# EDGAR Filing Document

**Accession Number:** 0002043390
**File Stem:** 0002000324-26-000720
**Filing Date:** 2026-2
**Character Count:** 331896
**Document Hash:** 878e25e0c340d113aaf798f5a526019b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002000324-26-000720.hdr.sgml**: 20260227

**ACCESSION NUMBER**: 0002000324-26-000720

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260227

**DATE AS OF CHANGE**: 20260227

**PERIOD START**: 20260331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Tidal Trust IV
- **CENTRAL INDEX KEY:** 0002043390

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-24061
- **FILM NUMBER:** 26693544

**BUSINESS ADDRESS:**
- **STREET 1:** 234 WEST FLORIDA STREET, SUITE 700
- **CITY:** MILWAUKEE
- **STATE:** WI
- **BUSINESS PHONE:** 855-832-2534

**MAIL ADDRESS:**
- **STREET 1:** 234 WEST FLORIDA STREET, SUITE 700
- **CITY:** MILWAUKEE
- **STATE:** WI

## Series and Classes Contracts Data

### Voya Core Bond ETF (Series ID: S000096083)

| Class ID   | Class Name         | Ticker Symbol   |
|:---|:---|:---|
| C000264870 | Voya Core Bond ETF |  |

## Nport-Ex

**Voya Core Bond ETF**

**Schedule of Investments**

**December 31, 2025 (Unaudited)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **COLLATERALIZED MORTGAGE OBLIGATIONS - 22.1%** | **Rate** | **Maturity**<br> **Date** | **Principal**<br> **Amount** | **Value** |
| AmeriCredit Automobile Receivables Trust, Series 2025-1, Class A2A | 4.14% | 03/19/2029 | $500000 | $501137 |
| AREIT, Series 2025-CRE11, Class A | 5.54% | 07/25/2043 | 500000 | 501249 |
| BBCMS Mortgage Trust, Series 2017-C1, Class A4 | 3.74% | 02/15/2050 | 500000 | 495126 |
| BDS LLC, Series 2025-FL16, Class A | 5.39% | 07/19/2043 | 500000 | 500626 |
| Benefit Street Partners CLO XV Ltd., Series 2018-15A, Class A1R | 5.28% | 07/15/2037 | 492500 | 493881 |
| Benefit Street Partners CLO XXIX Ltd., Series 2022-29A, Class AR | 5.04% | 01/25/2038 | 500000 | 499629 |
| BlueMountain CLO XXVIII Ltd., Series 2021-28A, Class A1R | 5.28% | 03/31/2038 | 440000 | 442199 |
| BOCA Commercial Mortgage Trust, Series 2025-BOCA, Class A | 5.44% | 12/15/2042 | 750000 | 751874 |
| BSPRT Issuer LLC, Series 2025-FL12, Class A | 5.11% | 01/17/2043 | 500000 | 500766 |
| BX Trust, Series 2025-DELC, Class A | 5.49% | 12/15/2042 | 500000 | 501457 |
| BX Trust, Series 2021-SDMF, Class B | 4.62% | 09/15/2034 | 510387 | 508681 |
| Chase Home Lending Mortgage Trust, Series 2024-7, Class A4<sup>(a)</sup> | 5.96% | 06/25/2055 | 832126 | 837526 |
| Fannie Mae REMICS, Series 2018-40, Class SB | 18.44% | 06/25/2048 | 7130546 | 854947 |
| Freddie Mac REMICS, Series 4764, Class IB | 0.00% | 01/15/2048 | 2054785 | 419662 |
| Freddie Mac REMICS, Series 5510, Class Z | 5.45% | 02/25/2055 | 889644 | 896696 |
| Government National Mortgage Association, Series 2011-145, Class S | 19.62% | 11/16/2041 | 9716711 | 1114960 |
| GS Mortgage-Backed Securities Trust, Series 2025-PJ4, Class A13<sup>(a)</sup> | 5.88% | 09/25/2055 | 1000000 | 1020093 |
| JGWPT XXX LLC, Series 2013-3A, Class A | 4.29% | 01/17/2073 | 252281 | 241778 |
| JPMorgan Mortgage Trust, Series 2024-11, Class A6<sup>(a)</sup> | 5.97% | 04/25/2055 | 716164 | 719305 |
| JPMorgan Mortgage Trust, Series 2022-5, Class A9A<sup>(a)</sup> | 3.00% | 09/25/2052 | 408563 | 340478 |
| KKR CLO Ltd., Series 40A, Class AR | 5.18% | 10/20/2034 | 500000 | 500202 |
| KSL Commercial Mortgage Trust, Series 2025-MH, Class A | 5.33% | 12/15/2042 | 750000 | 752205 |
| LCM Ltd., Series 36A, Class A1R | 4.98% | 01/15/2034 | 600000 | 599252 |
| LCM Ltd., Series 38A, Class AR2 | 5.20% | 11/04/2038 | 600000 | 599404 |
| LMNT CRE LLC, Series 2025-FL3, Class A | 5.54% | 07/21/2043 | 750000 | 751606 |
| Magnetite LI Ltd., Series 2025-51A, Class A1 | 5.09% | 10/25/2038 | 600000 | 599685 |
| Magnetite XXII Ltd., Series 2019-22A, Class ARR | 5.15% | 07/15/2036 | 600000 | 600623 |
| MED Commercial Mortgage Trust, Series 2024-MOB, Class A | 5.35% | 05/15/2041 | 500000 | 498795 |
| MF1 LLC, Series 2025-FL17, Class A | 5.06% | 02/18/2040 | 680000 | 679050 |
| MF1 Ltd., Series 2021-FL7, Class A | 4.93% | 10/16/2036 | 491470 | 491102 |
| Nelnet Student Loan Trust, Series 2025-DA, Class A1A | 4.62% | 08/20/2054 | 400000 | 401589 |
| NYC Trust, Series 2025-77C, Class B<sup>(a)</sup> | 4.95% | 01/10/2038 | 300000 | 302092 |
| Ocean Trails CLO XI, Series 2021-11A, Class AR | 4.93% | 07/20/2034 | 425000 | 423938 |
| OCP CLO Ltd., Series 2021-21A, Class AR | 5.06% | 01/20/2038 | 500000 | 500050 |
| Octagon Investment Partners Ltd., Series 2020-3A, Class A1R2 | 5.25% | 01/15/2038 | 500000 | 501331 |
| Octagon Investment Partners Ltd., Series 2019-1A, Class A1RR | 4.93% | 01/20/2035 | 375000 | 374906 |
| Santander Drive Auto Receivables Trust, Series 2024-2, Class C | 5.28% | 06/17/2030 | 400000 | 408917 |
| Santander Drive Auto Receivables Trust, Series 2022-7, Class C | 6.23% | 03/17/2031 | 155000 | 158150 |
| SMB Private Education Loan Trust, Series 2024-C, Class A1A | 5.30% | 06/17/2052 | 199528 | 205106 |
| SMB Private Education Loan Trust, Series 2022-A, Class APT | 3.13% | 11/16/2054 | 249155 | 236000 |
| Stellantis Financial Underwritten Enhanced Lease Trust, Series 2025- CA, Class A3 | 4.04% | 04/20/2029 | 900000 | 901822 |
| Textainer Marine Containers VII Ltd., Series 2021-2A, Class A | 2.55% | 04/20/2046 | 752000 | 713371 |
| TIF Funding II LLC, Series 2021-1A, Class A | 2.15% | 02/20/2046 | 322115 | 295829 |
| WCORE Commercial Mortgage Trust, Series 2024-CORE, Class A | 5.23% | 11/15/2041 | 470000 | 471178 |
| Wise CLO Ltd., Series 2024-2A, Class A | 5.34% | 07/15/2037 | 375000 | 376491 |
|  |  |  |  | 24484764 |
| **TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS** |  |  |  |  |
| **(Cost $24,476,796)** |  |  |  | 24484764 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **CORPORATE BONDS - 32.8%** | **Rate** | **Maturity<br> Date** | **Principal<br> Amount** | **Value** |
| **Advertising & Marketing - 0.1%** |  |  |  |  |
| AppLovin Corp. | 4.37% | 12/01/2029 | 60000 | 61623 |
| AppLovin Corp. | 4.62% | 12/01/2031 | 51000 | 52978 |
|  |  |  |  | 114601 |
| **Aerospace & Defense - 0.3%** |  |  |  |  |
| Boeing Co. | 6.03% | 05/01/2060 | 13000 | 12814 |
| Boeing Co. | 6.04% | 05/01/2064 | 7000 | 8010 |
| Embraer Netherlands Finance BV | 5.51% | 01/09/2038 | 100000 | 99030 |
| HEICO Corp. | 4.07% | 08/01/2028 | 109000 | 112127 |
| Huntington Ingalls Industries, Inc. | 4.41% | 05/01/2030 | 31000 | 30749 |
| L3Harris Technologies, Inc. | 4.13% | 06/01/2029 | 30000 | 30872 |
| Lockheed Martin Corp. | 3.86% | 08/15/2028 | 48000 | 48342 |
| Northrop Grumman Corp. | 5.17% | 05/01/2040 | 14000 | 13973 |
| RTX Corp. | 5.05% | 11/16/2038 | 21000 | 19818 |
|  |  |  |  | 375735 |
| **Airlines - 0.1%** |  |  |  |  |
| American Airlines Group, Inc.<sup>(b)</sup> | 4.15% | 10/15/2029 | 10099 | 9819 |
| Delta Air Lines, Inc. | 4.53% | 07/10/2030 | 44000 | 45276 |
| Delta Air Lines. Inc, / SkyMiles IP Ltd.<sup>(b)</sup> | 4.51% | 10/20/2028 | 5000 | 5032 |
| United Airlines 2016-2 Class AA Pass Through Trust<sup>(b)</sup> | 4.24% | 10/07/2028 | 9033 | 8714 |
| United Airlines 2020-1 Class A Pass Through Trust<sup>(b)</sup> | 4.35% | 10/15/2027 | 2720 | 2791 |
|  |  |  |  | 71632 |
| **Auto Parts Manufacturing - 0.0%<sup>(c)</sup>** |  |  |  |  |
| BorgWarner, Inc. | 4.91% | 08/15/2034 | 11000 | 11374 |
| **Automobiles Manufacturing - 1.8%** |  |  |  |  |
| American Honda Finance Corp.<sup>(d)</sup> | 3.94% | 01/12/2028 | 48000 | 48710 |
| American Honda Finance Corp.<sup>(d)</sup> | 3.99% | 11/15/2028 | 26000 | 27157 |
| American Honda Finance Corp.<sup>(d)</sup> | 4.45% | 10/23/2031 | 49000 | 49994 |
| BMW US Capital LLC<sup>(d)</sup> | 3.84% | 08/11/2027 | 300000 | 301442 |
| BMW US Capital LLC | 4.32% | 03/21/2030 | 29000 | 29804 |
| General Motors Financial Co., Inc. | 4.38% | 07/15/2029 | 89000 | 92391 |
| General Motors Financial Co., Inc. | 4.41% | 10/06/2029 | 52000 | 52879 |
| General Motors Financial Co., Inc. | 4.59% | 01/08/2031 | 60000 | 54035 |
| General Motors Financial Co., Inc. | 5.14% | 01/07/2034 | 14000 | 14874 |
| General Motors Financial Co., Inc. | 5.28% | 01/07/2035 | 78000 | 81446 |
| General Motors Financial Co., Inc. | 5.39% | 07/15/2035 | 36000 | 38020 |
| Honda Motor Co. Ltd. | 4.35% | 07/08/2030 | 129000 | 130762 |
| Honda Motor Co. Ltd. | 5.02% | 07/08/2035 | 81000 | 82948 |
| Hyundai Capital America | 4.28% | 06/26/2028 | 47000 | 48541 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| Hyundai Capital America<sup>(d)</sup> | 4.21% | 09/18/2028 | 125000.0 | 125115 |
| Hyundai Capital America | 4.25% | 09/21/2028 | 101000.0 | 105749 |
| Hyundai Capital America | 4.36% | 01/16/2029 | 47000.0 | 49833 |
| Hyundai Capital America | 4.35% | 06/24/2029 | 41000.0 | 42248 |
| Hyundai Capital America | 4.47% | 03/27/2030 | 39000.0 | 40020 |
| Hyundai Capital America | 4.76% | 03/29/2032 | 55000.0 | 56890 |
| Toyota Motor Corp. | 4.1% | 06/30/2030 | 136000.0 | 137949 |
| Toyota Motor Credit Corp.<sup>(d)</sup> | 3.73% | 10/08/2027 | 42000.0 | 42442 |
| Toyota Motor Credit Corp.<sup>(d)</sup> | 3.99% | 06/29/2029 | 27000.0 | 27402 |
| Toyota Motor Credit Corp.<sup>(d)</sup> | 4.02% | 08/09/2029 | 32000.0 | 32566 |
| Toyota Motor Credit Corp.<sup>(d)</sup> | 4.11% | 05/15/2030 | 125000.0 | 128398 |
| Toyota Motor Credit Corp.<sup>(d)</sup> | 4.15% | 11/20/2030 | 123000.0 | 130525 |
| Toyota Motor Credit Corp.<sup>(d)</sup> | 4.66% | 01/09/2035 | 23000.0 | 24154 |
|  |  |  |  | 1996294 |
| **Banks - 0.6%** |  |  |  |  |
| First Citizens BancShares, Inc.<sup>(a)</sup> | 6.04% | 03/12/2040 | 8000.0 | 8163 |
| Goldman Sachs Bank USA<sup>(a)</sup> | 5.06% | 03/18/2027 | 36000.0 | 36092 |
| Huntington Bancshares, Inc.<sup>(a)</sup> | 5.64% | 11/18/2039 | 50000.0 | 52366 |
| M&T Bank Corp.<sup>(a)</sup> | 5.26% | 07/30/2035 | 200000.0 | 202158 |
| PNC Financial Services Group, Inc.<sup>(a)</sup> | 4.76% | 10/28/2033 | 35000.0 | 37898 |
| PNC Financial Services Group, Inc.<sup>(a)</sup> | 4.99% | 07/21/2036 | 3000.0 | 3093 |
| Truist Financial Corp.<sup>(a)</sup> | 1.69% | 03/02/2027 | 15000.0 | 14927 |
| Truist Financial Corp.<sup>(a)</sup> | 4.45% | 01/24/2030 | 68000.0 | 70457 |
| Truist Financial Corp.<sup>(a)</sup> | 4.82% | 10/28/2033 | 17000.0 | 18435 |
| Truist Financial Corp.<sup>(a)</sup> | 4.9% | 06/08/2034 | 26000.0 | 27718 |
| Wells Fargo & Co.<sup>(a)</sup> | 3.86% | 05/22/2028 | 10000.0 | 9939 |
| Wells Fargo & Co.<sup>(a)</sup> | 4.95% | 10/23/2034 | 8000.0 | 8874 |
| Wells Fargo & Co.<sup>(a)</sup> | 4.87% | 01/23/2035 | 7000.0 | 7320 |
| Wells Fargo & Co.<sup>(a)</sup> | 4.97% | 04/23/2036 | 134000.0 | 140770 |
|  |  |  |  | 638210 |
| **Biotechnology - 0.3%** |  |  |  |  |
| Gilead Sciences, Inc. | 4.73% | 06/15/2035 | 72000.0 | 73993 |
| Gilead Sciences, Inc. | 5.56% | 10/15/2053 | 10000.0 | 9993 |
| Royalty Pharma PLC | 4.0% | 09/02/2027 | 109000.0 | 105078 |
| Royalty Pharma PLC | 4.41% | 09/02/2030 | 145000.0 | 131624 |
| Royalty Pharma PLC | 5.55% | 09/02/2040 | 13000.0 | 10096 |
|  |  |  |  | 330784 |
| **Cable & Satellite - 0.3%** |  |  |  |  |
| Charter Communications Operating LLC | 4.67% | 06/01/2029 | 64000.0 | 66866 |
| Charter Communications Operating LLC | 4.95% | 04/01/2031 | 17000.0 | 15326 |
| Charter Communications Operating LLC | 5.73% | 06/01/2034 | 34000.0 | 35844 |
| Charter Communications Operating LLC | 6.78% | 06/01/2052 | 10000.0 | 6478 |
| Charter Communications Operating LLC | 6.93% | 04/01/2053 | 6000.0 | 4771 |
| Comcast Corp. | 4.35% | 01/15/2031 | 18000.0 | 16064 |
| Comcast Corp. | 4.34% | 02/15/2031 | 151000.0 | 131512 |
| Comcast Corp. | 4.82% | 06/01/2034 | 11000.0 | 11364 |
| Comcast Corp. | 4.98% | 07/15/2036 | 28000.0 | 23958 |
| Comcast Corp. | 5.32% | 03/01/2038 | 30000.0 | 26228 |
| Comcast Corp. | 6.08% | 06/01/2054 | 4000.0 | 3766 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| Comcast Corp. | 6.09% | 05/15/2055 | 10000.0 | 9945 |
| Comcast Corp. | 6.19% | 05/15/2064 | 14000.0 | 12598 |
| Time Warner Cable LLC | 6.63% | 11/15/2040 | 4000.0 | 3717 |
| Time Warner Cable LLC | 6.74% | 09/01/2041 | 4000.0 | 3526 |
|  |  |  |  | 371963 |
| **Chemicals - 0.2%** |  |  |  |  |
| Dow Chemical Co. | 6.6% | 02/15/2054 | 26000.0 | 22707 |
| Nutrien Ltd.<sup>(d)</sup> | 5.24% | 12/01/2036 | 3000.0 | 3158 |
| Sherwin-Williams Co. | 4.03% | 08/15/2028 | 150000.0 | 151006 |
|  |  |  |  | 176871 |
| **Commercial Finance - 0.5%** |  |  |  |  |
| Air Lease Corp. | 4.83% | 07/15/2031 | 33000.0 | 33584 |
| Aviation Capital Group LLC | 4.75% | 10/24/2030 | 76000.0 | 76159 |
| GATX Corp. | 4.3% | 06/30/2030 | 140000.0 | 138321 |
| Penske Truck Leasing Co. LP / PTL Finance Corp. | 4.22% | 06/15/2026 | 38000.0 | 37572 |
| Penske Truck Leasing Co. LP / PTL Finance Corp. | 4.33% | 03/30/2029 | 105000.0 | 108214 |
| Penske Truck Leasing Co. LP / PTL Finance Corp. | 4.33% | 07/01/2029 | 65000.0 | 66917 |
| Penske Truck Leasing Co. LP / PTL Finance Corp. | 4.42% | 02/01/2030 | 45000.0 | 46387 |
|  |  |  |  | 507154 |
| **Communications Equipment - 0.3%** |  |  |  |  |
| Cisco Systems, Inc. | 4.11% | 02/26/2031 | 127000.0 | 131908 |
| Cisco Systems, Inc. | 4.31% | 02/24/2032 | 62000.0 | 64115 |
| Cisco Systems, Inc. | 4.69% | 02/24/2035 | 11000.0 | 11333 |
| Cisco Systems, Inc. | 5.56% | 02/26/2054 | 11000.0 | 10598 |
| Cisco Systems, Inc. | 5.54% | 02/24/2055 | 11000.0 | 10942 |
| Motorola Solutions, Inc. | 4.16% | 04/15/2029 | 36000.0 | 36919 |
| Motorola Solutions, Inc. | 4.99% | 08/15/2035 | 30000.0 | 31262 |
|  |  |  |  | 297077 |
| **Consumer Finance - 0.2%** |  |  |  |  |
| American Express Co.<sup>(a)</sup> | 4.4% | 04/25/2030 | 20000.0 | 20879 |
| American Express Co.<sup>(a)</sup> | 4.38% | 01/30/2031 | 28000.0 | 28895 |
| Capital One Financial Corp.<sup>(a)</sup> | 2.92% | 11/02/2027 | 33000.0 | 32389 |
| Fiserv, Inc. | 4.2% | 03/15/2027 | 46000.0 | 46510 |
| Fiserv, Inc. | 5.23% | 08/12/2034 | 11000.0 | 10943 |
| Global Payments, Inc. | 4.01% | 03/01/2026 | 46000.0 | 45789 |
|  |  |  |  | 185405 |
| **Consumer Products - 0.0%<sup>(c)</sup>** |  |  |  |  |
| Kenvue, Inc. | 3.97% | 03/22/2028 | 27000.0 | 27614 |
| Kenvue, Inc. | 4.39% | 05/22/2032 | 28000.0 | 28711 |
|  |  |  |  | 56325 |
| **Consumer Services - 0.0%<sup>(c)</sup>** |  |  |  |  |
| Automatic Data Processing, Inc. | 4.28% | 05/08/2032 | 43000.0 | 44111 |
| **Containers & Packaging - 0.2%** |  |  |  |  |
| Amcor Group GmbH | 4.34% | 05/23/2029 | 20000.0 | 20694 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| Berry Global Group, Inc. | 4.22% | 01/15/2027 | 42000.0 | 40912 |
| Graphic Packaging International LLC | 4.68% | 04/15/2026 | 134000.0 | 132796 |
| Sealed Air Corp. | 4.3% | 10/15/2026 | 35000.0 | 34267 |
| Sonoco Products Co. | 4.33% | 09/01/2029 | 25000.0 | 25228 |
|  |  |  |  | 253897 |
| **Design, Manufacturing & Distribution - 0.1%** |  |  |  |  |
| Arrow Electronics, Inc. | 4.4% | 08/21/2029 | 52000.0 | 53291 |
| Flex Ltd. | 4.85% | 01/15/2032 | 50000.0 | 51047 |
|  |  |  |  | 104338 |
| **Diversified Banks - 2.9%** |  |  |  |  |
| Bank of America Corp.<sup>(a)</sup> | 2.56% | 07/22/2027 | 164000.0 | 161940 |
| Bank of America Corp.<sup>(a)</sup> | 3.35% | 02/04/2028 | 29000.0 | 28537 |
| Bank of America Corp.<sup>(a)</sup> | 3.86% | 07/21/2028 | 55000.0 | 54647 |
| Bank of America Corp.<sup>(a)</sup> | 3.82% | 12/20/2028 | 100000.0 | 98894 |
| Bank of America Corp.<sup>(a)</sup> | 4.01% | 03/05/2029 | 8000.0 | 7991 |
| Bank of America Corp.<sup>(a)</sup> | 3.5% | 06/14/2029 | 48000.0 | 45817 |
| Bank of America Corp.<sup>(a)</sup> | 4.0% | 07/23/2030 | 28000.0 | 27071 |
| Bank of America Corp.<sup>(a)</sup> | 3.98% | 10/22/2030 | 135000.0 | 128570 |
| Bank of America Corp.<sup>(a)</sup> | 3.96% | 02/13/2031 | 8000.0 | 7461 |
| Bank of America Corp.<sup>(a)</sup> | 4.01% | 04/29/2031 | 139000.0 | 129659 |
| Bank of America Corp.<sup>(a)</sup> | 4.16% | 04/22/2032 | 176000.0 | 161715 |
| Bank of America Corp.<sup>(a)</sup> | 4.14% | 07/21/2032 | 122000.0 | 109230 |
| Bank of America Corp.<sup>(a)</sup> | 4.23% | 10/20/2032 | 36000.0 | 32506 |
| Bank of America Corp.<sup>(a)</sup> | 4.36% | 02/04/2033 | 60000.0 | 54971 |
| Bank of America Corp.<sup>(a)</sup> | 4.89% | 09/15/2034 | 76000.0 | 81259 |
| Bank of America Corp.<sup>(a)</sup> | 5.17% | 10/25/2035 | 53000.0 | 54409 |
| Bank of America Corp.<sup>(a)</sup> | 4.92% | 01/24/2036 | 20000.0 | 20923 |
| Bank of America Corp.<sup>(a)</sup> | 5.17% | 02/12/2036 | 39000.0 | 40737 |
| Bank of Montreal<sup>(a)</sup> | 4.31% | 09/10/2030 | 70000.0 | 70973 |
| Bank of Nova Scotia<sup>(a)</sup> | 4.51% | 11/10/2032 | 72000.0 | 72986 |
| JPMorgan Chase & Co.<sup>(a)</sup> | 1.29% | 02/04/2027 | 29000.0 | 28921 |
| JPMorgan Chase & Co.<sup>(a)</sup> | 2.15% | 04/22/2027 | 77000.0 | 76435 |
| JPMorgan Chase & Co.<sup>(a)</sup> | 2.54% | 09/22/2027 | 78000.0 | 76597 |
| JPMorgan Chase & Co.<sup>(a)</sup> | 3.52% | 02/24/2028 | 116000.0 | 114638 |
| JPMorgan Chase & Co.<sup>(a)</sup> | 4.63% | 04/22/2028 | 34000.0 | 34689 |
| JPMorgan Chase & Co.<sup>(a)</sup> | 3.81% | 01/23/2029 | 13000.0 | 12887 |
| JPMorgan Chase & Co.<sup>(a)</sup> | 3.45% | 06/01/2029 | 59000.0 | 56402 |
| JPMorgan Chase & Co.<sup>(a)</sup> | 4.15% | 12/05/2029 | 69000.0 | 69740 |
| JPMorgan Chase & Co.<sup>(a)</sup> | 4.31% | 01/23/2030 | 13000.0 | 13338 |
| JPMorgan Chase & Co.<sup>(a)</sup> | 4.44% | 04/22/2030 | 34000.0 | 35503 |
| JPMorgan Chase & Co.<sup>(a)</sup> | 4.32% | 07/22/2030 | 25000.0 | 25689 |
| JPMorgan Chase & Co.<sup>(a)</sup> | 3.9% | 10/15/2030 | 11000.0 | 10445 |
| JPMorgan Chase & Co.<sup>(a)</sup> | 4.25% | 10/22/2030 | 200000.0 | 203015 |
| JPMorgan Chase & Co.<sup>(a)</sup> | 4.37% | 01/24/2031 | 158000.0 | 163472 |
| JPMorgan Chase & Co.<sup>(a)</sup> | 4.85% | 04/22/2035 | 22000.0 | 23494 |
| JPMorgan Chase & Co.<sup>(a)</sup> | 4.92% | 04/22/2036 | 45000.0 | 47354 |
| JPMorgan Chase & Co.<sup>(a)</sup> | 5.12% | 07/23/2036 | 11000.0 | 11406 |
| JPMorgan Chase & Co.<sup>(a)</sup> | 4.87% | 10/22/2036 | 219000.0 | 217973 |
| Royal Bank of Canada<sup>(d)</sup> | 3.91% | 08/01/2028 | 35000.0 | 36104 |
| Royal Bank of Canada<sup>(a)</sup> | 4.18% | 08/06/2029 | 38000.0 | 38397 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| Royal Bank of Canada<sup>(a)</sup> | 4.34% | 08/02/2030 | 25000.0 | 25648 |
| Royal Bank of Canada<sup>(a)</sup> | 4.29% | 10/18/2030 | 127000.0 | 128940 |
| Royal Bank of Canada<sup>(a)</sup> | 4.46% | 02/04/2031 | 127000.0 | 130954 |
| Royal Bank of Canada<sup>(a)</sup> | 4.41% | 08/06/2031 | 130000.0 | 131841 |
| Toronto-Dominion Bank<sup>(d)</sup> | 3.96% | 07/17/2028 | 85000.0 | 88179 |
| Toronto-Dominion Bank<sup>(d)</sup> | 4.42% | 01/30/2032 | 40000.0 | 41862 |
|  |  |  |  | 3234219 |
| **Electrical Equipment Manufacturing - 0.1%** |  |  |  |  |
| Carrier Global Corp. | 4.23% | 02/15/2030 | 120000.0 | 113211 |
| Carrier Global Corp. | 4.78% | 03/15/2034 | 8000.0 | 8605 |
|  |  |  |  | 121816 |
| **Entertainment Content - 0.0%<sup>(c)</sup>** |  |  |  |  |
| Netflix, Inc.<sup>(d)</sup> | 3.94% | 11/15/2028 | 49000.0 | 51557 |
| **Exploration & Production - 0.6%** |  |  |  |  |
| APA Corp. | 6.73% | 02/15/2055 | 13000.0 | 13035 |
| Canadian Natural Resources Ltd. | 5.13% | 12/15/2034 | 24000.0 | 24466 |
| Devon Energy Corp. | 5.22% | 09/15/2034 | 42000.0 | 41947 |
| Diamondback Energy, Inc. | 5.86% | 03/15/2052 | 4000.0 | 3143 |
| Diamondback Energy, Inc. | 6.11% | 03/15/2053 | 7000.0 | 7126 |
| EOG Resources, Inc. | 4.53% | 07/15/2032 | 64000.0 | 65681 |
| EOG Resources, Inc. | 4.96% | 01/15/2036 | 39000.0 | 40180 |
| Hess Corp. | 3.91% | 04/01/2027 | 67000.0 | 67318 |
| Occidental Petroleum Corp. | 5.26% | 07/15/2027 | 19000.0 | 19899 |
| Occidental Petroleum Corp. | 4.81% | 01/01/2031 | 70000.0 | 74038 |
| Occidental Petroleum Corp. | 4.9% | 01/01/2032 | 17000.0 | 17418 |
| Occidental Petroleum Corp.<sup>(d)</sup> | 5.98% | 03/15/2040 | 33000.0 | 33686 |
| Ovintiv, Inc. | 4.3% | 05/15/2028 | 18000.0 | 18541 |
| Ovintiv, Inc. | 6.53% | 07/15/2053 | 16000.0 | 17159 |
| Viper Energy Partners LLC | 5.41% | 08/01/2035 | 51000.0 | 52079 |
| Woodside Finance Ltd. | 4.68% | 05/19/2030 | 44000.0 | 45236 |
| Woodside Finance Ltd. | 4.92% | 05/19/2032 | 40000.0 | 41687 |
| Woodside Finance Ltd. | 5.4% | 05/19/2035 | 46000.0 | 48018 |
|  |  |  |  | 630657 |
| **Financial Services - 2.2%** |  |  |  |  |
| Ameriprise Financial, Inc. | 3.94% | 12/15/2028 | 34000.0 | 35657 |
| Blackstone Holdings I LP | 4.03% | 08/05/2028 | 70000.0 | 65886 |
| Blackstone Holdings I LP | 4.21% | 01/10/2030 | 8000.0 | 7498 |
| Blackstone Holdings I LP | 4.6% | 01/30/2032 | 62000.0 | 53533 |
| Brookfield Asset Management Ltd. | 5.28% | 01/15/2036 | 64000.0 | 64096 |
| Brookfield Finance, Inc. | 4.16% | 06/02/2026 | 62000.0 | 62022 |
| Charles Schwab Corp.<sup>(a)</sup> | 4.54% | 11/17/2029 | 21000.0 | 22228 |
| CME Group, Inc. | 3.99% | 03/15/2030 | 129000.0 | 131006 |
| Codelco, Inc. | 5.3% | 09/21/2035 | 225000.0 | 230433 |
| Goldman Sachs Group, Inc.<sup>(a)</sup> | 4.71% | 10/24/2029 | 3000.0 | 3184 |
| Goldman Sachs Group, Inc.<sup>(a)</sup> | 4.55% | 04/25/2030 | 24000.0 | 25094 |
| Goldman Sachs Group, Inc.<sup>(a)</sup> | 4.42% | 07/23/2030 | 21000.0 | 21537 |
| Goldman Sachs Group, Inc.<sup>(a)</sup> | 4.94% | 07/23/2035 | 23000.0 | 23681 |
| Goldman Sachs Group, Inc.<sup>(a)</sup> | 5.01% | 01/28/2036 | 31000.0 | 32270 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| Goldman Sachs Group, Inc.<sup>(a)</sup> | 5.62% | 01/28/2056 | 17000.0 | 17277 |
| Intercontinental Exchange, Inc. | 3.9% | 09/01/2028 | 45000.0 | 44695 |
| Intercontinental Exchange, Inc. | 4.15% | 06/15/2030 | 200000.0 | 183449 |
| LPL Holdings, Inc. | 4.21% | 05/20/2027 | 49000.0 | 49975 |
| LPL Holdings, Inc. | 4.54% | 03/15/2030 | 46000.0 | 47143 |
| LPL Holdings, Inc. | 4.62% | 06/15/2030 | 60000.0 | 61265 |
| Morgan Stanley<sup>(d)</sup> | 3.89% | 07/27/2026 | 22000.0 | 21905 |
| Morgan Stanley<sup>(a)</sup> | 2.25% | 05/04/2027 | 35000.0 | 34700 |
| Morgan Stanley<sup>(a)</sup> | 2.43% | 07/20/2027 | 32000.0 | 31552 |
| Morgan Stanley<sup>(a)</sup> | 3.28% | 01/21/2028 | 56000.0 | 55115 |
| Morgan Stanley<sup>(a)</sup> | 3.61% | 07/22/2028 | 20000.0 | 19869 |
| Morgan Stanley<sup>(a)</sup> | 4.77% | 10/18/2028 | 11000.0 | 11434 |
| Morgan Stanley<sup>(a)</sup> | 4.4% | 04/20/2029 | 34000.0 | 34789 |
| Morgan Stanley<sup>(a)</sup> | 4.13% | 10/18/2029 | 14000.0 | 14002 |
| Morgan Stanley<sup>(a)</sup> | 4.41% | 01/16/2030 | 7000.0 | 7195 |
| Morgan Stanley<sup>(a)</sup> | 4.39% | 07/19/2030 | 18000.0 | 18477 |
| Morgan Stanley<sup>(a)</sup> | 5.01% | 04/17/2036 | 105000.0 | 110500 |
| Morgan Stanley<sup>(a)</sup> | 3.85% | 09/16/2036 | 32000.0 | 28185 |
| Morgan Stanley<sup>(a)</sup> | 4.97% | 10/22/2036 | 250000.0 | 248437 |
| Morgan Stanley<sup>(a)</sup> | 5.05% | 04/22/2039 | 14000.0 | 13198 |
| Nuveen LLC | 4.37% | 01/15/2030 | 157000.0 | 163820 |
| Raymond James Financial, Inc. | 5.77% | 09/11/2055 | 20000.0 | 19666 |
| State Street Corp. | 4.06% | 02/28/2030 | 200000.0 | 205055 |
| State Street Corp.<sup>(a)</sup> | 4.31% | 10/22/2032 | 45000.0 | 45947 |
| State Street Corp.<sup>(a)</sup> | 3.76% | 11/01/2034 | 108000.0 | 102106 |
| The Bank of New York Mellon Corp.<sup>(a)</sup> | 4.84% | 06/06/2036 | 22000.0 | 22846 |
|  |  |  |  | 2390727 |
| **Food & Beverage - 0.6%** |  |  |  |  |
| Anheuser-Busch InBev Worldwide, Inc. | 4.86% | 04/15/2038 | 17000.0 | 16238 |
| Campbell Soup Co. | 4.35% | 03/21/2029 | 45000.0 | 46143 |
| Cargill, Inc. | 4.17% | 04/23/2030 | 141000.0 | 129724 |
| Cargill, Inc. | 4.32% | 02/02/2031 | 33000.0 | 29089 |
| Cargill, Inc. | 4.69% | 02/11/2035 | 14000.0 | 14447 |
| Coca-Cola Co. | 4.12% | 06/01/2029 | 36000.0 | 37285 |
| Hershey Co. | 4.23% | 02/24/2032 | 70000.0 | 72696 |
| Mars, Inc. | 4.16% | 04/01/2030 | 12000.0 | 11555 |
| Mars, Inc. | 4.39% | 03/01/2032 | 31000.0 | 32010 |
| Mars, Inc. | 4.79% | 03/01/2035 | 53000.0 | 54606 |
| Mars, Inc. | 5.55% | 05/01/2045 | 7000.0 | 7080 |
| Mars, Inc. | 5.69% | 05/01/2055 | 8000.0 | 8008 |
| PepsiCo, Inc. | 3.88% | 01/15/2029 | 163000.0 | 164024 |
| Tyson Foods, Inc. | 4.23% | 03/15/2029 | 29000.0 | 30005 |
|  |  |  |  | 652910 |
| **Forest & Paper Products Manufacturing - 0.1%** |  |  |  |  |
| Suzano Netherlands BV | 5.59% | 01/15/2036 | 100000.0 | 99286 |
| **Governments - 0.5%** |  |  |  |  |
| Mexico Government International Bond | 5.79% | 09/22/2035 | 225000.0 | 222187 |
| Mexico Government International Bond | 6.08% | 01/29/2038 | 250000.0 | 261500 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| Republic of Poland Government International Bond | 4.82% | 02/12/2035 | 100000.0 | 104047 |
|  |  |  |  | 587734 |
| **Hardware - 0.3%** |  |  |  |  |
| CDW LLC | 4.56% | 03/01/2030 | 25000.0 | 25511 |
| Dell International LLC / EMC Corp. | 4.06% | 04/01/2028 | 106000.0 | 107558 |
| FLIR Systems, Inc. | 4.29% | 08/01/2030 | 31000.0 | 28715 |
| Hewlett Packard Enterprise Co. | 4.61% | 10/15/2031 | 59000.0 | 59698 |
| Hewlett Packard Enterprise Co. | 6.12% | 10/15/2054 | 21000.0 | 19529 |
| HP, Inc. | 4.65% | 06/17/2031 | 62000.0 | 56083 |
| NetApp, Inc. | 4.71% | 03/17/2032 | 27000.0 | 28137 |
|  |  |  |  | 325231 |
| **Health Care Facilities & Services - 0.9%** |  |  |  |  |
| Cardinal Health, Inc.<sup>(d)</sup> | 3.91% | 11/15/2026 | 51000.0 | 51344 |
| Cardinal Health, Inc. | 4.8% | 02/15/2034 | 8000.0 | 8346 |
| Cencora, Inc. | 4.71% | 02/15/2034 | 31000.0 | 31862 |
| CVS Health Corp. | 4.37% | 02/21/2030 | 135000.0 | 138838 |
| CVS Health Corp. | 5.11% | 09/15/2035 | 49000.0 | 50254 |
| CVS Health Corp. | 5.37% | 03/25/2038 | 10000.0 | 9473 |
| HCA Healthcare, Inc. | 4.28% | 02/15/2027 | 58000.0 | 58138 |
| HCA Healthcare, Inc. | 4.2% | 06/15/2029 | 150000.0 | 149651 |
| HCA Healthcare, Inc. | 4.39% | 09/01/2030 | 50000.0 | 48149 |
| HCA Healthcare, Inc. | 4.48% | 04/01/2031 | 39000.0 | 40747 |
| HCA Healthcare, Inc. | 4.47% | 07/15/2031 | 13000.0 | 11676 |
| HCA Healthcare, Inc. | 4.61% | 03/15/2032 | 22000.0 | 20840 |
| HCA Healthcare, Inc. | 5.45% | 06/15/2039 | 27000.0 | 26168 |
| HCA Healthcare, Inc. | 5.71% | 03/15/2042 | 4000.0 | 3441 |
| HCA Healthcare, Inc. | 6.01% | 04/01/2054 | 11000.0 | 10985 |
| Laboratory Corp. of America Holdings | 4.54% | 04/01/2032 | 28000.0 | 28015 |
| McKesson Corp. | 4.03% | 09/15/2029 | 27000.0 | 27201 |
| McKesson Corp. | 4.41% | 05/30/2032 | 45000.0 | 46342 |
| McKesson Corp. | 4.77% | 05/30/2035 | 36000.0 | 37303 |
| Quest Diagnostics, Inc. | 4.12% | 12/15/2029 | 136000.0 | 138466 |
| Quest Diagnostics, Inc. | 4.25% | 06/30/2030 | 17000.0 | 16104 |
| Quest Diagnostics, Inc. | 4.43% | 06/30/2031 | 22000.0 | 20265 |
| Quest Diagnostics, Inc. | 4.73% | 11/30/2033 | 19000.0 | 21077 |
| Quest Diagnostics, Inc. | 4.79% | 12/15/2034 | 11000.0 | 11163 |
| Universal Health Services, Inc. | 4.44% | 10/15/2029 | 18000.0 | 18116 |
|  |  |  |  | 1023964 |
| **Home Improvement - 0.0%<sup>(c)</sup>** |  |  |  |  |
| Fortune Brands Innovations, Inc. | 4.36% | 09/15/2029 | 31000.0 | 29834 |
| Fortune Brands Innovations, Inc. | 4.74% | 03/25/2032 | 17000.0 | 16324 |
| Mohawk Industries, Inc. | 4.25% | 09/18/2028 | 7000.0 | 7285 |
|  |  |  |  | 53443 |
| **Industrial Other - 0.2%** |  |  |  |  |
| 3M Co. | 4.8% | 03/15/2035 | 22000.0 | 22567 |
| Element Fleet Management Corp. | 4.12% | 03/13/2027 | 76000.0 | 77339 |
| Honeywell International, Inc. | 4.33% | 02/01/2032 | 48000.0 | 49058 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| Honeywell International, Inc. | 4.71% | 03/01/2035 | 10000.0 | 10216 |
| Quanta Services, Inc. | 4.05% | 08/09/2028 | 104000.0 | 104635 |
|  |  |  |  | 263815 |
| **Industrial Services - 0.0%<sup>(c)</sup>** |  |  |  |  |
| United Airlines 2014-2 Class A Pass Through Trust | 3.88% | 09/03/2026 | 22711.0 | 22692 |
| **Integrated Oils - 0.3%** |  |  |  |  |
| BP Capital Markets America, Inc. | 4.59% | 09/11/2033 | 11000.0 | 11210 |
| BP Capital Markets America, Inc. | 4.66% | 04/10/2034 | 10000.0 | 10224 |
| BP Capital Markets America, Inc. | 4.75% | 11/17/2034 | 35000.0 | 36198 |
| BP Capital Markets PLC<sup>(a)</sup> | 5.94% | 06/18/2174 | 41000.0 | 42306 |
| Chevron U.S.A., Inc. | 3.69% | 08/13/2028 | 143000.0 | 144285 |
| Chevron U.S.A., Inc. | 4.31% | 10/15/2032 | 13000.0 | 13146 |
| Chevron U.S.A., Inc. | 4.66% | 10/15/2035 | 38000.0 | 38559 |
|  |  |  |  | 295928 |
| **Internet Media - 0.9%** |  |  |  |  |
| Alphabet, Inc. | 4.54% | 05/15/2035 | 44000.0 | 43873 |
| Alphabet, Inc. | 4.67% | 11/15/2035 | 49000.0 | 49127 |
| Alphabet, Inc. | 5.51% | 05/15/2055 | 6000.0 | 5775 |
| Alphabet, Inc. | 5.55% | 11/15/2055 | 58000.0 | 57121 |
| Alphabet, Inc. | 5.77% | 11/15/2075 | 38000.0 | 37586 |
| Beignet Investments LLC<sup>(b)</sup> | 6.09% | 05/30/2049 | 28000.0 | 29693 |
| Meta Platforms, Inc. | 4.12% | 11/15/2030 | 56000.0 | 56206 |
| Meta Platforms, Inc. | 4.44% | 11/15/2032 | 43000.0 | 43416 |
| Meta Platforms, Inc. | 4.59% | 08/15/2034 | 69000.0 | 69763 |
| Meta Platforms, Inc. | 4.87% | 11/15/2035 | 57000.0 | 57042 |
| Meta Platforms, Inc. | 5.71% | 11/15/2045 | 72000.0 | 70220 |
| Meta Platforms, Inc. | 5.88% | 08/15/2054 | 18000.0 | 16814 |
| Meta Platforms, Inc. | 5.89% | 11/15/2055 | 44000.0 | 42348 |
| Meta Platforms, Inc. | 5.99% | 05/15/2063 | 17000.0 | 16404 |
| Meta Platforms, Inc. | 6.01% | 08/15/2064 | 20000.0 | 18632 |
| Meta Platforms, Inc. | 6.02% | 11/15/2065 | 45000.0 | 43145 |
| Uber Technologies, Inc. | 4.44% | 08/15/2029 | 25000.0 | 25050 |
| Uber Technologies, Inc. | 4.11% | 01/15/2030 | 150000.0 | 151047 |
| Uber Technologies, Inc. | 4.86% | 09/15/2035 | 100000.0 | 99540 |
| Uber Technologies, Inc. | 5.67% | 09/15/2054 | 17000.0 | 16227 |
|  |  |  |  | 949029 |
| **Life Insurance - 0.8%** |  |  |  |  |
| Athene Global Funding<sup>(d)</sup> | 4.24% | 02/23/2026 | 124000.0 | 124259 |
| Athene Global Funding<sup>(d)</sup> | 5.01% | 11/13/2031 | 71000.0 | 72127 |
| CNO Financial Group, Inc.<sup>(d)</sup> | 4.2% | 06/04/2027 | 63000.0 | 64443 |
| Corebridge Financial, Inc. | 4.77% | 04/05/2032 | 20000.0 | 19070 |
| Corebridge Financial, Inc. | 5.04% | 09/15/2033 | 39000.0 | 41495 |
| Corebridge Financial, Inc. | 4.99% | 01/15/2034 | 17000.0 | 17845 |
| Corebridge Global Funding<sup>(d)</sup> | 4.11% | 08/21/2028 | 105000.0 | 105367 |
| Equitable Financial Life Global Funding<sup>(d)</sup> | 4.37% | 03/27/2030 | 67000.0 | 68615 |
| Northwestern Mutual Global Funding<sup>(d)</sup> | 3.9% | 06/01/2028 | 98000.0 | 93078 |
| Northwestern Mutual Life Insurance Co. | 5.71% | 05/29/2055 | 14000.0 | 14922 |
| RGA Global Funding<sup>(d)</sup> | 4.15% | 08/25/2028 | 200000.0 | 200982 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| RGA Global Funding<sup>(d)</sup> | 4.27% | 05/24/2029 | 59000.0 | 61176 |
|  |  |  |  | 883379 |
| **Machinery Manufacturing - 0.8%** |  |  |  |  |
| Agco Corp. | 4.25% | 03/21/2027 | 39000.0 | 39551 |
| Caterpillar Financial Services Corp.<sup>(d)</sup> | 3.94% | 11/15/2029 | 125000.0 | 128384 |
| Caterpillar, Inc. | 4.68% | 05/15/2035 | 43000.0 | 44672 |
| CNH Industrial NV | 4.31% | 01/12/2029 | 55000.0 | 56840 |
| CNH Industrial NV | 4.34% | 04/20/2029 | 54000.0 | 55244 |
| Ingersoll Rand, Inc. | 4.01% | 08/14/2028 | 23000.0 | 23789 |
| Ingersoll Rand, Inc. | 4.09% | 06/15/2029 | 24000.0 | 24834 |
| Ingersoll Rand, Inc. | 4.83% | 06/15/2034 | 9000.0 | 9385 |
| John Deere Capital Corp.<sup>(d)</sup> | 3.81% | 07/14/2028 | 27000.0 | 27741 |
| John Deere Capital Corp.<sup>(d)</sup> | 3.89% | 04/18/2029 | 8000.0 | 7867 |
| John Deere Capital Corp.<sup>(d)</sup> | 3.92% | 06/11/2029 | 33000.0 | 33978 |
| John Deere Capital Corp.<sup>(d)</sup> | 4.05% | 06/10/2030 | 160000.0 | 164213 |
| John Deere Capital Corp.<sup>(d)</sup> | 4.16% | 03/07/2031 | 158000.0 | 163409 |
| John Deere Capital Corp.<sup>(d)</sup> | 4.18% | 09/08/2031 | 163000.0 | 164812 |
|  |  |  |  | 944719 |
| **Managed Care - 0.8%** |  |  |  |  |
| Centene Corp. | 5.51% | 10/15/2030 | 121000.0 | 108346 |
| Cigna Group | 4.41% | 03/15/2031 | 237000.0 | 214805 |
| Cigna Group | 4.66% | 03/15/2033 | 21000.0 | 21937 |
| Cigna Group | 4.98% | 01/15/2036 | 84000.0 | 85766 |
| Cigna Group | 5.22% | 08/15/2038 | 73000.0 | 70164 |
| Cigna Group | 5.79% | 02/15/2054 | 17000.0 | 16551 |
| Elevance Health, Inc. | 4.46% | 11/01/2031 | 125000.0 | 128107 |
| Elevance Health, Inc. | 4.6% | 09/15/2032 | 28000.0 | 28008 |
| Elevance Health, Inc. | 4.53% | 10/15/2032 | 34000.0 | 35917 |
| Elevance Health, Inc. | 4.87% | 02/15/2035 | 21000.0 | 21502 |
| Health Care Service Corp. | 4.38% | 06/15/2029 | 57000.0 | 58484 |
| Humana, Inc. | 4.62% | 04/15/2031 | 39000.0 | 40366 |
| UnitedHealth Group, Inc. | 4.44% | 01/15/2032 | 49000.0 | 50324 |
| UnitedHealth Group, Inc. | 4.77% | 07/15/2034 | 11000.0 | 11291 |
| UnitedHealth Group, Inc. | 5.24% | 05/15/2040 | 10000.0 | 7511 |
| UnitedHealth Group, Inc. | 5.73% | 06/15/2055 | 24000.0 | 24757 |
| UnitedHealth Group, Inc. | 5.87% | 07/15/2064 | 7000.0 | 6870 |
|  |  |  |  | 930706 |
| **Mass Merchants - 0.1%** |  |  |  |  |
| Walmart, Inc. | 4.5% | 04/28/2035 | 114000.0 | 117463 |
| **Medical Equipment & Devices Manufacturing - 0.4%** |  |  |  |  |
| Becton, Dickinson and Co. | 4.01% | 02/13/2028 | 51000.0 | 51704 |
| Solventum Corp. | 4.47% | 03/13/2031 | 125000.0 | 130618 |
| Solventum Corp. | 4.96% | 03/23/2034 | 28000.0 | 29205 |
| Solventum Corp. | 5.84% | 04/30/2054 | 6000.0 | 6052 |
| Stryker Corp. | 4.11% | 02/10/2030 | 100000.0 | 102777 |
| Thermo Fisher Scientific, Inc. | 4.05% | 08/10/2030 | 127000.0 | 131892 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| Zimmer Biomet Holdings, Inc. | 4.1% | 12/01/2028 | 40000 | 41363 |
|  |  |  |  | 493611 |
| **Metals & Mining - 0.2%** |  |  |  |  |
| BHP Billiton Finance USA Ltd. | 4.23% | 09/08/2030 | 38000 | 39635 |
| BHP Billiton Finance USA Ltd. | 4.39% | 02/21/2032 | 39000 | 40537 |
| Nucor Corp. | 4.76% | 06/01/2035 | 55000 | 56420 |
| Rio Tinto Finance USA PLC | 4.36% | 03/14/2032 | 39000 | 40344 |
| Rio Tinto Finance USA PLC | 5.58% | 03/14/2055 | 8000 | 8194 |
| Steel Dynamics, Inc. | 3.9% | 10/15/2027 | 28000 | 26921 |
|  |  |  |  | 212051 |
| **Oil & Gas Services & Equipment - 0.2%** |  |  |  |  |
| Schlumberger Holdings Corp. | 4.17% | 11/15/2029 | 65000 | 66911 |
| Schlumberger Holdings Corp. | 4.12% | 06/26/2030 | 174000 | 163624 |
|  |  |  |  | 230535 |
| **Pharmaceuticals - 1.0%** |  |  |  |  |
| Abbvie, Inc. | 3.81% | 11/21/2026 | 34000 | 33747 |
| Abbvie, Inc. | 3.81% | 03/15/2028 | 21000 | 21369 |
| Abbvie, Inc. | 4.02% | 11/21/2029 | 169000 | 164050 |
| Abbvie, Inc. | 4.19% | 03/15/2031 | 200000 | 207075 |
| Abbvie, Inc. | 4.71% | 05/14/2035 | 10000 | 9839 |
| Abbvie, Inc. | 5.11% | 11/21/2039 | 18000 | 16126 |
| Abbvie, Inc. | 5.52% | 03/15/2055 | 17000 | 17186 |
| Astrazeneca Finance LLC | 4.11% | 02/26/2031 | 69000 | 71514 |
| Bristol-Myers Squibb Co. | 5.05% | 06/15/2039 | 9000 | 8196 |
| Eli Lilly and Co. | 5.46% | 08/14/2054 | 18000 | 16929 |
| Eli Lilly and Co. | 5.44% | 02/12/2055 | 14000 | 14121 |
| GSK PLC | 4.7% | 04/15/2035 | 50000 | 50660 |
| Johnson & Johnson | 3.87% | 03/01/2030 | 126000 | 129968 |
| Johnson & Johnson | 4.65% | 03/03/2037 | 17000 | 15497 |
| Pfizer Investment Enterprises Pte. Ltd. | 4.12% | 05/19/2030 | 128000 | 130689 |
| Pfizer Investment Enterprises Pte. Ltd. | 4.54% | 05/19/2033 | 21000 | 21269 |
| Pfizer Investment Enterprises Pte. Ltd. | 5.78% | 05/19/2063 | 14000 | 13060 |
| Viatris, Inc. | 4.83% | 06/22/2030 | 35000 | 32028 |
| Viatris, Inc. | 6.3% | 06/22/2040 | 7000 | 5385 |
| Zoetis, Inc. | 3.9% | 08/17/2028 | 80000 | 80499 |
|  |  |  |  | 1059207 |
| **Pipeline - 1.0%** |  |  |  |  |
| Cheniere Energy, Inc. | 4.42% | 10/01/2029 | 24000 | 24067 |
| Colonial Enterprises, Inc. | 4.77% | 05/15/2030 | 7000 | 6586 |
| Columbia Pipeline Group, Inc. | 4.38% | 08/15/2028 | 65000 | 67649 |
| Columbia Pipeline Group, Inc. | 4.69% | 10/01/2031 | 34000 | 34696 |
| Enbridge, Inc.<sup>(a)</sup> | 5.67% | 07/15/2080 | 45000 | 45592 |
| Energy Transfer LP | 4.38% | 04/01/2030 | 27000 | 27855 |
| Energy Transfer LP | 4.4% | 05/15/2030 | 132000 | 128643 |
| Energy Transfer LP | 5.55% | 06/15/2038 | 9000 | 9198 |
| Energy Transfer LP | 6.1% | 04/01/2044 | 24000 | 21902 |
| Enterprise Products Operating LLC | 4.76% | 02/15/2035 | 20000 | 20282 |
| Kinder Morgan, Inc. | 5.0% | 12/01/2034 | 71000 | 72540 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| MPLX LP | 4.12% | 03/01/2026 | 27000.0 | 26895 |
| MPLX LP | 4.39% | 08/15/2030 | 50000.0 | 46387 |
| MPLX LP | 4.51% | 02/15/2031 | 7000.0 | 7092 |
| MPLX LP | 4.88% | 01/15/2033 | 31000.0 | 31224 |
| MPLX LP | 5.17% | 06/01/2034 | 9000.0 | 9202 |
| ONEOK, Inc. | 6.2% | 10/15/2055 | 7000.0 | 7049 |
| Sabine Pass Liquefaction LLC | 4.39% | 03/15/2027 | 201000.0 | 202414 |
| Sabine Pass Liquefaction LLC | 4.1% | 03/15/2028 | 10000.0 | 10020 |
| Targa Resources Corp. | 5.13% | 02/15/2035 | 10000.0 | 10267 |
| Targa Resources Corp. | 5.35% | 07/30/2036 | 51000.0 | 51209 |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp. | 4.72% | 02/01/2031 | 25000.0 | 25174 |
| TransCanada PipeLines Ltd.<sup>(a)</sup> | 6.77% | 06/01/2065 | 50000.0 | 51573 |
| Transcontinental Gas Pipe Line Co. LLC | 4.26% | 05/15/2030 | 135000.0 | 129615 |
| Western Midstream Operating LP | 5.32% | 11/15/2034 | 43000.0 | 43397 |
| Williams Cos., Inc. | 4.14% | 03/15/2029 | 18000.0 | 18406 |
|  |  |  |  | 1128934 |
| **Power Generation - 0.2%** |  |  |  |  |
| Liberty Utilities Co. | 4.39% | 01/31/2029 | 34000.0 | 35156 |
| Liberty Utilities Co. | 5.04% | 01/31/2034 | 47000.0 | 49548 |
| PSEG Power LLC | 4.58% | 05/15/2030 | 38000.0 | 38930 |
| PSEG Power LLC | 5.16% | 05/15/2035 | 43000.0 | 44856 |
|  |  |  |  | 168490 |
| **Property & Casualty Insurance - 0.5%** |  |  |  |  |
| American International Group, Inc. | 4.24% | 06/30/2030 | 137000.0 | 132355 |
| Aon North America, Inc. | 3.98% | 03/01/2027 | 18000.0 | 18232 |
| Aon North America, Inc. | 4.14% | 03/01/2029 | 46000.0 | 47367 |
| Assurant, Inc. | 5.27% | 02/15/2036 | 88000.0 | 89883 |
| Brown & Brown, Inc. | 4.51% | 06/23/2030 | 51000.0 | 51803 |
| Chubb INA Holdings, Inc. | 4.82% | 08/15/2035 | 76000.0 | 76490 |
| Hanover Insurance Group, Inc. | 5.24% | 09/01/2035 | 120000.0 | 122300 |
| Hanover Insurance Group, Inc. | 6.58% | 02/12/2047 | 14000.0 | 13270 |
| Horace Mann Educators Corp. | 4.84% | 10/01/2030 | 42000.0 | 41758 |
|  |  |  |  | 593458 |
| **Railroad - 0.4%** |  |  |  |  |
| Canadian National Railway Co. | 4.21% | 03/12/2031 | 77000.0 | 76957 |
| Canadian National Railway Co. | 4.7% | 11/12/2035 | 60000.0 | 60225 |
| Canadian Pacific Railway Co. | 4.09% | 11/15/2029 | 190000.0 | 181811 |
| Norfolk Southern Corp. | 4.13% | 08/01/2030 | 4000.0 | 4153 |
| Norfolk Southern Corp. | 4.7% | 03/15/2034 | 11000.0 | 11629 |
| Union Pacific Corp. | 4.63% | 02/20/2035 | 31000.0 | 32068 |
| Westinghouse Air Brake Technologies Corp. | 4.18% | 09/15/2028 | 34000.0 | 34444 |
|  |  |  |  | 401287 |
| **Real Estate - 1.3%** |  |  |  |  |
| American Homes 4 Rent | 4.1% | 02/15/2028 | 17000.0 | 17053 |
| American Homes 4 Rent | 4.6% | 04/15/2032 | 8000.0 | 7578 |
| American Homes 4 Rent | 4.94% | 02/01/2034 | 58000.0 | 60151 |
| American Tower Corp. | 3.98% | 03/15/2027 | 27000.0 | 26897 |
| American Tower Corp. | 4.08% | 03/15/2028 | 11000.0 | 11325 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| American Tower Corp. | 4.05% | 07/15/2028 | 23000.0 | 23660 |
| Camden Property Trust | 4.09% | 11/03/2026 | 49000.0 | 49706 |
| Crown Castle, Inc. | 4.08% | 03/15/2027 | 27000.0 | 26630 |
| Crown Castle, Inc. | 4.16% | 09/01/2028 | 58000.0 | 58934 |
| Crown Castle, Inc. | 4.34% | 06/01/2029 | 34000.0 | 35342 |
| Crown Castle, Inc. | 4.37% | 09/01/2029 | 52000.0 | 52922 |
| Crown Castle, Inc. | 4.54% | 07/01/2030 | 31000.0 | 29448 |
| Crown Castle, Inc. | 4.61% | 04/01/2031 | 57000.0 | 50384 |
| Crown Castle, Inc. | 4.66% | 07/15/2031 | 18000.0 | 16119 |
| Crown Castle, Inc. | 4.93% | 05/01/2033 | 10000.0 | 10106 |
| Crown Castle, Inc. | 5.04% | 03/01/2034 | 15000.0 | 15759 |
| CubeSmart LP | 4.09% | 12/15/2028 | 35000.0 | 33228 |
| Extra Space Storage, Inc. | 4.23% | 04/01/2029 | 35000.0 | 34653 |
| Extra Space Storage, Inc. | 4.27% | 06/15/2029 | 18000.0 | 17844 |
| Extra Space Storage, Inc. | 4.96% | 01/15/2035 | 17000.0 | 17474 |
| First Industrial LP | 4.75% | 01/15/2031 | 64000.0 | 65424 |
| GLP Capital LP / GLP Financing II, Inc. | 5.17% | 02/15/2033 | 80000.0 | 80376 |
| Host Hotels & Resorts LP | 5.3% | 04/15/2035 | 22000.0 | 22317 |
| Invitation Homes, Inc. | 4.1% | 11/15/2028 | 57000.0 | 54244 |
| Invitation Homes, Inc. | 4.5% | 08/15/2031 | 36000.0 | 31563 |
| Invitation Homes, Inc. | 4.86% | 08/15/2033 | 21000.0 | 21849 |
| Kite Realty Group LP | 4.17% | 10/01/2026 | 15000.0 | 14982 |
| Mid-America Apartments LP | 4.42% | 02/15/2032 | 23000.0 | 24073 |
| NNN REIT, Inc. | 4.38% | 02/15/2031 | 130000.0 | 131304 |
| Omega Healthcare Investors, Inc. | 4.73% | 07/01/2030 | 37000.0 | 37698 |
| Piedmont Operating Partnership LP | 5.36% | 04/01/2032 | 10000.0 | 8632 |
| Prologis Targeted US Logistics Fund LP | 4.21% | 04/01/2029 | 62000.0 | 63940 |
| Prologis Targeted US Logistics Fund LP | 4.86% | 04/01/2034 | 18000.0 | 18775 |
| Realty Income Corp. | 3.89% | 08/15/2027 | 58000.0 | 58054 |
| Rexford Industrial Realty LP | 4.61% | 09/01/2031 | 105000.0 | 92253 |
| Sabra Health Care LP | 4.82% | 12/01/2031 | 16000.0 | 14680 |
| Welltower OP LLC | 4.2% | 07/01/2030 | 119000.0 | 120472 |
| Weyerhaeuser Co.<sup>(d)</sup> | 4.14% | 05/15/2026 | 6000.0 | 6013 |
|  |  |  |  | 1461862 |
| **Refining & Marketing - 0.1%** |  |  |  |  |
| Marathon Petroleum Corp. | 4.29% | 12/15/2026 | 33000.0 | 33255 |
| Marathon Petroleum Corp. | 5.26% | 03/01/2035 | 35000.0 | 36103 |
|  |  |  |  | 69358 |
| **Retail - Consumer Discretionary - 0.7%** |  |  |  |  |
| Amazon.com, Inc. | 4.09% | 05/12/2031 | 46000.0 | 41627 |
| Amazon.com, Inc. | 4.37% | 03/20/2033 | 44000.0 | 43946 |
| Amazon.com, Inc. | 4.68% | 11/20/2035 | 80000.0 | 79840 |
| Amazon.com, Inc. | 5.59% | 11/20/2055 | 87000.0 | 85281 |
| Amazon.com, Inc. | 5.71% | 11/20/2065 | 78000.0 | 76000 |
| AutoZone, Inc. | 4.09% | 11/01/2028 | 21000.0 | 22205 |
| Home Depot, Inc. | 4.06% | 04/15/2030 | 138000.0 | 130705 |
| Home Depot, Inc. | 5.08% | 04/15/2040 | 13000.0 | 10674 |
| Lowe's Co's., Inc. | 3.9% | 10/15/2028 | 200000.0 | 200543 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| Lowe's Co's., Inc. | 4.57% | 10/15/2032 | 63000.0 | 62751 |
|  |  |  |  | 753572 |
| **Retail - Consumer Staples - 0.0%<sup>(c)</sup>** |  |  |  |  |
| Bunge Limited Finance Corp. | 4.12% | 09/17/2029 | 11000.0 | 11031 |
| Sysco Corp. | 4.89% | 03/23/2035 | 14000.0 | 14528 |
|  |  |  |  | 25559 |
| **Semiconductors - 0.8%** |  |  |  |  |
| Applied Materials, Inc. | 4.76% | 01/15/2036 | 133000.0 | 131294 |
| Broadcom, Inc. | 4.2% | 04/15/2030 | 29000.0 | 29956 |
| Broadcom, Inc. | 4.3% | 02/15/2031 | 70000.0 | 64111 |
| Broadcom, Inc. | 4.47% | 04/15/2032 | 13000.0 | 13517 |
| Broadcom, Inc. | 4.49% | 07/15/2032 | 44000.0 | 45008 |
| Broadcom, Inc. | 4.74% | 10/15/2034 | 32000.0 | 32134 |
| Broadcom, Inc. | 4.99% | 11/15/2036 | 149000.0 | 126694 |
| Broadcom, Inc. | 5.05% | 05/15/2037 | 96000.0 | 95010 |
| Intel Corp. | 4.31% | 11/15/2029 | 39000.0 | 36442 |
| Intel Corp. | 4.83% | 02/10/2033 | 3000.0 | 3066 |
| Intel Corp. | 6.18% | 02/10/2053 | 4000.0 | 3748 |
| Marvell Technology, Inc. | 4.24% | 02/15/2029 | 28000.0 | 29224 |
| Micron Technology, Inc. | 5.02% | 01/15/2035 | 34000.0 | 35909 |
| Micron Technology, Inc. | 5.14% | 11/01/2035 | 98000.0 | 104840 |
| NXP BV / NXP Funding LLC / NXP USA, Inc. | 4.23% | 06/18/2029 | 28000.0 | 28066 |
| NXP BV / NXP Funding LLC | 5.3% | 03/01/2026 | 105000.0 | 105008 |
| QUALCOMM, Inc. | 4.33% | 05/20/2032 | 28000.0 | 28651 |
| QUALCOMM, Inc. | 5.57% | 05/20/2053 | 11000.0 | 11654 |
|  |  |  |  | 924332 |
| **Software & Services - 1.2%** |  |  |  |  |
| Accenture Capital, Inc. | 4.2% | 10/04/2031 | 90000.0 | 90242 |
| Adobe, Inc. | 3.95% | 01/17/2030 | 126000.0 | 130652 |
| Booz Allen Hamilton, Inc. | 4.58% | 09/01/2028 | 52000.0 | 51085 |
| Cadence Design Systems, Inc. | 4.12% | 09/10/2029 | 39000.0 | 39238 |
| Constellation Software, Inc. | 4.44% | 02/16/2029 | 53000.0 | 54106 |
| Equifax, Inc. | 4.41% | 05/15/2030 | 39000.0 | 36983 |
| Intuit, Inc. | 3.86% | 09/15/2028 | 24000.0 | 24772 |
| Intuit, Inc. | 5.56% | 09/15/2053 | 15000.0 | 14871 |
| Kyndryl Holdings, Inc. | 4.24% | 10/15/2028 | 33000.0 | 31674 |
| MSCI, Inc. | 4.67% | 09/01/2030 | 59000.0 | 56435 |
| MSCI, Inc. | 5.21% | 03/15/2036 | 35000.0 | 34840 |
| Oracle Corp. | 4.48% | 03/25/2028 | 66000.0 | 62970 |
| Oracle Corp. | 4.94% | 04/01/2030 | 39000.0 | 36058 |
| Oracle Corp. | 5.49% | 02/06/2033 | 47000.0 | 45392 |
| Oracle Corp. | 5.8% | 05/15/2035 | 29000.0 | 25059 |
| Oracle Corp. | 5.73% | 09/26/2035 | 21000.0 | 20175 |
| Oracle Corp. | 5.93% | 07/15/2036 | 46000.0 | 38579 |
| Oracle Corp. | 6.07% | 11/15/2037 | 31000.0 | 25101 |
| Oracle Corp. | 6.74% | 09/26/2045 | 17000.0 | 15402 |
| Oracle Corp. | 6.88% | 09/27/2054 | 48000.0 | 38994 |
| Oracle Corp. | 6.91% | 08/03/2055 | 31000.0 | 27458 |
| Oracle Corp. | 6.81% | 09/26/2055 | 58000.0 | 51644 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| Oracle Corp. | 6.99% | 09/27/2064 | 17000.0 | 13629 |
| Oracle Corp. | 6.94% | 08/03/2065 | 14000.0 | 12462 |
| Oracle Corp. | 6.95% | 09/26/2065 | 10000.0 | 8860 |
| Roper Technologies, Inc. | 4.09% | 09/15/2028 | 104000.0 | 104435 |
| S&P Global, Inc. | 3.98% | 03/01/2029 | 41000.0 | 39456 |
| S&P Global, Inc. | 4.1% | 08/15/2030 | 149000.0 | 131301 |
| Synopsys, Inc. | 4.56% | 04/01/2032 | 27000.0 | 27646 |
| Take-Two Interactive Software, Inc. | 4.26% | 06/12/2029 | 28000.0 | 29014 |
|  |  |  |  | 1318533 |
| **Supermarkets & Pharmacies - 0.4%** |  |  |  |  |
| Alimentation Couche-Tard, Inc. | 4.08% | 09/29/2028 | 357000.0 | 357628 |
| Kroger Co. | 5.81% | 09/15/2054 | 32000.0 | 30628 |
| Kroger Co. | 5.93% | 09/15/2064 | 7000.0 | 6705 |
|  |  |  |  | 394961 |
| **Tobacco - 0.3%** |  |  |  |  |
| Altria Group, Inc. | 4.02% | 11/01/2028 | 40000.0 | 42310 |
| BAT Capital Corp. | 4.0% | 08/15/2027 | 22000.0 | 21849 |
| BAT Capital Corp. | 4.44% | 02/20/2031 | 13000.0 | 13822 |
| BAT Capital Corp. | 5.28% | 08/15/2037 | 38000.0 | 35103 |
| Philip Morris International, Inc. | 4.03% | 02/13/2029 | 53000.0 | 54300 |
| Philip Morris International, Inc. | 4.31% | 11/01/2031 | 125000.0 | 127808 |
| Reynolds American, Inc. | 5.94% | 08/15/2045 | 4000.0 | 3961 |
|  |  |  |  | 299153 |
| **Transportation & Logistics - 0.4%** |  |  |  |  |
| FedEx Corp.<sup>(b)</sup> | 3.65% | 02/20/2034 | 24177.0 | 21175 |
| GXO Logistics, Inc. | 4.46% | 05/06/2029 | 13000.0 | 13716 |
| PACCAR Financial Corp.<sup>(d)</sup> | 3.69% | 08/08/2028 | 154000.0 | 155186 |
| Ryder System, Inc. | 4.03% | 06/01/2028 | 30000.0 | 30836 |
| Ryder System, Inc. | 4.14% | 03/15/2029 | 7000.0 | 7257 |
| Ryder System, Inc. | 4.14% | 06/01/2029 | 44000.0 | 45896 |
| Ryder System, Inc. | 4.21% | 09/01/2029 | 39000.0 | 39965 |
| Ryder System, Inc. | 4.32% | 03/15/2030 | 135000.0 | 138499 |
| Ryder System, Inc. | 4.8% | 12/01/2033 | 24000.0 | 26819 |
| United Parcel Service, Inc. | 5.69% | 05/14/2055 | 8000.0 | 8300 |
| United Parcel Service, Inc. | 5.8% | 05/14/2065 | 4000.0 | 4155 |
|  |  |  |  | 491804 |
| **Travel & Lodging - 0.3%** |  |  |  |  |
| Hyatt Hotels Corp. | 4.32% | 06/30/2029 | 18000.0 | 18541 |
| Marriott International, Inc. | 4.21% | 03/15/2030 | 129000.0 | 131894 |
| Marriott International, Inc. | 4.43% | 10/15/2031 | 131000.0 | 131479 |
| Marriott International, Inc. | 4.92% | 03/15/2035 | 17000.0 | 17540 |
| Marriott International, Inc. | 5.05% | 10/15/2035 | 52000.0 | 52813 |
|  |  |  |  | 352267 |
| **Utilities - 5.0%** |  |  |  |  |
| AEP Texas, Inc. | 4.28% | 05/15/2029 | 56000.0 | 58041 |
| Aes Corp. | 4.2% | 01/15/2026 | 102000.0 | 101884 |
| Aes Corp. | 4.4% | 06/01/2028 | 37000.0 | 37882 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| Aes Corp. | 4.5% | 07/15/2030 | 72000 | 70386 |
| Aes Corp. | 5.3% | 03/15/2032 | 45000 | 46186 |
| Alabama Power Co. | 4.66% | 11/15/2033 | 21000 | 22627 |
| Algonquin Power & Utilities Corp.<sup>(d)</sup> | 4.26% | 06/15/2026 | 33000 | 33163 |
| Ameren Corp. | 4.06% | 03/15/2028 | 33000 | 31411 |
| Ameren Corp. | 4.18% | 01/15/2029 | 28000 | 28648 |
| American Electric Power Co., Inc. | 4.75% | 03/01/2033 | 15000 | 15789 |
| American Transmission Systems, Inc. | 4.51% | 01/15/2032 | 18000 | 16251 |
| Arizona Public Service Co. | 3.87% | 09/15/2027 | 60000 | 59103 |
| Avangrid, Inc. | 4.18% | 06/01/2029 | 23000 | 22725 |
| Black Hills Corp. | 4.3% | 10/15/2029 | 15000 | 14349 |
| Black Hills Corp. | 4.51% | 01/31/2031 | 126000 | 126211 |
| Black Hills Corp. | 5.04% | 01/15/2035 | 17000 | 18175 |
| Boston Gas Co. | 4.99% | 01/10/2035 | 28000 | 29714 |
| CenterPoint Energy, Inc. | 4.23% | 06/01/2029 | 30000 | 31103 |
| Cleveland Electric Illuminating Co. | 4.24% | 04/01/2028 | 104000 | 102356 |
| CMS Energy Corp.<sup>(a)</sup> | 4.86% | 06/01/2050 | 41000 | 40363 |
| CMS Energy Corp.<sup>(a)</sup> | 4.26% | 12/01/2050 | 54000 | 49832 |
| DTE Energy Co. | 4.0% | 07/01/2027 | 14000 | 14192 |
| DTE Energy Co. | 4.34% | 04/01/2030 | 158000 | 163203 |
| Duke Energy Carolinas LLC | 3.73% | 12/01/2026 | 120000 | 119169 |
| Duke Energy Carolinas LLC | 4.2% | 04/15/2031 | 178000 | 164211 |
| Duke Energy Florida LLC | 4.2% | 12/15/2031 | 28000 | 25366 |
| Duke Energy Florida LLC | 4.6% | 11/15/2033 | 10000 | 10834 |
| Duke Energy Progress LLC | 5.59% | 03/15/2055 | 8000 | 7954 |
| Duquesne Light Holdings, Inc. | 4.66% | 10/01/2030 | 14000 | 12745 |
| Enel Finance International NV<sup>(d)</sup> | 4.17% | 09/30/2028 | 220000 | 219753 |
| Entergy Corp. | 4.33% | 06/15/2030 | 139000 | 130479 |
| Entergy Corp. | 4.47% | 06/15/2031 | 146000 | 131493 |
| Entergy Texas, Inc. | 4.01% | 03/30/2029 | 22000 | 21993 |
| Essential Utilities, Inc. | 4.24% | 04/15/2030 | 141000 | 132588 |
| Essential Utilities, Inc. | 4.83% | 01/15/2034 | 14000 | 14504 |
| Essential Utilities, Inc. | 4.94% | 08/15/2035 | 120000 | 122788 |
| Evergy Kansas Central, Inc. | 4.93% | 03/15/2035 | 14000 | 14330 |
| Eversource Energy | 4.12% | 08/15/2026 | 35000 | 34418 |
| Eversource Energy | 4.07% | 03/01/2027 | 57000 | 56246 |
| Eversource Energy | 4.19% | 03/01/2028 | 37000 | 37954 |
| Eversource Energy | 4.31% | 02/01/2029 | 48000 | 50255 |
| Eversource Energy | 4.58% | 03/15/2031 | 31000 | 28110 |
| Eversource Energy | 4.93% | 05/15/2033 | 14000 | 14171 |
| Eversource Energy | 5.02% | 01/01/2034 | 18000 | 18560 |
| Exelon Corp. | 4.08% | 03/15/2028 | 59000 | 60319 |
| Exelon Corp. | 4.16% | 03/15/2029 | 27000 | 27790 |
| FirstEnergy Corp. | 4.12% | 07/15/2027 | 72000 | 71768 |
| Firstenergy Pennsylvania Electric Co. | 4.13% | 03/30/2026 | 29000 | 29072 |
| Florida Power & Light Co. | 4.07% | 05/15/2030 | 125000 | 127766 |
| Florida Power & Light Co. | 4.58% | 06/15/2034 | 20000 | 21007 |
| Georgia Power Co. | 3.9% | 05/16/2028 | 21000 | 21352 |
| Georgia Power Co. | 3.76% | 10/01/2028 | 105000 | 105649 |
| IPALCO Enterprises, Inc. | 4.78% | 05/01/2030 | 27000 | 26444 |
| Kentucky Utilities Co. | 4.59% | 04/15/2033 | 10000 | 10530 |
| Louisville Gas and Electric Co. | 4.64% | 04/15/2033 | 17000 | 17845 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| Monongahela Power Co. | 3.95% | 05/15/2027 | 25000.0 | 24868 |
| Monongahela Power Co. | 4.95% | 02/15/2034 | 24000.0 | 25423 |
| Narragansett Electric Co. | 4.26% | 04/09/2030 | 15000.0 | 14496 |
| National Grid PLC | 4.84% | 01/11/2034 | 38000.0 | 39439 |
| National Rural Utilities Cooperative Finance Corp. | 3.92% | 08/25/2028 | 77000.0 | 77449 |
| National Rural Utilities Cooperative Finance Corp. | 4.08% | 03/15/2030 | 141000.0 | 131917 |
| National Rural Utilities Cooperative Finance Corp. | 4.27% | 06/15/2031 | 160000.0 | 139758 |
| National Rural Utilities Cooperative Finance Corp. | 4.49% | 04/15/2032 | 18000.0 | 16298 |
| National Rural Utilities Cooperative Finance Corp. | 4.51% | 12/15/2032 | 31000.0 | 30342 |
| National Rural Utilities Cooperative Finance Corp. | 4.54% | 01/15/2033 | 4000.0 | 4301 |
| National Rural Utilities Cooperative Finance Corp. | 4.7% | 08/15/2034 | 39000.0 | 39832 |
| NextEra Energy Capital Holdings, Inc. | 4.49% | 03/15/2032 | 32000.0 | 33389 |
| NextEra Energy Capital Holdings, Inc.<sup>(a)</sup> | 6.1% | 08/15/2055 | 33000.0 | 34785 |
| NextEra Energy Capital Holdings, Inc.<sup>(a)</sup> | 6.13% | 08/15/2055 | 33000.0 | 34086 |
| NextEra Energy Capital Holdings, Inc.<sup>(a)</sup> | 3.88% | 03/15/2082 | 48000.0 | 47146 |
| Niagara Mohawk Power Corp. | 4.28% | 06/27/2030 | 189000.0 | 171284 |
| NiSource, Inc. | 5.84% | 04/01/2055 | 11000.0 | 11016 |
| NorthWestern Corp. | 4.35% | 03/21/2030 | 83000.0 | 85286 |
| NSTAR Electric Co. | 4.29% | 08/15/2031 | 22000.0 | 19448 |
| NSTAR Electric Co. | 4.81% | 06/01/2034 | 9000.0 | 9366 |
| OGE Energy Corp. | 4.23% | 05/15/2029 | 24000.0 | 24909 |
| ONE Gas, Inc. | 4.1% | 04/01/2029 | 71000.0 | 73146 |
| Pacific Gas and Electric Co. | 6.08% | 04/15/2042 | 3000.0 | 2500 |
| Pacific Gas and Electric Co. | 6.09% | 03/15/2045 | 15000.0 | 11991 |
| PPL Capital Funding, Inc. | 3.95% | 05/15/2026 | 70000.0 | 69783 |
| Public Service Electric and Gas Co. | 4.72% | 03/01/2034 | 25000.0 | 25810 |
| Public Service Enterprise Group, Inc. | 4.24% | 04/01/2029 | 53000.0 | 54528 |
| Public Service Enterprise Group, Inc. | 4.27% | 03/15/2030 | 127000.0 | 130028 |
| Public Service Enterprise Group, Inc. | 4.47% | 11/15/2031 | 32000.0 | 28698 |
| Public Service Enterprise Group, Inc. | 4.95% | 03/15/2035 | 10000.0 | 10329 |
| SCE Recovery Funding LLC | 4.39% | 03/15/2036 | 450000.0 | 452432 |
| Sempra<sup>(a)</sup> | 6.27% | 10/01/2054 | 39000.0 | 39690 |
| Southern Co.<sup>(d)</sup> | 4.0% | 08/01/2027 | 35000.0 | 35592 |
| Southern Co.<sup>(a)</sup> | 3.82% | 09/15/2051 | 45000.0 | 44515 |
| Southern Power Co. | 4.28% | 10/01/2030 | 164000.0 | 163799 |
| Southwestern Electric Power Co. | 4.32% | 03/15/2026 | 36000.0 | 35806 |
| Southwestern Electric Power Co. | 4.81% | 04/01/2033 | 21000.0 | 21618 |
| Southwestern Public Service Co. | 4.96% | 05/15/2035 | 104000.0 | 106658 |
| Tucson Electric Power Co. | 4.83% | 09/15/2034 | 27000.0 | 27697 |
| WEC Energy Group, Inc. | 3.92% | 10/01/2027 | 64000.0 | 65316 |
| WEC Energy Group, Inc. | 3.9% | 10/15/2027 | 38000.0 | 36358 |
| Wisconsin Electric Power Co. | 3.82% | 06/15/2028 | 25000.0 | 23768 |
| Wisconsin Power and Light Co. | 4.86% | 03/30/2034 | 17000.0 | 17590 |
| Xcel Energy, Inc. | 5.08% | 04/15/2035 | 32000.0 | 33223 |
|  |  |  |  | 5546770 |
| **Wireless Telecommunications Services - 0.9%** |  |  |  |  |
| AT&T, Inc. | 4.63% | 11/01/2032 | 28000.0 | 27864 |
| AT&T, Inc. | 5.03% | 11/01/2035 | 63000.0 | 62379 |
| AT&T, Inc. | 5.16% | 08/15/2037 | 18000.0 | 17588 |
| AT&T, Inc. | 5.93% | 09/15/2055 | 4000.0 | 2677 |
| AT&T, Inc. | 5.96% | 08/15/2056 | 9000.0 | 9116 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| AT&T, Inc. | 5.98% | 09/15/2059 | 7000 | 4645 |
| Sprint Capital Corp.<sup>(d)</sup> | 4.13% | 11/15/2028 | 89000.0 | 95567 |
| Sprint Capital Corp.<sup>(d)</sup> | 4.77% | 03/15/2032 | 56000.0 | 67846 |
| T-Mobile USA, Inc. | 4.07% | 02/15/2026 | 22000.0 | 21951 |
| T-Mobile USA, Inc. | 4.0% | 02/15/2028 | 11000.0 | 10567 |
| T-Mobile USA, Inc. | 4.18% | 04/15/2029 | 10000.0 | 9756 |
| T-Mobile USA, Inc. | 4.27% | 04/15/2030 | 100000.0 | 98462 |
| T-Mobile USA, Inc. | 4.41% | 04/15/2031 | 137000.0 | 131181 |
| T-Mobile USA, Inc. | 4.93% | 05/15/2035 | 35000.0 | 35960 |
| T-Mobile USA, Inc. | 5.39% | 04/15/2040 | 19000.0 | 17096 |
| T-Mobile USA, Inc. | 5.83% | 11/15/2055 | 8000.0 | 8052 |
| Verizon Communications, Inc. | 4.39% | 03/21/2031 | 120000.0 | 109789 |
| Verizon Communications, Inc. | 4.54% | 03/15/2032 | 52000.0 | 45909 |
| Verizon Communications, Inc. | 4.86% | 11/01/2034 | 14000.0 | 13543 |
| Verizon Communications, Inc. | 5.07% | 01/15/2036 | 42000.0 | 41768 |
| Verizon Communications, Inc.<sup>(d)</sup> | 5.32% | 03/15/2039 | 10000.0 | 9523 |
| Verizon Communications, Inc. | 5.94% | 11/30/2055 | 70000.0 | 69409 |
| Verizon Communications, Inc. | 6.05% | 11/30/2065 | 59000.0 | 58522 |
| Vodafone Group PLC | 6.04% | 06/28/2064 | 7000.0 | 6832 |
|  |  |  |  | 976002 |
| **Wireline Telecommunications Services - 0.4%** |  |  |  |  |
| NTT Finance Corp. | 4.06% | 04/03/2026 | 200000.0 | 198540 |
| NTT Finance Corp.<sup>(d)</sup> | 3.94% | 07/16/2027 | 250000.0 | 252319 |
|  |  |  |  | 450859 |
| **TOTAL CORPORATE BONDS (Cost $36,360,613)** |  |  |  | 36467651 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **MORTGAGE-BACKED SECURITIES - 24.3%** | **Rate** | **Maturity**<br> **Date** | **Principal**<br> **Amount** | **Value** |
| Fannie Mae Pool FA2839 | 3.37% | 07/01/2052 | 1477227 | 1253331 |
| Fannie Mae Pool FS5050 | 3.66% | 06/01/2052 | 2354498 | 2091695 |
| Fannie Mae Pool FS9860 | 3.04% | 06/01/2052 | 2527252 | 2049135 |
| Fannie Mae Pool MA5550 | 4.30% | 12/01/2054 | 2295595 | 2182377 |
| Fannie Mae Pool MA5759 | 5.01% | 07/01/2055 | 2032278 | 2030157 |
| Fannie Mae Pool MA5853 | 5.40% | 10/01/2055 | 1024960 | 1040469 |
| Fannie Mae Pool MA5877 | 4.64% | 11/01/2055 | 1987020 | 1943304 |
| Freddie Mac Pool RQ0028 | 5.81% | 07/01/2055 | 1908633 | 1960887 |
| Freddie Mac Pool RQ0056 | 5.40% | 10/01/2055 | 2045709 | 2076663 |
| Freddie Mac Pool SL2621 | 3.37% | 07/01/2052 | 2462599 | 2089363 |
| Ginnie Mae II Pool MA7471 | 2.94% | 07/20/2051 | 2334836 | 1939084 |
| Ginnie Mae II Pool MA7472 | 3.28% | 07/20/2051 | 2403601 | 2080543 |
| Ginnie Mae II Pool MA7988 | 3.57% | 04/20/2052 | 2205389 | 1989709 |
| Ginnie Mae II Pool MB0362 | 4.01% | 05/20/2055 | 2460921 | 2245385 |
|  |  |  |  | 26972102 |
| **TOTAL MORTGAGE-BACKED SECURITIES (Cost $26,875,135)** |  |  |  | 26972102 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **U.S. GOVERNMENT AGENCY DEBT - 1.0%** | **Rate** | **Maturity**<br> **Date** | **Principal**<br> **Amount** | **Value** |
| **Government Agencies - 1.0%** |  |  |  |  |
| Federal Home Loan Bank Discount Notes<sup>(d)(e)</sup> | 3.55% | 01/14/2026 | 550000 | 549251 |
| Freddie Mac Discount Notes<sup>(e)</sup> | 3.55% | 01/15/2026 | 550000 | 549198 |
|  |  |  |  | 1098449 |
| **TOTAL U.S. GOVERNMENT AGENCY DEBT (Cost $1,098,255)** |  |  |  | 1098449 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **U.S. TREASURY SECURITIES - 18.7%** | **Rate** | **Maturity**<br> **Date** | **Principal**<br> **Amount** | **Value** |
| U.S. Treasury Note/Bond | 3.47% | 12/31/2027 | 2007000 | 2003433 |
| U.S. Treasury Note/Bond | 3.53% | 12/15/2028 | 3711100 | 3708346 |
| U.S. Treasury Note/Bond | 3.71% | 12/31/2030 | 3862900 | 3848565 |
| U.S. Treasury Note/Bond | 3.92% | 12/31/2032 | 3956300 | 3945482 |
| U.S. Treasury Note/Bond | 4.15% | 11/15/2035 | 2322200 | 2294079 |
| U.S. Treasury Note/Bond | 4.77% | 11/15/2045 | 2229200 | 2186706 |
| U.S. Treasury Note/Bond | 4.83% | 08/15/2055 | 2795000 | 2760936 |
|  |  |  |  | 20747547 |
| **TOTAL U.S. TREASURY SECURITIES (Cost $20,817,618)** |  |  |  | 20747547 |
| **SHORT-TERM INVESTMENTS - 0.5%** |  |  |  |  |
| **Commercial Paper - 0.4%** |  |  | **Shares** | **Value** |
| Barton Capital S.A., 1/2/2026, 3.77%<sup>(f)</sup> |  |  | 475000 | 474902 |
| **Money Market Funds - 0.1%** |  |  | **Shares** | **Value** |
| BNY Mellon Cash Reserve Fund, 0.01%<sup>(g)</sup><br>|  |  | 130920 | 130920 |
| **TOTAL SHORT-TERM INVESTMENTS (Cost $605,822)** |  |  |  | 605822 |
| **TOTAL INVESTMENTS - 99.4% (Cost $110,234,239)** |  |  |  | $110376335 |
| Other Assets in Excess of Liabilities - 0.6% |  |  |  | 650460 |
| **TOTAL NET ASSETS - 100.0%** |  |  |  | $111026795 |

---

Percentages are stated as a percent of net assets.

PLC Public Limited Company

(a) Coupon
 rate is variable based on the weighted average coupon of the underlying collateral. To
 the extent the weighted average coupon of the underlying assets which comprise the collateral
 increases or decreases, the coupon rate of this security will increase or decrease correspondingly.
 The rate disclosed is as of December 31, 2025.

(b) Sinkable
 security.

(c) Does
 not round to 0.1% or (0.1)%, as applicable.

(d) At
 maturity security. Interest is paid in full at the maturity date.

(e) Zero
 coupon bond issued at a discount.

(f) Non-income
 producing security.

(g) The
 rate shown represents the 7-day annualized effective yield as of December 31, 2025.

**Voya Core Bond ETF**

**Schedule of Written Options Contracts**

**December 31, 2025 (Unaudited)**

---

| | | | |
|:---|:---|:---|:---|
| **WRITTEN OPTIONS - 0.0%<sup>(a)(b)(c)</sup>** | **Counterparty** | **Contracts** | **Value** |
| **Payer Swaptions - 0.0%<sup>(a)</sup>** |  |  |  |
| Put on 5-Year Credit Default Swap, Expiration: | Morgan Stanley Capital Services |  |  |
| 3/19/2026, Exercise Rate: .575%, CDX.NA.IG.45 | LLC | (5000000) | $(5400) |
| **TOTAL WRITTEN OPTIONS (Premiums received $7,500)** |  |  | $(5400) |

---

Percentages are stated as a percent of net assets.

(a) Does
 not round to 0.1% or (0.1)%, as applicable.

(b) 100
 shares per contract.

(c) Exchange-traded.

**Voya Core Bond ETF**

**Schedule of Futures Contracts**

**December 31, 2025 (Unaudited)**

The Voya Core Bond ETF had the following futures contracts outstanding with Morgan Stanley and Co., LLC as of December 31, 2025:

**FUTURES CONTRACTS - (0.1)%**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Contracts**<br> **Purchased** | **Expiration<br> Date** | **Notional <br> Value** | **Value /**<br> **Unrealized**<br> **Appreciation**<br> **(Depreciation)** |
| U.S. 10-Year Treasury Note | 6 | 03/20/2026 | $674919 | $(294) |
| U.S. 2-Year Treasury Note | 56 | 03/31/2026 | 11688233 | 3955 |
| U.S. Treasury Long Bond | 31 | 03/20/2026 | 3605957 | (22551) |
| U.S. Treasury Ultra Bond | 31 | 03/20/2026 | 3701407 | (43407) |
|  |  |  |  | (62297) |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Contracts**<br> **Sold** | **Expiration <br> Date** | **Notional <br> Value** | **Value /**<br> **Unrealized**<br> **Appreciation**<br> **(Depreciation)** |
| U.S. 5-Year Treasury Note | (56) | 03/31/2026 | (6121549) | 486 |
| U.S. Treasury Ultra 10-Year Note | (28) | 03/20/2026 | (3216661) | (3777) |
|  |  |  |  | (3291) |
| **Net Unrealized Appreciation (Depreciation)** |  |  |  | $(65588) |

---

**Voya Core Bond ETF**

**Schedule of Credit Default Swaps Contracts**

**December 31, 2025 (Unaudited)**

**CREDIT DEFAULT SWAPS - 0.0%<sup>(a)</sup>**

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference Entity** | **Buy/Sell**<br> **Protection** | | **(Pay)/Receive**<br> **Financing**<br> **Rate (%)** | **Payment**<br> **Frequency** | **Maturity**<br> **Date** | **Notional**<br> **Value** | **Value /**<br> **Unrealized**<br> **Appreciation**<br> **(Depreciation)** |
| CDX High Yield Index Series 45, Version 1 | Sell | Pay | 5.00% | Quarterly | 12/20/2030 | $1090000 | $7029 |
| **Net Unrealized Appreciation (Depreciation)** | **Net Unrealized Appreciation (Depreciation)** |  |  |  |  |  | $7029 |

---

(a) Does not round to 0.1% or (0.1)%, as applicable.

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Tidal Trust IV

- **b. Investment Company Act file number:** 811-24061

- **c. CIK number of Registrant:** 0002043390

- **d. LEI of Registrant:** 2549002AJTPTPGECMC44

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

  - **Street Address 1:** 234 West Florida St

  - **City:** Milwaukee

  - **State:** WI

  - **Foreign country:** US

  - **Zip / Postal Code:** 53204

  - **Telephone number:** 8558432434

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

- **a. Name of Series:** Voya Core Bond ETF

- **b. EDGAR series identifier (if any):** S000096083

- **c. LEI of Series:** 254900LI92UYC6EFSG22

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

- **a. Date of fiscal year-end:** 2026-03-31

- **b. Date as of which information is reported:** 2025-12-31

**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:** $111622660.02

**Total Liabilities:** $595864.67

**Net Assets:** $111026795.35

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -17.91 | **1-Year:** -3534.76 | **5-Year:** -12051.38 | **10-Year:** -5831.28 | **30-Year:** -34863.11

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

- **3-Month:** -2.65 | **1-Year:** -39.6 | **5-Year:** -557.09 | **10-Year:** -318.01 | **30-Year:** -270.07

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000264870 |  | 0.66%                | -1.60%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  |  |  |
| Month 2  | $-10673.32               | $512548.69                                 |
| Month 3  | $-47464.12               | $-382931.74                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BNY MELLON CASH RESERVE U    | BNY MELLON CASH RESERVE U | CUSIP: N/A<br>LEI: HPFHU0OQ28E4N0NFVK49       | Long             | STIV             | RF                | US        |    130920 | NS      | $130919.84    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| UNTD AIR 20-1 5.875 10/27    | UNTD AIR 20-1 5.875 10/27 | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2720 | PA      | $2791.60      | 0.00%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC      | GOLDMAN SACHS 6.484 10/29 | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3183.82      | 0.00%             | 2029-10-24      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                   | INTEL CORP 5.2 2/33       | CUSIP: 458140CG3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3066.22      | 0.00%             | 2033-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP | PNC FINANCIAL 5.373 7/36  | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3093.41      | 0.00%             | 2036-07-21      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC       | PACIFIC GAS&ELE 4.45 4/42 | CUSIP: 694308GZ4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2499.81      | 0.00%             | 2042-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD 5.875 12/36      | NUTRIEN LTD 5.875 12/36   | CUSIP: 67077MAF5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | NUSS              | US        |      3000 | PA      | $3157.60      | 0.00%             | 2036-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AT&T INC                     | AT&T INC 3.55 9/55        | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      4000 | PA      | $2677.27      | 0.00%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                 | COMCAST CORP 5.65 6/54    | CUSIP: 20030NEK3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3766.18      | 0.00%             | 2054-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC       | DIAMONDBACK ENE 4.25 3/52 | CUSIP: 25278XAT6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3142.78      | 0.00%             | 2052-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HCA INC                      | HCA INC 4.375 3/42        | CUSIP: 404119CS6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3440.92      | 0.00%             | 2042-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                   | INTEL CORP 5.7 2/53       | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3748.09      | 0.00%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTILITIES     | NATL RURAL UTIL 5.8 1/33  | CUSIP: 637432PA7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4301.48      | 0.00%             | 2033-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP        | NORFOLK SOUTHER 5.05 8/30 | CUSIP: 655844CR7<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4152.98      | 0.00%             | 2030-08-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC        | TIME WARNER C 5.875 11/40 | CUSIP: 88732JAY4<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3716.70      | 0.00%             | 2040-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC        | TIME WARNER CABL 5.5 9/41 | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3525.89      | 0.00%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE        | UNITED PARCEL 6.05 5/65   | CUSIP: 911312CL8<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4155.60      | 0.00%             | 2065-05-14      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC        | REYNOLDS AMERIC 5.85 8/45 | CUSIP: 761713BB1<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | NUSS              | US        |      4000 | PA      | $3960.68      | 0.00%             | 2045-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| DELTA/SKYMILES 4.75 10/28    | DELTA/SKYMILES 4.75 10/28 | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | NUSS              | US        |      5000 | PA      | $5031.71      | 0.00%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                 | ALPHABET INC 5.25 5/55    | CUSIP: 02079KAM9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5775.32      | 0.01%             | 2055-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP     | CHARTER COMM OP 5.25 4/53 | CUSIP: 161175CK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6000 | PA      | $4771.20      | 0.00%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP 5.9 4/54      | SOLVENTUM CORP 5.9 4/54   | CUSIP: 83444MAS0<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6051.79      | 0.01%             | 2054-04-30      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO              | WEYERHAEUSER CO 4.75 5/26 | CUSIP: 962166CC6<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6013.40      | 0.01%             | 2026-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC                     | AT&T INC 3.65 9/59        | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      7000 | PA      | $4644.62      | 0.00%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                | BOEING CO/THE 7.008 5/64  | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      7000 | PA      | $8009.47      | 0.01%             | 2064-05-01      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| COLONIAL ENT IN 3.25 5/30    | COLONIAL ENT IN 3.25 5/30 | CUSIP: 19565CAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $6585.75      | 0.01%             | 2030-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC       | DIAMONDBACK ENE 6.25 3/53 | CUSIP: 25278XAW9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7125.56      | 0.01%             | 2053-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| KROGER CO                    | KROGER CO 5.65 9/64       | CUSIP: 501044DX6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6704.77      | 0.01%             | 2064-09-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MPLX LP                      | MPLX LP 4.8 2/31          | CUSIP: 55336VCA6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7091.95      | 0.01%             | 2031-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MARS INC 5.65 5/45           | MARS INC 5.65 5/45        | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7080.38      | 0.01%             | 2045-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MOHAWK INDUSTRIES INC        | MOHAWK INDUST 5.85 9/28   | CUSIP: 608190AM6<br>LEI: 549300JI1115MG3Q6322 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7284.96      | 0.01%             | 2028-09-18      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY               | MORGAN STANLEY 5.173 1/30 | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7194.77      | 0.01%             | 2030-01-16      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                    | ONEOK INC 6.25 10/55      | CUSIP: 682680DD2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7049.21      | 0.01%             | 2055-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| RYDER SYS 7.32% 11/01/00     | RYDER SYSTEM I 5.375 3/29 | CUSIP: 78355HKZ1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7256.97      | 0.01%             | 2029-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC       | UNITEDHEALTH GR 5.75 7/64 | CUSIP: 91324PFM9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6869.65      | 0.01%             | 2064-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UPJOHN INC 3.85 6/40         | UPJOHN INC 3.85 6/40      | CUSIP: 92556VAE6<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5384.75      | 0.00%             | 2040-06-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY        | WELLS FARGO CO 5.499 1/35 | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7320.40      | 0.01%             | 2035-01-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC           | VODAFONE GROUP 5.875 6/64 | CUSIP: 92857WCB4<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | NUSS              | US        |      7000 | PA      | $6832.54      | 0.01%             | 2064-06-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 3.625 4/32    | AMERICAN HOMES 3.625 4/32 | CUSIP: 02666TAE7<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7577.63      | 0.01%             | 2032-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP         | BANK OF AMER CR 3.97 3/29 | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7991.06      | 0.01%             | 2029-03-05      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP         | BANK OF AMER C 2.496 2/31 | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7460.74      | 0.01%             | 2031-02-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HLDGS 2.5 1/30    | BLACKSTONE HLDGS 2.5 1/30 | CUSIP: 09256BAL1<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7497.59      | 0.01%             | 2030-01-10      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC          | CARDINAL HEALTH 5.45 2/34 | CUSIP: 14149YBP2<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8345.64      | 0.01%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL 5.9 3/34      | CARRIER GLOBAL 5.9 3/34   | CUSIP: 14448CBC7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8604.65      | 0.01%             | 2034-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP      | JOHN DEERE CAP 3.35 4/29  | CUSIP: 24422EWE5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7866.55      | 0.01%             | 2029-04-18      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PRO 5.55 3/55    | DUKE ENERGY PRO 5.55 3/55 | CUSIP: 26442UAV6<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7953.54      | 0.01%             | 2055-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS 6.254 3/40    | FIRST CITIZENS 6.254 3/40 | CUSIP: 31959XAF0<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8162.78      | 0.01%             | 2040-03-12      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MARS INC 5.7 5/55            | MARS INC 5.7 5/55         | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8007.94      | 0.01%             | 2055-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC             | T-MOBILE USA 5.875 11/55  | CUSIP: 87264ADU6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8051.65      | 0.01%             | 2055-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE        | UNITED PARCEL 5.95 5/55   | CUSIP: 911312CK0<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8299.86      | 0.01%             | 2055-05-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY        | WELLS FARGO C 6.491 10/34 | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8873.88      | 0.01%             | 2034-10-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN P 5.75 3/55    | RIO TINTO FIN P 5.75 3/55 | CUSIP: 76720AAV8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | NUSS              | US        |      8000 | PA      | $8193.82      | 0.01%             | 2055-03-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC                     | AT&T INC 6.05 8/56        | CUSIP: 00206RMZ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9116.01      | 0.01%             | 2056-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO      | BRISTOL-MYERS 4.125 6/39  | CUSIP: 110122CQ9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8196.37      | 0.01%             | 2039-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER PARTNERS LP  | ENERGY TRANSFER 5.8 6/38  | CUSIP: 29278NAD5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9197.63      | 0.01%             | 2038-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND 5.45 6/34     | INGERSOLL RAND 5.45 6/34  | CUSIP: 45687VAF3<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9384.91      | 0.01%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MPLX LP                      | MPLX LP 5.5 6/34          | CUSIP: 55336VBX7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9202.43      | 0.01%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC 5.4 6/34      | NSTAR ELECTRIC 5.4 6/34   | CUSIP: 67021CAV9<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9365.59      | 0.01%             | 2034-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| UNTD AIR 16-2 2.875 10/28    | UNTD AIR 16-2 2.875 10/28 | CUSIP: 90932EAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9033 | PA      | $8713.99      | 0.01%             | 2028-10-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                   | ABBVIE INC 4.5 5/35       | CUSIP: 00287YAR0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9838.94      | 0.01%             | 2035-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BP CAP MKTS AM 4.989 4/34    | BP CAP MKTS AM 4.989 4/34 | CUSIP: 10373QBW9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10223.98     | 0.01%             | 2034-04-10      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP              | CVS HEALTH CORP 4.78 3/38 | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9472.76      | 0.01%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP     | CHARTER COMM OPT 3.9 6/52 | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $6477.85      | 0.01%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                 | COMCAST CORP 6.05 5/55    | CUSIP: 20030NEQ0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9944.86      | 0.01%             | 2055-05-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTL CORP       | CROWN CASTLE INC 5.1 5/33 | CUSIP: 22822VBC4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10105.87     | 0.01%             | 2033-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY F 5.875 11/33    | DUKE ENERGY F 5.875 11/33 | CUSIP: 26444HAQ4<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10834.45     | 0.01%             | 2033-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC          | GILEAD SCIENCE 5.55 10/53 | CUSIP: 375558CA9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9992.66      | 0.01%             | 2053-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC  | HONEYWELL INTL 5 3/35     | CUSIP: 438516CS3<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10215.65     | 0.01%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KENTUCKY UTIL 5.45 4/33      | KENTUCKY UTIL 5.45 4/33   | CUSIP: 491674BN6<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10530.47     | 0.01%             | 2033-04-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                  | ORACLE CORP 6.1 9/65      | CUSIP: 68389XDT9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8860.02      | 0.01%             | 2065-09-26      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERAT 2.75 4/32    | PIEDMONT OPERAT 2.75 4/32 | CUSIP: 720198AF7<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8631.64      | 0.01%             | 2032-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRISE GP | PUBLIC SERVICE 5.4 3/35   | CUSIP: 744573BB1<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10329.17     | 0.01%             | 2035-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION     | SABINE PASS LIQU 4.2 3/28 | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10020.07     | 0.01%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC             | T-MOBILE USA I 3.375 4/29 | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9756.06      | 0.01%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP         | TARGA RESOURCES 5.5 2/35  | CUSIP: 87612GAK7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10266.99     | 0.01%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC       | UNITEDHEALTH GR 2.75 5/40 | CUSIP: 91324PDY5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7511.32      | 0.01%             | 2040-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS       | VERIZON COMM I 4.812 3/39 | CUSIP: 92343VDR2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9523.53      | 0.01%             | 2039-03-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY        | WELLS FARGO CO 3.584 5/28 | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9938.49      | 0.01%             | 2028-05-22      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| AM AIRLN 17-2 3.35 10/29     | AM AIRLN 17-2 3.35 10/29  | CUSIP: 02376AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10099 | PA      | $9819.07      | 0.01%             | 2029-10-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP          | AMERICAN TOWER 5.5 3/28   | CUSIP: 03027XBY5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11325.45     | 0.01%             | 2028-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BORGWARNER INC               | BORGWARNER INC 5.4 8/34   | CUSIP: 099724AQ9<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11374.14     | 0.01%             | 2034-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BP CAP MKTS AM 4.893 9/33    | BP CAP MKTS AM 4.893 9/33 | CUSIP: 10373QBV1<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11210.63     | 0.01%             | 2033-09-11      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| BUNGE LIMITED                | BUNGE LTD FIN CP 4.2 9/29 | CUSIP: 120568BE9<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11031.11     | 0.01%             | 2029-09-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC            | CISCO SYSTEMS 5.3 2/54    | CUSIP: 17275RBU5<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10597.68     | 0.01%             | 2054-02-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC            | CISCO SYSTEMS 5.1 2/35    | CUSIP: 17275RBZ4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11333.06     | 0.01%             | 2035-02-24      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC            | CISCO SYSTEMS 5.5 2/55    | CUSIP: 17275RCA8<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10941.72     | 0.01%             | 2055-02-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                 | COMCAST CORP 5.3 6/34     | CUSIP: 20030NEJ6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11363.95     | 0.01%             | 2034-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FISERV INC                   | FISERV INC 5.15 8/34      | CUSIP: 337738BN7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10943.34     | 0.01%             | 2034-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| HCA INC                      | HCA INC 6 4/54            | CUSIP: 404119CV9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10984.93     | 0.01%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHAS 2.739 10/30    | JPMORGAN CHAS 2.739 10/30 | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10445.21     | 0.01%             | 2030-10-15      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE 5.576 7/36    | JPMORGAN CHASE 5.576 7/36 | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11405.89     | 0.01%             | 2036-07-23      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY               | MORGAN STANLE 6.296 10/28 | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11433.56     | 0.01%             | 2028-10-18      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                 | NISOURCE INC 5.85 4/55    | CUSIP: 65473PAU9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11016.11     | 0.01%             | 2055-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP        | NORFOLK SOUTHER 5.55 3/34 | CUSIP: 655844CT3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11629.23     | 0.01%             | 2034-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                 | QUALCOMM INC 6 5/53       | CUSIP: 747525BT9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11653.87     | 0.01%             | 2053-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC        | QUEST DIAGNOSTIC 5 12/34  | CUSIP: 74834LBG4<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11163.52     | 0.01%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC             | T-MOBILE USA IN 2.05 2/28 | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10566.81     | 0.01%             | 2028-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC       | UNITEDHEALTH GR 5.15 7/34 | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11290.77     | 0.01%             | 2034-07-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MARS INC 3.2 4/30            | MARS INC 3.2 4/30         | CUSIP: 571676AB1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11555.22     | 0.01%             | 2030-04-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| APA CORP 6.75 2/55           | APA CORP 6.75 2/55        | CUSIP: 03743QAT5<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13035.42     | 0.01%             | 2055-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                | BOEING CO 5.93 5/60       | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12814.15     | 0.01%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC 5.2 4/32        | BROADCOM INC 5.2 4/32     | CUSIP: 11135FCG4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13516.98     | 0.01%             | 2032-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC 4.5 10/32    | CHEVRON USA INC 4.5 10/32 | CUSIP: 166756BK1<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13145.96     | 0.01%             | 2032-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS 6.25 5/29      | GXO LOGISTICS 6.25 5/29   | CUSIP: 36262GAF8<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13715.71     | 0.01%             | 2029-05-06      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HCA INC                      | HCA INC 2.375 7/31        | CUSIP: 404119CC1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     13000 | PA      | $11675.67     | 0.01%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC               | HOME DEPOT INC 3.3 4/40   | CUSIP: 437076CC4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     13000 | PA      | $10673.68     | 0.01%             | 2040-04-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE 3.509 1/29    | JPMORGAN CHASE 3.509 1/29 | CUSIP: 46647PAM8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12887.09     | 0.01%             | 2029-01-23      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE 5.012 1/30    | JPMORGAN CHASE 5.012 1/30 | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13338.33     | 0.01%             | 2030-01-23      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA 3.3 9/40      | ROYALTY PHARMA 3.3 9/40   | CUSIP: 78081BAL7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | US        |     13000 | PA      | $10095.60     | 0.01%             | 2040-09-02      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CO 5.834 2/31    | BAT CAPITAL CO 5.834 2/31 | CUSIP: 05526DBY0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | NUSS              | US        |     13000 | PA      | $13821.98     | 0.01%             | 2031-02-20      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| CARGILL INCORPORATED         | CARGILL INC 5.125 2/35    | CUSIP: 141781CD4<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14447.12     | 0.01%             | 2035-02-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                 | COMCAST CORP 5.5 5/64     | CUSIP: 20030NEG2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     14000 | PA      | $12598.03     | 0.01%             | 2064-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY COMPANY           | DTE ENERGY CO 4.95 7/27   | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14192.47     | 0.01%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DUQUESNE LIGH 2.532 10/30    | DUQUESNE LIGH 2.532 10/30 | CUSIP: 266233AH8<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |     14000 | PA      | $12745.46     | 0.01%             | 2030-10-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTIL 5.375 1/34    | ESSENTIAL UTIL 5.375 1/34 | CUSIP: 29670GAH5<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14503.80     | 0.01%             | 2034-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS 5.25 3/35      | EVERGY KANSAS 5.25 3/35   | CUSIP: 30036FAD3<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14329.92     | 0.01%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY            | EVERSOURCE ENE 5.125 5/33 | CUSIP: 30040WAU2<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14170.80     | 0.01%             | 2033-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO       | GEN MOTORS FIN 6.1 1/34   | CUSIP: 37045XEP7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14873.94     | 0.01%             | 2034-01-07      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| HARTFORD FINANCIAL SVCS GRP  | HARTFORD INSUR FRN 2/47   | CUSIP: 416515BC7<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13270.41     | 0.01%             | 2047-02-12      | Variable      | 6.24%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO               | ELI LILLY & CO 5.5 2/55   | CUSIP: 532457CY2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14120.51     | 0.01%             | 2055-02-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY               | MORGAN STANLEY 4.457 4/39 | CUSIP: 61744YAR9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13197.62     | 0.01%             | 2039-04-22      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLE 4.133 10/29    | MORGAN STANLE 4.133 10/29 | CUSIP: 61748UAK8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14001.59     | 0.01%             | 2029-10-18      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP        | NORTHROP GRUMMA 5.15 5/40 | CUSIP: 666807BT8<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13973.33     | 0.01%             | 2040-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MU 6.17 5/55    | NORTHWESTERN MU 6.17 5/55 | CUSIP: 668138AF7<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14921.68     | 0.01%             | 2055-05-29      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                  | ORACLE CORP 6.125 8/65    | CUSIP: 68389XDC6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     14000 | PA      | $12461.56     | 0.01%             | 2065-08-03      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PFIZER INVSTMNT 5.34 5/63    | PFIZER INVSTMNT 5.34 5/63 | CUSIP: 716973AH5<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13060.10     | 0.01%             | 2063-05-19      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| SYSCO CORP                   | SYSCO CORP 5.4 3/35       | CUSIP: 871829BV8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14527.55     | 0.01%             | 2035-03-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS       | VERIZON COMM IN 4.4 11/34 | CUSIP: 92343VCQ5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13542.70     | 0.01%             | 2034-11-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER      | AMER ELEC PWR 5.625 3/33  | CUSIP: 025537AX9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15788.89     | 0.01%             | 2033-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP             | BLACK HILLS CO 3.05 10/29 | CUSIP: 092113AR0<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14349.34     | 0.01%             | 2029-10-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTL CORP       | CROWN CASTLE INC 5.8 3/34 | CUSIP: 22822VBE0<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15759.26     | 0.01%             | 2034-03-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| INTUIT INC 5.5 9/53          | INTUIT INC 5.5 9/53       | CUSIP: 46124HAH9<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14871.21     | 0.01%             | 2053-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KITE REALTY GRP 4 10/26      | KITE REALTY GRP 4 10/26   | CUSIP: 49803XAA1<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14981.50     | 0.01%             | 2026-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NARRAGANSETT E 3.395 4/30    | NARRAGANSETT E 3.395 4/30 | CUSIP: 631005BJ3<br>LEI: VAI0KZ806W8MCH0BCZ61 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14495.94     | 0.01%             | 2030-04-09      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC       | PACIFIC GAS&ELEC 4.3 3/45 | CUSIP: 694308HL4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     15000 | PA      | $11991.06     | 0.01%             | 2045-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCI 1.267 3/27    | TRUIST FINANCI 1.267 3/27 | CUSIP: 89788MAD4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14926.86     | 0.01%             | 2027-03-02      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC 7.1 7/53         | OVINTIV INC 7.1 7/53      | CUSIP: 69047QAD4<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |     16000 | PA      | $17158.88     | 0.02%             | 2053-07-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| SABRA HEALTH CA 3.2 12/31    | SABRA HEALTH CA 3.2 12/31 | CUSIP: 78574MAA1<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |     16000 | PA      | $14680.43     | 0.01%             | 2031-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                   | ABBVIE INC 5.6 3/55       | CUSIP: 00287YEB1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17185.59     | 0.02%             | 2055-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4.25 2/28     | AMERICAN HOMES 4.25 2/28  | CUSIP: 02666TAA5<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17052.70     | 0.02%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP             | BLACK HILLS CORP 6 1/35   | CUSIP: 092113AX7<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |     17000 | PA      | $18174.91     | 0.02%             | 2035-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE 5.6 2/54     | CIGNA GROUP/THE 5.6 2/54  | CUSIP: 125523CW8<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16551.33     | 0.01%             | 2054-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP     | CHARTER COMM OPT 2.8 4/31 | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     17000 | PA      | $15326.35     | 0.01%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FIN 5.75 1/34     | COREBRIDGE FIN 5.75 1/34  | CUSIP: 21871XAS8<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17845.32     | 0.02%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STO 5.35 1/35    | EXTRA SPACE STO 5.35 1/35 | CUSIP: 30225VAT4<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17473.61     | 0.02%             | 2035-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS 5.75 5/63     | META PLATFORMS 5.75 5/63  | CUSIP: 30303M8R6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16404.53     | 0.01%             | 2063-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS HOME & SECURI | FORTUNE BRANDS H 4 3/32   | CUSIP: 34964CAF3<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16323.67     | 0.01%             | 2032-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC      | GOLDMAN SACHS 5.734 1/56  | CUSIP: 38141GC51<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17277.39     | 0.02%             | 2056-01-28      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON            | JOHNSON&JOHNSO 3.625 3/37 | CUSIP: 478160CF9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     17000 | PA      | $15496.62     | 0.01%             | 2037-03-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| LOUISVILLE G & 5.45 4/33     | LOUISVILLE G & 5.45 4/33  | CUSIP: 546676AZ0<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17844.63     | 0.02%             | 2033-04-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL       | MARRIOTT INTL 5.35 3/35   | CUSIP: 571903BS1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17539.87     | 0.02%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP    | OCCIDENTAL PET 5.375 1/32 | CUSIP: 674599EK7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17417.89     | 0.02%             | 2032-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                  | ORACLE CORP 5.5 9/64      | CUSIP: 68389XCV5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     17000 | PA      | $13628.69     | 0.01%             | 2064-09-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                  | ORACLE CORP 5.875 9/45    | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     17000 | PA      | $15402.16     | 0.01%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC        | QUEST DIAGNOSTI 2.95 6/30 | CUSIP: 74834LBB5<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16103.83     | 0.01%             | 2030-06-30      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANC 6.123 10/33    | TRUIST FINANC 6.123 10/33 | CUSIP: 89788MAK8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     17000 | PA      | $18435.04     | 0.02%             | 2033-10-28      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGI 5.35 9/54    | UBER TECHNOLOGI 5.35 9/54 | CUSIP: 90353TAQ3<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16226.88     | 0.01%             | 2054-09-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER AND LIGHT    | WISCONSIN P&L 5.375 3/34  | CUSIP: 976826BS5<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17590.21     | 0.02%             | 2034-03-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR     | ANHEUSER-BUSCH 4.375 4/38 | CUSIP: 035240AM2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | NUSS              | US        |     17000 | PA      | $16237.92     | 0.01%             | 2038-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AT&T INC                     | AT&T INC 4.9 8/37         | CUSIP: 00206RFW7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     18000 | PA      | $17587.57     | 0.02%             | 2037-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                   | ABBVIE INC 4.05 11/39     | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     18000 | PA      | $16126.47     | 0.01%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AMER TRANS SYST 2.65 1/32    | AMER TRANS SYST 2.65 1/32 | CUSIP: 030288AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     18000 | PA      | $16250.57     | 0.01%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                 | COMCAST CORP 1.95 1/31    | CUSIP: 20030NDM0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     18000 | PA      | $16064.35     | 0.01%             | 2031-01-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTL CORP       | CROWN CASTLE INT 2.5 7/31 | CUSIP: 22822VAY7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     18000 | PA      | $16119.39     | 0.01%             | 2031-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY            | EVERSOURCE ENERG 5.5 1/34 | CUSIP: 30040WAX6<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18559.84     | 0.02%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STOR 4 6/29      | EXTRA SPACE STOR 4 6/29   | CUSIP: 30225VAN7<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     18000 | PA      | $17844.07     | 0.02%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS 5.4 8/54      | META PLATFORMS 5.4 8/54   | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     18000 | PA      | $16814.10     | 0.02%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP - CL A     | HYATT HOTELS 5.25 6/29    | CUSIP: 448579AR3<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18540.74     | 0.02%             | 2029-06-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO               | ELI LILLY & CO 5.05 8/54  | CUSIP: 532457CS5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     18000 | PA      | $16929.49     | 0.02%             | 2054-08-14      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY               | MORGAN STANLEY 5.042 7/30 | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18476.77     | 0.02%             | 2030-07-19      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTILITIES     | NATL RURAL UTIL 2.75 4/32 | CUSIP: 637432NY7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     18000 | PA      | $16297.93     | 0.01%             | 2032-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC 5.65 5/28        | OVINTIV INC 5.65 5/28     | CUSIP: 69047QAB8<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18540.68     | 0.02%             | 2028-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| PROLOGIS TARGETE 5.5 4/34    | PROLOGIS TARGETE 5.5 4/34 | CUSIP: 74350LAB0<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18775.10     | 0.02%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC 4.9 3/29    | WILLIAMS COS INC 4.9 3/29 | CUSIP: 88339WAB2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18406.47     | 0.02%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS        | UNIVERSAL HLT 4.625 10/29 | CUSIP: 913903BB5<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18115.66     | 0.02%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMER 5.125 3/27    | AON NORTH AMER 5.125 3/27 | CUSIP: 03740MAA8<br>LEI: N/A                  | Long             | DBT              | NUSS              | US        |     18000 | PA      | $18231.59     | 0.02%             | 2027-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP    | OCCIDENTAL PETE 8.5 7/27  | CUSIP: 674599DZ5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19899.27     | 0.02%             | 2027-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC        | QUEST DIAGNOSTI 6.4 11/33 | CUSIP: 74834LBD1<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     19000 | PA      | $21077.19     | 0.02%             | 2033-11-30      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC             | T-MOBILE USA I 4.375 4/40 | CUSIP: 87264AAX3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     19000 | PA      | $17096.42     | 0.02%             | 2040-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AMCOR GROUP 5.45 5/29        | AMCOR GROUP 5.45 5/29     | CUSIP: 02344BAA4<br>LEI: 2549008XHB8M1L64J275 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20694.12     | 0.02%             | 2029-05-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO          | AMERICAN EXPRE 5.532 4/30 | CUSIP: 025816DU0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20879.26     | 0.02%             | 2030-04-25      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP         | BANK OF AMER C 5.511 1/36 | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20922.82     | 0.02%             | 2036-01-24      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FIN 3.9 4/32      | COREBRIDGE FIN 3.9 4/32   | CUSIP: 21871XAH2<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19069.75     | 0.02%             | 2032-04-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER     | ENTERPRISE PROD 4.95 2/35 | CUSIP: 29379VCG6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20282.24     | 0.02%             | 2035-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS 5.55 8/64     | META PLATFORMS 5.55 8/64  | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18631.64     | 0.02%             | 2064-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT        | FLORIDA POWER & 5.3 6/34  | CUSIP: 341081GU5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21006.74     | 0.02%             | 2034-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY               | MORGAN STANLEY FRN 7/28   | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19869.31     | 0.02%             | 2028-07-22      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL INC  | RAYMOND JAMES 5.65 9/55   | CUSIP: 754730AK5<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19665.75     | 0.02%             | 2055-09-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                   | ABBVIE INC 4.65 3/28      | CUSIP: 00287YDY2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21369.28     | 0.02%             | 2028-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER                | ALABAMA POWER 5.85 11/33  | CUSIP: 010392GB8<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     21000 | PA      | $22627.30     | 0.02%             | 2033-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ANTHEM INC                   | ELEVANCE HEALTH 5.2 2/35  | CUSIP: 036752BD4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21501.57     | 0.02%             | 2035-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                 | AUTOZONE INC 6.25 11/28   | CUSIP: 053332BG6<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     21000 | PA      | $22205.11     | 0.02%             | 2028-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE 5.4 3/33     | CIGNA GROUP/THE 5.4 3/33  | CUSIP: 125523CS7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21936.80     | 0.02%             | 2033-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER COMPANY        | GEORGIA POWER 4.65 5/28   | CUSIP: 373334KS9<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21351.95     | 0.02%             | 2028-05-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC      | GOLDMAN SACHS 5.049 7/30  | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21537.19     | 0.02%             | 2030-07-23      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE   | HP ENTERPRISE 5.6 10/54   | CUSIP: 42824CBW8<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     21000 | PA      | $19528.85     | 0.02%             | 2054-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES 5.5 8/33    | INVITATION HOMES 5.5 8/33 | CUSIP: 46188BAF9<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21848.62     | 0.02%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                  | ORACLE CORP 5.2 9/35      | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     21000 | PA      | $20174.63     | 0.02%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PFIZER INVSTMNT 4.75 5/33    | PFIZER INVSTMNT 4.75 5/33 | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21269.08     | 0.02%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SCHWAB (CHARLES) CORP        | CHARLES SCHWA 6.196 11/29 | CUSIP: 808513CJ2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     21000 | PA      | $22227.73     | 0.02%             | 2029-11-17      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELECTRIC POWER  | SOUTHWESTN EL PR 5.3 4/33 | CUSIP: 845437BU5<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21617.54     | 0.02%             | 2033-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UNITED TECHNOLOGIES CORP     | UNITED TECH CO 4.45 11/38 | CUSIP: 913017CW7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     21000 | PA      | $19817.86     | 0.02%             | 2038-11-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP       | BANK OF NY MEL 5.316 6/36 | CUSIP: 06406RCJ4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22845.83     | 0.02%             | 2036-06-06      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS 4 3/29         | ENTERGY TEXAS 4 3/29      | CUSIP: 29365TAG9<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |     22000 | PA      | $21992.80     | 0.02%             | 2029-03-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                      | HCA INC 3.625 3/32        | CUSIP: 404119CK3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     22000 | PA      | $20839.69     | 0.02%             | 2032-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS                  | HOST HOTELS 5.5 4/35      | CUSIP: 44107TBC9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22317.36     | 0.02%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE 5.766 4/35    | JPMORGAN CHASE 5.766 4/35 | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     22000 | PA      | $23494.51     | 0.02%             | 2035-04-22      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY               | MORGAN STANLEY 3.125 7/26 | CUSIP: 61761J3R8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     22000 | PA      | $21905.24     | 0.02%             | 2026-07-27      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC 1.95 8/31     | NSTAR ELECTRIC 1.95 8/31  | CUSIP: 67021CAR8<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |     22000 | PA      | $19448.32     | 0.02%             | 2031-08-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC        | QUEST DIAGNOSTIC 2.8 6/31 | CUSIP: 74834LBC3<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     22000 | PA      | $20265.05     | 0.02%             | 2031-06-30      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC             | T-MOBILE USA IN 2.25 2/26 | CUSIP: 87264ABR5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     22000 | PA      | $21950.56     | 0.02%             | 2026-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| 3M CO                        | 3M CO 5.15 3/35           | CUSIP: 88579YBR1<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22566.83     | 0.02%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CO 3.557 8/27    | BAT CAPITAL CO 3.557 8/27 | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | NUSS              | US        |     22000 | PA      | $21849.10     | 0.02%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| UNTD AIR 14-2 A 3.75 9/26    | UNTD AIR 14-2 A 3.75 9/26 | CUSIP: 90932QAA4<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |     22711 | PA      | $22691.57     | 0.02%             | 2026-09-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP          | AMERICAN TOWER 5.25 7/28  | CUSIP: 03027XCC2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23660.14     | 0.02%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AVANGRID INC                 | AVANGRID INC 3.8 6/29     | CUSIP: 05351WAB9<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |     23000 | PA      | $22725.02     | 0.02%             | 2029-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC      | GOLDMAN SACHS G 5.33 7/35 | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23680.91     | 0.02%             | 2035-07-23      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND 5.4 8/28      | INGERSOLL RAND 5.4 8/28   | CUSIP: 45687VAA4<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23789.15     | 0.02%             | 2028-08-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MID-AMER APT LP 5.3 2/32     | MID-AMER APT LP 5.3 2/32  | CUSIP: 59523UAW7<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |     23000 | PA      | $24073.18     | 0.02%             | 2032-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP     | TOYOTA MTR CRED 5.35 1/35 | CUSIP: 89236TNB7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     23000 | PA      | $24154.25     | 0.02%             | 2035-01-09      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS     | CHENIERE ENERGY 4.5 10/29 | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     24000 | PA      | $24066.84     | 0.02%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC      | GOLDMAN SACHS 5.727 4/30  | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     24000 | PA      | $25094.33     | 0.02%             | 2030-04-25      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND 5.176 6/29    | INGERSOLL RAND 5.176 6/29 | CUSIP: 45687VAD8<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |     24000 | PA      | $24834.07     | 0.02%             | 2029-06-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| INTUIT INC 5.125 9/28        | INTUIT INC 5.125 9/28     | CUSIP: 46124HAF3<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |     24000 | PA      | $24772.52     | 0.02%             | 2028-09-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MONONGAHELA PWR 5.85 2/34    | MONONGAHELA PWR 5.85 2/34 | CUSIP: 609935AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     24000 | PA      | $25422.83     | 0.02%             | 2034-02-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| OGE ENERGY CORP              | OGE ENERGY CORP 5.45 5/29 | CUSIP: 670837AD5<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | DBT              | CORP              | US        |     24000 | PA      | $24909.20     | 0.02%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| RYDER SYS 7.32% 11/01/00     | RYDER SYSTEM IN 6.6 12/33 | CUSIP: 78355HKY4<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     24000 | PA      | $26818.62     | 0.02%             | 2033-12-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| SUNOCO LOGISTICS PARTNER     | ENERGY TRANSFER 5.3 4/44  | CUSIP: 86765BAP4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     24000 | PA      | $21901.85     | 0.02%             | 2044-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC       | UNITEDHEALTH GR 5.95 6/55 | CUSIP: 91324PFR8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     24000 | PA      | $24757.44     | 0.02%             | 2055-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES      | CANADIAN NATL R 5.4 12/34 | CUSIP: 136385BE0<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | NUSS              | US        |     24000 | PA      | $24466.18     | 0.02%             | 2034-12-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FEDEX 2020-1 1.875 2/34      | FEDEX 2020-1 1.875 2/34   | CUSIP: 314353AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     24177 | PA      | $21174.86     | 0.02%             | 2034-02-20      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE          | CDW LLC/CDW FIN 5.1 3/30  | CUSIP: 12513GBK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $25511.53     | 0.02%             | 2030-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE 4.995 7/30    | JPMORGAN CHASE 4.995 7/30 | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25689.09     | 0.02%             | 2030-07-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MONONGAHELA POWER            | MONONGAHELA PWR 3.55 5/27 | CUSIP: 610202BR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $24867.79     | 0.02%             | 2027-05-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE 5.2 3/34      | PUBLIC SERVICE 5.2 3/34   | CUSIP: 74456QCQ7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25810.21     | 0.02%             | 2034-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO           | SONOCO PRODUCTS 4.6 9/29  | CUSIP: 835495AR3<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25227.83     | 0.02%             | 2029-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS     | TARGA RES PRTN 4.875 2/31 | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $25174.05     | 0.02%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIE 4.5 8/29    | UBER TECHNOLOGIE 4.5 8/29 | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25049.95     | 0.02%             | 2029-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTR 1.7 6/28    | WISCONSIN ELECTR 1.7 6/28 | CUSIP: 976656CM8<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23767.93     | 0.02%             | 2028-06-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| ROYAL BK CANAD 4.969 8/30    | ROYAL BK CANAD 4.969 8/30 | CUSIP: 78016HZZ6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | NUSS              | US        |     25000 | PA      | $25647.95     | 0.02%             | 2030-08-02      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE       | AMERICAN HONDA 5.65 11/28 | CUSIP: 02665WEV9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     26000 | PA      | $27157.30     | 0.02%             | 2028-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE          | DOW CHEMICAL CO 5.6 2/54  | CUSIP: 260543DK6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     26000 | PA      | $22706.75     | 0.02%             | 2054-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCI 5.867 6/34    | TRUIST FINANCI 5.867 6/34 | CUSIP: 89788MAP7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     26000 | PA      | $27717.62     | 0.02%             | 2034-06-08      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP          | AMERICAN TOWER 3.65 3/27  | CUSIP: 03027XBV1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26897.21     | 0.02%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTL CORP       | CROWN CASTLE INT 2.9 3/27 | CUSIP: 22822VAZ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26629.53     | 0.02%             | 2027-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP      | JOHN DEERE CAP 4.95 7/28  | CUSIP: 24422EXB0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27741.00     | 0.02%             | 2028-07-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER EQUITY       | ENERGY TRANS 5.2 4/30     | CUSIP: 29273VBD1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27855.22     | 0.03%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                  | EXELON CO 5.15 3/29       | CUSIP: 30161NBM2<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27790.51     | 0.03%             | 2029-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| HCA INC                      | HCA INC 5.125 6/39        | CUSIP: 404119BY4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26168.17     | 0.02%             | 2039-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| IPALCO ENTERPRISES INC       | IPALCO ENTPRS I 4.25 5/30 | CUSIP: 462613AP5<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26443.67     | 0.02%             | 2030-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KENVUE INC 5.05 3/28         | KENVUE INC 5.05 3/28      | CUSIP: 49177JAF9<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27614.22     | 0.02%             | 2028-03-22      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MPLX LP                      | MPLX LP 1.75 3/26         | CUSIP: 55336VBR0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26895.47     | 0.02%             | 2026-03-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                | MCKESSON CORP 4.25 9/29   | CUSIP: 581557BV6<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27201.51     | 0.02%             | 2029-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                   | NETAPP INC 5.5 3/32       | CUSIP: 64110DAM6<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |     27000 | PA      | $28137.20     | 0.03%             | 2032-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                 | SYNOPSYS INC 5 4/32       | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27645.95     | 0.02%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP     | TOYOTA MTR CRED 4.45 6/29 | CUSIP: 89236TKD6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27401.59     | 0.02%             | 2029-06-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER        | TUCSON ELEC PWR 5.2 9/34  | CUSIP: 898813AW0<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27697.18     | 0.02%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AT&T INC                     | AT&T INC 4.55 11/32       | CUSIP: 00206RNB4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     28000 | PA      | $27863.68     | 0.03%             | 2032-11-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AMEREN CORPORATION           | AMEREN CORP 5 1/29        | CUSIP: 023608AQ5<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28648.36     | 0.03%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO          | AMERICAN EXPRE 5.085 1/31 | CUSIP: 025816DY2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28895.05     | 0.03%             | 2031-01-30      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| ANTHEM INC                   | ELEVANCE HEALTH 4.6 9/32  | CUSIP: 036752BJ1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28007.61     | 0.03%             | 2032-09-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP         | BANK OF AMER C 3.194 7/30 | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     28000 | PA      | $27070.73     | 0.02%             | 2030-07-23      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| BEIGNET INVEST 6.581 5/49    | BEIGNET INVEST 6.581 5/49 | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     28000 | PA      | $29692.79     | 0.03%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC/THE           | BOSTON GAS CO 5.843 1/35  | CUSIP: 100743AP8<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |     28000 | PA      | $29713.98     | 0.03%             | 2035-01-10      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                 | COMCAST CORP 3.2 7/36     | CUSIP: 20030NBT7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     28000 | PA      | $23957.56     | 0.02%             | 2036-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLA 2.4 12/31    | DUKE ENERGY FLA 2.4 12/31 | CUSIP: 26444HAK7<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     28000 | PA      | $25365.95     | 0.02%             | 2031-12-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| KENVUE INC 4.85 5/32         | KENVUE INC 4.85 5/32      | CUSIP: 49177JAS1<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28711.16     | 0.03%             | 2032-05-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER      | LABORATORY CORP 4.55 4/32 | CUSIP: 50540RBA9<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28014.67     | 0.03%             | 2032-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MARVELL TECH IN 5.75 2/29    | MARVELL TECH IN 5.75 2/29 | CUSIP: 573874AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     28000 | PA      | $29224.34     | 0.03%             | 2029-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                 | QUALCOMM INC 4.75 5/32    | CUSIP: 747525BV4<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28651.51     | 0.03%             | 2032-05-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP 5.6 3/34      | SOLVENTUM CORP 5.6 3/34   | CUSIP: 83444MAR2<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |     28000 | PA      | $29205.14     | 0.03%             | 2034-03-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC           | STEEL DYNAMICS 1.65 10/27 | CUSIP: 858119BN9<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     28000 | PA      | $26921.07     | 0.02%             | 2027-10-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOFTWRE | TAKE-TWO INTERAC 5.4 6/29 | CUSIP: 874054AM1<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |     28000 | PA      | $29014.41     | 0.03%             | 2029-06-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG 4.3 6/29      | NXP BV/NXP FDG 4.3 6/29   | CUSIP: 62954HAV0<br>LEI: N/A                  | Long             | DBT              | NUSS              | US        |     28000 | PA      | $28066.05     | 0.03%             | 2029-06-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP         | BANK OF AMER C 2.551 2/28 | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     29000 | PA      | $28537.10     | 0.03%             | 2028-02-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC 5.05 4/30       | BROADCOM INC 5.05 4/30    | CUSIP: 11135FCF6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     29000 | PA      | $29956.50     | 0.03%             | 2030-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE 1.04 2/27     | JPMORGAN CHASE 1.04 2/27  | CUSIP: 46647PBW5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     29000 | PA      | $28920.88     | 0.03%             | 2027-02-04      | Fixed         | 1.04%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                  | ORACLE CORP 3.9 5/35      | CUSIP: 68389XBE4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     29000 | PA      | $25058.53     | 0.02%             | 2035-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY PEN 5.15 3/26    | FIRSTENERGY PEN 5.15 3/26 | CUSIP: 708696CA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     29000 | PA      | $29071.80     | 0.03%             | 2026-03-30      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BMW                          | BMW US CAP LLC 5.05 3/30  | CUSIP: 05565ECY9<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | NUSS              | US        |     29000 | PA      | $29804.00     | 0.03%             | 2030-03-21      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC              | TYSON FOODS INC 5.4 3/29  | CUSIP: 902494BL6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | NUSS              | US        |     29000 | PA      | $30004.68     | 0.03%             | 2029-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC       | CENTERPOINT ENER 5.4 6/29 | CUSIP: 15189TBG1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31102.54     | 0.03%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                 | COMCAST CORP 3.9 3/38     | CUSIP: 20030NCJ8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26228.41     | 0.02%             | 2038-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH I 5.05 6/29    | L3HARRIS TECH I 5.05 6/29 | CUSIP: 502431AS8<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30872.11     | 0.03%             | 2029-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC       | MOTOROLA SOLUTI 5.55 8/35 | CUSIP: 620076CC1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31261.73     | 0.03%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| RYDER SYS 7.32% 11/01/00     | RYDER SYSTEM IN 5.25 6/28 | CUSIP: 78355HKW8<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30836.21     | 0.03%             | 2028-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMERISOURCEBERGEN CORP       | CENCORA INC 5.125 2/34    | CUSIP: 03073EAU9<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     31000 | PA      | $31861.79     | 0.03%             | 2034-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTL CORP       | CROWN CASTLE INT 3.3 7/30 | CUSIP: 22822VAR2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     31000 | PA      | $29448.40     | 0.03%             | 2030-07-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY            | EVERSOURCE ENER 2.55 3/31 | CUSIP: 30040WAL2<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     31000 | PA      | $28110.37     | 0.03%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| FLIR SYSTEMS INC             | FLIR SYSTEMS 2.5 8/30     | CUSIP: 302445AE1<br>LEI: 5493000HDPX16EHNN346 | Long             | DBT              | CORP              | US        |     31000 | PA      | $28715.13     | 0.03%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS HOME & SECURI | FORTUNE BRANDS 3.25 9/29  | CUSIP: 34964CAE6<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |     31000 | PA      | $29834.63     | 0.03%             | 2029-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC      | GOLDMAN SACHS 5.536 1/36  | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     31000 | PA      | $32270.08     | 0.03%             | 2036-01-28      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS     | HUNT INGALLS IND 4.2 5/30 | CUSIP: 446413AT3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |     31000 | PA      | $30749.28     | 0.03%             | 2030-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MPLX LP                      | MPLX LP 5 1/33            | CUSIP: 55336VCB4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     31000 | PA      | $31224.32     | 0.03%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MARS INC 5 3/32              | MARS INC 5 3/32           | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     31000 | PA      | $32009.89     | 0.03%             | 2032-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NATL RURAL UTI 4.15 12/32    | NATL RURAL UTI 4.15 12/32 | CUSIP: 637432NZ4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     31000 | PA      | $30342.32     | 0.03%             | 2032-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                  | ORACLE CORP 3.8 11/37     | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     31000 | PA      | $25100.76     | 0.02%             | 2037-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                  | ORACLE CORP 6 8/55        | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     31000 | PA      | $27458.39     | 0.02%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP           | UNION PAC CORP 5.1 2/35   | CUSIP: 907818GG7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     31000 | PA      | $32068.13     | 0.03%             | 2035-02-20      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC 4.8 10/34       | BROADCOM INC 4.8 10/34    | CUSIP: 11135FCD1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     32000 | PA      | $32134.18     | 0.03%             | 2034-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| KROGER CO                    | KROGER CO 5.5 9/54        | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     32000 | PA      | $30627.51     | 0.03%             | 2054-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY               | MORGAN STANLEY 1.512 7/27 | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     32000 | PA      | $31552.29     | 0.03%             | 2027-07-20      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY               | MORGAN STANLEY 2.484 9/36 | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     32000 | PA      | $28185.07     | 0.03%             | 2036-09-16      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL       | NEXTERA ENERGY 5.3 3/32   | CUSIP: 65339KDK3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     32000 | PA      | $33389.40     | 0.03%             | 2032-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRISE GP | PUBLIC SERVICE 2.45 11/31 | CUSIP: 744573AU0<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     32000 | PA      | $28698.17     | 0.03%             | 2031-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP     | TOYOTA MTR CRED 4.55 8/29 | CUSIP: 89236TMK8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     32000 | PA      | $32565.95     | 0.03%             | 2029-08-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC              | XCEL ENERGY INC 5.6 4/35  | CUSIP: 98389BBE9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     32000 | PA      | $33222.79     | 0.03%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP 5.2 7/31      | AIR LEASE CORP 5.2 7/31   | CUSIP: 00914AAX0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     33000 | PA      | $33584.33     | 0.03%             | 2031-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AMEREN CORPORATION           | AMEREN CORP 1.75 3/28     | CUSIP: 023608AK8<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |     33000 | PA      | $31410.90     | 0.03%             | 2028-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO     | CAPITAL ONE F 1.878 11/27 | CUSIP: 14040HCH6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     33000 | PA      | $32389.08     | 0.03%             | 2027-11-02      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CARGILL INCORPORATED         | CARGILL INC 1.7 2/31      | CUSIP: 141781BQ6<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |     33000 | PA      | $29089.31     | 0.03%             | 2031-02-02      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP      | JOHN DEERE CAP 4.85 6/29  | CUSIP: 24422EXT1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     33000 | PA      | $33977.50     | 0.03%             | 2029-06-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDING 2.7 10/28    | KYNDRYL HOLDING 2.7 10/28 | CUSIP: 50155QAK6<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |     33000 | PA      | $31673.79     | 0.03%             | 2028-10-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP      | MARATHON PETR 5.125 12/26 | CUSIP: 56585ABC5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     33000 | PA      | $33255.00     | 0.03%             | 2026-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL       | NEXTERA ENERGY 6.375 8/55 | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     33000 | PA      | $34085.54     | 0.03%             | 2055-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL       | NEXTERA ENERGY 6.5 8/55   | CUSIP: 65339KDF4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     33000 | PA      | $34785.46     | 0.03%             | 2055-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP    | OCCIDENTAL PETE 6.2 3/40  | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     33000 | PA      | $33686.14     | 0.03%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ALGONQUIN POWE MULTI 6/26    | ALGONQUIN POWE MULTI 6/26 | CUSIP: 015857AF2<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | NUSS              | US        |     33000 | PA      | $33163.27     | 0.03%             | 2026-06-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                   | ABBVIE INC 2.95 11/26     | CUSIP: 00287YBV0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     34000 | PA      | $33746.89     | 0.03%             | 2026-11-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AMERIPRISE FINANCIAL INC     | AMERIPRISE FINL 5.7 12/28 | CUSIP: 03076CAN6<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |     34000 | PA      | $35657.32     | 0.03%             | 2028-12-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ANTHEM INC                   | ELEVANCE HEALTH 5.5 10/32 | CUSIP: 036752AW3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     34000 | PA      | $35916.87     | 0.03%             | 2032-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP     | CHARTER COMM OP 6.55 6/34 | CUSIP: 161175CR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     34000 | PA      | $35843.59     | 0.03%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPE 5.097 10/31    | COLUMBIA PIPE 5.097 10/31 | CUSIP: 19828AAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     34000 | PA      | $34695.89     | 0.03%             | 2031-10-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTL CORP       | CROWN CASTLE INC 5.6 6/29 | CUSIP: 22822VBD2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     34000 | PA      | $35342.07     | 0.03%             | 2029-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE 5.571 4/28    | JPMORGAN CHASE 5.571 4/28 | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     34000 | PA      | $34689.41     | 0.03%             | 2028-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE 5.581 4/30    | JPMORGAN CHASE 5.581 4/30 | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     34000 | PA      | $35502.72     | 0.03%             | 2030-04-22      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| LIBERTY UTIL 5.577 1/29      | LIBERTY UTIL 5.577 1/29   | CUSIP: 531542AA6<br>LEI: 549300UN1FEYPC5BKW09 | Long             | DBT              | CORP              | US        |     34000 | PA      | $35156.21     | 0.03%             | 2029-01-31      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC        | MICRON TECH 5.8 1/35      | CUSIP: 595112CE1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     34000 | PA      | $35908.94     | 0.03%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY               | MORGAN STANLEY 5.164 4/29 | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     34000 | PA      | $34788.73     | 0.03%             | 2029-04-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE       | WABTEC MULTI 9/28         | CUSIP: 960386AM2<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |     34000 | PA      | $34444.08     | 0.03%             | 2028-09-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BP CAP MKTS A 5.227 11/34    | BP CAP MKTS A 5.227 11/34 | CUSIP: 10373QCA6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36197.87     | 0.03%             | 2034-11-17      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP 2.25 12/28      | CUBESMART LP 2.25 12/28   | CUSIP: 22966RAH9<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33228.49     | 0.03%             | 2028-12-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY            | EVERSOURCE ENERG 1.4 8/26 | CUSIP: 30040WAN8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34417.79     | 0.03%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STOR 3.9 4/29    | EXTRA SPACE STOR 3.9 4/29 | CUSIP: 30225VAH0<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34653.47     | 0.03%             | 2029-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| MSCI INC                     | MSCI INC 5.15 3/36        | CUSIP: 55354GAS9<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34840.02     | 0.03%             | 2036-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP      | MARATHON PETRO 5.7 3/35   | CUSIP: 56585ABL5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36103.24     | 0.03%             | 2035-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY 1.593 5/27    | MORGAN STANLEY 1.593 5/27 | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34699.55     | 0.03%             | 2027-05-04      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP | PNC FINANCIAL 6.037 10/33 | CUSIP: 693475BJ3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     35000 | PA      | $37897.65     | 0.03%             | 2033-10-28      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP              | SEALED AIR CO 1.573 10/26 | CUSIP: 81211KAZ3<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34267.35     | 0.03%             | 2026-10-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO/THE              | SOUTHERN CO MULTI 8/27    | CUSIP: 842587DD6<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35592.35     | 0.03%             | 2027-08-01      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC             | T-MOBILE USA INC 5.3 5/35 | CUSIP: 87264ADT9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35960.40     | 0.03%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UPJOHN INC 2.7 6/30          | UPJOHN INC 2.7 6/30       | CUSIP: 92556VAD8<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32028.25     | 0.03%             | 2030-06-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ROYAL BK CANADA 5.2 8/28     | ROYAL BK CANADA 5.2 8/28  | CUSIP: 78016HZS2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | NUSS              | US        |     35000 | PA      | $36103.86     | 0.03%             | 2028-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP         | BANK OF AMER 2.572 10/32  | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     36000 | PA      | $32505.96     | 0.03%             | 2032-10-20      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| COCA-COLA BOTTLING CO CONSOL | COCA-COLA CONSO 5.25 6/29 | CUSIP: 191098AM4<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | DBT              | CORP              | US        |     36000 | PA      | $37284.48     | 0.03%             | 2029-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO       | GEN MOTORS FIN 6.15 7/35  | CUSIP: 37045XFK7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     36000 | PA      | $38019.67     | 0.03%             | 2035-07-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS 5.283 3/27     | GOLDMAN SACHS 5.283 3/27  | CUSIP: 38151LAF7<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |     36000 | PA      | $36092.48     | 0.03%             | 2027-03-18      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES 2 8/31      | INVITATION HOMES 2 8/31   | CUSIP: 46188BAA0<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |     36000 | PA      | $31563.04     | 0.03%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                | MCKESSON CORP 5.25 5/35   | CUSIP: 581557BY0<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |     36000 | PA      | $37303.11     | 0.03%             | 2035-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC       | MOTOROLA SOLUTIO 5 4/29   | CUSIP: 620076BY4<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     36000 | PA      | $36919.37     | 0.03%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELECTRIC POWER  | SOUTHWESTN EL P 1.65 3/26 | CUSIP: 845437BS0<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |     36000 | PA      | $35806.46     | 0.03%             | 2026-03-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| AES CORP/VA                  | AES CORP/THE 5.45 6/28    | CUSIP: 00130HCH6<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     37000 | PA      | $37882.24     | 0.03%             | 2028-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY            | EVERSOURCE ENER 5.45 3/28 | CUSIP: 30040WAT5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     37000 | PA      | $37954.09     | 0.03%             | 2028-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS   | OMEGA HEALTHCARE 5.2 7/30 | CUSIP: 681936BP4<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |     37000 | PA      | $37698.15     | 0.03%             | 2030-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                 | ALPHABET INC 5.7 11/75    | CUSIP: 02079KBB2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     38000 | PA      | $37585.53     | 0.03%             | 2075-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA IN 4.85 10/35    | CHEVRON USA IN 4.85 10/35 | CUSIP: 166756BL9<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |     38000 | PA      | $38558.95     | 0.03%             | 2035-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PSEG POWER 8.625 04/31       | PSEG POWER LLC 5.2 5/30   | CUSIP: 69362BBD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     38000 | PA      | $38930.04     | 0.04%             | 2030-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LE 1.7 6/26     | PENSKE TRUCK LE 1.7 6/26  | CUSIP: 709599BM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     38000 | PA      | $37572.14     | 0.03%             | 2026-06-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC         | WEC ENERGY GR 1.375 10/27 | CUSIP: 92939UAD8<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     38000 | PA      | $36358.19     | 0.03%             | 2027-10-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL COR 4.39 8/37    | BAT CAPITAL COR 4.39 8/37 | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | NUSS              | US        |     38000 | PA      | $35103.17     | 0.03%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD     | BHP FINANCE USA 5.25 9/30 | CUSIP: 055451BD9<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | NUSS              | US        |     38000 | PA      | $39635.11     | 0.04%             | 2030-09-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC-SP ADR     | NATL GRID PLC 5.418 1/34  | CUSIP: 636274AF9<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | NUSS              | US        |     38000 | PA      | $39439.11     | 0.04%             | 2034-01-11      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| ROYAL BK CANAD 4.498 8/29    | ROYAL BK CANAD 4.498 8/29 | CUSIP: 78017DAK4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | NUSS              | US        |     38000 | PA      | $38396.90     | 0.03%             | 2029-08-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AGCO CORP                    | AGCO CORP 5.45 3/27       | CUSIP: 001084AR3<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |     39000 | PA      | $39550.97     | 0.04%             | 2027-03-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP         | BANK OF AMER C 5.744 2/36 | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     39000 | PA      | $40737.37     | 0.04%             | 2036-02-12      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYS INC       | CADENCE DESIGN 4.3 9/29   | CUSIP: 127387AN8<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |     39000 | PA      | $39237.89     | 0.04%             | 2029-09-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FIN 6.05 9/33     | COREBRIDGE FIN 6.05 9/33  | CUSIP: 21871XAR0<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     39000 | PA      | $41494.81     | 0.04%             | 2033-09-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC            | EOG RESOURCES I 5.35 1/36 | CUSIP: 26875PAZ4<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |     39000 | PA      | $40179.80     | 0.04%             | 2036-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                  | EQUIFAX INC 3.1 5/30      | CUSIP: 294429AS4<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |     39000 | PA      | $36982.62     | 0.03%             | 2030-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| HCA INC                      | HCA INC 5.45 4/31         | CUSIP: 404119CT4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     39000 | PA      | $40746.57     | 0.04%             | 2031-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                   | HUMANA INC 5.375 4/31     | CUSIP: 444859CA8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     39000 | PA      | $40366.27     | 0.04%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAP AME 5.15 3/30    | HYUNDAI CAP AME 5.15 3/30 | CUSIP: 44891ADQ7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     39000 | PA      | $40020.22     | 0.04%             | 2030-03-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                   | INTEL CORP 2.45 11/29     | CUSIP: 458140BH2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     39000 | PA      | $36441.93     | 0.03%             | 2029-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTILITIES     | NATL RURAL UTIL 5 8/34    | CUSIP: 637432PC3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     39000 | PA      | $39831.88     | 0.04%             | 2034-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                  | ORACLE CORP 2.95 4/30     | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     39000 | PA      | $36057.82     | 0.03%             | 2030-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| RYDER SYS 7.32% 11/01/00     | RYDER SYSTEM IN 4.95 9/29 | CUSIP: 78355HLC1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     39000 | PA      | $39964.62     | 0.04%             | 2029-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SEMPRA ENERGY                | SEMPRA 6.4 10/54          | CUSIP: 816851BT5<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     39000 | PA      | $39689.70     | 0.04%             | 2054-10-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD     | BHP FINANCE US 5.125 2/32 | CUSIP: 055451BK3<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | NUSS              | US        |     39000 | PA      | $40537.61     | 0.04%             | 2032-02-21      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN PL 5 3/32      | RIO TINTO FIN PL 5 3/32   | CUSIP: 76720AAT3<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | NUSS              | US        |     39000 | PA      | $40343.63     | 0.04%             | 2032-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC             | ALTRIA GROUP IN 6.2 11/28 | CUSIP: 02209SBQ5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     40000 | PA      | $42309.75     | 0.04%             | 2028-11-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS INC   | ZIMMER BIOMET 5.35 12/28  | CUSIP: 98956PAX0<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41363.05     | 0.04%             | 2028-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| TORONTO DOM BA 5.298 1/32    | TORONTO DOM BA 5.298 1/32 | CUSIP: 89115A3G5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | NUSS              | US        |     40000 | PA      | $41862.40     | 0.04%             | 2032-01-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE 5.7 5/32    | WOODSIDE FINANCE 5.7 5/32 | CUSIP: 980236AU7<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | NUSS              | US        |     40000 | PA      | $41686.68     | 0.04%             | 2032-05-19      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC       | BP CAPITAL PLC 6.125 6/74 | CUSIP: 05565QDX3<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | US        |     41000 | PA      | $42305.69     | 0.04%             | 2174-06-18      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP              | CMS ENERGY 4.75 6/50      | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     41000 | PA      | $40362.82     | 0.04%             | 2050-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAP AMER 5.3 6/29    | HYUNDAI CAP AMER 5.3 6/29 | CUSIP: 44891ADC8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     41000 | PA      | $42248.41     | 0.04%             | 2029-06-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC               | S&P GLOBAL INC 2.7 3/29   | CUSIP: 78409VBJ2<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     41000 | PA      | $39456.46     | 0.04%             | 2029-03-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL IN 1.65 1/27    | BERRY GLOBAL IN 1.65 1/27 | CUSIP: 08576PAF8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |     42000 | PA      | $40912.10     | 0.04%             | 2027-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION     | DEVON ENERGY 5.2 9/34     | CUSIP: 25179MBG7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     42000 | PA      | $41947.23     | 0.04%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| HORACE MANN EDUCATORS        | HORACE MANN EDU 4.7 10/30 | CUSIP: 440327AM6<br>LEI: 254900G5YAV3A2YK8T32 | Long             | DBT              | CORP              | US        |     42000 | PA      | $41758.36     | 0.04%             | 2030-10-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP     | TOYOTA MTR CRE 4.35 10/27 | CUSIP: 89236TMS1<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     42000 | PA      | $42441.97     | 0.04%             | 2027-10-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS       | VERIZON COMM INC 5 1/36   | CUSIP: 92343VHG2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     42000 | PA      | $41768.37     | 0.04%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AUTOMATIC DATA PROCESSING    | AUTOMATIC DATA 4.75 5/32  | CUSIP: 053015AJ2<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |     43000 | PA      | $44111.25     | 0.04%             | 2032-05-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC              | CATERPILLAR INC 5.2 5/35  | CUSIP: 149123CL3<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |     43000 | PA      | $44672.36     | 0.04%             | 2035-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS 4.6 11/32     | META PLATFORMS 4.6 11/32  | CUSIP: 30303MAC6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     43000 | PA      | $43416.11     | 0.04%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PSEG POWER 8.625 04/31       | PSEG POWER LLC 5.75 5/35  | CUSIP: 69362BBE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     43000 | PA      | $44855.78     | 0.04%             | 2035-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTR 5.45 11/34    | WESTERN MIDSTR 5.45 11/34 | CUSIP: 958667AG2<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     43000 | PA      | $43396.59     | 0.04%             | 2034-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                 | ALPHABET INC 4.5 5/35     | CUSIP: 02079KAL1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     44000 | PA      | $43873.51     | 0.04%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC               | AMAZON.COM INC 4.35 3/33  | CUSIP: 023135CU8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     44000 | PA      | $43946.20     | 0.04%             | 2033-03-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC 4.9 7/32        | BROADCOM INC 4.9 7/32     | CUSIP: 11135FCL3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     44000 | PA      | $45007.59     | 0.04%             | 2032-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC          | DELTA AIR LINES 5.25 7/30 | CUSIP: 247361A32<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |     44000 | PA      | $45275.65     | 0.04%             | 2030-07-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| META PLATFORM 5.625 11/55    | META PLATFORM 5.625 11/55 | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     44000 | PA      | $42347.66     | 0.04%             | 2055-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| RYDER SYS 7.32% 11/01/00     | RYDER SYSTEM INC 5.5 6/29 | CUSIP: 78355HLB3<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     44000 | PA      | $45895.82     | 0.04%             | 2029-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE 5.4 5/30    | WOODSIDE FINANCE 5.4 5/30 | CUSIP: 980236AT0<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | NUSS              | US        |     44000 | PA      | $45236.28     | 0.04%             | 2030-05-19      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE 5.8 3/32        | AES CORP/THE 5.8 3/32     | CUSIP: 00130HCM5<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46185.77     | 0.04%             | 2032-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CAMPBELL SOUP CO             | CAMPBELLS CO/THE 5.2 3/29 | CUSIP: 134429BN8<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46142.49     | 0.04%             | 2029-03-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS 5.75 11/65    | META PLATFORMS 5.75 11/65 | CUSIP: 30303M8Y1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43144.87     | 0.04%             | 2065-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE IN | INTERCONTINENT 3.625 9/28 | CUSIP: 45866FBB9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44695.06     | 0.04%             | 2028-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE 5.572 4/36    | JPMORGAN CHASE 5.572 4/36 | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47353.99     | 0.04%             | 2036-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                | MCKESSON CORP 4.95 5/32   | CUSIP: 581557BX2<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46342.49     | 0.04%             | 2032-05-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LE 5.25 2/30    | PENSKE TRUCK LE 5.25 2/30 | CUSIP: 709599CB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $46386.41     | 0.04%             | 2030-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO/THE              | SOUTHERN CO 3.75 9/51     | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44515.48     | 0.04%             | 2051-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP            | STATE STREET 4.675 10/32  | CUSIP: 857477CR2<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45947.21     | 0.04%             | 2032-10-22      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                 | ENBRIDGE INC 5.75 7/80    | CUSIP: 29250NBC8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | NUSS              | US        |     45000 | PA      | $45591.62     | 0.04%             | 2080-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC               | AMAZON.COM INC 2.1 5/31   | CUSIP: 023135BZ8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     46000 | PA      | $41626.80     | 0.04%             | 2031-05-12      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMER 5.15 3/29     | AON NORTH AMER 5.15 3/29  | CUSIP: 03740MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     46000 | PA      | $47367.24     | 0.04%             | 2029-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FISERV INC                   | FISERV INC 5.15 3/27      | CUSIP: 337738BJ6<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     46000 | PA      | $46509.41     | 0.04%             | 2027-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC          | GLOBAL PAY INC 1.2 3/26   | CUSIP: 37940XAE2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     46000 | PA      | $45788.46     | 0.04%             | 2026-03-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC             | LPL HOLDINGS INC 5.2 3/30 | CUSIP: 50212YAL8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     46000 | PA      | $47142.82     | 0.04%             | 2030-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                  | ORACLE CORP 3.85 7/36     | CUSIP: 68389XBH7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     46000 | PA      | $38579.47     | 0.03%             | 2036-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE 6 5/35      | WOODSIDE FINANCE 6 5/35   | CUSIP: 980236AV5<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | NUSS              | US        |     46000 | PA      | $48018.07     | 0.04%             | 2035-05-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAP AME 5.68 6/28    | HYUNDAI CAP AME 5.68 6/28 | CUSIP: 44891ACH8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     47000 | PA      | $48540.85     | 0.04%             | 2028-06-26      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAP AMER 6.5 1/29    | HYUNDAI CAP AMER 6.5 1/29 | CUSIP: 44891ACR6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     47000 | PA      | $49832.71     | 0.04%             | 2029-01-16      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LIBERTY UTIL 5.869 1/34      | LIBERTY UTIL 5.869 1/34   | CUSIP: 531542AB4<br>LEI: 549300UN1FEYPC5BKW09 | Long             | DBT              | CORP              | US        |     47000 | PA      | $49547.56     | 0.04%             | 2034-01-31      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                  | ORACLE CORP 4.9 2/33      | CUSIP: 68389XCP8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     47000 | PA      | $45392.04     | 0.04%             | 2033-02-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE       | AMERICAN HONDA F 4.7 1/28 | CUSIP: 02665WED9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     48000 | PA      | $48709.45     | 0.04%             | 2028-01-12      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP         | BANK OF AMER C 2.087 6/29 | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     48000 | PA      | $45817.36     | 0.04%             | 2029-06-14      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY            | EVERSOURCE ENER 5.95 2/29 | CUSIP: 30040WAW8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     48000 | PA      | $50254.53     | 0.05%             | 2029-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC  | HONEYWELL INTL 4.75 2/32  | CUSIP: 438516CZ7<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     48000 | PA      | $49058.29     | 0.04%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP         | LOCKHEED MARTIN 4.15 8/28 | CUSIP: 539830CK3<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     48000 | PA      | $48341.99     | 0.04%             | 2028-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL       | NEXTERA ENERGY 3.8 3/82   | CUSIP: 65339KCB4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     48000 | PA      | $47145.59     | 0.04%             | 2082-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                  | ORACLE CORP 5.375 9/54    | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     48000 | PA      | $38993.89     | 0.04%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                 | ALPHABET INC 4.7 11/35    | CUSIP: 02079KAY3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     49000 | PA      | $49127.24     | 0.04%             | 2035-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE       | AMERICAN HONDA 4.85 10/31 | CUSIP: 02665WFU0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     49000 | PA      | $49994.01     | 0.05%             | 2031-10-23      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP              | CVS HEALTH CORP 5.45 9/35 | CUSIP: 126650EK2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     49000 | PA      | $50254.36     | 0.05%             | 2035-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST        | CAMDEN PROP TR 5.85 11/26 | CUSIP: 133131BA9<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |     49000 | PA      | $49705.50     | 0.04%             | 2026-11-03      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC             | LPL HOLDINGS INC 5.7 5/27 | CUSIP: 50212YAJ3<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     49000 | PA      | $49974.93     | 0.05%             | 2027-05-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                  | NETFLIX INC 5.875 11/28   | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     49000 | PA      | $51557.36     | 0.05%             | 2028-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC       | UNITEDHEALTH GR 4.95 1/32 | CUSIP: 91324PFH0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     49000 | PA      | $50323.58     | 0.05%             | 2032-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FLEX LTD 5.25 1/32           | FLEX LTD 5.25 1/32        | CUSIP: 33938XAF2<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51047.21     | 0.05%             | 2032-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA INC                      | HCA INC 3.5 9/30          | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48149.34     | 0.04%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INC    | HUNTINGTON BA 6.141 11/39 | CUSIP: 446150BF0<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52366.17     | 0.05%             | 2039-11-18      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| MPLX LP                      | MPLX LP 2.65 8/30         | CUSIP: 55336VBQ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46386.96     | 0.04%             | 2030-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP INC      | GLAXOSMITHKLIN 4.875 4/35 | CUSIP: 377372AQ0<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | NUSS              | US        |     50000 | PA      | $50659.82     | 0.05%             | 2035-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES        | TRANSCANADA PL 7 6/65     | CUSIP: 89352HBG3<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | NUSS              | US        |     50000 | PA      | $51573.10     | 0.05%             | 2065-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP 5.375 12/31    | APPLOVIN CORP 5.375 12/31 | CUSIP: 03831WAC2<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |     51000 | PA      | $52978.44     | 0.05%             | 2031-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON AND CO      | BECTON DICKINS 4.693 2/28 | CUSIP: 075887CQ0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     51000 | PA      | $51703.94     | 0.05%             | 2028-02-13      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC            | BROWN & BROWN 4.9 6/30    | CUSIP: 115236AK7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     51000 | PA      | $51803.16     | 0.05%             | 2030-06-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC          | CARDINAL HEALTH 4.7 11/26 | CUSIP: 14149YBQ0<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     51000 | PA      | $51344.38     | 0.05%             | 2026-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP         | TARGA RESOURCES 5.4 7/36  | CUSIP: 87612GAS0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     51000 | PA      | $51209.24     | 0.05%             | 2036-07-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY PAR 5.7 8/35    | VIPER ENERGY PAR 5.7 8/35 | CUSIP: 92764MAB0<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |     51000 | PA      | $52078.65     | 0.05%             | 2035-08-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONI 5.15 8/29    | ARROW ELECTRONI 5.15 8/29 | CUSIP: 04273WAF8<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |     52000 | PA      | $53290.34     | 0.05%             | 2029-08-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN & H 3.875 9/28    | BOOZ ALLEN & H 3.875 9/28 | CUSIP: 09951LAA1<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |     52000 | PA      | $51085.19     | 0.05%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTL CORP       | CROWN CASTLE INC 4.9 9/29 | CUSIP: 22822VBF7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     52000 | PA      | $52921.68     | 0.05%             | 2029-09-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO       | GEN MOTORS FIN 4.9 10/29  | CUSIP: 37045XEZ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     52000 | PA      | $52878.61     | 0.05%             | 2029-10-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL       | MARRIOTT INTL 5.25 10/35  | CUSIP: 571903BX0<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     52000 | PA      | $52813.17     | 0.05%             | 2035-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS       | VERIZON COMM I 2.355 3/32 | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     52000 | PA      | $45909.14     | 0.04%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP         | BANK OF AMER 5.518 10/35  | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     53000 | PA      | $54408.63     | 0.05%             | 2035-10-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| MARS INC 5.2 3/35            | MARS INC 5.2 3/35         | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     53000 | PA      | $54605.68     | 0.05%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL  | PHILIP MORRIS 4.875 2/29  | CUSIP: 718172DG1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     53000 | PA      | $54300.33     | 0.05%             | 2029-02-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRISE GP | PUBLIC SERVICE 5.2 4/29   | CUSIP: 744573AY2<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     53000 | PA      | $54528.12     | 0.05%             | 2029-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION 5.158 2/29     | CONSTELLATION 5.158 2/29  | CUSIP: 21037XAC4<br>LEI: 549300B6PYHMCTDWQV29 | Long             | DBT              | NUSS              | US        |     53000 | PA      | $54106.08     | 0.05%             | 2029-02-16      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP              | CMS ENERGY 3.75 12/50     | CUSIP: 125896BV1<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     54000 | PA      | $49831.52     | 0.04%             | 2050-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC       | CNH INDUSTRIAL 5.1 4/29   | CUSIP: 12592BAS3<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |     54000 | PA      | $55244.03     | 0.05%             | 2029-04-20      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP         | BANK OF AMER C 3.593 7/28 | CUSIP: 06051GGR4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54646.58     | 0.05%             | 2028-07-21      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC       | CNH INDUSTRIAL 5.5 1/29   | CUSIP: 12592BAR5<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56840.32     | 0.05%             | 2029-01-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAP AMER 5.4 3/32    | HYUNDAI CAP AMER 5.4 3/32 | CUSIP: 44891ADR5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56889.69     | 0.05%             | 2032-03-29      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                   | NUCOR CORP 5.1 6/35       | CUSIP: 670346BA2<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56419.64     | 0.05%             | 2035-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS 5.45 5/29          | AEP TEXAS 5.45 5/29       | CUSIP: 00108WAS9<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     56000 | PA      | $58040.65     | 0.05%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS 4.2 11/30     | META PLATFORMS 4.2 11/30  | CUSIP: 30303MAB8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     56000 | PA      | $56206.46     | 0.05%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY               | MORGAN STANLEY 2.475 1/28 | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     56000 | PA      | $55115.02     | 0.05%             | 2028-01-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP.         | SPRINT CAP CORP 8.75 3/32 | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |     56000 | PA      | $67846.41     | 0.06%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTL CORP       | CROWN CASTLE INT 2.1 4/31 | CUSIP: 22822VAW1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     57000 | PA      | $50384.24     | 0.05%             | 2031-04-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY            | EVERSOURCE ENERG 2.9 3/27 | CUSIP: 30040WAQ1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     57000 | PA      | $56245.65     | 0.05%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| META PLATFORM 4.875 11/35    | META PLATFORM 4.875 11/35 | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     57000 | PA      | $57041.56     | 0.05%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HEALTH CARE SVS CORP         | HEALTH CARE SVCS 5.2 6/29 | CUSIP: 42218SAK4<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |     57000 | PA      | $58484.46     | 0.05%             | 2029-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| INVITATION HOME 2.3 11/28    | INVITATION HOME 2.3 11/28 | CUSIP: 46188BAB8<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |     57000 | PA      | $54243.68     | 0.05%             | 2028-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                 | ALPHABET INC 5.45 11/55   | CUSIP: 02079KBA4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     58000 | PA      | $57120.99     | 0.05%             | 2055-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 5.5 2/34    | AMERICAN HOMES 4 5.5 2/34 | CUSIP: 02666TAG2<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |     58000 | PA      | $60150.93     | 0.05%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTL CORP       | CROWN CASTLE INC 4.8 9/28 | CUSIP: 22822VBB6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     58000 | PA      | $58934.05     | 0.05%             | 2028-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| HCA INC                      | HCA INC 4.5 2/27          | CUSIP: 404119BU2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     58000 | PA      | $58137.72     | 0.05%             | 2027-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                  | ORACLE CORP 5.95 9/55     | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     58000 | PA      | $51643.73     | 0.05%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP           | REALTY INCOME 3.95 8/27   | CUSIP: 756109BG8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     58000 | PA      | $58054.29     | 0.05%             | 2027-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                  | EXELON CO 5.15 3/28       | CUSIP: 30161NBJ9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     59000 | PA      | $60319.29     | 0.05%             | 2028-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE   | HP ENTERPRISE 4.85 10/31  | CUSIP: 42824CBU2<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     59000 | PA      | $59697.79     | 0.05%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE 2.069 6/29    | JPMORGAN CHASE 2.069 6/29 | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     59000 | PA      | $56401.96     | 0.05%             | 2029-06-01      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| MSCI INC                     | MSCI INC 3.625 9/30       | CUSIP: 55354GAK6<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |     59000 | PA      | $56434.65     | 0.05%             | 2030-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL 5.448 5/29        | RGA GLOBAL 5.448 5/29     | CUSIP: 76209PAE3<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |     59000 | PA      | $61176.28     | 0.06%             | 2029-05-24      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS       | VERIZON COMM INC 6 11/65  | CUSIP: 92343VHK3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     59000 | PA      | $58521.87     | 0.05%             | 2065-11-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP 5.125 12/29    | APPLOVIN CORP 5.125 12/29 | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61622.93     | 0.06%             | 2029-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ARIZ PUB SERV 09/15/00       | ARIZONA PUB SER 2.95 9/27 | CUSIP: 040555CW2<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59102.57     | 0.05%             | 2027-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP         | BANK OF AMER C 2.972 2/33 | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     60000 | PA      | $54970.71     | 0.05%             | 2033-02-04      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO       | GEN MOTORS FIN 2.35 1/31  | CUSIP: 37045XDE3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     60000 | PA      | $54035.33     | 0.05%             | 2031-01-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC             | LPL HOLDINGS IN 5.15 6/30 | CUSIP: 50212YAP9<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61265.06     | 0.06%             | 2030-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY        | CANADIAN NATL 4.75 11/35  | CUSIP: 136375DW9<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | NUSS              | US        |     60000 | PA      | $60224.64     | 0.05%             | 2035-11-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HLDGS 2 1/32      | BLACKSTONE HLDGS 2 1/32   | CUSIP: 09261BAD2<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |     62000 | PA      | $53532.76     | 0.05%             | 2032-01-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC            | CISCO SYSTEMS 4.95 2/32   | CUSIP: 17275RBY7<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |     62000 | PA      | $64115.27     | 0.06%             | 2032-02-24      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HP INC                       | HP INC 2.65 6/31          | CUSIP: 40434LAJ4<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |     62000 | PA      | $56082.70     | 0.05%             | 2031-06-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| PROLOGIS TARGET 5.25 4/29    | PROLOGIS TARGET 5.25 4/29 | CUSIP: 74350LAA2<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              | CORP              | US        |     62000 | PA      | $63940.15     | 0.06%             | 2029-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FIN 4.25 6/26     | BROOKFIELD FIN 4.25 6/26  | CUSIP: 11271LAA0<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | NUSS              | US        |     62000 | PA      | $62021.85     | 0.06%             | 2026-06-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC                     | AT&T INC 4.9 11/35        | CUSIP: 00206RNC2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     63000 | PA      | $62378.63     | 0.06%             | 2035-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUN 5.875 6/27    | CNO GLOBAL FUN 5.875 6/27 | CUSIP: 18977W2D1<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |     63000 | PA      | $64443.55     | 0.06%             | 2027-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC               | LOWE'S COS INC 4.5 10/32  | CUSIP: 548661EW3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     63000 | PA      | $62750.55     | 0.06%             | 2032-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP     | CHARTER COMM OPT 6.1 6/29 | CUSIP: 161175CQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     64000 | PA      | $66866.47     | 0.06%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC            | EOG RESOURCES IN 5 7/32   | CUSIP: 26875PAY7<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |     64000 | PA      | $65680.84     | 0.06%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FIRST IND LP 5.25 1/31       | FIRST IND LP 5.25 1/31    | CUSIP: 32055RAS6<br>LEI: 86MKNB3IKYZZT3E3OV11 | Long             | DBT              | CORP              | US        |     64000 | PA      | $65424.12     | 0.06%             | 2031-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC         | WEC ENERGY GRO 5.15 10/27 | CUSIP: 92939UAJ5<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     64000 | PA      | $65315.54     | 0.06%             | 2027-10-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD ASS 5.298 1/36    | BROOKFIELD ASS 5.298 1/36 | CUSIP: 113004AC9<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | NUSS              | US        |     64000 | PA      | $64096.36     | 0.06%             | 2036-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPE 6.042 8/28     | COLUMBIA PIPE 6.042 8/28  | CUSIP: 19828AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $67649.32     | 0.06%             | 2028-08-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LE 5.25 7/29    | PENSKE TRUCK LE 5.25 7/29 | CUSIP: 709599CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $66916.59     | 0.06%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER HLD 5 11/29     | SCHLUMBERGER HLD 5 11/29  | CUSIP: 806851AM3<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66911.33     | 0.06%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                  | ORACLE CORP 2.3 3/28      | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     66000 | PA      | $62969.57     | 0.06%             | 2028-03-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANC 5 3/30      | EQUITABLE FINANC 5 3/30   | CUSIP: 29449WAT4<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |     67000 | PA      | $68615.30     | 0.06%             | 2030-03-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HESS CORP                    | HESS CORP 4.3 4/27        | CUSIP: 42809HAG2<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |     67000 | PA      | $67318.31     | 0.06%             | 2027-04-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCI 5.435 1/30    | TRUIST FINANCI 5.435 1/30 | CUSIP: 89788MAR3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     68000 | PA      | $70457.01     | 0.06%             | 2030-01-24      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS 4.75 8/34     | META PLATFORMS 4.75 8/34  | CUSIP: 30303M8U9<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     69000 | PA      | $69762.92     | 0.06%             | 2034-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHAS 4.452 12/29    | JPMORGAN CHAS 4.452 12/29 | CUSIP: 46647PAX4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     69000 | PA      | $69739.66     | 0.06%             | 2029-12-05      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FIN 4.9 2/31     | ASTRAZENECA FIN 4.9 2/31  | CUSIP: 04636NAM5<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | NUSS              | US        |     69000 | PA      | $71514.22     | 0.06%             | 2031-02-26      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HLD 1.625 8/28    | BLACKSTONE HLD 1.625 8/28 | CUSIP: 09261BAC4<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |     70000 | PA      | $65885.74     | 0.06%             | 2028-08-05      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC 2.45 2/31       | BROADCOM INC 2.45 2/31    | CUSIP: 11135FCQ2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     70000 | PA      | $64111.44     | 0.06%             | 2031-02-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| HERSHEY CO/THE               | HERSHEY COMPANY 4.95 2/32 | CUSIP: 427866BM9<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72696.22     | 0.07%             | 2032-02-24      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP    | OCCIDENTAL PET 6.125 1/31 | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     70000 | PA      | $74037.95     | 0.07%             | 2031-01-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PPL CAPITAL                  | PPL CAPITAL FDG 3.1 5/26  | CUSIP: 69352PAL7<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69782.65     | 0.06%             | 2026-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS       | VERIZON COMM 5.875 11/55  | CUSIP: 92343VHJ6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69409.13     | 0.06%             | 2055-11-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREA 4.64 9/30    | BANK OF MONTREA 4.64 9/30 | CUSIP: 06368L8L3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | NUSS              | US        |     70000 | PA      | $70972.94     | 0.06%             | 2030-09-10      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL 5.322 11/31    | ATHENE GLOBAL 5.322 11/31 | CUSIP: 04685A4D0<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     71000 | PA      | $72126.66     | 0.06%             | 2031-11-13      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC            | KINDER MORGAN 5.3 12/34   | CUSIP: 49456BAG6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     71000 | PA      | $72539.59     | 0.07%             | 2034-12-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ONE GAS INC                  | ONE GAS INC 5.1 4/29      | CUSIP: 68235PAN8<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |     71000 | PA      | $73146.49     | 0.07%             | 2029-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AES CORP/VA                  | AES CORP/THE 3.95 7/30    | CUSIP: 00130HCC7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     72000 | PA      | $70386.41     | 0.06%             | 2030-07-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS 5.5 11/45     | META PLATFORMS 5.5 11/45  | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     72000 | PA      | $70220.02     | 0.06%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP             | FIRSTENERGY CO MULTI 7/27 | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     72000 | PA      | $71768.05     | 0.06%             | 2027-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC          | GILEAD SCIENCES 5.1 6/35  | CUSIP: 375558CC5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     72000 | PA      | $73992.95     | 0.07%             | 2035-06-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BANK NOVA SCOT 4.74 11/32    | BANK NOVA SCOT 4.74 11/32 | CUSIP: 06418GAN7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | NUSS              | US        |     72000 | PA      | $72985.97     | 0.07%             | 2032-11-10      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE 4.8 8/38     | CIGNA GROUP/THE 4.8 8/38  | CUSIP: 125523AJ9<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     73000 | PA      | $70164.53     | 0.06%             | 2038-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITA 4.8 10/30    | AVIATION CAPITA 4.8 10/30 | CUSIP: 05369AAT8<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     76000 | PA      | $76159.21     | 0.07%             | 2030-10-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP         | BANK OF AMER C 5.872 9/34 | CUSIP: 06051GLU1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     76000 | PA      | $81259.33     | 0.07%             | 2034-09-15      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HLDGS 4.9 8/35     | CHUBB INA HLDGS 4.9 8/35  | CUSIP: 171239AM8<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     76000 | PA      | $76489.89     | 0.07%             | 2035-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT COR | ELEMENT FLEET 5.643 3/27  | CUSIP: 286181AM4<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | NUSS              | US        |     76000 | PA      | $77339.24     | 0.07%             | 2027-03-13      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE 1.578 4/27    | JPMORGAN CHASE 1.578 4/27 | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     77000 | PA      | $76434.75     | 0.07%             | 2027-04-22      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| NATIONAL RUR                 | NATL RURAL UTIL 4.15 8/28 | CUSIP: 63743HFZ0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     77000 | PA      | $77449.08     | 0.07%             | 2028-08-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY        | CANADIAN NATL RR 4.2 3/31 | CUSIP: 136375DV1<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | NUSS              | US        |     77000 | PA      | $76957.15     | 0.07%             | 2031-03-12      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC               | AMAZON.COM INC 5.55 11/65 | CUSIP: 023135CY0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     78000 | PA      | $76000.54     | 0.07%             | 2065-11-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO       | GEN MOTORS FIN 5.9 1/35   | CUSIP: 37045XFC5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     78000 | PA      | $81446.24     | 0.07%             | 2035-01-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE 1.47 9/27     | JPMORGAN CHASE 1.47 9/27  | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     78000 | PA      | $76597.37     | 0.07%             | 2027-09-22      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC               | AMAZON.COM INC 4.65 11/35 | CUSIP: 023135CV6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79840.02     | 0.07%             | 2035-11-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II      | GLP CAP/FIN II 5.25 2/33  | CUSIP: 361841AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $80375.52     | 0.07%             | 2033-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                   | ZOETIS INC 4.15 8/28      | CUSIP: 98978VAW3<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80498.86     | 0.07%             | 2028-08-17      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO 5.337 7/35    | HONDA MOTOR CO 5.337 7/35 | CUSIP: 438127AF9<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | NUSS              | US        |     81000 | PA      | $82947.97     | 0.07%             | 2035-07-08      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN C 5.073 3/30    | NORTHWESTERN C 5.073 3/30 | CUSIP: 66807TAA0<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | DBT              | CORP              | US        |     83000 | PA      | $85285.95     | 0.08%             | 2030-03-21      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE 5.25 1/36    | CIGNA GROUP/THE 5.25 1/36 | CUSIP: 125523CZ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     84000 | PA      | $85765.89     | 0.08%             | 2036-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TORONTO DOM BA 5.523 7/28    | TORONTO DOM BA 5.523 7/28 | CUSIP: 89115A2U5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | NUSS              | US        |     85000 | PA      | $88179.22     | 0.08%             | 2028-07-17      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC               | AMAZON.COM INC 5.45 11/55 | CUSIP: 023135CW4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     87000 | PA      | $85281.10     | 0.08%             | 2055-11-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                 | ASSURANT INC 5.55 2/36    | CUSIP: 04621XAQ1<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |     88000 | PA      | $89882.42     | 0.08%             | 2036-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO       | GEN MOTORS FIN 5.55 7/29  | CUSIP: 37045XEU6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     89000 | PA      | $92390.63     | 0.08%             | 2029-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SPRINT COMMUNICATIONS        | SPRINT CAP CO 6.875 11/28 | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |     89000 | PA      | $95566.92     | 0.09%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAPI 4.25 10/31    | ACCENTURE CAPI 4.25 10/31 | CUSIP: 00440KAC7<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90241.85     | 0.08%             | 2031-10-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC 4.926 5/37      | BROADCOM INC 4.926 5/37   | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     96000 | PA      | $95009.56     | 0.09%             | 2037-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC        | MICRON TECH 6.05 11/35    | CUSIP: 595112CH4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     98000 | PA      | $104840.17    | 0.09%             | 2035-11-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| NW MUTUAL GLOBAL 1.7 6/28    | NW MUTUAL GLOBAL 1.7 6/28 | CUSIP: 66815L2D0<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |     98000 | PA      | $93077.65     | 0.08%             | 2028-06-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP         | BANK OF AMER 3.419 12/28  | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98894.46     | 0.09%             | 2028-12-20      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                 | STRYKER CORP 4.85 2/30    | CUSIP: 863667BL4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102776.95    | 0.09%             | 2030-02-10      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC             | T-MOBILE USA I 3.875 4/30 | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98461.74     | 0.09%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIE 4.8 9/35    | UBER TECHNOLOGIE 4.8 9/35 | CUSIP: 90353TAU4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99540.20     | 0.09%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| EMBRAER NL FINAN 5.4 1/38    | EMBRAER NL FINAN 5.4 1/38 | CUSIP: 29082HAF9<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | NUSS              | US        |    100000 | PA      | $99030.00     | 0.09%             | 2038-01-09      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND           | REP OF POLAND 5.375 2/35  | CUSIP: 857524AH5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | US        |    100000 | PA      | $104046.81    | 0.09%             | 2035-02-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SUZANO NETHERLAN 5.5 1/36    | SUZANO NETHERLAN 5.5 1/36 | CUSIP: 86960YAA0<br>LEI: 9845009ZB9F5D6DB3602 | Long             | DBT              | NUSS              | US        |    100000 | PA      | $99285.50     | 0.09%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAP AMER 6.1 9/28    | HYUNDAI CAP AMER 6.1 9/28 | CUSIP: 44891ACN5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    101000 | PA      | $105749.41    | 0.10%             | 2028-09-21      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| AES CORP/VA                  | AES CORP/THE 1.375 1/26   | CUSIP: 00130HCE3<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    102000 | PA      | $101883.89    | 0.09%             | 2026-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CLEVE ELEC  7/1/2023         | CLEVE ELEC ILLUM 3.5 4/28 | CUSIP: 186108CK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    104000 | PA      | $102355.98    | 0.09%             | 2028-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC          | QUANTA SERVICES 4.3 8/28  | CUSIP: 74762EAM4<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    104000 | PA      | $104634.78    | 0.09%             | 2028-08-09      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC       | ROPER TECHNOLOG 4.25 9/28 | CUSIP: 776696AK2<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    104000 | PA      | $104435.17    | 0.09%             | 2028-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV     | SOUTHWESTERN PUB 5.3 5/35 | CUSIP: 845743BY8<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    104000 | PA      | $106658.40    | 0.10%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GF 4.25 8/28      | COREBRIDGE GF 4.25 8/28   | CUSIP: 00138CBG2<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    105000 | PA      | $105366.75    | 0.09%             | 2028-08-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER COMPANY        | GEORGIA POWER 4 10/28     | CUSIP: 373334LC3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    105000 | PA      | $105649.11    | 0.10%             | 2028-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY               | MORGAN STANLEY 5.664 4/36 | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    105000 | PA      | $110500.26    | 0.10%             | 2036-04-17      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LE 5.35 3/29    | PENSKE TRUCK LE 5.35 3/29 | CUSIP: 709599BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $108213.67    | 0.10%             | 2029-03-30      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUS R 2.15 9/31    | REXFORD INDUS R 2.15 9/31 | CUSIP: 76169XAB0<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |    105000 | PA      | $92252.74     | 0.08%             | 2031-09-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FUNDING LLC       | NXP BV/NXP FUND 5.35 3/26 | CUSIP: 62947QBB3<br>LEI: N/A                  | Long             | DBT              | NUSS              | US        |    105000 | PA      | $105007.88    | 0.09%             | 2026-03-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| DELL INT / EMC 4.75 4/28     | DELL INT / EMC 4.75 4/28  | CUSIP: 24703TAL0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    106000 | PA      | $107558.11    | 0.10%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP            | STATE STREET 3.031 11/34  | CUSIP: 857477BF9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    108000 | PA      | $102106.20    | 0.09%             | 2034-11-01      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| HEICO CORP                   | HEICO CORP 5.25 8/28      | CUSIP: 422806AA7<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | DBT              | CORP              | US        |    109000 | PA      | $112126.34    | 0.10%             | 2028-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA 1.75 9/27     | ROYALTY PHARMA 1.75 9/27  | CUSIP: 78081BAJ2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | US        |    109000 | PA      | $105078.23    | 0.09%             | 2027-09-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| WAL-MART STORES INC          | WALMART INC 4.9 4/35      | CUSIP: 931142FP3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    114000 | PA      | $117462.73    | 0.11%             | 2035-04-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE 2.947 2/28    | JPMORGAN CHASE 2.947 2/28 | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    116000 | PA      | $114637.92    | 0.10%             | 2028-02-24      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC 4.5 7/30    | WELLTOWER OP LLC 4.5 7/30 | CUSIP: 95041AAF5<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    119000 | PA      | $120471.55    | 0.11%             | 2030-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL 2.722 2/30    | CARRIER GLOBAL 2.722 2/30 | CUSIP: 14448CAQ7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    120000 | PA      | $113211.48    | 0.10%             | 2030-02-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS        | DUKE ENERGY CA 2.95 12/26 | CUSIP: 26442CAS3<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119168.59    | 0.11%             | 2026-12-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTIL 5.25 8/35     | ESSENTIAL UTIL 5.25 8/35  | CUSIP: 29670GAK8<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122787.67    | 0.11%             | 2035-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HANOVER INSURANCE GROUP INC/ | HANOVER INSURANC 5.5 9/35 | CUSIP: 410867AH8<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122299.94    | 0.11%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS       | VERIZON COMM IN 2.55 3/31 | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    120000 | PA      | $109789.10    | 0.10%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                 | CENTENE CORP 3 10/30      | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    121000 | PA      | $108345.57    | 0.10%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP         | BANK OF AMER C 2.299 7/32 | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    122000 | PA      | $109229.71    | 0.10%             | 2032-07-21      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP     | TOYOTA MTR CRE 5.55 11/30 | CUSIP: 89236TLE3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    123000 | PA      | $130524.56    | 0.12%             | 2030-11-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL 5.684 2/26     | ATHENE GLOBAL 5.684 2/26  | CUSIP: 04685A3S8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    124000 | PA      | $124259.56    | 0.11%             | 2026-02-23      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| ANTHEM INC                   | ELEVANCE HEALT 4.95 11/31 | CUSIP: 036752BC6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128107.44    | 0.12%             | 2031-11-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FIN 4.7 11/29    | CATERPILLAR FIN 4.7 11/29 | CUSIP: 14913UAU4<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128383.68    | 0.12%             | 2029-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT        | FLORIDA POWER 4.625 5/30  | CUSIP: 341081GP6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127766.06    | 0.12%             | 2030-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAP AME 4.25 9/28    | HYUNDAI CAP AME 4.25 9/28 | CUSIP: 44891ADZ7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125115.20    | 0.11%             | 2028-09-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL  | PHILIP MORRIS 4.75 11/31  | CUSIP: 718172DP1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127807.45    | 0.12%             | 2031-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP 5.45 3/31     | SOLVENTUM CORP 5.45 3/31  | CUSIP: 83444MAQ4<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    125000 | PA      | $130618.29    | 0.12%             | 2031-03-13      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP     | TOYOTA MTR CRED 4.8 5/30  | CUSIP: 89236TNJ0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128397.94    | 0.12%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ADOBE INC 4.95 1/30          | ADOBE INC 4.95 1/30       | CUSIP: 00724PAJ8<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    126000 | PA      | $130652.00    | 0.12%             | 2030-01-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP             | BLACK HILLS COR 4.55 1/31 | CUSIP: 092113AY5<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    126000 | PA      | $126210.99    | 0.11%             | 2031-01-31      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON            | JOHNSON&JOHNSON 4.7 3/30  | CUSIP: 478160DJ0<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    126000 | PA      | $129968.35    | 0.12%             | 2030-03-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC            | CISCO SYSTEMS 4.95 2/31   | CUSIP: 17275RBS0<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    127000 | PA      | $131908.37    | 0.12%             | 2031-02-26      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRISE GP | PUBLIC SERVICE 4.9 3/30   | CUSIP: 744573BA3<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    127000 | PA      | $130027.84    | 0.12%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC | THERMO FISHER 4.977 8/30  | CUSIP: 883556CW0<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    127000 | PA      | $131892.24    | 0.12%             | 2030-08-10      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| ROYAL BK CANAD 5.153 2/31    | ROYAL BK CANAD 5.153 2/31 | CUSIP: 78017DAC2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | NUSS              | US        |    127000 | PA      | $130954.14    | 0.12%             | 2031-02-04      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ROYAL BK CANAD 4.65 10/30    | ROYAL BK CANAD 4.65 10/30 | CUSIP: 78017FZT3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | NUSS              | US        |    127000 | PA      | $128939.71    | 0.12%             | 2030-10-18      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PFIZER INVSTMNT 4.65 5/30    | PFIZER INVSTMNT 4.65 5/30 | CUSIP: 716973AD4<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | US        |    128000 | PA      | $130688.62    | 0.12%             | 2030-05-19      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CME GROUP INC                | CME GROUP INC 4.4 3/30    | CUSIP: 12572QAL9<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    129000 | PA      | $131006.04    | 0.12%             | 2030-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL       | MARRIOTT INTL 4.8 3/30    | CUSIP: 571903BR3<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    129000 | PA      | $131894.33    | 0.12%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO 4.688 7/30    | HONDA MOTOR CO 4.688 7/30 | CUSIP: 438127AE2<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | NUSS              | US        |    129000 | PA      | $130762.18    | 0.12%             | 2030-07-08      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| NATIONAL RETAIL PROPERTIES   | NNN REIT 4.6 2/31         | CUSIP: 637417AU0<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    130000 | PA      | $131304.25    | 0.12%             | 2031-02-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ROYAL BK CANAD 4.696 8/31    | ROYAL BK CANAD 4.696 8/31 | CUSIP: 78017DAM0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | NUSS              | US        |    130000 | PA      | $131840.96    | 0.12%             | 2031-08-06      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL       | MARRIOTT INTL 4.5 10/31   | CUSIP: 571903BW2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    131000 | PA      | $131478.57    | 0.12%             | 2031-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER PARTNERS LP  | ENERGY TRANSFER 3.75 5/30 | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    132000 | PA      | $128642.56    | 0.12%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC        | APPLIED MATERIAL 4.6 1/36 | CUSIP: 038222AU9<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    133000 | PA      | $131293.59    | 0.12%             | 2036-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTL       | GRAPHIC PACKAG 1.512 4/26 | CUSIP: 38869PAP9<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    134000 | PA      | $132796.00    | 0.12%             | 2026-04-15      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY        | WELLS FARGO CO 5.605 4/36 | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    134000 | PA      | $140769.77    | 0.13%             | 2036-04-23      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP         | BANK OF AMER 2.884 10/30  | CUSIP: 06051GHX0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    135000 | PA      | $128569.69    | 0.12%             | 2030-10-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP              | CVS HEALTH COR 5.125 2/30 | CUSIP: 126650DT4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    135000 | PA      | $138837.77    | 0.13%             | 2030-02-21      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| RYDER SYS 7.32% 11/01/00     | RYDER SYSTEM INC 5 3/30   | CUSIP: 78355HLE7<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    135000 | PA      | $138499.27    | 0.12%             | 2030-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE      | TRANSCONT GAS P 3.25 5/30 | CUSIP: 893574AP8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $129614.89    | 0.12%             | 2030-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC        | QUEST DIAGNOS 4.625 12/29 | CUSIP: 74834LBF6<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    136000 | PA      | $138466.27    | 0.12%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORPORATION     | TOYOTA MTR CORP 4.45 6/30 | CUSIP: 892331AU3<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | NUSS              | US        |    136000 | PA      | $137949.39    | 0.12%             | 2030-06-30      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP          | AMER INTL GROUP 3.4 6/30  | CUSIP: 026874DR5<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    137000 | PA      | $132354.89    | 0.12%             | 2030-06-30      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC             | T-MOBILE USA INC 3.5 4/31 | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    137000 | PA      | $131180.71    | 0.12%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC               | HOME DEPOT INC 2.7 4/30   | CUSIP: 437076CB6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    138000 | PA      | $130705.53    | 0.12%             | 2030-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP         | BANK OF AMER C 2.592 4/31 | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    139000 | PA      | $129659.24    | 0.12%             | 2031-04-29      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                 | ENTERGY CORP 2.8 6/30     | CUSIP: 29364GAL7<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    139000 | PA      | $130478.91    | 0.12%             | 2030-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| GATX CORP                    | GATX CORP 4 6/30          | CUSIP: 361448BF9<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    140000 | PA      | $138321.40    | 0.12%             | 2030-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CARGILL INCORPORATED         | CARGILL INC 2.125 4/30    | CUSIP: 141781BM5<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    141000 | PA      | $129724.43    | 0.12%             | 2030-04-23      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTIL 2.704 4/30    | ESSENTIAL UTIL 2.704 4/30 | CUSIP: 29670GAD4<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    141000 | PA      | $132588.14    | 0.12%             | 2030-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTILITIES     | NATL RURAL UTIL 2.4 3/30  | CUSIP: 637432NV3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    141000 | PA      | $131916.98    | 0.12%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC 4.05 8/28    | CHEVRON USA INC 4.05 8/28 | CUSIP: 166756BH8<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    143000 | PA      | $144285.24    | 0.13%             | 2028-08-13      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA 2.2 9/30      | ROYALTY PHARMA 2.2 9/30   | CUSIP: 78081BAK9<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | US        |    145000 | PA      | $131624.34    | 0.12%             | 2030-09-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                 | ENTERGY CORP 2.4 6/31     | CUSIP: 29364GAP8<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    146000 | PA      | $131492.93    | 0.12%             | 2031-06-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC 3.187 11/36     | BROADCOM INC 3.187 11/36  | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    149000 | PA      | $126693.56    | 0.11%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC               | S&P GLOBAL INC 1.25 8/30  | CUSIP: 78409VAS3<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    149000 | PA      | $131301.42    | 0.12%             | 2030-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| HCA INC                      | HCA INC 4.125 6/29        | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149651.24    | 0.13%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO/THE      | SHERWIN-WILLIAMS 4.3 8/28 | CUSIP: 824348BU9<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151006.37    | 0.14%             | 2028-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIE 4.3 1/30    | UBER TECHNOLOGIE 4.3 1/30 | CUSIP: 90353TAN0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151047.07    | 0.14%             | 2030-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                 | COMCAST CORP 1.5 2/31     | CUSIP: 20030NDN8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    151000 | PA      | $131511.63    | 0.12%             | 2031-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL             | PACCAR FINL CORP 4 8/28   | CUSIP: 69371RT97<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    154000 | PA      | $155186.44    | 0.14%             | 2028-08-08      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SDART 2022-7 C 3/31          | SDART 2022-7 C 3/31       | CUSIP: 80287FAE2<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |    155000 | PA      | $158149.66    | 0.14%             | 2031-03-17      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| NUVEEN LLC 5.55 1/30         | NUVEEN LLC 5.55 1/30      | CUSIP: 67080LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    157000 | PA      | $163820.37    | 0.15%             | 2030-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY COMPANY           | DTE ENERGY CO 5.2 4/30    | CUSIP: 233331BN6<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    158000 | PA      | $163202.54    | 0.15%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP      | JOHN DEERE CAP 4.9 3/31   | CUSIP: 24422EXN4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    158000 | PA      | $163409.08    | 0.15%             | 2031-03-07      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE 5.14 1/31     | JPMORGAN CHASE 5.14 1/31  | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    158000 | PA      | $163472.42    | 0.15%             | 2031-01-24      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP      | JOHN DEERE CAP 4.7 6/30   | CUSIP: 24422EWZ8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    160000 | PA      | $164213.09    | 0.15%             | 2030-06-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTILITIES     | NATL RURAL UTIL 1.65 6/31 | CUSIP: 637432NX9<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    160000 | PA      | $139758.05    | 0.13%             | 2031-06-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP      | JOHN DEERE CAP 4.4 9/31   | CUSIP: 24422EXX2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    163000 | PA      | $164812.12    | 0.15%             | 2031-09-08      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                  | PEPSICO INC 4.1 1/29      | CUSIP: 713448GL6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    163000 | PA      | $164024.03    | 0.15%             | 2029-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP         | BANK OF AMER C 1.734 7/27 | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    164000 | PA      | $161940.13    | 0.15%             | 2027-07-22      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER CO.           | SOUTHERN POWER 4.25 10/30 | CUSIP: 843646AX8<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    164000 | PA      | $163799.19    | 0.15%             | 2030-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                   | ABBVIE INC 3.2 11/29      | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    169000 | PA      | $164049.89    | 0.15%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER HL 2.65 6/30    | SCHLUMBERGER HL 2.65 6/30 | CUSIP: 806851AR2<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |    174000 | PA      | $163623.48    | 0.15%             | 2030-06-26      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP         | BANK OF AMER C 2.687 4/32 | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    176000 | PA      | $161714.53    | 0.15%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS        | DUKE ENERGY CAR 2.55 4/31 | CUSIP: 26442CBB9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    178000 | PA      | $164211.46    | 0.15%             | 2031-04-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK 1.96 6/30     | NIAGARA MOHAWK 1.96 6/30  | CUSIP: 65364UAN6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    189000 | PA      | $171283.99    | 0.15%             | 2030-06-27      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACI 2.875 11/29    | CANADIAN PACI 2.875 11/29 | CUSIP: 13648TAC1<br>LEI: 54930036474DURYNB481 | Long             | DBT              | NUSS              | US        |    190000 | PA      | $181810.44    | 0.16%             | 2029-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SMB 2024-C A1A 6/52          | SMB 2024-C A1A 6/52       | CUSIP: 83206EAA5<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |    199528 | PA      | $205105.60    | 0.18%             | 2052-06-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                   | ABBVIE INC 4.95 3/31      | CUSIP: 00287YDT3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207075.27    | 0.19%             | 2031-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE IN | INTERCONTINENT 2.1 6/30   | CUSIP: 45866FAK0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183448.66    | 0.17%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHAS 4.603 10/30    | JPMORGAN CHAS 4.603 10/30 | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203014.88    | 0.18%             | 2030-10-22      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC               | LOWE'S COS INC 4 10/28    | CUSIP: 548661EU7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200542.79    | 0.18%             | 2028-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| M & T BANK CORP              | M&T BANK CORP 5.4 7/35    | CUSIP: 55261FAZ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202158.48    | 0.18%             | 2035-07-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL 4.35 8/28         | RGA GLOBAL 4.35 8/28      | CUSIP: 76209PAH6<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200981.97    | 0.18%             | 2028-08-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP            | STATE STREET C 4.729 2/30 | CUSIP: 857477CW1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205055.52    | 0.18%             | 2030-02-28      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE 1.162 4/26       | NTT FINANCE 1.162 4/26    | CUSIP: 62954WAC9<br>LEI: 3538007PR116187GD960 | Long             | DBT              | NUSS              | US        |    200000 | PA      | $198539.75    | 0.18%             | 2026-04-03      | Fixed         | 1.16%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION     | SABINE PASS LIQU 5 3/27   | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    201000 | PA      | $202414.06    | 0.18%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE 4.81 10/36    | JPMORGAN CHASE 4.81 10/36 | CUSIP: 46647PFE1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    219000 | PA      | $217973.17    | 0.20%             | 2036-10-22      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| ENEL FIN INTL 4.125 9/28     | ENEL FIN INTL 4.125 9/28  | CUSIP: 29278GBF4<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | NUSS              | US        |    220000 | PA      | $219752.84    | 0.20%             | 2028-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES        | UNITED MEXICAN 5.625 9/35 | CUSIP: 91087BBL3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | US        |    225000 | PA      | $222187.50    | 0.20%             | 2035-09-22      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CODELCO INC 5.625 9/35       | CODELCO INC 5.625 9/35    | CUSIP: P3143NAG9<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | NUSS              | US        |    225000 | PA      | $230433.30    | 0.21%             | 2035-09-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/TH 2.375 3/31    | CIGNA GROUP/TH 2.375 3/31 | CUSIP: 125523CM0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    237000 | PA      | $214804.98    | 0.19%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| SMB 2022-A APT 11/54         | SMB 2022-A APT 11/54      | CUSIP: 78450FAA5<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |    249155 | PA      | $236000.14    | 0.21%             | 2054-11-16      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLE 4.892 10/36    | MORGAN STANLE 4.892 10/36 | CUSIP: 61748UAN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248437.52    | 0.22%             | 2036-10-22      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE 4.567 7/27       | NTT FINANCE 4.567 7/27    | CUSIP: 62954WAP0<br>LEI: 3538007PR116187GD960 | Long             | DBT              | NUSS              | US        |    250000 | PA      | $252319.11    | 0.23%             | 2027-07-16      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES        | UNITED MEXICAN 6.625 1/38 | CUSIP: 91087BBF6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | US        |    250000 | PA      | $261500.00    | 0.24%             | 2038-01-29      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| HENDR 2013-3A A 1/73         | HENDR 2013-3A A 1/73      | CUSIP: 46617LAA9<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |    252281 | PA      | $241778.43    | 0.22%             | 2073-01-17      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| BMW                          | BMW US CAP LLC 4.15 8/27  | CUSIP: 05565EDA0<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | NUSS              | US        |    300000 | PA      | $301442.16    | 0.27%             | 2027-08-11      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| NYC 2025-77C B 1/38          | NYC 2025-77C B 1/38       | CUSIP: 67123LAC8<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |    300000 | PA      | $302092.35    | 0.27%             | 2038-01-10      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| TIF 2021-1A A 2/46           | TIF 2021-1A A 2/46        | CUSIP: 872480AE8<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |    322115 | PA      | $295829.26    | 0.27%             | 2046-02-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE TARD INC | ALIMEN COUCHE 4.148 9/28  | CUSIP: 01626PAW6<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | NUSS              | US        |    357000 | PA      | $357628.35    | 0.32%             | 2028-09-29      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| OCT40 2019-1A A1RR 1/35      | OCT40 2019-1A A1RR 1/35   | CUSIP: 67592BAY4<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |    375000 | PA      | $374906.25    | 0.34%             | 2035-01-20      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| WYZE 2024-2A A 7/37          | WYZE 2024-2A A 7/37       | CUSIP: 97718GAA1<br>LEI: 254900UJ1RZE30CBZ497 | Long             | DBT              | USGSE             | US        |    375000 | PA      | $376491.19    | 0.34%             | 2037-07-15      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| NSLT 2025-DA A1A 8/54        | NSLT 2025-DA A1A 8/54     | CUSIP: 639931AA2<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |    400000 | PA      | $401589.42    | 0.36%             | 2054-08-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| SDART 2024-2 C 6/30          | SDART 2024-2 C 6/30       | CUSIP: 80286YAE2<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |    400000 | PA      | $408917.36    | 0.37%             | 2030-06-17      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| JPMMT 2022-5 A9A 9/52        | JPMMT 2022-5 A9A 9/52     | CUSIP: 465977AZ9<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |    408563 | PA      | $340477.57    | 0.31%             | 2052-09-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| OCTR 2021-11A AR 7/34        | OCTR 2021-11A AR 7/34     | CUSIP: 67514VAL3<br>LEI: 549300E51CF32RJNO651 | Long             | DBT              | USGSE             | US        |    425000 | PA      | $423937.50    | 0.38%             | 2034-07-20      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| BLUEM 2021-28A A1R 3/38      | BLUEM 2021-28A A1R 3/38   | CUSIP: 09630PAN3<br>LEI: 5493001GLQHON6UV2U40 | Long             | DBT              | USGSE             | US        |    440000 | PA      | $442198.57    | 0.40%             | 2038-03-31      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| SCE REC FUND 4.453 3/36      | SCE REC FUND 4.453 3/36   | CUSIP: 78433LAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $452432.39    | 0.41%             | 2036-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| WCORE 2024-CORE A 11/41      | WCORE 2024-CORE A 11/41   | CUSIP: 951913AA0<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |    470000 | PA      | $471178.10    | 0.42%             | 2041-11-15      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| BARTON CAPITAL               | BARTON CAPITAL S 0126     | CUSIP: 06945MA22<br>LEI: 549300KOFKIMD0C37W24 | Long             | DBT              | CORP              | US        |    475000 | PA      | $474901.87    | 0.43%             | 2026-01-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MF1 2021-FL7 A 10/36         | MF1 2021-FL7 A 10/36      | CUSIP: 55284AAA6<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |    491470 | PA      | $491101.85    | 0.44%             | 2036-10-16      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| BSP 2018-15A A1R 7/37        | BSP 2018-15A A1R 7/37     | CUSIP: 08179MAN9<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |    492500 | PA      | $493881.46    | 0.44%             | 2037-07-15      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| AMCAR 2025-1 A2A 3/29        | AMCAR 2025-1 A2A 3/29     | CUSIP: 03067FAB6<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |    500000 | PA      | $501137.38    | 0.45%             | 2029-03-19      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| AREIT 2025-CRE11 A 7/43      | AREIT 2025-CRE11 A 7/43   | CUSIP: 04002DAA9<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |    500000 | PA      | $501249.35    | 0.45%             | 2043-07-25      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| BDS 2025-FL16 A 7/43         | BDS 2025-FL16 A 7/43      | CUSIP: 05556XAA2<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |    500000 | PA      | $500625.90    | 0.45%             | 2043-07-19      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| BX 2025-DELC A 12/42         | BX 2025-DELC A 12/42      | CUSIP: 05594MAA0<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |    500000 | PA      | $501456.60    | 0.45%             | 2042-12-15      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| BSPRT 2025-FL12 A 1/43       | BSPRT 2025-FL12 A 1/43    | CUSIP: 05619BAA5<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |    500000 | PA      | $500765.58    | 0.45%             | 2043-01-17      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| BBCMS 2017-C1 A4 2/50        | BBCMS 2017-C1 A4 2/50     | CUSIP: 07332VBD6<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |    500000 | PA      | $495125.55    | 0.45%             | 2050-02-15      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| BSP 2022-29A AR 1/38         | BSP 2022-29A AR 1/38      | CUSIP: 08186EAL2<br>LEI: 549300DICNUWMUKL3816 | Long             | DBT              | USGSE             | US        |    500000 | PA      | $499628.58    | 0.45%             | 2038-01-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| KKR 40A AR 10/34             | KKR 40A AR 10/34          | CUSIP: 48254UAE5<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |    500000 | PA      | $500202.00    | 0.45%             | 2034-10-20      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| MED 2024-MOB A 5/41          | MED 2024-MOB A 5/41       | CUSIP: 55287BAA1<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |    500000 | PA      | $498794.65    | 0.45%             | 2041-05-15      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| OCP 2021-21A AR 1/38         | OCP 2021-21A AR 1/38      | CUSIP: 671000AL1<br>LEI: 2549000M7NBNQ7XU2038 | Long             | DBT              | USGSE             | US        |    500000 | PA      | $500050.00    | 0.45%             | 2038-01-20      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| OCT48 2020-3A A1R2 1/38      | OCT48 2020-3A A1R2 1/38   | CUSIP: 67577UAS4<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |    500000 | PA      | $501331.44    | 0.45%             | 2038-01-15      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| BX 2021-SDMF B 9/34          | BX 2021-SDMF B 9/34       | CUSIP: 12434CAG9<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |    510387 | PA      | $508680.75    | 0.46%             | 2034-09-15      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| FHLB 3.25% 08/15/05          | FHLB DISCOUNT NT 0 1/26   | CUSIP: 313385RU2<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGA              | US        |    550000 | PA      | $549251.39    | 0.49%             | 2026-01-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                  | FRE DISCOUNT NT 0 1/26    | CUSIP: 313397RV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    550000 | PA      | $549197.92    | 0.49%             | 2026-01-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LCM 36A A1R 1/34             | LCM 36A A1R 1/34          | CUSIP: 50190LAL2<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |    600000 | PA      | $599252.09    | 0.54%             | 2034-01-15      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| LCM 38A AR2 11/38            | LCM 38A AR2 11/38         | CUSIP: 50204HBG5<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |    600000 | PA      | $599404.00    | 0.54%             | 2038-11-04      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| MAGNE 2019-22A ARR 7/36      | MAGNE 2019-22A ARR 7/36   | CUSIP: 55954HAW2<br>LEI: 5493000081NBXWGGSW23 | Long             | DBT              | USGSE             | US        |    600000 | PA      | $600622.90    | 0.54%             | 2036-07-15      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| MAGNE 2025-51A A1 10/38      | MAGNE 2025-51A A1 10/38   | CUSIP: 559932AA6<br>LEI: 529900KAYH281VVPRN31 | Long             | DBT              | USGSE             | US        |    600000 | PA      | $599685.00    | 0.54%             | 2038-10-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| MF1 2025-FL17 A 2/40         | MF1 2025-FL17 A 2/40      | CUSIP: 55287HAA8<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |    680000 | PA      | $679050.35    | 0.61%             | 2040-02-18      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| JPMMT 2024-11 A6 4/55        | JPMMT 2024-11 A6 4/55     | CUSIP: 46659AAJ3<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |    716164 | PA      | $719305.16    | 0.65%             | 2055-04-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| BOCA 2025-BOCA A 12/42       | BOCA 2025-BOCA A 12/42    | CUSIP: 05619RAA0<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |    750000 | PA      | $751874.40    | 0.68%             | 2042-12-15      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| KSL 2025-MH A 12/42          | KSL 2025-MH A 12/42       | CUSIP: 48268VAA5<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |    750000 | PA      | $752204.55    | 0.68%             | 2042-12-15      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| LMNT 2025-FL3 A 7/43         | LMNT 2025-FL3 A 7/43      | CUSIP: 50208TAA9<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |    750000 | PA      | $751606.50    | 0.68%             | 2043-07-21      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| TMCL 2021-2A A 4/46          | TMCL 2021-2A A 4/46       | CUSIP: 88315LAQ1<br>LEI: 549300X48KLHDDGPK024 | Long             | DBT              | USGSE             | US        |    752000 | PA      | $713371.08    | 0.64%             | 2046-04-20      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| CHASE 2024-7 A4 6/55         | CHASE 2024-7 A4 6/55      | CUSIP: 16159TAD3<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |    832126 | PA      | $837525.72    | 0.75%             | 2055-06-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| FHR 5510 Z 2/55              | FHR 5510 Z 2/55           | CUSIP: 3137HJP43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |    889644 | PA      | $896696.26    | 0.81%             | 2055-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SFUEL 2025-CA A3 4/29        | SFUEL 2025-CA A3 4/29     | CUSIP: 85855EAC0<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |    900000 | PA      | $901822.23    | 0.81%             | 2029-04-20      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| GSMBS 2025-PJ4 A13 9/55      | GSMBS 2025-PJ4 A13 9/55   | CUSIP: 36271WAN5<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |   1000000 | PA      | $1020093.00   | 0.92%             | 2055-09-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| FN MA5853 5.5 10/1/55        | FN MA5853 5.5 10/1/55     | CUSIP: 31418FQF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   1024960 | PA      | $1040469.26   | 0.94%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FN FA2839 2.5 7/1/52         | FN FA2839 2.5 7/1/52      | CUSIP: 3140W3EM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   1477227 | PA      | $1253331.56   | 1.13%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FR RQ0028 6 7/1/55           | FR RQ0028 6 7/1/55        | CUSIP: 3142J6A60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   1908633 | PA      | $1960887.50   | 1.77%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FN MA5877 4.5 11/1/55        | FN MA5877 4.5 11/1/55     | CUSIP: 31418FQ75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   1987020 | PA      | $1943303.61   | 1.75%             | 2055-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N 3.375 12/27    | US TREASURY N 3.375 12/27 | CUSIP: 91282CPS4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2007000 | PA      | $2003432.88   | 1.80%             | 2027-12-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FN MA5759 5 7/1/55           | FN MA5759 5 7/1/55        | CUSIP: 31418FMH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   2032278 | PA      | $2030156.65   | 1.83%             | 2055-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FR RQ0056 5.5 10/1/55        | FR RQ0056 5.5 10/1/55     | CUSIP: 3142J6B28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   2045709 | PA      | $2076662.72   | 1.87%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHR 4764 IB 1/48             | FHR 4764 IB 1/48          | CUSIP: 3137F3S39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2054785 | PA      | $419661.88    | 0.38%             | 2048-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| G2 MA7988 3 4/20/52          | G2 MA7988 3 4/20/52       | CUSIP: 36179W2V9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | DBT              | USGSE             | US        |   2205389 | PA      | $1989709.18   | 1.79%             | 2052-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B              | US TREASURY N 4.625 11/45 | CUSIP: 912810UQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2229200 | PA      | $2186705.88   | 1.97%             | 2045-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FN MA5550 4 12/1/54          | FN MA5550 4 12/1/54       | CUSIP: 31418FEY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   2295595 | PA      | $2182377.06   | 1.97%             | 2054-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B 4 11/35      | US TREASURY N/B 4 11/35   | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2322200 | PA      | $2294079.60   | 2.07%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| G2 MA7471 2 7/20/51          | G2 MA7471 2 7/20/51       | CUSIP: 36179WJQ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | DBT              | USGSE             | US        |   2334836 | PA      | $1939083.91   | 1.75%             | 2051-07-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FN FS5050 3 6/1/52           | FN FS5050 3 6/1/52        | CUSIP: 3140XLTG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   2354498 | PA      | $2091695.44   | 1.88%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| G2 MA7472 2.5 7/20/51        | G2 MA7472 2.5 7/20/51     | CUSIP: 36179WJR0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | DBT              | USGSE             | US        |   2403601 | PA      | $2080542.74   | 1.87%             | 2051-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| G2 MB0362 3.5 5/20/55        | G2 MB0362 3.5 5/20/55     | CUSIP: 3618N5ML0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | DBT              | USGSE             | US        |   2460921 | PA      | $2245384.61   | 2.02%             | 2055-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FR SL2621 2.5 7/1/52         | FR SL2621 2.5 7/1/52      | CUSIP: 31427P4F8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   2462599 | PA      | $2089363.13   | 1.88%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FN FS9860 2 6/1/52           | FN FS9860 2 6/1/52        | CUSIP: 3140XR5W1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   2527252 | PA      | $2049134.74   | 1.85%             | 2052-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B              | US TREASURY N/B 4.75 8/55 | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2795000 | PA      | $2760935.94   | 2.49%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B 3.5 12/28    | US TREASURY N/B 3.5 12/28 | CUSIP: 91282CPP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3711100 | PA      | $3708345.66   | 3.34%             | 2028-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N 3.625 12/30    | US TREASURY N 3.625 12/30 | CUSIP: 91282CPR6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3862900 | PA      | $3848565.01   | 3.47%             | 2030-12-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N 3.875 12/32    | US TREASURY N 3.875 12/32 | CUSIP: 91282CPQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3956300 | PA      | $3945481.97   | 3.55%             | 2032-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FNR 2018-40 SB 6/48          | FNR 2018-40 SB 6/48       | CUSIP: 3136B1V76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   7130546 | PA      | $854946.71    | 0.77%             | 2048-06-25      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| GNR 2011-145 S 11/41         | GNR 2011-145 S 11/41      | CUSIP: 38378APA3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | DBT              | USGA              | US        |   9716711 | PA      | $1114960.02   | 1.00%             | 2041-11-16      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| N/A                          | US 5YR NOTE (CBT) Mar26   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -56 | NC      | $486.20       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                          | US 10yr Ultra Fut Mar26   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -28 | NC      | $-3776.71     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                          | US 10YR NOTE (CBT)Mar26   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         6 | NC      | $-293.67      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                          | US LONG BOND(CBT) Mar26   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        31 | NC      | $-22550.71    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                          | US ULTRA BOND CBT Mar26   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        31 | NC      | $-43407.36    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                          | US 2YR NOTE (CBT) Mar26   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        56 | NC      | $3954.83      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                          | ICE: (CDX.NA.HY.45.V1)    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |         1 | NC      | $83060.74     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                          | SWAPTION_CDX_USD_2I65BYEI | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |  -5000000 | NC      | $-5400.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-27

**Name of Applicant:** Tidal Trust IV

**Signature:** /s/ Aaron Perkovich

**Name of Signer:** Aaron Perkovich

**Title:** Treasurer/Principal Financial Officer