# EDGAR Filing Document

**Accession Number:** 0000816153
**File Stem:** 0001410368-26-051185
**Filing Date:** 2026-5
**Character Count:** 61586
**Document Hash:** 1c0029f4444b6b90e287b9bd15764502
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-051185.hdr.sgml**: 20260526

**ACCESSION NUMBER**: 0001410368-26-051185

**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:** 261016890

**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 Limited Term U.S. Government Fund (Series ID: S000011842)

| Class ID   | Class Name                                             | Ticker Symbol   |
|:---|:---|:---|
| C000032347 | Thornburg Limited Term U.S. Government Fund - Class A  | LTUSX           |
| C000032349 | Thornburg Limited Term U.S. Government Fund - Class C  | LTUCX           |
| C000032350 | Thornburg Limited Term U.S. Government Fund - Class I  | LTUIX           |
| C000042666 | Thornburg Limited Term U.S. Government Fund - Class R3 | LTURX           |
| C000113847 | Thornburg Limited Term U.S. Government Fund - Class R5 | LTGRX           |
| C000136848 | Thornburg Limited Term U.S. Government Fund - Class R4 | LTUGX           |
| C000222323 | Thornburg Limited Term U.S. Government Fund - Class C2 | LTUQX           |

## 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 Limited Term U.S. Government Fund

- **b. EDGAR series identifier (if any):** S000011842

- **c. LEI of Series:** 5493006JWY6PYF1WBP22

**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:** $82842534.86

**Total Liabilities:** $413594.14

**Net Assets:** $82428940.72

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -9.36000000 | **1-Year:** -284.11000000 | **5-Year:** -952.55000000 | **10-Year:** -215.87000000 | **30-Year:** 0.00000000

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

- **3-Month:** -138.87000000 | **1-Year:** -1636.64000000 | **5-Year:** -2558.13000000 | **10-Year:** -2385.80000000 | **30-Year:** -482.89000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000032347 | 0.35%                | 1.64%                | -1.44%               |
| Class ID C000032349 | 0.25%                | 1.61%                | -1.39%               |
| Class ID C000032350 | 0.38%                | 1.65%                | -1.42%               |
| Class ID C000042666 | 0.27%                | 1.62%                | -1.38%               |
| Class ID C000113847 | 0.30%                | 1.66%                | -1.35%               |
| Class ID C000136848 | 0.27%                | 1.65%                | -1.38%               |
| Class ID C000222323 | 0.25%                | 1.61%                | -1.38%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-33474.67               | $117611.36                                 |
| Month 2  | $9935.03                 | $1179053.19                                |
| Month 3  | $-3.31                   | $-1356262.34                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CALEDONIA GENERA                                      | Caledonia Generating LLC                                      | CUSIP: 129268AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2938165 | PA      | $2627894.78   | 3.19%             | 2034-02-28      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| FRESB Multifamily Mortgage Pass-Through Certifica     | FRESB 2018-SB47 Mortgage Trust                                | CUSIP: 30296KAE5<br>LEI: 549300P6Y1UBYR0WQ049 | Long             | ABS-MBS          | USGSE             | US        |    250449 | PA      | $249983.62    | 0.30%             | 2038-01-25      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| Farmer Mac Agricultural Real Estate Trust             | FARM 21-1 Mortgage Trust                                      | CUSIP: 30768WAA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3610606 | PA      | $2983528.56   | 3.62%             | 2051-01-25      | Variable      | 2.18%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                         | CUSIP: 3128E52U2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    129709 | PA      | $127892.85    | 0.16%             | 2032-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Non Gold Pool                                     | CUSIP: 3128Q2BS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    433983 | PA      | $443038.36    | 0.54%             | 2046-02-01      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                         | CUSIP: 3128S3EQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     73620 | PA      | $68418.19     | 0.08%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                         | CUSIP: 31294UA29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10690 | PA      | $10528.21     | 0.01%             | 2028-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                         | CUSIP: 31307UNB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     87762 | PA      | $86355.46     | 0.10%             | 2032-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                         | CUSIP: 31323AB27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    357429 | PA      | $318888.32    | 0.39%             | 2048-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Pool                                              | CUSIP: 3132A5HF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    626658 | PA      | $583087.09    | 0.71%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Pool                                              | CUSIP: 3132D53T7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    359494 | PA      | $340320.65    | 0.41%             | 2034-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Pool                                              | CUSIP: 3132D54P4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    586616 | PA      | $543684.51    | 0.66%             | 2034-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Pool                                              | CUSIP: 3132D6NT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    348698 | PA      | $323751.02    | 0.39%             | 2035-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Pool                                              | CUSIP: 3132XGUG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    565000 | PA      | $565494.04    | 0.69%             | 2028-06-01      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Pool                                              | CUSIP: 3132XGYH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2250000 | PA      | $2301403.50   | 2.79%             | 2032-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                              | Federal Farm Credit Banks Funding Corp                        | CUSIP: 3133ENQQ6<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    715000 | PA      | $663412.75    | 0.80%             | 2032-03-08      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Pool                                              | CUSIP: 3133KNR54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    857484 | PA      | $758059.56    | 0.92%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Pool                                              | CUSIP: 3133N3X25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1846412 | PA      | $1458632.16   | 1.77%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Pool                                              | CUSIP: 3133N3YQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1605896 | PA      | $1320631.60   | 1.60%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Pool                                              | CUSIP: 3133SKBP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1825964 | PA      | $1609979.65   | 1.95%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae REMICS                                             | CUSIP: 3136A0LQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     53468 | PA      | $53154.79     | 0.06%             | 2026-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae REMICS                                             | CUSIP: 3136AFB37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    613701 | PA      | $608290.79    | 0.74%             | 2043-01-25      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae REMICS                                             | CUSIP: 3136AGFY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    450458 | PA      | $448078.93    | 0.54%             | 2043-09-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| FannieMae Grantor Trust                               | Fannie Mae Grantor Trust 2017-T1                              | CUSIP: 3136AV6R5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    987310 | PA      | $971503.21    | 1.18%             | 2027-06-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae REMICS                                             | CUSIP: 3136BRTQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    457849 | PA      | $473218.96    | 0.57%             | 2035-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae REMICS                                             | CUSIP: 3136BTAJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    439853 | PA      | $434887.41    | 0.53%             | 2054-10-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae REMICS                                             | CUSIP: 3136BXNP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    348557 | PA      | $337396.64    | 0.41%             | 2055-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac REMICS                                            | CUSIP: 3137AFJJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13489 | PA      | $13342.95     | 0.02%             | 2041-04-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac REMICS                                            | CUSIP: 3137AUCS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    373790 | PA      | $369439.34    | 0.45%             | 2042-09-15      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac REMICS                                            | CUSIP: 3137AVH34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     78755 | PA      | $77367.65     | 0.09%             | 2027-10-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac REMICS                                            | CUSIP: 3137AVHH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    119978 | PA      | $118186.45    | 0.14%             | 2027-10-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.      | Freddie Mac Multifamily Structured Pass Through Certificates  | CUSIP: 3137F32C7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    286531 | PA      | $282977.63    | 0.34%             | 2027-12-25      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.      | Freddie Mac Multifamily Structured Pass Through Certificates  | CUSIP: 3137FNAE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    577000 | PA      | $554814.53    | 0.67%             | 2029-06-25      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Whole Loan Securities Trust               | Freddie Mac Whole Loan Securities Trust 2015-SC02             | CUSIP: 3137G1AL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    178775 | PA      | $162892.96    | 0.20%             | 2045-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Whole Loan Securities Trust               | Freddie Mac Whole Loan Securities Trust 2016-SC01             | CUSIP: 3137G1AV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    664043 | PA      | $590628.55    | 0.72%             | 2046-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Whole Loan Securities Trust               | Freddie Mac Whole Loan Securities Trust 2016-SC01             | CUSIP: 3137G1AW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    209748 | PA      | $193389.54    | 0.23%             | 2046-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Whole Loan Securities Trust               | Freddie Mac Whole Loan Securities Trust 2016-SC02             | CUSIP: 3137G1BD8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    138059 | PA      | $126799.58    | 0.15%             | 2046-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Whole Loan Securities Trust               | Freddie Mac Whole Loan Securities Trust                       | CUSIP: 3137G1BK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1168899 | PA      | $1029643.54   | 1.25%             | 2046-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Whole Loan Securities Trust               | Freddie Mac Whole Loan Securities Trust                       | CUSIP: 3137G1BL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    418445 | PA      | $383308.98    | 0.47%             | 2046-12-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Whole Loan Securities Trust               | Freddie Mac Whole Loan Securities Trust 2017-SC02             | CUSIP: 3137G1BS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    258016 | PA      | $227278.88    | 0.28%             | 2047-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Whole Loan Securities Trust               | Freddie Mac Whole Loan Securities Trust 2017-SC02             | CUSIP: 3137G1BV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    114142 | PA      | $104683.68    | 0.13%             | 2047-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.      | Freddie Mac Multifamily Structured Pass Through Certificates  | CUSIP: 3137HAD29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    216000 | PA      | $220413.88    | 0.27%             | 2031-10-25      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.      | Freddie Mac Multifamily Structured Pass Through Certificates  | CUSIP: 3137HAMP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    149000 | PA      | $154722.59    | 0.19%             | 2031-06-25      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.      | Freddie Mac Multifamily Structured Pass Through Certificates  | CUSIP: 3137HBC77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    379000 | PA      | $389264.85    | 0.47%             | 2031-10-25      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac REMICS                                            | CUSIP: 3137HHH87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    514806 | PA      | $509491.21    | 0.62%             | 2054-11-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac REMICS                                            | CUSIP: 3137HM3Y4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    473727 | PA      | $480134.03    | 0.58%             | 2036-06-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                               | CUSIP: 3138AS5N8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21452 | PA      | $21361.91     | 0.03%             | 2026-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                               | CUSIP: 3138EPJ47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    172910 | PA      | $171190.94    | 0.21%             | 2030-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                               | CUSIP: 3138ERP79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5275 | PA      | $5170.88      | 0.01%             | 2031-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                               | CUSIP: 3138WKZP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    228130 | PA      | $218185.39    | 0.26%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                               | CUSIP: 3138X16F8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    127759 | PA      | $125156.12    | 0.15%             | 2028-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae REMICS                                             | CUSIP: 31397NGR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    154587 | PA      | $128456.14    | 0.16%             | 2039-03-25      | Variable      | 0.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                               | CUSIP: 3140FXEC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    273664 | PA      | $251059.52    | 0.30%             | 2056-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                               | CUSIP: 3140FXES7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    391805 | PA      | $364169.34    | 0.44%             | 2056-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                               | CUSIP: 3140GTA26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1140523 | PA      | $1109513.68   | 1.35%             | 2046-06-01      | Floating      | 3.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                               | CUSIP: 3140J9MN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    383677 | PA      | $378138.75    | 0.46%             | 2033-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                               | CUSIP: 3140JBUK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    393152 | PA      | $375491.47    | 0.46%             | 2051-12-01      | Floating      | 1.59%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                               | CUSIP: 3140JBXM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    951917 | PA      | $806729.81    | 0.98%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                               | CUSIP: 3140LGWS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    290000 | PA      | $280490.60    | 0.34%             | 2032-08-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                               | CUSIP: 3140Q0DR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    497644 | PA      | $517761.07    | 0.63%             | 2032-11-01      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                               | CUSIP: 3140Q8BL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    441672 | PA      | $423692.76    | 0.51%             | 2032-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                               | CUSIP: 3140QBRY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    185832 | PA      | $183662.82    | 0.22%             | 2029-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                               | CUSIP: 3140QC2D7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    621314 | PA      | $589519.19    | 0.72%             | 2035-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                               | CUSIP: 3140QMN83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    431924 | PA      | $414403.81    | 0.50%             | 2051-11-01      | Floating      | 1.53%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                               | CUSIP: 3140X4VR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    141731 | PA      | $139107.00    | 0.17%             | 2029-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                               | CUSIP: 3140X63C3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    309285 | PA      | $269612.09    | 0.33%             | 2048-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                               | CUSIP: 3140X6ED9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    641055 | PA      | $620710.31    | 0.75%             | 2032-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                               | CUSIP: 3140X8PW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    949859 | PA      | $881024.84    | 1.07%             | 2035-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                               | CUSIP: 3140X9B46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    958569 | PA      | $864891.56    | 1.05%             | 2035-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                               | CUSIP: 3140XGAS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    872127 | PA      | $767134.03    | 0.93%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                               | CUSIP: 3140XM3W4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    229266 | PA      | $216688.28    | 0.26%             | 2032-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                               | CUSIP: 31410R6H7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41805 | PA      | $43189.75     | 0.05%             | 2036-06-01      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                               | CUSIP: 31418BTK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    429342 | PA      | $410376.06    | 0.50%             | 2035-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                               | CUSIP: 31418CZ72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    258315 | PA      | $253289.92    | 0.31%             | 2038-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                               | CUSIP: 31418D2Y7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1773643 | PA      | $1702171.13   | 2.07%             | 2031-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                               | CUSIP: 31418DCT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    188227 | PA      | $181397.22    | 0.22%             | 2034-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                               | CUSIP: 31418DKJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     62519 | PA      | $59055.77     | 0.07%             | 2035-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                               | CUSIP: 31418FCA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    772133 | PA      | $767219.24    | 0.93%             | 2039-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                               | CUSIP: 31418FFX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    536050 | PA      | $516773.10    | 0.63%             | 2039-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                               | CUSIP: 31418FRG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    937616 | PA      | $944646.59    | 1.15%             | 2040-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                    | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2022-1 | CUSIP: 35563P7E3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    889366 | PA      | $766441.19    | 0.93%             | 2061-11-25      | Fixed         | 3.25%                 | 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        |    694145 | PA      | $657502.56    | 0.80%             | 2056-07-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                    | Freddie Mac Seasoned Credit Risk Transfer Trust 2017-4        | CUSIP: 35563PCM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    504634 | PA      | $462048.38    | 0.56%             | 2057-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                    | Freddie Mac Seasoned Credit Risk Transfer Trust 2017-4        | CUSIP: 35563PDD8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2241101 | PA      | $2030889.77   | 2.46%             | 2057-06-25      | 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        |    867819 | PA      | $816427.30    | 0.99%             | 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        |    452677 | PA      | $431866.76    | 0.52%             | 2057-11-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                    | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-3 | CUSIP: 35563PGB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    637414 | PA      | $596852.28    | 0.72%             | 2057-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                    | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-4 | CUSIP: 35563PHA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    815183 | PA      | $764045.23    | 0.93%             | 2058-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                    | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-4 | CUSIP: 35563PHF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    519162 | PA      | $502534.59    | 0.61%             | 2058-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                    | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-2 | CUSIP: 35563PKG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1337857 | PA      | $1286756.36   | 1.56%             | 2058-08-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                    | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-3 | CUSIP: 35563PLH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    498495 | PA      | $482920.93    | 0.59%             | 2058-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                    | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-4 | CUSIP: 35563PML0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    809996 | PA      | $759799.33    | 0.92%             | 2059-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                    | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2020-1 | CUSIP: 35563PNP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1157296 | PA      | $1078476.14   | 1.31%             | 2059-08-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                    | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2020-2 | CUSIP: 35563PQP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1164122 | PA      | $1043562.47   | 1.27%             | 2059-11-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                    | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2020-3 | CUSIP: 35563PSB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    535708 | PA      | $418194.62    | 0.51%             | 2060-05-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                    | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2020-3 | CUSIP: 35563PSC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    380944 | PA      | $341075.98    | 0.41%             | 2060-05-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SLST                                    | Seasoned Loans Structured Transaction Trust Series 2020-2     | CUSIP: 35564CGN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1420122 | PA      | $1322321.00   | 1.60%             | 2030-09-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SLST                                    | Seasoned Loans Structured Transaction Trust Series 2020-2     | CUSIP: 35564CGQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1420122 | PA      | $1316681.95   | 1.60%             | 2030-09-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association              | Ginnie Mae II Pool                                            | CUSIP: 36179MDD9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    100017 | PA      | $102018.58    | 0.12%             | 2042-05-20      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association              | Ginnie Mae II Pool                                            | CUSIP: 36179NAG3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    127278 | PA      | $124666.04    | 0.15%             | 2028-04-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association              | Ginnie Mae II Pool                                            | CUSIP: 3620E0FB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     71617 | PA      | $72199.01     | 0.09%             | 2039-08-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association              | Government National Mortgage Association                      | CUSIP: 38376RQX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    111187 | PA      | $106393.98    | 0.13%             | 2065-07-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association              | Government National Mortgage Association                      | CUSIP: 38380T5N2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    683249 | PA      | $678753.77    | 0.82%             | 2031-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association              | Government National Mortgage Association                      | CUSIP: 38381HMU2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1250000 | PA      | $880581.36    | 1.07%             | 2063-10-16      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association              | Government National Mortgage Association                      | CUSIP: 38381JLK1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    409454 | PA      | $392319.85    | 0.48%             | 2065-01-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association              | Government National Mortgage Association                      | CUSIP: 38381NXJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    361429 | PA      | $328775.34    | 0.40%             | 2051-06-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association              | Government National Mortgage Association                      | CUSIP: 38381QG96<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    252705 | PA      | $253799.21    | 0.31%             | 2065-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HNA 2015 LLC                                          | HNA 2015 LLC                                                  | CUSIP: 40426UAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    358225 | PA      | $351962.44    | 0.43%             | 2027-06-30      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| Small Business Administration Participation Certs     | United States Small Business Administration                   | CUSIP: 83162CQY2<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |     17193 | PA      | $17304.19     | 0.02%             | 2027-04-01      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Small Business Administration Participation Certs     | United States Small Business Administration                   | CUSIP: 83162CRB1<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |     12607 | PA      | $12702.28     | 0.02%             | 2027-06-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Small Business Administration Participation Certs     | United States Small Business Administration                   | CUSIP: 83162CRG0<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |     36794 | PA      | $37139.73     | 0.05%             | 2027-09-01      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| Small Business Administration Participation Certs     | United States Small Business Administration                   | CUSIP: 83162CRK1<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |     38695 | PA      | $39004.68     | 0.05%             | 2027-11-01      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Small Business Administration Participation Certs     | United States Small Business Administration                   | CUSIP: 83162CRX3<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |     93239 | PA      | $94706.09     | 0.11%             | 2028-07-01      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Small Business Administration Participation Certs     | United States Small Business Administration                   | CUSIP: 83162CUD3<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |    217498 | PA      | $214639.77    | 0.26%             | 2031-07-01      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Small Business Administration Participation Certs     | United States Small Business Administration                   | CUSIP: 83162CUK7<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |    379061 | PA      | $366698.94    | 0.44%             | 2031-11-01      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| Small Business Administration Participation Certs     | United States Small Business Administration                   | CUSIP: 83162CWL3<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |    262089 | PA      | $249247.83    | 0.30%             | 2034-08-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Small Business Administration Participation Certs     | United States Small Business Administration                   | CUSIP: 83162CWV1<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |    230719 | PA      | $215451.02    | 0.26%             | 2035-02-01      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| Small Business Administration Participation Certs     | United States Small Business Administration                   | CUSIP: 83162CXG3<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |    523708 | PA      | $493484.26    | 0.60%             | 2035-09-01      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| Small Business Administration Participation Certs     | United States Small Business Administration                   | CUSIP: 83162CYW7<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |   1231077 | PA      | $1136986.83   | 1.38%             | 2037-09-01      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| Small Business Administration Participation Certs     | United States Small Business Administration                   | CUSIP: 83162CYZ0<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |    666397 | PA      | $621751.45    | 0.75%             | 2037-11-01      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| State Street Institutional Treasury Money Market Fund | State Street Institutional Treasury Money Market Fund         | CUSIP: 857492888<br>LEI: 549300Q3FHSMZ70NLT76 | Long             | EC               | RF                | US        |     70442 | NS      | $70441.53     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| THIRAX 1 LLC                                          | Thirax 1 LLC                                                  | CUSIP: 88410XAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    900899 | PA      | $799890.32    | 0.97%             | 2033-01-14      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                | U.S. Treasury Bills                                           | CUSIP: 912797SL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    450000 | PA      | $449637.80    | 0.55%             | 2026-04-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                | U.S. Treasury Bills                                           | CUSIP: 912797TJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    100000 | PA      | $99799.25     | 0.12%             | 2026-04-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                | U.S. Treasury Notes                                           | CUSIP: 91282CBZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    243000 | PA      | $230622.19    | 0.28%             | 2028-04-30      | Fixed         | 1.25%                 | No            |                  1 | On Loan: No      |
| United States Treasury                                | U.S. Treasury Notes                                           | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    920000 | PA      | $815853.13    | 0.99%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  1 | On Loan: No      |
| United States Treasury                                | U.S. Treasury Notes                                           | CUSIP: 91282CLJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $987656.25    | 1.20%             | 2031-08-31      | Fixed         | 3.75%                 | No            |                  1 | On Loan: No      |
| United States Treasury                                | U.S. Treasury Notes                                           | CUSIP: 91282CPC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    573000 | PA      | $568612.97    | 0.69%             | 2028-10-15      | Fixed         | 3.50%                 | No            |                  1 | On Loan: No      |
| United States Treasury                                | U.S. Treasury Notes                                           | CUSIP: 91282CPD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    383000 | PA      | $378062.89    | 0.46%             | 2030-10-31      | Fixed         | 3.63%                 | No            |                  1 | On Loan: No      |
| United States Treasury                                | U.S. Treasury Notes                                           | CUSIP: 91282CPE5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    573000 | PA      | $570023.09    | 0.69%             | 2027-10-31      | Fixed         | 3.50%                 | No            |                  1 | On Loan: No      |
| United States Treasury                                | U.S. Treasury Notes                                           | CUSIP: 91282CPF2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    241000 | PA      | $235991.72    | 0.29%             | 2032-10-31      | Fixed         | 3.75%                 | No            |                  1 | On Loan: No      |
| United States Treasury                                | U.S. Treasury Notes                                           | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5575000 | PA      | $5438238.28   | 6.60%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  1 | On Loan: No      |
| United States Treasury                                | U.S. Treasury Inflation-Indexed Notes                         | CUSIP: 91282CPU9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2305981 | PA      | $2278417.77   | 2.76%             | 2036-01-15      | Fixed         | 1.88%                 | No            |                  1 | On Loan: No      |
| United States Treasury                                | U.S. Treasury Notes                                           | CUSIP: 91282CQC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    415000 | PA      | $405597.66    | 0.49%             | 2033-02-28      | Fixed         | 3.75%                 | No            |                  1 | On Loan: No      |
| United States Treasury                                | U.S. Treasury STRIPS Coupon                                   | CUSIP: 9128334Y3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1890000 | PA      | $1319545.89   | 1.60%             | 2034-08-15      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| TRISTATE INSURED CASH SWEEP                           | TRISTATE INSURED CASH SWEEP                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   3931917 | PA      | $3931917.20   | 4.77%             | 2050-10-01      | Variable      | 3.84%                 | 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:** Senior Manager - Fund Administration