP: 62877PAB0<br>LEI: 549300P1ANDK86KWB419 | Long             | DBT              | CORP              | AE        |    750000 | PA      | $737572.50    | 0.28%             | 2027-09-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD                                        | NBN Co Ltd                                                    | CUSIP: 62878U2A9<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |   1000000 | PA      | $997210.00    | 0.38%             | 2026-05-05      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| NMEF Funding LLC                                  | NMEF Funding 2023-A LLC                                       | CUSIP: 62890QAB1<br>LEI: 549300LKWL3P0UPHKL72 | Long             | ABS-O            | CORP              | US        |    445573 | PA      | $446956.05    | 0.17%             | 2030-06-17      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| NMEF Funding LLC                                  | NMEF Funding 2025-B LLC                                       | CUSIP: 62919WAB5<br>LEI: 549300LKWL3P0UPHKL72 | Long             | ABS-O            | CORP              | US        |    736193 | PA      | $738445.16    | 0.28%             | 2033-01-18      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| National Collegiate Student Loan Trust            | National Collegiate Student Loan Trust 2006-1                 | CUSIP: 63543PCD6<br>LEI: 635400ZLDAQQL4PJBJ98 | Long             | ABS-O            | CORP              | US        |    409662 | PA      | $406028.29    | 0.15%             | 2033-03-25      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| National Collegiate Student Loan Trust            | National Collegiate Student Loan Trust 2006-4                 | CUSIP: 63543WAD3<br>LEI: 635400VHKJCABQGBTP36 | Long             | ABS-O            | CORP              | US        |     41298 | PA      | $41158.90     | 0.02%             | 2032-05-25      | Floating      | 4.10%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                        | Navient Private Education Refi Loan Trust 2019-F              | CUSIP: 63935CAB7<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |    274268 | PA      | $264616.81    | 0.10%             | 2068-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                        | Navient Private Education Loan Trust 2016-A                   | CUSIP: 63939NAD5<br>LEI: 549300JSCKIU587G1R13 | Long             | ABS-O            | CORP              | US        |    675387 | PA      | $666651.38    | 0.25%             | 2058-12-16      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                        | Navient Private Education Loan Trust 2018-B                   | CUSIP: 63940QAB9<br>LEI: 549300GZIQGXPYGM8M95 | Long             | ABS-O            | CORP              | US        |     11188 | PA      | $11182.14     | 0.00%             | 2059-12-15      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                        | Navient Private Education Loan Trust 2018-B                   | CUSIP: 63940QAC7<br>LEI: 549300GZIQGXPYGM8M95 | Long             | ABS-O            | CORP              | US        |       473 | PA      | $473.27       | 0.00%             | 2059-12-15      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                        | Navient Student Loan Trust 2019-B                             | CUSIP: 63941LAC7<br>LEI: 549300761SV59SBM0Z40 | Long             | ABS-O            | CORP              | US        |    264356 | PA      | $263334.02    | 0.10%             | 2059-12-15      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                         | Nelnet Student Loan Trust 2012-2                              | CUSIP: 64031CAA0<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |     35308 | PA      | $35024.10     | 0.01%             | 2033-12-26      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                         | Nelnet Student Loan Trust 2015-3                              | CUSIP: 64033TAC7<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |      7098 | PA      | $7082.20      | 0.00%             | 2051-02-27      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                         | Nelnet Student Loan Trust 2021-D                              | CUSIP: 64034YAA9<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |     68257 | PA      | $67574.94     | 0.03%             | 2062-04-20      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust               | New Residential Mortgage Loan Trust 2017-5                    | CUSIP: 64828NAA3<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |      8448 | PA      | $8549.94      | 0.00%             | 2057-06-25      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| NY STATE ELECTRIC & GAS                           | New York State Electric & Gas Corp                            | CUSIP: 649840CQ6<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |    750000 | PA      | $743970.00    | 0.28%             | 2026-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables Owner Trust               | Nissan Auto Receivables 2023-A Owner Trust                    | CUSIP: 65480WAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    332371 | PA      | $333060.96    | 0.13%             | 2027-11-15      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| OCCU Auto Receivables Trust                       | OCCU Auto Receivables Trust 2022-1                            | CUSIP: 67115YAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1708182 | PA      | $1719416.01   | 0.65%             | 2029-11-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2024-NQM1 Trust                                           | CUSIP: 67448LAA0<br>LEI: 254900UI1468MQ7I8472 | Long             | ABS-MBS          | CORP              | US        |    827583 | PA      | $829899.16    | 0.31%             | 2063-11-25      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                          | Octane Receivables Trust 2023-3                               | CUSIP: 67571CAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    111300 | PA      | $111556.39    | 0.04%             | 2029-03-20      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                          | Octane Receivables Trust 2024-2                               | CUSIP: 67578YAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    575823 | PA      | $579622.82    | 0.22%             | 2032-07-20      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp                             | Oglethorpe Power Corp                                         | CUSIP: 67705BDQ2<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | STIV             | CORP              | US        |   1250000 | PA      | $1246685.76   | 0.47%             | 2026-04-24      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                  | OneMain Financial Issuance Trust 2022-S1                      | CUSIP: 68267HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    151402 | PA      | $151318.70    | 0.06%             | 2035-05-14      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                         | ONEOK Inc                                                     | CUSIP: 682680BH5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1257300.00   | 0.47%             | 2026-11-01      | Fixed         | 5.55%                 | 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        |   1993047 | PA      | $2005063.35   | 0.75%             | 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        |    157454 | PA      | $157494.52    | 0.06%             | 2029-03-14      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                               | Oportun Issuance Trust 2021-B                                 | CUSIP: 68377GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    115242 | PA      | $113288.75    | 0.04%             | 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        |    575903 | PA      | $568260.54    | 0.21%             | 2031-10-08      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp                                                   | CUSIP: 6840C3JG9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | STIV             | CORP              | US        |   1700000 | PA      | $1664934.67   | 0.63%             | 2026-09-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OSCAR US Funding Trust                            | Oscar US Funding XIV LLC                                      | CUSIP: 68784HAD3<br>LEI: 353800FUC565GTX73583 | Long             | ABS-O            | CORP              | JP        |    468493 | PA      | $464736.63    | 0.17%             | 2029-04-10      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORP                             | Blue Owl Capital Corp                                         | CUSIP: 69121KAE4<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    750000 | PA      | $744405.00    | 0.28%             | 2026-07-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORP                             | Blue Owl Capital Corp                                         | CUSIP: 69121KAF1<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    750000 | PA      | $730545.00    | 0.27%             | 2027-01-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                    | Pagaya AI Debt Trust 2024-2                                   | CUSIP: 694961AD5<br>LEI: 254900ULYEY0HX0PKA54 | Long             | ABS-O            | CORP              | US        |    114737 | PA      | $114919.92    | 0.04%             | 2031-08-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                    | Pagaya AI Debt Grantor Trust 2024-10                          | CUSIP: 69544MAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1037032 | PA      | $1039355.28   | 0.39%             | 2032-06-15      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                    | Pagaya Ai Debt Grantor Trust 2024-9                           | CUSIP: 69546QAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    911735 | PA      | $913718.40    | 0.34%             | 2032-03-15      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                    | Pagaya AI Debt Grantor Trust 2026-2                           | CUSIP: 69549PAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    665000 | PA      | $665000.00    | 0.25%             | 2027-04-15      | Fixed         | 4.52%                 | 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        |   1620000 | PA      | $1620149.69   | 0.61%             | 2028-07-17      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| PENN-AMER WATER CO                                | Pennsylvania-American Water Co                                | CUSIP: 708653AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1519725.00   | 0.57%             | 2026-09-01      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                          | Penske Truck Leasing Co Lp / PTL Finance Corp                 | CUSIP: 709599BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2350000 | PA      | $2352021.00   | 0.89%             | 2026-05-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                       | Phillips 66                                                   | CUSIP: 71855BE40<br>LEI: 5493005JBO5YSIGK1814 | Long             | STIV             | CORP              | US        |   2000000 | PA      | $1992483.33   | 0.75%             | 2026-05-04      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                          | Plains All American Pipeline LP / PAA Finance Corp            | CUSIP: 72650RBL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $500160.00    | 0.19%             | 2026-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Porsche Financial Auto Securitization Trust       | Porsche Financial Auto Securitization Trust 2023-2            | CUSIP: 732916AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1467487 | PA      | $1477420.27   | 0.56%             | 2029-01-22      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Prestige Auto Receivables Trust                   | Prestige Auto Receivables Trust 2023-1                        | CUSIP: 74113GAL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1363000 | PA      | $1367082.46   | 0.51%             | 2029-04-16      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| Prestige Auto Receivables Trust                   | Prestige Auto Receivables Trust 2025-1                        | CUSIP: 74113UAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    181915 | PA      | $182026.50    | 0.07%             | 2027-12-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Prestige Auto Receivables Trust                   | Prestige Auto Receivables Trust 2023-2                        | CUSIP: 74113VAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     28856 | PA      | $28876.99     | 0.01%             | 2027-12-15      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| Prestige Auto Receivables Trust                   | Prestige Auto Receivables Trust 2021-1                        | CUSIP: 74113XAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    435676 | PA      | $430749.18    | 0.16%             | 2028-02-15      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC              | PRET 2025-NPL3 LLC                                            | CUSIP: 74143HAA3<br>LEI: 254900UGRYVHG7BY6M45 | Long             | ABS-O            | CORP              | US        |    462763 | PA      | $463202.27    | 0.17%             | 2055-04-25      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| Prodigy Finance Designated Activity Co            | Prodigy Finance CM2021-1 DAC                                  | CUSIP: 742855AA7<br>LEI: 635400HTAZNW3LYYMQ40 | Long             | ABS-O            | CORP              | IE        |     25996 | PA      | $25936.12     | 0.01%             | 2051-07-25      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| RCKT Trust                                        | RCKT Trust 2025-PL1                                           | CUSIP: 74939RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1131605 | PA      | $1134133.68   | 0.43%             | 2034-07-25      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Reach Financial LLC                               | Reach ABS Trust 2024-2                                        | CUSIP: 75525HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    138756 | PA      | $139184.70    | 0.05%             | 2031-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Reach Financial LLC                               | Reach ABS Trust 2025-1                                        | CUSIP: 75525PAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     81899 | PA      | $82047.14     | 0.03%             | 2032-08-16      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Reach Financial LLC                               | Reach ABS Trust 2025-2                                        | CUSIP: 75525QAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    141468 | PA      | $142028.89    | 0.05%             | 2032-08-18      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Reach Financial LLC                               | Reach Abs Trust 2024-1                                        | CUSIP: 75526PAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    458997 | PA      | $461532.80    | 0.17%             | 2031-02-18      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| Reach Financial LLC                               | Reach Abs Trust 2026-1                                        | CUSIP: 75526XAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1635274 | PA      | $1635641.36   | 0.62%             | 2033-02-15      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| RELIANCE STAND LIFE II                            | Reliance Standard Life Global Funding II                      | CUSIP: 75951AAN8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $788872.00    | 0.30%             | 2027-01-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| RELIANCE STAND LIFE II                            | Reliance Standard Life Global Funding II                      | CUSIP: 75951AAQ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1724905.00   | 0.65%             | 2026-09-28      | Fixed         | 1.51%                 | 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        |    135000 | PA      | $134941.09    | 0.05%             | 2034-06-26      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Research-Driven Pagaya Motor Asset Trust I        | Research-Driven Pagaya Motor Asset Trust 2026-1               | CUSIP: 76100KAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    530000 | PA      | $529684.76    | 0.20%             | 2035-01-25      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                   | SBA Tower Trust                                               | CUSIP: 78403DAT7<br>LEI: N/A                  | Long             | DBT              |  | US        |   1500000 | PA      | $1475490.30   | 0.56%             | 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        |    250000 | PA      | $243986.83    | 0.09%             | 2027-04-15      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| Space Coast Credit Union                          | SCCU Auto Receivables Trust 2024-1                            | CUSIP: 78436RAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    269846 | PA      | $270960.97    | 0.10%             | 2029-06-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                            | SLM Student Loan Trust 2013-4                                 | CUSIP: 78448AAA1<br>LEI: 5493004WA7G168XIR344 | Long             | ABS-O            | CORP              | US        |     14324 | PA      | $14032.35     | 0.01%             | 2043-06-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                            | SLM Student Loan Trust 2013-6                                 | CUSIP: 78448CAG4<br>LEI: 5493000NQN5E3MSIIG77 | Long             | ABS-O            | CORP              | US        |     93457 | PA      | $92333.64     | 0.03%             | 2055-06-26      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                  | SMB Private Education Loan Trust 2018-B                       | CUSIP: 78449LAC2<br>LEI: 549300INMCHM7L5O6M41 | Long             | ABS-O            | CORP              | US        |    113370 | PA      | $112995.83    | 0.04%             | 2037-01-15      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                  | SMB Private Education Loan Trust 2018-C                       | CUSIP: 78449QAC1<br>LEI: 549300V1P5RKG8RJI005 | Long             | ABS-O            | CORP              | US        |     30620 | PA      | $30498.38     | 0.01%             | 2035-11-15      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                  | SMB Private Education Loan Trust 2019-A                       | CUSIP: 78449TAB7<br>LEI: 549300WEYOS38NWU8D22 | Long             | ABS-O            | CORP              | US        |    366377 | PA      | $362717.20    | 0.14%             | 2036-07-15      | Fixed         | 3.44%                 | 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        |   1557799 | PA      | $1513746.51   | 0.57%             | 2037-09-15      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| SAFCO Auto Receivables Trust                      | SAFCO Auto Receivables Trust 2025-1                           | CUSIP: 785923AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    310340 | PA      | $311152.80    | 0.12%             | 2029-09-10      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                    | Salesforce Inc                                                | CUSIP: 79466LAQ7<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1000290.00   | 0.38%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust            | Santander Drive Auto Receivables Trust 2023-6                 | CUSIP: 80287DAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    251181 | PA      | $251461.45    | 0.09%             | 2028-07-17      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust            | Santander Drive Auto Receivables Trust 2023-6                 | CUSIP: 80287DAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    915000 | PA      | $923480.72    | 0.35%             | 2029-04-16      | Fixed         | 5.98%                 | 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        |    520000 | PA      | $519693.28    | 0.20%             | 2029-03-15      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes           | Santander Bank Auto Credit-Linked Notes Series 2022-C         | CUSIP: 80290CBK9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    290006 | PA      | $292671.18    | 0.11%             | 2032-12-15      | Fixed         | 14.59%                | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust            | Santander Drive Auto Receivables Trust 2022-6                 | CUSIP: 802918AF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     70000 | PA      | $70507.27     | 0.03%             | 2031-02-18      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust            | Santander Drive Auto Receivables Trust 2025-4                 | CUSIP: 802923AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    595015 | PA      | $595466.71    | 0.22%             | 2029-01-15      | Fixed         | 4.28%                 | 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        |    469131 | PA      | $461534.41    | 0.17%             | 2032-02-02      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                               | Sirius XM Radio LLC                                           | CUSIP: 82967NBL1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    975000 | PA      | $968652.75    | 0.36%             | 2026-09-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| SKYWORKS SOLUTIONS INC                            | Skyworks Solutions Inc                                        | CUSIP: 83088MAK8<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1244225.00   | 0.47%             | 2026-06-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Small Business Administration Participation Certs | United States Small Business Administration                   | CUSIP: 83162CSN4<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |      6736 | PA      | $6753.98      | 0.00%             | 2029-05-01      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                  | SMB Private Education Loan Trust 2017-B                       | CUSIP: 83189DAC4<br>LEI: 549300NWENTZ8X7JUC78 | Long             | ABS-O            | CORP              | US        |     19309 | PA      | $19304.58     | 0.01%             | 2035-10-15      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRUST                  | SoFi Consumer Loan Program 2025-1 Trust                       | CUSIP: 83406YAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    911983 | PA      | $914057.19    | 0.34%             | 2034-02-27      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRUST                  | SoFi Consumer Loan Program 2025-2 Trust                       | CUSIP: 83407HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    690516 | PA      | $692113.09    | 0.26%             | 2034-06-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                                | Sonoco Products Co                                            | CUSIP: 835495AQ5<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $999830.00    | 0.38%             | 2026-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| LIFESTORAGE LP                                    | LifeStorage LP/CA                                             | CUSIP: 84610WAB1<br>LEI: N/A                  | Long             | DBT              |  | US        |   1250000 | PA      | $1246012.50   | 0.47%             | 2026-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Springcastle SPV                                  | SpringCastle America Funding LLC                              | CUSIP: 85022WAP9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    132314 | PA      | $125409.03    | 0.05%             | 2037-09-25      | Fixed         | 1.97%                 | No            |                  2 | On Loan: No      |
| SPRUCE HILL MORTGAGE LOAN TRUST                   | Spruce Hill Mortgage Loan Trust 2020-SH1                      | CUSIP: 85209FAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    759460 | PA      | $749759.75    | 0.28%             | 2050-01-28      | Variable      | 3.22%                 | No            |                  2 | On Loan: No      |
| Spruce Hill Mortgage Acquisition Company, LLC     | Spruce Hill Mortgage Loan Trust 2020-SH2                      | CUSIP: 85214RAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    903144 | PA      | $900200.61    | 0.34%             | 2055-06-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                         | Block Inc                                                     | CUSIP: 852234AJ2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   1411000 | PA      | $1405313.67   | 0.53%             | 2026-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust               | Starwood Mortgage Residential Trust 2020-3                    | CUSIP: 85573MAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    641079 | PA      | $625747.26    | 0.24%             | 2065-04-25      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                            | CUSIP: 86765BAT6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2496875.00   | 0.94%             | 2026-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                  | T-Mobile USA Inc                                              | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1242437.50   | 0.47%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                        | TELUS Corp                                                    | CUSIP: 87974WJ41<br>LEI: 894500TX134IMF6NW757 | Long             | STIV             | CORP              | CA        |   2000000 | PA      | $1964900.00   | 0.74%             | 2026-09-04      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Theorem Funding Trust                             | Theorem Funding Trust 2022-3                                  | CUSIP: 882925AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1398153 | PA      | $1423367.90   | 0.54%             | 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        |   1224461 | NS      | $12244614.54  | 4.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Toorak Mortgage Corp.                             | Toorak Mortgage Trust 2024-RRTL1                              | CUSIP: 89054YAA1<br>LEI: 25490023B58UP9CM5N96 | Long             | ABS-MBS          | CORP              | US        |    455105 | PA      | $455403.70    | 0.17%             | 2039-02-25      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                         | Towd Point Mortgage Trust 2015-6                              | CUSIP: 89172RAD7<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |   1141777 | PA      | $1129982.73   | 0.43%             | 2055-04-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                         | Towd Point Mortgage Trust 2017-6                              | CUSIP: 89175JAA8<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |     53929 | PA      | $53236.40     | 0.02%             | 2057-10-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                         | Towd Point Mortgage Trust 2018-2                              | CUSIP: 89175VAA1<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |      5033 | PA      | $4995.25      | 0.00%             | 2058-03-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                         | Towd Point Mortgage Trust 2018-6                              | CUSIP: 89176LAA2<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |     90934 | PA      | $90506.44     | 0.03%             | 2058-03-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Asset Trust                            | Towd Point Asset Trust 2021-SL1                               | CUSIP: 89179XAL9<br>LEI: 54930022FYEFQVX02P24 | Long             | ABS-O            | CORP              | US        |     36120 | PA      | $36080.38     | 0.01%             | 2061-11-20      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| Tricolor Auto Securitization Trust                | Tricolor Auto Securitization Trust 2022-1                     | CUSIP: 89616BAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    618479 | PA      | $586565.76    | 0.22%             | 2027-08-16      | Fixed         | 7.79%                 | No            |                  2 | On Loan: No      |
| Tricolor Auto Securitization Trust                | Tricolor Auto Securitization Trust 2022-1                     | CUSIP: 89616BAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $726000.00    | 0.27%             | 2029-07-16      | Fixed         | 9.80%                 | 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        |    764704 | PA      | $713774.77    | 0.27%             | 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        |    223536 | PA      | $206412.74    | 0.08%             | 2027-12-15      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| Tricolor Auto Securitization Trust                | Tricolor Auto Securitization Trust 2024-3                     | CUSIP: 89617AAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    169448 | PA      | $144946.10    | 0.05%             | 2028-06-15      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| USAA Auto Owner Trust                             | USAA Auto Owner Trust 2024-A                                  | CUSIP: 90327VAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    765444 | PA      | $769715.46    | 0.29%             | 2029-03-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| UNDER ARMOUR INC                                  | Under Armour Inc                                              | CUSIP: 904311AA5<br>LEI: 549300D4549QKWETZ406 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1743577.50   | 0.66%             | 2026-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC RR 2014-1                           | Union Pacific Railroad Co 2014-1 Pass Through Trust           | CUSIP: 907825AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    708627 | PA      | $707295.08    | 0.27%             | 2026-05-14      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bills                                           | CUSIP: 912797TS6<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   5000000 | PA      | $4975766.40   | 1.87%             | 2026-05-19      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                           | CUSIP: 91282CBW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1496367.20   | 0.56%             | 2026-04-30      | Fixed         | 0.75%                 | No            |                  1 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                           | CUSIP: 91282CFB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2958164.07   | 1.11%             | 2027-07-31      | Fixed         | 2.75%                 | No            |                  1 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                           | CUSIP: 91282CLH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2050000 | PA      | $2049759.76   | 0.77%             | 2026-08-31      | Fixed         | 3.75%                 | No            |                  1 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                           | CUSIP: 91282CMF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $2517773.45   | 0.95%             | 2028-01-15      | Fixed         | 4.25%                 | No            |                  1 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                           | CUSIP: 91282CMH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $3009140.64   | 1.13%             | 2027-01-31      | Fixed         | 4.13%                 | No            |                  1 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                    | Upgrade Master Pass-Thru Trust Series 2025-ST4                | CUSIP: 91533MAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    713652 | PA      | $716301.50    | 0.27%             | 2032-08-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                    | Upgrade Master Pass-Thru Trust Series 2025-ST5                | CUSIP: 91535BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    445141 | PA      | $445274.93    | 0.17%             | 2032-09-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                      | Upstart Securitization Trust 2025-2                           | CUSIP: 91679EAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    262979 | PA      | $263834.19    | 0.10%             | 2035-06-20      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                      | Upstart Securitization Trust 2023-2                           | CUSIP: 91683VAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    326714 | PA      | $327264.11    | 0.12%             | 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        |     17305 | PA      | $17320.97     | 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        |    250000 | PA      | $254870.51    | 0.10%             | 2033-10-20      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                      | Upstart Securitization Trust                                  | CUSIP: 91684NAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    329856 | PA      | $329945.91    | 0.12%             | 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        |    374814 | PA      | $375182.16    | 0.14%             | 2035-04-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Veros Auto Receivables Trust                      | Veros Auto Receivables Trust 2023-1                           | CUSIP: 924933AC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    979000 | PA      | $989913.04    | 0.37%             | 2028-11-15      | Fixed         | 8.32%                 | 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        |    861125 | PA      | $862544.73    | 0.32%             | 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        |    161029 | PA      | $160956.91    | 0.06%             | 2028-08-15      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| Veros Auto Receivables Trust                      | Veros Auto Receivables Trust 2024-1                           | CUSIP: 92512WAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    120794 | PA      | $120942.21    | 0.05%             | 2027-11-15      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                       | Viatris Inc                                                   | CUSIP: 92556VAC0<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    750000 | PA      | $727537.50    | 0.27%             | 2027-06-22      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                          | Volkswagen Group of America Finance LLC                       | CUSIP: 928668CV2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    750000 | PA      | $748080.00    | 0.28%             | 2027-09-11      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| VOYA FINANCIAL INC                                | Voya Financial Inc                                            | CUSIP: 929089AB6<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |   1880000 | PA      | $1875732.40   | 0.71%             | 2026-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                            | WESCO Distribution Inc                                        | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    750000 | PA      | $754260.00    | 0.28%             | 2028-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust             | Westlake Automobile Receivables Trust 2023-2                  | CUSIP: 959926AG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $253499.53    | 0.10%             | 2028-11-15      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust             | Westlake Automobile Receivables Trust 2022-2                  | CUSIP: 96042VAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1402210 | PA      | $1404733.51   | 0.53%             | 2027-09-15      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| TRISTATE INSURED CASH SWEEP                       | TRISTATE INSURED CASH SWEEP                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |       594 | PA      | $593.80       | 0.00%             | 2050-10-01      | Variable      | 3.84%                 | No            |                  2 | On Loan: No      |
| WIPRO IT SERVICE                                  | Wipro IT Services LLC                                         | CUSIP: 97654MAA4<br>LEI: 549300S6XZZ65F0EJS98 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $992970.00    | 0.37%             | 2026-06-23      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                                       | Workday Inc                                                   | CUSIP: 98138HAG6<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $991090.00    | 0.37%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust                 | World Omni Auto Receivables Trust 2023-C                      | CUSIP: 98164FAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    780243 | PA      | $783746.31    | 0.30%             | 2028-11-15      | Fixed         | 5.15%                 | No            |                  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:** Manager - Fund Admin