# EDGAR Filing Document

**Accession Number:** 0000764859
**File Stem:** 0001752724-23-074848
**Filing Date:** 2023-3
**Character Count:** 178883
**Document Hash:** a30d8ac0aee3e30f0d403e2f612c4124
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-074848.hdr.sgml**: 20230331

**ACCESSION NUMBER**: 0001752724-23-074848

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230331

**DATE AS OF CHANGE**: 20230331

**PERIOD START**: 20230131

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** AMERICAN PENSION INVESTORS TRUST
- **CENTRAL INDEX KEY:** 0000764859
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0131

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04262
- **FILM NUMBER:** 23783696

**BUSINESS ADDRESS:**
- **STREET 1:** 106 ANNJO COURT
- **STREET 2:** SUITE A
- **CITY:** FOREST
- **STATE:** VA
- **ZIP:** 24551
- **BUSINESS PHONE:** 434-846-1361

**MAIL ADDRESS:**
- **STREET 1:** 106 ANNJO COURT
- **STREET 2:** SUITE A
- **CITY:** FOREST
- **STATE:** VA
- **ZIP:** 24551

## Series and Classes Contracts Data

### Yorktown Short Term Bond Fund (Series ID: S000008426)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000023131 | Class L Shares      | AFMMX           |
| C000023132 | Class A Shares      | APIMX           |
| C000127242 | Institutional Class | APIBX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** American Pension Investors Trust

- **b. Investment Company Act file number:** 811-04262

- **c. CIK number of Registrant:** 0000764859

- **d. LEI of Registrant:** 549300XN7GOBVVCYXP64

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

  - **Street Address 1:** 2303 Yorktown Ave.

  - **City:** Lynchburg

  - **State:** VA

  - **Foreign country:** US

  - **Zip / Postal Code:** 24501

  - **Telephone number:** 434-846-1361

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

- **a. Name of Series:** YORKTOWN SHORT-TERM BOND FD

- **b. EDGAR series identifier (if any):** S000008426

- **c. LEI of Series:** 549300H7N8U0NAR4WA07

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

- **a. Date of fiscal year-end:** 2023-01-31

- **b. Date as of which information is reported:** 2023-01-31

**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:** $347794897.99

**Total Liabilities:** $1313010.31

**Net Assets:** $346481887.68

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 1014.65743700 | **1-Year:** 27098.45605500 | **5-Year:** 28951.26828400 | **10-Year:** 12610.61457300 | **30-Year:** 540.63651500

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

- **3-Month:** 1.02044700 | **1-Year:** 1493.25314100 | **5-Year:** 1216.66373200 | **10-Year:** 33.17184200 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000023131 | 1.06%                | 0.46%                | 1.20%                |
| Class ID C000127242 | 0.94%                | 0.43%                | 1.53%                |
| Class ID C000023132 | -0.90%               | -1.68%               | -0.80%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-74066.35               | $3488959.22                                |
| Month 2  | $23685.24                | $660389.80                                 |
| Month 3  | $49004.19                | $4349666.60                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Sumitomo Mitsui Trust Bank Ltd.                                                                | Sumitomo Mitsui Trust Bank Ltd.                                               | CUSIP: 86563VAU3<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $952584.07    | 0.27%             | 2024-03-25      | Fixed         | 0.85%                 | Yes           |                  2 | On Loan: No      |
| ENEL Finance International N.V.                                                                | Enel Finance International NV                                                 | CUSIP: N30707AM0<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $961155.77    | 0.28%             | 2024-09-10      | Fixed         | 2.65%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                                                        | BPCE SA                                                                       | CUSIP: 05583JAG7<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $471535.12    | 0.14%             | 2025-01-14      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| Trimble Inc                                                                                    | Trimble, Inc.                                                                 | CUSIP: 896239AB6<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $997165.76    | 0.29%             | 2023-06-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PURCHASING POWER FUNDING LLC                                                                   | Purchasing Power Funding LLC                                                  | CUSIP: 74615JAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1958658.00   | 0.57%             | 2025-10-15      | Fixed         | 1.57%                 | Yes           |                  2 | On Loan: No      |
| Goldentree Loan Management Us Clo 3, Ltd.                                                      | Goldentree Loan Management US CLO Ltd.                                        | CUSIP: 38138BAE0<br>LEI: 549300TB55YBQBSW5Z77 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $981536.00    | 0.28%             | 2030-04-20      | Floating      | 6.11%                 | Yes           |                  2 | On Loan: No      |
| Capital One Financial Corporation                                                              | Capital One Financial Corp.                                                   | CUSIP: 14040HCL7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $990298.19    | 0.29%             | 2024-12-06      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding 2015-1                                                                   | Athene Global Funding                                                         | CUSIP: 04685A2J9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1198713.94   | 0.35%             | 2024-06-25      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| American Honda Finance Corporation                                                             | American Honda Finance Corp.                                                  | CUSIP: 02665WEA5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $943028.00    | 0.27%             | 2025-01-13      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                         | UMBS Freddie Mac Non Gold Pool                                                | CUSIP: 3142BADY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    909462 | PA      | $812959.05    | 0.23%             | 2051-09-01      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                         | UMBS Freddie Mac Pool                                                         | CUSIP: 31346YVN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1041710 | PA      | $921169.54    | 0.27%             | 2049-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | UMBS Fannie Mae Pool                                                          | CUSIP: 31418DZ62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    858046 | PA      | $754981.58    | 0.22%             | 2041-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST                                                            | Exeter Automobile Receivables Trust                                           | CUSIP: 30166EAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     81097 | PA      | $80841.71     | 0.02%             | 2024-09-16      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| CCG RECEIVABLES TRUST                                                                          | CCG Receivables Trust                                                         | CUSIP: 12510FAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $991050.40    | 0.29%             | 2027-03-15      | Fixed         | 2.89%                 | Yes           |                  2 | On Loan: No      |
| GA Global Funding Trust                                                                        | GA Global Funding Trust                                                       | CUSIP: 36143L2A2<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $903040.47    | 0.26%             | 2026-01-15      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                                                                   | Ford Credit Auto Owner Trust/Ford Credit                                      | CUSIP: 345285AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $657102.75    | 0.19%             | 2034-05-15      | Fixed         | 2.60%                 | Yes           |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                                                     | CNH Industrial Capital LLC                                                    | CUSIP: 12592BAL8<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $926175.83    | 0.27%             | 2026-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST 2022-1                                                                     | DT Auto Owner Trust                                                           | CUSIP: 23345YAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $934506.70    | 0.27%             | 2027-12-15      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                                                                 | Carvana Auto Receivables Trust                                                | CUSIP: 14687AAS7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $870464.50    | 0.25%             | 2027-09-08      | Fixed         | 1.82%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | UMBS Fannie Mae Pool                                                          | CUSIP: 3140J9FS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1037268 | PA      | $1026733.07   | 0.30%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LONGTRAIN LEASING III LLC                                                                      | Longtrain Leasing III LLC                                                     | CUSIP: 543190AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    165986 | PA      | $159866.81    | 0.05%             | 2045-01-15      | Fixed         | 2.98%                 | Yes           |                  2 | On Loan: No      |
| CARLYLE US CLO 2019-1 LTD                                                                      | Carlyle Global Market Strategies CLO Ltd.                                     | CUSIP: 14316BAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $247832.00    | 0.07%             | 2031-04-20      | Floating      | 5.89%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                           | JPMorgan Chase & Co.                                                          | CUSIP: 46647PCF1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1971649.92   | 0.57%             | 2027-04-22      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST                                                            | Exeter Automobile Receivables Trust                                           | CUSIP: 30167DAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     83445 | PA      | $83303.39     | 0.02%             | 2024-12-16      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| Goodgreen  2017-2                                                                              | Goodgreen Trust                                                               | CUSIP: 38218QAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     75643 | PA      | $69421.84     | 0.02%             | 2053-10-15      | Fixed         | 3.26%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST                                                                 | Hyundai Auto Receivables Trust                                                | CUSIP: 44933FAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $948460.10    | 0.27%             | 2026-12-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Incorporated                                                             | Huntington Bancshares, Inc./OH                                                | CUSIP: 446150AQ7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $967543.21    | 0.28%             | 2024-08-06      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc.                                                                            | Ally Financial, Inc.                                                          | CUSIP: 02005NBK5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    500000 | PA      | $496423.63    | 0.14%             | 2023-06-05      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS TRUST 2020-A                                                            | Hilton Grand Vacations Trust                                                  | CUSIP: 43285HAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    716007 | PA      | $710692.14    | 0.21%             | 2039-02-25      | Fixed         | 6.42%                 | Yes           |                  2 | On Loan: No      |
| Trinity Rail Leasing 2019 Llc                                                                  | Trinity Rail Leasing 2019-2 LLC                                               | CUSIP: 89657BAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    685000 | PA      | $632256.16    | 0.18%             | 2049-10-18      | Fixed         | 3.10%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                                  | Ford Motor Credit Co., LLC                                                    | CUSIP: 345397ZC0<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250048.50    | 0.07%             | 2023-02-15      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| ING Groep N.V.                                                                                 | ING Groep NV                                                                  | CUSIP: 456837AX1<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   2000000 | PA      | $1941922.44   | 0.56%             | 2027-04-01      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Kyndryl Holdings Inc                                                                           | Kyndryl Holdings, Inc.                                                        | CUSIP: 50155QAJ9<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |   1205000 | PA      | $1039617.39   | 0.30%             | 2026-10-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                                           | Mitsubishi UFJ Financial Group, Inc.                                          | CUSIP: 606822BS2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $916016.41    | 0.26%             | 2025-07-17      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company  Inc                                                          | General Motors Financial Co., Inc.                                            | CUSIP: 37045XDM5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $934790.80    | 0.27%             | 2024-10-15      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Aercap Ireland Capital DAC                                                                     | AerCap Ireland Capital DAC/ AerCap Global Aviation Trust                      | CUSIP: 00774MAC9<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |   2000000 | PA      | $1923579.02   | 0.56%             | 2025-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Equitable Financial Life Global Funding                                                        | Equitable Financial Life Global Funding                                       | CUSIP: 29449WAA5<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $918189.53    | 0.27%             | 2025-07-07      | Fixed         | 1.40%                 | Yes           |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST                                                                   | Dell Equipment Finance Trust                                                  | CUSIP: 24704GAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $492573.25    | 0.14%             | 2026-03-23      | Fixed         | 1.92%                 | Yes           |                  2 | On Loan: No      |
| TRINITY RAIL LEASING 2020-2 LLC                                                                | Trinity Rail Leasing LLC                                                      | CUSIP: 89656YAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1236525 | PA      | $1143593.55   | 0.33%             | 2050-11-19      | Fixed         | 1.83%                 | Yes           |                  2 | On Loan: No      |
| DXC Technology Company                                                                         | DXC Technology Co.                                                            | CUSIP: 23355LAL0<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |    500000 | PA      | $442418.73    | 0.13%             | 2026-09-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| HPS LOAN MANAGEMENT 10-2016 LTD                                                                | HPS Loan Management Ltd.                                                      | CUSIP: 40436TAQ9<br>LEI: 2549009NI8GVCM3ROT27 | Long             | ABS-CBDO         | CORP              | KY        |    666667 | PA      | $666302.65    | 0.19%             | 2034-04-20      | Floating      | 5.71%                 | Yes           |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                                                        | CarMax Auto Owner Trust                                                       | CUSIP: 14316HAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $922406.50    | 0.27%             | 2027-04-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Air Canada                                                                                     | Air Canada Pass Through Trust                                                 | CUSIP: 00909DAA1<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | ABS-O            | CORP              | CA        |    254522 | PA      | $244368.37    | 0.07%             | 2030-10-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Wipro IT Services, LLC.                                                                        | Wipro IT Services LLC                                                         | CUSIP: 97654MAA4<br>LEI: 549300S6XZZ65F0EJS98 | Long             | DBT              | CORP              | US        |    500000 | PA      | $443199.39    | 0.13%             | 2026-06-23      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                                  | Ford Motor Credit Co., LLC                                                    | CUSIP: 345397B28<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $932830.00    | 0.27%             | 2025-11-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Cedar Funding VII CLO, Ltd                                                                     | Cedar Funding CLO Ltd.                                                        | CUSIP: 15032FAC0<br>LEI: 549300G87EGFMLOYN341 | Long             | ABS-CBDO         | CORP              | KY        |    625000 | PA      | $606041.88    | 0.17%             | 2031-01-20      | Floating      | 5.94%                 | Yes           |                  2 | On Loan: No      |
| Antares Holdings LP                                                                            | Antares Holdings LP                                                           | CUSIP: 03666HAC5<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1314322.53   | 0.38%             | 2026-07-15      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Corp                                                                               | Duke Energy Progress LLC                                                      | CUSIP: 26441CBS3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $985946.42    | 0.28%             | 2028-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                               | UMBS Fannie Mae Pool                                                          | CUSIP: 3140QG3L9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    799652 | PA      | $725826.67    | 0.21%             | 2041-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                                   | Avolon Holdings Funding Ltd.                                                  | CUSIP: 05401AAM3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   2000000 | PA      | $1790032.32   | 0.52%             | 2026-02-21      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| CONTINENTAL FINANCE CREDIT CARD ABS MASTER TRUST                                               | Continental FinanceCredit Card ABS Master Trust                               | CUSIP: 66981PAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $910683.00    | 0.26%             | 2029-12-17      | Fixed         | 2.55%                 | Yes           |                  2 | On Loan: No      |
| Santander UK PLC                                                                               | Santander UK PLC                                                              | CUSIP: 80283LAA1<br>LEI: PTCQB104N23FMNK2RZ28 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $996055.00    | 0.29%             | 2023-11-07      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST                                                 | Foursight Capital Automobile Receivables Trust                                | CUSIP: 35105RAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    619995 | PA      | $618492.89    | 0.18%             | 2025-06-16      | Fixed         | 3.27%                 | Yes           |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                                                                 | Carvana Auto Receivables Trust                                                | CUSIP: 14686YAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    461000 | PA      | $454465.74    | 0.13%             | 2025-07-15      | Fixed         | 3.07%                 | Yes           |                  2 | On Loan: No      |
| Dt Auto Owner Trust 2019-4                                                                     | DT Auto Owner Trust                                                           | CUSIP: 23343JAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    464183 | PA      | $456567.42    | 0.13%             | 2025-07-15      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| CROSSROADS ASSET TRUST                                                                         | Crossroads Asset Trust                                                        | CUSIP: 22767CAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    625000 | PA      | $601088.63    | 0.17%             | 2026-01-20      | Fixed         | 1.44%                 | Yes           |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST                                                                     | Flagship Credit Auto Trust                                                    | CUSIP: 33845WAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    305000 | PA      | $298156.68    | 0.09%             | 2025-05-15      | Fixed         | 3.53%                 | Yes           |                  2 | On Loan: No      |
| British Airways plc                                                                            | British Airways Pass Through Trust                                            | CUSIP: 11042AAA2<br>LEI: 375X9PSJLLOV7F21O626 | Long             | ABS-O            | CORP              | US        |    696435 | PA      | $679983.07    | 0.20%             | 2024-06-20      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| ENEL Finance International N.V.                                                                | Enel Finance International NV                                                 | CUSIP: 29278GAM0<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $884039.30    | 0.26%             | 2026-07-12      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| General Motors Financial Company  Inc                                                          | General Motors Financial Co., Inc.                                            | CUSIP: 37045XDK9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $889484.99    | 0.26%             | 2026-06-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co Ltd                                                                            | Nissian Motor Co. Ltd.                                                        | CUSIP: 654744AA9<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1082651.65   | 0.31%             | 2023-09-15      | Fixed         | 3.04%                 | Yes           |                  2 | On Loan: No      |
| General Motors Financial Company  Inc                                                          | General Motors Financial Co., Inc.                                            | CUSIP: 37045XDD5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $896997.87    | 0.26%             | 2026-01-08      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| MOSAIC SOLAR LOAN TRUST                                                                        | Mosaic Solar Loan Trust 2021-3                                                | CUSIP: 61946TAB1<br>LEI: 549300ZLA8SW2SVJMN33 | Long             | ABS-O            | CORP              | US        |    160266 | PA      | $124562.16    | 0.04%             | 2052-06-20      | Fixed         | 1.92%                 | Yes           |                  2 | On Loan: No      |
| Principal Life Global Funding II                                                               | Principal Life Global Funding II                                              | CUSIP: 74256LES4<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $888927.84    | 0.26%             | 2026-11-17      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST                                                          | Westlake Automobile Receivables Trust                                         | CUSIP: 96042KAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     26110 | PA      | $26034.88     | 0.01%             | 2025-04-15      | Fixed         | 2.52%                 | Yes           |                  2 | On Loan: No      |
| Vontier Corporation                                                                            | Vontier Corp.                                                                 | CUSIP: 928881AB7<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $869830.00    | 0.25%             | 2026-04-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| VIVINT SOLAR FINANCING VII  LLC                                                                | Vivint Solar Financing LLC                                                    | CUSIP: 92855HAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1144285 | PA      | $898756.63    | 0.26%             | 2051-07-31      | Fixed         | 3.22%                 | Yes           |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                                                     | Zimmer Biomet Holdings, Inc.                                                  | CUSIP: 98956PAU6<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $943349.91    | 0.27%             | 2024-11-22      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST                                                                   | Drive Auto Receivables Trust                                                  | CUSIP: 26208QAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    110000 | PA      | $107862.34    | 0.03%             | 2027-05-17      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                                         | Credit Suisse Group AG                                                        | CUSIP: 225401AH1<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   3000000 | PA      | $2903124.51   | 0.84%             | 2024-06-12      | Floating      | 5.98%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc.                                                                                 | Citigroup, Inc.                                                               | CUSIP: 172967MZ1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $972547.46    | 0.28%             | 2027-06-09      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                                                                          | Nomura Holdings, Inc.                                                         | CUSIP: 65535HAW9<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $889624.04    | 0.26%             | 2026-07-14      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST                                                                          | HPEFS Equipment Trust                                                         | CUSIP: 40440YAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $956527.00    | 0.28%             | 2031-03-20      | Fixed         | 1.03%                 | Yes           |                  2 | On Loan: No      |
| ECMC GROUP STUDENT LOAN TRUST                                                                  | ECMC Group Student Loan Trust                                                 | CUSIP: 26829GAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    328045 | PA      | $318490.47    | 0.09%             | 2068-09-25      | Floating      | 5.31%                 | Yes           |                  2 | On Loan: No      |
| AT&T Inc                                                                                       | AT&T, Inc.                                                                    | CUSIP: 00206RMH2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1000054.87   | 0.29%             | 2024-03-25      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST                                                              | Credit Acceptance Auto Loan Trust                                             | CUSIP: 22535GAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1382667.00   | 0.40%             | 2030-09-16      | Fixed         | 1.63%                 | Yes           |                  2 | On Loan: No      |
| TRANSPORTATION FINANCE EQUIPMENT TRUST 2019-1                                                  | Transportation Finance Equipment Trust                                        | CUSIP: 89389JAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1477335.75   | 0.43%             | 2027-01-25      | Fixed         | 2.57%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                            | Huntington Conservative Deposit Account                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | US        |   2093641 | PA      | $2093641.28   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| SANTANDER REVOLVING AUTO LOAN TRUST 2019-A                                                     | Santander Revolving Auto Loan Trust                                           | CUSIP: 80286JAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $930034.40    | 0.27%             | 2032-01-26      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST                                                 | Foursight Capital Automobile Receivables Trust                                | CUSIP: 35105UAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1356531.00   | 0.39%             | 2027-09-15      | Fixed         | 1.92%                 | Yes           |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                                                        | CarMax Auto Owner Trust                                                       | CUSIP: 14317DAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $664414.65    | 0.19%             | 2028-01-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Stanley Black & Decker, Inc.                                                                   | Stanley Black & Decker, Inc.                                                  | CUSIP: 854502AP6<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $952526.92    | 0.27%             | 2025-02-24      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                               | UMBS Fannie Mae Pool                                                          | CUSIP: 3140QKNP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    748693 | PA      | $682643.84    | 0.20%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KeyCorp Capital I                                                                              | KeyCorp Capital                                                               | CUSIP: 49326MAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $925754.51    | 0.27%             | 2028-07-01      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| Edison International                                                                           | Edison International                                                          | CUSIP: 281020AU1<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    500000 | PA      | $492826.29    | 0.14%             | 2025-08-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                                    | Verizon Communications, Inc.                                                  | CUSIP: 92343VGE8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1389000 | PA      | $1384905.98   | 0.40%             | 2026-03-20      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Brighthouse Financial Global Funding                                                           | Brighthouse Financial Global Funding                                          | CUSIP: 10921U2B3<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $995231.15    | 0.29%             | 2024-04-12      | Floating      | 5.06%                 | Yes           |                  2 | On Loan: No      |
| The Boeing Company                                                                             | Boeing Co./The                                                                | CUSIP: 097023DE2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1060387.37   | 0.31%             | 2024-02-04      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST                                                   | American Credit Acceptance Receivables Trust                                  | CUSIP: 025291AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2250000 | PA      | $2108061.68   | 0.61%             | 2027-07-13      | Fixed         | 1.34%                 | Yes           |                  2 | On Loan: No      |
| Jabil Inc                                                                                      | Jabil, Inc.                                                                   | CUSIP: 466313AL7<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $903193.95    | 0.26%             | 2026-04-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Eaton Vance CLO 2022-16 Ltd / LLC                                               | Morgan Stanley Eaton Vance 2022-16                                            | CUSIP: 61774JAC8<br>LEI: 549300KKM8KBPSSG4L10 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $980273.00    | 0.28%             | 2035-04-15      | Floating      | 6.28%                 | Yes           |                  2 | On Loan: No      |
| General Motors Financial Company  Inc                                                          | General Motors Financial Co., Inc.                                            | CUSIP: 37045XCR5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $998870.03    | 0.29%             | 2024-01-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                      | Goldman Sachs Group, Inc./The                                                 | CUSIP: 38141GXX7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $973587.06    | 0.28%             | 2027-03-09      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co., L.P.                                                                 | Penske Truck Leasing Co. LP/ PTL Finance Corp.                                | CUSIP: 709599BL7<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $895638.60    | 0.26%             | 2025-11-15      | Fixed         | 1.20%                 | Yes           |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES ISSUER TRUST                                                              | GLS Auto Receivables Issuer Trust                                             | CUSIP: 36258HAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    887624 | PA      | $876141.99    | 0.25%             | 2025-08-15      | Fixed         | 3.06%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | UMBS Fannie Mae Pool                                                          | CUSIP: 31418DV58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    814872 | PA      | $670460.54    | 0.19%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital Inc.                                                                           | Ashtead Capital, Inc.                                                         | CUSIP: 045054AN3<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $880773.70    | 0.25%             | 2026-08-12      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| SBA Tower Trust                                                                                | SBA Tower Trust                                                               | CUSIP: 78403DAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1419089.85   | 0.41%             | 2025-01-15      | Fixed         | 2.84%                 | Yes           |                  2 | On Loan: No      |
| CLI FUNDING VI LLC                                                                             | CLI Funding LLC                                                               | CUSIP: 12563LAN7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1516000 | PA      | $1345951.96   | 0.39%             | 2045-09-18      | Fixed         | 2.08%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | UMBS Fannie Mae Pool                                                          | CUSIP: 31418DPH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    980852 | PA      | $952007.52    | 0.27%             | 2035-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Voya Clo 2020-3 Ltd / Llc                                                                      | Voya CLO Ltd.                                                                 | CUSIP: 92918NAQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    675000 | PA      | $668957.40    | 0.19%             | 2034-10-20      | Floating      | 5.96%                 | Yes           |                  2 | On Loan: No      |
| Rockford Tower Clo 2019-2 Ltd / Llc                                                            | Rockford Tower CLO Ltd.                                                       | CUSIP: 77341GAJ9<br>LEI: 549300IG5M07NI4QKK80 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $985584.00    | 0.28%             | 2032-08-20      | Floating      | 5.78%                 | Yes           |                  2 | On Loan: No      |
| eBay Inc.                                                                                      | eBay, Inc.                                                                    | CUSIP: 278642AX1<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    500000 | PA      | $450954.05    | 0.13%             | 2026-05-10      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Berry Global Inc                                                                               | Berry Global, Inc.                                                            | CUSIP: 08576PAF8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1750630.64   | 0.51%             | 2027-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                                        | Hyundai Capital America                                                       | CUSIP: 44891AAZ0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $989326.40    | 0.29%             | 2024-02-01      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Banco Santander-Chile                                                                          | Banco Santander Chile                                                         | CUSIP: 05970FAC5<br>LEI: 3YJP8HORPAEXJ80D6368 | Long             | DBT              | CORP              | CL        |    150000 | PA      | $143979.00    | 0.04%             | 2025-01-10      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST                                                            | Exeter Automobile Receivables Trust                                           | CUSIP: 30166RAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $469430.50    | 0.14%             | 2026-11-16      | Fixed         | 1.08%                 | No            |                  2 | On Loan: No      |
| UNITED AUTO CREDIT SECURITIZATION TRUST 2022-1                                                 | United Auto Credit Securitization Trust                                       | CUSIP: 90944DAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $933896.20    | 0.27%             | 2027-06-10      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                                            | Sumitomo Mitsui Financial Group, Inc.                                         | CUSIP: 86562MBE9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $1002288.73   | 0.29%             | 2023-10-16      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Equitable Financial Life Global Funding                                                        | Equitable Financial Life Global Funding                                       | CUSIP: 29449WAE7<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    500000 | PA      | $448159.75    | 0.13%             | 2026-01-09      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| American Airlines, Inc.                                                                        | American Airlines Pass Through Trust                                          | CUSIP: 02377AAA6<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | ABS-O            | CORP              | US        |   1825068 | PA      | $1620503.14   | 0.47%             | 2026-10-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Microchip Technology Incorporated                                                              | Microchip Technology, Inc.                                                    | CUSIP: 595017BC7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $936786.68    | 0.27%             | 2024-09-01      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| Silgan Holdings Inc.                                                                           | Silgan Holdings, Inc.                                                         | CUSIP: 827048AX7<br>LEI: KAF673KJXD92C8KSLU49 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $895603.12    | 0.26%             | 2026-04-01      | Fixed         | 1.40%                 | Yes           |                  2 | On Loan: No      |
| FIRST INVESTORS AUTO OWNER TRUST                                                               | First Investors Auto Owner Trust                                              | CUSIP: 32059FAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $459972.55    | 0.13%             | 2027-03-15      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| JDE Peets N.V                                                                                  | JD Peet's NV                                                                  | CUSIP: 47216QAB9<br>LEI: 724500EHG519SE5ZRT89 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $217023.44    | 0.06%             | 2027-01-15      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST                                                              | Credit Acceptance Auto Loan Trust                                             | CUSIP: 22536BAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1050000 | PA      | $991835.04    | 0.29%             | 2030-02-15      | Fixed         | 2.28%                 | Yes           |                  2 | On Loan: No      |
| Octagon Investment Partners XXI Ltd.                                                           | Octagon Investment Partners XXI Ltd.                                          | CUSIP: 67590QBL0<br>LEI: 549300XIS9D4AHDX5A35 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $977835.00    | 0.28%             | 2031-02-14      | Floating      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST                                                         | Santander Drive Auto Receivables Trust                                        | CUSIP: 80285RAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $48880.70     | 0.01%             | 2026-09-15      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| Air Lease Corporation                                                                          | Air Lease Corp.                                                               | CUSIP: 00914AAP7<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $931996.08    | 0.27%             | 2024-08-18      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                                        | Hyundai Capital America                                                       | CUSIP: 44891ABY2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    500000 | PA      | $467166.10    | 0.13%             | 2024-09-17      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Citadel Finance LLC                                                                            | Citadel Finance LLC                                                           | CUSIP: 17287HAA8<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1812173.44   | 0.52%             | 2026-03-09      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Delta Air Lines, Inc. Pass Thru Trust                                                          | Delta Air Lines Pass Through Trust                                            | CUSIP: 24737AAA5<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | ABS-O            | CORP              | US        |     59779 | PA      | $59246.91     | 0.02%             | 2023-07-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BHG SECURITIZATION TRUST 2021-A                                                                | BHG Securitization Trust                                                      | CUSIP: 08861YAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    525931 | PA      | $488508.27    | 0.14%             | 2033-11-17      | Fixed         | 1.42%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                         | UMBS Freddie Mac Pool                                                         | CUSIP: 3133KYV48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    907262 | PA      | $790412.18    | 0.23%             | 2041-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Southern Co.                                                                                   | Southern Co./The                                                              | CUSIP: 842587DC8<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $989742.14    | 0.29%             | 2024-08-01      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co, Inc.                                                               | American Electric Power Co., Inc.                                             | CUSIP: 025537AK7<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $966545.98    | 0.28%             | 2024-03-15      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| Symphony Clo XVII Limited                                                                      | Symphony CLO Ltd.                                                             | CUSIP: 87165UAQ4<br>LEI: 549300X84MR2MGY6OR68 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $989767.00    | 0.29%             | 2028-04-15      | Floating      | 5.99%                 | Yes           |                  2 | On Loan: No      |
| GA Global Funding Trust                                                                        | GA Global Funding Trust                                                       | CUSIP: 36143L2B0<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $944871.81    | 0.27%             | 2024-04-08      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                         | UMBS Freddie Mac Pool                                                         | CUSIP: 3132DWEB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    953817 | PA      | $942117.12    | 0.27%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                              | HSBC Holdings PLC                                                             | CUSIP: 404280AU3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1313000 | PA      | $1283082.13   | 0.37%             | 2025-08-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LONGTRAIN LEASING III LLC                                                                      | Longtrain Leasing III LLC                                                     | CUSIP: 543190AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2916681 | PA      | $2738250.96   | 0.79%             | 2045-01-15      | Fixed         | 4.06%                 | Yes           |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                            | NextEra Energy Capital Holdings Inc.                                          | CUSIP: 65339KCD0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $979886.07    | 0.28%             | 2024-03-21      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding 2015-1                                                                   | Athene Global Funding                                                         | CUSIP: 04685A2Q3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $973522.12    | 0.28%             | 2023-10-13      | Fixed         | 1.20%                 | Yes           |                  2 | On Loan: No      |
| Pinnacle West Capital Corporation                                                              | Pinnacle West Capital Corp.                                                   | CUSIP: 723484AH4<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1841821.80   | 0.53%             | 2025-06-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Cedar Funding XII CLO LTD / LLC                                                                | Cedar Funding CLO Ltd.                                                        | CUSIP: 15033TAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $999785.00    | 0.29%             | 2034-10-25      | Floating      | 5.82%                 | Yes           |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2018-5                                                            | Drive Auto Receivables Trust                                                  | CUSIP: 26208MAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     43440 | PA      | $43392.55     | 0.01%             | 2026-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SBA Tower Trust                                                                                | SBA Tower Trust                                                               | CUSIP: 78403DAV2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1736221.00   | 0.50%             | 2051-10-15      | Fixed         | 1.84%                 | Yes           |                  2 | On Loan: No      |
| Air Lease Corporation                                                                          | Air Lease Corp.                                                               | CUSIP: 00914AAM4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    500000 | PA      | $445846.88    | 0.13%             | 2026-08-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2017-A                                                        | SMB Private Education Loan Trust                                              | CUSIP: 78448WAB1<br>LEI: 5493000RGRVHYZAIY180 | Long             | ABS-O            | CORP              | US        |     64288 | PA      | $61824.91     | 0.02%             | 2034-09-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST 2022-A                                                              | CPS Auto Receivables Trust                                                    | CUSIP: 12659WAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2749219.50   | 0.79%             | 2029-04-16      | Fixed         | 2.84%                 | Yes           |                  2 | On Loan: No      |
| Edsouth Indent No 6 Llc                                                                        | Edsouth Indenture No. 6 LLC                                                   | CUSIP: 28137TAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    316424 | PA      | $307372.13    | 0.09%             | 2039-05-25      | Floating      | 5.19%                 | Yes           |                  2 | On Loan: No      |
| Bank of Nova Scotia                                                                            | Bank of Nova Scotia/The                                                       | CUSIP: 0641593V6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $1967307.08   | 0.57%             | 2026-03-02      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                                             | Boeing Co./The                                                                | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $924931.35    | 0.27%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| The Sherwin-Williams Company                                                                   | Sherwin-Williams Co./The                                                      | CUSIP: 824348BQ8<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $988920.63    | 0.29%             | 2024-08-08      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| CARLYLE US CLO 2020-2 LTD                                                                      | Carlyle US CLO Ltd.                                                           | CUSIP: 14315GAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $985683.00    | 0.28%             | 2035-01-25      | Floating      | 5.96%                 | Yes           |                  2 | On Loan: No      |
| GOODGREEN TRUST                                                                                | Goodgreen Trust                                                               | CUSIP: 38217UAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    218091 | PA      | $181648.75    | 0.05%             | 2056-10-15      | Fixed         | 2.66%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                         | UMBS Freddie Mac Pool                                                         | CUSIP: 3133BCC54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    989287 | PA      | $955478.69    | 0.28%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Goodgreen Trust 2017-1                                                                         | Goodgreen Trust                                                               | CUSIP: 38217VAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     33088 | PA      | $31320.54     | 0.01%             | 2052-10-15      | Fixed         | 3.74%                 | Yes           |                  2 | On Loan: No      |
| Security Benefit Global Funding                                                                | Security Benefit Global Funding                                               | CUSIP: 81412DAA1<br>LEI: 5493003C0JW6BY7YFF93 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $945511.51    | 0.27%             | 2024-05-17      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Gls Auto Receivables Trust                                                                     | GLS Auto Receivables Issuer Trust                                             | CUSIP: 36258XAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1486863 | PA      | $1468599.72   | 0.42%             | 2025-11-17      | Fixed         | 2.72%                 | Yes           |                  2 | On Loan: No      |
| Hero Funding 2017-1                                                                            | HERO Funding Trust                                                            | CUSIP: 42771XAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     35817 | PA      | $34509.90     | 0.01%             | 2047-09-20      | Fixed         | 4.46%                 | Yes           |                  2 | On Loan: No      |
| McKesson Corporation                                                                           | McKesson Corp.                                                                | CUSIP: 581557BR5<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $892737.28    | 0.26%             | 2026-08-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Dividend Solar Loans Llc                                                                       | Dividend Solar Loans LLC                                                      | CUSIP: 255391AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    972470 | PA      | $859744.60    | 0.25%             | 2038-03-22      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| SLM Private Cr Student Loan Trust                                                              | SLM Private Credit Student Loan Trust                                         | CUSIP: 78443CCL6<br>LEI: 549300MJYMBTZU2FTV38 | Long             | ABS-O            | USGA              | US        |    114700 | PA      | $108213.02    | 0.03%             | 2039-06-15      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                           | Glencore Funding LLC                                                          | CUSIP: 378272BD9<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $900772.81    | 0.26%             | 2026-04-27      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2019-1                                                            | Drive Auto Receivables Trust                                                  | CUSIP: 26208NAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     32681 | PA      | $32640.32     | 0.01%             | 2026-06-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| US Airways Group Inc.                                                                          | US Airways Pass Through Trust                                                 | CUSIP: 90345WAD6<br>LEI: 5493004XNBKB5SFUJI60 | Long             | ABS-O            | CORP              | US        |     45083 | PA      | $41768.61     | 0.01%             | 2025-06-03      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Corp                                                                                | Mitsubishi Corp.                                                              | CUSIP: 606769AG2<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $444042.49    | 0.13%             | 2026-07-15      | Fixed         | 1.12%                 | Yes           |                  2 | On Loan: No      |
| Marriott International, Inc.                                                                   | Marriott International, Inc./MD                                               | CUSIP: 571903AW3<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1947874.80   | 0.56%             | 2025-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                                            | Sumitomo Mitsui Financial Group, Inc.                                         | CUSIP: 86562MCA6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $459555.15    | 0.13%             | 2025-07-08      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| SunTrust Capital I                                                                             | Truist Bank                                                                   | CUSIP: 86787XAA3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1418265.60   | 0.41%             | 2027-05-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                           | JPMorgan Chase & Co.                                                          | CUSIP: 46647PCZ7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $982562.41    | 0.28%             | 2026-04-26      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST                                             | GM Financial Consumer Automobile Receivables Trust                            | CUSIP: 362590AG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $478484.90    | 0.14%             | 2027-09-16      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp                                                                             | PFS Financing Corp.                                                           | CUSIP: 69335PEB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $945846.70    | 0.27%             | 2026-04-15      | Fixed         | 0.96%                 | Yes           |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES ISSUER TRUST 2021-4                                                       | GLS Auto Receeivables Issuer Trust 2021-4                                     | CUSIP: 36263DAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1364782.50   | 0.39%             | 2027-10-15      | Fixed         | 2.48%                 | Yes           |                  2 | On Loan: No      |
| General Motors Financial Company  Inc                                                          | General Motors Financial Co., Inc.                                            | CUSIP: 37045XDU7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $971692.31    | 0.28%             | 2025-04-07      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Allied World Assurance Company Holdings, Ltd                                                   | Allied World Assurance Co. Holdings Ltd.                                      | CUSIP: 01959EAC2<br>LEI: 549300E2X3MLXVVR4T40 | Long             | DBT              | CORP              | BM        |   1800000 | PA      | $1741639.10   | 0.50%             | 2025-10-29      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company  Inc                                                          | General Motors Financial Co., Inc.                                            | CUSIP: 37045XDQ6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    500000 | PA      | $483161.44    | 0.14%             | 2027-02-26      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                                     | American Tower Corp.                                                          | CUSIP: 03027XBL3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    500000 | PA      | $452103.00    | 0.13%             | 2026-04-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO LOAN EXTENDED NOTE TRUST                                                           | Toyota Auto Loan Extended Note Trust                                          | CUSIP: 89237JAA4<br>LEI: 549300XP7ILZSI1BWP36 | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $929286.50    | 0.27%             | 2033-05-25      | Fixed         | 1.35%                 | Yes           |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2022- P2                                                        | Carvana Auto Receivables Trust                                                | CUSIP: 14686JAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1001661.00   | 0.29%             | 2029-05-10      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| 7-Eleven Inc.                                                                                  | 7-Eleven, Inc.                                                                | CUSIP: 817826AB6<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $956290.81    | 0.28%             | 2024-02-10      | Fixed         | 0.80%                 | Yes           |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST                                                                            | DT Auto Owner Trust                                                           | CUSIP: 23344QAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1810838.00   | 0.52%             | 2027-05-17      | Fixed         | 1.31%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                                                                        | Hyundai Capital America                                                       | CUSIP: 44891ABM8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $975138.36    | 0.28%             | 2023-09-18      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Sealed Air Corporation                                                                         | Sealed Air Corp.                                                              | CUSIP: 81211KAZ3<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $880210.90    | 0.25%             | 2026-10-15      | Fixed         | 1.57%                 | Yes           |                  2 | On Loan: No      |
| Golden Credit Card Trust                                                                       | Golden Credit Card Trust                                                      | CUSIP: 380881FC1<br>LEI: 549300BEDPMEONLTJX58 | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $883294.00    | 0.25%             | 2028-08-15      | Fixed         | 1.44%                 | Yes           |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2022-1                                                                 | CarMax Auto Owner Trust                                                       | CUSIP: 14317CAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $443052.15    | 0.13%             | 2028-07-17      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| Drawbridge Special Opportunities Fund LP/ Drawbridge Special Opportunities Finance Corporation | Drawbridge Special Opportunities Fund LP/ Drawbridge Special Opportuities Fin | CUSIP: 26150TAE9<br>LEI: OTW7FAILU3FWEXAKRN53 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1845788.18   | 0.53%             | 2026-02-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                         | UMBS Freddie Mac Pool                                                         | CUSIP: 3133N3XJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    797570 | PA      | $656045.34    | 0.19%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                            | NextEra Energy Capital Holdings, Inc.                                         | CUSIP: 65339KBY5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $903568.58    | 0.26%             | 2027-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                                    | Verizon Communications, Inc.                                                  | CUSIP: 92343VEP5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2027926.16   | 0.59%             | 2025-05-15      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| TRINITY RAIL LEASING 2021 LLC                                                                  | Trinity Rail Leasing 2021 LLC                                                 | CUSIP: 89656GAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    940293 | PA      | $816608.53    | 0.24%             | 2051-07-19      | Fixed         | 2.26%                 | Yes           |                  2 | On Loan: No      |
| American Acceptance Receivables                                                                | American Credit Acceptance Receivables Trust                                  | CUSIP: 02529VAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    783895 | PA      | $776359.77    | 0.22%             | 2026-03-13      | Fixed         | 2.39%                 | Yes           |                  2 | On Loan: No      |
| Highmark Inc.                                                                                  | Highmark, Inc.                                                                | CUSIP: 431116AD4<br>LEI: 549300B6868ZXXEB2Y57 | Long             | DBT              | CORP              | US        |    500000 | PA      | $448458.91    | 0.13%             | 2026-05-10      | Fixed         | 1.45%                 | Yes           |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                                       | Lloyds Banking Group PLC                                                      | CUSIP: 539439AH2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $244217.23    | 0.07%             | 2025-12-10      | Fixed         | 4.58%                 | Yes           |                  2 | On Loan: No      |
| SLM Private Cr Student Loan Trust                                                              | SLM Private Credit Student Loan Trust                                         | CUSIP: 78443CBV5<br>LEI: 549300IWUQEXD0TZWG69 | Long             | ABS-O            | USGA              | US        |    264746 | PA      | $253393.45    | 0.07%             | 2038-12-15      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Societe Generale S.A.                                                                          | Societe Generale SA                                                           | CUSIP: 83368RBC5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $886643.64    | 0.26%             | 2027-06-09      | Fixed         | 1.79%                 | Yes           |                  2 | On Loan: No      |
| Carlyle Global Mkt Strategies Clo 2013-4 Ltd                                                   | Carlyle Global Market Strategies CLO Ltd.                                     | CUSIP: 14310KAU5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    825000 | PA      | $805764.30    | 0.23%             | 2031-01-15      | Floating      | 5.94%                 | Yes           |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2022-N1                                                         | Carvana Auto Receivables Trust                                                | CUSIP: 14686GAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2231000 | PA      | $2094554.72   | 0.60%             | 2028-12-11      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| Pricoa Global Funding I                                                                        | Pricoa Global Funding I                                                       | CUSIP: 74153WCP2<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |    500000 | PA      | $446672.33    | 0.13%             | 2026-09-01      | Fixed         | 1.20%                 | Yes           |                  2 | On Loan: No      |
| GLOBAL SC FINANCE VII SRL                                                                      | Global SC Finance Srl                                                         | CUSIP: 37959PAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    745165 | PA      | $676112.51    | 0.20%             | 2040-11-19      | Fixed         | 2.26%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST                                                         | Santander Drive Auto Receivables Trust                                        | CUSIP: 80285WAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $96572.88     | 0.03%             | 2026-11-16      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| GCI FUNDING I LLC                                                                              | GCI Funding LLC                                                               | CUSIP: 36166VAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    842974 | PA      | $739009.83    | 0.21%             | 2046-06-18      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST                                                                            | DT Auto Owner Trust                                                           | CUSIP: 23343RAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    370638 | PA      | $367118.39    | 0.11%             | 2026-03-16      | Fixed         | 3.28%                 | Yes           |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST                                                            | Exeter Automobile Receivables Trust                                           | CUSIP: 30167YAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     70000 | PA      | $69504.01     | 0.02%             | 2026-04-15      | Fixed         | 4.73%                 | Yes           |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                                     | Aviation Capital Group LLC                                                    | CUSIP: 05369AAF8<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    925000 | PA      | $907026.50    | 0.26%             | 2024-01-30      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                                                                 | Carvana Auto Receivables Trust                                                | CUSIP: 14686UAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    179224 | PA      | $177895.85    | 0.05%             | 2025-01-15      | Fixed         | 3.28%                 | Yes           |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                               | UMBS Fannie Mae Pool                                                          | CUSIP: 3140XA7H9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    863974 | PA      | $763869.08    | 0.22%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Master Credit Card Trust                                                                       | Master Credit Card Trust II                                                   | CUSIP: 576339CH6<br>LEI: 549300G7G68IV2D8IM76 | Long             | ABS-O            | CORP              | CA        |   1000000 | PA      | $994957.20    | 0.29%             | 2024-09-21      | Fixed         | 2.59%                 | Yes           |                  2 | On Loan: No      |
| MADISON PARK FUNDING XXI LTD                                                                   | Madison Park Fundng Ltd.                                                      | CUSIP: 55820JBE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $993465.00    | 0.29%             | 2032-10-15      | Floating      | 6.19%                 | Yes           |                  2 | On Loan: No      |
| Triton Container International Limited                                                         | Triton Container International Ltd.                                           | CUSIP: 89680YAA3<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |   1000000 | PA      | $886782.63    | 0.26%             | 2026-04-15      | Fixed         | 2.05%                 | Yes           |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                                                        | CarMax Auto Owner Trust                                                       | CUSIP: 14314QAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $876928.00    | 0.25%             | 2027-10-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| TOWD POINT ASSET TRUST 2021-SL1                                                                | Towd Point Asset Trust                                                        | CUSIP: 89179XAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    655960 | PA      | $643764.58    | 0.19%             | 2061-11-20      | Floating      | 5.19%                 | Yes           |                  2 | On Loan: No      |
| Expedia Group Inc                                                                              | Expedia Group, Inc.                                                           | CUSIP: U3010DAE0<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |    213000 | PA      | $213262.91    | 0.06%             | 2026-02-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| US Airways Group Inc.                                                                          | US Airways Pass Through Trust                                                 | CUSIP: 90346WAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1331493 | PA      | $1235277.90   | 0.36%             | 2025-11-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co Ltd                                                                            | Nissan Motor Co. Ltd.                                                         | CUSIP: 654744AB7<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1889005.42   | 0.55%             | 2025-09-17      | Fixed         | 3.52%                 | Yes           |                  2 | On Loan: No      |
| TAL ADVANTAGE VII LLC                                                                          | TAL Advantage LLC                                                             | CUSIP: 87407RAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    990560 | PA      | $884007.94    | 0.26%             | 2045-09-20      | Fixed         | 2.05%                 | Yes           |                  2 | On Loan: No      |
| ENCINA EQUIPMENT FINANCE LLC                                                                   | Encina Equipment Finance LLC                                                  | CUSIP: 29253EAD4<br>LEI: 95980020140005309084 | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $474990.25    | 0.14%             | 2027-06-15      | Fixed         | 1.39%                 | Yes           |                  2 | On Loan: No      |
| Met Tower Global Funding                                                                       | Met Tower Global Funding                                                      | CUSIP: 58989V2D5<br>LEI: 635400OFJCY9IOGBGY57 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $885166.34    | 0.26%             | 2026-09-14      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Graphic Packaging International LLC                                                            | Graphic Packaging International LLC                                           | CUSIP: 38869PAP9<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $888310.13    | 0.26%             | 2026-04-15      | Fixed         | 1.51%                 | Yes           |                  2 | On Loan: No      |
| FIRST INVESTORS AUTO OWNER TRUST                                                               | First Investors Auto Owner Trust                                              | CUSIP: 32057JAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2743242.60   | 0.79%             | 2027-12-15      | Fixed         | 1.66%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST                                                          | Westlake Automobile Receivables Trust                                         | CUSIP: 96042KAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1974055.90   | 0.57%             | 2025-06-16      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| Textainer Marine Containers Ltd                                                                | Textainer Marine Containers Ltd.                                              | CUSIP: 88315LAE8<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | US        |   1834765 | PA      | $1697674.12   | 0.49%             | 2045-08-21      | Fixed         | 2.73%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                                           | Navient Student Loan Trust                                                    | CUSIP: 63940QAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     41460 | PA      | $40314.20     | 0.01%             | 2059-12-15      | Fixed         | 3.61%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2022-1                                                   | Westlake Automobile Receivables Trust                                         | CUSIP: 96042WAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $933659.90    | 0.27%             | 2027-03-15      | Fixed         | 3.49%                 | Yes           |                  2 | On Loan: No      |
| Marvell Technology Inc                                                                         | Marvell Technology, Inc.                                                      | CUSIP: 573874AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $900807.01    | 0.26%             | 2026-04-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| BRAZOS EDUCATION LOAN AUTHORITY INC 2021-2                                                     | Brazos Education Loan Authority, Inc.                                         | CUSIP: 10620WAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1446308 | PA      | $1393605.98   | 0.40%             | 2071-11-25      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Kia Corp.                                                                                      | Kia Corp.                                                                     | CUSIP: 49374JAB9<br>LEI: 988400V8MJK9N7OI5X76 | Long             | DBT              | CORP              | KR        |   1000000 | PA      | $950577.47    | 0.27%             | 2024-04-16      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Global Payments Inc                                                                            | Global Payments, Inc.                                                         | CUSIP: 37940XAE2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $889566.65    | 0.26%             | 2026-03-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corporation                                                                       | Hyatt Hotels Corp.                                                            | CUSIP: 448579AL6<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    500000 | PA      | $486716.34    | 0.14%             | 2023-10-01      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Ameren Corporation                                                                             | Ameren Corp.                                                                  | CUSIP: 023608AL6<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    500000 | PA      | $450199.25    | 0.13%             | 2027-03-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                               | UMBS Fannie Mae Pool                                                          | CUSIP: 3140QEWM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    718774 | PA      | $634785.16    | 0.18%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Aercap Ireland Capital DAC                                                                     | AerCap Ireland Capital DAC                                                    | CUSIP: 00774MAU9<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |   1000000 | PA      | $935877.89    | 0.27%             | 2024-10-29      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| CCG RECEIVABLES TRUST                                                                          | CCG Receivables Trust                                                         | CUSIP: 12509DAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2397184.25   | 0.69%             | 2027-12-14      | Fixed         | 2.68%                 | Yes           |                  2 | On Loan: No      |
| Jackson Financial Inc                                                                          | Jackson Financial, Inc.                                                       | CUSIP: 46817MAJ6<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $968010.94    | 0.28%             | 2023-11-22      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Air Canada                                                                                     | Air Canada Pass Through Trust                                                 | CUSIP: 009089AA1<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | ABS-O            | CORP              | CA        |   1112965 | PA      | $1031183.23   | 0.30%             | 2025-05-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Elevation Clo 2017-6 Ltd                                                                       | ArrowMark Colorado Holdings                                                   | CUSIP: 28622PAC7<br>LEI: 549300TLJB7OIA4JRG73 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $985871.00    | 0.28%             | 2029-07-15      | Floating      | 6.24%                 | Yes           |                  2 | On Loan: No      |
| Nordea Bank ABP                                                                                | Nordea Bank Abp                                                               | CUSIP: 65559CAE1<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   1000000 | PA      | $884181.15    | 0.26%             | 2026-09-30      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| SUNRUN DEMETER ISSUER 2021-2 LLC                                                               | Sunrun Demeter Issuer                                                         | CUSIP: 86772HAA5<br>LEI: 54930007SJ77CI66U531 | Long             | ABS-O            | CORP              | US        |    938928 | PA      | $760314.47    | 0.22%             | 2057-01-30      | Fixed         | 2.27%                 | Yes           |                  2 | On Loan: No      |
| GE Capital International Funding Company Unlimited Company                                     | GE Capital International Funding Co. Unlimited Co.                            | CUSIP: 36164PFG0<br>LEI: 549300G6UZOB126GBY72 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192631.15    | 0.06%             | 2025-11-15      | Fixed         | 3.37%                 | Yes           |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                               | UMBS Fannie Mae Pool                                                          | CUSIP: 3140XCJF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    868092 | PA      | $762381.53    | 0.22%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST                                                            | Exeter Automobile Receivables Trust                                           | CUSIP: 30166RAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1831248.00   | 0.53%             | 2028-02-15      | Fixed         | 2.21%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corporation                                                                             | Oracle Corp.                                                                  | CUSIP: 68389XCC7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $912405.29    | 0.26%             | 2026-03-25      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST                                                   | American Credit Acceptance Receivables Trust                                  | CUSIP: 02530TAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1168483.75   | 0.34%             | 2028-02-14      | Fixed         | 1.82%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                      | Goldman Sachs Group, Inc./The                                                 | CUSIP: 38141GYH1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    500000 | PA      | $484658.29    | 0.14%             | 2027-09-10      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | UMBS Fannie Mae Pool                                                          | CUSIP: 31418DRR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1040751 | PA      | $949165.84    | 0.27%             | 2035-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Microchip Technology Incorporated                                                              | Microchip Technology, Inc.                                                    | CUSIP: 595017BB9<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $957486.65    | 0.28%             | 2024-02-15      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| SUNNOVA HELIOS V ISSUER LLC                                                                    | Helios Issuer LLC                                                             | CUSIP: 86746EAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    422586 | PA      | $336945.79    | 0.10%             | 2048-02-20      | Fixed         | 1.80%                 | Yes           |                  2 | On Loan: No      |
| Intesa Sanpaolo S.p.A.                                                                         | Intesa Sanpaolo SpA                                                           | CUSIP: 46115HBJ5<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   4000000 | PA      | $3825579.12   | 1.10%             | 2024-09-23      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                                        | Federal Home Loan Banks                                                       | CUSIP: 3130AL3X0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   1000000 | PA      | $756576.36    | 0.22%             | 2036-02-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Scf Equipment Leasing 2020-1 Llc / Scf Equipment Leasing Cda 2020-1 L P                        | SCF Equipment Leasing LLC                                                     | CUSIP: 783897AE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $188428.40    | 0.05%             | 2030-02-02      | Fixed         | 1.54%                 | Yes           |                  2 | On Loan: No      |
| HCA Inc.                                                                                       | HCA, Inc.                                                                     | CUSIP: 404119BN8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1995781.30   | 0.58%             | 2024-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL FINANCE CREDIT CARD ABS MASTER TRUST                                               | Continental FinanceCredit Card ABS Master Trust                               | CUSIP: 66981PAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $476264.50    | 0.14%             | 2028-12-15      | Fixed         | 2.24%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Company                                                                          | Wells Fargo & Co.                                                             | CUSIP: 949746TG6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1891063.32   | 0.55%             | 2027-01-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                      | Goldman Sachs Group, Inc./The                                                 | CUSIP: 38141GYR9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1945393.82   | 0.56%             | 2027-10-21      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                                           | Mitsubishi UFJ Financial Group, Inc.                                          | CUSIP: 606822BW3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $937520.82    | 0.27%             | 2025-07-19      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                               | UMBS Fannie Mae Pool                                                          | CUSIP: 3140XAYD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    960753 | PA      | $957551.43    | 0.28%             | 2033-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST                                                          | Westlake Automobile Receivables Trust                                         | CUSIP: 96042QAL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $952694.60    | 0.27%             | 2026-02-17      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST                                                              | Credit Acceptance Auto Loan Trust                                             | CUSIP: 22534GAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1486709.55   | 0.43%             | 2029-06-15      | Fixed         | 2.59%                 | Yes           |                  2 | On Loan: No      |
| KUBOTA CREDIT OWNER TRUST                                                                      | Kubota Credit Owner Trust                                                     | CUSIP: 50117CAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1626120 | PA      | $1623999.95   | 0.47%             | 2026-03-16      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| TIF FUNDING II LLC                                                                             | TIF Funding II LLC                                                            | CUSIP: 872480AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    845000 | PA      | $722413.38    | 0.21%             | 2046-02-20      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: No      |
| Banco Santander, S.A.                                                                          | Banco Santander SA                                                            | CUSIP: 05971KAE9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1000000 | PA      | $943337.29    | 0.27%             | 2025-05-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO XXV LTD                                                            | Benefit Street Partners CLO Ltd.                                              | CUSIP: 08186YAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $973632.00    | 0.28%             | 2035-01-15      | Floating      | 6.19%                 | Yes           |                  2 | On Loan: No      |
| Icg Us Clo 2014-1 Ltd                                                                          | ICG US CLO Ltd.                                                               | CUSIP: 44928XAY0<br>LEI: 25490053S2JSJU63Y978 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $973260.00    | 0.28%             | 2034-10-20      | Floating      | 6.01%                 | Yes           |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                                                                 | Carvana Auto Receivables Trust                                                | CUSIP: 14686KAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    997753 | PA      | $950020.22    | 0.27%             | 2028-03-10      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| Cno Global Funding                                                                             | CNO Global Funding                                                            | CUSIP: 18977W2A7<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    500000 | PA      | $448828.44    | 0.13%             | 2026-10-07      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Banco Santander, S.A.                                                                          | Banco Santander SA                                                            | CUSIP: 05964HAR6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1000000 | PA      | $1000846.44   | 0.29%             | 2025-08-18      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Triton Container International Limited                                                         | Triton Container International Ltd.                                           | CUSIP: 89680YAB1<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |   1000000 | PA      | $934911.86    | 0.27%             | 2024-06-07      | Fixed         | 1.15%                 | Yes           |                  2 | On Loan: No      |
| Viatris Inc                                                                                    | Viatris, Inc.                                                                 | CUSIP: 92556VAB2<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $919560.42    | 0.27%             | 2025-06-22      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| PAWNEE EQUIPMENT RECEIVABLES LLC                                                               | Pawnee Equipment Receivables LLC                                              | CUSIP: 70410LAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $720599.63    | 0.21%             | 2026-02-17      | Fixed         | 2.24%                 | Yes           |                  2 | On Loan: No      |
| The Western Union Company                                                                      | Western Union Co./The                                                         | CUSIP: 959802AZ2<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $890131.56    | 0.26%             | 2026-03-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | UMBS Fannie Mae Pool                                                          | CUSIP: 31418DUR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    783813 | PA      | $645877.73    | 0.19%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc                                                                                 | Home Depot Inc./The                                                           | CUSIP: 437076CR1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    500000 | PA      | $497917.50    | 0.14%             | 2025-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                                        | Hyundai Capital America                                                       | CUSIP: 44891ABV8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    500000 | PA      | $471626.78    | 0.14%             | 2024-06-14      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| PAWNEE EQUIPMENT RECEIVABLES LLC                                                               | Pawnee Equipment Receivables LLC                                              | CUSIP: 704102AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $988646.50    | 0.29%             | 2024-10-15      | Fixed         | 2.61%                 | Yes           |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                                                      | Nelnet Student Loan Trust                                                     | CUSIP: 64031CAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    301458 | PA      | $297015.15    | 0.09%             | 2033-12-26      | Floating      | 5.31%                 | Yes           |                  2 | On Loan: No      |
| KNOWLEDGE WKS FNDTN OHIO                                                                       | KnowledgeWorks Foundation                                                     | CUSIP: 49925JAE7<br>LEI: 549300ZCR1DGZJLXTI23 | Long             | ABS-O            | CORP              | US        |    328359 | PA      | $325681.74    | 0.09%             | 2042-02-25      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                                   | Broadcom, Inc.                                                                | CUSIP: 11135FAY7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1960739.96   | 0.57%             | 2024-10-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | UMBS Fannie Mae Pool                                                          | CUSIP: 31418DPY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    236632 | PA      | $224848.25    | 0.06%             | 2035-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Jbs Usa Lux SA/Jbs Usa Food Company/Jbs Usa Finance Inc                                        | JBS USA LUX SA/JBS USA Food Co./ JBS USA Finance, Inc.                        | CUSIP: 46590XAG1<br>LEI: P77IMDGVZE8EFBTF2M92 | Long             | DBT              | CORP              | LU        |   1000000 | PA      | $980098.40    | 0.28%             | 2028-02-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| CLI FUNDING VIII LLC                                                                           | CLI Funding LLC                                                               | CUSIP: 12565KAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    911467 | PA      | $808064.60    | 0.23%             | 2047-01-18      | Fixed         | 2.72%                 | Yes           |                  2 | On Loan: No      |
| F&G Global Funding                                                                             | F&G Global Funding                                                            | CUSIP: 30321L2B7<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |    500000 | PA      | $462420.95    | 0.13%             | 2024-09-20      | Fixed         | 0.90%                 | Yes           |                  2 | On Loan: No      |
| Perkinelmer, Inc.                                                                              | PerkinElmer, Inc.                                                             | CUSIP: 714046AL3<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1179582.79   | 0.34%             | 2024-09-15      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| Smbc Aviation Capital Finance                                                                  | SMBC Aviation Capital Finance DAC                                             | CUSIP: 78448TAG7<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |   1000000 | PA      | $867158.45    | 0.25%             | 2026-10-15      | Fixed         | 1.90%                 | Yes           |                  2 | On Loan: No      |
| NBN Co Ltd.                                                                                    | NBN Co. Ltd.                                                                  | CUSIP: 62878U2A9<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |   1000000 | PA      | $901240.03    | 0.26%             | 2026-05-05      | Fixed         | 1.45%                 | Yes           |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST                                                                   | Dell Equipment Finance Trust 2021-2                                           | CUSIP: 24702VAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $469314.00    | 0.14%             | 2027-06-22      | Fixed         | 1.21%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                           | JPMorgan Chase & Co.                                                          | CUSIP: 46647PCY0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $990562.50    | 0.29%             | 2028-02-24      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co LLC                                                                 | Nissan Motor Acceptance Co., LLC                                              | CUSIP: 65480CAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $463670.69    | 0.13%             | 2024-09-16      | Fixed         | 1.12%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST                                                   | American Credit Acceptance Receivables Trust                                  | CUSIP: 025286AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2455000 | PA      | $2309884.70   | 0.67%             | 2027-11-15      | Fixed         | 1.34%                 | Yes           |                  2 | On Loan: No      |
| Athene Global Funding 2015-1                                                                   | Athene Global Funding                                                         | CUSIP: 04685A3B5<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $977356.91    | 0.28%             | 2024-08-19      | Floating      | 4.86%                 | Yes           |                  2 | On Loan: No      |
| Protective Life Global Funding                                                                 | Protective Life Global Funding                                                | CUSIP: 74368CBH6<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |    500000 | PA      | $440887.17    | 0.13%             | 2026-09-20      | Fixed         | 1.30%                 | Yes           |                  2 | On Loan: No      |
| Southern California Edison Company                                                             | Southern California Edison Co.                                                | CUSIP: 8424C1P10<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | STIV             | CORP              | US        |   3000000 | PA      | $2999615.34   | 0.87%             |  |  |  | No            |                  2 | On Loan: No      |
| SLM Private Cr Student Loan Trust                                                              | SLM Private Credit Student Loan Trust                                         | CUSIP: 78443CBN3<br>LEI: 549300IWUQEXD0TZWG69 | Long             | ABS-O            | USGA              | US        |     87217 | PA      | $87029.55     | 0.03%             | 2024-03-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| ACC TRUST 2022-1                                                                               | ACC Trust                                                                     | CUSIP: 00091HAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $974528.50    | 0.28%             | 2025-02-20      | Fixed         | 2.55%                 | Yes           |                  2 | On Loan: No      |
| WORLD OMNI SELECT AUTO TRUST                                                                   | World Omni Select Auto Trust                                                  | CUSIP: 98163HAF6<br>LEI: 5493001ZFJU3487OFZ50 | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1813756.80   | 0.52%             | 2027-11-15      | Fixed         | 1.44%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                   | United States Treasury Note                                                   | CUSIP: 91282CBH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4512109.40   | 1.30%             | 2026-01-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| CLI FUNDING VI LLC                                                                             | CLI Funding LLC                                                               | CUSIP: U18657AN3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    147333 | PA      | $131268.20    | 0.04%             | 2045-10-18      | Fixed         | 2.07%                 | Yes           |                  2 | On Loan: No      |
| Arrow Electronics, Inc.                                                                        | Arrow Electronic, Inc.                                                        | CUSIP: 042735BE9<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $977821.34    | 0.28%             | 2025-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HILDENE TRUPS SECURITIZATION 2019-2                                                            | Hildene TruPS Financials Note Secruitization                                  | CUSIP: 43133JAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1790186 | PA      | $1753487.45   | 0.51%             | 2039-05-22      | Floating      | 6.42%                 | Yes           |                  2 | On Loan: No      |
| Seagate HDD Cayman                                                                             | Seagate HDD Cayman                                                            | CUSIP: 81180WAT8<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |   1610000 | PA      | $1595107.50   | 0.46%             | 2024-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AIG Global Funding                                                                             | AIG Global Funding                                                            | CUSIP: 00138CAS7<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $944552.30    | 0.27%             | 2024-06-17      | Fixed         | 0.65%                 | Yes           |                  2 | On Loan: No      |
| LOANPAL SOLAR LOAN LTD                                                                         | Loanpal Solar Loan Ltd.                                                       | CUSIP: 53948QAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    758841 | PA      | $557237.55    | 0.16%             | 2048-03-20      | Fixed         | 2.22%                 | Yes           |                  2 | On Loan: No      |
| 321 Henderson Receivables II LLC                                                               | 321 Henderson Receivables I LLC                                               | CUSIP: 88576NAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2310367 | PA      | $2207254.23   | 0.64%             | 2042-03-15      | Floating      | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Company                                                                             | Ford Motor Co.                                                                | CUSIP: 345370CR9<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $974537.10    | 0.28%             | 2026-12-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Perrigo Finance Unlimited Company                                                              | Perrigo Finance Unlimited Co.                                                 | CUSIP: 714295AC6<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |   2250000 | PA      | $2178551.25   | 0.63%             | 2024-12-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Berry Global Inc                                                                               | Berry Global, Inc.                                                            | CUSIP: 08576PAH4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $904372.66    | 0.26%             | 2026-01-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST                                                                     | Flagship Credit Auto Trust 2019-3                                             | CUSIP: 33846AAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    141934 | PA      | $140847.22    | 0.04%             | 2025-10-15      | Fixed         | 2.74%                 | Yes           |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2019-3                                                            | Drive Auto Receivables Trust                                                  | CUSIP: 26209WAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    378436 | PA      | $374932.31    | 0.11%             | 2026-10-15      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST                                                                     | CPS Auto Trust                                                                | CUSIP: 12658VAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $950095.60    | 0.27%             | 2027-12-15      | Fixed         | 1.59%                 | Yes           |                  2 | On Loan: No      |
| SBA Tower Trust                                                                                | SBA Tower Trust                                                               | CUSIP: 78403DAT7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $874498.80    | 0.25%             | 2051-05-15      | Fixed         | 1.63%                 | Yes           |                  2 | On Loan: No      |
| Qorvo Inc                                                                                      | Qorvo, Inc.                                                                   | CUSIP: 74739DAA2<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |    500000 | PA      | $468405.00    | 0.14%             | 2024-12-15      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Seagate HDD Cayman                                                                             | Seagate HDD Cayman                                                            | CUSIP: 81180WAL5<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |   2622000 | PA      | $2566386.99   | 0.74%             | 2025-01-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PAWNEE EQUIPMENT RECEIVABLES LLC                                                               | Pawnee Equipment Receivables LLC                                              | CUSIP: 70410LAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $969606.90    | 0.28%             | 2026-01-15      | Fixed         | 1.84%                 | Yes           |                  2 | On Loan: No      |
| The AES Corporation                                                                            | AES Corp./The                                                                 | CUSIP: 00130HCE3<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $901935.10    | 0.26%             | 2026-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Berry Global Inc                                                                               | Berry Global, Inc.                                                            | CUSIP: 08576PAG6<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $955034.92    | 0.28%             | 2024-02-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Triton Container International Limited                                                         | Triton Container International Ltd.                                           | CUSIP: 89680YAD7<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |   1055000 | PA      | $1025124.01   | 0.30%             | 2023-08-01      | Fixed         | 0.80%                 | Yes           |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                                            | Sumitomo Mitsui Financial Group, Inc.                                         | CUSIP: 86562MCL2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $983826.07    | 0.28%             | 2027-01-14      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Cars Db4 LP                                                                                    | Capital Automotive REIT                                                       | CUSIP: 12510HAP5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    966667 | PA      | $880990.06    | 0.25%             | 2052-03-15      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| Macquarie Bank Ltd.                                                                            | Macquarie Bank Ltd.                                                           | CUSIP: 55608XAB3<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |    285000 | PA      | $280905.96    | 0.08%             | 2025-06-10      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| UNITED AUTO CREDIT SECURITIZATION TRUST 2021-1                                                 | United Auto Credit Securitization Trust                                       | CUSIP: 90943UAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $949684.80    | 0.27%             | 2026-06-10      | Fixed         | 2.58%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST                                                         | Santander Drive Auto Receivables Trust                                        | CUSIP: 80286WAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $240155.20    | 0.07%             | 2027-01-15      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                               | Amazon.com, Inc.                                                              | CUSIP: 023135CM6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1005086.63   | 0.29%             | 2024-11-29      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                               | UMBS Fannie Mae Pool                                                          | CUSIP: 3140XGSS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1887602 | PA      | $1824149.76   | 0.53%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST                                                 | Foursight Capital Automobile Receivables Trust                                | CUSIP: 35105FAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $491677.50    | 0.14%             | 2026-01-15      | Fixed         | 2.60%                 | Yes           |                  2 | On Loan: No      |
| 321 Henderson Receivables I LLC                                                                | 321 Henderson Receivables I LLC                                               | CUSIP: 88576PAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    259984 | PA      | $256460.47    | 0.07%             | 2045-09-15      | Floating      | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Ares XXXIIR Clo Ltd                                                                            | Ares XXXIIR CLO Ltd.                                                          | CUSIP: 04017EAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $970084.00    | 0.28%             | 2030-05-15      | Floating      | 5.81%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | UMBS Fannie Mae Pool                                                          | CUSIP: 31418EN97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $1018065.66   | 0.29%             | 2038-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES PASS THROUGH TRUSTS                                                            | United Airlines Pass Through Trust                                            | CUSIP: 90932VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    723363 | PA      | $705611.23    | 0.20%             | 2026-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST                                                                      | Nelnet Student Loan Trust                                                     | CUSIP: 64034YAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    366201 | PA      | $358530.13    | 0.10%             | 2062-04-20      | Floating      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST                                                 | Foursight Capital Automobile Receivables Trust                                | CUSIP: 35105WAL3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    550000 | PA      | $503787.90    | 0.15%             | 2027-03-15      | Fixed         | 1.32%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale S.A.                                                                          | Societe Generale SA                                                           | CUSIP: 83367TBG3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   2000000 | PA      | $1985210.60   | 0.57%             | 2024-01-17      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST                                                         | Santander Drive Auto Receivables Trust                                        | CUSIP: 80287AAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     40976 | PA      | $40770.44     | 0.01%             | 2025-12-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| ACC TRUST                                                                                      | ACC Trust                                                                     | CUSIP: 00091KAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    143525 | PA      | $143219.02    | 0.04%             | 2024-07-22      | Fixed         | 1.43%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                              | HSBC Holdings PLC                                                             | CUSIP: 404280AP4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $991271.50    | 0.29%             | 2024-03-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| USQ Rail I LLC                                                                                 | ITE Rail Fund Levered LP                                                      | CUSIP: 90352WAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    454649 | PA      | $394039.47    | 0.11%             | 2051-02-28      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Paccar Financial Corp                                                                          | PACCAR Financial Corp.                                                        | CUSIP: 69371RR32<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    500000 | PA      | $450669.28    | 0.13%             | 2026-05-11      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST                                                                     | Flagship Credit Auto Trust                                                    | CUSIP: 33844QAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    174877 | PA      | $173818.38    | 0.05%             | 2026-04-15      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: No      |
| Santander Holdings USA Inc.                                                                    | Santander Holdings USA, Inc.                                                  | CUSIP: 80282KAW6<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2442266.95   | 0.70%             | 2024-06-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SCF EQUIPMENT LEASING LLC                                                                      | SCF Equipment Leasing LLC                                                     | CUSIP: 784034AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    291247 | PA      | $287451.37    | 0.08%             | 2026-04-20      | Fixed         | 2.47%                 | Yes           |                  2 | On Loan: No      |
| United Air Lines, Inc.                                                                         | United Airlines Pass Through Trust                                            | CUSIP: 90931MAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    709790 | PA      | $619070.99    | 0.18%             | 2028-07-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Microchip Technology Incorporated                                                              | Microchip Technology, Inc.                                                    | CUSIP: 595017AZ7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $985860.67    | 0.28%             | 2023-09-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| SUNRUN VULCAN ISSUER LLC                                                                       | Sunrun Vulcan Issuer LLC                                                      | CUSIP: 86773QAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1823264 | PA      | $1521535.57   | 0.44%             | 2052-01-30      | Fixed         | 2.46%                 | Yes           |                  2 | On Loan: No      |
| OAKTREE CLO 2019-3 LTD                                                                         | Oaktree CLO Ltd.                                                              | CUSIP: 67400EAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $988358.00    | 0.29%             | 2034-10-20      | Floating      | 6.01%                 | Yes           |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                           | Royal Bank of Canada                                                          | CUSIP: 78016EYZ4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $977686.29    | 0.28%             | 2027-01-21      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| BREX COMMERCIAL CHARGE CARD MASTER TRUST                                                       | Brex Commercial Charge Card Master Trust                                      | CUSIP: 05601DAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $996675.00    | 0.29%             | 2024-07-15      | Fixed         | 2.09%                 | Yes           |                  2 | On Loan: No      |
| Eversource Energy                                                                              | Eversource Energy                                                             | CUSIP: 30040WAN8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    500000 | PA      | $448116.72    | 0.13%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| CROSSROADS ASSET TRUST                                                                         | Crossroads Asset Trust                                                        | CUSIP: 22767CAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $474181.70    | 0.14%             | 2026-01-20      | Fixed         | 2.52%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                              | HSBC Holdings PLC                                                             | CUSIP: 404280CU1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    700000 | PA      | $681324.15    | 0.20%             | 2024-08-17      | Fixed         | 0.73%                 | No            |                  2 | On Loan: No      |
| Carlyle Us Clo Ltd                                                                             | Carlyle Global Market Strategies CLO                                          | CUSIP: 14314BAL1<br>LEI: 549300VZ0HS3D307K776 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $989565.00    | 0.29%             | 2031-04-20      | Floating      | 5.81%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale S.A.                                                                          | Societe Generale SA                                                           | CUSIP: 83367TBJ7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   3000000 | PA      | $2907947.43   | 0.84%             | 2025-04-14      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Athene Global Funding 2015-1                                                                   | Athene Global Funding                                                         | CUSIP: 04685A3H2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $974039.38    | 0.28%             | 2025-01-07      | Floating      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| Columbia Cent Clo 31 Ltd                                                                       | Columbia Cent CLO Ltd.                                                        | CUSIP: 19737LAA1<br>LEI: 5493007YZPNOMQEILE23 | Long             | ABS-CBDO         | CORP              | KY        |   1300000 | PA      | $1299333.10   | 0.38%             | 2034-04-20      | Floating      | 5.81%                 | Yes           |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                                                        | CarMax Auto Owner Trust                                                       | CUSIP: 14317JAH0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2209000 | PA      | $1943537.62   | 0.56%             | 2028-03-15      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| Air Canada Pass Through Trust 2017-1                                                           | Air Canada Pass Through Trust 2017-1 Class B                                  | CUSIP: 00908PAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    559524 | PA      | $513960.83    | 0.15%             | 2026-07-15      | Fixed         | 3.70%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale S.A.                                                                          | Societe Generale SA                                                           | CUSIP: 83368RBF8<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $491116.36    | 0.14%             | 2026-01-21      | Floating      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                               | UMBS Fannie Mae Pool                                                          | CUSIP: 3140X84A2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1695757 | PA      | $1435564.73   | 0.41%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                                                         | HP, Inc.                                                                      | CUSIP: 40434LAA3<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $942197.28    | 0.27%             | 2025-06-17      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Access Funding 2013-1 LLC                                                                      | Access Group, Inc.                                                            | CUSIP: 00434QAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    292818 | PA      | $286871.39    | 0.08%             | 2036-02-25      | Floating      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                                  | Ford Motor Credit Co., LLC                                                    | CUSIP: 345397B85<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $928507.56    | 0.27%             | 2025-02-10      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO VIII-R Ltd/Llc                                                                 | Sond Point CLO Ltd.                                                           | CUSIP: 83607HAN5<br>LEI: 549300RPMX5HA435Q562 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1977158.00   | 0.57%             | 2030-04-15      | Floating      | 6.34%                 | Yes           |                  2 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES VIII LLC                                                    | Amur Equipment Finance Receivables LLC                                        | CUSIP: 03237PAG8<br>LEI: 549300LUWIM31186Z163 | Long             | ABS-O            | CORP              | US        |      1158 | PA      | $1155.13      | 0.00%             | 2025-08-20      | Fixed         | 1.68%                 | Yes           |                  2 | On Loan: No      |
| BRAZOS STUDENT FIN CORP                                                                        | Brazos Student Finance Corp.                                                  | CUSIP: 10623PDS6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     33705 | PA      | $33789.82     | 0.01%             | 2039-12-27      | Floating      | 7.22%                 | Yes           |                  2 | On Loan: No      |
| Penske Truck Leasing Co., L.P.                                                                 | Penske Truck Leasing Co. LP/ PTL Finance Corp.                                | CUSIP: 709599BM5<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $890202.84    | 0.26%             | 2026-06-15      | Fixed         | 1.70%                 | Yes           |                  2 | On Loan: No      |
| INSTAR LEASING III LLC                                                                         | Instar Leasing III LLC                                                        | CUSIP: 45783NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    452511 | PA      | $386354.70    | 0.11%             | 2054-02-15      | Fixed         | 2.30%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                         | UMBS Freddie Mac Pool                                                         | CUSIP: 3133N3XN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1738645 | PA      | $1352260.31   | 0.39%             | 2051-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Juniper Networks, Inc.                                                                         | Juniper Networks, Inc.                                                        | CUSIP: 48203RAN4<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $901972.70    | 0.26%             | 2025-12-10      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                                                                   | Ford Credit Auto Owner Trust/Ford Credit                                      | CUSIP: 345340AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1272000 | PA      | $1119284.70   | 0.32%             | 2033-10-17      | Fixed         | 2.31%                 | Yes           |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO 6, Ltd. / LLC                                                | Goldentree Loan Management US CLO Ltd.                                        | CUSIP: 38137WAS4<br>LEI: 549300MI5PVR6JHGVV87 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $981887.00    | 0.28%             | 2035-04-20      | Floating      | 6.44%                 | Yes           |                  2 | On Loan: No      |
| Voya Clo 2016-3                                                                                | Voya CLO Ltd.                                                                 | CUSIP: 92915HAJ2<br>LEI: 549300001G5S0D8B8343 | Long             | ABS-CBDO         | CORP              | KY        |     67500 | PA      | $67500.00     | 0.02%             | 2031-10-18      | Floating      | 5.49%                 | Yes           |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST                                                                      | Nelnet Student Loan Trust                                                     | CUSIP: 64035DAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    639774 | PA      | $573140.67    | 0.17%             | 2062-04-20      | Fixed         | 1.36%                 | Yes           |                  2 | On Loan: No      |
| Viterra Finance B.V.                                                                           | Viterra Finance BV                                                            | CUSIP: 92852LAA7<br>LEI: 213800HBZGEIZLKJBI17 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $882213.96    | 0.25%             | 2026-04-21      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                                     | Aviation Capital Group LLC                                                    | CUSIP: 05369AAK7<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $889996.36    | 0.26%             | 2026-01-30      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| FIRST INVESTORS AUTO OWNER TRUST                                                               | First Investors Auto Owner Trust                                              | CUSIP: 32058RAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1460000 | PA      | $1425324.12   | 0.41%             | 2025-12-15      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| Trillium Credit Card Trust Ii                                                                  | Trillium Credit Card Trust II                                                 | CUSIP: 89621ABB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $890874.00    | 0.26%             | 2029-10-26      | Fixed         | 2.42%                 | Yes           |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                                                        | CarMax Auto Owner Trust                                                       | CUSIP: 14316NAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1625000 | PA      | $1451162.70   | 0.42%             | 2027-07-15      | Fixed         | 1.28%                 | No            |                  2 | On Loan: No      |
| PAWNEE EQUIPMENT RECEIVABLES LLC                                                               | Pawnee Equipment Receivables LLC                                              | CUSIP: 704102AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1180000 | PA      | $1161364.38   | 0.34%             | 2024-10-15      | Fixed         | 2.86%                 | Yes           |                  2 | On Loan: No      |
| Equitable Financial Life Global Funding                                                        | Equitable Financial Life Global Funding                                       | CUSIP: 29449WAL1<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $889631.33    | 0.26%             | 2026-11-12      | Fixed         | 1.70%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                              | HSBC Holdings PLC                                                             | CUSIP: 404280BW8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1500000 | PA      | $1481930.34   | 0.43%             | 2026-09-12      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2016 -B                                                       | SMB Private Education Loan Trust                                              | CUSIP: 78449GAB5<br>LEI: 5493008SQ2WS8HE83M61 | Long             | ABS-O            | CORP              | US        |     20352 | PA      | $19521.65     | 0.01%             | 2032-02-17      | Fixed         | 2.43%                 | Yes           |                  2 | On Loan: No      |
| Mondelez International Holdings Netherlands BV                                                 | Mondelez International Holdings Netherlands BV                                | CUSIP: 60920LAR5<br>LEI: 549300CW356R8I7N8D33 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $884221.67    | 0.26%             | 2026-09-24      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                           | JPMorgan Chase & Co.                                                          | CUSIP: 48128G3Y4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    365000 | PA      | $332916.98    | 0.10%             | 2028-06-22      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                               | UMBS Fannie Mae Pool                                                          | CUSIP: 3140LYDR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    954096 | PA      | $866510.00    | 0.25%             | 2051-09-01      | Variable      | 1.85%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-31

**Name of Applicant:** American Pension Investors Trust

**Signature:** Gregory Knoth

**Name of Signer:** Gregory Knoth

**Title:** SVP, Mutual Fund Controller