# EDGAR Filing Document

**Accession Number:** 0001314414
**File Stem:** 0000910472-26-003851
**Filing Date:** 2026-3
**Character Count:** 675752
**Document Hash:** e58190f2e6c6883473c4c02a3be29a2a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000910472-26-003851.hdr.sgml**: 20260309

**ACCESSION NUMBER**: 0000910472-26-003851

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260309

**DATE AS OF CHANGE**: 20260309

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Northern Lights Fund Trust
- **CENTRAL INDEX KEY:** 0001314414

**ORGANIZATION NAME:**
- **EIN:** 043023766
- **FISCAL YEAR END:** 0430

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21720
- **FILM NUMBER:** 26733458

**BUSINESS ADDRESS:**
- **STREET 1:** 225 PICTORIA DRIVE
- **STREET 2:** SUITE 450
- **CITY:** CINCINNATI
- **STATE:** OH
- **ZIP:** 45246
- **BUSINESS PHONE:** 631-470-2600

**MAIL ADDRESS:**
- **STREET 1:** 17605 WRIGHT STREET
- **STREET 2:** SUITE 200
- **CITY:** OMAHA
- **STATE:** NE
- **ZIP:** 68130

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Strategy Shares
- **DATE OF NAME CHANGE:** 20160223

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Mutual Fund & Variable Insurance Trust
- **DATE OF NAME CHANGE:** 20160223

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Northern Lights Fund Trust
- **DATE OF NAME CHANGE:** 20050121

## Series and Classes Contracts Data

### Navigator Tactical Investment Grade Bond Fund (Series ID: S000070871)

| Class ID   | Class Name                                            | Ticker Symbol   |
|:---|:---|:---|
| C000225122 | Navigator Tactical Investment Grade Bond Fund Class I | NTIIX           |

## Nport-Ex

---

| |
|:---|
| **NAVIGATOR TACTICAL FIXED INCOME FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited)** |
| **January 31, 2026** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Shares** | | | | | **Fair Value** |
|  | **EXCHANGE-TRADED FUNDS — 7.7%** | **EXCHANGE-TRADED FUNDS — 7.7%** | **EXCHANGE-TRADED FUNDS — 7.7%** | **EXCHANGE-TRADED FUNDS — 7.7%** |  |
|  | **FIXED INCOME - 7.7%** | **FIXED INCOME - 7.7%** | **FIXED INCOME - 7.7%** | **FIXED INCOME - 7.7%** |  |
| 7000000 | iShares iBoxx $ High Yield Corporate Bond ETF <sup>(h)</sup> | iShares iBoxx $ High Yield Corporate Bond ETF <sup>(h)</sup> | iShares iBoxx $ High Yield Corporate Bond ETF <sup>(h)</sup> | iShares iBoxx $ High Yield Corporate Bond ETF <sup>(h)</sup> | $567840000 |
|  | **TOTAL EXCHANGE-TRADED FUNDS (Cost $551,286,800)** | **TOTAL EXCHANGE-TRADED FUNDS (Cost $551,286,800)** | **TOTAL EXCHANGE-TRADED FUNDS (Cost $551,286,800)** | **TOTAL EXCHANGE-TRADED FUNDS (Cost $551,286,800)** | 567840000 |
|  | **OPEN-END FUNDS — 1.8%** | **OPEN-END FUNDS — 1.8%** | **OPEN-END FUNDS — 1.8%** | **OPEN-END FUNDS — 1.8%** |  |
|  | **FIXED INCOME - 0.8%** | **FIXED INCOME - 0.8%** | **FIXED INCOME - 0.8%** | **FIXED INCOME - 0.8%** |  |
| 5618472 | Navigator Ultra Short Bond Fund, Class I<sup>(g)</sup> | Navigator Ultra Short Bond Fund, Class I<sup>(g)</sup> | Navigator Ultra Short Bond Fund, Class I<sup>(g)</sup> | Navigator Ultra Short Bond Fund, Class I<sup>(g)</sup> | 56690385 |
|  | **MIXED ALLOCATION – 1.0%** | **MIXED ALLOCATION – 1.0%** | **MIXED ALLOCATION – 1.0%** | **MIXED ALLOCATION – 1.0%** |  |
| 6978646 | Navigator Tactical US Allocation Fund, Class I<sup>(g)</sup> | Navigator Tactical US Allocation Fund, Class I<sup>(g)</sup> | Navigator Tactical US Allocation Fund, Class I<sup>(g)</sup> | Navigator Tactical US Allocation Fund, Class I<sup>(g)</sup> | 71531118 |
|  | **TOTAL OPEN-END FUNDS (Cost $126,422,965)** | **TOTAL OPEN-END FUNDS (Cost $126,422,965)** | **TOTAL OPEN-END FUNDS (Cost $126,422,965)** | **TOTAL OPEN-END FUNDS (Cost $126,422,965)** | 128221503 |
| **Principal<br>Amount ($)** |  | **Spread** | **Coupon<br>Rate (%)** | **Maturity** |  |
|  | **CORPORATE BONDS — 47.5%** |  |  |  |  |
|  | **ADVERTISING & MARKETING — 0.1%** |  |  |  |  |
| 5277000 | Omnicom Group, Inc. / Omnicom Capital, Inc. |  | 3.6000 | &nbsp;&nbsp;04/15/26 | 5271875 |
|  | **AEROSPACE & DEFENSE — 1.5%** |  |  |  |  |
| 80000000 | Boeing Company |  | 2.1960 | &nbsp;&nbsp;02/04/26 | 79986419 |
| 15900000 | RTX Corporation |  | 5.7500 | &nbsp;&nbsp;11/08/26 | 16105144 |
| 14044000 | Teledyne Technologies, Inc. |  | 1.6000 | &nbsp;&nbsp;04/01/26 | 13988278 |
|  |  |  |  |  | 110079841 |
|  | **ASSET MANAGEMENT — 0.2%** |  |  |  |  |
| 16716000 | Charles Schwab Corporation<sup>(a)</sup> | SOFRRATE + 0.520% | 4.3320 | &nbsp;&nbsp;05/13/26 | 16726807 |
|  | **AUTOMOTIVE — 7.0%** |  |  |  |  |
| 23000000 | American Honda Finance Corporation<sup>(a)</sup> | SOFRRATE + 0.870% | 4.5200 | &nbsp;&nbsp;07/09/27 | 23124382 |
| 47500000 | American Honda Finance Corporation<sup>(a)</sup> | SOFRRATE + 0.730% | 4.5420 | &nbsp;&nbsp;08/13/27 | 47729287 |
| 25000000 | American Honda Finance Corporation<sup>(a)</sup> | SOFRRATE + 0.650% | 4.4450 | &nbsp;&nbsp;11/19/27 | 25044807 |

---

---

| |
|:---|
| **NAVIGATOR TACTICAL FIXED INCOME FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **January 31, 2026** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Principal<br>Amount ($)** |  | **Spread** | **Coupon<br>Rate (%)** | **Maturity** | **Fair Value** |
|  | **CORPORATE BONDS — 47.5% (Continued)** |  |  |  |  |
|  | **AUTOMOTIVE — 7.0% (Continued)** |  |  |  |  |
| 14700000 | BMW US Capital, LLC<sup>(a),(b)</sup> | SOFRINDX + 0.800% | 4.6120 | &nbsp;&nbsp;08/13/26 | $14745553 |
| 34803000 | BMW US Capital, LLC<sup>(a),(b)</sup> | SOFRINDX + 0.780% | 4.4700 | &nbsp;&nbsp;03/19/27 | 34955548 |
| 43168000 | Ford Motor Credit Company, LLC |  | 2.7000 | &nbsp;&nbsp;08/10/26 | 42829017 |
| 39000000 | Ford Motor Credit Company, LLC<sup>(a)</sup> | SOFRRATE + 1.450% | 5.2770 | &nbsp;&nbsp;11/05/26 | 39111554 |
| 12719000 | General Motors Financial Company, Inc. |  | 5.4000 | &nbsp;&nbsp;04/06/26 | 12752588 |
| 42000000 | Hyundai Capital America<sup>(a),(b)</sup> | SOFRRATE + 0.990% | 4.6810 | &nbsp;&nbsp;03/25/27 | 42200593 |
| 56000000 | Mercedes-Benz Finance North America, LLC<sup>(a),(b)</sup> | SOFRRATE + 0.780% | 4.4610 | &nbsp;&nbsp;04/01/27 | 56230478 |
| 4250000 | Toyota Motor Corporation |  | 1.3390 | &nbsp;&nbsp;03/25/26 | 4235485 |
| 30000000 | Toyota Motor Credit Corporation<sup>(a)</sup> | SOFRRATE + 0.450% | 4.1000 | &nbsp;&nbsp;04/10/26 | 30017934 |
| 50000000 | Toyota Motor Credit Corporation<sup>(a)</sup> | SOFRRATE + 0.430% | 4.0740 | &nbsp;&nbsp;06/09/27 | 50129840 |
| 21000000 | Toyota Motor Credit Corporation<sup>(a)</sup> | SOFRRATE + 0.450% | 4.1000 | &nbsp;&nbsp;01/12/28 | 21030421 |
| 20000000 | Volkswagen Group of America Finance, LLC<sup>(a),(b)</sup> | SOFRRATE + 0.830% | 4.5190 | &nbsp;&nbsp;03/20/26 | 20009639 |
| 23688000 | Volkswagen Group of America Finance, LLC<sup>(a),(b)</sup> | SOFRRATE + 1.060% | 4.8680 | &nbsp;&nbsp;08/14/26 | 23767976 |
| 30000000 | Volkswagen Group of America Finance, LLC<sup>(a),(b)</sup> | SOFRRATE + 1.060% | 4.7510 | &nbsp;&nbsp;03/25/27 | 30093523 |
|  |  |  |  |  | 518008625 |
|  | **BANKING — 9.8%** |  |  |  |  |
| 53803000 | Bank of America Corporation<sup>(c)</sup> | TSFR3M + 1.322% | 3.5590 | &nbsp;&nbsp;04/23/27 | 53749254 |
| 95819000 | Bank of America Corporation<sup>(c)</sup> | SOFRRATE + 0.960% | 1.7340 | &nbsp;&nbsp;07/22/27 | 94827625 |
| 25000000 | Canadian Imperial Bank of Commerce<sup>(a)</sup> | SOFRINDX + 0.930% | 4.6310 | &nbsp;&nbsp;09/11/27 | 25075866 |
| 25000000 | Citibank NA<sup>(a)</sup> | SOFRINDX + 0.590% | 4.2300 | &nbsp;&nbsp;04/30/26 | 25017331 |
| 40000000 | Citibank NA<sup>(a)</sup> | SOFRINDX + 0.708% | 4.5210 | &nbsp;&nbsp;08/06/26 | 40082940 |
| 58000000 | Citibank NA<sup>(a)</sup> | SOFRRATE + 0.781% | 4.5350 | &nbsp;&nbsp;05/29/27 | 58277985 |
| 20000000 | Commonwealth Bank of Australia<sup>(a),(b)</sup> | SOFRRATE + 0.460% | 4.2330 | &nbsp;&nbsp;11/27/26 | 20069141 |
| 38000000 | Cooperatieve Rabobank UA<sup>(a)</sup> | SOFRRATE + 0.620% | 4.3930 | &nbsp;&nbsp;08/28/26 | 38083496 |
| 54759000 | JPMorgan Chase & Company<sup>(c)</sup> | SOFRRATE + 0.885% | 1.5780 | &nbsp;&nbsp;04/22/27 | 54471280 |

---

---

| |
|:---|
| **NAVIGATOR TACTICAL FIXED INCOME FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **January 31, 2026** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Principal<br>Amount ($)** |  | **Spread** | **Coupon<br>Rate (%)** | **Maturity** | **Fair Value** |
|  | **CORPORATE BONDS — 47.5% (Continued)** |  |  |  |  |
|  | **BANKING — 9.8% (Continued)** |  |  |  |  |
| 89047000 | JPMorgan Chase & Company<sup>(c)</sup> | SOFRRATE + 0.765% | 1.4700 | &nbsp;&nbsp;09/22/27 | $87657530 |
| 21316000 | PNC Bank NA<sup>(c)</sup> | SOFRRATE + 0.630% | 4.5430 | &nbsp;&nbsp;05/13/27 | 21346338 |
| 50000000 | Royal Bank of Canada<sup>(a)</sup> | SOFRINDX + 0.790% | 4.4390 | &nbsp;&nbsp;07/23/27 | 50069191 |
| 100000000 | Wells Fargo & Company Series Q<sup>(c)</sup> | US0003M + 1.170% | 3.1960 | &nbsp;&nbsp;06/17/27 | 99706806 |
| 52674000 | Wells Fargo & Company<sup>(c)</sup> | SOFRRATE + 0.780% | 4.9000 | &nbsp;&nbsp;01/24/28 | 53131822 |
|  |  |  |  |  | 721566605 |
|  | **BEVERAGES — 0.8%** |  |  |  |  |
| 57500000 | Keurig Dr Pepper, Inc.<sup>(a)</sup> | SOFRRATE + 0.580% | 4.3850 | &nbsp;&nbsp;11/15/26 | 57533455 |
|  | **BIOTECH & PHARMA — 1.7%** |  |  |  |  |
| 21227000 | Amgen, Inc. |  | 2.6000 | &nbsp;&nbsp;08/19/26 | 21084373 |
| 48000000 | GlaxoSmithKline Capital plc<sup>(a)</sup> | SOFRRATE + 0.500% | 4.1960 | &nbsp;&nbsp;03/12/27 | 48180989 |
| 28000000 | Merck & Company, Inc.<sup>(a)</sup> | SOFRRATE + 0.460% | 4.1510 | &nbsp;&nbsp;09/15/27 | 28157372 |
| 29000000 | Pfizer, Inc.<sup>(a)</sup> | SOFRRATE + 0.500% | 4.2890 | &nbsp;&nbsp;11/15/27 | 29122819 |
|  |  |  |  |  | 126545553 |
|  | **CABLE & SATELLITE** — **0.0%<sup>(d)</sup>** |  |  |  |  |
| 1200000 | Cequel Communications Holdings I, LLC / Cequel<sup>(b)</sup> |  | 7.5000 | &nbsp;&nbsp;04/01/28 | 721500 |
|  | **COMMERCIAL SUPPORT SERVICES — 0.3%** |  |  |  |  |
| 20438000 | TR Finance, LLC |  | 3.3500 | &nbsp;&nbsp;05/15/26 | 20391148 |
|  | **CONTAINERS & PACKAGING — 0.1%** |  |  |  |  |
| 8000000 | Sealed Air Corporation<sup>(b)</sup> |  | 1.5730 | &nbsp;&nbsp;10/15/26 | 7867151 |
|  | **E-COMMERCE DISCRETIONARY — 0.2%** |  |  |  |  |
| 15997000 | eBay, Inc. |  | 1.4000 | &nbsp;&nbsp;05/10/26 | 15891813 |
|  | **ELECTRIC UTILITIES — 0.5%** |  |  |  |  |
| 38450000 | Entergy Corporation |  | 2.9500 | &nbsp;&nbsp;09/01/26 | 38224805 |

---

---

| |
|:---|
| **NAVIGATOR TACTICAL FIXED INCOME FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **January 31, 2026** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Principal<br>Amount ($)** |  | **Spread** | **Coupon<br>Rate (%)** | **Maturity** | **Fair Value** |
|  | **CORPORATE BONDS — 47.5% (Continued)** |  |  |  |  |
|  | **ELECTRICAL EQUIPMENT — 1.1%** |  |  |  |  |
| 50000000 | Amphenol Corporation<sup>(a)</sup> | SOFRRATE + 0.530% | 4.3490 | &nbsp;&nbsp;11/15/27 | $50135389 |
| 10000000 | Fortive Corporation |  | 3.1500 | &nbsp;&nbsp;06/15/26 | 9964259 |
| 18379000 | Johnson Controls International plc |  | 3.9000 | &nbsp;&nbsp;02/14/26 | 18379377 |
|  |  |  |  |  | 78479025 |
|  | **FOOD — 1.4%** |  |  |  |  |
| 6041000 | Conagra Brands, Inc. |  | 5.3000 | &nbsp;&nbsp;10/01/26 | 6086178 |
| 35665000 | Kellogg Company |  | 3.2500 | &nbsp;&nbsp;04/01/26 | 35634230 |
| 63774000 | Kraft Heinz Foods Company |  | 3.0000 | &nbsp;&nbsp;06/01/26 | 63572324 |
|  |  |  |  |  | 105292732 |
|  | **GAS & WATER UTILITIES — 0.1%** |  |  |  |  |
| 4000000 | National Fuel Gas Company |  | 5.5000 | &nbsp;&nbsp;10/01/26 | 4037431 |
|  | **HEALTH CARE FACILITIES & SERVICES — 3.3%** |  |  |  |  |
| 65421000 | Cardinal Health, Inc. |  | 4.7000 | &nbsp;&nbsp;11/15/26 | 65845019 |
| 9458000 | Cigna Corporation |  | 1.2500 | &nbsp;&nbsp;03/15/26 | 9428879 |
| 73051000 | CVS Health Corporation |  | 2.8750 | &nbsp;&nbsp;06/01/26 | 72786031 |
| 5227000 | CVS Health Corporation |  | 3.0000 | &nbsp;&nbsp;08/15/26 | 5199314 |
| 36956000 | HCA, Inc. |  | 5.2500 | &nbsp;&nbsp;06/15/26 | 36995571 |
| 52429000 | Universal Health Services, Inc. |  | 1.6500 | &nbsp;&nbsp;09/01/26 | 51666162 |
|  |  |  |  |  | 241920976 |
|  | **INSTITUTIONAL FINANCIAL SERVICES — 2.2%** |  |  |  |  |
| 20000000 | Jefferies Financial Group, Inc. |  | 4.7500 | &nbsp;&nbsp;08/11/26 | 20000276 |
| 24000000 | Jefferies Financial Group, Inc. |  | 4.5000 | &nbsp;&nbsp;09/15/26 | 24069843 |
| 100000000 | Morgan Stanley<sup>(c)</sup> | SOFRRATE + 0.879% | 1.5930 | &nbsp;&nbsp;05/04/27 | 99379453 |
| 20000000 | Morgan Stanley<sup>(c)</sup> | SOFRRATE + 0.858% | 1.5120 | &nbsp;&nbsp;07/20/27 | 19768523 |
|  |  |  |  |  | 163218095 |
|  | **INSURANCE — 0.3%** |  |  |  |  |
| 20000000 | Brown & Brown, Inc. |  | 4.6000 | &nbsp;&nbsp;12/23/26 | 20122644 |
|  | **LEISURE FACILITIES & SERVICES — 1.4%** |  |  |  |  |
| 9626000 | Marriott International, Inc. |  | 3.1250 | &nbsp;&nbsp;06/15/26 | 9598697 |
| 26264000 | Marriott International, Inc. |  | 5.4500 | &nbsp;&nbsp;09/15/26 | 26482487 |

---

---

| |
|:---|
| **NAVIGATOR TACTICAL FIXED INCOME FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **January 31, 2026** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Principal<br>Amount ($)** |  | **Spread** | **Coupon<br>Rate (%)** | **Maturity** | **Fair Value** |
|  | **CORPORATE BONDS — 47.5% (Continued)** |  |  |  |  |
|  | **LEISURE FACILITIES & SERVICES — 1.4% (Continued)** |  |  |  |  |
| 59350000 | Royal Caribbean Cruises Ltd.<sup>(b)</sup> |  | 4.2500 | &nbsp;&nbsp;07/01/26 | $59332112 |
| 9100000 | Royal Caribbean Cruises Ltd.<sup>(b)</sup> |  | 5.5000 | &nbsp;&nbsp;08/31/26 | 9109728 |
|  |  |  |  |  | 104523024 |
|  | **MACHINERY — 1.3%** |  |  |  |  |
| 40000000 | Caterpillar Financial Services Corporation<sup>(a)</sup> | SOFRRATE + 0.380% | 4.0330 | &nbsp;&nbsp;01/07/27 | 40090773 |
| 40000000 | John Deere Capital Corporation<sup>(a)</sup> | SOFRRATE + 0.400% | 4.0830 | &nbsp;&nbsp;01/07/28 | 40094435 |
| 16651000 | Veralto Corporation |  | 5.5000 | &nbsp;&nbsp;09/18/26 | 16803159 |
|  |  |  |  |  | 96988367 |
|  | **OIL & GAS PRODUCERS — 2.2%** |  |  |  |  |
| 34750000 | Chevron USA, Inc.<sup>(a)</sup> | SOFRINDX + 0.360% | 4.1370 | &nbsp;&nbsp;02/26/27 | 34843636 |
| 13567000 | Chevron USA, Inc.<sup>(a)</sup> | SOFRINDX + 0.470% | 4.2470 | &nbsp;&nbsp;02/26/28 | 13624546 |
| 3838000 | Enbridge, Inc. |  | 1.6000 | &nbsp;&nbsp;10/04/26 | 3778253 |
| 5498000 | Enbridge, Inc. |  | 5.9000 | &nbsp;&nbsp;11/15/26 | 5576371 |
| 53000000 | Energy Transfer, L.P. |  | 6.0500 | &nbsp;&nbsp;12/01/26 | 53834713 |
| 21654000 | Kinder Morgan, Inc. |  | 1.7500 | &nbsp;&nbsp;11/15/26 | 21296076 |
| 6994000 | MPLX, L.P. B |  | 1.7500 | &nbsp;&nbsp;03/01/26 | 6981304 |
| 26162000 | ONEOK, Inc. |  | 5.5500 | &nbsp;&nbsp;11/01/26 | 26427126 |
|  |  |  |  |  | 166362025 |
|  | **REAL ESTATE INVESTMENT TRUSTS — 1.6%** |  |  |  |  |
| 50012000 | Crown Castle International Corporation |  | 3.7000 | &nbsp;&nbsp;06/15/26 | 49935867 |
| 50075000 | Equinix, Inc. |  | 1.4500 | &nbsp;&nbsp;05/15/26 | 49712914 |
| 16744000 | Weyerhaeuser Company |  | 4.7500 | &nbsp;&nbsp;05/15/26 | 16782880 |
|  |  |  |  |  | 116431661 |
|  | **RETAIL - DISCRETIONARY — 2.0%** |  |  |  |  |
| 26597000 | AutoZone, Inc. |  | 3.1250 | &nbsp;&nbsp;04/21/26 | 26550573 |
| 30721000 | AutoZone, Inc. |  | 5.0500 | &nbsp;&nbsp;07/15/26 | 30871500 |
| 66448000 | Lowe's Companies, Inc. |  | 4.8000 | &nbsp;&nbsp;04/01/26 | 66509969 |
| 6000000 | O'Reilly Automotive, Inc. |  | 3.5500 | &nbsp;&nbsp;03/15/26 | 5997530 |
| 9106000 | O'Reilly Automotive, Inc. |  | 5.7500 | &nbsp;&nbsp;11/20/26 | 9221861 |
| 10127000 | Ross Stores, Inc. |  | 0.8750 | &nbsp;&nbsp;04/15/26 | 10066118 |
|  |  |  |  |  | 149217551 |

---

---

| |
|:---|
| **NAVIGATOR TACTICAL FIXED INCOME FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **January 31, 2026** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Principal<br>Amount ($)** |  | **Spread** | **Coupon<br>Rate (%)** | **Maturity** | **Fair Value** |
|  | **CORPORATE BONDS — 47.5% (Continued)** |  |  |  |  |
|  | **SEMICONDUCTORS — 0.3%** |  |  |  |  |
| 22103000 | Skyworks Solutions, Inc. |  | 1.8000 | &nbsp;&nbsp;06/01/26 | $21926135 |
|  | **SOFTWARE — 2.0%** |  |  |  |  |
| 22876000 | Fortinet, Inc. |  | 1.0000 | &nbsp;&nbsp;03/15/26 | 22794178 |
| 70768000 | Oracle Corporation |  | 1.6500 | &nbsp;&nbsp;03/25/26 | 70520236 |
| 57225000 | Oracle Corporation |  | 2.6500 | &nbsp;&nbsp;07/15/26 | 56822525 |
|  |  |  |  |  | 150136939 |
|  | **SPECIALTY FINANCE — 1.0%** |  |  |  |  |
| 33495000 | American Express Company<sup>(c)</sup> | SOFRINDX + 0.750% | 5.6450 | &nbsp;&nbsp;04/23/27 | 33618980 |
| 18084000 | American Express Company<sup>(c)</sup> | SOFRRATE + 0.970% | 5.3890 | &nbsp;&nbsp;07/28/27 | 18208084 |
| 22696000 | NTT Finance Corporation<sup>(b)</sup> |  | 1.1620 | &nbsp;&nbsp;04/03/26 | 22584029 |
|  |  |  |  |  | 74411093 |
|  | **TECHNOLOGY HARDWARE — 1.0%** |  |  |  |  |
| 17367000 | Avnet, Inc. |  | 4.6250 | &nbsp;&nbsp;04/15/26 | 17370055 |
| 6606000 | Dell International, LLC / EMC Corporation |  | 6.0200 | &nbsp;&nbsp;06/15/26 | 6625352 |
| 49555000 | TD SYNNEX Corporation |  | 1.7500 | &nbsp;&nbsp;08/09/26 | 48915483 |
|  |  |  |  |  | 72910890 |
|  | **TECHNOLOGY SERVICES — 1.4%** |  |  |  |  |
| 3225000 | Fidelity National Information Services, Inc. |  | 1.1500 | &nbsp;&nbsp;03/01/26 | 3218026 |
| 100000000 | International Business Machines Corporation |  | 3.3000 | &nbsp;&nbsp;05/15/26 | 99869274 |
|  |  |  |  |  | 103087300 |
|  | **TELECOMMUNICATIONS — 1.1%** |  |  |  |  |
| 54946000 | T-Mobile USA, Inc. |  | 1.5000 | &nbsp;&nbsp;02/15/26 | 54881305 |
| 27478000 | T-Mobile USA, Inc. |  | 2.2500 | &nbsp;&nbsp;02/15/26 | 27459547 |
|  |  |  |  |  | 82340852 |
|  | **TOBACCO & CANNABIS — 1.0%** |  |  |  |  |
| 21230000 | Altria Group, Inc. |  | 4.4000 | &nbsp;&nbsp;02/14/26 | 21226138 |
| 52968000 | Altria Group, Inc. |  | 2.6250 | &nbsp;&nbsp;09/16/26 | 52577677 |
|  |  |  |  |  | 73803815 |
|  | **TRANSPORTATION EQUIPMENT — 0.6%** |  |  |  |  |
| 48312000 | Westinghouse Air Brake Technologies Corporation |  | 3.4500 | &nbsp;&nbsp;11/15/26 | 48129396 |
|  | **TOTAL CORPORATE BONDS (Cost $3,504,430,349)** |  |  |  | 3512169129 |

---

---

| |
|:---|
| **NAVIGATOR TACTICAL FIXED INCOME FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **January 31, 2026** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Principal<br>Amount ($)** |  | **Spread** | **Coupon<br>Rate (%)** | **Maturity** | **Fair Value** |
|  | **U.S. GOVERNMENT & AGENCIES — 33.7%** |  |  |  |  |
|  | **U.S. TREASURY BILLS — 33.7%** |  |  |  |  |
| 150000000 | United States Treasury Bill<sup>(e)</sup> |  | 2.1900 | &nbsp;&nbsp;02/05/26 | $149955025 |
| 150000000 | United States Treasury Bill<sup>(e)</sup> |  | 3.0400 | &nbsp;&nbsp;02/12/26 | 149850347 |
| 150000000 | United States Treasury Bill<sup>(e)</sup> |  | 3.2700 | &nbsp;&nbsp;02/19/26 | 149745425 |
| 150000000 | United States Treasury Bill<sup>(e)</sup> |  | 3.4000 | &nbsp;&nbsp;02/26/26 | 149637834 |
| 150000000 | United States Treasury Bill<sup>(e)</sup> |  | 3.4500 | &nbsp;&nbsp;03/05/26 | 149533773 |
| 150000000 | United States Treasury Bill<sup>(e)</sup> |  | 3.5100 | &nbsp;&nbsp;03/12/26 | 149425304 |
| 150000000 | United States Treasury Bill<sup>(e)</sup> |  | 3.5400 | &nbsp;&nbsp;03/19/26 | 149319246 |
| 150000000 | United States Treasury Bill<sup>(e)</sup> |  | 3.5500 | &nbsp;&nbsp;03/26/26 | 149216696 |
| 150000000 | United States Treasury Bill<sup>(e)</sup> |  | 3.5500 | &nbsp;&nbsp;04/02/26 | 149113772 |
| 150000000 | United States Treasury Bill<sup>(e)</sup> |  | 3.5600 | &nbsp;&nbsp;04/09/26 | 149014743 |
| 150000000 | United States Treasury Bill<sup>(e)</sup> |  | 3.5600 | &nbsp;&nbsp;04/16/26 | 148911084 |
| 150000000 | United States Treasury Bill<sup>(e)</sup> |  | 3.5600 | &nbsp;&nbsp;04/23/26 | 148810833 |
| 150000000 | United States Treasury Bill<sup>(e)</sup> |  | 3.5800 | &nbsp;&nbsp;04/30/26 | 148703156 |
| 250000000 | United States Treasury Note |  | 3.5000 | &nbsp;&nbsp;09/30/29 | 248471679 |
| 300000000 | United States Treasury Note |  | 4.1250 | &nbsp;&nbsp;10/31/29 | 304552733 |
|  |  |  |  |  | 2494261650 |
|  | **TOTAL U.S. GOVERNMENT & AGENCIES (Cost $2,486,427,390)** | **TOTAL U.S. GOVERNMENT & AGENCIES (Cost $2,486,427,390)** | **TOTAL U.S. GOVERNMENT & AGENCIES (Cost $2,486,427,390)** |  | 2494261650 |
| **Units** |  |  |  |  |  |
|  | **COLLATERAL FOR SECURITIES LOANED — 3.8%** | **COLLATERAL FOR SECURITIES LOANED — 3.8%** | **COLLATERAL FOR SECURITIES LOANED — 3.8%** | **COLLATERAL FOR SECURITIES LOANED — 3.8%** |  |
| 283944461 | Morgan Stanley Institutional Liquidity Funds Government Portfolio, Institutional Class, 3.61% <sup>(f),(i)</sup> | Morgan Stanley Institutional Liquidity Funds Government Portfolio, Institutional Class, 3.61% <sup>(f),(i)</sup> | Morgan Stanley Institutional Liquidity Funds Government Portfolio, Institutional Class, 3.61% <sup>(f),(i)</sup> | Morgan Stanley Institutional Liquidity Funds Government Portfolio, Institutional Class, 3.61% <sup>(f),(i)</sup> | 283944461 |
|  | **TOTAL COLLATERAL FOR SECURITIES LOANED (Cost $283,944,461)** | **TOTAL COLLATERAL FOR SECURITIES LOANED (Cost $283,944,461)** | **TOTAL COLLATERAL FOR SECURITIES LOANED (Cost $283,944,461)** | **TOTAL COLLATERAL FOR SECURITIES LOANED (Cost $283,944,461)** |  |
| **Shares** |  |  |  |  |  |
|  | **SHORT-TERM INVESTMENTS — 7.0%** | **SHORT-TERM INVESTMENTS — 7.0%** | **SHORT-TERM INVESTMENTS — 7.0%** | **SHORT-TERM INVESTMENTS — 7.0%** |  |
|  | **MONEY MARKET FUND - 7.0%** | **MONEY MARKET FUND - 7.0%** | **MONEY MARKET FUND - 7.0%** | **MONEY MARKET FUND - 7.0%** |  |
| 514837080 | Dreyfus Treasury Obligations Cash Management Fund, Institutional Class, 3.58% (Cost $514,837,080)<sup>(f)</sup> | Dreyfus Treasury Obligations Cash Management Fund, Institutional Class, 3.58% (Cost $514,837,080)<sup>(f)</sup> | Dreyfus Treasury Obligations Cash Management Fund, Institutional Class, 3.58% (Cost $514,837,080)<sup>(f)</sup> | Dreyfus Treasury Obligations Cash Management Fund, Institutional Class, 3.58% (Cost $514,837,080)<sup>(f)</sup> | 514837080 |
|  | **TOTAL INVESTMENTS – 101.5% (Cost $7,467,349,045)** | **TOTAL INVESTMENTS – 101.5% (Cost $7,467,349,045)** | **TOTAL INVESTMENTS – 101.5% (Cost $7,467,349,045)** | **TOTAL INVESTMENTS – 101.5% (Cost $7,467,349,045)** | $7501273823 |
|  | **LIABILITIES IN EXCESS OF OTHER ASSETS – (1.5)%** | **LIABILITIES IN EXCESS OF OTHER ASSETS – (1.5)%** | **LIABILITIES IN EXCESS OF OTHER ASSETS – (1.5)%** | **LIABILITIES IN EXCESS OF OTHER ASSETS – (1.5)%** | (112345861) |
|  | **NET ASSETS - 100.0%** | **NET ASSETS - 100.0%** | **NET ASSETS - 100.0%** | **NET ASSETS - 100.0%** | $7388927962 |

---

---

| |
|:---|
| **NAVIGATOR TACTICAL FIXED INCOME FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **January 31, 2026** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **OPEN FUTURES CONTRACTS** | **OPEN FUTURES CONTRACTS** | **OPEN FUTURES CONTRACTS** | **OPEN FUTURES CONTRACTS** | **OPEN FUTURES CONTRACTS** |
| **Number of<br> Contracts** | **Open Long Futures Contracts** | **Expiration** | **Notional<br> Amount** | **Unrealized<br> Appreciation<br> (Depreciation)** |
| 18075 | CBOT 5 Year US Treasury Note | 04/01/2026 | $1968904111 | $(11078099) |
| 1000 | CME E-Mini Standard & Poor's 500 Index Futures | 03/23/2026 | 348287500 | 5163312 |
|  | **TOTAL FUTURES CONTRACTS** | **TOTAL FUTURES CONTRACTS** | **TOTAL FUTURES CONTRACTS** | $(5914787) |

---

---

| | |
|:---|:---|
| ETF | - Exchange-Traded Fund |
| LLC | - Limited Liability Company |
| LP | - Limited Partnership |
| LTD | - Limited Company |
| PLC | - Public Limited Company |
| SOFRINDX | Secured Overnight Financing Rate Index |
| SOFRRATE | United States SOFR Secured Overnight Financing Rate |
| TSFR3M | TSFR3M |
| US0003M | ICE LIBOR USD 3 Month |

---

<sup>(a)</sup> Floating rate security, the interest rate of which adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets.

<sup>(b)</sup> Security exempt from registration under Rule 144A or Section 4(2) of the Securities Act of 1933. The security may be resold in transactions exempt from registration, normally to qualified institutional buyers. As of January 31, 2026 the total market value of 144A securities is $341,686,971 or 4.6% of net assets.

<sup>(c)</sup> Variable rate security; the rate shown represents the rate on January 31, 2026.

<sup>(d)</sup> Percentage rounds to less than 0.1%.

<sup>(e)</sup> Zero coupon bond; rate disclosed is the effective yield as of January 31, 2026.

<sup>(f)</sup> Rate disclosed is the seven-day effective yield as of January 31, 2026.

<sup>(g)</sup> Affiliated Security.

<sup>(h)</sup> All or a portion of the security is on loan. Total loaned securities had a value of $278,042,534 at January 31, 2026.

<sup>(i)</sup> Security purchased with cash proceeds of securities lending collateral.

---

| |
|:---|
| **NAVIGATOR TACTICAL FIXED INCOME FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **January 31, 2026** |

---

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **OPEN CREDIT DEFAULT SWAP AGREEMENTS <sup>(1)</sup>** | **OPEN CREDIT DEFAULT SWAP AGREEMENTS <sup>(1)</sup>** | **OPEN CREDIT DEFAULT SWAP AGREEMENTS <sup>(1)</sup>** | **OPEN CREDIT DEFAULT SWAP AGREEMENTS <sup>(1)</sup>** | **OPEN CREDIT DEFAULT SWAP AGREEMENTS <sup>(1)</sup>** | **OPEN CREDIT DEFAULT SWAP AGREEMENTS <sup>(1)</sup>** | **OPEN CREDIT DEFAULT SWAP AGREEMENTS <sup>(1)</sup>** | **OPEN CREDIT DEFAULT SWAP AGREEMENTS <sup>(1)</sup>** | **OPEN CREDIT DEFAULT SWAP AGREEMENTS <sup>(1)</sup>** |
| **OPEN CREDIT DEFAULT SWAP AGREEMENTS - SELL PROTECTION <sup>(2)</sup>** | **OPEN CREDIT DEFAULT SWAP AGREEMENTS - SELL PROTECTION <sup>(2)</sup>** | **OPEN CREDIT DEFAULT SWAP AGREEMENTS - SELL PROTECTION <sup>(2)</sup>** | **OPEN CREDIT DEFAULT SWAP AGREEMENTS - SELL PROTECTION <sup>(2)</sup>** | **OPEN CREDIT DEFAULT SWAP AGREEMENTS - SELL PROTECTION <sup>(2)</sup>** | **OPEN CREDIT DEFAULT SWAP AGREEMENTS - SELL PROTECTION <sup>(2)</sup>** | **OPEN CREDIT DEFAULT SWAP AGREEMENTS - SELL PROTECTION <sup>(2)</sup>** | **OPEN CREDIT DEFAULT SWAP AGREEMENTS - SELL PROTECTION <sup>(2)</sup>** | **OPEN CREDIT DEFAULT SWAP AGREEMENTS - SELL PROTECTION <sup>(2)</sup>** |
| Reference Entity | Counterparty | Termination<br> Date | Interest Rate<br> Payable | Payment<br> Frequency | Notional<br> Value at<br> January 31, 2026 | Value | Upfront<br> Premiums<br> Paid | Unrealized<br> Appreciation |
| CDX North American High Yield Series 42 | GS | 6/20/2029 | 5.00% | Quarterly | $125000000 | $10555556 | $6741842 | $3813714 |
| CDX North American High Yield Series 43 | GS | 12/20/2029 | 5.00% | Quarterly | 122982000 | 10367929 | 4955978 | 5411951 |
| CDX North American High Yield Series 44 | GS | 6/20/2030 | 5.00% | Quarterly | 690030000 | 63236726 | 43680154 | 19556572 |
| CDX North American High Yield Series 44 | MS | 6/20/2030 | 5.00% | Quarterly | 83160000 | 7621069 | 3093931 | 4527138 |
| CDX North American High Yield Series 45 | GS | 12/20/2030 | 5.00% | Quarterly | 1669338000 | 149134391 | 114492764 | 34641627 |
| **TOTAL** |  |  |  |  |  | $240915671 | $172964669 | $67951002 |

---

GS - Goldman Sachs

MS - Morgan Stanley

<sup>(1)</sup> For centrally cleared swaps, the notional amounts represent the maximum potential the Fund may pay/receive as a seller/buyer of credit protection if a credit event occurs, as defined under the terms of the swap contract, for each security included in the reference entity.

<sup>(2)</sup> For centrally cleared swaps, when a credit event occurs as defined under the terms of the swap contract, the Fund as a seller of credit protection will either (i) pay a net amount equal to the par value of the defaulted reference entity and take delivery of the reference entity or (ii) pay a net amount equal to the par value of the defaulted reference entity less its recovery value.

---

| |
|:---|
| **NAVIGATOR TACTICAL INVESTMENT GRADE BOND FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited)** |
| **January 31, 2026** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Principal<br> Amount ($)** |  | **Spread** | **Coupon Rate<br> (%)** | **Maturity** | **Fair Value** |
|  | **CORPORATE BONDS — 80.9%** |  |  |  |  |
|  | **AEROSPACE & DEFENSE — 1.9%** |  |  |  |  |
| 800000 | Boeing Company |  | 6.2980 | &nbsp;&nbsp;05/01/29 | $850073 |
| 1500000 | Boeing Company |  | 5.1500 | &nbsp;&nbsp;05/01/30 | 1542235 |
| 100000 | Boeing Company |  | 3.6250 | &nbsp;&nbsp;02/01/31 | 96413 |
| 1100000 | Boeing Company |  | 6.5280 | &nbsp;&nbsp;05/01/34 | 1218271 |
| 1100000 | Boeing Company |  | 5.7050 | &nbsp;&nbsp;05/01/40 | 1126543 |
| 1000000 | Boeing Company |  | 5.8050 | &nbsp;&nbsp;05/01/50 | 990353 |
| 800000 | Boeing Company |  | 6.8580 | &nbsp;&nbsp;05/01/54 | 904265 |
| 1400000 | Boeing Company |  | 5.9300 | &nbsp;&nbsp;05/01/60 | 1383002 |
| 600000 | Boeing Company |  | 7.0080 | &nbsp;&nbsp;05/01/64 | 687489 |
| 1100000 | General Dynamics Corporation |  | 3.6250 | &nbsp;&nbsp;04/01/30 | 1080023 |
| 500000 | L3Harris Technologies, Inc. |  | 5.4000 | &nbsp;&nbsp;07/31/33 | 521122 |
| 500000 | L3Harris Technologies, Inc. |  | 5.3500 | &nbsp;&nbsp;06/01/34 | 515948 |
| 500000 | Lockheed Martin Corporation |  | 5.2500 | &nbsp;&nbsp;01/15/33 | 526465 |
| 800000 | Lockheed Martin Corporation |  | 4.0700 | &nbsp;&nbsp;12/15/42 | 689454 |
| 800000 | Lockheed Martin Corporation |  | 3.8000 | &nbsp;&nbsp;03/01/45 | 646580 |
| 900000 | Lockheed Martin Corporation |  | 4.0900 | &nbsp;&nbsp;09/15/52 | 720817 |
| 600000 | Lockheed Martin Corporation |  | 5.2000 | &nbsp;&nbsp;02/15/55 | 568923 |
| 700000 | Northrop Grumman Corporation |  | 4.4000 | &nbsp;&nbsp;05/01/30 | 705842 |
| 400000 | Northrop Grumman Corporation |  | 5.2000 | &nbsp;&nbsp;06/01/54 | 377877 |
| 1100000 | Raytheon Technologies Corporation |  | 3.0300 | &nbsp;&nbsp;03/15/52 | 721467 |
| 1200000 | RTX Corporation |  | 4.1250 | &nbsp;&nbsp;11/16/28 | 1206057 |
| 700000 | RTX Corporation |  | 2.2500 | &nbsp;&nbsp;07/01/30 | 646093 |
| 300000 | RTX Corporation |  | 6.0000 | &nbsp;&nbsp;03/15/31 | 322972 |
| 700000 | RTX Corporation |  | 5.1500 | &nbsp;&nbsp;02/27/33 | 724859 |
| 700000 | RTX Corporation |  | 6.1000 | &nbsp;&nbsp;03/15/34 | 764843 |
| 500000 | RTX Corporation |  | 5.3750 | &nbsp;&nbsp;02/27/53 | 482697 |
| 600000 | RTX Corporation |  | 6.4000 | &nbsp;&nbsp;03/15/54 | 662949 |
|  |  |  |  |  | 20683632 |
|  | **APPAREL & TEXTILE PRODUCTS — 0.1%** |  |  |  |  |
| 700000 | NIKE, Inc. |  | 2.8500 | &nbsp;&nbsp;03/27/30 | 668510 |
| 800000 | NIKE, Inc. |  | 3.3750 | &nbsp;&nbsp;03/27/50 | 575669 |
|  |  |  |  |  | 1244179 |
|  | **ASSET MANAGEMENT — 0.5%** |  |  |  |  |
| 500000 | Apollo Debt Solutions BDC |  | 6.7000 | &nbsp;&nbsp;07/29/31 | 521667 |

---

---

| |
|:---|
| **NAVIGATOR TACTICAL INVESTMENT GRADE BOND FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **January 31, 2026** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Principal<br> Amount ($)** |  | **Spread** | **Coupon Rate<br> (%)** | **Maturity** | **Fair Value** |
|  | **CORPORATE BONDS — 80.9% (Continued)** |  |  |  |  |
|  | **ASSET MANAGEMENT — 0.5% (Continued)** |  |  |  |  |
| 800000 | Ares Capital Corporation |  | 5.8000 | &nbsp;&nbsp;03/08/32 | $804901 |
| 900000 | Blue Owl Credit Income Corporation |  | 6.6500 | &nbsp;&nbsp;03/15/31 | 921362 |
| 600000 | Brookfield Finance, Inc. |  | 5.9680 | &nbsp;&nbsp;03/04/54 | 611021 |
| 800000 | Charles Schwab Corporation |  | 2.9000 | &nbsp;&nbsp;03/03/32 | 734227 |
| 700000 | Raymond James Financial, Inc. |  | 4.9500 | &nbsp;&nbsp;07/15/46 | 643293 |
| 600000 | Sixth Street Lending Partners |  | 6.1250 | &nbsp;&nbsp;07/15/30 | 613802 |
| 600000 | UBS Group A.G. |  | 4.8750 | &nbsp;&nbsp;05/15/45 | 555218 |
|  |  |  |  |  | 5405491 |
|  | **AUTOMOTIVE — 1.9%** |  |  |  |  |
| 800000 | Aptiv plc / Aptiv Corporation |  | 4.1500 | &nbsp;&nbsp;05/01/52 | 620008 |
| 1000000 | Ford Motor Company Class B |  | 3.2500 | &nbsp;&nbsp;02/12/32 | 888291 |
| 900000 | Ford Motor Company |  | 6.1000 | &nbsp;&nbsp;08/19/32 | 937133 |
| 900000 | Ford Motor Company |  | 4.7500 | &nbsp;&nbsp;01/15/43 | 723247 |
| 900000 | Ford Motor Credit Company, LLC |  | 6.7980 | &nbsp;&nbsp;11/07/28 | 948241 |
| 800000 | Ford Motor Credit Company, LLC |  | 5.8000 | &nbsp;&nbsp;03/08/29 | 822565 |
| 600000 | Ford Motor Credit Company, LLC |  | 5.1130 | &nbsp;&nbsp;05/03/29 | 604786 |
| 700000 | Ford Motor Credit Company, LLC |  | 5.8750 | &nbsp;&nbsp;11/07/29 | 722208 |
| 700000 | Ford Motor Credit Company, LLC |  | 7.3500 | &nbsp;&nbsp;03/06/30 | 756135 |
| 300000 | Ford Motor Credit Company, LLC |  | 4.0000 | &nbsp;&nbsp;11/13/30 | 285620 |
| 500000 | Ford Motor Credit Company, LLC |  | 6.0500 | &nbsp;&nbsp;03/05/31 | 517148 |
| 300000 | Ford Motor Credit Company, LLC |  | 6.0540 | &nbsp;&nbsp;11/05/31 | 310070 |
| 200000 | Ford Motor Credit Company, LLC |  | 7.1220 | &nbsp;&nbsp;11/07/33 | 216385 |
| 800000 | Ford Motor Credit Company, LLC |  | 6.1250 | &nbsp;&nbsp;03/08/34 | 819224 |
| 600000 | General Motors Company |  | 5.0000 | &nbsp;&nbsp;10/01/28 | 611865 |
| 800000 | General Motors Company |  | 6.6000 | &nbsp;&nbsp;04/01/36 | 873057 |
| 700000 | General Motors Company |  | 6.2500 | &nbsp;&nbsp;10/02/43 | 716128 |
| 600000 | General Motors Company |  | 5.9500 | &nbsp;&nbsp;04/01/49 | 585749 |
| 600000 | General Motors Financial Company, Inc. |  | 5.8000 | &nbsp;&nbsp;01/07/29 | 625778 |
| 500000 | General Motors Financial Company, Inc. |  | 4.3000 | &nbsp;&nbsp;04/06/29 | 500777 |
| 500000 | General Motors Financial Company, Inc. |  | 5.3500 | &nbsp;&nbsp;01/07/30 | 516868 |
| 500000 | General Motors Financial Company, Inc. |  | 5.8500 | &nbsp;&nbsp;04/06/30 | 525388 |
| 600000 | General Motors Financial Company, Inc. |  | 3.6000 | &nbsp;&nbsp;06/21/30 | 579207 |
| 500000 | General Motors Financial Company, Inc. |  | 5.7500 | &nbsp;&nbsp;02/08/31 | 525729 |
| 700000 | General Motors Financial Company, Inc. |  | 2.7000 | &nbsp;&nbsp;06/10/31 | 636852 |

---

---

| |
|:---|
| **NAVIGATOR TACTICAL INVESTMENT GRADE BOND FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **January 31, 2026** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Principal<br> Amount ($)** |  | **Spread** | **Coupon Rate<br> (%)** | **Maturity** | **Fair Value** |
|  | **CORPORATE BONDS — 80.9% (Continued)** |  |  |  |  |
|  | **AUTOMOTIVE — 1.9% (Continued)** |  |  |  |  |
| 500000 | General Motors Financial Company, Inc. |  | 3.1000 | &nbsp;&nbsp;01/12/32 | $458252 |
| 500000 | General Motors Financial Company, Inc. |  | 6.4000 | &nbsp;&nbsp;01/09/33 | 539476 |
| 500000 | General Motors Financial Company, Inc. |  | 6.1000 | &nbsp;&nbsp;01/07/34 | 530823 |
| 500000 | General Motors Financial Company, Inc. |  | 5.9500 | &nbsp;&nbsp;04/04/34 | 525198 |
| 500000 | Mercedes-Benz Finance North America, LLC |  | 8.5000 | &nbsp;&nbsp;01/18/31 | 590888 |
| 500000 | Toyota Motor Credit Corporation |  | 4.4500 | &nbsp;&nbsp;06/29/29 | 506808 |
| 800000 | Toyota Motor Credit Corporation |  | 3.3750 | &nbsp;&nbsp;04/01/30 | 778319 |
| 600000 | Toyota Motor Credit Corporation |  | 5.5500 | &nbsp;&nbsp;11/20/30 | 634675 |
| 600000 | Toyota Motor Credit Corporation |  | 5.3500 | &nbsp;&nbsp;01/09/35 | 626887 |
|  |  |  |  |  | 21059785 |
|  | **BANKING — 14.8%** |  |  |  |  |
| 800000 | Banco Santander S.A. |  | 6.6070 | &nbsp;&nbsp;11/07/28 | 853712 |
| 800000 | Banco Santander S.A. |  | 5.5650 | &nbsp;&nbsp;01/17/30 | 833155 |
| 600000 | Banco Santander S.A.<sup>(a)</sup> | H15T1Y + 1.450% | 5.5380 | &nbsp;&nbsp;03/14/30 | 621671 |
| 1000000 | Banco Santander S.A. |  | 2.7490 | &nbsp;&nbsp;12/03/30 | 912604 |
| 1000000 | Banco Santander S.A. |  | 6.9210 | &nbsp;&nbsp;08/08/33 | 1103884 |
| 600000 | Banco Santander S.A. |  | 6.3500 | &nbsp;&nbsp;03/14/34 | 643554 |
| 700000 | Bank of America Corporation<sup>(a)</sup> | TSFR3M + 1.472% | 3.9740 | &nbsp;&nbsp;02/07/30 | 696784 |
| 1000000 | Bank of America Corporation<sup>(a)</sup> | SOFRRATE + 1.000% | 5.1620 | &nbsp;&nbsp;01/24/31 | 1031677 |
| 800000 | Bank of America Corporation<sup>(a)</sup> | TSFR3M + 1.252% | 2.4960 | &nbsp;&nbsp;02/13/31 | 746029 |
| 1600000 | Bank of America Corporation<sup>(a)</sup> | SOFRRATE + 2.150% | 2.5920 | &nbsp;&nbsp;04/29/31 | 1493000 |
| 1200000 | Bank of America Corporation<sup>(a)</sup> | SOFRRATE + 1.530% | 1.8980 | &nbsp;&nbsp;07/23/31 | 1079941 |
| 900000 | Bank of America Corporation<sup>(a)</sup> | SOFRRATE + 1.370% | 1.9220 | &nbsp;&nbsp;10/24/31 | 805560 |
| 800000 | Bank of America Corporation<sup>(a)</sup> | SOFRRATE + 1.220% | 2.6510 | &nbsp;&nbsp;03/11/32 | 734692 |
| 1400000 | Bank of America Corporation<sup>(a)</sup> | SOFRRATE + 1.320% | 2.6870 | &nbsp;&nbsp;04/22/32 | 1284741 |
| 1300000 | Bank of America Corporation<sup>(a)</sup> | SOFRRATE + 1.220% | 2.2990 | &nbsp;&nbsp;07/21/32 | 1162248 |
| 1100000 | Bank of America Corporation Series N<sup>(a)</sup> | SOFRRATE + 1.210% | 2.5720 | &nbsp;&nbsp;10/20/32 | 992991 |
| 1300000 | Bank of America Corporation<sup>(a)</sup> | SOFRRATE + 1.830% | 4.5710 | &nbsp;&nbsp;04/27/33 | 1294698 |
| 1500000 | Bank of America Corporation<sup>(a)</sup> | SOFRRATE + 2.160% | 5.0150 | &nbsp;&nbsp;07/22/33 | 1530746 |

---

---

| |
|:---|
| **NAVIGATOR TACTICAL INVESTMENT GRADE BOND FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **January 31, 2026** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Principal<br> Amount ($)** |  | **Spread** | **Coupon Rate<br> (%)** | **Maturity** | **Fair Value** |
|  | **CORPORATE BONDS — 80.9% (Continued)** |  |  |  |  |
|  | **BANKING — 14.8% (Continued)** |  |  |  |  |
| 1600000 | Bank of America Corporation<sup>(a)</sup> | SOFRRATE + 1.910% | 5.2880 | &nbsp;&nbsp;04/25/34 | $1645417 |
| 1200000 | Bank of America Corporation<sup>(a)</sup> | SOFRRATE + 1.840% | 5.8720 | &nbsp;&nbsp;09/15/34 | 1276243 |
| 1400000 | Bank of America Corporation<sup>(a)</sup> | SOFRRATE + 1.650% | 5.4680 | &nbsp;&nbsp;01/23/35 | 1453567 |
| 1000000 | Bank of America Corporation<sup>(a)</sup> | SOFRRATE + 1.310% | 5.5110 | &nbsp;&nbsp;01/24/36 | 1039474 |
| 600000 | Bank of America Corporation |  | 6.1100 | &nbsp;&nbsp;01/29/37 | 643319 |
| 800000 | Bank of America Corporation<sup>(a)</sup> | TSFR3M + 2.076% | 4.2440 | &nbsp;&nbsp;04/24/38 | 744770 |
| 600000 | Bank of America Corporation |  | 7.7500 | &nbsp;&nbsp;05/14/38 | 731975 |
| 1300000 | Bank of America Corporation<sup>(a)</sup> | SOFRRATE + 1.930% | 2.6760 | &nbsp;&nbsp;06/19/41 | 955510 |
| 1200000 | Bank of America Corporation<sup>(a)</sup> | SOFRRATE + 1.580% | 3.3110 | &nbsp;&nbsp;04/22/42 | 941455 |
| 1000000 | Bank of America Corporation<sup>(a)</sup> | TSFR3M + 1.782% | 4.3300 | &nbsp;&nbsp;03/15/50 | 842592 |
| 1800000 | Bank of America Corporation<sup>(a)</sup> | TSFR3M + 3.412% | 4.0830 | &nbsp;&nbsp;03/20/51 | 1442692 |
| 700000 | Bank of America Corporation<sup>(a)</sup> | SOFRRATE + 1.560% | 2.9720 | &nbsp;&nbsp;07/21/52 | 459607 |
| 500000 | Bank of Montreal |  | 5.5110 | &nbsp;&nbsp;06/04/31 | 525009 |
| 500000 | Bank of Nova Scotia |  | 4.8500 | &nbsp;&nbsp;02/01/30 | 512055 |
| 500000 | Bank of Nova Scotia<sup>(a)</sup> | SOFRRATE + 1.070% | 5.1300 | &nbsp;&nbsp;02/14/31 | 514681 |
| 400000 | Barclays plc<sup>(a)</sup> | SOFRRATE + 1.740% | 5.6900 | &nbsp;&nbsp;03/12/30 | 416586 |
| 800000 | Barclays plc<sup>(a)</sup> | SOFRRATE + 1.230% | 5.3670 | &nbsp;&nbsp;02/25/31 | 826603 |
| 800000 | Barclays plc<sup>(a)</sup> | H15T1Y + 1.900% | 2.6450 | &nbsp;&nbsp;06/24/31 | 742512 |
| 1000000 | Barclays plc<sup>(a)</sup> | H15T1Y + 3.500% | 7.4370 | &nbsp;&nbsp;11/02/33 | 1143994 |
| 900000 | Barclays plc<sup>(a)</sup> | SOFRRATE + 2.980% | 6.2240 | &nbsp;&nbsp;05/09/34 | 966602 |
| 600000 | Barclays plc<sup>(a)</sup> | SOFRRATE + 2.620% | 6.6920 | &nbsp;&nbsp;09/13/34 | 663350 |
| 600000 | Barclays plc<sup>(a)</sup> | SOFRRATE + 1.910% | 5.3350 | &nbsp;&nbsp;09/10/35 | 608588 |
| 1000000 | Barclays plc<sup>(a)</sup> | SOFRRATE + 1.590% | 5.7850 | &nbsp;&nbsp;02/25/36 | 1043672 |
| 800000 | Canadian Imperial Bank of Commerce<sup>(a)</sup> | SOFRRATE + 1.105% | 5.2450 | &nbsp;&nbsp;01/13/31 | 825904 |
| 800000 | Canadian Imperial Bank of Commerce |  | 3.6000 | &nbsp;&nbsp;04/07/32 | 763555 |
| 900000 | Citibank NA |  | 5.5700 | &nbsp;&nbsp;04/30/34 | 948250 |
| 800000 | Citigroup, Inc.<sup>(a)</sup> | SOFRRATE + 1.364% | 5.1740 | &nbsp;&nbsp;02/13/30 | 822182 |

---

---

| |
|:---|
| **NAVIGATOR TACTICAL INVESTMENT GRADE BOND FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **January 31, 2026** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Principal<br> Amount ($)** |  | **Spread** | **Coupon Rate<br> (%)** | **Maturity** | **Fair Value** |
|  | **CORPORATE BONDS — 80.9% (Continued)** |  |  |  |  |
|  | **BANKING — 14.8% (Continued)** |  |  |  |  |
| 500000 | Citigroup, Inc.<sup>(a)</sup> | TSFR3M + 1.600% | 3.9800 | &nbsp;&nbsp;03/20/30 | $496401 |
| 700000 | Citigroup, Inc.<sup>(a)</sup> | SOFRRATE + 1.338% | 4.5420 | &nbsp;&nbsp;09/19/30 | 706051 |
| 600000 | Citigroup, Inc.<sup>(a)</sup> | SOFRRATE + 1.422% | 2.9760 | &nbsp;&nbsp;11/05/30 | 571936 |
| 800000 | Citigroup, Inc.<sup>(a)</sup> | SOFRRATE + 1.146% | 2.6660 | &nbsp;&nbsp;01/29/31 | 749948 |
| 1300000 | Citigroup, Inc.<sup>(a)</sup> | SOFRRATE + 3.914% | 4.4120 | &nbsp;&nbsp;03/31/31 | 1300215 |
| 1400000 | Citigroup, Inc.<sup>(a)</sup> | SOFRRATE + 2.107% | 2.5720 | &nbsp;&nbsp;06/03/31 | 1298929 |
| 1100000 | Citigroup, Inc.<sup>(a)</sup> | SOFRRATE + 1.167% | 2.5610 | &nbsp;&nbsp;05/01/32 | 998295 |
| 700000 | Citigroup, Inc.<sup>(a)</sup> | SOFRRATE + 1.177% | 2.5200 | &nbsp;&nbsp;11/03/32 | 627054 |
| 1000000 | Citigroup, Inc.<sup>(a)</sup> | SOFRRATE + 1.351% | 3.0570 | &nbsp;&nbsp;01/25/33 | 915855 |
| 800000 | Citigroup, Inc.<sup>(a)</sup> | SOFRRATE + 2.086% | 4.9100 | &nbsp;&nbsp;05/24/33 | 808587 |
| 1000000 | Citigroup, Inc.<sup>(a)</sup> | SOFRRATE + 2.338% | 6.2700 | &nbsp;&nbsp;11/17/33 | 1088598 |
| 1100000 | Citigroup, Inc.<sup>(a)</sup> | SOFRRATE + 1.465% | 5.3330 | &nbsp;&nbsp;03/27/36 | 1122677 |
| 700000 | Citigroup, Inc.<sup>(a)</sup> | SOFRRATE + 4.548% | 5.3160 | &nbsp;&nbsp;03/26/41 | 698192 |
| 800000 | Citigroup, Inc.<sup>(a)</sup> | SOFRRATE + 1.379% | 2.9040 | &nbsp;&nbsp;11/03/42 | 591280 |
| 700000 | Citigroup, Inc. |  | 6.6750 | &nbsp;&nbsp;09/13/43 | 778843 |
| 900000 | Citigroup, Inc. |  | 4.7500 | &nbsp;&nbsp;05/18/46 | 792320 |
| 900000 | Citigroup, Inc. |  | 4.6500 | &nbsp;&nbsp;07/23/48 | 793301 |
| 700000 | Citigroup, Inc.<sup>(a)</sup> | SOFRRATE + 1.746% | 5.6120 | &nbsp;&nbsp;03/04/56 | 697413 |
| 400000 | Citizens Financial Group, Inc.<sup>(a)</sup> | SOFRRATE + 2.010% | 5.8410 | &nbsp;&nbsp;01/23/30 | 417327 |
| 600000 | Citizens Financial Group, Inc. |  | 3.2500 | &nbsp;&nbsp;04/30/30 | 573984 |
| 500000 | Citizens Financial Group, Inc.<sup>(a)</sup> | SOFRRATE + 1.259% | 5.2530 | &nbsp;&nbsp;03/05/31 | 512919 |
| 800000 | Cooperatieve Rabobank UA |  | 5.7500 | &nbsp;&nbsp;12/01/43 | 808535 |
| 500000 | Deutsche Bank A.G. |  | 5.4140 | &nbsp;&nbsp;05/10/29 | 519909 |
| 800000 | Deutsche Bank A.G.<sup>(a)</sup> | SOFRRATE + 3.043% | 3.5470 | &nbsp;&nbsp;09/18/31 | 762308 |
| 500000 | Deutsche Bank A.G.<sup>(a)</sup> | SOFRRATE + 2.050% | 5.4030 | &nbsp;&nbsp;09/11/35 | 507845 |

---

---

| |
|:---|
| **NAVIGATOR TACTICAL INVESTMENT GRADE BOND FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **January 31, 2026** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Principal<br> Amount ($)** |  | **Spread** | **Coupon Rate<br> (%)** | **Maturity** | **Fair Value** |
|  | **CORPORATE BONDS — 80.9% (Continued)** |  |  |  |  |
|  | **BANKING — 14.8% (Continued)** |  |  |  |  |
| 500000 | Fifth Third Bancorp<sup>(a)</sup> | SOFRINDX + 2.127% | 4.7720 | &nbsp;&nbsp;07/28/30 | $506811 |
| 600000 | Fifth Third Bancorp<sup>(a)</sup> | SOFRRATE + 1.840% | 5.6310 | &nbsp;&nbsp;01/29/32 | 628986 |
| 1000000 | HSBC Holdings plc |  | 4.9500 | &nbsp;&nbsp;03/31/30 | 1024584 |
| 900000 | HSBC Holdings plc<sup>(a)</sup> | US0003M + 1.610% | 3.9730 | &nbsp;&nbsp;05/22/30 | 891205 |
| 500000 | HSBC Holdings plc<sup>(a)</sup> | SOFRRATE + 1.290% | 5.2860 | &nbsp;&nbsp;11/19/30 | 516564 |
| 500000 | HSBC Holdings plc<sup>(a)</sup> | SOFRRATE + 1.290% | 5.1300 | &nbsp;&nbsp;03/03/31 | 512690 |
| 900000 | HSBC Holdings plc<sup>(a)</sup> | SOFRRATE + 2.387% | 2.8480 | &nbsp;&nbsp;06/04/31 | 842985 |
| 700000 | HSBC Holdings plc<sup>(a)</sup> |  | 2.3570 | &nbsp;&nbsp;08/18/31 | 638511 |
| 400000 | HSBC Holdings plc<sup>(a)</sup> | SOFRRATE + 1.520% | 5.7330 | &nbsp;&nbsp;05/17/32 | 420970 |
| 1200000 | HSBC Holdings plc<sup>(a)</sup> | SOFRRATE + 1.187% | 2.8040 | &nbsp;&nbsp;05/24/32 | 1098858 |
| 700000 | HSBC Holdings plc<sup>(a)</sup> | SOFRRATE + 2.870% | 5.4020 | &nbsp;&nbsp;08/11/33 | 724130 |
| 900000 | HSBC Holdings plc<sup>(a)</sup> | SOFRRATE + 2.390% | 6.2540 | &nbsp;&nbsp;03/09/34 | 977126 |
| 700000 | HSBC Holdings plc<sup>(a)</sup> | SOFRRATE + 1.780% | 5.7190 | &nbsp;&nbsp;03/04/35 | 737337 |
| 900000 | HSBC Holdings plc<sup>(a)</sup> | SOFRRATE + 1.560% | 5.4500 | &nbsp;&nbsp;03/03/36 | 925768 |
| 900000 | HSBC Holdings plc |  | 6.5000 | &nbsp;&nbsp;09/15/37 | 976534 |
| 1000000 | HSBC Holdings plc<sup>(a)</sup> | SOFRRATE + 2.650% | 6.3320 | &nbsp;&nbsp;03/09/44 | 1095021 |
| 600000 | HSBC Holdings plc |  | 5.2500 | &nbsp;&nbsp;03/14/44 | 585913 |
| 700000 | Huntington Bancshares, Inc.<sup>(a)</sup> | SOFRRATE + 1.276% | 5.2720 | &nbsp;&nbsp;01/15/31 | 720540 |
| 600000 | ING Groep N.V.<sup>(a)</sup> | SOFRRATE + 1.440% | 5.3350 | &nbsp;&nbsp;03/19/30 | 619682 |
| 600000 | ING Groep N.V.<sup>(a)</sup> | SOFRINDX + 1.230% | 5.0660 | &nbsp;&nbsp;03/25/31 | 614817 |
| 700000 | ING Groep N.V.<sup>(a)</sup> | SOFRRATE + 2.090% | 6.1140 | &nbsp;&nbsp;09/11/34 | 756069 |
| 900000 | ING Groep N.V.<sup>(a)</sup> | SOFRRATE + 1.770% | 5.5500 | &nbsp;&nbsp;03/19/35 | 935637 |
| 600000 | JPMorgan Chase & Company<sup>(a)</sup> | SOFRRATE + 1.570% | 6.0870 | &nbsp;&nbsp;10/23/29 | 630881 |
| 900000 | JPMorgan Chase & Company<sup>(a)</sup> | US0003M + 1.330% | 4.4520 | &nbsp;&nbsp;12/05/29 | 909208 |
| 700000 | JPMorgan Chase & Company<sup>(a)</sup> | SOFRRATE + 1.310% | 5.0120 | &nbsp;&nbsp;01/23/30 | 717847 |

---

---

| |
|:---|
| **NAVIGATOR TACTICAL INVESTMENT GRADE BOND FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **January 31, 2026** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Principal<br> Amount ($)** |  | **Spread** | **Coupon Rate<br> (%)** | **Maturity** | **Fair Value** |
|  | **CORPORATE BONDS — 80.9% (Continued)** |  |  |  |  |
|  | **BANKING — 14.8% (Continued)** |  |  |  |  |
| 600000 | JPMorgan Chase & Company<sup>(a)</sup> | SOFRRATE + 1.160% | 5.5810 | &nbsp;&nbsp;04/22/30 | $625249 |
| 600000 | JPMorgan Chase & Company<sup>(a)</sup> | TSFR3M + 1.422% | 3.7020 | &nbsp;&nbsp;05/06/30 | 591720 |
| 500000 | JPMorgan Chase & Company<sup>(a)</sup> | SOFRRATE + 1.125% | 4.9950 | &nbsp;&nbsp;07/22/30 | 513310 |
| 900000 | JPMorgan Chase & Company<sup>(a)</sup> | TSFR3M + 1.510% | 2.7390 | &nbsp;&nbsp;10/15/30 | 855571 |
| 700000 | JPMorgan Chase & Company<sup>(a)</sup> | SOFRRATE + 0.900% | 5.1400 | &nbsp;&nbsp;01/24/31 | 722478 |
| 1300000 | JPMorgan Chase & Company<sup>(a)</sup> | TSFR3M + 3.790% | 4.4930 | &nbsp;&nbsp;03/24/31 | 1310433 |
| 1300000 | JPMorgan Chase & Company<sup>(a)</sup> | SOFRRATE + 2.040% | 2.5220 | &nbsp;&nbsp;04/22/31 | 1210910 |
| 700000 | JPMorgan Chase & Company<sup>(a)</sup> | SOFRRATE + 1.435% | 5.1030 | &nbsp;&nbsp;04/22/31 | 722389 |
| 700000 | JPMorgan Chase & Company<sup>(a)</sup> | TSFR3M + 1.105% | 1.7640 | &nbsp;&nbsp;11/19/31 | 622808 |
| 1000000 | JPMorgan Chase & Company<sup>(a)</sup> | SOFRRATE + 1.065% | 1.9530 | &nbsp;&nbsp;02/04/32 | 890880 |
| 900000 | JPMorgan Chase & Company<sup>(a)</sup> | TSFR3M + 1.250% | 2.5800 | &nbsp;&nbsp;04/22/32 | 821982 |
| 800000 | JPMorgan Chase & Company<sup>(a)</sup> | SOFRRATE + 1.180% | 2.5450 | &nbsp;&nbsp;11/08/32 | 721061 |
| 100000 | JPMorgan Chase & Company<sup>(a)</sup> | SOFRRATE + 1.260% | 2.9630 | &nbsp;&nbsp;01/25/33 | 91768 |
| 800000 | JPMorgan Chase & Company<sup>(a)</sup> | SOFRRATE + 1.800% | 4.5860 | &nbsp;&nbsp;04/26/33 | 801701 |
| 1400000 | JPMorgan Chase & Company<sup>(a)</sup> | SOFRRATE + 2.080% | 4.9120 | &nbsp;&nbsp;07/25/33 | 1423061 |
| 1400000 | JPMorgan Chase & Company<sup>(a)</sup> | SOFRRATE + 1.845% | 5.3500 | &nbsp;&nbsp;06/01/34 | 1450651 |
| 1000000 | JPMorgan Chase & Company<sup>(a)</sup> | SOFRRATE + 1.810% | 6.2540 | &nbsp;&nbsp;10/23/34 | 1092234 |
| 900000 | JPMorgan Chase & Company<sup>(a)</sup> | SOFRRATE + 1.620% | 5.3360 | &nbsp;&nbsp;01/23/35 | 927379 |
| 800000 | JPMorgan Chase & Company<sup>(a)</sup> | SOFRRATE + 1.490% | 5.7660 | &nbsp;&nbsp;04/22/35 | 848282 |
| 900000 | JPMorgan Chase & Company<sup>(a)</sup> | SOFRRATE + 1.460% | 5.2940 | &nbsp;&nbsp;07/22/35 | 924795 |
| 700000 | JPMorgan Chase & Company<sup>(a)</sup> | SOFRRATE + 1.340% | 4.9460 | &nbsp;&nbsp;10/22/35 | 703913 |
| 900000 | JPMorgan Chase & Company<sup>(a)</sup> | SOFRRATE + 1.315% | 5.5020 | &nbsp;&nbsp;01/24/36 | 937181 |
| 700000 | JPMorgan Chase & Company<sup>(a)</sup> | SOFRRATE + 1.680% | 5.5720 | &nbsp;&nbsp;04/22/36 | 731619 |
| 900000 | JPMorgan Chase & Company<sup>(a)</sup> | US0003M + 1.360% | 3.8820 | &nbsp;&nbsp;07/24/38 | 806584 |
| 700000 | JPMorgan Chase & Company |  | 5.6000 | &nbsp;&nbsp;07/15/41 | 724748 |
| 700000 | JPMorgan Chase & Company |  | 5.4000 | &nbsp;&nbsp;01/06/42 | 709538 |

---

---

| |
|:---|
| **NAVIGATOR TACTICAL INVESTMENT GRADE BOND FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **January 31, 2026** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Principal<br> Amount ($)** |  | **Spread** | **Coupon Rate<br> (%)** | **Maturity** | **Fair Value** |
|  | **CORPORATE BONDS — 80.9% (Continued)** |  |  |  |  |
|  | **BANKING — 14.8% (Continued)** |  |  |  |  |
| 900000 | JPMorgan Chase & Company |  | 4.9500 | &nbsp;&nbsp;06/01/45 | $845969 |
| 1100000 | JPMorgan Chase & Company<sup>(a)</sup> | SOFRRATE + 1.550% | 5.5340 | &nbsp;&nbsp;11/29/45 | 1111407 |
| 1200000 | JPMorgan Chase & Company<sup>(a)</sup> | TSFR3M + 1.642% | 3.9640 | &nbsp;&nbsp;11/15/48 | 969495 |
| 800000 | JPMorgan Chase & Company<sup>(a)</sup> | SOFRRATE + 2.440% | 3.1090 | &nbsp;&nbsp;04/22/51 | 544782 |
| 1100000 | JPMorgan Chase & Company<sup>(a)</sup> | SOFRRATE + 1.580% | 3.3280 | &nbsp;&nbsp;04/22/52 | 778696 |
| 700000 | Lloyds Banking Group plc<sup>(a)</sup> | H15T1Y + 1.070% | 5.7210 | &nbsp;&nbsp;06/05/30 | 732883 |
| 1000000 | Lloyds Banking Group plc<sup>(a)</sup> | H15T1Y + 1.750% | 5.6790 | &nbsp;&nbsp;01/05/35 | 1049683 |
| 700000 | M&T Bank Corporation<sup>(a)</sup> | SOFRRATE + 1.610% | 5.3850 | &nbsp;&nbsp;01/16/36 | 710689 |
| 900000 | Mitsubishi UFJ Financial Group, Inc. |  | 3.1950 | &nbsp;&nbsp;07/18/29 | 871922 |
| 900000 | Mitsubishi UFJ Financial Group, Inc. |  | 2.5590 | &nbsp;&nbsp;02/25/30 | 842832 |
| 600000 | Mitsubishi UFJ Financial Group, Inc.<sup>(a)</sup> | H15T1Y + 0.780% | 5.1970 | &nbsp;&nbsp;01/16/31 | 618027 |
| 1000000 | Mitsubishi UFJ Financial Group, Inc.<sup>(a)</sup> | H15T1Y + 0.950% | 2.3090 | &nbsp;&nbsp;07/20/32 | 894951 |
| 500000 | Mitsubishi UFJ Financial Group, Inc.<sup>(a)</sup> | H15T1Y + 2.125% | 5.1330 | &nbsp;&nbsp;07/20/33 | 512284 |
| 900000 | Mitsubishi UFJ Financial Group, Inc.<sup>(a)</sup> | H15T1Y + 1.630% | 5.4410 | &nbsp;&nbsp;02/22/34 | 938657 |
| 800000 | Mitsubishi UFJ Financial Group, Inc.<sup>(a)</sup> | H15T1Y + 1.000% | 5.4260 | &nbsp;&nbsp;04/17/35 | 828716 |
| 800000 | Mizuho Financial Group, Inc.<sup>(a)</sup> | SOFRRATE + 1.532% | 1.9790 | &nbsp;&nbsp;09/08/31 | 718458 |
| 700000 | Mizuho Financial Group, Inc.<sup>(a)</sup> | H15T1Y + 1.800% | 5.7540 | &nbsp;&nbsp;05/27/34 | 740249 |
| 600000 | Mizuho Financial Group, Inc.<sup>(a)</sup> | H15T1Y + 0.980% | 5.4220 | &nbsp;&nbsp;05/13/36 | 620553 |
| 600000 | National Bank of Canada |  | 5.6000 | &nbsp;&nbsp;12/18/28 | 626006 |
| 700000 | NatWest Group plc<sup>(a)</sup> | US0003M + 1.905% | 5.0760 | &nbsp;&nbsp;01/27/30 | 717286 |
| 700000 | NatWest Group plc<sup>(a)</sup> | US0003M + 1.871% | 4.4450 | &nbsp;&nbsp;05/08/30 | 703526 |
| 700000 | NatWest Group plc<sup>(a)</sup> | H15T1Y + 1.500% | 5.7780 | &nbsp;&nbsp;03/01/35 | 740156 |
| 700000 | PNC Financial Services Group, Inc.<sup>(a)</sup> | SOFRRATE + 1.198% | 5.4920 | &nbsp;&nbsp;05/14/30 | 728497 |
| 600000 | PNC Financial Services Group, Inc.<sup>(a)</sup> | SOFRINDX + 2.140% | 6.0370 | &nbsp;&nbsp;10/28/33 | 646436 |
| 700000 | PNC Financial Services Group, Inc.<sup>(a)</sup> | SOFRRATE + 1.933% | 5.0680 | &nbsp;&nbsp;01/24/34 | 713913 |
| 1000000 | PNC Financial Services Group, Inc.<sup>(a)</sup> | SOFRRATE + 2.284% | 6.8750 | &nbsp;&nbsp;10/20/34 | 1124863 |
| 600000 | PNC Financial Services Group, Inc.<sup>(a)</sup> | SOFRRATE + 1.902% | 5.6760 | &nbsp;&nbsp;01/22/35 | 630126 |
| 600000 | PNC Financial Services Group, Inc.<sup>(a)</sup> | SOFRRATE + 1.599% | 5.4010 | &nbsp;&nbsp;07/23/35 | 618781 |
| 700000 | PNC Financial Services Group, Inc.<sup>(a)</sup> | SOFRRATE + 1.394% | 5.5750 | &nbsp;&nbsp;01/29/36 | 727698 |

---

---

| |
|:---|
| **NAVIGATOR TACTICAL INVESTMENT GRADE BOND FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **January 31, 2026** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Principal<br> Amount ($)** |  | **Spread** | **Coupon Rate<br> (%)** | **Maturity** | **Fair Value** |
|  | **CORPORATE BONDS — 80.9% (Continued)** |  |  |  |  |
|  | **BANKING — 14.8% (Continued)** |  |  |  |  |
| 400000 | Royal Bank of Canada<sup>(a)</sup> | SOFRRATE + 1.100% | 4.9690 | &nbsp;&nbsp;08/02/30 | $409766 |
| 600000 | Royal Bank of Canada<sup>(a)</sup> | SOFRINDX + 1.080% | 4.6500 | &nbsp;&nbsp;10/18/30 | 608916 |
| 600000 | Royal Bank of Canada<sup>(a)</sup> | SOFRRATE + 1.030% | 5.1530 | &nbsp;&nbsp;02/04/31 | 618663 |
| 700000 | Royal Bank of Canada<sup>(a)</sup> | SOFRINDX + 1.130% | 4.9700 | &nbsp;&nbsp;05/02/31 | 717251 |
| 900000 | Royal Bank of Canada |  | 5.0000 | &nbsp;&nbsp;02/01/33 | 922703 |
| 700000 | Royal Bank of Canada |  | 5.1500 | &nbsp;&nbsp;02/01/34 | 727168 |
| 600000 | Santander Holdings USA, Inc.<sup>(a)</sup> | SOFRRATE + 1.940% | 5.3530 | &nbsp;&nbsp;09/06/30 | 615438 |
| 500000 | Santander Holdings USA, Inc.<sup>(a)</sup> | SOFRRATE + 1.878% | 5.7410 | &nbsp;&nbsp;03/20/31 | 518735 |
| 700000 | Santander UK Group Holdings plc<sup>(a)</sup> | SOFRINDX + 1.524% | 5.6940 | &nbsp;&nbsp;04/15/31 | 730648 |
| 1000000 | Sumitomo Mitsui Financial Group, Inc. |  | 2.7500 | &nbsp;&nbsp;01/15/30 | 944404 |
| 800000 | Sumitomo Mitsui Financial Group, Inc. |  | 2.1300 | &nbsp;&nbsp;07/08/30 | 729544 |
| 700000 | Sumitomo Mitsui Financial Group, Inc. |  | 5.7660 | &nbsp;&nbsp;01/13/33 | 742976 |
| 500000 | Sumitomo Mitsui Financial Group, Inc. |  | 5.5580 | &nbsp;&nbsp;07/09/34 | 523779 |
| 500000 | Sumitomo Mitsui Financial Group, Inc. |  | 5.6320 | &nbsp;&nbsp;01/15/35 | 526652 |
| 700000 | Sumitomo Mitsui Financial Group, Inc. |  | 5.8360 | &nbsp;&nbsp;07/09/44 | 718513 |
| 700000 | Toronto-Dominion Bank |  | 4.7830 | &nbsp;&nbsp;12/17/29 | 717368 |
| 500000 | Toronto-Dominion Bank |  | 5.2980 | &nbsp;&nbsp;01/30/32 | 522205 |
| 900000 | Toronto-Dominion Bank |  | 4.4560 | &nbsp;&nbsp;06/08/32 | 900267 |
| 700000 | Truist Bank |  | 2.2500 | &nbsp;&nbsp;03/11/30 | 641479 |
| 800000 | Truist Financial Corporation<sup>(a)</sup> | SOFRRATE + 2.446% | 7.1610 | &nbsp;&nbsp;10/30/29 | 861686 |
| 500000 | Truist Financial Corporation<sup>(a)</sup> | SOFRRATE + 1.571% | 5.1530 | &nbsp;&nbsp;08/05/32 | 515407 |
| 800000 | Truist Financial Corporation<sup>(a)</sup> | SOFRRATE + 2.361% | 5.8670 | &nbsp;&nbsp;06/08/34 | 848189 |
| 1000000 | Truist Financial Corporation<sup>(a)</sup> | SOFRRATE + 1.922% | 5.7110 | &nbsp;&nbsp;01/24/35 | 1048127 |
| 800000 | US Bancorp Series CC<sup>(a)</sup> | SOFRRATE + 1.560% | 5.3840 | &nbsp;&nbsp;01/23/30 | 828230 |
| 800000 | US Bancorp<sup>(a)</sup> | SOFRRATE + 1.061% | 5.0460 | &nbsp;&nbsp;02/12/31 | 821845 |
| 700000 | US Bancorp Series AA<sup>(a)</sup> | SOFRRATE + 2.090% | 5.8500 | &nbsp;&nbsp;10/21/33 | 748169 |
| 600000 | US Bancorp<sup>(a)</sup> | SOFRRATE + 1.600% | 4.8390 | &nbsp;&nbsp;02/01/34 | 602908 |

---

---

| |
|:---|
| **NAVIGATOR TACTICAL INVESTMENT GRADE BOND FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **January 31, 2026** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Principal<br> Amount ($)** |  | **Spread** | **Coupon Rate<br> (%)** | **Maturity** | **Fair Value** |
|  | **CORPORATE BONDS — 80.9% (Continued)** |  |  |  |  |
|  | **BANKING — 14.8% (Continued)** |  |  |  |  |
| 700000 | US Bancorp<sup>(a)</sup> | SOFRRATE + 2.260% | 5.8360 | &nbsp;&nbsp;06/12/34 | $742323 |
| 500000 | US Bancorp<sup>(a)</sup> | SOFRRATE + 1.411% | 5.4240 | &nbsp;&nbsp;02/12/36 | 517931 |
| 800000 | Wells Fargo & Company<sup>(a)</sup> | SOFRRATE + 1.790% | 6.3030 | &nbsp;&nbsp;10/23/29 | 845167 |
| 1000000 | Wells Fargo & Company<sup>(a)</sup> | TSFR3M + 1.432% | 2.8790 | &nbsp;&nbsp;10/30/30 | 952964 |
| 800000 | Wells Fargo & Company<sup>(a)</sup> | SOFRRATE + 1.110% | 5.2440 | &nbsp;&nbsp;01/24/31 | 826801 |
| 900000 | Wells Fargo & Company<sup>(a)</sup> | TSFR3M + 1.262% | 2.5720 | &nbsp;&nbsp;02/11/31 | 841427 |
| 900000 | Wells Fargo & Company<sup>(a)</sup> | SOFRRATE + 4.032% | 4.4780 | &nbsp;&nbsp;04/04/31 | 904612 |
| 900000 | Wells Fargo & Company<sup>(a)</sup> | SOFRRATE + 1.500% | 5.1500 | &nbsp;&nbsp;04/23/31 | 927249 |
| 1000000 | Wells Fargo & Company<sup>(a)</sup> | SOFRRATE + 1.500% | 3.3500 | &nbsp;&nbsp;03/02/33 | 932705 |
| 1400000 | Wells Fargo & Company<sup>(a)</sup> | SOFRRATE + 2.100% | 4.8970 | &nbsp;&nbsp;07/25/33 | 1418807 |
| 1100000 | Wells Fargo & Company<sup>(a)</sup> | SOFRRATE + 2.020% | 5.3890 | &nbsp;&nbsp;04/24/34 | 1138473 |
| 1300000 | Wells Fargo & Company<sup>(a)</sup> | SOFRRATE + 1.990% | 5.5570 | &nbsp;&nbsp;07/25/34 | 1356282 |
| 1100000 | Wells Fargo & Company<sup>(a)</sup> | SOFRRATE + 2.060% | 6.4910 | &nbsp;&nbsp;10/23/34 | 1211795 |
| 900000 | Wells Fargo & Company<sup>(a)</sup> | SOFRRATE + 1.780% | 5.4990 | &nbsp;&nbsp;01/23/35 | 934488 |
| 800000 | Wells Fargo & Company<sup>(a)</sup> | SOFRRATE + 1.380% | 5.2110 | &nbsp;&nbsp;12/03/35 | 812569 |
| 600000 | Wells Fargo & Company<sup>(a)</sup> | SOFRRATE + 1.740% | 5.6050 | &nbsp;&nbsp;04/23/36 | 625925 |
| 900000 | Wells Fargo & Company<sup>(a)</sup> | SOFRRATE + 2.530% | 3.0680 | &nbsp;&nbsp;04/30/41 | 696214 |
| 800000 | Wells Fargo & Company |  | 5.6060 | &nbsp;&nbsp;01/15/44 | 794624 |
| 800000 | Wells Fargo & Company |  | 4.6500 | &nbsp;&nbsp;11/04/44 | 701368 |
| 700000 | Wells Fargo & Company |  | 4.9000 | &nbsp;&nbsp;11/17/45 | 633784 |
| 800000 | Wells Fargo & Company |  | 4.4000 | &nbsp;&nbsp;06/14/46 | 670990 |
| 700000 | Wells Fargo & Company |  | 4.7500 | &nbsp;&nbsp;12/07/46 | 615853 |
| 1000000 | Wells Fargo & Company<sup>(a)</sup> | SOFRRATE + 2.130% | 4.6110 | &nbsp;&nbsp;04/25/53 | 859519 |
| 700000 | Westpac Banking Corporation |  | 5.5350 | &nbsp;&nbsp;11/17/28 | 731685 |
| 800000 | Westpac Banking Corporation |  | 1.9530 | &nbsp;&nbsp;11/20/28 | 761428 |
| 1000000 | Westpac Banking Corporation |  | 2.1500 | &nbsp;&nbsp;06/03/31 | 903708 |
| 800000 | Westpac Banking Corporation |  | 2.9630 | &nbsp;&nbsp;11/16/40 | 612960 |
|  |  |  |  |  | 165641720 |

---

---

| |
|:---|
| **NAVIGATOR TACTICAL INVESTMENT GRADE BOND FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **January 31, 2026** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Principal<br> Amount ($)** |  | **Spread** | **Coupon Rate<br> (%)** | **Maturity** | **Fair Value** |
|  | **CORPORATE BONDS — 80.9% (Continued)** |  |  |  |  |
|  | **BEVERAGES — 1.5%** |  |  |  |  |
| 600000 | Anheuser-Busch InBev Worldwide, Inc. |  | 8.2000 | &nbsp;&nbsp;01/15/39 | $769725 |
| 700000 | Anheuser-Busch InBev Worldwide, Inc. |  | 4.9500 | &nbsp;&nbsp;01/15/42 | 671872 |
| 900000 | Anheuser-Busch InBev Worldwide, Inc. |  | 4.4390 | &nbsp;&nbsp;10/06/48 | 777123 |
| 1300000 | Anheuser-Busch InBev Worldwide, Inc. |  | 5.5500 | &nbsp;&nbsp;01/23/49 | 1298726 |
| 700000 | Anheuser-Busch InBev Worldwide, Inc. |  | 5.8000 | &nbsp;&nbsp;01/23/59 | 715570 |
| 500000 | Coca-Cola Company |  | 3.4500 | &nbsp;&nbsp;03/25/30 | 490328 |
| 800000 | Coca-Cola Company |  | 1.6500 | &nbsp;&nbsp;06/01/30 | 725769 |
| 800000 | Coca-Cola Company |  | 2.5000 | &nbsp;&nbsp;06/01/40 | 595573 |
| 800000 | Coca-Cola Company |  | 3.0000 | &nbsp;&nbsp;03/05/51 | 536864 |
| 500000 | Coca-Cola Company |  | 5.3000 | &nbsp;&nbsp;05/13/54 | 489701 |
| 500000 | Coca-Cola Company |  | 5.2000 | &nbsp;&nbsp;01/14/55 | 481702 |
| 500000 | Coca-Cola Company |  | 5.4000 | &nbsp;&nbsp;05/13/64 | 486602 |
| 600000 | Constellation Brands, Inc. |  | 3.1500 | &nbsp;&nbsp;08/01/29 | 579794 |
| 700000 | Constellation Brands, Inc. |  | 2.2500 | &nbsp;&nbsp;08/01/31 | 623048 |
| 500000 | Diageo Capital plc |  | 5.5000 | &nbsp;&nbsp;01/24/33 | 526287 |
| 500000 | Diageo Capital plc |  | 5.6250 | &nbsp;&nbsp;10/05/33 | 530052 |
| 800000 | Keurig Dr Pepper, Inc. |  | 3.2000 | &nbsp;&nbsp;05/01/30 | 761293 |
| 800000 | Keurig Dr Pepper, Inc. |  | 4.5000 | &nbsp;&nbsp;04/15/52 | 650101 |
| 1000000 | Molson Coors Beverage Company |  | 4.2000 | &nbsp;&nbsp;07/15/46 | 811237 |
| 700000 | PepsiCo, Inc. |  | 2.7500 | &nbsp;&nbsp;03/19/30 | 666046 |
| 800000 | PepsiCo, Inc. |  | 1.6250 | &nbsp;&nbsp;05/01/30 | 725731 |
| 800000 | PepsiCo, Inc. |  | 3.9000 | &nbsp;&nbsp;07/18/32 | 785652 |
| 600000 | PepsiCo, Inc. |  | 5.0000 | &nbsp;&nbsp;02/07/35 | 615578 |
| 800000 | PepsiCo, Inc. |  | 2.6250 | &nbsp;&nbsp;10/21/41 | 583751 |
| 1100000 | PepsiCo, Inc. |  | 2.7500 | &nbsp;&nbsp;10/21/51 | 692879 |
|  |  |  |  |  | 16591004 |
|  | **BIOTECH & PHARMA — 6.1%** |  |  |  |  |
| 1700000 | AbbVie, Inc. |  | 3.2000 | &nbsp;&nbsp;11/21/29 | 1649814 |
| 500000 | AbbVie, Inc. |  | 4.8750 | &nbsp;&nbsp;03/15/30 | 514812 |
| 400000 | AbbVie, Inc. |  | 4.9500 | &nbsp;&nbsp;03/15/31 | 413083 |
| 800000 | AbbVie, Inc. |  | 5.0500 | &nbsp;&nbsp;03/15/34 | 820769 |
| 600000 | AbbVie, Inc. |  | 4.5500 | &nbsp;&nbsp;03/15/35 | 590752 |

---

---

| |
|:---|
| **NAVIGATOR TACTICAL INVESTMENT GRADE BOND FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **January 31, 2026** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Principal<br> Amount ($)** |  | **Spread** | **Coupon Rate<br> (%)** | **Maturity** | **Fair Value** |
|  | **CORPORATE BONDS — 80.9% (Continued)** |  |  |  |  |
|  | **BIOTECH & PHARMA — 6.1% (Continued)** |  |  |  |  |
| 600000 | AbbVie, Inc. |  | 5.2000 | &nbsp;&nbsp;03/15/35 | $619581 |
| 800000 | AbbVie, Inc. |  | 4.5000 | &nbsp;&nbsp;05/14/35 | 784113 |
| 1200000 | AbbVie, Inc. |  | 4.0500 | &nbsp;&nbsp;11/21/39 | 1069819 |
| 1000000 | AbbVie, Inc. |  | 4.4000 | &nbsp;&nbsp;11/06/42 | 892127 |
| 600000 | AbbVie, Inc. |  | 4.8500 | &nbsp;&nbsp;06/15/44 | 556529 |
| 1100000 | AbbVie, Inc. |  | 4.7000 | &nbsp;&nbsp;05/14/45 | 995137 |
| 900000 | AbbVie, Inc. |  | 4.4500 | &nbsp;&nbsp;05/14/46 | 783144 |
| 700000 | AbbVie, Inc. |  | 4.8750 | &nbsp;&nbsp;11/14/48 | 636740 |
| 1100000 | AbbVie, Inc. |  | 5.4000 | &nbsp;&nbsp;03/15/54 | 1070301 |
| 600000 | AbbVie, Inc. |  | 5.5000 | &nbsp;&nbsp;03/15/64 | 582888 |
| 700000 | Amgen, Inc. |  | 2.4500 | &nbsp;&nbsp;02/21/30 | 654849 |
| 1000000 | Amgen, Inc. |  | 5.2500 | &nbsp;&nbsp;03/02/30 | 1038249 |
| 1500000 | Amgen, Inc. |  | 5.2500 | &nbsp;&nbsp;03/02/33 | 1553604 |
| 1300000 | Amgen, Inc. |  | 5.6000 | &nbsp;&nbsp;03/02/43 | 1312530 |
| 800000 | Amgen, Inc. |  | 4.5630 | &nbsp;&nbsp;06/15/48 | 687473 |
| 1000000 | Amgen, Inc. |  | 3.3750 | &nbsp;&nbsp;02/21/50 | 712504 |
| 1400000 | Amgen, Inc. |  | 5.6500 | &nbsp;&nbsp;03/02/53 | 1380825 |
| 700000 | Amgen, Inc. |  | 4.4000 | &nbsp;&nbsp;02/22/62 | 551375 |
| 900000 | Amgen, Inc. |  | 5.7500 | &nbsp;&nbsp;03/02/63 | 882483 |
| 800000 | Astrazeneca Finance, LLC |  | 4.8500 | &nbsp;&nbsp;02/26/29 | 821004 |
| 700000 | Astrazeneca Finance, LLC |  | 5.0000 | &nbsp;&nbsp;02/26/34 | 721433 |
| 900000 | AstraZeneca plc |  | 1.3750 | &nbsp;&nbsp;08/06/30 | 800119 |
| 900000 | AstraZeneca plc |  | 6.4500 | &nbsp;&nbsp;09/15/37 | 1020909 |
| 1100000 | Biogen, Inc. |  | 3.1500 | &nbsp;&nbsp;05/01/50 | 715743 |
| 700000 | Bristol-Myers Squibb Company |  | 4.9000 | &nbsp;&nbsp;02/22/29 | 721280 |
| 600000 | Bristol-Myers Squibb Company |  | 5.7500 | &nbsp;&nbsp;02/01/31 | 640955 |
| 600000 | Bristol-Myers Squibb Company |  | 5.1000 | &nbsp;&nbsp;02/22/31 | 623930 |
| 700000 | Bristol-Myers Squibb Company |  | 5.2000 | &nbsp;&nbsp;02/22/34 | 725278 |
| 800000 | Bristol-Myers Squibb Company |  | 4.1250 | &nbsp;&nbsp;06/15/39 | 723597 |
| 1400000 | Bristol-Myers Squibb Company |  | 5.5500 | &nbsp;&nbsp;02/22/54 | 1373785 |
| 600000 | Bristol-Myers Squibb Company |  | 3.9000 | &nbsp;&nbsp;03/15/62 | 435018 |
| 800000 | Eli Lilly & Company |  | 4.5000 | &nbsp;&nbsp;02/09/29 | 815087 |
| 700000 | Eli Lilly & Company |  | 4.7500 | &nbsp;&nbsp;02/12/30 | 718851 |
| 800000 | Eli Lilly & Company |  | 4.7000 | &nbsp;&nbsp;02/09/34 | 809212 |

---

---

| |
|:---|
| **NAVIGATOR TACTICAL INVESTMENT GRADE BOND FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **January 31, 2026** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Principal<br> Amount ($)** |  | **Spread** | **Coupon Rate<br> (%)** | **Maturity** | **Fair Value** |
|  | **CORPORATE BONDS — 80.9% (Continued)** |  |  |  |  |
|  | **BIOTECH & PHARMA — 6.1% (Continued)** |  |  |  |  |
| 800000 | Eli Lilly & Company |  | 5.1000 | &nbsp;&nbsp;02/12/35 | $825582 |
| 700000 | Eli Lilly & Company |  | 4.8750 | &nbsp;&nbsp;02/27/53 | 638616 |
| 500000 | Eli Lilly & Company |  | 5.0000 | &nbsp;&nbsp;02/09/54 | 463733 |
| 500000 | Eli Lilly & Company |  | 5.0500 | &nbsp;&nbsp;08/14/54 | 467144 |
| 500000 | Eli Lilly & Company |  | 5.5000 | &nbsp;&nbsp;02/12/55 | 499213 |
| 800000 | Eli Lilly & Company |  | 5.1000 | &nbsp;&nbsp;02/09/64 | 735883 |
| 600000 | Eli Lilly & Company |  | 5.6000 | &nbsp;&nbsp;02/12/65 | 597725 |
| 500000 | Gilead Sciences, Inc. |  | 5.1000 | &nbsp;&nbsp;06/15/35 | 511945 |
| 500000 | Gilead Sciences, Inc. |  | 4.6000 | &nbsp;&nbsp;09/01/35 | 495033 |
| 500000 | Gilead Sciences, Inc. |  | 5.6500 | &nbsp;&nbsp;12/01/41 | 519771 |
| 800000 | Gilead Sciences, Inc. |  | 4.8000 | &nbsp;&nbsp;04/01/44 | 740804 |
| 800000 | Gilead Sciences, Inc. |  | 4.5000 | &nbsp;&nbsp;02/01/45 | 710712 |
| 800000 | Gilead Sciences, Inc. |  | 4.7500 | &nbsp;&nbsp;03/01/46 | 727425 |
| 500000 | Gilead Sciences, Inc. |  | 4.1500 | &nbsp;&nbsp;03/01/47 | 415274 |
| 700000 | Gilead Sciences, Inc. |  | 2.8000 | &nbsp;&nbsp;10/01/50 | 445275 |
| 400000 | Gilead Sciences, Inc. |  | 5.5500 | &nbsp;&nbsp;10/15/53 | 398718 |
| 400000 | Gilead Sciences, Inc. |  | 5.5000 | &nbsp;&nbsp;11/15/54 | 395396 |
| 500000 | GlaxoSmithKline Capital, Inc. |  | 4.8750 | &nbsp;&nbsp;04/15/35 | 505205 |
| 800000 | GlaxoSmithKline Capital, Inc. |  | 6.3750 | &nbsp;&nbsp;05/15/38 | 897265 |
| 500000 | Johnson & Johnson |  | 4.7000 | &nbsp;&nbsp;03/01/30 | 514801 |
| 900000 | Johnson & Johnson |  | 1.3000 | &nbsp;&nbsp;09/01/30 | 803255 |
| 500000 | Johnson & Johnson |  | 4.8500 | &nbsp;&nbsp;03/01/32 | 518200 |
| 1000000 | Johnson & Johnson |  | 5.0000 | &nbsp;&nbsp;03/01/35 | 1038806 |
| 1000000 | Johnson & Johnson |  | 3.6250 | &nbsp;&nbsp;03/03/37 | 905806 |
| 600000 | Johnson & Johnson |  | 3.7000 | &nbsp;&nbsp;03/01/46 | 485085 |
| 800000 | Johnson & Johnson |  | 3.7500 | &nbsp;&nbsp;03/03/47 | 645225 |
| 600000 | Merck & Company, Inc. |  | 4.5000 | &nbsp;&nbsp;05/17/33 | 603968 |
| 800000 | Merck & Company, Inc. |  | 4.1500 | &nbsp;&nbsp;05/18/43 | 688729 |
| 600000 | Merck & Company, Inc. |  | 4.9000 | &nbsp;&nbsp;05/17/44 | 564809 |
| 900000 | Merck & Company, Inc. |  | 3.7000 | &nbsp;&nbsp;02/10/45 | 717110 |
| 1600000 | Merck & Company, Inc. |  | 2.7500 | &nbsp;&nbsp;12/10/51 | 988581 |
| 800000 | Novartis Capital Corporation |  | 4.4000 | &nbsp;&nbsp;05/06/44 | 711947 |
| 800000 | Novartis Capital Corporation |  | 4.0000 | &nbsp;&nbsp;11/20/45 | 668358 |
| 1000000 | Novartis Capital Corporation |  | 2.7500 | &nbsp;&nbsp;08/14/50 | 643901 |

---

---

| |
|:---|
| **NAVIGATOR TACTICAL INVESTMENT GRADE BOND FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **January 31, 2026** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Principal<br> Amount ($)** |  | **Spread** | **Coupon Rate<br> (%)** | **Maturity** | **Fair Value** |
|  | **CORPORATE BONDS — 80.9% (Continued)** |  |  |  |  |
|  | **BIOTECH & PHARMA — 6.1% (Continued)** |  |  |  |  |
| 600000 | Pfizer Investment Enterprises Pte Ltd. |  | 4.6500 | &nbsp;&nbsp;05/19/30 | $611752 |
| 1300000 | Pfizer Investment Enterprises Pte Ltd. |  | 4.7500 | &nbsp;&nbsp;05/19/33 | 1314353 |
| 1900000 | Pfizer Investment Enterprises Pte Ltd. |  | 5.3000 | &nbsp;&nbsp;05/19/53 | 1807157 |
| 1300000 | Pfizer Investment Enterprises Pte Ltd. |  | 5.3400 | &nbsp;&nbsp;05/19/63 | 1213328 |
| 600000 | Pfizer, Inc. |  | 2.6250 | &nbsp;&nbsp;04/01/30 | 566735 |
| 600000 | Pfizer, Inc. |  | 1.7000 | &nbsp;&nbsp;05/28/30 | 544017 |
| 900000 | Pfizer, Inc. |  | 7.2000 | &nbsp;&nbsp;03/15/39 | 1072366 |
| 600000 | Pfizer, Inc. |  | 4.3000 | &nbsp;&nbsp;06/15/43 | 526741 |
| 700000 | Pfizer, Inc. |  | 4.4000 | &nbsp;&nbsp;05/15/44 | 628397 |
| 800000 | Pfizer, Inc. |  | 4.1250 | &nbsp;&nbsp;12/15/46 | 661919 |
| 700000 | Regeneron Pharmaceuticals, Inc. |  | 1.7500 | &nbsp;&nbsp;09/15/30 | 626556 |
| 900000 | Royalty Pharma plc |  | 3.3000 | &nbsp;&nbsp;09/02/40 | 700716 |
| 1000000 | Takeda Pharmaceutical Company Ltd. |  | 5.0000 | &nbsp;&nbsp;11/26/28 | 1023833 |
| 700000 | Takeda Pharmaceutical Company Ltd. |  | 5.6500 | &nbsp;&nbsp;07/05/44 | 705985 |
| 500000 | Takeda Pharmaceutical Company Ltd. |  | 3.1750 | &nbsp;&nbsp;07/09/50 | 335951 |
| 900000 | Wyeth, LLC |  | 5.9500 | &nbsp;&nbsp;04/01/37 | 968867 |
| 600000 | Zoetis, Inc. |  | 4.7000 | &nbsp;&nbsp;02/01/43 | 551131 |
|  |  |  |  |  | 67768806 |
|  | **CABLE & SATELLITE — 2.2%** |  |  |  |  |
| 1000000 | Charter Communications Operating, LLC / Charter |  | 6.1000 | &nbsp;&nbsp;06/01/29 | 1044958 |
| 600000 | Charter Communications Operating, LLC / Charter |  | 6.6500 | &nbsp;&nbsp;02/01/34 | 632591 |
| 600000 | Charter Communications Operating, LLC / Charter |  | 6.5500 | &nbsp;&nbsp;06/01/34 | 630712 |
| 900000 | Charter Communications Operating, LLC / Charter |  | 6.3840 | &nbsp;&nbsp;10/23/35 | 924390 |
| 1400000 | Charter Communications Operating, LLC / Charter |  | 6.4840 | &nbsp;&nbsp;10/23/45 | 1320318 |
| 1200000 | Charter Communications Operating, LLC / Charter |  | 5.3750 | &nbsp;&nbsp;05/01/47 | 988809 |
| 600000 | Charter Communications Operating, LLC / Charter |  | 5.7500 | &nbsp;&nbsp;04/01/48 | 517673 |
| 1300000 | Charter Communications Operating, LLC / Charter |  | 4.8000 | &nbsp;&nbsp;03/01/50 | 988195 |
| 900000 | Charter Communications Operating, LLC / Charter |  | 3.7000 | &nbsp;&nbsp;04/01/51 | 577732 |
| 1300000 | Charter Communications Operating, LLC / Charter |  | 3.9000 | &nbsp;&nbsp;06/01/52 | 850989 |
| 600000 | Charter Communications Operating, LLC / Charter |  | 4.4000 | &nbsp;&nbsp;12/01/61 | 396542 |
| 900000 | Comcast Corporation |  | 3.4000 | &nbsp;&nbsp;04/01/30 | 872504 |
| 500000 | Comcast Corporation |  | 4.2500 | &nbsp;&nbsp;10/15/30 | 500174 |
| 700000 | Comcast Corporation |  | 1.9500 | &nbsp;&nbsp;01/15/31 | 626091 |
| 500000 | Comcast Corporation |  | 1.5000 | &nbsp;&nbsp;02/15/31 | 436626 |

---

---

| |
|:---|
| **NAVIGATOR TACTICAL INVESTMENT GRADE BOND FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **January 31, 2026** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Principal<br> Amount ($)** |  | **Spread** | **Coupon Rate<br> (%)** | **Maturity** | **Fair Value** |
|  | **CORPORATE BONDS — 80.9% (Continued)** |  |  |  |  |
|  | **CABLE & SATELLITE — 2.2% (Continued)** |  |  |  |  |
| 100000 | Comcast Corporation |  | 5.5000 | &nbsp;&nbsp;11/15/32 | $105311 |
| 500000 | Comcast Corporation |  | 4.2500 | &nbsp;&nbsp;01/15/33 | 488256 |
| 500000 | Comcast Corporation |  | 4.6500 | &nbsp;&nbsp;02/15/33 | 500139 |
| 600000 | Comcast Corporation |  | 4.8000 | &nbsp;&nbsp;05/15/33 | 603596 |
| 600000 | Comcast Corporation |  | 4.2000 | &nbsp;&nbsp;08/15/34 | 572253 |
| 700000 | Comcast Corporation |  | 3.2000 | &nbsp;&nbsp;07/15/36 | 595353 |
| 1209000 | Comcast Corporation<sup>(b)</sup> |  | 5.1680 | &nbsp;&nbsp;01/15/37 | 1190831 |
| 1000000 | Comcast Corporation |  | 3.9000 | &nbsp;&nbsp;03/01/38 | 869276 |
| 600000 | Comcast Corporation |  | 3.2500 | &nbsp;&nbsp;11/01/39 | 468870 |
| 900000 | Comcast Corporation |  | 3.7500 | &nbsp;&nbsp;04/01/40 | 740911 |
| 1000000 | Comcast Corporation |  | 4.0000 | &nbsp;&nbsp;08/15/47 | 757850 |
| 1100000 | Comcast Corporation |  | 3.9690 | &nbsp;&nbsp;11/01/47 | 828006 |
| 1100000 | Comcast Corporation |  | 3.9990 | &nbsp;&nbsp;11/01/49 | 817447 |
| 1200000 | Comcast Corporation |  | 3.4500 | &nbsp;&nbsp;02/01/50 | 804325 |
| 3000000 | Comcast Corporation |  | 2.8870 | &nbsp;&nbsp;11/01/51 | 1766438 |
| 600000 | Comcast Corporation |  | 5.3500 | &nbsp;&nbsp;05/15/53 | 541370 |
| 600000 | Time Warner Cable, LLC |  | 7.3000 | &nbsp;&nbsp;07/01/38 | 638358 |
| 600000 | Time Warner Cable, LLC |  | 6.7500 | &nbsp;&nbsp;06/15/39 | 603857 |
| 700000 | Time Warner Cable, LLC |  | 5.5000 | &nbsp;&nbsp;09/01/41 | 614681 |
|  |  |  |  |  | 24815432 |
|  | **CHEMICALS — 0.6%** |  |  |  |  |
| 800000 | Air Products and Chemicals, Inc. |  | 4.6000 | &nbsp;&nbsp;02/08/29 | 815416 |
| 1300000 | Air Products and Chemicals, Inc. |  | 2.0500 | &nbsp;&nbsp;05/15/30 | 1198567 |
| 500000 | Dow Chemical Company |  | 6.9000 | &nbsp;&nbsp;05/15/53 | 519696 |
| 346000 | DuPont de Nemours, Inc.<sup>(b)</sup> |  | 4.7250 | &nbsp;&nbsp;11/15/28 | 350920 |
| 1200000 | Eastman Chemical Company |  | 5.0000 | &nbsp;&nbsp;08/01/29 | 1226607 |
| 700000 | LYB International Finance III, LLC |  | 5.5000 | &nbsp;&nbsp;03/01/34 | 692931 |
| 700000 | Nutrien Ltd. |  | 5.8000 | &nbsp;&nbsp;03/27/53 | 704043 |
| 800000 | Sherwin-Williams Company |  | 4.5000 | &nbsp;&nbsp;06/01/47 | 686132 |
|  |  |  |  |  | 6194312 |
|  | **COMMERCIAL SUPPORT SERVICES — 0.3%** |  |  |  |  |
| 800000 | Waste Connections, Inc. |  | 5.0000 | &nbsp;&nbsp;03/01/34 | 814709 |
| 600000 | Waste Management, Inc. |  | 4.6250 | &nbsp;&nbsp;02/15/30 | 611441 |
| 800000 | Waste Management, Inc. |  | 4.8000 | &nbsp;&nbsp;03/15/32 | 820172 |

---

---

| |
|:---|
| **NAVIGATOR TACTICAL INVESTMENT GRADE BOND FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **January 31, 2026** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Principal<br> Amount ($)** |  | **Spread** | **Coupon Rate<br> (%)** | **Maturity** | **Fair Value** |
|  | **CORPORATE BONDS — 80.9% (Continued)** |  |  |  |  |
|  | **COMMERCIAL SUPPORT SERVICES — 0.3% (Continued)** |  |  |  |  |
| 900000 | Waste Management, Inc. |  | 4.9500 | &nbsp;&nbsp;03/15/35 | $913079 |
| 100000 | Waste Management, Inc. |  | 5.3500 | &nbsp;&nbsp;10/15/54 | 97742 |
|  |  |  |  |  | 3257143 |
|  | **CONSTRUCTION MATERIALS — 0.2%** |  |  |  |  |
| 800000 | CRH America Finance, Inc. |  | 5.5000 | &nbsp;&nbsp;01/09/35 | 833020 |
| 700000 | CRH SMW Finance DAC |  | 5.1250 | &nbsp;&nbsp;01/09/30 | 721507 |
| 1000000 | Martin Marietta Materials, Inc. |  | 5.1500 | &nbsp;&nbsp;12/01/34 | 1022694 |
|  |  |  |  |  | 2577221 |
|  | **CONTAINERS & PACKAGING — 0.1%** |  |  |  |  |
| 600000 | Amcor Flexibles North America, Inc. |  | 5.5000 | &nbsp;&nbsp;03/17/35 | 620916 |
| 700000 | Berry Global, Inc. Series 21-25A CR |  | 5.8000 | &nbsp;&nbsp;06/15/31 | 740967 |
|  |  |  |  |  | 1361883 |
|  | **DIVERSIFIED INDUSTRIALS — 0.6%** |  |  |  |  |
| 1600000 | 3M Company |  | 2.3750 | &nbsp;&nbsp;08/26/29 | 1512032 |
| 1000000 | Emerson Electric Company |  | 2.2000 | &nbsp;&nbsp;12/21/31 | 895140 |
| 1000000 | Honeywell International, Inc. |  | 1.9500 | &nbsp;&nbsp;06/01/30 | 914443 |
| 700000 | Honeywell International, Inc. |  | 1.7500 | &nbsp;&nbsp;09/01/31 | 613596 |
| 600000 | Honeywell International, Inc. |  | 5.0000 | &nbsp;&nbsp;02/15/33 | 618364 |
| 700000 | Honeywell International, Inc. |  | 4.5000 | &nbsp;&nbsp;01/15/34 | 694742 |
| 800000 | Honeywell International, Inc. |  | 5.2500 | &nbsp;&nbsp;03/01/54 | 761427 |
| 1200000 | Parker-Hannifin Corporation |  | 4.5000 | &nbsp;&nbsp;09/15/29 | 1217121 |
|  |  |  |  |  | 7226865 |
|  | **E-COMMERCE DISCRETIONARY — 0.9%** |  |  |  |  |
| 700000 | Amazon.com, Inc. |  | 4.6500 | &nbsp;&nbsp;12/01/29 | 718548 |
| 900000 | Amazon.com, Inc. |  | 1.5000 | &nbsp;&nbsp;06/03/30 | 811047 |
| 700000 | Amazon.com, Inc. |  | 2.1000 | &nbsp;&nbsp;05/12/31 | 632191 |
| 800000 | Amazon.com, Inc. |  | 3.6000 | &nbsp;&nbsp;04/13/32 | 774441 |
| 600000 | Amazon.com, Inc. |  | 4.7000 | &nbsp;&nbsp;12/01/32 | 616270 |
| 1000000 | Amazon.com, Inc. |  | 3.8750 | &nbsp;&nbsp;08/22/37 | 908282 |
| 800000 | Amazon.com, Inc. |  | 2.8750 | &nbsp;&nbsp;05/12/41 | 604815 |
| 100000 | Amazon.com, Inc. |  | 4.9500 | &nbsp;&nbsp;12/05/44 | 95946 |
| 1200000 | Amazon.com, Inc. |  | 4.0500 | &nbsp;&nbsp;08/22/47 | 984134 |
| 1400000 | Amazon.com, Inc. |  | 3.1000 | &nbsp;&nbsp;05/12/51 | 936678 |
| 900000 | Amazon.com, Inc. |  | 3.9500 | &nbsp;&nbsp;04/13/52 | 703974 |

---

---

| |
|:---|
| **NAVIGATOR TACTICAL INVESTMENT GRADE BOND FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **January 31, 2026** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Principal<br> Amount ($)** |  | **Spread** | **Coupon Rate<br> (%)** | **Maturity** | **Fair Value** |
|  | **CORPORATE BONDS — 80.9% (Continued)** |  |  |  |  |
|  | **E-COMMERCE DISCRETIONARY — 0.9% (Continued)** |  |  |  |  |
| 900000 | Amazon.com, Inc. |  | 4.2500 | &nbsp;&nbsp;08/22/57 | $721942 |
| 700000 | Amazon.com, Inc. |  | 4.1000 | &nbsp;&nbsp;04/13/62 | 536200 |
| 700000 | eBay, Inc. |  | 4.0000 | &nbsp;&nbsp;07/15/42 | 580791 |
|  |  |  |  |  | 9625259 |
|  | **ELECTRIC UTILITIES — 3.5%** |  |  |  |  |
| 700000 | AES Corporation |  | 5.8000 | &nbsp;&nbsp;03/15/32 | 724230 |
| 600000 | American Electric Power Company, Inc. |  | 5.6250 | &nbsp;&nbsp;03/01/33 | 628891 |
| 700000 | Berkshire Hathaway Energy Company |  | 5.1500 | &nbsp;&nbsp;11/15/43 | 671475 |
| 900000 | Berkshire Hathaway Energy Company |  | 4.6000 | &nbsp;&nbsp;05/01/53 | 758961 |
| 700000 | Consolidated Edison Company of New York, Inc. |  | 5.9000 | &nbsp;&nbsp;11/15/53 | 715025 |
| 800000 | Consolidated Edison Company of New York, Inc. |  | 5.7000 | &nbsp;&nbsp;05/15/54 | 799894 |
| 600000 | Constellation Energy Generation, LLC |  | 6.5000 | &nbsp;&nbsp;10/01/53 | 651753 |
| 600000 | Constellation Energy Generation, LLC |  | 5.7500 | &nbsp;&nbsp;03/15/54 | 593471 |
| 700000 | Dominion Energy, Inc. |  | 5.0000 | &nbsp;&nbsp;06/15/30 | 718662 |
| 900000 | Dominion Energy, Inc. |  | 2.2500 | &nbsp;&nbsp;08/15/31 | 804714 |
| 800000 | Duke Energy Carolinas, LLC |  | 4.9500 | &nbsp;&nbsp;01/15/33 | 821952 |
| 500000 | Duke Energy Carolinas, LLC |  | 5.3500 | &nbsp;&nbsp;01/15/53 | 480785 |
| 500000 | Duke Energy Carolinas, LLC |  | 5.4000 | &nbsp;&nbsp;01/15/54 | 485558 |
| 900000 | Duke Energy Corporation |  | 2.4500 | &nbsp;&nbsp;06/01/30 | 835935 |
| 700000 | Duke Energy Corporation |  | 5.4500 | &nbsp;&nbsp;06/15/34 | 727642 |
| 1000000 | Duke Energy Corporation |  | 3.7500 | &nbsp;&nbsp;09/01/46 | 760019 |
| 500000 | Entergy Louisiana, LLC |  | 5.8000 | &nbsp;&nbsp;03/15/55 | 504197 |
| 900000 | Exelon Corporation |  | 4.0500 | &nbsp;&nbsp;04/15/30 | 892212 |
| 900000 | Exelon Corporation |  | 4.7000 | &nbsp;&nbsp;04/15/50 | 770877 |
| 600000 | Florida Power & Light Company |  | 2.4500 | &nbsp;&nbsp;02/03/32 | 541182 |
| 700000 | Florida Power & Light Company |  | 4.8000 | &nbsp;&nbsp;05/15/33 | 711157 |
| 600000 | Florida Power & Light Company |  | 5.3000 | &nbsp;&nbsp;06/15/34 | 627051 |
| 800000 | Florida Power & Light Company |  | 2.8750 | &nbsp;&nbsp;12/04/51 | 512629 |
| 600000 | Florida Power & Light Company |  | 5.3000 | &nbsp;&nbsp;04/01/53 | 578352 |
| 1100000 | Georgia Power Company |  | 4.9500 | &nbsp;&nbsp;05/17/33 | 1124271 |
| 700000 | MidAmerican Energy Company |  | 5.8500 | &nbsp;&nbsp;09/15/54 | 720619 |
| 600000 | National Grid plc |  | 5.4180 | &nbsp;&nbsp;01/11/34 | 619319 |
| 600000 | NextEra Energy Capital Holdings, Inc. |  | 5.3000 | &nbsp;&nbsp;03/15/32 | 623519 |
| 700000 | NextEra Energy Capital Holdings, Inc. |  | 5.0500 | &nbsp;&nbsp;02/28/33 | 716100 |

---

---

| |
|:---|
| **NAVIGATOR TACTICAL INVESTMENT GRADE BOND FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **January 31, 2026** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Principal<br> Amount ($)** |  | **Spread** | **Coupon Rate<br> (%)** | **Maturity** | **Fair Value** |
|  | **CORPORATE BONDS — 80.9% (Continued)** |  |  |  |  |
|  | **ELECTRIC UTILITIES — 3.5% (Continued)** |  |  |  |  |
| 500000 | NextEra Energy Capital Holdings, Inc. |  | 5.2500 | &nbsp;&nbsp;03/15/34 | $512883 |
| 600000 | NextEra Energy Capital Holdings, Inc. |  | 5.4500 | &nbsp;&nbsp;03/15/35 | 619228 |
| 800000 | NextEra Energy Capital Holdings, Inc. |  | 5.2500 | &nbsp;&nbsp;02/28/53 | 747495 |
| 500000 | Northern States Power Company |  | 5.1000 | &nbsp;&nbsp;05/15/53 | 465033 |
| 600000 | Oncor Electric Delivery Company, LLC |  | 5.5500 | &nbsp;&nbsp;06/15/54 | 585254 |
| 700000 | Pacific Gas and Electric Company |  | 6.1000 | &nbsp;&nbsp;01/15/29 | 734668 |
| 1100000 | Pacific Gas and Electric Company |  | 4.5500 | &nbsp;&nbsp;07/01/30 | 1097665 |
| 600000 | Pacific Gas and Electric Company |  | 6.4000 | &nbsp;&nbsp;06/15/33 | 647210 |
| 500000 | Pacific Gas and Electric Company |  | 5.8000 | &nbsp;&nbsp;05/15/34 | 519372 |
| 600000 | Pacific Gas and Electric Company |  | 5.7000 | &nbsp;&nbsp;03/01/35 | 615666 |
| 800000 | Pacific Gas and Electric Company |  | 4.5000 | &nbsp;&nbsp;07/01/40 | 697483 |
| 1500000 | Pacific Gas and Electric Company |  | 4.9500 | &nbsp;&nbsp;07/01/50 | 1275920 |
| 900000 | Pacific Gas and Electric Company |  | 3.5000 | &nbsp;&nbsp;08/01/50 | 610500 |
| 700000 | Pacific Gas and Electric Company |  | 6.7500 | &nbsp;&nbsp;01/15/53 | 748293 |
| 700000 | PacifiCorporation |  | 5.4500 | &nbsp;&nbsp;02/15/34 | 711190 |
| 600000 | PacifiCorporation |  | 5.5000 | &nbsp;&nbsp;05/15/54 | 542303 |
| 800000 | PacifiCorporation |  | 5.8000 | &nbsp;&nbsp;01/15/55 | 756523 |
| 500000 | PPL Capital Funding, Inc. |  | 5.2500 | &nbsp;&nbsp;09/01/34 | 511037 |
| 700000 | Public Service Company of Colorado |  | 5.3500 | &nbsp;&nbsp;05/15/34 | 720799 |
| 500000 | Public Service Company of Colorado |  | 5.7500 | &nbsp;&nbsp;05/15/54 | 501499 |
| 800000 | Public Service Enterprise Group, Inc. |  | 2.4500 | &nbsp;&nbsp;11/15/31 | 717963 |
| 700000 | San Diego Gas & Electric Company |  | 5.3500 | &nbsp;&nbsp;04/01/53 | 662065 |
| 700000 | Southern California Edison Company |  | 5.4500 | &nbsp;&nbsp;06/01/31 | 724711 |
| 800000 | Southern California Edison Company |  | 5.2000 | &nbsp;&nbsp;06/01/34 | 801958 |
| 1200000 | Southern California Edison Company |  | 4.0000 | &nbsp;&nbsp;04/01/47 | 908808 |
| 600000 | Southern Company |  | 5.2000 | &nbsp;&nbsp;06/15/33 | 616036 |
| 400000 | Southern Company |  | 4.4000 | &nbsp;&nbsp;07/01/46 | 339353 |
| 700000 | Xcel Energy, Inc. |  | 5.6000 | &nbsp;&nbsp;04/15/35 | 724433 |
|  |  |  |  |  | 39235800 |
|  | **ELECTRICAL EQUIPMENT — 0.3%** |  |  |  |  |
| 1000000 | Amphenol Corporation |  | 2.8000 | &nbsp;&nbsp;02/15/30 | 951172 |
| 1300000 | Carrier Global Corporation |  | 2.7220 | &nbsp;&nbsp;02/15/30 | 1226104 |
| 1100000 | Carrier Global Corporation |  | 2.7000 | &nbsp;&nbsp;02/15/31 | 1020987 |
|  |  |  |  |  | 3198263 |

---

---

| |
|:---|
| **NAVIGATOR TACTICAL INVESTMENT GRADE BOND FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **January 31, 2026** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Principal<br> Amount ($)** |  | **Spread** | **Coupon Rate<br> (%)** | **Maturity** | **Fair Value** |
|  | **CORPORATE BONDS — 80.9% (Continued)** |  |  |  |  |
|  | **ENTERTAINMENT CONTENT — 0.6%** |  |  |  |  |
| 600000 | Fox Corporation |  | 5.4760 | &nbsp;&nbsp;01/25/39 | $599288 |
| 700000 | Fox Corporation |  | 5.5760 | &nbsp;&nbsp;01/25/49 | 672501 |
| 800000 | Paramount Global |  | 4.2000 | &nbsp;&nbsp;05/19/32 | 723176 |
| 800000 | Paramount Global |  | 4.3750 | &nbsp;&nbsp;03/15/43 | 552390 |
| 600000 | Walt Disney Company |  | 2.0000 | &nbsp;&nbsp;09/01/29 | 562116 |
| 600000 | Walt Disney Company |  | 3.8000 | &nbsp;&nbsp;03/22/30 | 595117 |
| 600000 | Walt Disney Company |  | 2.6500 | &nbsp;&nbsp;01/13/31 | 562020 |
| 500000 | Walt Disney Company |  | 6.6500 | &nbsp;&nbsp;11/15/37 | 569118 |
| 1000000 | Walt Disney Company |  | 3.5000 | &nbsp;&nbsp;05/13/40 | 834682 |
| 1100000 | Walt Disney Company |  | 2.7500 | &nbsp;&nbsp;09/01/49 | 698940 |
| 1000000 | Walt Disney Company |  | 3.6000 | &nbsp;&nbsp;01/13/51 | 745937 |
|  |  |  |  |  | 7115285 |
|  | **FOOD — 0.9%** |  |  |  |  |
| 800000 | Campbell Soup Company |  | 5.4000 | &nbsp;&nbsp;03/21/34 | 809944 |
| 900000 | Conagra Brands, Inc. |  | 4.8500 | &nbsp;&nbsp;11/01/28 | 912868 |
| 700000 | Conagra Brands, Inc. |  | 5.3000 | &nbsp;&nbsp;11/01/38 | 662898 |
| 600000 | Hormel Foods Corporation |  | 1.8000 | &nbsp;&nbsp;06/11/30 | 542675 |
| 800000 | J M Smucker Company |  | 6.5000 | &nbsp;&nbsp;11/15/53 | 868544 |
| 900000 | JBS N.V./JBS USA Foods Group Holdings, Inc./JBS |  | 5.9500 | &nbsp;&nbsp;04/20/35 | 946080 |
| 1000000 | JBS USA LUX S.A. / JBS USA Food Company / JBS USA |  | 3.0000 | &nbsp;&nbsp;05/15/32 | 904249 |
| 900000 | JBS USA LUX S.A. / JBS USA Food Company / JBS USA |  | 6.5000 | &nbsp;&nbsp;12/01/52 | 937872 |
| 2300000 | Kraft Heinz Foods Company |  | 4.3750 | &nbsp;&nbsp;06/01/46 | 1893645 |
| 900000 | Mondelez International, Inc. |  | 3.0000 | &nbsp;&nbsp;03/17/32 | 826437 |
| 1000000 | Tyson Foods, Inc. |  | 5.1000 | &nbsp;&nbsp;09/28/48 | 927003 |
|  |  |  |  |  | 10232215 |
|  | **GAS & WATER UTILITIES — 0.3%** |  |  |  |  |
| 900000 | American Water Capital Corporation |  | 4.4500 | &nbsp;&nbsp;06/01/32 | 900499 |
| 700000 | American Water Capital Corporation |  | 5.2500 | &nbsp;&nbsp;03/01/35 | 719478 |
| 800000 | NiSource, Inc. |  | 3.6000 | &nbsp;&nbsp;05/01/30 | 778931 |
| 600000 | NiSource, Inc. |  | 1.7000 | &nbsp;&nbsp;02/15/31 | 527953 |
| 800000 | NiSource, Inc. |  | 4.3750 | &nbsp;&nbsp;05/15/47 | 667152 |
|  |  |  |  |  | 3594013 |
|  | **HEALTH CARE FACILITIES & SERVICES — 4.4%** |  |  |  |  |
| 600000 | AmerisourceBergen Corporation |  | 2.7000 | &nbsp;&nbsp;03/15/31 | 553394 |

---

---

| |
|:---|
| **NAVIGATOR TACTICAL INVESTMENT GRADE BOND FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **January 31, 2026** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Principal<br> Amount ($)** |  | **Spread** | **Coupon Rate<br> (%)** | **Maturity** | **Fair Value** |
|  | **CORPORATE BONDS — 80.9% (Continued)** |  |  |  |  |
|  | **HEALTH CARE FACILITIES & SERVICES — 4.4% (Continued)** |  |  |  |  |
| 800000 | Anthem, Inc. |  | 4.6500 | &nbsp;&nbsp;08/15/44 | $705416 |
| 1000000 | Anthem, Inc. |  | 3.6000 | &nbsp;&nbsp;03/15/51 | 712842 |
| 500000 | Cardinal Health, Inc. |  | 5.3500 | &nbsp;&nbsp;11/15/34 | 514659 |
| 900000 | Centene Corporation |  | 4.6250 | &nbsp;&nbsp;12/15/29 | 877766 |
| 600000 | Centene Corporation |  | 2.5000 | &nbsp;&nbsp;03/01/31 | 519152 |
| 500000 | Centene Corporation |  | 2.6250 | &nbsp;&nbsp;08/01/31 | 430326 |
| 700000 | Cigna Corporation |  | 4.8000 | &nbsp;&nbsp;07/15/46 | 619888 |
| 900000 | Cigna Group |  | 4.3750 | &nbsp;&nbsp;10/15/28 | 907794 |
| 800000 | Cigna Group |  | 2.3750 | &nbsp;&nbsp;03/15/31 | 725305 |
| 400000 | Cigna Group |  | 5.1250 | &nbsp;&nbsp;05/15/31 | 412876 |
| 600000 | Cigna Group |  | 5.2500 | &nbsp;&nbsp;02/15/34 | 615080 |
| 1100000 | Cigna Group |  | 4.9000 | &nbsp;&nbsp;12/15/48 | 978492 |
| 1000000 | Cigna Group |  | 3.4000 | &nbsp;&nbsp;03/15/51 | 692994 |
| 700000 | Cigna Group |  | 5.6000 | &nbsp;&nbsp;02/15/54 | 677252 |
| 700000 | CVS Health Corporation |  | 5.0000 | &nbsp;&nbsp;01/30/29 | 715431 |
| 800000 | CVS Health Corporation |  | 3.2500 | &nbsp;&nbsp;08/15/29 | 773174 |
| 600000 | CVS Health Corporation |  | 5.1250 | &nbsp;&nbsp;02/21/30 | 615723 |
| 600000 | CVS Health Corporation |  | 5.2500 | &nbsp;&nbsp;01/30/31 | 619209 |
| 700000 | CVS Health Corporation |  | 5.5500 | &nbsp;&nbsp;06/01/31 | 732316 |
| 700000 | CVS Health Corporation |  | 5.2500 | &nbsp;&nbsp;02/21/33 | 717802 |
| 600000 | CVS Health Corporation |  | 5.3000 | &nbsp;&nbsp;06/01/33 | 615509 |
| 1700000 | CVS Health Corporation |  | 4.7800 | &nbsp;&nbsp;03/25/38 | 1598501 |
| 800000 | CVS Health Corporation |  | 5.3000 | &nbsp;&nbsp;12/05/43 | 743625 |
| 1600000 | CVS Health Corporation |  | 5.1250 | &nbsp;&nbsp;07/20/45 | 1441333 |
| 800000 | CVS Health Corporation |  | 5.6250 | &nbsp;&nbsp;02/21/53 | 751455 |
| 1000000 | CVS Health Corporation |  | 5.8750 | &nbsp;&nbsp;06/01/53 | 967533 |
| 700000 | Elevance Health, Inc. |  | 4.9500 | &nbsp;&nbsp;11/01/31 | 714709 |
| 600000 | Elevance Health, Inc. |  | 5.3750 | &nbsp;&nbsp;06/15/34 | 617092 |
| 600000 | Elevance Health, Inc. |  | 5.2000 | &nbsp;&nbsp;02/15/35 | 609632 |
| 1000000 | Elevance Health, Inc. |  | 3.1250 | &nbsp;&nbsp;05/15/50 | 654249 |
| 500000 | Elevance Health, Inc. |  | 6.1000 | &nbsp;&nbsp;10/15/52 | 515272 |
| 900000 | Elevance Health, Inc. |  | 5.1250 | &nbsp;&nbsp;02/15/53 | 810626 |
| 800000 | HCA, Inc. |  | 4.1250 | &nbsp;&nbsp;06/15/29 | 798390 |
| 700000 | HCA, Inc. |  | 3.5000 | &nbsp;&nbsp;09/01/30 | 673369 |

---

---

| |
|:---|
| **NAVIGATOR TACTICAL INVESTMENT GRADE BOND FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **January 31, 2026** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Principal<br> Amount ($)** |  | **Spread** | **Coupon Rate<br> (%)** | **Maturity** | **Fair Value** |
|  | **CORPORATE BONDS — 80.9% (Continued)** |  |  |  |  |
|  | **HEALTH CARE FACILITIES & SERVICES — 4.4% (Continued)** |  |  |  |  |
| 400000 | HCA, Inc. |  | 5.5000 | &nbsp;&nbsp;03/01/32 | $417238 |
| 600000 | HCA, Inc. |  | 5.5000 | &nbsp;&nbsp;06/01/33 | 623340 |
| 500000 | HCA, Inc. |  | 5.4500 | &nbsp;&nbsp;09/15/34 | 513624 |
| 600000 | HCA, Inc. |  | 5.7500 | &nbsp;&nbsp;03/01/35 | 628222 |
| 600000 | HCA, Inc. |  | 5.5000 | &nbsp;&nbsp;06/15/47 | 568906 |
| 800000 | HCA, Inc. |  | 5.2500 | &nbsp;&nbsp;06/15/49 | 727478 |
| 700000 | HCA, Inc. |  | 3.5000 | &nbsp;&nbsp;07/15/51 | 476514 |
| 800000 | HCA, Inc. |  | 4.6250 | &nbsp;&nbsp;03/15/52 | 654419 |
| 400000 | HCA, Inc. |  | 5.9000 | &nbsp;&nbsp;06/01/53 | 392538 |
| 500000 | HCA, Inc. |  | 6.2000 | &nbsp;&nbsp;03/01/55 | 510568 |
| 1400000 | Humana, Inc. |  | 5.3750 | &nbsp;&nbsp;04/15/31 | 1434681 |
| 900000 | IQVIA, Inc. |  | 6.2500 | &nbsp;&nbsp;02/01/29 | 947473 |
| 800000 | Laboratory Corp of America Holdings |  | 4.8000 | &nbsp;&nbsp;10/01/34 | 790863 |
| 500000 | Quest Diagnostics, Inc. |  | 2.9500 | &nbsp;&nbsp;06/30/30 | 474267 |
| 500000 | Quest Diagnostics, Inc. |  | 6.4000 | &nbsp;&nbsp;11/30/33 | 552083 |
| 800000 | UnitedHealth Group, Inc. |  | 4.2500 | &nbsp;&nbsp;01/15/29 | 805431 |
| 800000 | UnitedHealth Group, Inc. |  | 4.8000 | &nbsp;&nbsp;01/15/30 | 818390 |
| 700000 | UnitedHealth Group, Inc. |  | 2.0000 | &nbsp;&nbsp;05/15/30 | 639013 |
| 700000 | UnitedHealth Group, Inc. |  | 4.9500 | &nbsp;&nbsp;01/15/32 | 716766 |
| 600000 | UnitedHealth Group, Inc. |  | 4.2000 | &nbsp;&nbsp;05/15/32 | 590314 |
| 700000 | UnitedHealth Group, Inc. |  | 5.3500 | &nbsp;&nbsp;02/15/33 | 728140 |
| 700000 | UnitedHealth Group, Inc. |  | 4.5000 | &nbsp;&nbsp;04/15/33 | 691303 |
| 600000 | UnitedHealth Group, Inc. |  | 6.8750 | &nbsp;&nbsp;02/15/38 | 687853 |
| 800000 | UnitedHealth Group, Inc. |  | 5.5000 | &nbsp;&nbsp;07/15/44 | 788819 |
| 900000 | UnitedHealth Group, Inc. |  | 4.7500 | &nbsp;&nbsp;07/15/45 | 805133 |
| 1000000 | UnitedHealth Group, Inc. |  | 3.2500 | &nbsp;&nbsp;05/15/51 | 674069 |
| 800000 | UnitedHealth Group, Inc. |  | 4.7500 | &nbsp;&nbsp;05/15/52 | 689374 |
| 800000 | UnitedHealth Group, Inc. |  | 5.8750 | &nbsp;&nbsp;02/15/53 | 806151 |
| 800000 | UnitedHealth Group, Inc. |  | 5.0500 | &nbsp;&nbsp;04/15/53 | 720947 |
| 700000 | UnitedHealth Group, Inc. |  | 5.3750 | &nbsp;&nbsp;04/15/54 | 658272 |
| 600000 | UnitedHealth Group, Inc. |  | 5.6250 | &nbsp;&nbsp;07/15/54 | 585730 |
| 700000 | UnitedHealth Group, Inc. |  | 3.8750 | &nbsp;&nbsp;08/15/59 | 501464 |
| 500000 | UnitedHealth Group, Inc. |  | 6.0500 | &nbsp;&nbsp;02/15/63 | 509062 |
| 700000 | UnitedHealth Group, Inc. |  | 5.2000 | &nbsp;&nbsp;04/15/63 | 625967 |

---

---

| |
|:---|
| **NAVIGATOR TACTICAL INVESTMENT GRADE BOND FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **January 31, 2026** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Principal<br> Amount ($)** |  | **Spread** | **Coupon Rate<br> (%)** | **Maturity** | **Fair Value** |
|  | **CORPORATE BONDS — 80.9% (Continued)** |  |  |  |  |
|  | **HEALTH CARE FACILITIES & SERVICES — 4.4% (Continued)** |  |  |  |  |
| 600000 | UnitedHealth Group, Inc. |  | 5.7500 | &nbsp;&nbsp;07/15/64 | $584141 |
| 700000 | Universal Health Services, Inc. |  | 2.6500 | &nbsp;&nbsp;10/15/30 | 638351 |
|  |  |  |  |  | 49605090 |
|  | **HOUSEHOLD PRODUCTS — 0.5%** |  |  |  |  |
| 500000 | Kenvue, Inc. |  | 5.0000 | &nbsp;&nbsp;03/22/30 | 514698 |
| 600000 | Kenvue, Inc. |  | 4.9000 | &nbsp;&nbsp;03/22/33 | 611683 |
| 800000 | Kenvue, Inc. |  | 5.0500 | &nbsp;&nbsp;03/22/53 | 734030 |
| 600000 | Kimberly-Clark Corporation B |  | 3.1000 | &nbsp;&nbsp;03/26/30 | 576523 |
| 600000 | Procter & Gamble Company |  | 3.0000 | &nbsp;&nbsp;03/25/30 | 578840 |
| 700000 | Procter & Gamble Company |  | 1.2000 | &nbsp;&nbsp;10/29/30 | 617349 |
| 400000 | Procter & Gamble Company |  | 4.0500 | &nbsp;&nbsp;01/26/33 | 399212 |
| 600000 | Unilever Capital Corporation |  | 5.9000 | &nbsp;&nbsp;11/15/32 | 656773 |
| 700000 | Unilever Capital Corporation |  | 5.0000 | &nbsp;&nbsp;12/08/33 | 725056 |
|  |  |  |  |  | 5414164 |
|  | **INSTITUTIONAL FINANCIAL SERVICES — 4.7%** |  |  |  |  |
| 900000 | Brookfield Finance, Inc. |  | 4.3500 | &nbsp;&nbsp;04/15/30 | 903780 |
| 800000 | Goldman Sachs Group, Inc.<sup>(a)</sup> | SOFRRATE + 1.770% | 6.4840 | &nbsp;&nbsp;10/24/29 | 847304 |
| 1300000 | Goldman Sachs Group, Inc. |  | 3.8000 | &nbsp;&nbsp;03/15/30 | 1281093 |
| 600000 | Goldman Sachs Group, Inc.<sup>(a)</sup> | SOFRRATE + 1.265% | 5.7270 | &nbsp;&nbsp;04/25/30 | 626636 |
| 700000 | Goldman Sachs Group, Inc.<sup>(a)</sup> | SOFRRATE + 1.210% | 5.0490 | &nbsp;&nbsp;07/23/30 | 717164 |
| 600000 | Goldman Sachs Group, Inc.<sup>(a)</sup> | SOFRRATE + 1.078% | 5.2070 | &nbsp;&nbsp;01/28/31 | 618932 |
| 1200000 | Goldman Sachs Group, Inc. <sup>(a)</sup> | SOFRRATE + 1.580% | 5.2180 | &nbsp;&nbsp;04/23/31 | 1236610 |
| 1300000 | Goldman Sachs Group, Inc.<sup>(a)</sup> | SOFRRATE + 1.090% | 1.9920 | &nbsp;&nbsp;01/27/32 | 1154232 |
| 1400000 | Goldman Sachs Group, Inc.<sup>(a)</sup> | SOFRRATE + 1.281% | 2.6150 | &nbsp;&nbsp;04/22/32 | 1275415 |
| 900000 | Goldman Sachs Group, Inc.<sup>(a)</sup> | SOFRRATE + 1.264% | 2.6500 | &nbsp;&nbsp;10/21/32 | 813824 |
| 100000 | Goldman Sachs Group, Inc.<sup>(a)</sup> | SOFRRATE + 1.410% | 3.1020 | &nbsp;&nbsp;02/24/33 | 91915 |
| 1000000 | Goldman Sachs Group, Inc.<sup>(a)</sup> | SOFRRATE + 1.552% | 5.8510 | &nbsp;&nbsp;04/25/35 | 1058478 |
| 1100000 | Goldman Sachs Group, Inc.<sup>(a)</sup> | SOFRRATE + 1.550% | 5.3300 | &nbsp;&nbsp;07/23/35 | 1124841 |

---

---

| |
|:---|
| **NAVIGATOR TACTICAL INVESTMENT GRADE BOND FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **January 31, 2026** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Principal<br> Amount ($)** |  | **Spread** | **Coupon Rate<br> (%)** | **Maturity** | **Fair Value** |
|  | **CORPORATE BONDS — 80.9% (Continued)** |  |  |  |  |
|  | **INSTITUTIONAL FINANCIAL SERVICES — 4.7% (Continued)** |  |  |  |  |
| 1800000 | Goldman Sachs Group, Inc.<sup>(a)</sup> | SOFRRATE + 1.420% | 5.0160 | &nbsp;&nbsp;10/23/35 | $1802518 |
| 1500000 | Goldman Sachs Group, Inc.<sup>(a)</sup> | SOFRRATE + 1.380% | 5.5360 | &nbsp;&nbsp;01/28/36 | 1552599 |
| 900000 | Goldman Sachs Group, Inc.<sup>(a)</sup> | TSFR3M + 1.635% | 4.0170 | &nbsp;&nbsp;10/31/38 | 806823 |
| 700000 | Goldman Sachs Group, Inc.<sup>(a)</sup> | TSFR3M + 1.692% | 4.4110 | &nbsp;&nbsp;04/23/39 | 646685 |
| 900000 | Goldman Sachs Group, Inc. |  | 6.2500 | &nbsp;&nbsp;02/01/41 | 980247 |
| 800000 | Goldman Sachs Group, Inc.<sup>(a)</sup> | SOFRRATE + 1.513% | 3.2100 | &nbsp;&nbsp;04/22/42 | 613503 |
| 700000 | Goldman Sachs Group, Inc. |  | 5.1500 | &nbsp;&nbsp;05/22/45 | 658863 |
| 700000 | Goldman Sachs Group, Inc. |  | 4.7500 | &nbsp;&nbsp;10/21/45 | 632294 |
| 1000000 | Goldman Sachs Group, Inc.<sup>(a)</sup> | SOFRRATE + 1.580% | 5.5610 | &nbsp;&nbsp;11/19/45 | 997012 |
| 1000000 | Goldman Sachs Group, Inc. <sup>(a)</sup> | SOFRRATE + 1.696% | 5.7340 | &nbsp;&nbsp;01/28/56 | 1010820 |
| 400000 | Intercontinental Exchange, Inc. |  | 5.2500 | &nbsp;&nbsp;06/15/31 | 418851 |
| 600000 | Intercontinental Exchange, Inc. |  | 4.6000 | &nbsp;&nbsp;03/15/33 | 604781 |
| 700000 | Intercontinental Exchange, Inc. |  | 4.2500 | &nbsp;&nbsp;09/21/48 | 593697 |
| 1200000 | Intercontinental Exchange, Inc. |  | 3.0000 | &nbsp;&nbsp;06/15/50 | 795406 |
| 600000 | Intercontinental Exchange, Inc. |  | 4.9500 | &nbsp;&nbsp;06/15/52 | 552149 |
| 1000000 | Jefferies Financial Group, Inc. |  | 6.2000 | &nbsp;&nbsp;04/14/34 | 1052913 |
| 700000 | LPL Holdings, Inc. |  | 6.7500 | &nbsp;&nbsp;11/17/28 | 744891 |
| 700000 | Morgan Stanley<sup>(a)</sup> | SOFRRATE + 1.830% | 6.4070 | &nbsp;&nbsp;11/01/29 | 741096 |
| 400000 | Morgan Stanley<sup>(a)</sup> | SOFRRATE + 1.450% | 5.1730 | &nbsp;&nbsp;01/16/30 | 410809 |
| 700000 | Morgan Stanley<sup>(a)</sup> | TSFR3M + 1.890% | 4.4310 | &nbsp;&nbsp;01/23/30 | 704764 |
| 500000 | Morgan Stanley<sup>(a)</sup> | SOFRRATE + 1.260% | 5.6560 | &nbsp;&nbsp;04/18/30 | 520782 |
| 300000 | Morgan Stanley<sup>(a)</sup> | SOFRRATE + 1.215% | 5.0420 | &nbsp;&nbsp;07/19/30 | 307460 |
| 400000 | Morgan Stanley<sup>(a)</sup> | SOFRRATE + 1.100% | 4.6540 | &nbsp;&nbsp;10/18/30 | 405002 |
| 700000 | Morgan Stanley<sup>(a)</sup> | SOFRRATE + 1.108% | 5.2300 | &nbsp;&nbsp;01/15/31 | 721013 |
| 1100000 | Morgan Stanley Series GMTN<sup>(a)</sup> | SOFRRATE + 1.143% | 2.6990 | &nbsp;&nbsp;01/22/31 | 1032680 |
| 1400000 | Morgan Stanley<sup>(a)</sup> | SOFRRATE + 3.120% | 3.6220 | &nbsp;&nbsp;04/01/31 | 1360092 |
| 1100000 | Morgan Stanley Series I<sup>(a)</sup> | SOFRRATE + 1.510% | 5.1920 | &nbsp;&nbsp;04/17/31 | 1132940 |

---

---

| |
|:---|
| **NAVIGATOR TACTICAL INVESTMENT GRADE BOND FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **January 31, 2026** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Principal<br> Amount ($)** |  | **Spread** | **Coupon Rate<br> (%)** | **Maturity** | **Fair Value** |
|  | **CORPORATE BONDS — 80.9% (Continued)** |  |  |  |  |
|  | **INSTITUTIONAL FINANCIAL SERVICES — 4.7% (Continued)** |  |  |  |  |
| 1000000 | Morgan Stanley<sup>(a)</sup> | SOFRRATE + 1.034% | 1.7940 | &nbsp;&nbsp;02/13/32 | $878536 |
| 800000 | Morgan Stanley<sup>(a)</sup> | SOFRRATE + 1.020% | 1.9280 | &nbsp;&nbsp;04/28/32 | 703368 |
| 1100000 | Morgan Stanley<sup>(a)</sup> | SOFRRATE + 1.178% | 2.2390 | &nbsp;&nbsp;07/21/32 | 976333 |
| 1000000 | Morgan Stanley<sup>(a)</sup> | SOFRRATE + 2.560% | 6.3420 | &nbsp;&nbsp;10/18/33 | 1091541 |
| 1000000 | Morgan Stanley<sup>(a)</sup> | SOFRRATE + 1.870% | 5.2500 | &nbsp;&nbsp;04/21/34 | 1026830 |
| 800000 | Morgan Stanley<sup>(a)</sup> | SOFRRATE + 1.880% | 5.4240 | &nbsp;&nbsp;07/21/34 | 829227 |
| 900000 | Morgan Stanley<sup>(a)</sup> | SOFRRATE + 2.050% | 6.6270 | &nbsp;&nbsp;11/01/34 | 1001618 |
| 700000 | Morgan Stanley<sup>(a)</sup> | SOFRRATE + 1.730% | 5.4660 | &nbsp;&nbsp;01/18/35 | 725010 |
| 1000000 | Morgan Stanley<sup>(a)</sup> | SOFRRATE + 1.580% | 5.8310 | &nbsp;&nbsp;04/19/35 | 1058898 |
| 1000000 | Morgan Stanley<sup>(a)</sup> | SOFRRATE + 1.555% | 5.3200 | &nbsp;&nbsp;07/19/35 | 1026468 |
| 900000 | Morgan Stanley<sup>(a)</sup> | SOFRRATE + 1.418% | 5.5870 | &nbsp;&nbsp;01/18/36 | 937654 |
| 600000 | Morgan Stanley<sup>(a)</sup> | SOFRRATE + 1.757% | 5.6640 | &nbsp;&nbsp;04/17/36 | 627761 |
| 700000 | Morgan Stanley<sup>(a)</sup> | US0003M + 1.455% | 3.9710 | &nbsp;&nbsp;07/22/38 | 629227 |
| 800000 | Morgan Stanley |  | 6.3750 | &nbsp;&nbsp;07/24/42 | 889287 |
| 500000 | Morgan Stanley |  | 4.3750 | &nbsp;&nbsp;01/22/47 | 432358 |
| 700000 | Morgan Stanley<sup>(a)</sup> | SOFRRATE + 4.840% | 5.5970 | &nbsp;&nbsp;03/24/51 | 700115 |
| 900000 | Morgan Stanley<sup>(a)</sup> | SOFRRATE + 1.710% | 5.5160 | &nbsp;&nbsp;11/19/55 | 890337 |
| 700000 | Nasdaq, Inc. |  | 5.9500 | &nbsp;&nbsp;08/15/53 | 726799 |
| 1100000 | Nomura Holdings, Inc. |  | 2.6790 | &nbsp;&nbsp;07/16/30 | 1019387 |
| 1000000 | Nomura Holdings, Inc. |  | 2.9990 | &nbsp;&nbsp;01/22/32 | 910515 |
| 700000 | Northern Trust Corporation |  | 1.9500 | &nbsp;&nbsp;05/01/30 | 641401 |
| 800000 | State Street Corporation |  | 4.8340 | &nbsp;&nbsp;04/24/30 | 822280 |
|  |  |  |  |  | 52095864 |
|  | **INSURANCE — 1.9%** |  |  |  |  |
| 1100000 | American International Group, Inc. |  | 5.1250 | &nbsp;&nbsp;03/27/33 | 1128037 |
| 1000000 | Aon Corporation |  | 3.7500 | &nbsp;&nbsp;05/02/29 | 990780 |
| 700000 | Aon North America, Inc. |  | 5.4500 | &nbsp;&nbsp;03/01/34 | 727906 |
| 800000 | Aon North America, Inc. |  | 5.7500 | &nbsp;&nbsp;03/01/54 | 800152 |

---

---

| |
|:---|
| **NAVIGATOR TACTICAL INVESTMENT GRADE BOND FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **January 31, 2026** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Principal<br> Amount ($)** |  | **Spread** | **Coupon Rate<br> (%)** | **Maturity** | **Fair Value** |
|  | **CORPORATE BONDS — 80.9% (Continued)** |  |  |  |  |
|  | **INSURANCE — 1.9% (Continued)** |  |  |  |  |
| 700000 | Arthur J Gallagher & Company |  | 5.1500 | &nbsp;&nbsp;02/15/35 | $706084 |
| 700000 | Arthur J Gallagher & Company |  | 5.5500 | &nbsp;&nbsp;02/15/55 | 671788 |
| 900000 | Berkshire Hathaway Finance Corporation |  | 4.2000 | &nbsp;&nbsp;08/15/48 | 748048 |
| 800000 | Berkshire Hathaway Finance Corporation |  | 4.2500 | &nbsp;&nbsp;01/15/49 | 667900 |
| 1000000 | Berkshire Hathaway Finance Corporation |  | 2.8500 | &nbsp;&nbsp;10/15/50 | 639111 |
| 1000000 | Berkshire Hathaway Finance Corporation |  | 3.8500 | &nbsp;&nbsp;03/15/52 | 765726 |
| 600000 | Berkshire Hathaway, Inc. |  | 4.5000 | &nbsp;&nbsp;02/11/43 | 561193 |
| 600000 | Chubb Corporation |  | 6.0000 | &nbsp;&nbsp;05/11/37 | 653127 |
| 900000 | Chubb INA Holdings, Inc. |  | 4.3500 | &nbsp;&nbsp;11/03/45 | 783342 |
| 800000 | Chubb INA Holdings, LLC |  | 5.0000 | &nbsp;&nbsp;03/15/34 | 817079 |
| 800000 | Corebridge Financial, Inc. |  | 3.9000 | &nbsp;&nbsp;04/05/32 | 762647 |
| 700000 | Corebridge Financial, Inc. |  | 4.4000 | &nbsp;&nbsp;04/05/52 | 570898 |
| 700000 | Marsh & McLennan Companies, Inc. |  | 4.8500 | &nbsp;&nbsp;11/15/31 | 716962 |
| 900000 | Marsh & McLennan Companies, Inc. |  | 5.0000 | &nbsp;&nbsp;03/15/35 | 909593 |
| 800000 | Marsh & McLennan Companies, Inc. |  | 4.9000 | &nbsp;&nbsp;03/15/49 | 726110 |
| 700000 | Marsh & McLennan Companies, Inc. |  | 5.4000 | &nbsp;&nbsp;03/15/55 | 678120 |
| 700000 | MetLife, Inc. |  | 5.7000 | &nbsp;&nbsp;06/15/35 | 746319 |
| 1000000 | MetLife, Inc. |  | 4.8750 | &nbsp;&nbsp;11/13/43 | 935887 |
| 600000 | MetLife, Inc. |  | 5.0000 | &nbsp;&nbsp;07/15/52 | 549159 |
| 500000 | MetLife, Inc. |  | 5.2500 | &nbsp;&nbsp;01/15/54 | 475335 |
| 800000 | Prudential Financial, Inc. |  | 5.2000 | &nbsp;&nbsp;03/14/35 | 817539 |
| 1000000 | Prudential Financial, Inc. |  | 3.9350 | &nbsp;&nbsp;12/07/49 | 777374 |
| 800000 | Prudential Financial, Inc. |  | 3.7000 | &nbsp;&nbsp;03/13/51 | 592283 |
| 600000 | Travelers Companies, Inc. |  | 6.2500 | &nbsp;&nbsp;06/15/37 | 667430 |
| 800000 | Willis North America, Inc. |  | 5.3500 | &nbsp;&nbsp;05/15/33 | 823634 |
|  |  |  |  |  | 21409563 |
|  | **INTERNET MEDIA & SERVICES — 1.0%** |  |  |  |  |
| 1700000 | Alphabet, Inc. |  | 1.1000 | &nbsp;&nbsp;08/15/30 | 1500378 |
| 1400000 | Alphabet, Inc. |  | 1.9000 | &nbsp;&nbsp;08/15/40 | 944695 |
| 600000 | Expedia Group, Inc. |  | 5.4000 | &nbsp;&nbsp;02/15/35 | 613644 |
| 500000 | Meta Platforms, Inc. |  | 4.9500 | &nbsp;&nbsp;05/15/33 | 510323 |
| 700000 | Meta Platforms, Inc. |  | 4.7500 | &nbsp;&nbsp;08/15/34 | 699686 |
| 900000 | Meta Platforms, Inc. |  | 4.4500 | &nbsp;&nbsp;08/15/52 | 724449 |
| 800000 | Meta Platforms, Inc. |  | 5.6000 | &nbsp;&nbsp;05/15/53 | 761354 |

---

---

| |
|:---|
| **NAVIGATOR TACTICAL INVESTMENT GRADE BOND FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **January 31, 2026** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Principal<br> Amount ($)** |  | **Spread** | **Coupon Rate<br> (%)** | **Maturity** | **Fair Value** |
|  | **CORPORATE BONDS — 80.9% (Continued)** |  |  |  |  |
|  | **INTERNET MEDIA & SERVICES — 1.0% (Continued)** |  |  |  |  |
| 1000000 | Meta Platforms, Inc. |  | 5.4000 | &nbsp;&nbsp;08/15/54 | $924337 |
| 600000 | Meta Platforms, Inc. |  | 4.6500 | &nbsp;&nbsp;08/15/62 | 480278 |
| 600000 | Meta Platforms, Inc. |  | 5.7500 | &nbsp;&nbsp;05/15/63 | 571655 |
| 800000 | Netflix, Inc. |  | 5.8750 | &nbsp;&nbsp;11/15/28 | 839483 |
| 400000 | Netflix, Inc. |  | 6.3750 | &nbsp;&nbsp;05/15/29 | 428054 |
| 500000 | Netflix, Inc. |  | 5.4000 | &nbsp;&nbsp;08/15/54 | 479850 |
| 600000 | Uber Technologies, Inc. |  | 4.8000 | &nbsp;&nbsp;09/15/34 | 597759 |
| 500000 | Uber Technologies, Inc. |  | 5.3500 | &nbsp;&nbsp;09/15/54 | 476369 |
|  |  |  |  |  | 10552314 |
|  | **LEISURE FACILITIES & SERVICES — 0.7%** |  |  |  |  |
| 500000 | Marriott International, Inc. |  | 4.6250 | &nbsp;&nbsp;06/15/30 | 506819 |
| 700000 | Marriott International, Inc. |  | 2.8500 | &nbsp;&nbsp;04/15/31 | 650034 |
| 600000 | Marriott International, Inc. |  | 5.3500 | &nbsp;&nbsp;03/15/35 | 615978 |
| 600000 | Marriott International, Inc. |  | 5.5000 | &nbsp;&nbsp;04/15/37 | 613357 |
| 400000 | McDonald's Corporation |  | 3.6000 | &nbsp;&nbsp;07/01/30 | 392671 |
| 700000 | McDonald's Corporation |  | 4.7000 | &nbsp;&nbsp;12/09/35 | 696209 |
| 700000 | McDonald's Corporation |  | 4.8750 | &nbsp;&nbsp;12/09/45 | 639944 |
| 700000 | McDonald's Corporation |  | 4.4500 | &nbsp;&nbsp;03/01/47 | 602110 |
| 1000000 | McDonald's Corporation |  | 3.6250 | &nbsp;&nbsp;09/01/49 | 739783 |
| 600000 | McDonald's Corporation |  | 5.1500 | &nbsp;&nbsp;09/09/52 | 560291 |
| 800000 | Starbucks Corporation |  | 2.2500 | &nbsp;&nbsp;03/12/30 | 740072 |
| 700000 | Starbucks Corporation |  | 2.5500 | &nbsp;&nbsp;11/15/30 | 648814 |
| 1000000 | Starbucks Corporation |  | 3.5000 | &nbsp;&nbsp;11/15/50 | 709672 |
|  |  |  |  |  | 8115754 |
|  | **MACHINERY — 0.7%** |  |  |  |  |
| 800000 | Caterpillar, Inc. |  | 3.8030 | &nbsp;&nbsp;08/15/42 | 673587 |
| 800000 | Caterpillar, Inc. |  | 3.2500 | &nbsp;&nbsp;09/19/49 | 577356 |
| 500000 | Deere & Company |  | 5.7000 | &nbsp;&nbsp;01/19/55 | 520756 |
| 1100000 | Eaton Corporation |  | 4.1500 | &nbsp;&nbsp;03/15/33 | 1081983 |
| 1100000 | Ingersoll Rand, Inc. |  | 5.1760 | &nbsp;&nbsp;06/15/29 | 1137944 |
| 600000 | John Deere Capital Corporation |  | 4.8500 | &nbsp;&nbsp;06/11/29 | 617378 |
| 700000 | John Deere Capital Corporation |  | 4.4000 | &nbsp;&nbsp;09/08/31 | 707118 |
| 900000 | John Deere Capital Corporation |  | 5.0500 | &nbsp;&nbsp;06/12/34 | 926737 |
| 500000 | Regal Rexnord Corporation |  | 6.4000 | &nbsp;&nbsp;04/15/33 | 534703 |

---

---

| |
|:---|
| **NAVIGATOR TACTICAL INVESTMENT GRADE BOND FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **January 31, 2026** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Principal<br> Amount ($)** |  | **Spread** | **Coupon Rate<br> (%)** | **Maturity** | **Fair Value** |
|  | **CORPORATE BONDS — 80.9% (Continued)** |  |  |  |  |
|  | **MACHINERY — 0.7% (Continued)** |  |  |  |  |
| 800000 | Stanley Black & Decker, Inc. |  | 2.3000 | &nbsp;&nbsp;03/15/30 | $736367 |
| 600000 | Trane Technologies Luxembourg Finance S.A. |  | 3.8000 | &nbsp;&nbsp;03/21/29 | 597930 |
|  |  |  |  |  | 8111859 |
|  | **MEDICAL EQUIPMENT & DEVICES — 1.2%** |  |  |  |  |
| 600000 | Abbott Laboratories |  | 4.7500 | &nbsp;&nbsp;11/30/36 | 597617 |
| 1100000 | Abbott Laboratories |  | 4.9000 | &nbsp;&nbsp;11/30/46 | 1028973 |
| 700000 | Agilent Technologies, Inc. |  | 2.3000 | &nbsp;&nbsp;03/12/31 | 635089 |
| 900000 | Baxter International, Inc. |  | 2.2720 | &nbsp;&nbsp;12/01/28 | 853128 |
| 1000000 | Becton Dickinson & Company |  | 2.8230 | &nbsp;&nbsp;05/20/30 | 943832 |
| 1100000 | Becton Dickinson & Company |  | 1.9570 | &nbsp;&nbsp;02/11/31 | 980870 |
| 800000 | Danaher Corporation |  | 2.8000 | &nbsp;&nbsp;12/10/51 | 508082 |
| 1200000 | DH Europe Finance II Sarl |  | 2.6000 | &nbsp;&nbsp;11/15/29 | 1141260 |
| 500000 | GE HealthCare Technologies, Inc. |  | 5.8570 | &nbsp;&nbsp;03/15/30 | 527928 |
| 600000 | GE HealthCare Technologies, Inc. |  | 5.9050 | &nbsp;&nbsp;11/22/32 | 644454 |
| 500000 | GE HealthCare Technologies, Inc. |  | 6.3770 | &nbsp;&nbsp;11/22/52 | 543453 |
| 500000 | Medtronic Global Holdings SCA |  | 4.5000 | &nbsp;&nbsp;03/30/33 | 500017 |
| 700000 | Stryker Corporation |  | 1.9500 | &nbsp;&nbsp;06/15/30 | 636738 |
| 500000 | Stryker Corporation |  | 5.2000 | &nbsp;&nbsp;02/10/35 | 513086 |
| 800000 | Thermo Fisher Scientific, Inc. |  | 2.6000 | &nbsp;&nbsp;10/01/29 | 762117 |
| 800000 | Thermo Fisher Scientific, Inc. |  | 4.9770 | &nbsp;&nbsp;08/10/30 | 827481 |
| 900000 | Thermo Fisher Scientific, Inc. |  | 5.0860 | &nbsp;&nbsp;08/10/33 | 931645 |
| 600000 | Zimmer Biomet Holdings, Inc. |  | 2.6000 | &nbsp;&nbsp;11/24/31 | 542314 |
|  |  |  |  |  | 13118084 |
|  | **METALS & MINING — 0.7%** |  |  |  |  |
| 700000 | Barrick North America Finance, LLC |  | 5.7500 | &nbsp;&nbsp;05/01/43 | 718299 |
| 700000 | BHP Billiton Finance USA Ltd. |  | 5.0000 | &nbsp;&nbsp;02/21/30 | 721375 |
| 800000 | BHP Billiton Finance USA Ltd. |  | 5.2500 | &nbsp;&nbsp;09/08/33 | 828730 |
| 800000 | BHP Billiton Finance USA Ltd. |  | 5.3000 | &nbsp;&nbsp;02/21/35 | 826933 |
| 1300000 | BHP Billiton Finance USA Ltd. |  | 5.0000 | &nbsp;&nbsp;09/30/43 | 1241843 |
| 600000 | Freeport-McMoRan, Inc. |  | 5.4500 | &nbsp;&nbsp;03/15/43 | 586061 |
| 800000 | Rio Tinto Finance USA plc |  | 4.8750 | &nbsp;&nbsp;03/14/30 | 820591 |
| 900000 | Rio Tinto Finance USA plc |  | 5.2500 | &nbsp;&nbsp;03/14/35 | 925996 |
| 1000000 | Rio Tinto Finance USA plc |  | 5.7500 | &nbsp;&nbsp;03/14/55 | 1022471 |
|  |  |  |  |  | 7692299 |

---

---

| |
|:---|
| **NAVIGATOR TACTICAL INVESTMENT GRADE BOND FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **January 31, 2026** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Principal<br> Amount ($)** |  | **Spread** | **Coupon Rate<br> (%)** | **Maturity** | **Fair Value** |
|  | **CORPORATE BONDS — 80.9% (Continued)** |  |  |  |  |
|  | **OIL & GAS PRODUCERS — 6.7%** |  |  |  |  |
| 1000000 | BP Capital Markets America, Inc. |  | 3.6330 | &nbsp;&nbsp;04/06/30 | $982274 |
| 600000 | BP Capital Markets America, Inc. |  | 2.7210 | &nbsp;&nbsp;01/12/32 | 547655 |
| 800000 | BP Capital Markets America, Inc. |  | 4.8120 | &nbsp;&nbsp;02/13/33 | 809486 |
| 800000 | BP Capital Markets America, Inc. |  | 5.2270 | &nbsp;&nbsp;11/17/34 | 825732 |
| 800000 | BP Capital Markets America, Inc. |  | 3.0600 | &nbsp;&nbsp;06/17/41 | 610630 |
| 600000 | BP Capital Markets America, Inc. |  | 3.0000 | &nbsp;&nbsp;02/24/50 | 394553 |
| 900000 | BP Capital Markets America, Inc. |  | 2.7720 | &nbsp;&nbsp;11/10/50 | 559888 |
| 900000 | BP Capital Markets America, Inc. |  | 2.9390 | &nbsp;&nbsp;06/04/51 | 578067 |
| 800000 | BP Capital Markets America, Inc. |  | 3.3790 | &nbsp;&nbsp;02/08/61 | 525543 |
| 600000 | Canadian Natural Resources Ltd. |  | 6.2500 | &nbsp;&nbsp;03/15/38 | 635968 |
| 600000 | Cheniere Corpus Christi Holdings, LLC |  | 3.7000 | &nbsp;&nbsp;11/15/29 | 587453 |
| 500000 | Cheniere Energy Partners, L.P. |  | 4.5000 | &nbsp;&nbsp;10/01/29 | 502127 |
| 700000 | Cheniere Energy Partners, L.P. |  | 5.9500 | &nbsp;&nbsp;06/30/33 | 742257 |
| 500000 | Cheniere Energy Partners, L.P. |  | 5.7500 | &nbsp;&nbsp;08/15/34 | 521863 |
| 500000 | Cheniere Energy, Inc. |  | 5.6500 | &nbsp;&nbsp;04/15/34 | 518767 |
| 700000 | Chevron USA, Inc. |  | 4.9800 | &nbsp;&nbsp;04/15/35 | 715572 |
| 700000 | ConocoPhillips Company |  | 5.0500 | &nbsp;&nbsp;09/15/33 | 718688 |
| 700000 | ConocoPhillips Company |  | 3.8000 | &nbsp;&nbsp;03/15/52 | 520013 |
| 600000 | ConocoPhillips Company |  | 5.5000 | &nbsp;&nbsp;01/15/55 | 579557 |
| 700000 | Devon Energy Corporation |  | 5.2000 | &nbsp;&nbsp;09/15/34 | 706561 |
| 800000 | Devon Energy Corporation |  | 4.7500 | &nbsp;&nbsp;05/15/42 | 703876 |
| 800000 | Diamondback Energy, Inc. |  | 3.1250 | &nbsp;&nbsp;03/24/31 | 749963 |
| 900000 | Diamondback Energy, Inc. |  | 5.5500 | &nbsp;&nbsp;04/01/35 | 927539 |
| 700000 | Diamondback Energy, Inc. |  | 5.7500 | &nbsp;&nbsp;04/18/54 | 671006 |
| 500000 | Enbridge, Inc. |  | 3.1250 | &nbsp;&nbsp;11/15/29 | 480396 |
| 400000 | Enbridge, Inc. |  | 6.2000 | &nbsp;&nbsp;11/15/30 | 430076 |
| 800000 | Enbridge, Inc. |  | 5.7000 | &nbsp;&nbsp;03/08/33 | 839573 |
| 500000 | Enbridge, Inc. |  | 5.6250 | &nbsp;&nbsp;04/05/34 | 521188 |
| 800000 | Enbridge, Inc. |  | 3.4000 | &nbsp;&nbsp;08/01/51 | 550257 |
| 600000 | Enbridge, Inc. |  | 6.7000 | &nbsp;&nbsp;11/15/53 | 661561 |
| 500000 | Energy Transfer, L.P. |  | 5.2500 | &nbsp;&nbsp;04/15/29 | 514534 |
| 500000 | Energy Transfer, L.P. |  | 6.4000 | &nbsp;&nbsp;12/01/30 | 541368 |
| 600000 | Energy Transfer, L.P. |  | 6.5500 | &nbsp;&nbsp;12/01/33 | 657398 |
| 600000 | Energy Transfer, L.P. |  | 5.6000 | &nbsp;&nbsp;09/01/34 | 618423 |

---

---

| |
|:---|
| **NAVIGATOR TACTICAL INVESTMENT GRADE BOND FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **January 31, 2026** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Principal<br> Amount ($)** |  | **Spread** | **Coupon Rate<br> (%)** | **Maturity** | **Fair Value** |
|  | **CORPORATE BONDS — 80.9% (Continued)** |  |  |  |  |
|  | **OIL & GAS PRODUCERS — 6.7% (Continued)** |  |  |  |  |
| 700000 | Energy Transfer, L.P. |  | 6.1250 | &nbsp;&nbsp;12/15/45 | $697990 |
| 600000 | Energy Transfer, L.P. |  | 6.0000 | &nbsp;&nbsp;06/15/48 | 587758 |
| 700000 | Energy Transfer, L.P. |  | 6.2500 | &nbsp;&nbsp;04/15/49 | 700239 |
| 800000 | Energy Transfer, L.P. |  | 5.0000 | &nbsp;&nbsp;05/15/50 | 678190 |
| 600000 | Energy Transfer, L.P. |  | 5.9500 | &nbsp;&nbsp;05/15/54 | 573854 |
| 500000 | Energy Transfer, L.P. |  | 6.0500 | &nbsp;&nbsp;09/01/54 | 485647 |
| 700000 | Enterprise Products Operating, LLC |  | 2.8000 | &nbsp;&nbsp;01/31/30 | 665246 |
| 600000 | Enterprise Products Operating, LLC |  | 5.3500 | &nbsp;&nbsp;01/31/33 | 626525 |
| 700000 | Enterprise Products Operating, LLC |  | 4.9500 | &nbsp;&nbsp;02/15/35 | 708244 |
| 900000 | Enterprise Products Operating, LLC |  | 4.8500 | &nbsp;&nbsp;03/15/44 | 824475 |
| 900000 | Enterprise Products Operating, LLC |  | 5.1000 | &nbsp;&nbsp;02/15/45 | 847075 |
| 800000 | Enterprise Products Operating, LLC |  | 3.2000 | &nbsp;&nbsp;02/15/52 | 531924 |
| 700000 | Enterprise Products Operating, LLC |  | 3.3000 | &nbsp;&nbsp;02/15/53 | 471527 |
| 700000 | Enterprise Products Operating, LLC |  | 5.5500 | &nbsp;&nbsp;02/16/55 | 682484 |
| 600000 | EOG Resources, Inc. |  | 5.6500 | &nbsp;&nbsp;12/01/54 | 591620 |
| 500000 | Expand Energy Corporation |  | 5.7000 | &nbsp;&nbsp;01/15/35 | 517766 |
| 800000 | Exxon Mobil Corporation |  | 4.2270 | &nbsp;&nbsp;03/19/40 | 732275 |
| 900000 | Exxon Mobil Corporation |  | 4.3270 | &nbsp;&nbsp;03/19/50 | 756077 |
| 1000000 | Exxon Mobil Corporation |  | 3.4520 | &nbsp;&nbsp;04/15/51 | 720146 |
| 700000 | Hess Corporation |  | 5.6000 | &nbsp;&nbsp;02/15/41 | 726336 |
| 500000 | Kinder Morgan Energy Partners, L.P. |  | 6.9500 | &nbsp;&nbsp;01/15/38 | 567955 |
| 700000 | Kinder Morgan, Inc. |  | 5.0000 | &nbsp;&nbsp;02/01/29 | 718532 |
| 800000 | Kinder Morgan, Inc. |  | 5.2000 | &nbsp;&nbsp;06/01/33 | 823820 |
| 600000 | Kinder Morgan, Inc. |  | 5.4000 | &nbsp;&nbsp;02/01/34 | 620821 |
| 800000 | Kinder Morgan, Inc. |  | 5.5500 | &nbsp;&nbsp;06/01/45 | 778677 |
| 800000 | Kinder Morgan, Inc. |  | 5.2000 | &nbsp;&nbsp;03/01/48 | 740817 |
| 800000 | Marathon Petroleum Corporation |  | 5.1500 | &nbsp;&nbsp;03/01/30 | 824358 |
| 700000 | Marathon Petroleum Corporation |  | 6.5000 | &nbsp;&nbsp;03/01/41 | 750048 |
| 600000 | MPLX, L.P. |  | 5.5000 | &nbsp;&nbsp;06/01/34 | 613502 |
| 500000 | MPLX, L.P. |  | 5.4000 | &nbsp;&nbsp;04/01/35 | 505566 |
| 700000 | MPLX, L.P. |  | 4.7000 | &nbsp;&nbsp;04/15/48 | 583833 |
| 700000 | MPLX, L.P. |  | 5.5000 | &nbsp;&nbsp;02/15/49 | 645788 |
| 800000 | MPLX, L.P. |  | 4.9500 | &nbsp;&nbsp;03/14/52 | 676762 |
| 800000 | Occidental Petroleum Corporation |  | 8.8750 | &nbsp;&nbsp;07/15/30 | 923586 |

---

---

| |
|:---|
| **NAVIGATOR TACTICAL INVESTMENT GRADE BOND FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **January 31, 2026** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Principal<br> Amount ($)** |  | **Spread** | **Coupon Rate<br> (%)** | **Maturity** | **Fair Value** |
|  | **CORPORATE BONDS — 80.9% (Continued)** |  |  |  |  |
|  | **OIL & GAS PRODUCERS — 6.7% (Continued)** |  |  |  |  |
| 400000 | Occidental Petroleum Corporation |  | 7.5000 | &nbsp;&nbsp;05/01/31 | $451251 |
| 500000 | Occidental Petroleum Corporation |  | 5.3750 | &nbsp;&nbsp;01/01/32 | 514286 |
| 500000 | Occidental Petroleum Corporation |  | 6.4500 | &nbsp;&nbsp;09/15/36 | 533782 |
| 500000 | Occidental Petroleum Corporation |  | 6.6000 | &nbsp;&nbsp;03/15/46 | 517592 |
| 700000 | ONEOK, Inc. |  | 5.6500 | &nbsp;&nbsp;11/01/28 | 727337 |
| 600000 | ONEOK, Inc. |  | 4.7500 | &nbsp;&nbsp;10/15/31 | 603021 |
| 700000 | ONEOK, Inc. |  | 6.0500 | &nbsp;&nbsp;09/01/33 | 743231 |
| 700000 | ONEOK, Inc. |  | 5.0500 | &nbsp;&nbsp;11/01/34 | 693160 |
| 700000 | ONEOK, Inc. |  | 5.7000 | &nbsp;&nbsp;11/01/54 | 656192 |
| 700000 | Phillips 66 |  | 5.8750 | &nbsp;&nbsp;05/01/42 | 707871 |
| 900000 | Phillips 66 |  | 4.8750 | &nbsp;&nbsp;11/15/44 | 796464 |
| 600000 | Phillips 66 Company |  | 5.2500 | &nbsp;&nbsp;06/15/31 | 622095 |
| 500000 | Plains All American Pipeline, L.P. / PAA Finance |  | 3.8000 | &nbsp;&nbsp;09/15/30 | 487191 |
| 900000 | Sabine Pass Liquefaction, LLC |  | 4.5000 | &nbsp;&nbsp;05/15/30 | 905201 |
| 1000000 | Shell Finance US, Inc.<sup>(b)</sup> |  | 3.8750 | &nbsp;&nbsp;11/13/28 | 1003689 |
| 1000000 | Shell Finance US, Inc.<sup>(b)</sup> |  | 6.3750 | &nbsp;&nbsp;12/15/38 | 1116116 |
| 700000 | Shell Finance US, Inc.<sup>(b)</sup> |  | 5.5000 | &nbsp;&nbsp;03/25/40 | 715611 |
| 1000000 | Shell Finance US, Inc. |  | 4.3750 | &nbsp;&nbsp;05/11/45 | 864472 |
| 800000 | Shell Finance US, Inc. |  | 4.0000 | &nbsp;&nbsp;05/10/46 | 650201 |
| 900000 | Shell Finance US, Inc. |  | 3.2500 | &nbsp;&nbsp;04/06/50 | 623972 |
| 600000 | Southwestern Energy Company |  | 5.3750 | &nbsp;&nbsp;03/15/30 | 610899 |
| 500000 | Suncor Energy, Inc. |  | 6.8500 | &nbsp;&nbsp;06/01/39 | 555032 |
| 600000 | Targa Resources Corporation |  | 5.5500 | &nbsp;&nbsp;08/15/35 | 615119 |
| 400000 | Targa Resources Corporation |  | 6.5000 | &nbsp;&nbsp;02/15/53 | 420968 |
| 500000 | Targa Resources Corporation |  | 6.1250 | &nbsp;&nbsp;05/15/55 | 501834 |
| 800000 | Targa Resources Partners, L.P. / Targa Resources |  | 5.5000 | &nbsp;&nbsp;03/01/30 | 815323 |
| 900000 | TotalEnergies Capital International S.A. |  | 2.8290 | &nbsp;&nbsp;01/10/30 | 861840 |
| 1600000 | TotalEnergies Capital International S.A. |  | 3.1270 | &nbsp;&nbsp;05/29/50 | 1076519 |
| 600000 | TotalEnergies Capital S.A. |  | 5.1500 | &nbsp;&nbsp;04/05/34 | 621219 |
| 900000 | TotalEnergies Capital S.A. |  | 5.4880 | &nbsp;&nbsp;04/05/54 | 878029 |
| 800000 | TotalEnergies Capital S.A. |  | 5.6380 | &nbsp;&nbsp;04/05/64 | 782070 |
| 1100000 | TransCanada PipeLines Ltd. |  | 4.1000 | &nbsp;&nbsp;04/15/30 | 1088923 |
| 600000 | TransCanada PipeLines Ltd. |  | 4.6250 | &nbsp;&nbsp;03/01/34 | 586674 |
| 900000 | TransCanada PipeLines Ltd. |  | 6.2000 | &nbsp;&nbsp;10/15/37 | 962623 |

---

---

| |
|:---|
| **NAVIGATOR TACTICAL INVESTMENT GRADE BOND FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **January 31, 2026** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Principal<br> Amount ($)** |  | **Spread** | **Coupon Rate<br> (%)** | **Maturity** | **Fair Value** |
|  | **CORPORATE BONDS — 80.9% (Continued)** |  |  |  |  |
|  | **OIL & GAS PRODUCERS — 6.7% (Continued)** |  |  |  |  |
| 800000 | Valero Energy Corporation |  | 3.6500 | &nbsp;&nbsp;12/01/51 | $556508 |
| 700000 | Western Midstream Operating, L.P. |  | 4.0500 | &nbsp;&nbsp;02/01/30 | 687131 |
| 800000 | Western Midstream Operating, L.P. |  | 5.4500 | &nbsp;&nbsp;11/15/34 | 805983 |
| 900000 | Williams Companies, Inc. |  | 2.6000 | &nbsp;&nbsp;03/15/31 | 823813 |
| 800000 | Williams Companies, Inc. |  | 5.6000 | &nbsp;&nbsp;03/15/35 | 832282 |
| 700000 | Williams Companies, Inc. |  | 5.1000 | &nbsp;&nbsp;09/15/45 | 647568 |
| 700000 | Williams Companies, Inc. |  | 5.3000 | &nbsp;&nbsp;08/15/52 | 649552 |
| 700000 | Woodside Finance Ltd. |  | 5.1000 | &nbsp;&nbsp;09/12/34 | 692979 |
|  |  |  |  |  | 74354898 |
|  | **OIL & GAS SERVICES & EQUIPMENT — 0.2%** |  |  |  |  |
| 500000 | Halliburton Company |  | 4.8500 | &nbsp;&nbsp;11/15/35 | 493124 |
| 600000 | Halliburton Company |  | 7.4500 | &nbsp;&nbsp;09/15/39 | 710665 |
| 900000 | Halliburton Company |  | 5.0000 | &nbsp;&nbsp;11/15/45 | 812729 |
|  |  |  |  |  | 2016518 |
|  | **REAL ESTATE INVESTMENT TRUSTS — 1.6%** |  |  |  |  |
| 800000 | Alexandria Real Estate Equities, Inc. |  | 3.5500 | &nbsp;&nbsp;03/15/52 | 555193 |
| 700000 | American Tower Corporation |  | 5.8000 | &nbsp;&nbsp;11/15/28 | 731325 |
| 600000 | American Tower Corporation |  | 2.1000 | &nbsp;&nbsp;06/15/30 | 546717 |
| 600000 | American Tower Corporation |  | 1.8750 | &nbsp;&nbsp;10/15/30 | 537050 |
| 500000 | American Tower Corporation |  | 5.5500 | &nbsp;&nbsp;07/15/33 | 523790 |
| 500000 | American Tower Corporation |  | 5.9000 | &nbsp;&nbsp;11/15/33 | 534702 |
| 800000 | Boston Properties, L.P. |  | 3.2500 | &nbsp;&nbsp;01/30/31 | 751224 |
| 500000 | Boston Properties, L.P. |  | 6.5000 | &nbsp;&nbsp;01/15/34 | 537185 |
| 700000 | Boston Properties, L.P. |  | 5.7500 | &nbsp;&nbsp;01/15/35 | 717981 |
| 700000 | Brixmor Operating Partnership, L.P. |  | 4.0500 | &nbsp;&nbsp;07/01/30 | 689489 |
| 700000 | Crown Castle, Inc. |  | 2.2500 | &nbsp;&nbsp;01/15/31 | 626408 |
| 800000 | Crown Castle, Inc. |  | 2.1000 | &nbsp;&nbsp;04/01/31 | 707009 |
| 700000 | Crown Castle, Inc. |  | 5.8000 | &nbsp;&nbsp;03/01/34 | 735031 |
| 800000 | Equinix, Inc. |  | 2.1500 | &nbsp;&nbsp;07/15/30 | 726897 |
| 800000 | Equinix, Inc. |  | 2.5000 | &nbsp;&nbsp;05/15/31 | 725170 |
| 500000 | GLP Capital, L.P. / GLP Financing II, Inc. |  | 5.6250 | &nbsp;&nbsp;09/15/34 | 506598 |
| 600000 | Healthpeak OP, LLC |  | 5.2500 | &nbsp;&nbsp;12/15/32 | 615583 |
| 500000 | Host Hotels & Resorts, L.P. |  | 3.5000 | &nbsp;&nbsp;09/15/30 | 476621 |
| 600000 | Prologis, L.P. |  | 5.1250 | &nbsp;&nbsp;01/15/34 | 615324 |

---

---

| |
|:---|
| **NAVIGATOR TACTICAL INVESTMENT GRADE BOND FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **January 31, 2026** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Principal<br> Amount ($)** |  | **Spread** | **Coupon Rate<br> (%)** | **Maturity** | **Fair Value** |
|  | **CORPORATE BONDS — 80.9% (Continued)** |  |  |  |  |
|  | **REAL ESTATE INVESTMENT TRUSTS — 1.6% (Continued)** |  |  |  |  |
| 600000 | Prologis, L.P. |  | 5.0000 | &nbsp;&nbsp;03/15/34 | $610161 |
| 700000 | Prologis, L.P. |  | 5.2500 | &nbsp;&nbsp;03/15/54 | 669287 |
| 800000 | Realty Income Corporation |  | 5.1250 | &nbsp;&nbsp;02/15/34 | 819058 |
| 700000 | Simon Property Group, L.P. |  | 2.4500 | &nbsp;&nbsp;09/13/29 | 662657 |
| 900000 | Simon Property Group, L.P. |  | 3.2500 | &nbsp;&nbsp;09/13/49 | 622887 |
| 500000 | Ventas Realty, L.P. |  | 4.4000 | &nbsp;&nbsp;01/15/29 | 502887 |
| 500000 | VICI Properties, L.P. |  | 4.9500 | &nbsp;&nbsp;02/15/30 | 506325 |
| 500000 | VICI Properties, L.P. |  | 5.1250 | &nbsp;&nbsp;11/15/31 | 506049 |
| 500000 | VICI Properties, L.P. |  | 5.1250 | &nbsp;&nbsp;05/15/32 | 503398 |
| 800000 | Welltower, Inc. |  | 3.1000 | &nbsp;&nbsp;01/15/30 | 767530 |
|  |  |  |  |  | 18029536 |
|  | **RETAIL - CONSUMER STAPLES — 0.9%** |  |  |  |  |
| 900000 | Costco Wholesale Corporation |  | 1.6000 | &nbsp;&nbsp;04/20/30 | 817050 |
| 900000 | Kroger Company |  | 5.0000 | &nbsp;&nbsp;09/15/34 | 902360 |
| 1000000 | Kroger Company |  | 5.5000 | &nbsp;&nbsp;09/15/54 | 957501 |
| 600000 | Kroger Company |  | 5.6500 | &nbsp;&nbsp;09/15/64 | 573155 |
| 800000 | Target Corporation |  | 2.3500 | &nbsp;&nbsp;02/15/30 | 749909 |
| 800000 | Target Corporation |  | 5.0000 | &nbsp;&nbsp;04/15/35 | 809130 |
| 800000 | Target Corporation |  | 4.8000 | &nbsp;&nbsp;01/15/53 | 714974 |
| 700000 | Walmart, Inc. |  | 1.8000 | &nbsp;&nbsp;09/22/31 | 624753 |
| 500000 | Walmart, Inc. |  | 4.1500 | &nbsp;&nbsp;09/09/32 | 502629 |
| 500000 | Walmart, Inc. |  | 4.1000 | &nbsp;&nbsp;04/15/33 | 497877 |
| 900000 | Walmart, Inc. |  | 4.9000 | &nbsp;&nbsp;04/28/35 | 922740 |
| 1000000 | Walmart, Inc. |  | 2.5000 | &nbsp;&nbsp;09/22/41 | 725369 |
| 1000000 | Walmart, Inc. |  | 2.6500 | &nbsp;&nbsp;09/22/51 | 631470 |
| 900000 | Walmart, Inc. |  | 4.5000 | &nbsp;&nbsp;09/09/52 | 796218 |
|  |  |  |  |  | 10225135 |
|  | **RETAIL - DISCRETIONARY — 1.2%** |  |  |  |  |
| 700000 | AutoZone, Inc. |  | 4.0000 | &nbsp;&nbsp;04/15/30 | 691398 |
| 800000 | Home Depot, Inc. |  | 3.9000 | &nbsp;&nbsp;12/06/28 | 803253 |
| 900000 | Home Depot, Inc. |  | 2.9500 | &nbsp;&nbsp;06/15/29 | 873185 |
| 700000 | Home Depot, Inc. |  | 2.7000 | &nbsp;&nbsp;04/15/30 | 663183 |
| 700000 | Home Depot, Inc. |  | 1.3750 | &nbsp;&nbsp;03/15/31 | 609037 |
| 700000 | Home Depot, Inc. |  | 1.8750 | &nbsp;&nbsp;09/15/31 | 618157 |

---

---

| |
|:---|
| **NAVIGATOR TACTICAL INVESTMENT GRADE BOND FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **January 31, 2026** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Principal<br> Amount ($)** |  | **Spread** | **Coupon Rate<br> (%)** | **Maturity** | **Fair Value** |
|  | **CORPORATE BONDS — 80.9% (Continued)** |  |  |  |  |
|  | **RETAIL - DISCRETIONARY — 1.2% (Continued)** |  |  |  |  |
| 500000 | Home Depot, Inc. |  | 4.9500 | &nbsp;&nbsp;06/25/34 | $510321 |
| 900000 | Home Depot, Inc. |  | 5.8750 | &nbsp;&nbsp;12/16/36 | 972748 |
| 600000 | Home Depot, Inc. |  | 5.9500 | &nbsp;&nbsp;04/01/41 | 645563 |
| 900000 | Home Depot, Inc. |  | 4.2500 | &nbsp;&nbsp;04/01/46 | 767770 |
| 900000 | Home Depot, Inc. |  | 3.9000 | &nbsp;&nbsp;06/15/47 | 718822 |
| 900000 | Home Depot, Inc. |  | 3.1250 | &nbsp;&nbsp;12/15/49 | 616241 |
| 1000000 | Home Depot, Inc. |  | 2.7500 | &nbsp;&nbsp;09/15/51 | 624462 |
| 600000 | Home Depot, Inc. |  | 5.3000 | &nbsp;&nbsp;06/25/54 | 577568 |
| 600000 | Lowe's Companies, Inc. |  | 3.6500 | &nbsp;&nbsp;04/05/29 | 592877 |
| 700000 | Lowe's Companies, Inc. |  | 1.7000 | &nbsp;&nbsp;10/15/30 | 623429 |
| 700000 | Lowe's Companies, Inc. |  | 2.8000 | &nbsp;&nbsp;09/15/41 | 505985 |
| 1200000 | Lowe's Companies, Inc. |  | 3.0000 | &nbsp;&nbsp;10/15/50 | 771307 |
| 700000 | Lowe's Companies, Inc. |  | 4.2500 | &nbsp;&nbsp;04/01/52 | 557730 |
| 500000 | Lowe's Companies, Inc. |  | 5.6250 | &nbsp;&nbsp;04/15/53 | 488736 |
|  |  |  |  |  | 13231772 |
|  | **SEMICONDUCTORS — 2.7%** |  |  |  |  |
| 1200000 | Analog Devices, Inc. |  | 2.1000 | &nbsp;&nbsp;10/01/31 | 1067506 |
| 800000 | Applied Materials, Inc. |  | 2.7500 | &nbsp;&nbsp;06/01/50 | 517950 |
| 500000 | Broadcom, Inc. |  | 5.0500 | &nbsp;&nbsp;07/12/29 | 515211 |
| 500000 | Broadcom, Inc. |  | 4.3500 | &nbsp;&nbsp;02/15/30 | 502989 |
| 600000 | Broadcom, Inc. |  | 5.0500 | &nbsp;&nbsp;04/15/30 | 618567 |
| 1400000 | Broadcom, Inc. |  | 2.4500 | &nbsp;&nbsp;02/15/31 | 1281380 |
| 700000 | Broadcom, Inc.<sup>(b)</sup> |  | 4.1500 | &nbsp;&nbsp;04/15/32 | 685041 |
| 700000 | Broadcom, Inc. |  | 5.2000 | &nbsp;&nbsp;04/15/32 | 725253 |
| 700000 | Broadcom, Inc. |  | 3.4190 | &nbsp;&nbsp;04/15/33 | 647199 |
| 1000000 | Broadcom, Inc. |  | 3.4690 | &nbsp;&nbsp;04/15/34 | 910425 |
| 600000 | Broadcom, Inc. |  | 4.8000 | &nbsp;&nbsp;10/15/34 | 599391 |
| 1100000 | Broadcom, Inc.<sup>(b)</sup> |  | 3.1370 | &nbsp;&nbsp;11/15/35 | 947635 |
| 1000000 | Broadcom, Inc.<sup>(b)</sup> |  | 3.1870 | &nbsp;&nbsp;11/15/36 | 848615 |
| 800000 | Broadcom, Inc.<sup>(b)</sup> |  | 4.9260 | &nbsp;&nbsp;05/15/37 | 789179 |
| 800000 | Broadcom, Inc. |  | 3.7500 | &nbsp;&nbsp;02/15/51 | 605901 |
| 500000 | Intel Corporation |  | 5.1250 | &nbsp;&nbsp;02/10/30 | 512986 |
| 600000 | Intel Corporation |  | 3.9000 | &nbsp;&nbsp;03/25/30 | 589386 |
| 700000 | Intel Corporation |  | 2.0000 | &nbsp;&nbsp;08/12/31 | 616133 |

---

---

| |
|:---|
| **NAVIGATOR TACTICAL INVESTMENT GRADE BOND FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **January 31, 2026** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Principal<br> Amount ($)** |  | **Spread** | **Coupon Rate<br> (%)** | **Maturity** | **Fair Value** |
|  | **CORPORATE BONDS — 80.9% (Continued)** |  |  |  |  |
|  | **SEMICONDUCTORS — 2.7% (Continued)** |  |  |  |  |
| 1100000 | Intel Corporation |  | 5.2000 | &nbsp;&nbsp;02/10/33 | $1123315 |
| 900000 | Intel Corporation |  | 4.1000 | &nbsp;&nbsp;05/19/46 | 698644 |
| 1100000 | Intel Corporation |  | 3.7340 | &nbsp;&nbsp;12/08/47 | 795247 |
| 1100000 | Intel Corporation |  | 3.2500 | &nbsp;&nbsp;11/15/49 | 719281 |
| 900000 | Intel Corporation |  | 4.7500 | &nbsp;&nbsp;03/25/50 | 747933 |
| 800000 | Intel Corporation |  | 5.7000 | &nbsp;&nbsp;02/10/53 | 757650 |
| 600000 | Intel Corporation |  | 5.9000 | &nbsp;&nbsp;02/10/63 | 574783 |
| 700000 | KLA Corporation |  | 4.9500 | &nbsp;&nbsp;07/15/52 | 640206 |
| 500000 | KLA Corporation |  | 5.2500 | &nbsp;&nbsp;07/15/62 | 467334 |
| 1300000 | Lam Research Corporation |  | 1.9000 | &nbsp;&nbsp;06/15/30 | 1184229 |
| 800000 | Microchip Technology, Inc. |  | 5.0500 | &nbsp;&nbsp;03/15/29 | 818956 |
| 1500000 | Micron Technology, Inc. |  | 5.8750 | &nbsp;&nbsp;09/15/33 | 1596396 |
| 1000000 | NVIDIA Corporation |  | 2.8500 | &nbsp;&nbsp;04/01/30 | 956234 |
| 1000000 | NVIDIA Corporation |  | 3.5000 | &nbsp;&nbsp;04/01/50 | 743812 |
| 800000 | NXP BV / NXP Funding, LLC / NXP USA, Inc. |  | 3.4000 | &nbsp;&nbsp;05/01/30 | 772168 |
| 700000 | NXP BV / NXP Funding, LLC / NXP USA, Inc. |  | 2.5000 | &nbsp;&nbsp;05/11/31 | 633690 |
| 1100000 | QUALCOMM, Inc. |  | 4.8000 | &nbsp;&nbsp;05/20/45 | 1005330 |
| 1000000 | QUALCOMM, Inc. |  | 4.5000 | &nbsp;&nbsp;05/20/52 | 849384 |
| 1100000 | Texas Instruments, Inc. |  | 4.1500 | &nbsp;&nbsp;05/15/48 | 913467 |
| 800000 | Texas Instruments, Inc. |  | 5.0500 | &nbsp;&nbsp;05/18/63 | 723670 |
|  |  |  |  |  | 29702476 |
|  | **SOFTWARE — 2.6%** |  |  |  |  |
| 900000 | Adobe, Inc. |  | 2.3000 | &nbsp;&nbsp;02/01/30 | 842629 |
| 500000 | Autodesk, Inc. |  | 2.4000 | &nbsp;&nbsp;12/15/31 | 445947 |
| 3000000 | Microsoft Corporation |  | 2.5250 | &nbsp;&nbsp;06/01/50 | 1825101 |
| 1000000 | Microsoft Corporation |  | 2.5000 | &nbsp;&nbsp;09/15/50 | 604919 |
| 2300000 | Microsoft Corporation |  | 2.9210 | &nbsp;&nbsp;03/17/52 | 1503097 |
| 2000000 | Microsoft Corporation |  | 3.0410 | &nbsp;&nbsp;03/17/62 | 1238209 |
| 700000 | Oracle Corporation |  | 6.1500 | &nbsp;&nbsp;11/09/29 | 730136 |
| 1100000 | Oracle Corporation |  | 2.9500 | &nbsp;&nbsp;04/01/30 | 1016881 |
| 900000 | Oracle Corporation |  | 2.8750 | &nbsp;&nbsp;03/25/31 | 809071 |
| 400000 | Oracle Corporation |  | 5.2500 | &nbsp;&nbsp;02/03/32 | 399574 |
| 900000 | Oracle Corporation |  | 6.2500 | &nbsp;&nbsp;11/09/32 | 939209 |
| 700000 | Oracle Corporation |  | 4.3000 | &nbsp;&nbsp;07/08/34 | 633621 |

---

---

| |
|:---|
| **NAVIGATOR TACTICAL INVESTMENT GRADE BOND FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **January 31, 2026** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Principal<br> Amount ($)** |  | **Spread** | **Coupon Rate<br> (%)** | **Maturity** | **Fair Value** |
|  | **CORPORATE BONDS — 80.9% (Continued)** |  |  |  |  |
|  | **SOFTWARE — 2.6% (Continued)** |  |  |  |  |
| 600000 | Oracle Corporation |  | 4.7000 | &nbsp;&nbsp;09/27/34 | $557633 |
| 600000 | Oracle Corporation |  | 3.9000 | &nbsp;&nbsp;05/15/35 | 517731 |
| 500000 | Oracle Corporation |  | 5.5000 | &nbsp;&nbsp;08/03/35 | 487782 |
| 900000 | Oracle Corporation |  | 3.8000 | &nbsp;&nbsp;11/15/37 | 727036 |
| 600000 | Oracle Corporation |  | 6.5000 | &nbsp;&nbsp;04/15/38 | 614576 |
| 1100000 | Oracle Corporation |  | 3.6000 | &nbsp;&nbsp;04/01/40 | 816568 |
| 800000 | Oracle Corporation |  | 5.3750 | &nbsp;&nbsp;07/15/40 | 721865 |
| 700000 | Oracle Corporation |  | 3.6500 | &nbsp;&nbsp;03/25/41 | 511988 |
| 900000 | Oracle Corporation |  | 4.1250 | &nbsp;&nbsp;05/15/45 | 647485 |
| 1100000 | Oracle Corporation |  | 4.0000 | &nbsp;&nbsp;07/15/46 | 762471 |
| 900000 | Oracle Corporation |  | 4.0000 | &nbsp;&nbsp;11/15/47 | 618201 |
| 1900000 | Oracle Corporation |  | 3.6000 | &nbsp;&nbsp;04/01/50 | 1187414 |
| 1300000 | Oracle Corporation |  | 3.9500 | &nbsp;&nbsp;03/25/51 | 856037 |
| 700000 | Oracle Corporation |  | 5.5500 | &nbsp;&nbsp;02/06/53 | 581746 |
| 700000 | Oracle Corporation |  | 4.3750 | &nbsp;&nbsp;05/15/55 | 482360 |
| 500000 | Oracle Corporation |  | 6.0000 | &nbsp;&nbsp;08/03/55 | 439116 |
| 1600000 | Oracle Corporation |  | 3.8500 | &nbsp;&nbsp;04/01/60 | 974282 |
| 700000 | Salesforce, Inc. |  | 1.9500 | &nbsp;&nbsp;07/15/31 | 622751 |
| 800000 | Salesforce, Inc. |  | 2.7000 | &nbsp;&nbsp;07/15/41 | 574940 |
| 1000000 | Salesforce, Inc. |  | 2.9000 | &nbsp;&nbsp;07/15/51 | 627669 |
| 700000 | Synopsys, Inc. |  | 4.8500 | &nbsp;&nbsp;04/01/30 | 714642 |
| 600000 | Synopsys, Inc. |  | 5.0000 | &nbsp;&nbsp;04/01/32 | 614024 |
| 800000 | Synopsys, Inc. |  | 5.1500 | &nbsp;&nbsp;04/01/35 | 811858 |
| 600000 | Synopsys, Inc. |  | 5.7000 | &nbsp;&nbsp;04/01/55 | 593517 |
| 500000 | VMware, LLC |  | 4.7000 | &nbsp;&nbsp;05/15/30 | 508814 |
| 600000 | VMware, LLC |  | 2.2000 | &nbsp;&nbsp;08/15/31 | 534480 |
| 600000 | Workday, Inc. |  | 3.8000 | &nbsp;&nbsp;04/01/32 | 573494 |
|  |  |  |  |  | 28668874 |
|  | **SPECIALTY FINANCE — 0.4%** |  |  |  |  |
| 900000 | AerCap Ireland Capital DAC / AerCap Global |  | 3.0000 | &nbsp;&nbsp;10/29/28 | 873546 |
| 600000 | AerCap Ireland Capital DAC / AerCap Global |  | 6.1500 | &nbsp;&nbsp;09/30/30 | 639859 |
| 1400000 | AerCap Ireland Capital DAC / AerCap Global |  | 3.3000 | &nbsp;&nbsp;01/30/32 | 1295959 |
| 900000 | AerCap Ireland Capital DAC / AerCap Global |  | 4.9500 | &nbsp;&nbsp;09/10/34 | 894918 |
| 900000 | Air Lease Corporation |  | 2.8750 | &nbsp;&nbsp;01/15/32 | 810349 |
|  |  |  |  |  | 4 ,514631 |

---

---

| |
|:---|
| **NAVIGATOR TACTICAL INVESTMENT GRADE BOND FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **January 31, 2026** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Principal<br> Amount ($)** |  | **Spread** | **Coupon Rate<br> (%)** | **Maturity** | **Fair Value** |
|  | **CORPORATE BONDS — 80.9% (Continued)** |  |  |  |  |
|  | **TECHNOLOGY HARDWARE — 2.1%** |  |  |  |  |
| 400000 | Apple, Inc. |  | 3.2500 | &nbsp;&nbsp;08/08/29 | $393376 |
| 1100000 | Apple, Inc. |  | 1.6500 | &nbsp;&nbsp;05/11/30 | 1000957 |
| 700000 | Apple, Inc. |  | 1.2500 | &nbsp;&nbsp;08/20/30 | 621400 |
| 1100000 | Apple, Inc. |  | 1.6500 | &nbsp;&nbsp;02/08/31 | 982704 |
| 700000 | Apple, Inc. |  | 3.3500 | &nbsp;&nbsp;08/08/32 | 671273 |
| 1100000 | Apple, Inc. |  | 3.8500 | &nbsp;&nbsp;05/04/43 | 928442 |
| 600000 | Apple, Inc. |  | 4.4500 | &nbsp;&nbsp;05/06/44 | 549904 |
| 800000 | Apple, Inc. |  | 4.3750 | &nbsp;&nbsp;05/13/45 | 711901 |
| 1300000 | Apple, Inc. |  | 4.6500 | &nbsp;&nbsp;02/23/46 | 1188503 |
| 900000 | Apple, Inc. |  | 3.8500 | &nbsp;&nbsp;08/04/46 | 731008 |
| 1000000 | Apple, Inc. |  | 2.6500 | &nbsp;&nbsp;05/11/50 | 624704 |
| 1100000 | Apple, Inc. |  | 2.6500 | &nbsp;&nbsp;02/08/51 | 681511 |
| 1000000 | Apple, Inc. |  | 2.7000 | &nbsp;&nbsp;08/05/51 | 621897 |
| 700000 | Apple, Inc. |  | 3.9500 | &nbsp;&nbsp;08/08/52 | 555659 |
| 800000 | Apple, Inc. |  | 4.1000 | &nbsp;&nbsp;08/08/62 | 626235 |
| 500000 | CDW, LLC / CDW Finance Corporation |  | 3.5690 | &nbsp;&nbsp;12/01/31 | 467439 |
| 800000 | Cisco Systems, Inc. |  | 4.9500 | &nbsp;&nbsp;02/26/31 | 828224 |
| 900000 | Cisco Systems, Inc. |  | 5.0500 | &nbsp;&nbsp;02/26/34 | 923744 |
| 700000 | Cisco Systems, Inc. |  | 5.9000 | &nbsp;&nbsp;02/15/39 | 753960 |
| 800000 | Cisco Systems, Inc. |  | 5.5000 | &nbsp;&nbsp;01/15/40 | 829565 |
| 1100000 | Cisco Systems, Inc. |  | 5.3000 | &nbsp;&nbsp;02/26/54 | 1056014 |
| 700000 | Corning, Inc. |  | 4.3750 | &nbsp;&nbsp;11/15/57 | 575803 |
| 500000 | Dell International, LLC / EMC Corporation |  | 5.3000 | &nbsp;&nbsp;10/01/29 | 516070 |
| 500000 | Dell International, LLC / EMC Corporation |  | 5.0000 | &nbsp;&nbsp;04/01/30 | 511732 |
| 500000 | Dell International, LLC / EMC Corporation |  | 5.7500 | &nbsp;&nbsp;02/01/33 | 525239 |
| 500000 | Dell International, LLC / EMC Corporation |  | 5.4000 | &nbsp;&nbsp;04/15/34 | 511079 |
| 500000 | Dell International, LLC / EMC Corporation |  | 5.5000 | &nbsp;&nbsp;04/01/35 | 513948 |
| 700000 | Hewlett Packard Enterprise Company |  | 4.5500 | &nbsp;&nbsp;10/15/29 | 705243 |
| 1000000 | Hewlett Packard Enterprise Company |  | 5.0000 | &nbsp;&nbsp;10/15/34 | 985497 |
| 600000 | Hewlett Packard Enterprise Company |  | 5.6000 | &nbsp;&nbsp;10/15/54 | 552118 |
| 800000 | HP, Inc. |  | 2.6500 | &nbsp;&nbsp;06/17/31 | 721440 |
| 500000 | Motorola Solutions, Inc. |  | 4.6000 | &nbsp;&nbsp;05/23/29 | 506201 |

---

---

| |
|:---|
| **NAVIGATOR TACTICAL INVESTMENT GRADE BOND FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **January 31, 2026** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Principal<br> Amount ($)** |  | **Spread** | **Coupon Rate<br> (%)** | **Maturity** | **Fair Value** |
|  | **CORPORATE BONDS — 80.9% (Continued)** |  |  |  |  |
|  | **TECHNOLOGY HARDWARE — 2.1% (Continued)** |  |  |  |  |
| 800000 | Motorola Solutions, Inc. |  | 2.3000 | &nbsp;&nbsp;11/15/30 | $727860 |
|  |  |  |  |  | 23100650 |
|  | **TECHNOLOGY SERVICES — 1.9%** |  |  |  |  |
| 700000 | Accenture Capital, Inc. |  | 4.5000 | &nbsp;&nbsp;10/04/34 | 689386 |
| 700000 | Automatic Data Processing, Inc. |  | 4.4500 | &nbsp;&nbsp;09/09/34 | 695871 |
| 1100000 | Fiserv, Inc. |  | 3.5000 | &nbsp;&nbsp;07/01/29 | 1069350 |
| 600000 | Fiserv, Inc. |  | 5.6000 | &nbsp;&nbsp;03/02/33 | 617768 |
| 600000 | Fiserv, Inc. |  | 5.1500 | &nbsp;&nbsp;08/12/34 | 594104 |
| 800000 | Fiserv, Inc. |  | 4.4000 | &nbsp;&nbsp;07/01/49 | 631360 |
| 1100000 | Global Payments, Inc. |  | 2.9000 | &nbsp;&nbsp;05/15/30 | 1023465 |
| 600000 | IBM International Capital Pte Ltd. |  | 5.2500 | &nbsp;&nbsp;02/05/44 | 578821 |
| 500000 | IBM International Capital Pte Ltd. |  | 5.3000 | &nbsp;&nbsp;02/05/54 | 465333 |
| 600000 | International Business Machines Corporation |  | 3.5000 | &nbsp;&nbsp;05/15/29 | 590380 |
| 500000 | International Business Machines Corporation |  | 4.8000 | &nbsp;&nbsp;02/10/30 | 511599 |
| 800000 | International Business Machines Corporation |  | 1.9500 | &nbsp;&nbsp;05/15/30 | 730086 |
| 600000 | International Business Machines Corporation |  | 4.4000 | &nbsp;&nbsp;07/27/32 | 598461 |
| 800000 | International Business Machines Corporation |  | 4.1500 | &nbsp;&nbsp;05/15/39 | 714657 |
| 700000 | International Business Machines Corporation |  | 4.0000 | &nbsp;&nbsp;06/20/42 | 588661 |
| 1200000 | International Business Machines Corporation |  | 4.2500 | &nbsp;&nbsp;05/15/49 | 972086 |
| 600000 | Leidos, Inc. |  | 4.3750 | &nbsp;&nbsp;05/15/30 | 599700 |
| 700000 | Mastercard, Inc. |  | 3.3500 | &nbsp;&nbsp;03/26/30 | 683829 |
| 500000 | Mastercard, Inc. |  | 4.8750 | &nbsp;&nbsp;05/09/34 | 510234 |
| 600000 | Mastercard, Inc. |  | 4.5500 | &nbsp;&nbsp;01/15/35 | 596827 |
| 900000 | Mastercard, Inc. |  | 3.8500 | &nbsp;&nbsp;03/26/50 | 703011 |
| 600000 | Paychex, Inc. |  | 5.1000 | &nbsp;&nbsp;04/15/30 | 617437 |
| 800000 | PayPal Holdings, Inc. |  | 5.1500 | &nbsp;&nbsp;06/01/34 | 817534 |
| 600000 | RELX Capital, Inc. |  | 4.0000 | &nbsp;&nbsp;03/18/29 | 598809 |
| 800000 | RELX Capital, Inc. |  | 3.0000 | &nbsp;&nbsp;05/22/30 | 761742 |
| 900000 | S&P Global, Inc. |  | 4.2500 | &nbsp;&nbsp;05/01/29 | 905095 |
| 1100000 | Visa, Inc. |  | 2.0500 | &nbsp;&nbsp;04/15/30 | 1021127 |
| 800000 | Visa, Inc. |  | 4.1500 | &nbsp;&nbsp;12/14/35 | 773366 |
| 1600000 | Visa, Inc. |  | 4.3000 | &nbsp;&nbsp;12/14/45 | 1393052 |
|  |  |  |  |  | 21053151 |

---

---

| |
|:---|
| **NAVIGATOR TACTICAL INVESTMENT GRADE BOND FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **January 31, 2026** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Principal<br> Amount ($)** |  | **Spread** | **Coupon Rate<br> (%)** | **Maturity** | **Fair Value** |
|  | **CORPORATE BONDS — 80.9% (Continued)** |  |  |  |  |
|  | **TELECOMMUNICATIONS — 4.4%** |  |  |  |  |
| 2900000 | AT&T, Inc. |  | 2.7500 | &nbsp;&nbsp;06/01/31 | $2668276 |
| 2800000 | AT&T, Inc. |  | 2.5500 | &nbsp;&nbsp;12/01/33 | 2384430 |
| 1900000 | AT&T, Inc. |  | 5.4000 | &nbsp;&nbsp;02/15/34 | 1961796 |
| 3000000 | AT&T, Inc. |  | 3.5000 | &nbsp;&nbsp;09/15/53 | 2011156 |
| 3000000 | AT&T, Inc. |  | 3.5500 | &nbsp;&nbsp;09/15/55 | 1996811 |
| 2600000 | AT&T, Inc. |  | 3.8000 | &nbsp;&nbsp;12/01/57 | 1795332 |
| 3000000 | AT&T, Inc. |  | 3.6500 | &nbsp;&nbsp;09/15/59 | 1986748 |
| 900000 | Bell Telephone Company of Canada or Bell Canada |  | 4.4640 | &nbsp;&nbsp;04/01/48 | 748358 |
| 800000 | British Telecommunications plc |  | 9.6250 | &nbsp;&nbsp;12/15/30 | 973613 |
| 1200000 | Deutsche Telekom International Finance BV |  | 8.7500 | &nbsp;&nbsp;06/15/30 | 1400094 |
| 1100000 | Orange S.A. |  | 9.0000 | &nbsp;&nbsp;03/01/31 | 1320236 |
| 700000 | Rogers Communications, Inc. |  | 5.3000 | &nbsp;&nbsp;02/15/34 | 709273 |
| 1200000 | Rogers Communications, Inc. |  | 4.5500 | &nbsp;&nbsp;03/15/52 | 970817 |
| 500000 | Sprint Capital Corporation |  | 6.8750 | &nbsp;&nbsp;11/15/28 | 536475 |
| 900000 | Telefonica Emisiones S.A. |  | 7.0450 | &nbsp;&nbsp;06/20/36 | 1006792 |
| 500000 | T-Mobile USA, Inc. |  | 2.6250 | &nbsp;&nbsp;02/15/29 | 478807 |
| 700000 | T-Mobile USA, Inc. |  | 3.3750 | &nbsp;&nbsp;04/15/29 | 683457 |
| 2200000 | T-Mobile USA, Inc. |  | 3.8750 | &nbsp;&nbsp;04/15/30 | 2162675 |
| 1100000 | T-Mobile USA, Inc. |  | 2.5500 | &nbsp;&nbsp;02/15/31 | 1006865 |
| 500000 | T-Mobile USA, Inc. |  | 2.8750 | &nbsp;&nbsp;02/15/31 | 464885 |
| 800000 | T-Mobile USA, Inc. |  | 3.5000 | &nbsp;&nbsp;04/15/31 | 764396 |
| 1000000 | T-Mobile USA, Inc. |  | 5.0500 | &nbsp;&nbsp;07/15/33 | 1017428 |
| 1000000 | T-Mobile USA, Inc. |  | 5.3000 | &nbsp;&nbsp;05/15/35 | 1021258 |
| 700000 | T-Mobile USA, Inc. |  | 4.3750 | &nbsp;&nbsp;04/15/40 | 626228 |
| 1300000 | T-Mobile USA, Inc. |  | 4.5000 | &nbsp;&nbsp;04/15/50 | 1071774 |
| 1300000 | T-Mobile USA, Inc. |  | 3.3000 | &nbsp;&nbsp;02/15/51 | 868578 |
| 1300000 | T-Mobile USA, Inc. |  | 3.4000 | &nbsp;&nbsp;10/15/52 | 873641 |
| 800000 | T-Mobile USA, Inc. |  | 5.6500 | &nbsp;&nbsp;01/15/53 | 772086 |
| 500000 | T-Mobile USA, Inc. |  | 5.7500 | &nbsp;&nbsp;01/15/54 | 488998 |
| 400000 | Verizon Communications, Inc. |  | 3.8750 | &nbsp;&nbsp;02/08/29 | 398817 |
| 1600000 | Verizon Communications, Inc. |  | 1.7500 | &nbsp;&nbsp;01/20/31 | 1412081 |
| 1900000 | Verizon Communications, Inc. |  | 2.3550 | &nbsp;&nbsp;03/15/32 | 1675841 |
| 800000 | Verizon Communications, Inc. |  | 5.0500 | &nbsp;&nbsp;05/09/33 | 818470 |
| 600000 | Verizon Communications, Inc. |  | 4.7800 | &nbsp;&nbsp;02/15/35 | 589458 |

---

---

| |
|:---|
| **NAVIGATOR TACTICAL INVESTMENT GRADE BOND FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **January 31, 2026** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Principal<br> Amount ($)** |  | **Spread** | **Coupon Rate<br> (%)** | **Maturity** | **Fair Value** |
|  | **CORPORATE BONDS — 80.9% (Continued)** |  |  |  |  |
|  | **TELECOMMUNICATIONS — 4.4% (Continued)** |  |  |  |  |
| 1200000 | Verizon Communications, Inc. |  | 5.2500 | &nbsp;&nbsp;04/02/35 | $1217411 |
| 1500000 | Verizon Communications, Inc. |  | 2.6500 | &nbsp;&nbsp;11/20/40 | 1070291 |
| 1700000 | Verizon Communications, Inc. |  | 3.4000 | &nbsp;&nbsp;03/22/41 | 1326253 |
| 1500000 | Verizon Communications, Inc. |  | 2.8750 | &nbsp;&nbsp;11/20/50 | 929256 |
| 1600000 | Verizon Communications, Inc. |  | 3.5500 | &nbsp;&nbsp;03/22/51 | 1137135 |
| 600000 | Verizon Communications, Inc. |  | 3.8750 | &nbsp;&nbsp;03/01/52 | 445193 |
| 600000 | Verizon Communications, Inc. |  | 5.5000 | &nbsp;&nbsp;02/23/54 | 575912 |
| 2100000 | Verizon Communications, Inc. |  | 3.7000 | &nbsp;&nbsp;03/22/61 | 1419154 |
| 800000 | Vodafone Group plc |  | 5.7500 | &nbsp;&nbsp;06/28/54 | 779680 |
|  |  |  |  |  | 48566235 |
|  | **TOBACCO & CANNABIS — 1.6%** |  |  |  |  |
| 1000000 | Altria Group, Inc. |  | 3.4000 | &nbsp;&nbsp;05/06/30 | 964875 |
| 800000 | Altria Group, Inc. |  | 2.4500 | &nbsp;&nbsp;02/04/32 | 708259 |
| 1300000 | Altria Group, Inc. |  | 3.4000 | &nbsp;&nbsp;02/04/41 | 1007374 |
| 1000000 | Altria Group, Inc. |  | 4.2500 | &nbsp;&nbsp;08/09/42 | 839486 |
| 1200000 | Altria Group, Inc. |  | 3.8750 | &nbsp;&nbsp;09/16/46 | 904731 |
| 900000 | Altria Group, Inc. |  | 3.7000 | &nbsp;&nbsp;02/04/51 | 637090 |
| 500000 | BAT Capital Corporation |  | 6.3430 | &nbsp;&nbsp;08/02/30 | 540518 |
| 500000 | BAT Capital Corporation |  | 5.8340 | &nbsp;&nbsp;02/20/31 | 531159 |
| 500000 | BAT Capital Corporation |  | 2.7260 | &nbsp;&nbsp;03/25/31 | 461572 |
| 500000 | BAT Capital Corporation |  | 6.4210 | &nbsp;&nbsp;08/02/33 | 549961 |
| 400000 | BAT Capital Corporation |  | 6.0000 | &nbsp;&nbsp;02/20/34 | 428636 |
| 1000000 | BAT Capital Corporation |  | 4.3900 | &nbsp;&nbsp;08/15/37 | 919001 |
| 900000 | BAT Capital Corporation |  | 7.0810 | &nbsp;&nbsp;08/02/53 | 1020346 |
| 600000 | BAT International Finance plc |  | 5.9310 | &nbsp;&nbsp;02/02/29 | 629994 |
| 500000 | Philip Morris International, Inc. |  | 4.6250 | &nbsp;&nbsp;11/01/29 | 509003 |
| 600000 | Philip Morris International, Inc. |  | 5.6250 | &nbsp;&nbsp;11/17/29 | 631161 |
| 800000 | Philip Morris International, Inc. |  | 5.1250 | &nbsp;&nbsp;02/15/30 | 826276 |
| 800000 | Philip Morris International, Inc. |  | 2.1000 | &nbsp;&nbsp;05/01/30 | 733873 |
| 600000 | Philip Morris International, Inc. |  | 4.7500 | &nbsp;&nbsp;11/01/31 | 611555 |
| 600000 | Philip Morris International, Inc. |  | 5.7500 | &nbsp;&nbsp;11/17/32 | 641188 |
| 800000 | Philip Morris International, Inc. |  | 5.3750 | &nbsp;&nbsp;02/15/33 | 833576 |
| 900000 | Philip Morris International, Inc. |  | 5.2500 | &nbsp;&nbsp;02/13/34 | 929917 |
| 1200000 | Philip Morris International, Inc. |  | 3.8750 | &nbsp;&nbsp;08/21/42 | 990955 |

---

---

| |
|:---|
| **NAVIGATOR TACTICAL INVESTMENT GRADE BOND FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **January 31, 2026** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Principal<br> Amount ($)** |  | **Spread** | **Coupon Rate<br> (%)** | **Maturity** | **Fair Value** |
|  | **CORPORATE BONDS — 80.9% (Continued)** |  |  |  |  |
|  | **TOBACCO & CANNABIS — 1.6% (Continued)** |  |  |  |  |
| 1000000 | Reynolds American, Inc. |  | 5.8500 | &nbsp;&nbsp;08/15/45 | $987340 |
|  |  |  |  |  | 17837846 |
|  | **TRANSPORTATION & LOGISTICS — 1.3%** |  |  |  |  |
| 1200000 | Burlington Northern Santa Fe, LLC |  | 4.4500 | &nbsp;&nbsp;03/15/43 | 1069360 |
| 1300000 | Burlington Northern Santa Fe, LLC |  | 3.9000 | &nbsp;&nbsp;08/01/46 | 1049566 |
| 900000 | Burlington Northern Santa Fe, LLC |  | 5.2000 | &nbsp;&nbsp;04/15/54 | 850454 |
| 700000 | Burlington Northern Santa Fe, LLC |  | 5.5000 | &nbsp;&nbsp;03/15/55 | 691922 |
| 600000 | Canadian National Railway Company |  | 3.8500 | &nbsp;&nbsp;08/05/32 | 582098 |
| 800000 | Canadian Pacific Railway Company |  | 3.0000 | &nbsp;&nbsp;12/02/41 | 602526 |
| 1000000 | Canadian Pacific Railway Company |  | 3.1000 | &nbsp;&nbsp;12/02/51 | 667740 |
| 700000 | CSX Corporation |  | 4.2500 | &nbsp;&nbsp;03/15/29 | 706873 |
| 1100000 | CSX Corporation |  | 3.8000 | &nbsp;&nbsp;11/01/46 | 868596 |
| 900000 | Norfolk Southern Corporation |  | 3.0500 | &nbsp;&nbsp;05/15/50 | 596257 |
| 400000 | Norfolk Southern Corporation |  | 5.3500 | &nbsp;&nbsp;08/01/54 | 384400 |
| 700000 | Union Pacific Corporation |  | 2.4000 | &nbsp;&nbsp;02/05/30 | 657046 |
| 600000 | Union Pacific Corporation |  | 2.8000 | &nbsp;&nbsp;02/14/32 | 552535 |
| 600000 | Union Pacific Corporation |  | 5.1000 | &nbsp;&nbsp;02/20/35 | 618160 |
| 900000 | Union Pacific Corporation |  | 3.2000 | &nbsp;&nbsp;05/20/41 | 706566 |
| 1200000 | Union Pacific Corporation |  | 3.7990 | &nbsp;&nbsp;10/01/51 | 906787 |
| 600000 | Union Pacific Corporation |  | 2.9500 | &nbsp;&nbsp;03/10/52 | 384027 |
| 1100000 | Union Pacific Corporation |  | 3.8390 | &nbsp;&nbsp;03/20/60 | 799896 |
| 500000 | United Parcel Service, Inc. |  | 5.1500 | &nbsp;&nbsp;05/22/34 | 519165 |
| 700000 | United Parcel Service, Inc. |  | 5.3000 | &nbsp;&nbsp;04/01/50 | 673557 |
| 600000 | United Parcel Service, Inc. |  | 5.0500 | &nbsp;&nbsp;03/03/53 | 549709 |
| 500000 | United Parcel Service, Inc. |  | 5.5000 | &nbsp;&nbsp;05/22/54 | 488353 |
|  |  |  |  |  | 14925593 |
|  | **TRANSPORTATION EQUIPMENT** — **0.0%<sup>(c)</sup>** |  |  |  |  |
| 500000 | Cummins, Inc. |  | 5.4500 | &nbsp;&nbsp;02/20/54 | 493663 |
|  | **WHOLESALE - CONSUMER STAPLES — 0.2%** |  |  |  |  |
| 1100000 | Archer-Daniels-Midland Company |  | 3.2500 | &nbsp;&nbsp;03/27/30 | 1063191 |
| 1000000 | Bunge Ltd. Finance Corporation |  | 2.7500 | &nbsp;&nbsp;05/14/31 | 921228 |
| 1000000 | Sysco Corporation |  | 3.1500 | &nbsp;&nbsp;12/14/51 | 669768 |

---

---

| |
|:---|
| **NAVIGATOR TACTICAL INVESTMENT GRADE BOND FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **January 31, 2026** |

---

---

| | | |
|:---|:---|:---|
| |  | **Fair Value** |
|  | **CORPORATE BONDS — 80.9% (Continued)** |  |
|  | **WHOLESALE - CONSUMER STAPLES — 0.2% (Continued)** | |
|  |  | $2654187 |
|  | **TOTAL CORPORATE BONDS (Cost $886,970,361)** | 902318464 |
| **Shares** |  |  |
|  | **SHORT-TERM INVESTMENTS — 17.2%** |  |
|  | **MONEY MARKET FUND - 17.2%** |  |
| 191798790 | Dreyfus Treasury Obligations Cash Management Fund, Institutional Class, 3.58% (Cost $191,798,790)<sup>(d)</sup> | 191798790 |
|  | **TOTAL INVESTMENTS - 98.1% (Cost $1,078,769,151)** | $1094117254 |
|  | **OTHER ASSETS IN EXCESS OF LIABILITIES- 1.9%** | 21367048 |
|  | **NET ASSETS - 100.0%** | $1115484302 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **OPEN FUTURES CONTRACTS** | **OPEN FUTURES CONTRACTS** | **OPEN FUTURES CONTRACTS** | **OPEN FUTURES CONTRACTS** | **OPEN FUTURES CONTRACTS** |
| **Number of Contracts** | **Open Long Futures Contracts** | **Expiration** | **Notional Amount** | **Unrealized (Depreciation)** |
| 235 | CBOT 10 Year US Treasury Note | 03/23/2026 | $26279609 | $(233161) |
|  | **TOTAL FUTURES CONTRACTS** |  |  |  |

---

---

| | |
|:---|:---|
| ETF | - Exchange-Traded Fund |
| LLC | - Limited Liability Company |
| LP | - Limited Partnership |
| LTD | - Limited Company |
| NV | - Naamioze Vennootschap |
| PLC | - Public Limited Company |
| S/A | - Société Anonyme |
| H15T1Y | US Treasury Yield Curve Rate T Note Constant Maturity 1 Year |
| SOFRINDX | Secured Overnight Financing Rate Index |
| SOFRRATE | United States SOFR Secured Overnight Financing Rate |
| TSFR3M | TSFR3M |
| US0003M | ICE LIBOR USD 3 Month |

---

---

| |
|:---|
| **NAVIGATOR TACTICAL INVESTMENT GRADE BOND FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **January 31, 2026** |

---

<sup>(a)</sup> Variable rate security; the rate shown represents the rate on January 31, 2026.

<sup>(b)</sup> Security exempt from registration under Rule 144A or Section 4(2) of the Securities Act of 1933. The security may be resold in transactions exempt from registration, normally to qualified institutional buyers. As of January 31, 2026 the total market value of 144A securities is $7,647,635 or 0.7% of net assets.

<sup>(c)</sup> Percentage rounds to less than 0.1%.

<sup>(d)</sup> Rate disclosed is the seven-day effective yield as of January 31, 2026.

---

| |
|:---|
| **OPEN CREDIT DEFAULT SWAP AGREEMENTS <sup>(1)</sup>** |
| **OPEN CREDIT DEFAULT SWAP AGREEMENTS - SELL PROTECTION <sup>(2)</sup>** |

---

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Reference Entity | Counterparty | Termination<br> Date | Interest Rate<br> Payable | Payment<br> Frequency | Notional Value at<br> January 31, 2026 | Value | Upfront<br> Premiums Paid | Unrealized<br> Appreciation |
| CDX North American High Yield Series 44 | GS | 6/20/2030 | 5.00% | Quarterly | $14850000 | $1360905 | $503808 | $857097 |
| CDX North American Investment Grade Series 45 | GS | 12/20/2030 | 1.00% | Quarterly | 50000000 | 1182994 | 1060539 | 122455 |
| **TOTAL OPEN CREDIT DEFAULT SWAP** |  |  |  |  |  | $2543899 | $1564347 | $979552 |

---

GS - Goldman Sachs

<sup>(1)</sup> For centrally cleared swaps, the notional amounts represent the maximum potential the Fund may pay/receive as a seller/buyer of credit protection if a credit event occurs, as defined under the terms of the swap contract, for each security included in the reference entity.

<sup>(2)</sup> For centrally cleared swaps, when a credit event occurs as defined under the terms of the swap contract, the Fund as a seller of credit protection will either (i) pay a net amount equal to the par value of the defaulted reference entity and deliver the reference entity or (ii) pay a net amount equal to the par value of the defaulted reference entity less its recovery value.

---

| |
|:---|
| **NAVIGATOR TACTICAL U.S. ALLOCATION FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited)** |
| **January 31, 2026** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Shares** |  |  |  |  | **Fair Value** |
|  | **EXCHANGE-TRADED FUNDS — 5.6%** | **EXCHANGE-TRADED FUNDS — 5.6%** | **EXCHANGE-TRADED FUNDS — 5.6%** | **EXCHANGE-TRADED FUNDS — 5.6%** |  |
|  | **EQUITY - 5.6%** |  |  |  |  |
| 6300 | Vanguard S&P 500 ETF | Vanguard S&P 500 ETF | Vanguard S&P 500 ETF | Vanguard S&P 500 ETF | $4008186 |
|  | **TOTAL EXCHANGE-TRADED FUNDS (Cost $3,268,201)** | **TOTAL EXCHANGE-TRADED FUNDS (Cost $3,268,201)** | **TOTAL EXCHANGE-TRADED FUNDS (Cost $3,268,201)** | **TOTAL EXCHANGE-TRADED FUNDS (Cost $3,268,201)** | 4008186 |
| **Principal <br> Amount ($)** |  | **Spread** | **Coupon Rate <br> (%)** | **Maturity** |  |
|  | **CORPORATE BONDS — 77.6%** | **CORPORATE BONDS — 77.6%** |  |  |  |
|  | **ADVERTISING & MARKETING — 1.4%** |  |  |  |  |
| 1000000 | Omnicom Group, Inc. / Omnicom Capital, Inc. |  | 3.6000 | &nbsp;&nbsp;04/15/26 | 999029 |
|  | **AEROSPACE & DEFENSE — 4.2%** |  |  |  |  |
| 1000000 | Boeing Company |  | 2.1960 | &nbsp;&nbsp;02/04/26 | 999830 |
| 1000000 | RTX Corporation |  | 5.7500 | &nbsp;&nbsp;11/08/26 | 1012903 |
| 1000000 | Teledyne Technologies, Inc. |  | 1.6000 | &nbsp;&nbsp;04/01/26 | 996032 |
|  |  |  |  |  | 3008765 |
|  | **ASSET MANAGEMENT — 1.4%** |  |  |  |  |
| 1000000 | Charles Schwab Corporation<sup>(a)</sup> | SOFRRATE + 0.520% | 4.3320 | &nbsp;&nbsp;05/13/26 | 1000646 |
|  | **AUTOMOTIVE — 9.8%** |  |  |  |  |
| 1000000 | American Honda Finance Corporation<sup>(a)</sup> | SOFRRATE + 0.870% | 4.5200 | &nbsp;&nbsp;07/09/27 | 1005408 |
| 1000000 | American Honda Finance Corporation<sup>(a)</sup> | SOFRRATE + 0.730% | 4.5420 | &nbsp;&nbsp;08/13/27 | 1004827 |
| 1000000 | BMW US Capital, LLC<sup>(a),(b)</sup> | SOFRINDX + 0.780% | 4.4700 | &nbsp;&nbsp;03/19/27 | 1004383 |
| 1000000 | Ford Motor Credit Company, LLC |  | 2.7000 | &nbsp;&nbsp;08/10/26 | 992147 |
| 1000000 | Hyundai Capital America<sup>(a),(b)</sup> | SOFRRATE + 0.990% | 4.6810 | &nbsp;&nbsp;03/25/27 | 1004776 |
| 1000000 | Mercedes-Benz Finance North America, LLC<sup>(a),(b)</sup> | SOFRRATE + 0.780% | 4.4610 | &nbsp;&nbsp;04/01/27 | 1004116 |
| 1000000 | Volkswagen Group of America Finance, LLC<sup>(a),(b)</sup> | SOFRRATE + 0.830% | 4.5190 | &nbsp;&nbsp;03/20/26 | 1000482 |
|  |  |  |  |  | 7016139 |
|  | **BANKING — 6.9%** |  |  |  |  |
| 1000000 | Bank of America Corporation<sup>(c)</sup> | SOFRRATE + 0.960% | 1.7340 | &nbsp;&nbsp;07/22/27 | 989654 |
| 1000000 | Citibank NA<sup>(a)</sup> | SOFRRATE + 0.781% | 4.5350 | &nbsp;&nbsp;05/29/27 | 1004793 |

---

---

| |
|:---|
| **NAVIGATOR TACTICAL U.S. ALLOCATION FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **January 31, 2026** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Principal <br> Amount ($)** |  | **Spread** | **Coupon Rate <br> (%)** | **Maturity** | **Fair Value** |
| | **CORPORATE BONDS — 77.6% (Continued)** | **CORPORATE BONDS — 77.6% (Continued)** |  |  | |
|  | **BANKING — 6.9% (Continued)** |  |  |  |  |
| 1000000 | Cooperatieve Rabobank UA<sup>(a)</sup> | SOFRRATE + 0.620% | 4.3930 | &nbsp;&nbsp;08/28/26 | $1002197 |
| 1000000 | JPMorgan Chase & Company<sup>(c)</sup> | SOFRRATE + 0.765% | 1.4700 | &nbsp;&nbsp;09/22/27 | 984396 |
| 1000000 | Wells Fargo & Company Series Q<sup>(c)</sup> | US0003M + 1.170% | 3.1960 | &nbsp;&nbsp;06/17/27 | 997068 |
|  |  |  |  |  | 4978108 |
|  | **BEVERAGES — 1.4%** |  |  |  |  |
| 1000000 | Keurig Dr Pepper, Inc.<sup>(a)</sup> | SOFRRATE + 0.580% | 4.3850 | &nbsp;&nbsp;11/15/26 | 1000582 |
|  | **BIOTECH & PHARMA — 2.8%** |  |  |  |  |
| 1000000 | GlaxoSmithKline Capital plc<sup>(a)</sup> | SOFRRATE + 0.500% | 4.1960 | &nbsp;&nbsp;03/12/27 | 1003771 |
| 1000000 | Merck & Company, Inc.<sup>(a)</sup> | SOFRRATE + 0.460% | 4.1510 | &nbsp;&nbsp;09/15/27 | 1005620 |
|  |  |  |  |  | 2009391 |
|  | **CONTAINERS & PACKAGING — 1.4%** |  |  |  |  |
| 1000000 | Sealed Air Corporation<sup>(b)</sup> |  | 1.5730 | &nbsp;&nbsp;10/15/26 | 983394 |
|  | **E-COMMERCE DISCRETIONARY — 1.4%** |  |  |  |  |
| 1000000 | eBay, Inc. |  | 1.4000 | &nbsp;&nbsp;05/10/26 | 993425 |
|  | **ELECTRIC UTILITIES — 2.8%** |  |  |  |  |
| 1000000 | Entergy Corporation |  | 2.9500 | &nbsp;&nbsp;09/01/26 | 994143 |
| 1000000 | Sempra |  | 5.4000 | &nbsp;&nbsp;08/01/26 | 1005875 |
|  |  |  |  |  | 2000018 |
|  | **ELECTRICAL EQUIPMENT — 2.6%** |  |  |  |  |
| 1000000 | Amphenol Corporation<sup>(a)</sup> | SOFRRATE + 0.530% | 4.3490 | &nbsp;&nbsp;11/15/27 | 1002708 |
| 866000 | Fortive Corporation |  | 3.1500 | &nbsp;&nbsp;06/15/26 | 862905 |
|  |  |  |  |  | 1865613 |
|  | **ENTERTAINMENT CONTENT — 1.5%** |  |  |  |  |
| 1121000 | Take-Two Interactive Software, Inc. |  | 5.0000 | &nbsp;&nbsp;03/28/26 | 1122582 |
|  | **FOOD — 2.8%** |  |  |  |  |
| 1000000 | Conagra Brands, Inc. |  | 5.3000 | &nbsp;&nbsp;10/01/26 | 1007478 |
| 1000000 | Kraft Heinz Foods Company |  | 3.0000 | &nbsp;&nbsp;06/01/26 | 996838 |

---

---

| |
|:---|
| **NAVIGATOR TACTICAL U.S. ALLOCATION FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **January 31, 2026** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Principal <br> Amount ($)** |  | **Spread** | **Coupon Rate <br> (%)** | **Maturity** | **Fair Value** |
| | **CORPORATE BONDS — 77.6% (Continued)** | **CORPORATE BONDS — 77.6% (Continued)** |  |  | |
|  | **FOOD — 2.8% (Continued)** |  |  |  | |
|  |  |  |  |  | $2004316 |
|  | **HEALTH CARE FACILITIES & SERVICES — 2.8%** |  |  |  |  |
| 1000000 | CVS Health Corporation |  | 2.8750 | &nbsp;&nbsp;06/01/26 | 996373 |
| 1000000 | Universal Health Services, Inc. |  | 1.6500 | &nbsp;&nbsp;09/01/26 | 985450 |
|  |  |  |  |  | 1981823 |
|  | **INSTITUTIONAL FINANCIAL SERVICES — 1.4%** |  |  |  |  |
| 1000000 | Morgan Stanley<sup>(c)</sup> | SOFRRATE + 0.879% | 1.5930 | &nbsp;&nbsp;05/04/27 | 993794 |
|  | **INSURANCE — 1.4%** |  |  |  |  |
| 1000000 | Brown & Brown, Inc. |  | 4.6000 | &nbsp;&nbsp;12/23/26 | 1006132 |
|  | **LEISURE FACILITIES & SERVICES — 3.0%** |  |  |  |  |
| 1177000 | Marriott International, Inc. |  | 3.1250 | &nbsp;&nbsp;06/15/26 | 1173661 |
| 1000000 | Royal Caribbean Cruises Ltd.<sup>(b)</sup> |  | 4.2500 | &nbsp;&nbsp;07/01/26 | 999699 |
|  |  |  |  |  | 2173360 |
|  | **OIL & GAS PRODUCERS — 4.2%** |  |  |  |  |
| 1000000 | Enbridge, Inc. |  | 1.6000 | &nbsp;&nbsp;10/04/26 | 984433 |
| 1000000 | Energy Transfer, L.P. |  | 6.0500 | &nbsp;&nbsp;12/01/26 | 1015749 |
| 1000000 | MPLX, L.P. B |  | 1.7500 | &nbsp;&nbsp;03/01/26 | 998185 |
|  |  |  |  |  | 2998367 |
|  | **REAL ESTATE INVESTMENT TRUSTS — 4.9%** |  |  |  |  |
| 1000000 | Crown Castle International Corporation |  | 3.7000 | &nbsp;&nbsp;06/15/26 | 998478 |
| 1000000 | Equinix, Inc. |  | 1.4500 | &nbsp;&nbsp;05/15/26 | 992769 |
| 1500000 | Weyerhaeuser Company |  | 4.7500 | &nbsp;&nbsp;05/15/26 | 1503483 |
|  |  |  |  |  | 3494730 |
|  | **RETAIL - DISCRETIONARY — 5.4%** |  |  |  |  |
| 1000000 | AutoZone, Inc. |  | 3.1250 | &nbsp;&nbsp;04/21/26 | 998254 |
| 1000000 | Lowe's Companies, Inc. |  | 4.8000 | &nbsp;&nbsp;04/01/26 | 1000933 |
| 912000 | O'Reilly Automotive, Inc. |  | 3.5500 | &nbsp;&nbsp;03/15/26 | 911625 |
| 1000000 | Ross Stores, Inc. |  | 0.8750 | &nbsp;&nbsp;04/15/26 | 993988 |
|  |  |  |  |  | 3904800 |
|  | **SEMICONDUCTORS — 1.4%** |  |  |  |  |
| 1000000 | Skyworks Solutions, Inc. |  | 1.8000 | &nbsp;&nbsp;06/01/26 | 991998 |

---

---

| |
|:---|
| **NAVIGATOR TACTICAL U.S. ALLOCATION FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **January 31, 2026** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Principal <br> Amount ($)** |  | **Spread** | **Coupon Rate<br> (%)** | **Maturity** | **Fair Value** |
| | **CORPORATE BONDS — 77.6% (Continued)** | **CORPORATE BONDS — 77.6% (Continued)** |  |  | |
| | **SOFTWARE — 4.2%** | **SOFTWARE — 4.2%** |  |  | |
| 1000000 | Fortinet, Inc. |  | 1.0000 | &nbsp;&nbsp;03/15/26 | $996423 |
| 1000000 | Oracle Corporation |  | 1.6500 | &nbsp;&nbsp;03/25/26 | 996499 |
| 1000000 | Oracle Corporation |  | 2.6500 | &nbsp;&nbsp;07/15/26 | 992967 |
|  |  |  |  |  | 2985889 |
|  | **TECHNOLOGY HARDWARE — 4.3%** |  |  |  |  |
| 1000000 | Avnet, Inc. |  | 4.6250 | &nbsp;&nbsp;04/15/26 | 1000176 |
| 200000 | Dell International, LLC / EMC Corporation |  | 6.0200 | &nbsp;&nbsp;06/15/26 | 200586 |
| 881000 | Jabil, Inc. |  | 1.7000 | &nbsp;&nbsp;04/15/26 | 876987 |
| 1000000 | TD SYNNEX Corporation |  | 1.7500 | &nbsp;&nbsp;08/09/26 | 987095 |
|  |  |  |  |  | 3064844 |
|  | **TELECOMMUNICATIONS — 1.4%** |  |  |  |  |
| 1000000 | T-Mobile USA, Inc. |  | 1.5000 | &nbsp;&nbsp;02/15/26 | 998823 |
|  | **TOBACCO & CANNABIS — 1.4%** |  |  |  |  |
| 1000000 | Altria Group, Inc. |  | 2.6250 | &nbsp;&nbsp;09/16/26 | 992631 |
|  | **TRANSPORTATION EQUIPMENT — 1.4%** |  |  |  |  |
| 1000000 | Westinghouse Air Brake Technologies Corporation |  | 3.4500 | &nbsp;&nbsp;11/15/26 | 996220 |
|  | **TOTAL CORPORATE BONDS (Cost $55,454,961)** | **TOTAL CORPORATE BONDS (Cost $55,454,961)** |  |  | 55565419 |
| **Shares** |  |  |  |  |  |
|  | **SHORT-TERM INVESTMENTS — 7.3%** |  |  |  |  |
|  | **MONEY MARKET FUND - 7.3%** |  |  |  |  |
| 5237563 | Dreyfus Treasury Obligations Cash Management Fund, Institutional Class, 3.58% (Cost $5,237,563)<sup>(d)</sup> | Dreyfus Treasury Obligations Cash Management Fund, Institutional Class, 3.58% (Cost $5,237,563)<sup>(d)</sup> | Dreyfus Treasury Obligations Cash Management Fund, Institutional Class, 3.58% (Cost $5,237,563)<sup>(d)</sup> | Dreyfus Treasury Obligations Cash Management Fund, Institutional Class, 3.58% (Cost $5,237,563)<sup>(d)</sup> | 5237563 |
|  | **TOTAL INVESTMENTS - 90.5% (Cost $63,960,725)** | **TOTAL INVESTMENTS - 90.5% (Cost $63,960,725)** | **TOTAL INVESTMENTS - 90.5% (Cost $63,960,725)** | **TOTAL INVESTMENTS - 90.5% (Cost $63,960,725)** | $64811168 |
|  | **OTHER ASSETS IN EXCESS OF LIABILITIES - 9.5%** | **OTHER ASSETS IN EXCESS OF LIABILITIES - 9.5%** | **OTHER ASSETS IN EXCESS OF LIABILITIES - 9.5%** | **OTHER ASSETS IN EXCESS OF LIABILITIES - 9.5%** | 6803293 |
|  | **NET ASSETS - 100.0%** | **NET ASSETS - 100.0%** | **NET ASSETS - 100.0%** | **NET ASSETS - 100.0%** | $71614461 |

---

---

| |
|:---|
| **NAVIGATOR TACTICAL U.S. ALLOCATION FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **January 31, 2026** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **OPEN FUTURES CONTRACTS** | **OPEN FUTURES CONTRACTS** | **OPEN FUTURES CONTRACTS** | **OPEN FUTURES CONTRACTS** | **OPEN FUTURES CONTRACTS** |
| **Number of <br> Contracts** | **Open Long Futures Contracts** | **Expiration** | **Notional Amount** | **Unrealized Appreciation** |
| 194 | CME E-Mini Standard & Poor's 500 Index Futures | 03/23/2026 | $67567775 | $952650 |
|  | **TOTAL FUTURES CONTRACTS** |  |  |  |

---

---

| | |
|:---|:---|
| ETF | - Exchange-Traded Fund |
| LLC | - Limited Liability Company |
| LP | - Limited Partnership |
| LTD | - Limited Company |
| PLC | - Public Limited Company |
| SOFRINDX | Secured Overnight Financing Rate Index |
| SOFRRATE | United States SOFR Secured Overnight Financing Rate |
| US0003M | ICE LIBOR USD 3 Month |

---

<sup>(a)</sup> Floating rate security, the interest rate of which adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets.

<sup>(b)</sup> Security exempt from registration under Rule 144A or Section 4(2) of the Securities Act of 1933. The security may be resold in transactions exempt from registration, normally to qualified institutional buyers. As of January 31, 2026 the total market value of 144A securities is $5,996,850 or 8.4% of net assets.

<sup>(c)</sup> Variable rate security; the rate shown represents the rate on January 31, 2026.

<sup>(d)</sup> Rate disclosed is the seven-day effective yield as of January 31, 2026.

---

| |
|:---|
| **NAVIGATOR ULTRA SHORT BOND FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited)** |
| **January 31, 2026** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Principal <br> Amount ($)** |  | **Spread** | **Coupon Rate <br> (%)** | **Maturity** | **Fair Value** |
| | **CORPORATE BONDS — 95.5%** | **CORPORATE BONDS — 95.5%** |  |  | |
|  | **ADVERTISING & MARKETING — 1.5%** |  |  |  |  |
| 1216000 | Omnicom Group, Inc. / Omnicom Capital, Inc. |  | 3.6000 | &nbsp;&nbsp;04/15/26 | $1214819 |
|  | **AEROSPACE & DEFENSE — 4.2%** |  |  |  |  |
| 1000000 | Boeing Company |  | 2.1960 | &nbsp;&nbsp;02/04/26 | 999830 |
| 1000000 | RTX Corporation |  | 5.7500 | &nbsp;&nbsp;11/08/26 | 1012902 |
| 1380000 | Teledyne Technologies, Inc. |  | 1.6000 | &nbsp;&nbsp;04/01/26 | 1374525 |
|  |  |  |  |  | 3387257 |
|  | **ASSET MANAGEMENT — 1.2%** |  |  |  |  |
| 1000000 | Charles Schwab Corporation<sup>(a)</sup> | SOFRRATE + 0.520% | 4.3320 | &nbsp;&nbsp;05/13/26 | 1000646 |
|  | **AUTOMOTIVE — 8.8%** |  |  |  |  |
| 1000000 | American Honda Finance Corporation<sup>(a)</sup> | SOFRRATE + 0.870% | 4.5200 | &nbsp;&nbsp;07/09/27 | 1005408 |
| 1000000 | BMW US Capital, LLC<sup>(a),(b)</sup> | SOFRINDX + 0.780% | 4.4700 | &nbsp;&nbsp;03/19/27 | 1004383 |
| 1000000 | Ford Motor Credit Company, LLC |  | 2.7000 | &nbsp;&nbsp;08/10/26 | 992147 |
| 1000000 | Ford Motor Credit Company, LLC<sup>(a)</sup> | SOFRRATE + 1.450% | 5.2770 | &nbsp;&nbsp;11/05/26 | 1002860 |
| 1000000 | Hyundai Capital America<sup>(a),(b)</sup> | SOFRRATE + 0.990% | 4.6810 | &nbsp;&nbsp;03/25/27 | 1004776 |
| 1000000 | Mercedes-Benz Finance North America, LLC<sup>(a),(b)</sup> | SOFRRATE + 0.780% | 4.4610 | &nbsp;&nbsp;04/01/27 | 1004116 |
| 1000000 | Volkswagen Group of America Finance, LLC<sup>(a),(b)</sup> | SOFRRATE + 0.830% | 4.5190 | &nbsp;&nbsp;03/20/26 | 1000482 |
|  |  |  |  |  | 7014172 |
|  | **BANKING — 8.8%** |  |  |  |  |
| 1000000 | Bank of America Corporation<sup>(c)</sup> | SOFRRATE + 0.960% | 1.7340 | &nbsp;&nbsp;07/22/27 | 989654 |
| 1000000 | Citibank NA<sup>(a)</sup> | SOFRINDX + 0.590% | 4.2300 | &nbsp;&nbsp;04/30/26 | 1000693 |
| 1000000 | Citibank NA<sup>(a)</sup> | SOFRRATE + 0.781% | 4.5350 | &nbsp;&nbsp;05/29/27 | 1004793 |
| 1000000 | Cooperatieve Rabobank UA<sup>(a)</sup> | SOFRRATE + 0.620% | 4.3930 | &nbsp;&nbsp;08/28/26 | 1002197 |
| 1000000 | JPMorgan Chase & Company<sup>(c)</sup> | SOFRRATE + 0.765% | 1.4700 | &nbsp;&nbsp;09/22/27 | 984396 |
| 1000000 | PNC Bank NA<sup>(c)</sup> | SOFRRATE + 0.630% | 4.5430 | &nbsp;&nbsp;05/13/27 | 1001423 |
| 1000000 | Wells Fargo & Company Series Q<sup>(c)</sup> | US0003M + 1.170% | 3.1960 | &nbsp;&nbsp;06/17/27 | 997068 |
|  |  |  |  |  | 6980224 |

---

---

| |
|:---|
| **NAVIGATOR ULTRA SHORT BOND FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **January 31, 2026** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Principal<br> Amount ($)** |  | **Spread** | **Coupon Rate <br> (%)** | **Maturity** | **Fair Value** |
| | **CORPORATE BONDS — 95.5% (Continued)** | **CORPORATE BONDS — 95.5% (Continued)** |  |  | |
| | **BEVERAGES — 1.9%** | **BEVERAGES — 1.9%** |  |  | |
| 1500000 | Keurig Dr Pepper, Inc.<sup>(a)</sup> | SOFRRATE + 0.580% | 4.3850 | &nbsp;&nbsp;11/15/26 | $1500873 |
|  | **BIOTECH & PHARMA — 5.0%** |  |  |  |  |
| 1000000 | Amgen, Inc. |  | 2.6000 | &nbsp;&nbsp;08/19/26 | 993281 |
| 1000000 | GlaxoSmithKline Capital plc<sup>(a)</sup> | SOFRRATE + 0.500% | 4.1960 | &nbsp;&nbsp;03/12/27 | 1003771 |
| 1000000 | Merck & Company, Inc.<sup>(a)</sup> | SOFRRATE + 0.460% | 4.1510 | &nbsp;&nbsp;09/15/27 | 1005620 |
| 1000000 | Pfizer, Inc.<sup>(a)</sup> | SOFRRATE + 0.500% | 4.2890 | &nbsp;&nbsp;11/15/27 | 1004235 |
|  |  |  |  |  | 4006907 |
|  | **CHEMICALS — 1.3%** |  |  |  |  |
| 1025000 | Cabot Corporation |  | 3.4000 | &nbsp;&nbsp;09/15/26 | 1017068 |
|  | **CONTAINERS & PACKAGING — 1.2%** |  |  |  |  |
| 1000000 | Sealed Air Corporation<sup>(b)</sup> |  | 1.5730 | &nbsp;&nbsp;10/15/26 | 983394 |
|  | **E-COMMERCE DISCRETIONARY — 1.2%** |  |  |  |  |
| 1000000 | eBay, Inc. |  | 1.4000 | &nbsp;&nbsp;05/10/26 | 993425 |
|  | **ELECTRIC UTILITIES — 2.5%** |  |  |  |  |
| 1000000 | Entergy Corporation |  | 2.9500 | &nbsp;&nbsp;09/01/26 | 994143 |
| 1000000 | Sempra |  | 5.4000 | &nbsp;&nbsp;08/01/26 | 1005875 |
|  |  |  |  |  | 2000018 |
|  | **ELECTRICAL EQUIPMENT — 3.9%** |  |  |  |  |
| 1000000 | Amphenol Corporation<sup>(a)</sup> | SOFRRATE + 0.530% | 4.3490 | &nbsp;&nbsp;11/15/27 | 1002708 |
| 1000000 | Fortive Corporation |  | 3.1500 | &nbsp;&nbsp;06/15/26 | 996426 |
| 1139000 | Johnson Controls International plc |  | 3.9000 | &nbsp;&nbsp;02/14/26 | 1139023 |
|  |  |  |  |  | 3138157 |
|  | **ENTERTAINMENT CONTENT — 2.1%** |  |  |  |  |
| 1680000 | Take-Two Interactive Software, Inc. |  | 5.0000 | &nbsp;&nbsp;03/28/26 | 1682370 |
|  | **FOOD — 4.3%** |  |  |  |  |
| 1000000 | Conagra Brands, Inc. |  | 5.3000 | &nbsp;&nbsp;10/01/26 | 1007479 |

---

---

| |
|:---|
| **NAVIGATOR ULTRA SHORT BOND FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **January 31, 2026** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Principal <br> Amount ($)** |  | **Spread** | **Coupon Rate <br> (%)** | **Maturity** | **Fair Value** |
| | **CORPORATE BONDS — 95.5% (Continued)** | **CORPORATE BONDS — 95.5% (Continued)** |  |  | |
|  | **FOOD — 4.3% (Continued)** |  |  |  |  |
| 1348000 | Kellogg Company |  | 3.2500 | &nbsp;&nbsp;04/01/26 | $1346837 |
| 1052000 | Kraft Heinz Foods Company |  | 3.0000 | &nbsp;&nbsp;06/01/26 | 1048673 |
|  |  |  |  |  | 3402989 |
|  | **GAS & WATER UTILITIES — 1.3%** |  |  |  |  |
| 1000000 | National Fuel Gas Company |  | 5.5000 | &nbsp;&nbsp;10/01/26 | 1009358 |
|  | **HEALTH CARE FACILITIES & SERVICES — 3.7%** |  |  |  |  |
| 1000000 | Cardinal Health, Inc. |  | 4.7000 | &nbsp;&nbsp;11/15/26 | 1006481 |
| 1000000 | CVS Health Corporation |  | 2.8750 | &nbsp;&nbsp;06/01/26 | 996373 |
| 1000000 | Universal Health Services, Inc. |  | 1.6500 | &nbsp;&nbsp;09/01/26 | 985450 |
|  |  |  |  |  | 2988304 |
|  | **INSTITUTIONAL FINANCIAL SERVICES — 2.5%** |  |  |  |  |
| 1000000 | Jefferies Financial Group, Inc. |  | 4.5000 | &nbsp;&nbsp;09/15/26 | 1002910 |
| 1000000 | Morgan Stanley<sup>(c)</sup> | SOFRRATE + 0.879% | 1.5930 | &nbsp;&nbsp;05/04/27 | 993795 |
|  |  |  |  |  | 1996705 |
|  | **INSURANCE — 1.3%** |  |  |  |  |
| 1000000 | Brown & Brown, Inc. |  | 4.6000 | &nbsp;&nbsp;12/23/26 | 1006132 |
|  | **LEISURE FACILITIES & SERVICES — 2.7%** |  |  |  |  |
| 1177000 | Marriott International, Inc. |  | 3.1250 | &nbsp;&nbsp;06/15/26 | 1173662 |
| 1000000 | Royal Caribbean Cruises Ltd.<sup>(b)</sup> |  | 4.2500 | &nbsp;&nbsp;07/01/26 | 999699 |
|  |  |  |  |  | 2173361 |
|  | **MACHINERY — 1.3%** |  |  |  |  |
| 1000000 | Veralto Corporation |  | 5.5000 | &nbsp;&nbsp;09/18/26 | 1009138 |
|  | **OIL & GAS PRODUCERS — 7.6%** |  |  |  |  |
| 1000000 | Chevron USA, Inc.<sup>(a)</sup> | SOFRINDX + 0.360% | 4.1370 | &nbsp;&nbsp;02/26/27 | 1002695 |
| 1000000 | Enbridge, Inc. |  | 1.6000 | &nbsp;&nbsp;10/04/26 | 984433 |
| 1000000 | Enbridge, Inc. |  | 5.9000 | &nbsp;&nbsp;11/15/26 | 1014254 |
| 1000000 | Energy Transfer, L.P. |  | 6.0500 | &nbsp;&nbsp;12/01/26 | 1015749 |
| 1000000 | MPLX, L.P. B |  | 1.7500 | &nbsp;&nbsp;03/01/26 | 998185 |
| 1000000 | ONEOK, Inc. |  | 5.5500 | &nbsp;&nbsp;11/01/26 | 1010134 |
|  |  |  |  |  | 6025450 |

---

---

| |
|:---|
| **NAVIGATOR ULTRA SHORT BOND FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **January 31, 2026** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Principal <br> Amount ($)** |  | **Spread** | **Coupon Rate <br> (%)** | **Maturity** | **Fair Value** |
| | **CORPORATE BONDS — 95.5% (Continued)** | **CORPORATE BONDS — 95.5% (Continued)** |  |  | |
|  | **REAL ESTATE INVESTMENT TRUSTS — 4.4%** |  |  |  |  |
| 1000000 | Crown Castle International Corporation |  | 3.7000 | &nbsp;&nbsp;06/15/26 | $998478 |
| 1000000 | Equinix, Inc. |  | 1.4500 | &nbsp;&nbsp;05/15/26 | 992769 |
| 1500000 | Weyerhaeuser Company |  | 4.7500 | &nbsp;&nbsp;05/15/26 | 1503483 |
|  |  |  |  |  | 3494730 |
|  | **RETAIL - DISCRETIONARY — 6.2%** |  |  |  |  |
| 1000000 | AutoZone, Inc. |  | 3.1250 | &nbsp;&nbsp;04/21/26 | 998254 |
| 1000000 | AutoZone, Inc. |  | 5.0500 | &nbsp;&nbsp;07/15/26 | 1004899 |
| 1000000 | Lowe's Companies, Inc. |  | 4.8000 | &nbsp;&nbsp;04/01/26 | 1000933 |
| 912000 | O'Reilly Automotive, Inc. |  | 3.5500 | &nbsp;&nbsp;03/15/26 | 911625 |
| 1000000 | Ross Stores, Inc. |  | 0.8750 | &nbsp;&nbsp;04/15/26 | 993988 |
|  |  |  |  |  | 4909699 |
|  | **SEMICONDUCTORS — 1.2%** |  |  |  |  |
| 1000000 | Skyworks Solutions, Inc. |  | 1.8000 | &nbsp;&nbsp;06/01/26 | 991998 |
|  | **SOFTWARE — 4.2%** |  |  |  |  |
| 1141000 | Fortinet, Inc. |  | 1.0000 | &nbsp;&nbsp;03/15/26 | 1136919 |
| 1000000 | Oracle Corporation |  | 1.6500 | &nbsp;&nbsp;03/25/26 | 996499 |
| 1237000 | Oracle Corporation |  | 2.6500 | &nbsp;&nbsp;07/15/26 | 1228300 |
|  |  |  |  |  | 3361718 |
|  | **SPECIALTY FINANCE — 1.3%** |  |  |  |  |
| 1000000 | American Express Company<sup>(c)</sup> | SOFRINDX + 0.750% | 5.6450 | &nbsp;&nbsp;04/23/27 | 1003701 |
|  | **TECHNOLOGY HARDWARE — 4.2%** |  |  |  |  |
| 1000000 | Avnet, Inc. |  | 4.6250 | &nbsp;&nbsp;04/15/26 | 1000176 |
| 200000 | Dell International, LLC / EMC Corporation |  | 6.0200 | &nbsp;&nbsp;06/15/26 | 200586 |
| 1000000 | Jabil, Inc. |  | 1.7000 | &nbsp;&nbsp;04/15/26 | 995445 |
| 1150000 | TD SYNNEX Corporation |  | 1.7500 | &nbsp;&nbsp;08/09/26 | 1135159 |
|  |  |  |  |  | 3331366 |
|  | **TECHNOLOGY SERVICES — 1.3%** |  |  |  |  |
| 1000000 | Fidelity National Information Services, Inc. |  | 1.1500 | &nbsp;&nbsp;03/01/26 | 997838 |
|  | **TELECOMMUNICATIONS — 1.3%** |  |  |  |  |
| 1000000 | T-Mobile USA, Inc. |  | 1.5000 | &nbsp;&nbsp;02/15/26 | 998823 |

---

---

| |
|:---|
| **NAVIGATOR ULTRA SHORT BOND FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **January 31, 2026** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Principal <br> Amount ($)** |  | **Spread** | **Coupon Rate <br> (%)** | **Maturity** | **Fair Value** |
| | **CORPORATE BONDS — 95.5% (Continued)** | **CORPORATE BONDS — 95.5% (Continued)** |  |  | |
|  | **TOBACCO & CANNABIS — 1.2%** |  |  |  |  |
| 1000000 | Altria Group, Inc. |  | 2.6250 | &nbsp;&nbsp;09/16/26 | $992631 |
|  | **TRANSPORTATION EQUIPMENT — 1.9%** |  |  |  |  |
| 1500000 | Westinghouse Air Brake Technologies Corporation |  | 3.4500 | &nbsp;&nbsp;11/15/26 | 1494330 |
|  | **TOTAL CORPORATE BONDS (Cost $75,971,497)** | **TOTAL CORPORATE BONDS (Cost $75,971,497)** | **TOTAL CORPORATE BONDS (Cost $75,971,497)** |  | 76107601 |
| **Shares** |  |  |  |  |  |
|  | **SHORT-TERM INVESTMENTS — 3.7%** | **SHORT-TERM INVESTMENTS — 3.7%** | **SHORT-TERM INVESTMENTS — 3.7%** | **SHORT-TERM INVESTMENTS — 3.7%** |  |
|  | **MONEY MARKET FUND - 3.7%** | **MONEY MARKET FUND - 3.7%** | **MONEY MARKET FUND - 3.7%** | **MONEY MARKET FUND - 3.7%** |  |
| 2933535 | Dreyfus Treasury Obligations Cash Management Fund, Institutional Class, 3.58% (Cost $2,933,535)<sup>(d)</sup> | Dreyfus Treasury Obligations Cash Management Fund, Institutional Class, 3.58% (Cost $2,933,535)<sup>(d)</sup> | Dreyfus Treasury Obligations Cash Management Fund, Institutional Class, 3.58% (Cost $2,933,535)<sup>(d)</sup> | Dreyfus Treasury Obligations Cash Management Fund, Institutional Class, 3.58% (Cost $2,933,535)<sup>(d)</sup> | 2933535 |
|  | **TOTAL INVESTMENTS - 99.2% (Cost $78,905,032)** | **TOTAL INVESTMENTS - 99.2% (Cost $78,905,032)** | **TOTAL INVESTMENTS - 99.2% (Cost $78,905,032)** | **TOTAL INVESTMENTS - 99.2% (Cost $78,905,032)** | $79041136 |
|  | **OTHER ASSETS IN EXCESS OF LIABILITIES - 0.8%** | **OTHER ASSETS IN EXCESS OF LIABILITIES - 0.8%** | **OTHER ASSETS IN EXCESS OF LIABILITIES - 0.8%** | **OTHER ASSETS IN EXCESS OF LIABILITIES - 0.8%** | 665979 |
|  | **NET ASSETS - 100.0%** | **NET ASSETS - 100.0%** | **NET ASSETS - 100.0%** | **NET ASSETS - 100.0%** | $79707115 |

---

---

| | |
|:---|:---|
| LLC | - Limited Liability Company |
| LP | - Limited Partnership |
| LTD | - Limited Company |
| PLC | - Public Limited Company |
| SOFRINDX | Secured Overnight Financing Rate Index |
| SOFRRATE | United States SOFR Secured Overnight Financing Rate |
| US0003M | ICE LIBOR USD 3 Month |

---

<sup>(a)</sup> Floating rate security, the interest rate of which adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets.

<sup>(b)</sup> Security exempt from registration under Rule 144A or Section 4(2) of the Securities Act of 1933. The security may be resold in transactions exempt from registration, normally to qualified institutional buyers. As of January 31, 2026 the total market value of 144A securities is $5,996,850 or 7.5% of net assets.

<sup>(c)</sup> Variable rate security; the rate shown represents the rate on January 31, 2026.

<sup>(d)</sup> Rate disclosed is the seven-day effective yield as of January 31, 2026.

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Northern Lights Fund Trust

- **b. Investment Company Act file number:** 811-21720

- **c. CIK number of Registrant:** 0001314414

- **d. LEI of Registrant:** 549300BSYF57GRCG4861

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

  - **Street Address 1:** 225 PICTORIA DRIVE

  - **City:** CINCINNATI

  - **State:** OH

  - **Foreign country:** US

  - **Zip / Postal Code:** 45246

  - **Telephone number:** 631-470-2600

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

- **a. Name of Series:** Navigator Tactical Investment Grade Bond Fund

- **b. EDGAR series identifier (if any):** S000070871

- **c. LEI of Series:** 549300EEXJEDBHS2VU06

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

- **a. Date of fiscal year-end:** 2026-10-31

- **b. Date as of which information is reported:** 2026-01-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $1116650913.94

**Total Liabilities:** $1166611.91

**Net Assets:** $1115484302.03

**Cash Not Reported:** $7668711.26

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.00000000 | **1-Year:** 22665.56809400 | **5-Year:** 180882.75959300 | **10-Year:** 245464.52283500 | **30-Year:** 287590.90600500

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

- **3-Month:** 0.00000000 | **1-Year:** 924.61834500 | **5-Year:** 5079.23671400 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000225122 | 0.67%                | -0.40%               | 0.11%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $110644.61               | $3422390.68                                |
| Month 2  | $0.00                    | $-7432805.18                               |
| Month 3  | $43278.49                | $-2368542.31                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| AES Corp.                                                                            | AES 5.8 03/15/32          | CUSIP: 00130HCM5<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    700000 | PA      | $724230.28    | 0.06%             | 2032-03-15      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| AT&T Inc                                                                             | T 2 3/4 06/01/31          | CUSIP: 00206RJY9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2668274.69   | 0.24%             | 2031-06-01      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| AT&T Inc                                                                             | T 3 1/2 09/15/53          | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2011156.44   | 0.18%             | 2053-09-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| AT&T Inc                                                                             | T 3.55 09/15/55           | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $1996811.25   | 0.18%             | 2055-09-15      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| AT&T Inc                                                                             | T 3.65 09/15/59           | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $1986748.38   | 0.18%             | 2059-09-15      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| AT&T Inc                                                                             | T 2.55 12/01/33           | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2384428.93   | 0.21%             | 2033-12-01      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| AT&T Inc                                                                             | T 3.8 12/01/57            | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $1795332.47   | 0.16%             | 2057-12-01      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| AT&T Inc                                                                             | T 5.4 02/15/34            | CUSIP: 00206RMT6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1961795.68   | 0.18%             | 2034-02-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Aptiv PLC / Aptiv Corp                                                               | APTV 4.15 05/01/52        | CUSIP: 00217GAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    800000 | PA      | $620007.98    | 0.06%             | 2052-05-01      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| Abbott Laboratories                                                                  | ABT 4 3/4 11/30/36        | CUSIP: 002824BG4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    600000 | PA      | $597617.24    | 0.05%             | 2036-11-30      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Abbott Laboratories                                                                  | ABT 4.9 11/30/46          | CUSIP: 002824BH2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1028971.93   | 0.09%             | 2046-11-30      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| AbbVie Inc.                                                                          | ABBV 4.4 11/06/42         | CUSIP: 00287YAM1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $892126.94    | 0.08%             | 2042-11-06      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| AbbVie Inc.                                                                          | ABBV 4 1/2 05/14/35       | CUSIP: 00287YAR0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    800000 | PA      | $784113.33    | 0.07%             | 2035-05-14      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| AbbVie Inc.                                                                          | ABBV 4.7 05/14/45         | CUSIP: 00287YAS8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $995136.76    | 0.09%             | 2045-05-14      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| AbbVie Inc.                                                                          | ABBV 4.45 05/14/46        | CUSIP: 00287YAW9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    900000 | PA      | $783144.36    | 0.07%             | 2046-05-14      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| AbbVie Inc.                                                                          | ABBV 4 7/8 11/14/48       | CUSIP: 00287YBD0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    700000 | PA      | $636740.31    | 0.06%             | 2048-11-14      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| AbbVie Inc.                                                                          | ABBV 3.2 11/21/29         | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1649814.10   | 0.15%             | 2029-11-21      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| AbbVie Inc.                                                                          | ABBV 4.05 11/21/39        | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1069818.50   | 0.10%             | 2039-11-21      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| AbbVie Inc.                                                                          | ABBV 4.55 03/15/35        | CUSIP: 00287YCY3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    600000 | PA      | $590752.17    | 0.05%             | 2035-03-15      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| AbbVie Inc.                                                                          | ABBV 4.85 06/15/44        | CUSIP: 00287YDA4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    600000 | PA      | $556528.60    | 0.05%             | 2044-06-15      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| AbbVie Inc.                                                                          | ABBV 4.95 03/15/31        | CUSIP: 00287YDT3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    400000 | PA      | $413083.43    | 0.04%             | 2031-03-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| AbbVie Inc.                                                                          | ABBV 5.05 03/15/34        | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    800000 | PA      | $820769.03    | 0.07%             | 2034-03-15      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| AbbVie Inc.                                                                          | ABBV 5.4 03/15/54         | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1070300.97   | 0.10%             | 2054-03-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| AbbVie Inc.                                                                          | ABBV 5 1/2 03/15/64       | CUSIP: 00287YDX4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    600000 | PA      | $582888.09    | 0.05%             | 2064-03-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| AbbVie Inc.                                                                          | ABBV 4 7/8 03/15/30       | CUSIP: 00287YDZ9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    500000 | PA      | $514811.90    | 0.05%             | 2030-03-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| AbbVie Inc.                                                                          | ABBV 5.2 03/15/35         | CUSIP: 00287YEA3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    600000 | PA      | $619581.05    | 0.06%             | 2035-03-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Chubb INA Holdings LLC                                                               | CB 4.35 11/03/45          | CUSIP: 00440EAW7<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    900000 | PA      | $783341.55    | 0.07%             | 2045-11-03      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| Accenture Capital Inc.                                                               | ACN 4 1/2 10/04/34        | CUSIP: 00440KAD5<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |    700000 | PA      | $689385.54    | 0.06%             | 2034-10-04      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Adobe Inc                                                                            | ADBE 2.3 02/01/30         | CUSIP: 00724PAD1<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    900000 | PA      | $842629.43    | 0.08%             | 2030-02-01      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| AerCap Ireland Capital Designated Activity Co. / AerCap Global Aviation Trust (AER)  | AER 3 10/29/28            | CUSIP: 00774MAW5<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    900000 | PA      | $873545.63    | 0.08%             | 2028-10-29      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| AerCap Ireland Capital Designated Activity Co. / AerCap Global Aviation Trust (AER)  | AER 3.3 01/30/32          | CUSIP: 00774MAX3<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |   1400000 | PA      | $1295960.08   | 0.12%             | 2032-01-30      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| AerCap Ireland Capital Designated Activity Co. / AerCap Global Aviation Trust (AER)  | AER 6.15 09/30/30         | CUSIP: 00774MBE4<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    600000 | PA      | $639859.42    | 0.06%             | 2030-09-30      | Fixed         | 6.15%                 | No            | 2                  | On Loan: No      |
| AerCap Ireland Capital Designated Activity Co. / AerCap Global Aviation Trust (AER)  | AER 4.95 09/10/34         | CUSIP: 00774MBM6<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    900000 | PA      | $894917.59    | 0.08%             | 2034-09-10      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Agilent Technologies Inc.                                                            | A 2.3 03/12/31            | CUSIP: 00846UAN1<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    700000 | PA      | $635089.08    | 0.06%             | 2031-03-12      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| Air Lease Corporation                                                                | AL 2 7/8 01/15/32         | CUSIP: 00914AAS1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    900000 | PA      | $810348.65    | 0.07%             | 2032-01-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Air Products & Chemicals, Inc.                                                       | APD 2.05 05/15/30         | CUSIP: 009158BC9<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1198566.71   | 0.11%             | 2030-05-15      | Fixed         | 2.05%                 | No            | 2                  | On Loan: No      |
| Air Products & Chemicals, Inc.                                                       | APD 4.6 02/08/29          | CUSIP: 009158BH8<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    800000 | PA      | $815416.25    | 0.07%             | 2029-02-08      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                                | ARE 3.55 03/15/52         | CUSIP: 015271AZ2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    800000 | PA      | $555192.82    | 0.05%             | 2052-03-15      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| Alphabet Inc.                                                                        | GOOGL 1.1 08/15/30        | CUSIP: 02079KAD9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1500378.23   | 0.13%             | 2030-08-15      | Fixed         | 1.10%                 | No            | 2                  | On Loan: No      |
| Alphabet Inc.                                                                        | GOOGL 1.9 08/15/40        | CUSIP: 02079KAE7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $944695.18    | 0.08%             | 2040-08-15      | Fixed         | 1.90%                 | No            | 2                  | On Loan: No      |
| Altria Group, Inc.                                                                   | MO 4 1/4 08/09/42         | CUSIP: 02209SAM5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $839485.74    | 0.08%             | 2042-08-09      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Altria Group, Inc.                                                                   | MO 3 7/8 09/16/46         | CUSIP: 02209SAV5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $904730.66    | 0.08%             | 2046-09-16      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Altria Group, Inc.                                                                   | MO 3.4 05/06/30           | CUSIP: 02209SBJ1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $964875.06    | 0.09%             | 2030-05-06      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| Altria Group, Inc.                                                                   | MO 2.45 02/04/32          | CUSIP: 02209SBL6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    800000 | PA      | $708258.93    | 0.06%             | 2032-02-04      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| Altria Group, Inc.                                                                   | MO 3.4 02/04/41           | CUSIP: 02209SBM4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1007373.69   | 0.09%             | 2041-02-04      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| Altria Group, Inc.                                                                   | MO 3.7 02/04/51           | CUSIP: 02209SBN2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    900000 | PA      | $637090.07    | 0.06%             | 2051-02-04      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Amazon.com, Inc.                                                                     | AMZN 4.95 12/05/44        | CUSIP: 023135AQ9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95946.26     | 0.01%             | 2044-12-05      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Amazon.com, Inc.                                                                     | AMZN 3 7/8 08/22/37       | CUSIP: 023135BF2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $908281.77    | 0.08%             | 2037-08-22      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Amazon.com, Inc.                                                                     | AMZN 4.05 08/22/47        | CUSIP: 023135BJ4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $984135.29    | 0.09%             | 2047-08-22      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| Amazon.com, Inc.                                                                     | AMZN 4 1/4 08/22/57       | CUSIP: 023135BM7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    900000 | PA      | $721942.12    | 0.06%             | 2057-08-22      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Amazon.com, Inc.                                                                     | AMZN 1 1/2 06/03/30       | CUSIP: 023135BS4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    900000 | PA      | $811046.50    | 0.07%             | 2030-06-03      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Amazon.com, Inc.                                                                     | AMZN 2.1 05/12/31         | CUSIP: 023135BZ8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    700000 | PA      | $632190.85    | 0.06%             | 2031-05-12      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| Amazon.com, Inc.                                                                     | AMZN 2 7/8 05/12/41       | CUSIP: 023135CA2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    800000 | PA      | $604814.98    | 0.05%             | 2041-05-12      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Amazon.com, Inc.                                                                     | AMZN 3.1 05/12/51         | CUSIP: 023135CB0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $936678.01    | 0.08%             | 2051-05-12      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| Amazon.com, Inc.                                                                     | AMZN 3.6 04/13/32         | CUSIP: 023135CH7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    800000 | PA      | $774440.50    | 0.07%             | 2032-04-13      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| Amazon.com, Inc.                                                                     | AMZN 3.95 04/13/52        | CUSIP: 023135CJ3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    900000 | PA      | $703974.24    | 0.06%             | 2052-04-13      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| Amazon.com, Inc.                                                                     | AMZN 4.1 04/13/62         | CUSIP: 023135CK0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    700000 | PA      | $536200.25    | 0.05%             | 2062-04-13      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| Amazon.com, Inc.                                                                     | AMZN 4.65 12/01/29        | CUSIP: 023135CQ7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    700000 | PA      | $718547.55    | 0.06%             | 2029-12-01      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| Amazon.com, Inc.                                                                     | AMZN 4.7 12/01/32         | CUSIP: 023135CR5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    600000 | PA      | $616269.75    | 0.06%             | 2032-12-01      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| Amcor Flexibles North America Inc                                                    | AMCR 5 1/2 03/17/35       | CUSIP: 02344AAH1<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    600000 | PA      | $620916.17    | 0.06%             | 2035-03-17      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| American Electric Power Co, Inc.                                                     | AEP 5 5/8 03/01/33        | CUSIP: 025537AX9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    600000 | PA      | $628891.27    | 0.06%             | 2033-03-01      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| American International Group Inc.                                                    | AIG 5 1/8 03/27/33        | CUSIP: 026874DS3<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1128035.92   | 0.10%             | 2033-03-27      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| American Tower Corporation                                                           | AMT 2.1 06/15/30          | CUSIP: 03027XBC3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    600000 | PA      | $546717.11    | 0.05%             | 2030-06-15      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| American Tower Corporation                                                           | AMT 1 7/8 10/15/30        | CUSIP: 03027XBG4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    600000 | PA      | $537050.41    | 0.05%             | 2030-10-15      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| American Tower Corporation                                                           | AMT 5.55 07/15/33         | CUSIP: 03027XCD0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    500000 | PA      | $523790.02    | 0.05%             | 2033-07-15      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| American Tower Corporation                                                           | AMT 5.8 11/15/28          | CUSIP: 03027XCE8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    700000 | PA      | $731325.11    | 0.07%             | 2028-11-15      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| American Tower Corporation                                                           | AMT 5.9 11/15/33          | CUSIP: 03027XCF5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    500000 | PA      | $534701.66    | 0.05%             | 2033-11-15      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| American Water Capital Corp                                                          | AWK 4.45 06/01/32         | CUSIP: 03040WBA2<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    900000 | PA      | $900499.33    | 0.08%             | 2032-06-01      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| American Water Capital Corp                                                          | AWK 5 1/4 03/01/35        | CUSIP: 03040WBF1<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    700000 | PA      | $719477.51    | 0.06%             | 2035-03-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Cencora Inc                                                                          | ABC 2.7 03/15/31          | CUSIP: 03073EAT2<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    600000 | PA      | $553394.45    | 0.05%             | 2031-03-15      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| Amgen Inc.                                                                           | AMGN 4.563 06/15/48       | CUSIP: 031162CD0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    800000 | PA      | $687472.80    | 0.06%             | 2048-06-15      | Fixed         | 4.56%                 | No            | 2                  | On Loan: No      |
| Amgen Inc.                                                                           | AMGN 3 3/8 02/21/50       | CUSIP: 031162CS7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $712503.57    | 0.06%             | 2050-02-21      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Amgen Inc.                                                                           | AMGN 2.45 02/21/30        | CUSIP: 031162CU2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    700000 | PA      | $654849.35    | 0.06%             | 2030-02-21      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| Amgen Inc.                                                                           | AMGN 4.4 02/22/62         | CUSIP: 031162DG2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    700000 | PA      | $551375.41    | 0.05%             | 2062-02-22      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| Amgen Inc.                                                                           | AMGN 5 1/4 03/02/30       | CUSIP: 031162DQ0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1038249.28   | 0.09%             | 2030-03-02      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Amgen Inc.                                                                           | AMGN 5 1/4 03/02/33       | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1553604.03   | 0.14%             | 2033-03-02      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Amgen Inc.                                                                           | AMGN 5.6 03/02/43         | CUSIP: 031162DS6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1312530.40   | 0.12%             | 2043-03-02      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| Amgen Inc.                                                                           | AMGN 5.65 03/02/53        | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1380824.98   | 0.12%             | 2053-03-02      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| Amgen Inc.                                                                           | AMGN 5 3/4 03/02/63       | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    900000 | PA      | $882483.33    | 0.08%             | 2063-03-02      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Amphenol Corporation                                                                 | APH 2.8 02/15/30          | CUSIP: 032095AJ0<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $951171.81    | 0.09%             | 2030-02-15      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| Analog Devices Inc.                                                                  | ADI 2.1 10/01/31          | CUSIP: 032654AV7<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1067506.39   | 0.10%             | 2031-10-01      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc.                                                  | ABIBB 8.2 01/15/39        | CUSIP: 03523TBF4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    600000 | PA      | $769725.41    | 0.07%             | 2039-01-15      | Fixed         | 8.20%                 | No            | 2                  | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc.                                                  | ABIBB 4.439 10/06/48      | CUSIP: 03523TBT4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    900000 | PA      | $777123.06    | 0.07%             | 2048-10-06      | Fixed         | 4.44%                 | No            | 2                  | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc.                                                  | ABIBB 5.55 01/23/49       | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1298726.42   | 0.12%             | 2049-01-23      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc.                                                  | ABIBB 5.8 01/23/59        | CUSIP: 03523TBW7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    700000 | PA      | $715569.92    | 0.06%             | 2059-01-23      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc.                                                  | ABIBB 4.95 01/15/42       | CUSIP: 035240AG5<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    700000 | PA      | $671872.10    | 0.06%             | 2042-01-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Elevance Health Inc.                                                                 | ELV 3 1/8 05/15/50        | CUSIP: 036752AM5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $654249.06    | 0.06%             | 2050-05-15      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| Elevance Health Inc.                                                                 | ANTM 3.6 03/15/51         | CUSIP: 036752AS2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $712842.30    | 0.06%             | 2051-03-15      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| Elevance Health Inc.                                                                 | ELV 6.1 10/15/52          | CUSIP: 036752AX1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    500000 | PA      | $515271.83    | 0.05%             | 2052-10-15      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| Elevance Health Inc.                                                                 | ELV 5 3/8 06/15/34        | CUSIP: 036752AZ6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    600000 | PA      | $617092.23    | 0.06%             | 2034-06-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Elevance Health Inc.                                                                 | ELV 4.95 11/01/31         | CUSIP: 036752BC6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    700000 | PA      | $714708.63    | 0.06%             | 2031-11-01      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Elevance Health Inc.                                                                 | ELV 5.2 02/15/35          | CUSIP: 036752BD4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    600000 | PA      | $609632.38    | 0.05%             | 2035-02-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Aon Corp.                                                                            | AON 3 3/4 05/02/29        | CUSIP: 037389BC6<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $990780.04    | 0.09%             | 2029-05-02      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Aon North America Inc.                                                               | AON 5.45 03/01/34         | CUSIP: 03740MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $727906.22    | 0.07%             | 2034-03-01      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| Aon North America Inc.                                                               | AON 5 3/4 03/01/54        | CUSIP: 03740MAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $800152.32    | 0.07%             | 2054-03-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Apollo Debt Solutions BDC                                                            | APODS 6.7 07/29/31        | CUSIP: 03770DAD5<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    500000 | PA      | $521667.42    | 0.05%             | 2031-07-29      | Fixed         | 6.70%                 | No            | 2                  | On Loan: No      |
| Apple Inc.                                                                           | AAPL 3.85 05/04/43        | CUSIP: 037833AL4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $928441.55    | 0.08%             | 2043-05-04      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| Apple Inc.                                                                           | AAPL 4.45 05/06/44        | CUSIP: 037833AT7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    600000 | PA      | $549903.64    | 0.05%             | 2044-05-06      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| Apple Inc.                                                                           | AAPL 4 3/8 05/13/45       | CUSIP: 037833BH2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    800000 | PA      | $711900.86    | 0.06%             | 2045-05-13      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Apple Inc.                                                                           | AAPL 4.65 02/23/46        | CUSIP: 037833BX7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1188504.06   | 0.11%             | 2046-02-23      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| Apple Inc.                                                                           | AAPL 3.85 08/04/46        | CUSIP: 037833CD0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    900000 | PA      | $731008.46    | 0.07%             | 2046-08-04      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| Apple Inc.                                                                           | AAPL 1.65 05/11/30        | CUSIP: 037833DU1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1000957.09   | 0.09%             | 2030-05-11      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| Apple Inc.                                                                           | AAPL 2.65 05/11/50        | CUSIP: 037833DW7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $624703.88    | 0.06%             | 2050-05-11      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| Apple Inc.                                                                           | AAPL 1 1/4 08/20/30       | CUSIP: 037833DY3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    700000 | PA      | $621400.33    | 0.06%             | 2030-08-20      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| Apple Inc.                                                                           | AAPL 1.65 02/08/31        | CUSIP: 037833ED8<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $982704.32    | 0.09%             | 2031-02-08      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| Apple Inc.                                                                           | AAPL 2.65 02/08/51        | CUSIP: 037833EF3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $681511.27    | 0.06%             | 2051-02-08      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| Apple Inc.                                                                           | AAPL 2.7 08/05/51         | CUSIP: 037833EK2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $621896.62    | 0.06%             | 2051-08-05      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| Apple Inc.                                                                           | AAPL 3 1/4 08/08/29       | CUSIP: 037833EN6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    400000 | PA      | $393375.52    | 0.04%             | 2029-08-08      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Apple Inc.                                                                           | AAPL 3.35 08/08/32        | CUSIP: 037833EP1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    700000 | PA      | $671272.87    | 0.06%             | 2032-08-08      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| Apple Inc.                                                                           | AAPL 3.95 08/08/52        | CUSIP: 037833EQ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    700000 | PA      | $555659.17    | 0.05%             | 2052-08-08      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| Apple Inc.                                                                           | AAPL 4.1 08/08/62         | CUSIP: 037833ER7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    800000 | PA      | $626235.13    | 0.06%             | 2062-08-08      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| Applied Materials Inc.                                                               | AMAT 2 3/4 06/01/50       | CUSIP: 038222AP0<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    800000 | PA      | $517949.75    | 0.05%             | 2050-06-01      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Archer-Daniels-Midland Co.                                                           | ADM 3 1/4 03/27/30        | CUSIP: 039482AB0<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1063191.54   | 0.10%             | 2030-03-27      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Ares Capital Corp.                                                                   | ARCC 5.8 03/08/32         | CUSIP: 04010LBH5<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    800000 | PA      | $804901.14    | 0.07%             | 2032-03-08      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| Gallagher Aj &Co                                                                     | AJG 5.15 02/15/35         | CUSIP: 04316JAN9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    700000 | PA      | $706083.92    | 0.06%             | 2035-02-15      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| Gallagher Aj &Co                                                                     | AJG 5.55 02/15/55         | CUSIP: 04316JAP4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    700000 | PA      | $671788.15    | 0.06%             | 2055-02-15      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| AstraZeneca PLC                                                                      | AZN 6.45 09/15/37         | CUSIP: 046353AD0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    900000 | PA      | $1020909.07   | 0.09%             | 2037-09-15      | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| AstraZeneca PLC                                                                      | AZN 1 3/8 08/06/30        | CUSIP: 046353AW8<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    900000 | PA      | $800118.59    | 0.07%             | 2030-08-06      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| AstraZeneca Finance LLC                                                              | AZN 4.85 02/26/29         | CUSIP: 04636NAL7<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    800000 | PA      | $821003.69    | 0.07%             | 2029-02-26      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| AstraZeneca Finance LLC                                                              | AZN 5 02/26/34            | CUSIP: 04636NAN3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    700000 | PA      | $721432.76    | 0.06%             | 2034-02-26      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Autodesk Inc                                                                         | ADSK 2.4 12/15/31         | CUSIP: 052769AH9<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |    500000 | PA      | $445947.26    | 0.04%             | 2031-12-15      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| Automatic Data Processing, Inc.                                                      | ADP 4.45 09/09/34         | CUSIP: 053015AH6<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |    700000 | PA      | $695871.30    | 0.06%             | 2034-09-09      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| Autozone, Inc.                                                                       | AZO 4 04/15/30            | CUSIP: 053332AZ5<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    700000 | PA      | $691397.54    | 0.06%             | 2030-04-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| B.A.T. Capital Corporation                                                           | BATSLN 6.343 08/02/30     | CUSIP: 054989AA6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    500000 | PA      | $540517.75    | 0.05%             | 2030-08-02      | Fixed         | 6.34%                 | No            | 2                  | On Loan: No      |
| B.A.T. Capital Corporation                                                           | BATSLN 6.421 08/02/33     | CUSIP: 054989AB4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    500000 | PA      | $549960.89    | 0.05%             | 2033-08-02      | Fixed         | 6.42%                 | No            | 2                  | On Loan: No      |
| B.A.T. Capital Corporation                                                           | BATSLN 7.081 08/02/53     | CUSIP: 054989AD0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    900000 | PA      | $1020346.28   | 0.09%             | 2053-08-02      | Fixed         | 7.08%                 | No            | 2                  | On Loan: No      |
| B.A.T. Capital Corporation                                                           | BATSLN 4.39 08/15/37      | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $919001.37    | 0.08%             | 2037-08-15      | Fixed         | 4.39%                 | No            | 2                  | On Loan: No      |
| B.A.T. Capital Corporation                                                           | BATSLN 2.726 03/25/31     | CUSIP: 05526DBS3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    500000 | PA      | $461571.92    | 0.04%             | 2031-03-25      | Fixed         | 2.73%                 | No            | 2                  | On Loan: No      |
| B.A.T. Capital Corporation                                                           | BATSLN 5.834 02/20/31     | CUSIP: 05526DBY0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    500000 | PA      | $531158.88    | 0.05%             | 2031-02-20      | Fixed         | 5.83%                 | No            | 2                  | On Loan: No      |
| B.A.T. Capital Corporation                                                           | BATSLN 6 02/20/34         | CUSIP: 05526DBZ7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    400000 | PA      | $428636.41    | 0.04%             | 2034-02-20      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| B.A.T. International Finance PLC                                                     | BATSLN 5.931 02/02/29     | CUSIP: 05530QAQ3<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $629994.34    | 0.06%             | 2029-02-02      | Fixed         | 5.93%                 | No            | 2                  | On Loan: No      |
| BHP Billiton Finance (USA) Ltd.                                                      | BHP 5 09/30/43            | CUSIP: 055451AV0<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |   1300000 | PA      | $1241841.90   | 0.11%             | 2043-09-30      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| BHP Billiton Finance (USA) Ltd.                                                      | BHP 5 1/4 09/08/33        | CUSIP: 055451BE7<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    800000 | PA      | $828729.66    | 0.07%             | 2033-09-08      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| BHP Billiton Finance (USA) Ltd.                                                      | BHP 5 02/21/30            | CUSIP: 055451BJ6<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    700000 | PA      | $721375.47    | 0.06%             | 2030-02-21      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| BHP Billiton Finance (USA) Ltd.                                                      | BHP 5.3 02/21/35          | CUSIP: 055451BL1<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    800000 | PA      | $826933.42    | 0.07%             | 2035-02-21      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| Banco Santander SA                                                                   | SANTAN 6.921 08/08/33     | CUSIP: 05964HAV7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1000000 | PA      | $1103883.61   | 0.10%             | 2033-08-08      | Fixed         | 6.92%                 | No            | 2                  | On Loan: No      |
| Banco Santander SA                                                                   | SANTAN 6.607 11/07/28     | CUSIP: 05964HAY1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    800000 | PA      | $853711.51    | 0.08%             | 2028-11-07      | Fixed         | 6.61%                 | No            | 2                  | On Loan: No      |
| Banco Santander SA                                                                   | SANTAN 5.538 03/14/30     | CUSIP: 05964HBB0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $621670.51    | 0.06%             | 2030-03-14      | Fixed         | 5.54%                 | No            | 2                  | On Loan: No      |
| Banco Santander SA                                                                   | SANTAN 6.35 03/14/34      | CUSIP: 05964HBD6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $643553.81    | 0.06%             | 2034-03-14      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| Banco Santander SA                                                                   | SANTAN 5.565 01/17/30     | CUSIP: 05964HBJ3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    800000 | PA      | $833154.74    | 0.07%             | 2030-01-17      | Fixed         | 5.57%                 | No            | 2                  | On Loan: No      |
| Banco Santander SA                                                                   | SANTAN 2.749 12/03/30     | CUSIP: 05971KAG4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1000000 | PA      | $912603.85    | 0.08%             | 2030-12-03      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                                | BAC 4.244 04/24/38        | CUSIP: 06051GGM5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    800000 | PA      | $744769.98    | 0.07%             | 2038-04-24      | Fixed         | 4.24%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                                | BAC 3.974 02/07/30        | CUSIP: 06051GHQ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    700000 | PA      | $696783.63    | 0.06%             | 2030-02-07      | Fixed         | 3.97%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                                | BAC 4.33 03/15/50         | CUSIP: 06051GHS1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $842592.06    | 0.08%             | 2050-03-15      | Fixed         | 4.33%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                                | BAC 2.496 02/13/31        | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    800000 | PA      | $746029.02    | 0.07%             | 2031-02-13      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                                | BAC 4.083 03/20/51        | CUSIP: 06051GJA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1442692.28   | 0.13%             | 2051-03-20      | Fixed         | 4.08%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                                | BAC 2.592 04/29/31        | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1493000.82   | 0.13%             | 2031-04-29      | Fixed         | 2.59%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                                | BAC 2.676 06/19/41        | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $955510.14    | 0.09%             | 2041-06-19      | Fixed         | 2.68%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                                | BAC 1.898 07/23/31        | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1079940.67   | 0.10%             | 2031-07-23      | Fixed         | 1.90%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                                | BAC 1.922 10/24/31        | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    900000 | PA      | $805559.95    | 0.07%             | 2031-10-24      | Fixed         | 1.92%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                                | BAC 2.651 03/11/32        | CUSIP: 06051GJP5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    800000 | PA      | $734692.45    | 0.07%             | 2032-03-11      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                                | BAC 2.687 04/22/32        | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1284741.14   | 0.12%             | 2032-04-22      | Fixed         | 2.69%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                                | BAC 3.311 04/22/42        | CUSIP: 06051GJW0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $941455.01    | 0.08%             | 2042-04-22      | Fixed         | 3.31%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                                | BAC 2.299 07/21/32        | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1162247.88   | 0.10%             | 2032-07-21      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                                | BAC 2.972 07/21/52        | CUSIP: 06051GKB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    700000 | PA      | $459607.24    | 0.04%             | 2052-07-21      | Fixed         | 2.97%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                                | BAC 2.572 10/20/32        | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $992990.64    | 0.09%             | 2032-10-20      | Fixed         | 2.57%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                                | BAC 4.571 04/27/33        | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1294698.00   | 0.12%             | 2033-04-27      | Fixed         | 4.57%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                                | BAC 5.015 07/22/33        | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1530747.11   | 0.14%             | 2033-07-22      | Fixed         | 5.01%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                                | BAC 5.288 04/25/34        | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1645418.45   | 0.15%             | 2034-04-25      | Fixed         | 5.29%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                                | BAC 5.872 09/15/34        | CUSIP: 06051GLU1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1276242.82   | 0.11%             | 2034-09-15      | Fixed         | 5.87%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                                | BAC 5.468 01/23/35        | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1453567.33   | 0.13%             | 2035-01-23      | Fixed         | 5.47%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                                | BAC 5.162 01/24/31        | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1031677.47   | 0.09%             | 2031-01-24      | Fixed         | 5.16%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                                | BAC 5.511 01/24/36        | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1039474.00   | 0.09%             | 2036-01-24      | Fixed         | 5.51%                 | No            | 2                  | On Loan: No      |
| Bank of Montreal                                                                     | BMO 5.511 06/04/31        | CUSIP: 06368L3L8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $525009.03    | 0.05%             | 2031-06-04      | Fixed         | 5.51%                 | No            | 2                  | On Loan: No      |
| Bank of Nova Scotia                                                                  | BNS 4.85 02/01/30         | CUSIP: 06417XAP6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $512054.55    | 0.05%             | 2030-02-01      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| Bank of Nova Scotia                                                                  | BNS 5.13 02/14/31         | CUSIP: 06418GAQ0<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $514681.37    | 0.05%             | 2031-02-14      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| Barclays PLC                                                                         | BACR 2.645 06/24/31       | CUSIP: 06738EBM6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $742511.73    | 0.07%             | 2031-06-24      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| Barclays PLC                                                                         | BACR 7.437 11/02/33       | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1143993.71   | 0.10%             | 2033-11-02      | Fixed         | 7.44%                 | No            | 2                  | On Loan: No      |
| Barclays PLC                                                                         | BACR 6.224 05/09/34       | CUSIP: 06738ECG8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    900000 | PA      | $966602.10    | 0.09%             | 2034-05-09      | Fixed         | 6.22%                 | No            | 2                  | On Loan: No      |
| Barclays PLC                                                                         | BACR 6.692 09/13/34       | CUSIP: 06738ECL7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $663350.09    | 0.06%             | 2034-09-13      | Fixed         | 6.69%                 | No            | 2                  | On Loan: No      |
| Barclays PLC                                                                         | BACR 5.69 03/12/30        | CUSIP: 06738ECR4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $416586.09    | 0.04%             | 2030-03-12      | Fixed         | 5.69%                 | No            | 2                  | On Loan: No      |
| Barclays PLC                                                                         | BACR 5.335 09/10/35       | CUSIP: 06738ECV5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $608588.02    | 0.05%             | 2035-09-10      | Fixed         | 5.33%                 | No            | 2                  | On Loan: No      |
| Barclays PLC                                                                         | BACR 5.367 02/25/31       | CUSIP: 06738ECY9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $826602.59    | 0.07%             | 2031-02-25      | Fixed         | 5.37%                 | No            | 2                  | On Loan: No      |
| Barclays PLC                                                                         | BACR 5.785 02/25/36       | CUSIP: 06738ECZ6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1043671.99   | 0.09%             | 2036-02-25      | Fixed         | 5.79%                 | No            | 2                  | On Loan: No      |
| Barrick North America Finance LLC                                                    | ABXCN 5 3/4 05/01/43      | CUSIP: 06849RAK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $718299.33    | 0.06%             | 2043-05-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Baxter International, Inc.                                                           | BAX 2.272 12/01/28        | CUSIP: 071813CP2<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    900000 | PA      | $853128.23    | 0.08%             | 2028-12-01      | Fixed         | 2.27%                 | No            | 2                  | On Loan: No      |
| Becton, Dickinson and Company                                                        | BDX 2.823 05/20/30        | CUSIP: 075887CJ6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $943831.97    | 0.08%             | 2030-05-20      | Fixed         | 2.82%                 | No            | 2                  | On Loan: No      |
| Becton, Dickinson and Company                                                        | BDX 1.957 02/11/31        | CUSIP: 075887CL1<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $980870.11    | 0.09%             | 2031-02-11      | Fixed         | 1.96%                 | No            | 2                  | On Loan: No      |
| Bell Canada                                                                          | BCECN 4.464 04/01/48      | CUSIP: 0778FPAA7<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    900000 | PA      | $748357.88    | 0.07%             | 2048-04-01      | Fixed         | 4.46%                 | No            | 2                  | On Loan: No      |
| Berkshire Hathaway Energy Company                                                    | BRKHEC 4.6 05/01/53       | CUSIP: 084659BF7<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    900000 | PA      | $758961.26    | 0.07%             | 2053-05-01      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| Berkshire Hathaway Finance Corporation                                               | BRK 4.2 08/15/48          | CUSIP: 084664CQ2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    900000 | PA      | $748047.56    | 0.07%             | 2048-08-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| Berkshire Hathaway Finance Corporation                                               | BRK 4 1/4 01/15/49        | CUSIP: 084664CR0<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    800000 | PA      | $667899.78    | 0.06%             | 2049-01-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Berkshire Hathaway Finance Corporation                                               | BRK 2.85 10/15/50         | CUSIP: 084664CV1<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $639110.91    | 0.06%             | 2050-10-15      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| Berkshire Hathaway Finance Corporation                                               | BRK 3.85 03/15/52         | CUSIP: 084664DB4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $765726.35    | 0.07%             | 2052-03-15      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| Berkshire Hathaway Inc.                                                              | BRK 4 1/2 02/11/43        | CUSIP: 084670BK3<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |    600000 | PA      | $561193.01    | 0.05%             | 2043-02-11      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Berry Global Inc                                                                     | BERY 5.8 06/15/31         | CUSIP: 08576BAB8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    700000 | PA      | $740966.71    | 0.07%             | 2031-06-15      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| Biogen Inc                                                                           | BIIB 3.15 05/01/50        | CUSIP: 09062XAG8<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $715742.84    | 0.06%             | 2050-05-01      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| Boeing Co.                                                                           | BA 5.705 05/01/40         | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1126542.75   | 0.10%             | 2040-05-01      | Fixed         | 5.71%                 | No            | 2                  | On Loan: No      |
| Boeing Co.                                                                           | BA 5.805 05/01/50         | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $990352.80    | 0.09%             | 2050-05-01      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| Boeing Co.                                                                           | BA 5.93 05/01/60          | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1383001.20   | 0.12%             | 2060-05-01      | Fixed         | 5.93%                 | No            | 2                  | On Loan: No      |
| Boeing Co.                                                                           | BA 5.15 05/01/30          | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1542233.84   | 0.14%             | 2030-05-01      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| Boeing Co.                                                                           | BA 3 5/8 02/01/31         | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96413.24     | 0.01%             | 2031-02-01      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Boeing Co.                                                                           | BA 6.298 05/01/29         | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    800000 | PA      | $850072.76    | 0.08%             | 2029-05-01      | Fixed         | 6.30%                 | No            | 2                  | On Loan: No      |
| Boeing Co.                                                                           | BA 6.528 05/01/34         | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1218271.41   | 0.11%             | 2034-05-01      | Fixed         | 6.53%                 | No            | 2                  | On Loan: No      |
| Boeing Co.                                                                           | BA 6.858 05/01/54         | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    800000 | PA      | $904265.13    | 0.08%             | 2054-05-01      | Fixed         | 6.86%                 | No            | 2                  | On Loan: No      |
| Boeing Co.                                                                           | BA 7.008 05/01/64         | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    600000 | PA      | $687489.40    | 0.06%             | 2064-05-01      | Fixed         | 7.01%                 | No            | 2                  | On Loan: No      |
| Boston Properties LP                                                                 | BXP 3 1/4 01/30/31        | CUSIP: 10112RBD5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    800000 | PA      | $751223.58    | 0.07%             | 2031-01-30      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Boston Properties LP                                                                 | BXP 6 1/2 01/15/34        | CUSIP: 10112RBH6<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    500000 | PA      | $537184.53    | 0.05%             | 2034-01-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Boston Properties LP                                                                 | BXP 5 3/4 01/15/35        | CUSIP: 10112RBJ2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    700000 | PA      | $717981.12    | 0.06%             | 2035-01-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| BP Capital Markets America, Inc.                                                     | BPLN 3 02/24/50           | CUSIP: 10373QBG4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    600000 | PA      | $394553.15    | 0.04%             | 2050-02-24      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| BP Capital Markets America, Inc.                                                     | BPLN 3.633 04/06/30       | CUSIP: 10373QBL3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $982275.19    | 0.09%             | 2030-04-06      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| BP Capital Markets America, Inc.                                                     | BPLN 2.772 11/10/50       | CUSIP: 10373QBN9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    900000 | PA      | $559888.09    | 0.05%             | 2050-11-10      | Fixed         | 2.77%                 | No            | 2                  | On Loan: No      |
| BP Capital Markets America, Inc.                                                     | BPLN 2.939 06/04/51       | CUSIP: 10373QBP4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    900000 | PA      | $578066.77    | 0.05%             | 2051-06-04      | Fixed         | 2.94%                 | No            | 2                  | On Loan: No      |
| BP Capital Markets America, Inc.                                                     | BPLN 3.379 02/08/61       | CUSIP: 10373QBQ2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    800000 | PA      | $525542.82    | 0.05%             | 2061-02-08      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| BP Capital Markets America, Inc.                                                     | BPLN 3.06 06/17/41        | CUSIP: 10373QBR0<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    800000 | PA      | $610630.38    | 0.05%             | 2041-06-17      | Fixed         | 3.06%                 | No            | 2                  | On Loan: No      |
| BP Capital Markets America, Inc.                                                     | BPLN 2.721 01/12/32       | CUSIP: 10373QBT6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    600000 | PA      | $547654.61    | 0.05%             | 2032-01-12      | Fixed         | 2.72%                 | No            | 2                  | On Loan: No      |
| BP Capital Markets America, Inc.                                                     | BPLN 4.812 02/13/33       | CUSIP: 10373QBU3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    800000 | PA      | $809485.85    | 0.07%             | 2033-02-13      | Fixed         | 4.81%                 | No            | 2                  | On Loan: No      |
| BP Capital Markets America, Inc.                                                     | BPLN 5.227 11/17/34       | CUSIP: 10373QCA6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    800000 | PA      | $825732.47    | 0.07%             | 2034-11-17      | Fixed         | 5.23%                 | No            | 2                  | On Loan: No      |
| Bristol-Myers Squibb Company                                                         | BMY 4 1/8 06/15/39        | CUSIP: 110122CQ9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    800000 | PA      | $723596.79    | 0.06%             | 2039-06-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Bristol-Myers Squibb Company                                                         | BMY 3.9 03/15/62          | CUSIP: 110122DX3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    600000 | PA      | $435018.47    | 0.04%             | 2062-03-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Bristol-Myers Squibb Company                                                         | BMY 5 3/4 02/01/31        | CUSIP: 110122DY1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    600000 | PA      | $640954.96    | 0.06%             | 2031-02-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Bristol-Myers Squibb Company                                                         | BMY 4.9 02/22/29          | CUSIP: 110122EF1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    700000 | PA      | $721279.59    | 0.06%             | 2029-02-22      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| Bristol-Myers Squibb Company                                                         | BMY 5.1 02/22/31          | CUSIP: 110122EG9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    600000 | PA      | $623930.23    | 0.06%             | 2031-02-22      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| Bristol-Myers Squibb Company                                                         | BMY 5.2 02/22/34          | CUSIP: 110122EH7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    700000 | PA      | $725277.85    | 0.07%             | 2034-02-22      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Bristol-Myers Squibb Company                                                         | BMY 5.55 02/22/54         | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1373784.59   | 0.12%             | 2054-02-22      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| British Telecommunications PLC                                                       | BRITEL 9 5/8 12/15/30     | CUSIP: 111021AE1<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $973612.79    | 0.09%             | 2030-12-15      | Fixed         | 9.62%                 | No            | 2                  | On Loan: No      |
| Brixmor Operating Partnership LP                                                     | BRX 4.05 07/01/30         | CUSIP: 11120VAJ2<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    700000 | PA      | $689488.73    | 0.06%             | 2030-07-01      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| Broadcom Inc                                                                         | AVGO 3.137 11/15/35       | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $947634.64    | 0.08%             | 2035-11-15      | Fixed         | 3.14%                 | Yes           | 2                  | On Loan: No      |
| Broadcom Inc                                                                         | AVGO 3.187 11/15/36       | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $848614.61    | 0.08%             | 2036-11-15      | Fixed         | 3.19%                 | Yes           | 2                  | On Loan: No      |
| Broadcom Inc                                                                         | AVGO 4.15 04/15/32        | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    700000 | PA      | $685041.39    | 0.06%             | 2032-04-15      | Fixed         | 4.15%                 | Yes           | 2                  | On Loan: No      |
| Broadcom Inc                                                                         | AVGO 4.926 05/15/37       | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    800000 | PA      | $789179.35    | 0.07%             | 2037-05-15      | Fixed         | 4.93%                 | Yes           | 2                  | On Loan: No      |
| Broadcom Inc                                                                         | AVGO 5.05 07/12/29        | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    500000 | PA      | $515211.45    | 0.05%             | 2029-07-12      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| Broadcom Inc                                                                         | AVGO 4.35 02/15/30        | CUSIP: 11135FCB5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502989.18    | 0.05%             | 2030-02-15      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| Broadcom Inc                                                                         | AVGO 4.8 10/15/34         | CUSIP: 11135FCD1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    600000 | PA      | $599391.05    | 0.05%             | 2034-10-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| Broadcom Inc                                                                         | AVGO 5.05 04/15/30        | CUSIP: 11135FCF6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    600000 | PA      | $618567.46    | 0.06%             | 2030-04-15      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| Broadcom Inc                                                                         | AVGO 5.2 04/15/32         | CUSIP: 11135FCG4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    700000 | PA      | $725252.73    | 0.07%             | 2032-04-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Broadcom Inc                                                                         | AVGO 2.45 02/15/31        | CUSIP: 11135FCQ2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1281380.42   | 0.11%             | 2031-02-15      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| Broadcom Inc                                                                         | AVGO 3 3/4 02/15/51       | CUSIP: 11135FCS8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    800000 | PA      | $605901.10    | 0.05%             | 2051-02-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Broadcom Inc                                                                         | AVGO 3.469 04/15/34       | CUSIP: 11135FCT6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $910425.47    | 0.08%             | 2034-04-15      | Fixed         | 3.47%                 | No            | 2                  | On Loan: No      |
| Broadcom Inc                                                                         | AVGO 3.419 04/15/33       | CUSIP: 11135FCU3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    700000 | PA      | $647199.37    | 0.06%             | 2033-04-15      | Fixed         | 3.42%                 | No            | 2                  | On Loan: No      |
| Brookfield Finance Inc.                                                              | BAMACN 4.35 04/15/30      | CUSIP: 11271LAE2<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    900000 | PA      | $903779.63    | 0.08%             | 2030-04-15      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| Brookfield Finance Inc.                                                              | BNCN 5.968 03/04/54       | CUSIP: 11271LAL6<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $611020.97    | 0.05%             | 2054-03-04      | Fixed         | 5.97%                 | No            | 2                  | On Loan: No      |
| Bunge Ltd Finance Corp.                                                              | BG 2 3/4 05/14/31         | CUSIP: 120568BC3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $921227.95    | 0.08%             | 2031-05-14      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                     | BNSF 4.45 03/15/43        | CUSIP: 12189LAN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1069359.78   | 0.10%             | 2043-03-15      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                     | BNSF 3.9 08/01/46         | CUSIP: 12189LAZ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1049566.23   | 0.09%             | 2046-08-01      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                     | BNSF 5.2 04/15/54         | CUSIP: 12189LBK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    900000 | PA      | $850454.40    | 0.08%             | 2054-04-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                     | BNSF 5 1/2 03/15/55       | CUSIP: 12189LBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $691922.01    | 0.06%             | 2055-03-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| CDW LLC / CDW Finance Corp                                                           | CDW 3.569 12/01/31        | CUSIP: 12513GBJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $467438.67    | 0.04%             | 2031-12-01      | Fixed         | 3.57%                 | No            | 2                  | On Loan: No      |
| The Cigna Group                                                                      | CI 4 3/8 10/15/28         | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    900000 | PA      | $907794.41    | 0.08%             | 2028-10-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| The Cigna Group                                                                      | CI 4.9 12/15/48           | CUSIP: 125523AK6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $978491.58    | 0.09%             | 2048-12-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| The Cigna Group                                                                      | CI 4.8 07/15/46           | CUSIP: 125523CF5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    700000 | PA      | $619888.05    | 0.06%             | 2046-07-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| The Cigna Group                                                                      | CI 2 3/8 03/15/31         | CUSIP: 125523CM0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    800000 | PA      | $725304.60    | 0.07%             | 2031-03-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| The Cigna Group                                                                      | CI 3.4 03/15/51           | CUSIP: 125523CQ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $692994.16    | 0.06%             | 2051-03-15      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| The Cigna Group                                                                      | CI 5 1/8 05/15/31         | CUSIP: 125523CU2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    400000 | PA      | $412876.08    | 0.04%             | 2031-05-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| The Cigna Group                                                                      | CI 5 1/4 02/15/34         | CUSIP: 125523CV0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    600000 | PA      | $615080.30    | 0.06%             | 2034-02-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| The Cigna Group                                                                      | CI 5.6 02/15/54           | CUSIP: 125523CW8<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    700000 | PA      | $677252.14    | 0.06%             | 2054-02-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| CRH America Finance, Inc.                                                            | CRHID 5 1/2 01/09/35      | CUSIP: 12636YAF9<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    800000 | PA      | $833020.38    | 0.07%             | 2035-01-09      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| CSX Corporation                                                                      | CSX 3.8 11/01/46          | CUSIP: 126408HF3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $868595.62    | 0.08%             | 2046-11-01      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| CSX Corporation                                                                      | CSX 4 1/4 03/15/29        | CUSIP: 126408HM8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    700000 | PA      | $706873.18    | 0.06%             | 2029-03-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| CVS Health Corp                                                                      | CVS 5.3 12/05/43          | CUSIP: 126650CD0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    800000 | PA      | $743624.54    | 0.07%             | 2043-12-05      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| CVS Health Corp                                                                      | CVS 5 1/8 07/20/45        | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1441332.70   | 0.13%             | 2045-07-20      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| CVS Health Corp                                                                      | CVS 4.78 03/25/38         | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1598500.96   | 0.14%             | 2038-03-25      | Fixed         | 4.78%                 | No            | 2                  | On Loan: No      |
| CVS Health Corp                                                                      | CVS 3 1/4 08/15/29        | CUSIP: 126650DG2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    800000 | PA      | $773174.26    | 0.07%             | 2029-08-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| CVS Health Corp                                                                      | CVS 5 1/8 02/21/30        | CUSIP: 126650DT4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    600000 | PA      | $615722.84    | 0.06%             | 2030-02-21      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| CVS Health Corp                                                                      | CVS 5 1/4 02/21/33        | CUSIP: 126650DU1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    700000 | PA      | $717801.83    | 0.06%             | 2033-02-21      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| CVS Health Corp                                                                      | CVS 5 5/8 02/21/53        | CUSIP: 126650DV9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    800000 | PA      | $751454.89    | 0.07%             | 2053-02-21      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| CVS Health Corp                                                                      | CVS 5 01/30/29            | CUSIP: 126650DW7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    700000 | PA      | $715431.34    | 0.06%             | 2029-01-30      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| CVS Health Corp                                                                      | CVS 5 1/4 01/30/31        | CUSIP: 126650DX5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    600000 | PA      | $619208.59    | 0.06%             | 2031-01-30      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| CVS Health Corp                                                                      | CVS 5.3 06/01/33          | CUSIP: 126650DY3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    600000 | PA      | $615509.08    | 0.06%             | 2033-06-01      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| CVS Health Corp                                                                      | CVS 5 7/8 06/01/53        | CUSIP: 126650DZ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $967533.37    | 0.09%             | 2053-06-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| CVS Health Corp                                                                      | CVS 5.55 06/01/31         | CUSIP: 126650EC0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    700000 | PA      | $732316.03    | 0.07%             | 2031-06-01      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| CRH Smw Finance DAC                                                                  | CRHID 5 1/8 01/09/30      | CUSIP: 12704PAB4<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | IE        |    700000 | PA      | $721507.37    | 0.06%             | 2030-01-09      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| The Campbells Co.                                                                    | CPB 5.4 03/21/34          | CUSIP: 134429BP3<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    800000 | PA      | $809943.63    | 0.07%             | 2034-03-21      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Canadian Imperial Bank of Commerce                                                   | CM 3.6 04/07/32           | CUSIP: 13607HR53<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    800000 | PA      | $763555.29    | 0.07%             | 2032-04-07      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| Canadian Imperial Bank of Commerce                                                   | CM 5.245 01/13/31         | CUSIP: 13607PVQ4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    800000 | PA      | $825903.50    | 0.07%             | 2031-01-13      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Canadian National Railway Company                                                    | CNRCN 3.85 08/05/32       | CUSIP: 136375DC3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $582097.78    | 0.05%             | 2032-08-05      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| Canadian Natural Resources Limited                                                   | CNQCN 6 1/4 03/15/38      | CUSIP: 136385AL5<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $635968.10    | 0.06%             | 2038-03-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Canadian Pacific Railway Company                                                     | CP 3 12/02/41             | CUSIP: 13645RBG8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    800000 | PA      | $602526.31    | 0.05%             | 2041-12-02      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Canadian Pacific Railway Company                                                     | CP 3.1 12/02/51           | CUSIP: 13645RBH6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $667740.42    | 0.06%             | 2051-12-02      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| Cardinal Health, Inc.                                                                | CAH 5.35 11/15/34         | CUSIP: 14149YBS6<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    500000 | PA      | $514659.47    | 0.05%             | 2034-11-15      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| Carrier Global Corporation                                                           | CARR 2.7 02/15/31         | CUSIP: 14448CAL8<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1020987.14   | 0.09%             | 2031-02-15      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| Carrier Global Corporation                                                           | CARR 2.722 02/15/30       | CUSIP: 14448CAQ7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1226103.70   | 0.11%             | 2030-02-15      | Fixed         | 2.72%                 | No            | 2                  | On Loan: No      |
| Caterpillar Inc                                                                      | CAT 3.803 08/15/42        | CUSIP: 149123CB5<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    800000 | PA      | $673587.18    | 0.06%             | 2042-08-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Caterpillar Inc                                                                      | CAT 3 1/4 09/19/49        | CUSIP: 149123CF6<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    800000 | PA      | $577355.94    | 0.05%             | 2049-09-19      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Centene Corp.                                                                        | CNC 4 5/8 12/15/29        | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    900000 | PA      | $877766.40    | 0.08%             | 2029-12-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Centene Corp.                                                                        | CNC 2 1/2 03/01/31        | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    600000 | PA      | $519152.40    | 0.05%             | 2031-03-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Centene Corp.                                                                        | CNC 2 5/8 08/01/31        | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    500000 | PA      | $430326.15    | 0.04%             | 2031-08-01      | Fixed         | 2.62%                 | No            | 2                  | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR 6.384 10/23/35       | CUSIP: 161175AZ7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    900000 | PA      | $924389.68    | 0.08%             | 2035-10-23      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR 6.484 10/23/45       | CUSIP: 161175BA1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1320318.29   | 0.12%             | 2045-10-23      | Fixed         | 6.48%                 | No            | 2                  | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR 5 3/8 05/01/47       | CUSIP: 161175BL7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $988809.35    | 0.09%             | 2047-05-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR 5 3/4 04/01/48       | CUSIP: 161175BN3<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    600000 | PA      | $517672.69    | 0.05%             | 2048-04-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR 4.8 03/01/50         | CUSIP: 161175BT0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $988194.90    | 0.09%             | 2050-03-01      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR 3.7 04/01/51         | CUSIP: 161175BV5<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    900000 | PA      | $577732.32    | 0.05%             | 2051-04-01      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR 3.9 06/01/52         | CUSIP: 161175CA0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $850989.02    | 0.08%             | 2052-06-01      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR 4.4 12/01/61         | CUSIP: 161175CC6<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    600000 | PA      | $396541.64    | 0.04%             | 2061-12-01      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR 6.65 02/01/34        | CUSIP: 161175CP7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    600000 | PA      | $632591.47    | 0.06%             | 2034-02-01      | Fixed         | 6.65%                 | No            | 2                  | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR 6.1 06/01/29         | CUSIP: 161175CQ5<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1044958.21   | 0.09%             | 2029-06-01      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR 6.55 06/01/34        | CUSIP: 161175CR3<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    600000 | PA      | $630712.32    | 0.06%             | 2034-06-01      | Fixed         | 6.55%                 | No            | 2                  | On Loan: No      |
| Cheniere Energy Partners Lp                                                          | CQP 4 1/2 10/01/29        | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502126.88    | 0.05%             | 2029-10-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Cheniere Energy Partners Lp                                                          | CQP 5.95 06/30/33         | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    700000 | PA      | $742257.15    | 0.07%             | 2033-06-30      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Cheniere Energy Partners Lp                                                          | CQP 5 3/4 08/15/34        | CUSIP: 16411QAS0<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    500000 | PA      | $521862.80    | 0.05%             | 2034-08-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Cheniere Energy Inc                                                                  | LNG 5.65 04/15/34         | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    500000 | PA      | $518766.73    | 0.05%             | 2034-04-15      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| Cheniere Corpus Christi Holdings, LLC                                                | CHCOCH 3.7 11/15/29       | CUSIP: 16412XAJ4<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    600000 | PA      | $587453.01    | 0.05%             | 2029-11-15      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Expand Energy Corp.                                                                  | EXE 5.7 01/15/35          | CUSIP: 165167DH7<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    500000 | PA      | $517766.42    | 0.05%             | 2035-01-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| Chevron USA Inc                                                                      | CVX 4.98 04/15/35         | CUSIP: 166756BF2<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    700000 | PA      | $715572.41    | 0.06%             | 2035-04-15      | Fixed         | 4.98%                 | No            | 2                  | On Loan: No      |
| Chubb INA Holdings LLC                                                               | CB 6 05/11/37             | CUSIP: 171232AQ4<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    600000 | PA      | $653127.04    | 0.06%             | 2037-05-11      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Chubb INA Holdings LLC                                                               | CB 5 03/15/34             | CUSIP: 171239AK2<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    800000 | PA      | $817079.46    | 0.07%             | 2034-03-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Cisco Systems, Inc.                                                                  | CSCO 5.9 02/15/39         | CUSIP: 17275RAD4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    700000 | PA      | $753959.52    | 0.07%             | 2039-02-15      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| Cisco Systems, Inc.                                                                  | CSCO 5 1/2 01/15/40       | CUSIP: 17275RAF9<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    800000 | PA      | $829565.31    | 0.07%             | 2040-01-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Cisco Systems, Inc.                                                                  | CSCO 4.95 02/26/31        | CUSIP: 17275RBS0<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    800000 | PA      | $828224.21    | 0.07%             | 2031-02-26      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Cisco Systems, Inc.                                                                  | CSCO 5.05 02/26/34        | CUSIP: 17275RBT8<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    900000 | PA      | $923743.73    | 0.08%             | 2034-02-26      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| Cisco Systems, Inc.                                                                  | CSCO 5.3 02/26/54         | CUSIP: 17275RBU5<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1056014.83   | 0.09%             | 2054-02-26      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc.                                                                       | C 6.675 09/13/43          | CUSIP: 172967HA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    700000 | PA      | $778843.39    | 0.07%             | 2043-09-13      | Fixed         | 6.67%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc.                                                                       | C 4 3/4 05/18/46          | CUSIP: 172967KR1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    900000 | PA      | $792319.81    | 0.07%             | 2046-05-18      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc.                                                                       | C 4.65 07/23/48           | CUSIP: 172967MD0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    900000 | PA      | $793301.09    | 0.07%             | 2048-07-23      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc.                                                                       | C 3.98 03/20/30           | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    500000 | PA      | $496401.44    | 0.04%             | 2030-03-20      | Fixed         | 3.98%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc.                                                                       | C 2.666 01/29/31          | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    800000 | PA      | $749947.98    | 0.07%             | 2031-01-29      | Fixed         | 2.67%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc.                                                                       | C 5.316 03/26/41          | CUSIP: 172967MM0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    700000 | PA      | $698191.83    | 0.06%             | 2041-03-26      | Fixed         | 5.32%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc.                                                                       | C 4.412 03/31/31          | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1300214.83   | 0.12%             | 2031-03-31      | Fixed         | 4.41%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc.                                                                       | C 2.572 06/03/31          | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1298928.57   | 0.12%             | 2031-06-03      | Fixed         | 2.57%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc.                                                                       | C 2.561 05/01/32          | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $998295.28    | 0.09%             | 2032-05-01      | Fixed         | 2.56%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc.                                                                       | C 2.52 11/03/32           | CUSIP: 172967NE7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    700000 | PA      | $627053.77    | 0.06%             | 2032-11-03      | Fixed         | 2.52%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc.                                                                       | C 2.904 11/03/42          | CUSIP: 172967NF4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    800000 | PA      | $591280.02    | 0.05%             | 2042-11-03      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc.                                                                       | C 4.91 05/24/33           | CUSIP: 172967NU1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    800000 | PA      | $808586.54    | 0.07%             | 2033-05-24      | Fixed         | 4.91%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc.                                                                       | C 6.27 11/17/33           | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1088597.84   | 0.10%             | 2033-11-17      | Fixed         | 6.27%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc.                                                                       | C 5.174 02/13/30          | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    800000 | PA      | $822181.95    | 0.07%             | 2030-02-13      | Fixed         | 5.17%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc.                                                                       | C 2.976 11/05/30          | CUSIP: 17308CC53<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    600000 | PA      | $571936.25    | 0.05%             | 2030-11-05      | Fixed         | 2.98%                 | No            | 2                  | On Loan: No      |
| Citibank, N.A.                                                                       | C 5.57 04/30/34           | CUSIP: 17325FBG2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    900000 | PA      | $948250.40    | 0.09%             | 2034-04-30      | Fixed         | 5.57%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc.                                                                       | C 3.057 01/25/33          | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $915855.12    | 0.08%             | 2033-01-25      | Fixed         | 3.06%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc.                                                                       | C 4.542 09/19/30          | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    700000 | PA      | $706051.49    | 0.06%             | 2030-09-19      | Fixed         | 4.54%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc.                                                                       | C 5.612 03/04/56          | CUSIP: 17327CAY9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    700000 | PA      | $697412.61    | 0.06%             | 2056-03-04      | Fixed         | 5.61%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc.                                                                       | C 5.333 03/27/36          | CUSIP: 17327CBA0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1122677.17   | 0.10%             | 2036-03-27      | Fixed         | 5.33%                 | No            | 2                  | On Loan: No      |
| Citizens Financial Group Inc                                                         | CFG 3 1/4 04/30/30        | CUSIP: 174610AT2<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    600000 | PA      | $573983.60    | 0.05%             | 2030-04-30      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Citizens Financial Group Inc                                                         | CFG 5.841 01/23/30        | CUSIP: 174610BF1<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    400000 | PA      | $417327.26    | 0.04%             | 2030-01-23      | Fixed         | 5.84%                 | No            | 2                  | On Loan: No      |
| Citizens Financial Group Inc                                                         | CFG 5.253 03/05/31        | CUSIP: 174610BJ3<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    500000 | PA      | $512919.41    | 0.05%             | 2031-03-05      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Coca-Cola Co (The)                                                                   | KO 3.45 03/25/30          | CUSIP: 191216CT5<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    500000 | PA      | $490327.63    | 0.04%             | 2030-03-25      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| Coca-Cola Co (The)                                                                   | KO 1.65 06/01/30          | CUSIP: 191216CV0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    800000 | PA      | $725769.06    | 0.07%             | 2030-06-01      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| Coca-Cola Co (The)                                                                   | KO 2 1/2 06/01/40         | CUSIP: 191216CW8<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    800000 | PA      | $595573.01    | 0.05%             | 2040-06-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Coca-Cola Co (The)                                                                   | KO 3 03/05/51             | CUSIP: 191216DL1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    800000 | PA      | $536863.50    | 0.05%             | 2051-03-05      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Coca-Cola Co (The)                                                                   | KO 5.3 05/13/54           | CUSIP: 191216DS6<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    500000 | PA      | $489701.38    | 0.04%             | 2054-05-13      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| Coca-Cola Co (The)                                                                   | KO 5.4 05/13/64           | CUSIP: 191216DT4<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    500000 | PA      | $486601.95    | 0.04%             | 2064-05-13      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Coca-Cola Co (The)                                                                   | KO 5.2 01/14/55           | CUSIP: 191216DZ0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    500000 | PA      | $481701.94    | 0.04%             | 2055-01-14      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Comcast Corporation                                                                  | CMCSA 4 1/4 01/15/33      | CUSIP: 20030NBH3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    500000 | PA      | $488256.21    | 0.04%             | 2033-01-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Comcast Corporation                                                                  | CMCSA 4.2 08/15/34        | CUSIP: 20030NBM2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    600000 | PA      | $572252.83    | 0.05%             | 2034-08-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| Comcast Corporation                                                                  | CMCSA 3.2 07/15/36        | CUSIP: 20030NBT7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    700000 | PA      | $595353.01    | 0.05%             | 2036-07-15      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| Comcast Corporation                                                                  | CMCSA 4 08/15/47          | CUSIP: 20030NBZ3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $757849.94    | 0.07%             | 2047-08-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Comcast Corporation                                                                  | CMCSA 3.969 11/01/47      | CUSIP: 20030NCC3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $828005.94    | 0.07%             | 2047-11-01      | Fixed         | 3.97%                 | No            | 2                  | On Loan: No      |
| Comcast Corporation                                                                  | CMCSA 3.999 11/01/49      | CUSIP: 20030NCE9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $817446.91    | 0.07%             | 2049-11-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Comcast Corporation                                                                  | CMCSA 3.9 03/01/38        | CUSIP: 20030NCJ8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $869276.01    | 0.08%             | 2038-03-01      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Comcast Corporation                                                                  | CMCSA 4 1/4 10/15/30      | CUSIP: 20030NCU3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500173.62    | 0.04%             | 2030-10-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Comcast Corporation                                                                  | CMCSA 3 1/4 11/01/39      | CUSIP: 20030NCY5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    600000 | PA      | $468870.44    | 0.04%             | 2039-11-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Comcast Corporation                                                                  | CMCSA 3.45 02/01/50       | CUSIP: 20030NCZ2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $804325.03    | 0.07%             | 2050-02-01      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| Comcast Corporation                                                                  | CMCSA 3.4 04/01/30        | CUSIP: 20030NDG3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    900000 | PA      | $872504.04    | 0.08%             | 2030-04-01      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| Comcast Corporation                                                                  | CMCSA 3 3/4 04/01/40      | CUSIP: 20030NDH1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    900000 | PA      | $740910.66    | 0.07%             | 2040-04-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Comcast Corporation                                                                  | CMCSA 1.95 01/15/31       | CUSIP: 20030NDM0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    700000 | PA      | $626090.72    | 0.06%             | 2031-01-15      | Fixed         | 1.95%                 | No            | 2                  | On Loan: No      |
| Comcast Corporation                                                                  | CMCSA 1 1/2 02/15/31      | CUSIP: 20030NDN8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    500000 | PA      | $436626.01    | 0.04%             | 2031-02-15      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Comcast Corporation                                                                  | CMCSA 2.887 11/01/51      | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $1766437.80   | 0.16%             | 2051-11-01      | Fixed         | 2.89%                 | No            | 2                  | On Loan: No      |
| Comcast Corporation                                                                  | CMCSA 5 1/2 11/15/32      | CUSIP: 20030NEB3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105311.33    | 0.01%             | 2032-11-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Comcast Corporation                                                                  | CMCSA 4.65 02/15/33       | CUSIP: 20030NEC1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500139.17    | 0.04%             | 2033-02-15      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| Comcast Corporation                                                                  | CMCSA 4.8 05/15/33        | CUSIP: 20030NEE7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    600000 | PA      | $603595.82    | 0.05%             | 2033-05-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| Comcast Corporation                                                                  | CMCSA 5.35 05/15/53       | CUSIP: 20030NEF4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    600000 | PA      | $541370.13    | 0.05%             | 2053-05-15      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| Comcast Corporation                                                                  | CMCSA 5.168 01/15/37      | CUSIP: 20030NES6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1209000 | PA      | $1190830.74   | 0.11%             | 2037-01-15      | Fixed         | 5.17%                 | Yes           | 2                  | On Loan: No      |
| Conagra Brands Inc                                                                   | CAG 4.85 11/01/28         | CUSIP: 205887CC4<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    900000 | PA      | $912868.02    | 0.08%             | 2028-11-01      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| Conagra Brands Inc                                                                   | CAG 5.3 11/01/38          | CUSIP: 205887CD2<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    700000 | PA      | $662898.32    | 0.06%             | 2038-11-01      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| ConocoPhillips Co.                                                                   | COP 3.8 03/15/52          | CUSIP: 20826FAV8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    700000 | PA      | $520012.87    | 0.05%             | 2052-03-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| ConocoPhillips Co.                                                                   | COP 5.05 09/15/33         | CUSIP: 20826FBF2<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    700000 | PA      | $718687.92    | 0.06%             | 2033-09-15      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| ConocoPhillips Co.                                                                   | COP 5 1/2 01/15/55        | CUSIP: 20826FBM7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    600000 | PA      | $579556.54    | 0.05%             | 2055-01-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Consolidated Edison Company of New York, Inc.                                        | ED 5.9 11/15/53           | CUSIP: 209111GG2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    700000 | PA      | $715024.66    | 0.06%             | 2053-11-15      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| Consolidated Edison Company of New York, Inc.                                        | ED 5.7 05/15/54           | CUSIP: 209111GK3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    800000 | PA      | $799894.07    | 0.07%             | 2054-05-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| Constellation Brands, Inc.                                                           | STZ 3.15 08/01/29         | CUSIP: 21036PBE7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    600000 | PA      | $579793.51    | 0.05%             | 2029-08-01      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| Constellation Brands, Inc.                                                           | STZ 2 1/4 08/01/31        | CUSIP: 21036PBH0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    700000 | PA      | $623047.52    | 0.06%             | 2031-08-01      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Constellation Energy Generation LLC                                                  | CEG 6 1/2 10/01/53        | CUSIP: 210385AE0<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    600000 | PA      | $651753.44    | 0.06%             | 2053-10-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Constellation Energy Generation LLC                                                  | CEG 5 3/4 03/15/54        | CUSIP: 210385AF7<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    600000 | PA      | $593470.50    | 0.05%             | 2054-03-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Cooperatieve Rabobank U.A.                                                           | RABOBK 5 3/4 12/01/43     | CUSIP: 21684AAB2<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    800000 | PA      | $808534.93    | 0.07%             | 2043-12-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Corebridge Financial Inc.                                                            | CRBG 3.9 04/05/32         | CUSIP: 21871XAH2<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    800000 | PA      | $762646.95    | 0.07%             | 2032-04-05      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Corebridge Financial Inc.                                                            | CRBG 4.4 04/05/52         | CUSIP: 21871XAM1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    700000 | PA      | $570898.08    | 0.05%             | 2052-04-05      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| Corning Incorporated                                                                 | GLW 4 3/8 11/15/57        | CUSIP: 219350BF1<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    700000 | PA      | $575802.79    | 0.05%             | 2057-11-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Costco Wholesale Corporation                                                         | COST 1.6 04/20/30         | CUSIP: 22160KAP0<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |    900000 | PA      | $817049.73    | 0.07%             | 2030-04-20      | Fixed         | 1.60%                 | No            | 2                  | On Loan: No      |
| Crown Castle Inc.                                                                    | CCI 2 1/4 01/15/31        | CUSIP: 22822VAT8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    700000 | PA      | $626407.97    | 0.06%             | 2031-01-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Crown Castle Inc.                                                                    | CCI 2.1 04/01/31          | CUSIP: 22822VAW1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    800000 | PA      | $707009.26    | 0.06%             | 2031-04-01      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| Crown Castle Inc.                                                                    | CCI 5.8 03/01/34          | CUSIP: 22822VBE0<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    700000 | PA      | $735031.49    | 0.07%             | 2034-03-01      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| Cummins Inc.                                                                         | CMI 5.45 02/20/54         | CUSIP: 231021AX4<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    500000 | PA      | $493662.60    | 0.04%             | 2054-02-20      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| DH Europe Finance II SARL                                                            | DHR 2.6 11/15/29          | CUSIP: 23291KAH8<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |   1200000 | PA      | $1141259.74   | 0.10%             | 2029-11-15      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| Mercedes Benz North America Corp.                                                    | MBGGR 8 1/2 01/18/31      | CUSIP: 233835AQ0<br>LEI: 8YAK2VWYCZ8B120UOU20 | Long             | DBT              | CORP              | US        |    500000 | PA      | $590888.05    | 0.05%             | 2031-01-18      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| Danaher Corporation                                                                  | DHR 2.8 12/10/51          | CUSIP: 235851AW2<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |    800000 | PA      | $508081.58    | 0.05%             | 2051-12-10      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| Deere & Company                                                                      | DE 5.7 01/19/55           | CUSIP: 244199BM6<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    500000 | PA      | $520755.83    | 0.05%             | 2055-01-19      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| John Deere Capital Corp.                                                             | DE 4.85 06/11/29          | CUSIP: 24422EXT1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    600000 | PA      | $617377.73    | 0.06%             | 2029-06-11      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| John Deere Capital Corp.                                                             | DE 5.05 06/12/34          | CUSIP: 24422EXU8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    900000 | PA      | $926737.18    | 0.08%             | 2034-06-12      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| John Deere Capital Corp.                                                             | DE 4.4 09/08/31           | CUSIP: 24422EXX2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    700000 | PA      | $707118.27    | 0.06%             | 2031-09-08      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| Dell International LLC / EMC Corp.                                                   | DELL 5 3/4 02/01/33       | CUSIP: 24703DBL4<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    500000 | PA      | $525239.30    | 0.05%             | 2033-02-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Dell International LLC / EMC Corp.                                                   | DELL 5.4 04/15/34         | CUSIP: 24703DBN0<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    500000 | PA      | $511078.54    | 0.05%             | 2034-04-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Dell International LLC / EMC Corp.                                                   | DELL 5.3 10/01/29         | CUSIP: 24703TAG1<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    500000 | PA      | $516070.26    | 0.05%             | 2029-10-01      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| Dell International LLC / EMC Corp.                                                   | DELL 5 04/01/30           | CUSIP: 24703TAM8<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    500000 | PA      | $511731.68    | 0.05%             | 2030-04-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Dell International LLC / EMC Corp.                                                   | DELL 5 1/2 04/01/35       | CUSIP: 24703TAP1<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    500000 | PA      | $513948.23    | 0.05%             | 2035-04-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Deutsche Bank AG New York Branch                                                     | DB 3.547 09/18/31         | CUSIP: 251526CD9<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |    800000 | PA      | $762307.67    | 0.07%             | 2031-09-18      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| Deutsche Bank AG New York Branch                                                     | DB 5.414 05/10/29         | CUSIP: 251526CW7<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |    500000 | PA      | $519908.52    | 0.05%             | 2029-05-10      | Fixed         | 5.41%                 | No            | 2                  | On Loan: No      |
| Deutsche Bank AG New York Branch                                                     | DB 5.403 09/11/35         | CUSIP: 251526CY3<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |    500000 | PA      | $507845.07    | 0.05%             | 2035-09-11      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Deutsche Telekom International Finance B.V.                                          | DT 8 1/4 06/15/30         | CUSIP: 25156PAC7<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |   1200000 | PA      | $1400094.43   | 0.13%             | 2030-06-15      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| Devon Energy Corporation                                                             | DVN 4 3/4 05/15/42        | CUSIP: 25179MAN3<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    800000 | PA      | $703875.59    | 0.06%             | 2042-05-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Devon Energy Corporation                                                             | DVN 5.2 09/15/34          | CUSIP: 25179MBG7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    700000 | PA      | $706560.83    | 0.06%             | 2034-09-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Diageo Capital PLC                                                                   | DGELN 5 1/2 01/24/33      | CUSIP: 25243YBH1<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $526287.29    | 0.05%             | 2033-01-24      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Diageo Capital PLC                                                                   | DGELN 5 5/8 10/05/33      | CUSIP: 25243YBN8<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $530051.57    | 0.05%             | 2033-10-05      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Diamondback Energy Inc                                                               | FANG 3 1/8 03/24/31       | CUSIP: 25278XAR0<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    800000 | PA      | $749963.46    | 0.07%             | 2031-03-24      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| Diamondback Energy Inc                                                               | FANG 5 3/4 04/18/54       | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    700000 | PA      | $671006.18    | 0.06%             | 2054-04-18      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Diamondback Energy Inc                                                               | FANG 5.55 04/01/35        | CUSIP: 25278XBC2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    900000 | PA      | $927539.00    | 0.08%             | 2035-04-01      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| Walt Disney Company                                                                  | DIS 6.65 11/15/37         | CUSIP: 254687EH5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    500000 | PA      | $569118.03    | 0.05%             | 2037-11-15      | Fixed         | 6.65%                 | No            | 2                  | On Loan: No      |
| Walt Disney Company                                                                  | DIS 2 09/01/29            | CUSIP: 254687FL5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    600000 | PA      | $562115.99    | 0.05%             | 2029-09-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Walt Disney Company                                                                  | DIS 2 3/4 09/01/49        | CUSIP: 254687FM3<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $698940.40    | 0.06%             | 2049-09-01      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Walt Disney Company                                                                  | DIS 3.8 03/22/30          | CUSIP: 254687FQ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    600000 | PA      | $595117.21    | 0.05%             | 2030-03-22      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Walt Disney Company                                                                  | DIS 2.65 01/13/31         | CUSIP: 254687FX9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    600000 | PA      | $562020.20    | 0.05%             | 2031-01-13      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| Walt Disney Company                                                                  | DIS 3 1/2 05/13/40        | CUSIP: 254687FY7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $834681.53    | 0.07%             | 2040-05-13      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Walt Disney Company                                                                  | DIS 3.6 01/13/51          | CUSIP: 254687FZ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $745937.30    | 0.07%             | 2051-01-13      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| Dominion Energy Inc                                                                  | D 2 1/4 08/15/31          | CUSIP: 25746UDL0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    900000 | PA      | $804713.79    | 0.07%             | 2031-08-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Dominion Energy Inc                                                                  | D 5 06/15/30              | CUSIP: 25746UDW6<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    700000 | PA      | $718661.66    | 0.06%             | 2030-06-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Dow Chemical Co. (The)                                                               | DOW 6.9 05/15/53          | CUSIP: 260543DH3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    500000 | PA      | $519696.11    | 0.05%             | 2053-05-15      | Fixed         | 6.90%                 | No            | 2                  | On Loan: No      |
| Dreyfus Treasury Obligations Cash Management                                         | DREY-T O C/M-INS          | CUSIP: 261908107<br>LEI: 549300MKKM9KT7BF6329 | Long             | STIV             | RF                | US        | 191798790 | PA      | $191798790.13 | 17.19%            |  |  |  | No            | 1                  | On Loan: No      |
| Duke Energy Corp                                                                     | DUK 3 3/4 09/01/46        | CUSIP: 26441CAT2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $760019.42    | 0.07%             | 2046-09-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Duke Energy Corp                                                                     | DUK 2.45 06/01/30         | CUSIP: 26441CBH7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    900000 | PA      | $835934.72    | 0.07%             | 2030-06-01      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| Duke Energy Corp                                                                     | DUK 5.45 06/15/34         | CUSIP: 26441CCE3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    700000 | PA      | $727642.03    | 0.07%             | 2034-06-15      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| Duke Energy Carolinas  LLC                                                           | DUK 4.95 01/15/33         | CUSIP: 26442CBJ2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    800000 | PA      | $821952.23    | 0.07%             | 2033-01-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Duke Energy Carolinas  LLC                                                           | DUK 5.35 01/15/53         | CUSIP: 26442CBK9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    500000 | PA      | $480785.35    | 0.04%             | 2053-01-15      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| Duke Energy Carolinas  LLC                                                           | DUK 5.4 01/15/54          | CUSIP: 26442CBL7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    500000 | PA      | $485558.48    | 0.04%             | 2054-01-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Dupont De Nemours Inc                                                                | DD 4.725 11/15/28         | CUSIP: 26614NAC6<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |    346000 | PA      | $350920.48    | 0.03%             | 2028-11-15      | Fixed         | 4.72%                 | Yes           | 2                  | On Loan: No      |
| EOG Resources Inc.                                                                   | EOG 5.65 12/01/54         | CUSIP: 26875PAW1<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    600000 | PA      | $591620.23    | 0.05%             | 2054-12-01      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| Eastman Chemical Company                                                             | EMN 5 08/01/29            | CUSIP: 277432AZ3<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1226606.96   | 0.11%             | 2029-08-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Eaton Corp.                                                                          | ETN 4.15 03/15/33         | CUSIP: 278062AH7<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1081983.12   | 0.10%             | 2033-03-15      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| eBay Inc.                                                                            | EBAY 4 07/15/42           | CUSIP: 278642AF0<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    700000 | PA      | $580790.71    | 0.05%             | 2042-07-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Elevance Health Inc.                                                                 | ELV 5 1/8 02/15/53        | CUSIP: 28622HAC5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    900000 | PA      | $810626.23    | 0.07%             | 2053-02-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Emerson Electric Co.                                                                 | EMR 2.2 12/21/31          | CUSIP: 291011BR4<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $895140.21    | 0.08%             | 2031-12-21      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| Enbridge Inc.                                                                        | ENBCN 3 1/8 11/15/29      | CUSIP: 29250NAZ8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $480395.72    | 0.04%             | 2029-11-15      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| Enbridge Inc.                                                                        | ENBCN 3.4 08/01/51        | CUSIP: 29250NBE4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    800000 | PA      | $550256.67    | 0.05%             | 2051-08-01      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| Enbridge Inc.                                                                        | ENBCN 5.7 03/08/33        | CUSIP: 29250NBR5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    800000 | PA      | $839573.45    | 0.08%             | 2033-03-08      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| Enbridge Inc.                                                                        | ENBCN 6.2 11/15/30        | CUSIP: 29250NBY0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $430076.19    | 0.04%             | 2030-11-15      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| Enbridge Inc.                                                                        | ENBCN 6.7 11/15/53        | CUSIP: 29250NBZ7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $661561.09    | 0.06%             | 2053-11-15      | Fixed         | 6.70%                 | No            | 2                  | On Loan: No      |
| Enbridge Inc.                                                                        | ENBCN 5 5/8 04/05/34      | CUSIP: 29250NCC7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $521187.94    | 0.05%             | 2034-04-05      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                                                   | ET 6 1/8 12/15/45         | CUSIP: 29273RBJ7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    700000 | PA      | $697989.63    | 0.06%             | 2045-12-15      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                                                   | ET 6.4 12/01/30           | CUSIP: 29273VAT7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    500000 | PA      | $541368.09    | 0.05%             | 2030-12-01      | Fixed         | 6.40%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                                                   | ET 6.55 12/01/33          | CUSIP: 29273VAU4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    600000 | PA      | $657397.97    | 0.06%             | 2033-12-01      | Fixed         | 6.55%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                                                   | ET 5.95 05/15/54          | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    600000 | PA      | $573853.83    | 0.05%             | 2054-05-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                                                   | ET 5.6 09/01/34           | CUSIP: 29273VBA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    600000 | PA      | $618422.56    | 0.06%             | 2034-09-01      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                                                   | ET 6.05 09/01/54          | CUSIP: 29273VBB5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    500000 | PA      | $485646.79    | 0.04%             | 2054-09-01      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                                                   | ET 6 06/15/48             | CUSIP: 29278NAE3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    600000 | PA      | $587757.79    | 0.05%             | 2048-06-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                                                   | ET 5 1/4 04/15/29         | CUSIP: 29278NAG8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    500000 | PA      | $514533.94    | 0.05%             | 2029-04-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                                                   | ET 5 05/15/50             | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    800000 | PA      | $678190.00    | 0.06%             | 2050-05-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                                                   | ET 6 1/4 04/15/49         | CUSIP: 29279FAA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    700000 | PA      | $700239.20    | 0.06%             | 2049-04-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Entergy Louisiana LLC                                                                | ETR 5.8 03/15/55          | CUSIP: 29364WBQ0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    500000 | PA      | $504196.58    | 0.05%             | 2055-03-15      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| Enterprise Products Operating LLC                                                    | EPD 4.85 03/15/44         | CUSIP: 29379VBA0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    900000 | PA      | $824474.71    | 0.07%             | 2044-03-15      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| Enterprise Products Operating LLC                                                    | EPD 5.1 02/15/45          | CUSIP: 29379VBC6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    900000 | PA      | $847074.91    | 0.08%             | 2045-02-15      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| Enterprise Products Operating LLC                                                    | EPD 2.8 01/31/30          | CUSIP: 29379VBX0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    700000 | PA      | $665246.21    | 0.06%             | 2030-01-31      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| Enterprise Products Operating LLC                                                    | EPD 3.2 02/15/52          | CUSIP: 29379VCA9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    800000 | PA      | $531923.58    | 0.05%             | 2052-02-15      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| Enterprise Products Operating LLC                                                    | EPD 3.3 02/15/53          | CUSIP: 29379VCB7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    700000 | PA      | $471527.32    | 0.04%             | 2053-02-15      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| Enterprise Products Operating LLC                                                    | EPD 5.35 01/31/33         | CUSIP: 29379VCD3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    600000 | PA      | $626524.96    | 0.06%             | 2033-01-31      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| Enterprise Products Operating LLC                                                    | EPD 4.95 02/15/35         | CUSIP: 29379VCG6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    700000 | PA      | $708243.98    | 0.06%             | 2035-02-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Enterprise Products Operating LLC                                                    | EPD 5.55 02/16/55         | CUSIP: 29379VCH4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    700000 | PA      | $682483.62    | 0.06%             | 2055-02-16      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| Equinix, Inc.                                                                        | EQIX 2.15 07/15/30        | CUSIP: 29444UBH8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    800000 | PA      | $726897.32    | 0.07%             | 2030-07-15      | Fixed         | 2.15%                 | No            | 2                  | On Loan: No      |
| Equinix, Inc.                                                                        | EQIX 2 1/2 05/15/31       | CUSIP: 29444UBS4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    800000 | PA      | $725170.14    | 0.07%             | 2031-05-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Exelon Corp.                                                                         | EXC 4.05 04/15/30         | CUSIP: 30161NAX9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    900000 | PA      | $892212.48    | 0.08%             | 2030-04-15      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| Exelon Corp.                                                                         | EXC 4.7 04/15/50          | CUSIP: 30161NAY7<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    900000 | PA      | $770876.83    | 0.07%             | 2050-04-15      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| Expedia Group Inc                                                                    | EXPE 5.4 02/15/35         | CUSIP: 30212PBL8<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |    600000 | PA      | $613644.22    | 0.06%             | 2035-02-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Exxon Mobil Corp.                                                                    | XOM 4.227 03/19/40        | CUSIP: 30231GBF8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    800000 | PA      | $732275.09    | 0.07%             | 2040-03-19      | Fixed         | 4.23%                 | No            | 2                  | On Loan: No      |
| Exxon Mobil Corp.                                                                    | XOM 4.327 03/19/50        | CUSIP: 30231GBG6<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    900000 | PA      | $756076.94    | 0.07%             | 2050-03-19      | Fixed         | 4.33%                 | No            | 2                  | On Loan: No      |
| Exxon Mobil Corp.                                                                    | XOM 3.452 04/15/51        | CUSIP: 30231GBM3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $720145.72    | 0.06%             | 2051-04-15      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| Meta Platforms Inc                                                                   | META 4.45 08/15/52        | CUSIP: 30303M8J4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    900000 | PA      | $724448.69    | 0.06%             | 2052-08-15      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| Meta Platforms Inc                                                                   | META 4.65 08/15/62        | CUSIP: 30303M8K1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    600000 | PA      | $480277.80    | 0.04%             | 2062-08-15      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| Meta Platforms Inc                                                                   | META 4.95 05/15/33        | CUSIP: 30303M8N5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    500000 | PA      | $510323.08    | 0.05%             | 2033-05-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Meta Platforms Inc                                                                   | META 5.6 05/15/53         | CUSIP: 30303M8Q8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    800000 | PA      | $761353.78    | 0.07%             | 2053-05-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| Meta Platforms Inc                                                                   | META 5 3/4 05/15/63       | CUSIP: 30303M8R6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    600000 | PA      | $571655.23    | 0.05%             | 2063-05-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Meta Platforms Inc                                                                   | META 4 3/4 08/15/34       | CUSIP: 30303M8U9<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    700000 | PA      | $699685.71    | 0.06%             | 2034-08-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Meta Platforms Inc                                                                   | META 5.4 08/15/54         | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $924336.51    | 0.08%             | 2054-08-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Fifth Third Bancorp                                                                  | FITB 4.772 07/28/30       | CUSIP: 316773DG2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    500000 | PA      | $506810.50    | 0.05%             | 2030-07-28      | Fixed         | 4.77%                 | No            | 2                  | On Loan: No      |
| Fifth Third Bancorp                                                                  | FITB 5.631 01/29/32       | CUSIP: 316773DL1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    600000 | PA      | $628986.26    | 0.06%             | 2032-01-29      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| Fiserv Inc.                                                                          | FI 3 1/2 07/01/29         | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1069351.29   | 0.10%             | 2029-07-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fiserv Inc.                                                                          | FISV 4.4 07/01/49         | CUSIP: 337738AV0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    800000 | PA      | $631360.17    | 0.06%             | 2049-07-01      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| Fiserv Inc.                                                                          | FI 5.6 03/02/33           | CUSIP: 337738BE7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    600000 | PA      | $617768.11    | 0.06%             | 2033-03-02      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| Fiserv Inc.                                                                          | FI 5.15 08/12/34          | CUSIP: 337738BN7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    600000 | PA      | $594103.70    | 0.05%             | 2034-08-12      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| Florida Power & Light Co.                                                            | NEE 2 7/8 12/04/51        | CUSIP: 341081GE1<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    800000 | PA      | $512628.54    | 0.05%             | 2051-12-04      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Florida Power & Light Co.                                                            | NEE 2.45 02/03/32         | CUSIP: 341081GG6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    600000 | PA      | $541182.47    | 0.05%             | 2032-02-03      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| Florida Power & Light Co.                                                            | NEE 5.3 04/01/53          | CUSIP: 341081GM3<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    600000 | PA      | $578352.39    | 0.05%             | 2053-04-01      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| Florida Power & Light Co.                                                            | NEE 4.8 05/15/33          | CUSIP: 341081GQ4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    700000 | PA      | $711156.48    | 0.06%             | 2033-05-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| Florida Power & Light Co.                                                            | NEE 5.3 06/15/34          | CUSIP: 341081GU5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    600000 | PA      | $627051.05    | 0.06%             | 2034-06-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| Ford Motor Company                                                                   | F 4 3/4 01/15/43          | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    900000 | PA      | $723247.02    | 0.06%             | 2043-01-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Ford Motor Company                                                                   | F 3 1/4 02/12/32          | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $888290.53    | 0.08%             | 2032-02-12      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Ford Motor Company                                                                   | F 6.1 08/19/32            | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    900000 | PA      | $937132.89    | 0.08%             | 2032-08-19      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Company LLC                                                        | F 4 11/13/30              | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    300000 | PA      | $285619.82    | 0.03%             | 2030-11-13      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Company LLC                                                        | F 7.35 03/06/30           | CUSIP: 345397C68<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    700000 | PA      | $756134.74    | 0.07%             | 2030-03-06      | Fixed         | 7.35%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Company LLC                                                        | F 6.798 11/07/28          | CUSIP: 345397D59<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    900000 | PA      | $948241.71    | 0.09%             | 2028-11-07      | Fixed         | 6.80%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Company LLC                                                        | F 7.122 11/07/33          | CUSIP: 345397D67<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $216384.94    | 0.02%             | 2033-11-07      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Company LLC                                                        | F 6.05 03/05/31           | CUSIP: 345397E25<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    500000 | PA      | $517148.27    | 0.05%             | 2031-03-05      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Company LLC                                                        | F 5.8 03/08/29            | CUSIP: 345397E58<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    800000 | PA      | $822564.77    | 0.07%             | 2029-03-08      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Company LLC                                                        | F 6 1/8 03/08/34          | CUSIP: 345397E66<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    800000 | PA      | $819224.36    | 0.07%             | 2034-03-08      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Company LLC                                                        | F 6.054 11/05/31          | CUSIP: 345397G31<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    300000 | PA      | $310069.77    | 0.03%             | 2031-11-05      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Company LLC                                                        | F 5 7/8 11/07/29          | CUSIP: 345397G49<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    700000 | PA      | $722207.50    | 0.06%             | 2029-11-07      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Company LLC                                                        | F 5.113 05/03/29          | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    600000 | PA      | $604785.70    | 0.05%             | 2029-05-03      | Fixed         | 5.11%                 | No            | 2                  | On Loan: No      |
| Fox Corporation                                                                      | FOXA 5.476 01/25/39       | CUSIP: 35137LAJ4<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    600000 | PA      | $599287.77    | 0.05%             | 2039-01-25      | Fixed         | 5.48%                 | No            | 2                  | On Loan: No      |
| Fox Corporation                                                                      | FOXA 5.576 01/25/49       | CUSIP: 35137LAK1<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    700000 | PA      | $672500.99    | 0.06%             | 2049-01-25      | Fixed         | 5.58%                 | No            | 2                  | On Loan: No      |
| Orange SA                                                                            | ORAFP 8 1/2 03/01/31      | CUSIP: 35177PAL1<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |   1100000 | PA      | $1320236.46   | 0.12%             | 2031-03-01      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| Freeport-McMoRan Inc.                                                                | FCX 5.45 03/15/43         | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    600000 | PA      | $586060.72    | 0.05%             | 2043-03-15      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| GLP Capital L.P. and GLP Financing II, Inc.                                          | GLPI 5 5/8 09/15/34       | CUSIP: 361841AT6<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |    500000 | PA      | $506598.00    | 0.05%             | 2034-09-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| GE Healthcare Technologies Inc.                                                      | GEHC 5.857 03/15/30       | CUSIP: 36267VAH6<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    500000 | PA      | $527927.79    | 0.05%             | 2030-03-15      | Fixed         | 5.86%                 | No            | 2                  | On Loan: No      |
| GE Healthcare Technologies Inc.                                                      | GEHC 5.905 11/22/32       | CUSIP: 36267VAK9<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    600000 | PA      | $644453.91    | 0.06%             | 2032-11-22      | Fixed         | 5.91%                 | No            | 2                  | On Loan: No      |
| GE Healthcare Technologies Inc.                                                      | GEHC 6.377 11/22/52       | CUSIP: 36267VAM5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    500000 | PA      | $543453.29    | 0.05%             | 2052-11-22      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| General Dynamics Corporation                                                         | GD 3 5/8 04/01/30         | CUSIP: 369550BM9<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1080022.97   | 0.10%             | 2030-04-01      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| General Motors Company                                                               | GM 6 1/4 10/02/43         | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    700000 | PA      | $716128.03    | 0.06%             | 2043-10-02      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| General Motors Company                                                               | GM 6.6 04/01/36           | CUSIP: 37045VAK6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    800000 | PA      | $873056.92    | 0.08%             | 2036-04-01      | Fixed         | 6.60%                 | No            | 2                  | On Loan: No      |
| General Motors Company                                                               | GM 5 10/01/28             | CUSIP: 37045VAS9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    600000 | PA      | $611864.54    | 0.05%             | 2028-10-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| General Motors Company                                                               | GM 5.95 04/01/49          | CUSIP: 37045VAT7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    600000 | PA      | $585749.25    | 0.05%             | 2049-04-01      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| General Motors Financial Company  Inc                                                | GM 3.6 06/21/30           | CUSIP: 37045XCY0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    600000 | PA      | $579206.96    | 0.05%             | 2030-06-21      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| General Motors Financial Company  Inc                                                | GM 2.7 06/10/31           | CUSIP: 37045XDL7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    700000 | PA      | $636852.04    | 0.06%             | 2031-06-10      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| General Motors Financial Company  Inc                                                | GM 3.1 01/12/32           | CUSIP: 37045XDS2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    500000 | PA      | $458252.29    | 0.04%             | 2032-01-12      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| General Motors Financial Company  Inc                                                | GM 4.3 04/06/29           | CUSIP: 37045XDV5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500777.29    | 0.04%             | 2029-04-06      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| General Motors Financial Company  Inc                                                | GM 6.4 01/09/33           | CUSIP: 37045XED4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    500000 | PA      | $539476.14    | 0.05%             | 2033-01-09      | Fixed         | 6.40%                 | No            | 2                  | On Loan: No      |
| General Motors Financial Company  Inc                                                | GM 5.85 04/06/30          | CUSIP: 37045XEG7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    500000 | PA      | $525388.00    | 0.05%             | 2030-04-06      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| General Motors Financial Company  Inc                                                | GM 5.8 01/07/29           | CUSIP: 37045XEN2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    600000 | PA      | $625777.97    | 0.06%             | 2029-01-07      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| General Motors Financial Company  Inc                                                | GM 6.1 01/07/34           | CUSIP: 37045XEP7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    500000 | PA      | $530823.03    | 0.05%             | 2034-01-07      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| General Motors Financial Company  Inc                                                | GM 5 3/4 02/08/31         | CUSIP: 37045XER3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    500000 | PA      | $525729.32    | 0.05%             | 2031-02-08      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| General Motors Financial Company  Inc                                                | GM 5.95 04/04/34          | CUSIP: 37045XEV4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    500000 | PA      | $525197.99    | 0.05%             | 2034-04-04      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| General Motors Financial Company  Inc                                                | GM 5.35 01/07/30          | CUSIP: 37045XFB7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    500000 | PA      | $516868.36    | 0.05%             | 2030-01-07      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| Georgia Power Company                                                                | SO 4.95 05/17/33          | CUSIP: 373334KT7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1124270.58   | 0.10%             | 2033-05-17      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Gilead Sciences Inc.                                                                 | GILD 5.65 12/01/41        | CUSIP: 375558AS2<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    500000 | PA      | $519771.23    | 0.05%             | 2041-12-01      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| Gilead Sciences Inc.                                                                 | GILD 4.8 04/01/44         | CUSIP: 375558AX1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    800000 | PA      | $740804.06    | 0.07%             | 2044-04-01      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| Gilead Sciences Inc.                                                                 | GILD 4 1/2 02/01/45       | CUSIP: 375558BA0<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    800000 | PA      | $710712.45    | 0.06%             | 2045-02-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Gilead Sciences Inc.                                                                 | GILD 4 3/4 03/01/46       | CUSIP: 375558BD4<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    800000 | PA      | $727425.14    | 0.07%             | 2046-03-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Gilead Sciences Inc.                                                                 | GILD 4.6 09/01/35         | CUSIP: 375558BG7<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495033.06    | 0.04%             | 2035-09-01      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| Gilead Sciences Inc.                                                                 | GILD 4.15 03/01/47        | CUSIP: 375558BK8<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    500000 | PA      | $415274.04    | 0.04%             | 2047-03-01      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| Gilead Sciences Inc.                                                                 | GILD 2.8 10/01/50         | CUSIP: 375558BT9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    700000 | PA      | $445274.82    | 0.04%             | 2050-10-01      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| Gilead Sciences Inc.                                                                 | GILD 5.55 10/15/53        | CUSIP: 375558CA9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    400000 | PA      | $398717.51    | 0.04%             | 2053-10-15      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| Gilead Sciences Inc.                                                                 | GILD 5.1 06/15/35         | CUSIP: 375558CC5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    500000 | PA      | $511945.00    | 0.05%             | 2035-06-15      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| Gilead Sciences Inc.                                                                 | GILD 5 1/2 11/15/54       | CUSIP: 375558CD3<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    400000 | PA      | $395396.14    | 0.04%             | 2054-11-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| GlaxoSmithKline Capital Inc.                                                         | GSK 6 3/8 05/15/38        | CUSIP: 377372AE7<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    800000 | PA      | $897265.19    | 0.08%             | 2038-05-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| GlaxoSmithKline Capital Inc.                                                         | GSK 4 7/8 04/15/35        | CUSIP: 377372AQ0<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    500000 | PA      | $505204.99    | 0.05%             | 2035-04-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Global Payments Inc                                                                  | GPN 2.9 05/15/30          | CUSIP: 37940XAD4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1023465.96   | 0.09%             | 2030-05-15      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS 6.484 10/24/29         | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    800000 | PA      | $847304.06    | 0.08%             | 2029-10-24      | Fixed         | 6.48%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS 5.727 04/25/30         | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    600000 | PA      | $626636.01    | 0.06%             | 2030-04-25      | Fixed         | 5.73%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS 5.851 04/25/35         | CUSIP: 38141GA95<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1058478.25   | 0.09%             | 2035-04-25      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS 5.049 07/23/30         | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    700000 | PA      | $717164.36    | 0.06%             | 2030-07-23      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS 5.33 07/23/35          | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1124840.95   | 0.10%             | 2035-07-23      | Fixed         | 5.33%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS 5.016 10/23/35         | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1802517.25   | 0.16%             | 2035-10-23      | Fixed         | 5.02%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS 5.561 11/19/45         | CUSIP: 38141GB86<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $997012.39    | 0.09%             | 2045-11-19      | Fixed         | 5.56%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS 5.207 01/28/31         | CUSIP: 38141GC36<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    600000 | PA      | $618931.85    | 0.06%             | 2031-01-28      | Fixed         | 5.21%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS 5.536 01/28/36         | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1552597.85   | 0.14%             | 2036-01-28      | Fixed         | 5.54%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS 5.734 01/28/56         | CUSIP: 38141GC51<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1010820.27   | 0.09%             | 2056-01-28      | Fixed         | 5.73%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS 5.218 04/23/31         | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1236610.31   | 0.11%             | 2031-04-23      | Fixed         | 5.22%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS 6 1/4 02/01/41         | CUSIP: 38141GGM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    900000 | PA      | $980246.68    | 0.09%             | 2041-02-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS 4 3/4 10/21/45         | CUSIP: 38141GVS0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    700000 | PA      | $632294.38    | 0.06%             | 2045-10-21      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS 4.411 04/23/39         | CUSIP: 38141GXA7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    700000 | PA      | $646684.82    | 0.06%             | 2039-04-23      | Fixed         | 4.41%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS 3.8 03/15/30           | CUSIP: 38141GXH2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1281092.74   | 0.11%             | 2030-03-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS 1.992 01/27/32         | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1154232.25   | 0.10%             | 2032-01-27      | Fixed         | 1.99%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS 2.615 04/22/32         | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1275414.83   | 0.11%             | 2032-04-22      | Fixed         | 2.62%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS 3.21 04/22/42          | CUSIP: 38141GYC2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    800000 | PA      | $613503.11    | 0.05%             | 2042-04-22      | Fixed         | 3.21%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS 2.65 10/21/32          | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    900000 | PA      | $813823.59    | 0.07%             | 2032-10-21      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS 3.102 02/24/33         | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91915.31     | 0.01%             | 2033-02-24      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS 5.15 05/22/45          | CUSIP: 38148LAF3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    700000 | PA      | $658862.86    | 0.06%             | 2045-05-22      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS 4.017 10/31/38         | CUSIP: 38148YAA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    900000 | PA      | $806823.36    | 0.07%             | 2038-10-31      | Fixed         | 4.02%                 | No            | 2                  | On Loan: No      |
| HCA Inc.                                                                             | HCA 5 1/2 06/15/47        | CUSIP: 404119BV0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    600000 | PA      | $568905.89    | 0.05%             | 2047-06-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| HCA Inc.                                                                             | HCA 4 1/8 06/15/29        | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    800000 | PA      | $798390.18    | 0.07%             | 2029-06-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| HCA Inc.                                                                             | HCA 5 1/4 06/15/49        | CUSIP: 404119BZ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    800000 | PA      | $727477.93    | 0.07%             | 2049-06-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| HCA Inc.                                                                             | HCA 3 1/2 09/01/30        | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    700000 | PA      | $673369.13    | 0.06%             | 2030-09-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| HCA Inc.                                                                             | HCA 3 1/2 07/15/51        | CUSIP: 404119CB3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    700000 | PA      | $476514.32    | 0.04%             | 2051-07-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| HCA Inc.                                                                             | HCA 4 5/8 03/15/52        | CUSIP: 404119CL1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    800000 | PA      | $654418.84    | 0.06%             | 2052-03-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| HCA Inc.                                                                             | HCA 5 1/2 06/01/33        | CUSIP: 404119CQ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    600000 | PA      | $623339.87    | 0.06%             | 2033-06-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| HCA Inc.                                                                             | HCA 5.9 06/01/53          | CUSIP: 404119CR8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    400000 | PA      | $392537.65    | 0.04%             | 2053-06-01      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| HCA Inc.                                                                             | HCA 5 1/2 03/01/32        | CUSIP: 404119DA4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    400000 | PA      | $417237.76    | 0.04%             | 2032-03-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| HCA Inc.                                                                             | HCA 5 3/4 03/01/35        | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    600000 | PA      | $628221.57    | 0.06%             | 2035-03-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| HCA Inc.                                                                             | HCA 6.2 03/01/55          | CUSIP: 404119DC0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    500000 | PA      | $510567.80    | 0.05%             | 2055-03-01      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| HCA Inc.                                                                             | HCA 5.45 09/15/34         | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    500000 | PA      | $513623.59    | 0.05%             | 2034-09-15      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings PLC                                                                    | HSBC 5 1/4 03/14/44       | CUSIP: 404280AQ2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $585913.48    | 0.05%             | 2044-03-14      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings PLC                                                                    | HSBC 3.973 05/22/30       | CUSIP: 404280CC1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    900000 | PA      | $891205.05    | 0.08%             | 2030-05-22      | Fixed         | 3.97%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings PLC                                                                    | HSBC 4.95 03/31/30        | CUSIP: 404280CF4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1024584.27   | 0.09%             | 2030-03-31      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings PLC                                                                    | HSBC 2.848 06/04/31       | CUSIP: 404280CH0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    900000 | PA      | $842984.80    | 0.08%             | 2031-06-04      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings PLC                                                                    | HSBC 2.357 08/18/31       | CUSIP: 404280CK3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    700000 | PA      | $638511.01    | 0.06%             | 2031-08-18      | Fixed         | 2.36%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings PLC                                                                    | HSBC 2.804 05/24/32       | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1200000 | PA      | $1098858.35   | 0.10%             | 2032-05-24      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings PLC                                                                    | HSBC 5.402 08/11/33       | CUSIP: 404280DH9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    700000 | PA      | $724130.11    | 0.06%             | 2033-08-11      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings PLC                                                                    | HSBC 6 1/2 09/15/37       | CUSIP: 404280DM8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    900000 | PA      | $976534.28    | 0.09%             | 2037-09-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings PLC                                                                    | HSBC 6.254 03/09/34       | CUSIP: 404280DV8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    900000 | PA      | $977125.87    | 0.09%             | 2034-03-09      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings PLC                                                                    | HSBC 6.332 03/09/44       | CUSIP: 404280DW6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1095020.61   | 0.10%             | 2044-03-09      | Fixed         | 6.33%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings PLC                                                                    | HSBC 5.719 03/04/35       | CUSIP: 404280EE5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    700000 | PA      | $737337.41    | 0.07%             | 2035-03-04      | Fixed         | 5.72%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings PLC                                                                    | HSBC 5.733 05/17/32       | CUSIP: 404280EG0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $420970.42    | 0.04%             | 2032-05-17      | Fixed         | 5.73%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings PLC                                                                    | HSBC 5.286 11/19/30       | CUSIP: 404280EN5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $516564.13    | 0.05%             | 2030-11-19      | Fixed         | 5.29%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings PLC                                                                    | HSBC 5.13 03/03/31        | CUSIP: 404280ER6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $512689.89    | 0.05%             | 2031-03-03      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings PLC                                                                    | HSBC 5.45 03/03/36        | CUSIP: 404280ES4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    900000 | PA      | $925768.48    | 0.08%             | 2036-03-03      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| HP Inc                                                                               | HPQ 2.65 06/17/31         | CUSIP: 40434LAJ4<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    800000 | PA      | $721439.50    | 0.06%             | 2031-06-17      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| Halliburton Company                                                                  | HAL 7.45 09/15/39         | CUSIP: 406216AY7<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    600000 | PA      | $710664.89    | 0.06%             | 2039-09-15      | Fixed         | 7.45%                 | No            | 2                  | On Loan: No      |
| Halliburton Company                                                                  | HAL 4.85 11/15/35         | CUSIP: 406216BJ9<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    500000 | PA      | $493123.68    | 0.04%             | 2035-11-15      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| Halliburton Company                                                                  | HAL 5 11/15/45            | CUSIP: 406216BK6<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    900000 | PA      | $812729.51    | 0.07%             | 2045-11-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Healthpeak Properties Inc                                                            | PEAK 5 1/4 12/15/32       | CUSIP: 42250PAE3<br>LEI: 254900M6MTMZM0I22L81 | Long             | DBT              | CORP              | US        |    600000 | PA      | $615583.31    | 0.06%             | 2032-12-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Hess Corporation                                                                     | HES 5.6 02/15/41          | CUSIP: 42809HAD9<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    700000 | PA      | $726336.22    | 0.07%             | 2041-02-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| Hewlett Packard Enterprise Co.                                                       | HPE 4.55 10/15/29         | CUSIP: 42824CBT5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    700000 | PA      | $705243.28    | 0.06%             | 2029-10-15      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| Hewlett Packard Enterprise Co.                                                       | HPE 5 10/15/34            | CUSIP: 42824CBV0<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $985496.97    | 0.09%             | 2034-10-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Hewlett Packard Enterprise Co.                                                       | HPE 5.6 10/15/54          | CUSIP: 42824CBW8<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    600000 | PA      | $552117.89    | 0.05%             | 2054-10-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| Home Depot Inc.                                                                      | HD 5 7/8 12/16/36         | CUSIP: 437076AS1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    900000 | PA      | $972746.78    | 0.09%             | 2036-12-16      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Home Depot Inc.                                                                      | HD 5.95 04/01/41          | CUSIP: 437076AV4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    600000 | PA      | $645563.05    | 0.06%             | 2041-04-01      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Home Depot Inc.                                                                      | HD 4 1/4 04/01/46         | CUSIP: 437076BH4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    900000 | PA      | $767769.99    | 0.07%             | 2046-04-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Home Depot Inc.                                                                      | HD 3.9 06/15/47           | CUSIP: 437076BS0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    900000 | PA      | $718821.57    | 0.06%             | 2047-06-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Home Depot Inc.                                                                      | HD 3.9 12/06/28           | CUSIP: 437076BW1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    800000 | PA      | $803253.33    | 0.07%             | 2028-12-06      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Home Depot Inc.                                                                      | HD 2.95 06/15/29          | CUSIP: 437076BY7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    900000 | PA      | $873185.35    | 0.08%             | 2029-06-15      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| Home Depot Inc.                                                                      | HD 3 1/8 12/15/49         | CUSIP: 437076BZ4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    900000 | PA      | $616241.42    | 0.06%             | 2049-12-15      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| Home Depot Inc.                                                                      | HD 2.7 04/15/30           | CUSIP: 437076CB6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    700000 | PA      | $663183.30    | 0.06%             | 2030-04-15      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| Home Depot Inc.                                                                      | HD 1 3/8 03/15/31         | CUSIP: 437076CF7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    700000 | PA      | $609037.25    | 0.05%             | 2031-03-15      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| Home Depot Inc.                                                                      | HD 1 7/8 09/15/31         | CUSIP: 437076CJ9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    700000 | PA      | $618157.10    | 0.06%             | 2031-09-15      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| Home Depot Inc.                                                                      | HD 2 3/4 09/15/51         | CUSIP: 437076CK6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $624461.51    | 0.06%             | 2051-09-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Home Depot Inc.                                                                      | HD 4.95 06/25/34          | CUSIP: 437076DE9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    500000 | PA      | $510320.91    | 0.05%             | 2034-06-25      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Home Depot Inc.                                                                      | HD 5.3 06/25/54           | CUSIP: 437076DF6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    600000 | PA      | $577568.30    | 0.05%             | 2054-06-25      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| Honeywell International Inc.                                                         | HON 1.95 06/01/30         | CUSIP: 438516BZ8<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $914443.21    | 0.08%             | 2030-06-01      | Fixed         | 1.95%                 | No            | 2                  | On Loan: No      |
| Honeywell International Inc.                                                         | HON 1 3/4 09/01/31        | CUSIP: 438516CF1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    700000 | PA      | $613596.36    | 0.06%             | 2031-09-01      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Honeywell International Inc.                                                         | HON 5 02/15/33            | CUSIP: 438516CK0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    600000 | PA      | $618363.71    | 0.06%             | 2033-02-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Honeywell International Inc.                                                         | HON 4 1/2 01/15/34        | CUSIP: 438516CM6<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    700000 | PA      | $694741.77    | 0.06%             | 2034-01-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Honeywell International Inc.                                                         | HON 5 1/4 03/01/54        | CUSIP: 438516CT1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    800000 | PA      | $761426.62    | 0.07%             | 2054-03-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Hormel Foods Corp                                                                    | HRL 1.8 06/11/30          | CUSIP: 440452AF7<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |    600000 | PA      | $542674.63    | 0.05%             | 2030-06-11      | Fixed         | 1.80%                 | No            | 2                  | On Loan: No      |
| Host Hotels & Resorts, L.P.                                                          | HST 3 1/2 09/15/30        | CUSIP: 44107TAZ9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    500000 | PA      | $476621.00    | 0.04%             | 2030-09-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Humana Inc.                                                                          | HUM 5 3/8 04/15/31        | CUSIP: 444859CA8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1434681.22   | 0.13%             | 2031-04-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Huntington Bancshares Incorporated                                                   | HBAN 5.272 01/15/31       | CUSIP: 446150BE3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    700000 | PA      | $720539.65    | 0.06%             | 2031-01-15      | Fixed         | 5.27%                 | No            | 2                  | On Loan: No      |
| IBM International Capital Pte. Ltd.                                                  | IBM 5 1/4 02/05/44        | CUSIP: 449276AF1<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    600000 | PA      | $578821.04    | 0.05%             | 2044-02-05      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| IBM International Capital Pte. Ltd.                                                  | IBM 5.3 02/05/54          | CUSIP: 449276AG9<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    500000 | PA      | $465332.50    | 0.04%             | 2054-02-05      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| ING Groep N.V.                                                                       | INTNED 6.114 09/11/34     | CUSIP: 456837BH5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    700000 | PA      | $756068.59    | 0.07%             | 2034-09-11      | Fixed         | 6.11%                 | No            | 2                  | On Loan: No      |
| ING Groep N.V.                                                                       | INTNED 5.335 03/19/30     | CUSIP: 456837BL6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    600000 | PA      | $619681.84    | 0.06%             | 2030-03-19      | Fixed         | 5.33%                 | No            | 2                  | On Loan: No      |
| ING Groep N.V.                                                                       | INTNED 5.55 03/19/35      | CUSIP: 456837BM4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    900000 | PA      | $935637.49    | 0.08%             | 2035-03-19      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| ING Groep N.V.                                                                       | INTNED 5.066 03/25/31     | CUSIP: 456837BR3<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    600000 | PA      | $614817.32    | 0.06%             | 2031-03-25      | Fixed         | 5.07%                 | No            | 2                  | On Loan: No      |
| Trane Technologies Financing Ltd.                                                    | TT 3.8 03/21/29           | CUSIP: 456873AD0<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |    600000 | PA      | $597930.38    | 0.05%             | 2029-03-21      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Ingersoll Rand Inc                                                                   | IR 5.176 06/15/29         | CUSIP: 45687VAD8<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1137943.15   | 0.10%             | 2029-06-15      | Fixed         | 5.18%                 | No            | 2                  | On Loan: No      |
| Intel Corporation                                                                    | INTC 4.1 05/19/46         | CUSIP: 458140AV2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    900000 | PA      | $698643.72    | 0.06%             | 2046-05-19      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| Intel Corporation                                                                    | INTC 3.734 12/08/47       | CUSIP: 458140BG4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $795246.84    | 0.07%             | 2047-12-08      | Fixed         | 3.73%                 | No            | 2                  | On Loan: No      |
| Intel Corporation                                                                    | INTC 3 1/4 11/15/49       | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $719281.28    | 0.06%             | 2049-11-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Intel Corporation                                                                    | INTC 4 3/4 03/25/50       | CUSIP: 458140BM1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    900000 | PA      | $747933.33    | 0.07%             | 2050-03-25      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Intel Corporation                                                                    | INTC 3.9 03/25/30         | CUSIP: 458140BR0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    600000 | PA      | $589385.83    | 0.05%             | 2030-03-25      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Intel Corporation                                                                    | INTC 2 08/12/31           | CUSIP: 458140BU3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    700000 | PA      | $616133.39    | 0.06%             | 2031-08-12      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Intel Corporation                                                                    | INTC 5 1/8 02/10/30       | CUSIP: 458140CF5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    500000 | PA      | $512986.49    | 0.05%             | 2030-02-10      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Intel Corporation                                                                    | INTC 5.2 02/10/33         | CUSIP: 458140CG3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1123314.72   | 0.10%             | 2033-02-10      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Intel Corporation                                                                    | INTC 5.7 02/10/53         | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    800000 | PA      | $757650.20    | 0.07%             | 2053-02-10      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| Intel Corporation                                                                    | INTC 5.9 02/10/63         | CUSIP: 458140CK4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    600000 | PA      | $574782.72    | 0.05%             | 2063-02-10      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange Inc                                                        | ICE 4 1/4 09/21/48        | CUSIP: 45866FAH7<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    700000 | PA      | $593697.30    | 0.05%             | 2048-09-21      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange Inc                                                        | ICE 3 06/15/50            | CUSIP: 45866FAL8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $795405.60    | 0.07%             | 2050-06-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange Inc                                                        | ICE 4.6 03/15/33          | CUSIP: 45866FAW4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    600000 | PA      | $604780.80    | 0.05%             | 2033-03-15      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange Inc                                                        | ICE 4.95 06/15/52         | CUSIP: 45866FAX2<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    600000 | PA      | $552149.40    | 0.05%             | 2052-06-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange Inc                                                        | ICE 5 1/4 06/15/31        | CUSIP: 45866FBA1<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    400000 | PA      | $418850.80    | 0.04%             | 2031-06-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| International Business Machines Corp.                                                | IBM 4 06/20/42            | CUSIP: 459200HF1<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    700000 | PA      | $588660.79    | 0.05%             | 2042-06-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| International Business Machines Corp.                                                | IBM 3 1/2 05/15/29        | CUSIP: 459200KA8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    600000 | PA      | $590379.89    | 0.05%             | 2029-05-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| International Business Machines Corp.                                                | IBM 4.15 05/15/39         | CUSIP: 459200KB6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    800000 | PA      | $714656.76    | 0.06%             | 2039-05-15      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| International Business Machines Corp.                                                | IBM 4 1/4 05/15/49        | CUSIP: 459200KC4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $972086.32    | 0.09%             | 2049-05-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| International Business Machines Corp.                                                | IBM 1.95 05/15/30         | CUSIP: 459200KJ9<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    800000 | PA      | $730085.63    | 0.07%             | 2030-05-15      | Fixed         | 1.95%                 | No            | 2                  | On Loan: No      |
| International Business Machines Corp.                                                | IBM 4.4 07/27/32          | CUSIP: 459200KU4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    600000 | PA      | $598460.89    | 0.05%             | 2032-07-27      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| International Business Machines Corp.                                                | IBM 4.8 02/10/30          | CUSIP: 459200LG4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    500000 | PA      | $511599.24    | 0.05%             | 2030-02-10      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| Iqvia Inc                                                                            | IQV 6 1/4 02/01/29        | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    900000 | PA      | $947473.20    | 0.08%             | 2029-02-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| JBS NV / JBS USA Food Co Holdings Inc. / JBS USA Foods Group Holdings Inc.           | JBSSBZ 3 05/15/32         | CUSIP: 46590XAP1<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $904249.07    | 0.08%             | 2032-05-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| JBS NV / JBS USA Food Co Holdings Inc. / JBS USA Foods Group Holdings Inc.           | JBSSBZ 6 1/2 12/01/52     | CUSIP: 46590XAX4<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | NL        |    900000 | PA      | $937872.13    | 0.08%             | 2052-12-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM 5.6 07/15/41          | CUSIP: 46625HJB7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    700000 | PA      | $724747.93    | 0.06%             | 2041-07-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM 4.95 06/01/45         | CUSIP: 46625HLL2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    900000 | PA      | $845969.13    | 0.08%             | 2045-06-01      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM 3.882 07/24/38        | CUSIP: 46647PAJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    900000 | PA      | $806584.46    | 0.07%             | 2038-07-24      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM 3.964 11/15/48        | CUSIP: 46647PAL0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $969494.86    | 0.09%             | 2048-11-15      | Fixed         | 3.96%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM 4.452 12/05/29        | CUSIP: 46647PAX4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    900000 | PA      | $909207.67    | 0.08%             | 2029-12-05      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM 3.702 05/06/30        | CUSIP: 46647PBD7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    600000 | PA      | $591719.54    | 0.05%             | 2030-05-06      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM 2.739 10/15/30        | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    900000 | PA      | $855570.84    | 0.08%             | 2030-10-15      | Fixed         | 2.74%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM 4.493 03/24/31        | CUSIP: 46647PBJ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1310433.25   | 0.12%             | 2031-03-24      | Fixed         | 4.49%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM 2.522 04/22/31        | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1210910.45   | 0.11%             | 2031-04-22      | Fixed         | 2.52%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM 3.109 04/22/51        | CUSIP: 46647PBN5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    800000 | PA      | $544782.06    | 0.05%             | 2051-04-22      | Fixed         | 3.11%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM 1.764 11/19/31        | CUSIP: 46647PBU9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    700000 | PA      | $622807.98    | 0.06%             | 2031-11-19      | Fixed         | 1.76%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM 1.953 02/04/32        | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $890880.01    | 0.08%             | 2032-02-04      | Fixed         | 1.95%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM 2.58 04/22/32         | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    900000 | PA      | $821982.33    | 0.07%             | 2032-04-22      | Fixed         | 2.58%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM 3.328 04/22/52        | CUSIP: 46647PCE4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $778696.30    | 0.07%             | 2052-04-22      | Fixed         | 3.33%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM 2.545 11/08/32        | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    800000 | PA      | $721060.65    | 0.06%             | 2032-11-08      | Fixed         | 2.54%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM 2.963 01/25/33        | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91768.32     | 0.01%             | 2033-01-25      | Fixed         | 2.96%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM 4.586 04/26/33        | CUSIP: 46647PDC7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    800000 | PA      | $801701.35    | 0.07%             | 2033-04-26      | Fixed         | 4.59%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM 4.912 07/25/33        | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1423060.66   | 0.13%             | 2033-07-25      | Fixed         | 4.91%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM 5.35 06/01/34         | CUSIP: 46647PDR4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1450651.12   | 0.13%             | 2034-06-01      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM 6.087 10/23/29        | CUSIP: 46647PDX1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    600000 | PA      | $630881.45    | 0.06%             | 2029-10-23      | Fixed         | 6.09%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM 6.254 10/23/34        | CUSIP: 46647PDY9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1092233.65   | 0.10%             | 2034-10-23      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM 5.012 01/23/30        | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    700000 | PA      | $717847.24    | 0.06%             | 2030-01-23      | Fixed         | 5.01%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM 5.336 01/23/35        | CUSIP: 46647PEC6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    900000 | PA      | $927379.49    | 0.08%             | 2035-01-23      | Fixed         | 5.34%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM 5.581 04/22/30        | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    600000 | PA      | $625248.76    | 0.06%             | 2030-04-22      | Fixed         | 5.58%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM 5.766 04/22/35        | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    800000 | PA      | $848281.52    | 0.08%             | 2035-04-22      | Fixed         | 5.77%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM 4.995 07/22/30        | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $513309.57    | 0.05%             | 2030-07-22      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM 5.294 07/22/35        | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    900000 | PA      | $924795.36    | 0.08%             | 2035-07-22      | Fixed         | 5.29%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM 4.946 10/22/35        | CUSIP: 46647PER3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    700000 | PA      | $703913.29    | 0.06%             | 2035-10-22      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM 5.534 11/29/45        | CUSIP: 46647PES1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1111406.53   | 0.10%             | 2045-11-29      | Fixed         | 5.53%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM 5.14 01/24/31         | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    700000 | PA      | $722478.09    | 0.06%             | 2031-01-24      | Fixed         | 5.14%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM 5.502 01/24/36        | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    900000 | PA      | $937180.59    | 0.08%             | 2036-01-24      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM 5.572 04/22/36        | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    700000 | PA      | $731618.85    | 0.07%             | 2036-04-22      | Fixed         | 5.57%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM 5.103 04/22/31        | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    700000 | PA      | $722389.05    | 0.06%             | 2031-04-22      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| JBS NV / JBS USA Food Co Holdings Inc. / JBS USA Foods Group Holdings Inc.           | JBS 5.95 04/20/35         | CUSIP: 472140AB8<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | NL        |    900000 | PA      | $946080.00    | 0.08%             | 2035-04-20      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Jefferies Financial Group Inc                                                        | JEF 6.2 04/14/34          | CUSIP: 47233WEJ4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1052912.88   | 0.09%             | 2034-04-14      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| Johnson & Johnson                                                                    | JNJ 3.7 03/01/46          | CUSIP: 478160BV5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    600000 | PA      | $485084.78    | 0.04%             | 2046-03-01      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Johnson & Johnson                                                                    | JNJ 3 5/8 03/03/37        | CUSIP: 478160CF9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $905805.51    | 0.08%             | 2037-03-03      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Johnson & Johnson                                                                    | JNJ 3 3/4 03/03/47        | CUSIP: 478160CG7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    800000 | PA      | $645225.03    | 0.06%             | 2047-03-03      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Johnson & Johnson                                                                    | JNJ 1.3 09/01/30          | CUSIP: 478160CQ5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    900000 | PA      | $803254.51    | 0.07%             | 2030-09-01      | Fixed         | 1.30%                 | No            | 2                  | On Loan: No      |
| Johnson & Johnson                                                                    | JNJ 4.7 03/01/30          | CUSIP: 478160DJ0<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    500000 | PA      | $514800.88    | 0.05%             | 2030-03-01      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| Johnson & Johnson                                                                    | JNJ 4.85 03/01/32         | CUSIP: 478160DK7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    500000 | PA      | $518200.09    | 0.05%             | 2032-03-01      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| Johnson & Johnson                                                                    | JNJ 5 03/01/35            | CUSIP: 478160DL5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1038806.02   | 0.09%             | 2035-03-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM 5.4 01/06/42          | CUSIP: 48126BAA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    700000 | PA      | $709538.00    | 0.06%             | 2042-01-06      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| KLA Corp.                                                                            | KLAC 4.95 07/15/52        | CUSIP: 482480AM2<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    700000 | PA      | $640205.97    | 0.06%             | 2052-07-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| KLA Corp.                                                                            | KLAC 5 1/4 07/15/62       | CUSIP: 482480AN0<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    500000 | PA      | $467333.97    | 0.04%             | 2062-07-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Kenvue Inc.                                                                          | KVUE 5 03/22/30           | CUSIP: 49177JAH5<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    500000 | PA      | $514698.18    | 0.05%             | 2030-03-22      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Kenvue Inc.                                                                          | KVUE 4.9 03/22/33         | CUSIP: 49177JAK8<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    600000 | PA      | $611683.29    | 0.05%             | 2033-03-22      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| Kenvue Inc.                                                                          | KVUE 5.05 03/22/53        | CUSIP: 49177JAP7<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    800000 | PA      | $734028.92    | 0.07%             | 2053-03-22      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| Keurig Dr Pepper Inc                                                                 | KDP 3.2 05/01/30          | CUSIP: 49271VAJ9<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    800000 | PA      | $761292.95    | 0.07%             | 2030-05-01      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| Keurig Dr Pepper Inc                                                                 | KDP 4 1/2 04/15/52        | CUSIP: 49271VAR1<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    800000 | PA      | $650101.34    | 0.06%             | 2052-04-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Kimberly-Clark Corporation                                                           | KMB 3.1 03/26/30          | CUSIP: 494368CB7<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    600000 | PA      | $576522.83    | 0.05%             | 2030-03-26      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                     | KMI 6.95 01/15/38         | CUSIP: 494550AW6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    500000 | PA      | $567954.96    | 0.05%             | 2038-01-15      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| Kinder Morgan, Inc.                                                                  | KMI 5 02/01/29            | CUSIP: 494553AD2<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    700000 | PA      | $718531.84    | 0.06%             | 2029-02-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Kinder Morgan, Inc.                                                                  | KMI 5.4 02/01/34          | CUSIP: 494553AE0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    600000 | PA      | $620821.46    | 0.06%             | 2034-02-01      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Kinder Morgan, Inc.                                                                  | KMI 5.55 06/01/45         | CUSIP: 49456BAH4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    800000 | PA      | $778676.53    | 0.07%             | 2045-06-01      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| Kinder Morgan, Inc.                                                                  | KMI 5.2 03/01/48          | CUSIP: 49456BAQ4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    800000 | PA      | $740816.99    | 0.07%             | 2048-03-01      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Kinder Morgan, Inc.                                                                  | KMI 5.2 06/01/33          | CUSIP: 49456BAX9<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    800000 | PA      | $823819.53    | 0.07%             | 2033-06-01      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Kraft Heinz Foods Company                                                            | KHC 4 3/8 06/01/46        | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $1893645.29   | 0.17%             | 2046-06-01      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| The Kroger Co.                                                                       | KR 5 09/15/34             | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    900000 | PA      | $902359.86    | 0.08%             | 2034-09-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| The Kroger Co.                                                                       | KR 5 1/2 09/15/54         | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $957500.76    | 0.09%             | 2054-09-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| The Kroger Co.                                                                       | KR 5.65 09/15/64          | CUSIP: 501044DX6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    600000 | PA      | $573155.27    | 0.05%             | 2064-09-15      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| LPL Holdings Inc.                                                                    | LPLA 6 3/4 11/17/28       | CUSIP: 50212YAH7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    700000 | PA      | $744891.25    | 0.07%             | 2028-11-17      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| L3 Harris Technologies Inc                                                           | LHX 5.4 07/31/33          | CUSIP: 502431AQ2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    500000 | PA      | $521122.35    | 0.05%             | 2033-07-31      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| L3 Harris Technologies Inc                                                           | LHX 5.35 06/01/34         | CUSIP: 502431AU3<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    500000 | PA      | $515948.29    | 0.05%             | 2034-06-01      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| LYB International Finance III LLC                                                    | LYB 5 1/2 03/01/34        | CUSIP: 50249AAM5<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    700000 | PA      | $692931.03    | 0.06%             | 2034-03-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Laboratory Corporation of America Holdings                                           | LH 4.8 10/01/34           | CUSIP: 50540RBB7<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    800000 | PA      | $790863.39    | 0.07%             | 2034-10-01      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| Lam Research Corporation                                                             | LRCX 1.9 06/15/30         | CUSIP: 512807AV0<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1184228.84   | 0.11%             | 2030-06-15      | Fixed         | 1.90%                 | No            | 2                  | On Loan: No      |
| Leidos Inc                                                                           | LDOS 4 3/8 05/15/30       | CUSIP: 52532XAF2<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    600000 | PA      | $599700.22    | 0.05%             | 2030-05-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Eli Lilly & Co.                                                                      | LLY 4 7/8 02/27/53        | CUSIP: 532457CG1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    700000 | PA      | $638616.26    | 0.06%             | 2053-02-27      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Eli Lilly & Co.                                                                      | LLY 4 1/2 02/09/29        | CUSIP: 532457CK2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    800000 | PA      | $815086.56    | 0.07%             | 2029-02-09      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Eli Lilly & Co.                                                                      | LLY 4.7 02/09/34          | CUSIP: 532457CL0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    800000 | PA      | $809212.22    | 0.07%             | 2034-02-09      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| Eli Lilly & Co.                                                                      | LLY 5 02/09/54            | CUSIP: 532457CM8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    500000 | PA      | $463733.42    | 0.04%             | 2054-02-09      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Eli Lilly & Co.                                                                      | LLY 5.1 02/09/64          | CUSIP: 532457CN6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    800000 | PA      | $735882.67    | 0.07%             | 2064-02-09      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| Eli Lilly & Co.                                                                      | LLY 5.05 08/14/54         | CUSIP: 532457CS5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    500000 | PA      | $467143.53    | 0.04%             | 2054-08-14      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| Eli Lilly & Co.                                                                      | LLY 4 3/4 02/12/30        | CUSIP: 532457CV8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    700000 | PA      | $718851.15    | 0.06%             | 2030-02-12      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Eli Lilly & Co.                                                                      | LLY 5.1 02/12/35          | CUSIP: 532457CX4<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    800000 | PA      | $825581.76    | 0.07%             | 2035-02-12      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| Eli Lilly & Co.                                                                      | LLY 5 1/2 02/12/55        | CUSIP: 532457CY2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499213.36    | 0.04%             | 2055-02-12      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Eli Lilly & Co.                                                                      | LLY 5.6 02/12/65          | CUSIP: 532457CZ9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    600000 | PA      | $597725.35    | 0.05%             | 2065-02-12      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| Lloyds Banking Group PLC                                                             | LLOYDS 5.679 01/05/35     | CUSIP: 53944YAX1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1049683.48   | 0.09%             | 2035-01-05      | Fixed         | 5.68%                 | No            | 2                  | On Loan: No      |
| Lloyds Banking Group PLC                                                             | LLOYDS 5.721 06/05/30     | CUSIP: 53944YBA0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    700000 | PA      | $732882.98    | 0.07%             | 2030-06-05      | Fixed         | 5.72%                 | No            | 2                  | On Loan: No      |
| Lockheed Martin Corporation                                                          | LMT 4.07 12/15/42         | CUSIP: 539830BB4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    800000 | PA      | $689454.31    | 0.06%             | 2042-12-15      | Fixed         | 4.07%                 | No            | 2                  | On Loan: No      |
| Lockheed Martin Corporation                                                          | LMT 3.8 03/01/45          | CUSIP: 539830BD0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    800000 | PA      | $646580.34    | 0.06%             | 2045-03-01      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Lockheed Martin Corporation                                                          | LMT 4.09 09/15/52         | CUSIP: 539830BN8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    900000 | PA      | $720816.80    | 0.06%             | 2052-09-15      | Fixed         | 4.09%                 | No            | 2                  | On Loan: No      |
| Lockheed Martin Corporation                                                          | LMT 5 1/4 01/15/33        | CUSIP: 539830BW8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    500000 | PA      | $526464.77    | 0.05%             | 2033-01-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Lockheed Martin Corporation                                                          | LMT 5.2 02/15/55          | CUSIP: 539830CB3<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    600000 | PA      | $568923.18    | 0.05%             | 2055-02-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Lowes Companies, Inc.                                                                | LOW 3.65 04/05/29         | CUSIP: 548661DR5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    600000 | PA      | $592877.12    | 0.05%             | 2029-04-05      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| Lowes Companies, Inc.                                                                | LOW 1.7 10/15/30          | CUSIP: 548661DY0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    700000 | PA      | $623428.90    | 0.06%             | 2030-10-15      | Fixed         | 1.70%                 | No            | 2                  | On Loan: No      |
| Lowes Companies, Inc.                                                                | LOW 3 10/15/50            | CUSIP: 548661DZ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $771307.10    | 0.07%             | 2050-10-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Lowes Companies, Inc.                                                                | LOW 2.8 09/15/41          | CUSIP: 548661EE3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    700000 | PA      | $505985.12    | 0.05%             | 2041-09-15      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| Lowes Companies, Inc.                                                                | LOW 4 1/4 04/01/52        | CUSIP: 548661EJ2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    700000 | PA      | $557730.39    | 0.05%             | 2052-04-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Lowes Companies, Inc.                                                                | LOW 5 5/8 04/15/53        | CUSIP: 548661EM5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    500000 | PA      | $488736.00    | 0.04%             | 2053-04-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| M&T Bank Corporation                                                                 | MTB 5.385 01/16/36        | CUSIP: 55261FAV6<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    700000 | PA      | $710689.23    | 0.06%             | 2036-01-16      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| MPLX LP                                                                              | MPLX 4.7 04/15/48         | CUSIP: 55336VAN0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    700000 | PA      | $583832.67    | 0.05%             | 2048-04-15      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| MPLX LP                                                                              | MPLX 5 1/2 02/15/49       | CUSIP: 55336VAT7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    700000 | PA      | $645787.67    | 0.06%             | 2049-02-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| MPLX LP                                                                              | MPLX 4.95 03/14/52        | CUSIP: 55336VBT6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    800000 | PA      | $676762.14    | 0.06%             | 2052-03-14      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| MPLX LP                                                                              | MPLX 5 1/2 06/01/34       | CUSIP: 55336VBX7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    600000 | PA      | $613502.40    | 0.05%             | 2034-06-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| MPLX LP                                                                              | MPLX 5.4 04/01/35         | CUSIP: 55336VBY5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    500000 | PA      | $505566.19    | 0.05%             | 2035-04-01      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Marathon Petroleum Corp.                                                             | MPC 6 1/2 03/01/41        | CUSIP: 56585AAF9<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    700000 | PA      | $750047.80    | 0.07%             | 2041-03-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Marathon Petroleum Corp.                                                             | MPC 5.15 03/01/30         | CUSIP: 56585ABK7<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    800000 | PA      | $824357.62    | 0.07%             | 2030-03-01      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| Marsh & McLennan Companies, Inc.                                                     | MMC 4.9 03/15/49          | CUSIP: 571748BJ0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    800000 | PA      | $726110.48    | 0.07%             | 2049-03-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| Marsh & McLennan Companies, Inc.                                                     | MMC 4.85 11/15/31         | CUSIP: 571748CB6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    700000 | PA      | $716962.44    | 0.06%             | 2031-11-15      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| Marsh & McLennan Companies, Inc.                                                     | MMC 5 03/15/35            | CUSIP: 571748CC4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    900000 | PA      | $909593.49    | 0.08%             | 2035-03-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Marsh & McLennan Companies, Inc.                                                     | MMC 5.4 03/15/55          | CUSIP: 571748CD2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    700000 | PA      | $678119.65    | 0.06%             | 2055-03-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Marriott International, Inc.                                                         | MAR 4 5/8 06/15/30        | CUSIP: 571903BE2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    500000 | PA      | $506818.66    | 0.05%             | 2030-06-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Marriott International, Inc.                                                         | MAR 2.85 04/15/31         | CUSIP: 571903BG7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    700000 | PA      | $650033.59    | 0.06%             | 2031-04-15      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| Marriott International, Inc.                                                         | MAR 5.35 03/15/35         | CUSIP: 571903BS1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    600000 | PA      | $615978.29    | 0.06%             | 2035-03-15      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| Marriott International, Inc.                                                         | MAR 5 1/2 04/15/37        | CUSIP: 571903BU6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    600000 | PA      | $613356.55    | 0.05%             | 2037-04-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Martin Marietta Materials Inc                                                        | MLM 5.15 12/01/34         | CUSIP: 573284BA3<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1022693.65   | 0.09%             | 2034-12-01      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| MasterCard Incorporated                                                              | MA 3.35 03/26/30          | CUSIP: 57636QAP9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    700000 | PA      | $683828.99    | 0.06%             | 2030-03-26      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| MasterCard Incorporated                                                              | MA 3.85 03/26/50          | CUSIP: 57636QAQ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    900000 | PA      | $703010.58    | 0.06%             | 2050-03-26      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| MasterCard Incorporated                                                              | MA 4 7/8 05/09/34         | CUSIP: 57636QAZ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    500000 | PA      | $510233.73    | 0.05%             | 2034-05-09      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| MasterCard Incorporated                                                              | MA 4.55 01/15/35          | CUSIP: 57636QBC7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    600000 | PA      | $596827.27    | 0.05%             | 2035-01-15      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| McDonald's Corp.                                                                     | MCD 4.7 12/09/35          | CUSIP: 58013MEZ3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    700000 | PA      | $696209.26    | 0.06%             | 2035-12-09      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| McDonald's Corp.                                                                     | MCD 4 7/8 12/09/45        | CUSIP: 58013MFA7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    700000 | PA      | $639944.07    | 0.06%             | 2045-12-09      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| McDonald's Corp.                                                                     | MCD 4.45 03/01/47         | CUSIP: 58013MFC3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    700000 | PA      | $602110.03    | 0.05%             | 2047-03-01      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| McDonald's Corp.                                                                     | MCD 3 5/8 09/01/49        | CUSIP: 58013MFK5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $739782.59    | 0.07%             | 2049-09-01      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| McDonald's Corp.                                                                     | MCD 3.6 07/01/30          | CUSIP: 58013MFQ2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    400000 | PA      | $392671.42    | 0.04%             | 2030-07-01      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| McDonald's Corp.                                                                     | MCD 5.15 09/09/52         | CUSIP: 58013MFT6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    600000 | PA      | $560291.17    | 0.05%             | 2052-09-09      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| Medtronic Global Holdings SCA                                                        | MDT 4 1/2 03/30/33        | CUSIP: 58507LBC2<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |    500000 | PA      | $500017.46    | 0.04%             | 2033-03-30      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Merck & Co., Inc                                                                     | MRK 4.15 05/18/43         | CUSIP: 58933YAJ4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    800000 | PA      | $688728.81    | 0.06%             | 2043-05-18      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| Merck & Co., Inc                                                                     | MRK 3.7 02/10/45          | CUSIP: 58933YAT2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    900000 | PA      | $717109.85    | 0.06%             | 2045-02-10      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Merck & Co., Inc                                                                     | MRK 2 3/4 12/10/51        | CUSIP: 58933YBF1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $988580.78    | 0.09%             | 2051-12-10      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Merck & Co., Inc                                                                     | MRK 4 1/2 05/17/33        | CUSIP: 58933YBK0<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    600000 | PA      | $603967.55    | 0.05%             | 2033-05-17      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Merck & Co., Inc                                                                     | MRK 4.9 05/17/44          | CUSIP: 58933YBL8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    600000 | PA      | $564808.58    | 0.05%             | 2044-05-17      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                                | BAC 6.11 01/29/37         | CUSIP: 59022CAJ2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    600000 | PA      | $643319.09    | 0.06%             | 2037-01-29      | Fixed         | 6.11%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                                | BAC 7 3/4 05/14/38        | CUSIP: 59023VAA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    600000 | PA      | $731974.55    | 0.07%             | 2038-05-14      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| MetLife Inc.                                                                         | MET 5.7 06/15/35          | CUSIP: 59156RAM0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    700000 | PA      | $746319.02    | 0.07%             | 2035-06-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| MetLife Inc.                                                                         | MET 4 7/8 11/13/43        | CUSIP: 59156RBG2<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $935887.12    | 0.08%             | 2043-11-13      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| MetLife Inc.                                                                         | MET 5 07/15/52            | CUSIP: 59156RCC0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    600000 | PA      | $549158.63    | 0.05%             | 2052-07-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| MetLife Inc.                                                                         | MET 5 1/4 01/15/54        | CUSIP: 59156RCD8<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    500000 | PA      | $475334.75    | 0.04%             | 2054-01-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Microsoft Corp.                                                                      | MSFT 2.525 06/01/50       | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $1825102.26   | 0.16%             | 2050-06-01      | Fixed         | 2.52%                 | No            | 2                  | On Loan: No      |
| Microsoft Corp.                                                                      | MSFT 2.921 03/17/52       | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $1503097.86   | 0.13%             | 2052-03-17      | Fixed         | 2.92%                 | No            | 2                  | On Loan: No      |
| Microsoft Corp.                                                                      | MSFT 3.041 03/17/62       | CUSIP: 594918CF9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1238208.60   | 0.11%             | 2062-03-17      | Fixed         | 3.04%                 | No            | 2                  | On Loan: No      |
| Microsoft Corp.                                                                      | MSFT 2 1/2 09/15/50       | CUSIP: 594918CW2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $604918.62    | 0.05%             | 2050-09-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Microchip Technology Incorporated                                                    | MCHP 5.05 03/15/29        | CUSIP: 595017BE3<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    800000 | PA      | $818955.60    | 0.07%             | 2029-03-15      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| Micron Technology Inc.                                                               | MU 5 7/8 09/15/33         | CUSIP: 595112CB7<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1596394.56   | 0.14%             | 2033-09-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Midamerican Energy Company                                                           | BRKHEC 5.85 09/15/54      | CUSIP: 595620AY1<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    700000 | PA      | $720618.96    | 0.06%             | 2054-09-15      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| Berkshire Hathaway Energy Company                                                    | BRKHEC 5.15 11/15/43      | CUSIP: 59562VBD8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    700000 | PA      | $671475.32    | 0.06%             | 2043-11-15      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc.                                                  | MUFG 3.195 07/18/29       | CUSIP: 606822BM5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    900000 | PA      | $871921.80    | 0.08%             | 2029-07-18      | Fixed         | 3.19%                 | No            | 2                  | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc.                                                  | MUFG 2.559 02/25/30       | CUSIP: 606822BR4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    900000 | PA      | $842831.51    | 0.08%             | 2030-02-25      | Fixed         | 2.56%                 | No            | 2                  | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc.                                                  | MUFG 2.309 07/20/32       | CUSIP: 606822BX1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $894950.76    | 0.08%             | 2032-07-20      | Fixed         | 2.31%                 | No            | 2                  | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc.                                                  | MUFG 5.133 07/20/33       | CUSIP: 606822CK8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $512283.89    | 0.05%             | 2033-07-20      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc.                                                  | MUFG 5.441 02/22/34       | CUSIP: 606822CX0<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    900000 | PA      | $938657.09    | 0.08%             | 2034-02-22      | Fixed         | 5.44%                 | No            | 2                  | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc.                                                  | MUFG 5.426 04/17/35       | CUSIP: 606822DF8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    800000 | PA      | $828716.42    | 0.07%             | 2035-04-17      | Fixed         | 5.43%                 | No            | 2                  | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc.                                                  | MUFG 5.197 01/16/31       | CUSIP: 606822DG6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    600000 | PA      | $618026.50    | 0.06%             | 2031-01-16      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Mizuho Financial Group Inc.                                                          | MIZUHO 1.979 09/08/31     | CUSIP: 60687YBL2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    800000 | PA      | $718458.38    | 0.06%             | 2031-09-08      | Fixed         | 1.98%                 | No            | 2                  | On Loan: No      |
| Mizuho Financial Group Inc.                                                          | MIZUHO 5.754 05/27/34     | CUSIP: 60687YCT4<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    700000 | PA      | $740249.27    | 0.07%             | 2034-05-27      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Mizuho Financial Group Inc.                                                          | MIZUHO 5.422 05/13/36     | CUSIP: 60687YDJ5<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    600000 | PA      | $620553.49    | 0.06%             | 2036-05-13      | Fixed         | 5.42%                 | No            | 2                  | On Loan: No      |
| Molson Coors Beverage Company                                                        | TAP 4.2 07/15/46          | CUSIP: 60871RAH3<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $811236.57    | 0.07%             | 2046-07-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| Mondelez International, Inc.                                                         | MDLZ 3 03/17/32           | CUSIP: 609207BB0<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    900000 | PA      | $826436.79    | 0.07%             | 2032-03-17      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                       | MS 4.431 01/23/30         | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    700000 | PA      | $704763.89    | 0.06%             | 2030-01-23      | Fixed         | 4.43%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                       | MS 2.699 01/22/31         | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1032679.79   | 0.09%             | 2031-01-22      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                       | MS 5.597 03/24/51         | CUSIP: 6174468N2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    700000 | PA      | $700114.94    | 0.06%             | 2051-03-24      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                       | MS 3.622 04/01/31         | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1360091.66   | 0.12%             | 2031-04-01      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                       | MS 1.794 02/13/32         | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $878535.97    | 0.08%             | 2032-02-13      | Fixed         | 1.79%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                       | MS 1.928 04/28/32         | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    800000 | PA      | $703367.61    | 0.06%             | 2032-04-28      | Fixed         | 1.93%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                       | MS 3.971 07/22/38         | CUSIP: 61744YAL2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    700000 | PA      | $629227.00    | 0.06%             | 2038-07-22      | Fixed         | 3.97%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                       | MS 4 3/8 01/22/47         | CUSIP: 61746BEG7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    500000 | PA      | $432358.38    | 0.04%             | 2047-01-22      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                       | MS 2.239 07/21/32         | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $976333.25    | 0.09%             | 2032-07-21      | Fixed         | 2.24%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                       | MS 6.342 10/18/33         | CUSIP: 61747YEY7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1091541.22   | 0.10%             | 2033-10-18      | Fixed         | 6.34%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                       | MS 5 1/4 04/21/34         | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1026830.38   | 0.09%             | 2034-04-21      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                       | MS 5.424 07/21/34         | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    800000 | PA      | $829226.89    | 0.07%             | 2034-07-21      | Fixed         | 5.42%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                       | MS 6.407 11/01/29         | CUSIP: 61747YFH3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    700000 | PA      | $741096.03    | 0.07%             | 2029-11-01      | Fixed         | 6.41%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                       | MS 6.627 11/01/34         | CUSIP: 61747YFJ9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    900000 | PA      | $1001618.04   | 0.09%             | 2034-11-01      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                       | MS 5.173 01/16/30         | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    400000 | PA      | $410809.07    | 0.04%             | 2030-01-16      | Fixed         | 5.17%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                       | MS 5.466 01/18/35         | CUSIP: 61747YFL4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    700000 | PA      | $725010.05    | 0.06%             | 2035-01-18      | Fixed         | 5.47%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                       | MS 5.656 04/18/30         | CUSIP: 61747YFQ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    500000 | PA      | $520782.25    | 0.05%             | 2030-04-18      | Fixed         | 5.66%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                       | MS 5.831 04/19/35         | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1058897.82   | 0.09%             | 2035-04-19      | Fixed         | 5.83%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                       | MS 5.042 07/19/30         | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    300000 | PA      | $307460.18    | 0.03%             | 2030-07-19      | Fixed         | 5.04%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                       | MS 5.32 07/19/35          | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1026468.25   | 0.09%             | 2035-07-19      | Fixed         | 5.32%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                       | MS 4.654 10/18/30         | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    400000 | PA      | $405001.73    | 0.04%             | 2030-10-18      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                       | MS 5.516 11/19/55         | CUSIP: 61747YFV2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    900000 | PA      | $890336.51    | 0.08%             | 2055-11-19      | Fixed         | 5.52%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                       | MS 5.192 04/17/31         | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1132940.07   | 0.10%             | 2031-04-17      | Fixed         | 5.19%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                       | MS 5.664 04/17/36         | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    600000 | PA      | $627760.96    | 0.06%             | 2036-04-17      | Fixed         | 5.66%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                       | MS 6 3/8 07/24/42         | CUSIP: 617482V92<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    800000 | PA      | $889286.83    | 0.08%             | 2042-07-24      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                       | MS 5.23 01/15/31          | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    700000 | PA      | $721013.02    | 0.06%             | 2031-01-15      | Fixed         | 5.23%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                       | MS 5.587 01/18/36         | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    900000 | PA      | $937654.43    | 0.08%             | 2036-01-18      | Fixed         | 5.59%                 | No            | 2                  | On Loan: No      |
| Motorola Solutions Inc                                                               | MSI 4.6 05/23/29          | CUSIP: 620076BN8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    500000 | PA      | $506200.61    | 0.05%             | 2029-05-23      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| Motorola Solutions Inc                                                               | MSI 2.3 11/15/30          | CUSIP: 620076BT5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    800000 | PA      | $727860.39    | 0.07%             | 2030-11-15      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| NXP B V / NXP Funding LLC & NXP USA Inc                                              | NXPI 3.4 05/01/30         | CUSIP: 62954HAY4<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | NL        |    800000 | PA      | $772168.34    | 0.07%             | 2030-05-01      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| NXP B V / NXP Funding LLC & NXP USA Inc                                              | NXPI 2 1/2 05/11/31       | CUSIP: 62954HBA5<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | NL        |    700000 | PA      | $633690.29    | 0.06%             | 2031-05-11      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Nasdaq Inc                                                                           | NDAQ 5.95 08/15/53        | CUSIP: 63111XAK7<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    700000 | PA      | $726798.93    | 0.07%             | 2053-08-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| National Bank of Canada                                                              | NACN 5.6 12/18/28         | CUSIP: 63307A2X2<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $626006.18    | 0.06%             | 2028-12-18      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| National Grid PLC                                                                    | NGGLN 5.418 01/11/34      | CUSIP: 636274AF9<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $619318.54    | 0.06%             | 2034-01-11      | Fixed         | 5.42%                 | No            | 2                  | On Loan: No      |
| NatWest Group PLC                                                                    | NWG 5.778 03/01/35        | CUSIP: 639057AN8<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    700000 | PA      | $740155.84    | 0.07%             | 2035-03-01      | Fixed         | 5.78%                 | No            | 2                  | On Loan: No      |
| Netflix, Inc.                                                                        | NFLX 5 7/8 11/15/28       | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    800000 | PA      | $839482.88    | 0.08%             | 2028-11-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Netflix, Inc.                                                                        | NFLX 6 3/8 05/15/29       | CUSIP: 64110LAX4<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    400000 | PA      | $428054.25    | 0.04%             | 2029-05-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Netflix, Inc.                                                                        | NFLX 5.4 08/15/54         | CUSIP: 64110LBA3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    500000 | PA      | $479850.11    | 0.04%             | 2054-08-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                  | NEE 5.05 02/28/33         | CUSIP: 65339KCP3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    700000 | PA      | $716100.20    | 0.06%             | 2033-02-28      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                  | NEE 5 1/4 02/28/53        | CUSIP: 65339KCQ1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    800000 | PA      | $747495.42    | 0.07%             | 2053-02-28      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                  | NEE 5 1/4 03/15/34        | CUSIP: 65339KCU2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    500000 | PA      | $512883.31    | 0.05%             | 2034-03-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                  | NEE 5.3 03/15/32          | CUSIP: 65339KDK3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    600000 | PA      | $623518.83    | 0.06%             | 2032-03-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                  | NEE 5.45 03/15/35         | CUSIP: 65339KDL1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    600000 | PA      | $619227.70    | 0.06%             | 2035-03-15      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| Nike, Inc.                                                                           | NKE 2.85 03/27/30         | CUSIP: 654106AK9<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    700000 | PA      | $668510.30    | 0.06%             | 2030-03-27      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| Nike, Inc.                                                                           | NKE 3 3/8 03/27/50        | CUSIP: 654106AM5<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    800000 | PA      | $575668.67    | 0.05%             | 2050-03-27      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| NiSource Inc.                                                                        | NI 3.6 05/01/30           | CUSIP: 65473PAJ4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    800000 | PA      | $778931.05    | 0.07%             | 2030-05-01      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| NiSource Inc.                                                                        | NI 1.7 02/15/31           | CUSIP: 65473PAL9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    600000 | PA      | $527953.00    | 0.05%             | 2031-02-15      | Fixed         | 1.70%                 | No            | 2                  | On Loan: No      |
| NiSource Inc.                                                                        | NI 4 3/8 05/15/47         | CUSIP: 65473QBF9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    800000 | PA      | $667151.88    | 0.06%             | 2047-05-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Nomura Holdings Inc.                                                                 | NOMURA 2.679 07/16/30     | CUSIP: 65535HAS8<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   1100000 | PA      | $1019387.12   | 0.09%             | 2030-07-16      | Fixed         | 2.68%                 | No            | 2                  | On Loan: No      |
| Nomura Holdings Inc.                                                                 | NOMURA 2.999 01/22/32     | CUSIP: 65535HBA6<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $910515.14    | 0.08%             | 2032-01-22      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Norfolk Southern Corporation                                                         | NSC 3.05 05/15/50         | CUSIP: 655844CF3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    900000 | PA      | $596256.73    | 0.05%             | 2050-05-15      | Fixed         | 3.05%                 | No            | 2                  | On Loan: No      |
| Norfolk Southern Corporation                                                         | NSC 5.35 08/01/54         | CUSIP: 655844CS5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    400000 | PA      | $384399.76    | 0.03%             | 2054-08-01      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| Northern States Power Company                                                        | XEL 5.1 05/15/53          | CUSIP: 665772CX5<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    500000 | PA      | $465032.55    | 0.04%             | 2053-05-15      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| Northern Trust Corporation                                                           | NTRS 1.95 05/01/30        | CUSIP: 665859AV6<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    700000 | PA      | $641400.94    | 0.06%             | 2030-05-01      | Fixed         | 1.95%                 | No            | 2                  | On Loan: No      |
| Northrop Grumman Corporation                                                         | NOC 4.4 05/01/30          | CUSIP: 666807BS0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    700000 | PA      | $705841.51    | 0.06%             | 2030-05-01      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| Northrop Grumman Corporation                                                         | NOC 5.2 06/01/54          | CUSIP: 666807CM2<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    400000 | PA      | $377877.40    | 0.03%             | 2054-06-01      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Novartis Capital Corporation                                                         | NOVNVX 4.4 05/06/44       | CUSIP: 66989HAH1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    800000 | PA      | $711947.43    | 0.06%             | 2044-05-06      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| Novartis Capital Corporation                                                         | NOVNVX 4 11/20/45         | CUSIP: 66989HAK4<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    800000 | PA      | $668358.08    | 0.06%             | 2045-11-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Novartis Capital Corporation                                                         | NOVNVX 2 3/4 08/14/50     | CUSIP: 66989HAS7<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $643900.82    | 0.06%             | 2050-08-14      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| NVIDIA Corp.                                                                         | NVDA 2.85 04/01/30        | CUSIP: 67066GAF1<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $956234.02    | 0.09%             | 2030-04-01      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| NVIDIA Corp.                                                                         | NVDA 3 1/2 04/01/50       | CUSIP: 67066GAH7<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $743811.62    | 0.07%             | 2050-04-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Nutrien Ltd                                                                          | NTRCN 5.8 03/27/53        | CUSIP: 67077MBB3<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    700000 | PA      | $704042.65    | 0.06%             | 2053-03-27      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| Occidental Petroleum Corp.                                                           | OXY 7 1/2 05/01/31        | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    400000 | PA      | $451251.20    | 0.04%             | 2031-05-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Occidental Petroleum Corp.                                                           | OXY 6.45 09/15/36         | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    500000 | PA      | $533781.50    | 0.05%             | 2036-09-15      | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| Occidental Petroleum Corp.                                                           | OXY 6.6 03/15/46          | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    500000 | PA      | $517591.50    | 0.05%             | 2046-03-15      | Fixed         | 6.60%                 | No            | 2                  | On Loan: No      |
| Occidental Petroleum Corp.                                                           | OXY 8 7/8 07/15/30        | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    800000 | PA      | $923585.60    | 0.08%             | 2030-07-15      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| Occidental Petroleum Corp.                                                           | OXY 5 3/8 01/01/32        | CUSIP: 674599EK7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    500000 | PA      | $514286.50    | 0.05%             | 2032-01-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Oncor Electric Delivery Company LLC                                                  | ONCRTX 5.55 06/15/54      | CUSIP: 68233JCU6<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    600000 | PA      | $585253.64    | 0.05%             | 2054-06-15      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| Oneok Inc.                                                                           | OKE 5.65 11/01/28         | CUSIP: 682680BJ1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    700000 | PA      | $727336.95    | 0.07%             | 2028-11-01      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| Oneok Inc.                                                                           | OKE 6.05 09/01/33         | CUSIP: 682680BL6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    700000 | PA      | $743230.54    | 0.07%             | 2033-09-01      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| Oneok Inc.                                                                           | OKE 4 3/4 10/15/31        | CUSIP: 682680CD3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    600000 | PA      | $603020.81    | 0.05%             | 2031-10-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Oneok Inc.                                                                           | OKE 5.05 11/01/34         | CUSIP: 682680CE1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    700000 | PA      | $693159.78    | 0.06%             | 2034-11-01      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| Oneok Inc.                                                                           | OKE 5.7 11/01/54          | CUSIP: 682680CF8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    700000 | PA      | $656191.87    | 0.06%             | 2054-11-01      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 6 1/2 04/15/38       | CUSIP: 68389XAE5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    600000 | PA      | $614575.91    | 0.06%             | 2038-04-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 5 3/8 07/15/40       | CUSIP: 68389XAM7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    800000 | PA      | $721865.23    | 0.06%             | 2040-07-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 4.3 07/08/34         | CUSIP: 68389XAV7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    700000 | PA      | $633621.34    | 0.06%             | 2034-07-08      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 3.9 05/15/35         | CUSIP: 68389XBE4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    600000 | PA      | $517731.46    | 0.05%             | 2035-05-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 4 1/8 05/15/45       | CUSIP: 68389XBF1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    900000 | PA      | $647485.06    | 0.06%             | 2045-05-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 4 3/8 05/15/55       | CUSIP: 68389XBG9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    700000 | PA      | $482359.61    | 0.04%             | 2055-05-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 4 07/15/46           | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $762470.72    | 0.07%             | 2046-07-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 3.8 11/15/37         | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    900000 | PA      | $727035.74    | 0.07%             | 2037-11-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 4 11/15/47           | CUSIP: 68389XBQ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    900000 | PA      | $618200.98    | 0.06%             | 2047-11-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 2.95 04/01/30        | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1016880.50   | 0.09%             | 2030-04-01      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 3.6 04/01/40         | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $816567.52    | 0.07%             | 2040-04-01      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 3.6 04/01/50         | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1187413.89   | 0.11%             | 2050-04-01      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 3.85 04/01/60        | CUSIP: 68389XBY0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $974282.10    | 0.09%             | 2060-04-01      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 3.65 03/25/41        | CUSIP: 68389XBZ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    700000 | PA      | $511987.64    | 0.05%             | 2041-03-25      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 3.95 03/25/51        | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $856037.20    | 0.08%             | 2051-03-25      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 2 7/8 03/25/31       | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    900000 | PA      | $809071.36    | 0.07%             | 2031-03-25      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 6.15 11/09/29        | CUSIP: 68389XCH6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    700000 | PA      | $730135.90    | 0.07%             | 2029-11-09      | Fixed         | 6.15%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 6 1/4 11/09/32       | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    900000 | PA      | $939208.73    | 0.08%             | 2032-11-09      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 5.55 02/06/53        | CUSIP: 68389XCQ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    700000 | PA      | $581745.54    | 0.05%             | 2053-02-06      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 4.7 09/27/34         | CUSIP: 68389XCT0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    600000 | PA      | $557633.12    | 0.05%             | 2034-09-27      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 5 1/4 02/03/32       | CUSIP: 68389XCZ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    400000 | PA      | $399574.34    | 0.04%             | 2032-02-03      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 5 1/2 08/03/35       | CUSIP: 68389XDA0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    500000 | PA      | $487781.78    | 0.04%             | 2035-08-03      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 6 08/03/55           | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    500000 | PA      | $439116.03    | 0.04%             | 2055-08-03      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Blue Owl Credit Income Corp.                                                         | OCINCC 6.65 03/15/31      | CUSIP: 69120VAZ4<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    900000 | PA      | $921361.11    | 0.08%             | 2031-03-15      | Fixed         | 6.65%                 | No            | 2                  | On Loan: No      |
| PNC Financial Services Group Inc.                                                    | PNC 6.037 10/28/33        | CUSIP: 693475BJ3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    600000 | PA      | $646435.63    | 0.06%             | 2033-10-28      | Fixed         | 6.04%                 | No            | 2                  | On Loan: No      |
| PNC Financial Services Group Inc.                                                    | PNC 5.068 01/24/34        | CUSIP: 693475BM6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    700000 | PA      | $713912.66    | 0.06%             | 2034-01-24      | Fixed         | 5.07%                 | No            | 2                  | On Loan: No      |
| PNC Financial Services Group Inc.                                                    | PNC 6 7/8 10/20/34        | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1124862.55   | 0.10%             | 2034-10-20      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| PNC Financial Services Group Inc.                                                    | PNC 5.676 01/22/35        | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    600000 | PA      | $630126.43    | 0.06%             | 2035-01-22      | Fixed         | 5.68%                 | No            | 2                  | On Loan: No      |
| PNC Financial Services Group Inc.                                                    | PNC 5.492 05/14/30        | CUSIP: 693475BX2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    700000 | PA      | $728497.43    | 0.07%             | 2030-05-14      | Fixed         | 5.49%                 | No            | 2                  | On Loan: No      |
| PNC Financial Services Group Inc.                                                    | PNC 5.401 07/23/35        | CUSIP: 693475BZ7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    600000 | PA      | $618781.48    | 0.06%             | 2035-07-23      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| PNC Financial Services Group Inc.                                                    | PNC 5.575 01/29/36        | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    700000 | PA      | $727698.35    | 0.07%             | 2036-01-29      | Fixed         | 5.58%                 | No            | 2                  | On Loan: No      |
| PPL Capital Funding Inc.                                                             | PPL 5 1/4 09/01/34        | CUSIP: 69352PAT0<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |    500000 | PA      | $511036.53    | 0.05%             | 2034-09-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Pacific Gas and Electric Company                                                     | PCG 3 1/2 08/01/50        | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    900000 | PA      | $610500.37    | 0.05%             | 2050-08-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Pacific Gas and Electric Company                                                     | PCG 4.55 07/01/30         | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1097665.24   | 0.10%             | 2030-07-01      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| Pacific Gas and Electric Company                                                     | PCG 4.95 07/01/50         | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1275919.44   | 0.11%             | 2050-07-01      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Pacific Gas and Electric Company                                                     | PCG 4 1/2 07/01/40        | CUSIP: 694308JQ1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    800000 | PA      | $697483.21    | 0.06%             | 2040-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Pacific Gas and Electric Company                                                     | PCG 6 3/4 01/15/53        | CUSIP: 694308KH9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    700000 | PA      | $748293.16    | 0.07%             | 2053-01-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Pacific Gas and Electric Company                                                     | PCG 6.1 01/15/29          | CUSIP: 694308KL0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    700000 | PA      | $734667.82    | 0.07%             | 2029-01-15      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| Pacific Gas and Electric Company                                                     | PCG 6.4 06/15/33          | CUSIP: 694308KM8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    600000 | PA      | $647209.60    | 0.06%             | 2033-06-15      | Fixed         | 6.40%                 | No            | 2                  | On Loan: No      |
| Pacific Gas and Electric Company                                                     | PCG 5.8 05/15/34          | CUSIP: 694308KR7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    500000 | PA      | $519372.25    | 0.05%             | 2034-05-15      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| Pacific Gas and Electric Company                                                     | PCG 5.7 03/01/35          | CUSIP: 694308KU0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    600000 | PA      | $615665.51    | 0.06%             | 2035-03-01      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| PacifiCorp.                                                                          | BRKHEC 5 1/2 05/15/54     | CUSIP: 695114DA3<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    600000 | PA      | $542302.78    | 0.05%             | 2054-05-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| PacifiCorp.                                                                          | BRKHEC 5.45 02/15/34      | CUSIP: 695114DD7<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    700000 | PA      | $711190.08    | 0.06%             | 2034-02-15      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| PacifiCorp.                                                                          | BRKHEC 5.8 01/15/55       | CUSIP: 695114DE5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    800000 | PA      | $756522.58    | 0.07%             | 2055-01-15      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| Parker-Hannifin Corp.                                                                | PH 4 1/2 09/15/29         | CUSIP: 701094AS3<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1217120.75   | 0.11%             | 2029-09-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Paychex Inc                                                                          | PAYX 5.1 04/15/30         | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    600000 | PA      | $617436.74    | 0.06%             | 2030-04-15      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| Paypal Holdings Inc.                                                                 | PYPL 5.15 06/01/34        | CUSIP: 70450YAP8<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    800000 | PA      | $817533.70    | 0.07%             | 2034-06-01      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| Pepsico Inc                                                                          | PEP 2 3/4 03/19/30        | CUSIP: 713448ES3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    700000 | PA      | $666046.18    | 0.06%             | 2030-03-19      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Pepsico Inc                                                                          | PEP 1 5/8 05/01/30        | CUSIP: 713448EZ7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    800000 | PA      | $725730.73    | 0.07%             | 2030-05-01      | Fixed         | 1.62%                 | No            | 2                  | On Loan: No      |
| Pepsico Inc                                                                          | PEP 2 5/8 10/21/41        | CUSIP: 713448FF0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    800000 | PA      | $583751.06    | 0.05%             | 2041-10-21      | Fixed         | 2.62%                 | No            | 2                  | On Loan: No      |
| Pepsico Inc                                                                          | PEP 2 3/4 10/21/51        | CUSIP: 713448FG8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $692879.06    | 0.06%             | 2051-10-21      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Pepsico Inc                                                                          | PEP 3.9 07/18/32          | CUSIP: 713448FM5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    800000 | PA      | $785652.48    | 0.07%             | 2032-07-18      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Pepsico Inc                                                                          | PEP 5 02/07/35            | CUSIP: 713448GC6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    600000 | PA      | $615578.47    | 0.06%             | 2035-02-07      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Pfizer Investment Enterprises Pte Ltd.                                               | PFE 4.65 05/19/30         | CUSIP: 716973AD4<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    600000 | PA      | $611752.34    | 0.05%             | 2030-05-19      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| Pfizer Investment Enterprises Pte Ltd.                                               | PFE 4 3/4 05/19/33        | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   1300000 | PA      | $1314352.60   | 0.12%             | 2033-05-19      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Pfizer Investment Enterprises Pte Ltd.                                               | PFE 5.3 05/19/53          | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   1900000 | PA      | $1807158.38   | 0.16%             | 2053-05-19      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| Pfizer Investment Enterprises Pte Ltd.                                               | PFE 5.34 05/19/63         | CUSIP: 716973AH5<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   1300000 | PA      | $1213327.79   | 0.11%             | 2063-05-19      | Fixed         | 5.34%                 | No            | 2                  | On Loan: No      |
| Pfizer Inc.                                                                          | PFE 7.2 03/15/39          | CUSIP: 717081CY7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    900000 | PA      | $1072365.55   | 0.10%             | 2039-03-15      | Fixed         | 7.20%                 | No            | 2                  | On Loan: No      |
| Pfizer Inc.                                                                          | PFE 4.3 06/15/43          | CUSIP: 717081DE0<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    600000 | PA      | $526741.30    | 0.05%             | 2043-06-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| Pfizer Inc.                                                                          | PFE 4.4 05/15/44          | CUSIP: 717081DK6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    700000 | PA      | $628396.90    | 0.06%             | 2044-05-15      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| Pfizer Inc.                                                                          | PFE 4 1/8 12/15/46        | CUSIP: 717081ED1<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    800000 | PA      | $661918.70    | 0.06%             | 2046-12-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Pfizer Inc.                                                                          | PFE 2 5/8 04/01/30        | CUSIP: 717081EW9<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    600000 | PA      | $566735.42    | 0.05%             | 2030-04-01      | Fixed         | 2.62%                 | No            | 2                  | On Loan: No      |
| Pfizer Inc.                                                                          | PFE 1.7 05/28/30          | CUSIP: 717081EY5<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    600000 | PA      | $544017.36    | 0.05%             | 2030-05-28      | Fixed         | 1.70%                 | No            | 2                  | On Loan: No      |
| Philip Morris International Inc.                                                     | PM 3 7/8 08/21/42         | CUSIP: 718172AU3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $990954.68    | 0.09%             | 2042-08-21      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Philip Morris International Inc.                                                     | PM 2.1 05/01/30           | CUSIP: 718172CP2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    800000 | PA      | $733872.82    | 0.07%             | 2030-05-01      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| Philip Morris International Inc.                                                     | PM 5 5/8 11/17/29         | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    600000 | PA      | $631160.56    | 0.06%             | 2029-11-17      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Philip Morris International Inc.                                                     | PM 5 3/4 11/17/32         | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    600000 | PA      | $641188.48    | 0.06%             | 2032-11-17      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Philip Morris International Inc.                                                     | PM 5 1/8 02/15/30         | CUSIP: 718172DA4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    800000 | PA      | $826276.49    | 0.07%             | 2030-02-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Philip Morris International Inc.                                                     | PM 5 3/8 02/15/33         | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    800000 | PA      | $833576.32    | 0.07%             | 2033-02-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Philip Morris International Inc.                                                     | PM 5 1/4 02/13/34         | CUSIP: 718172DJ5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    900000 | PA      | $929917.09    | 0.08%             | 2034-02-13      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Philip Morris International Inc.                                                     | PM 4 5/8 11/01/29         | CUSIP: 718172DN6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    500000 | PA      | $509003.49    | 0.05%             | 2029-11-01      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Philip Morris International Inc.                                                     | PM 4 3/4 11/01/31         | CUSIP: 718172DP1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    600000 | PA      | $611554.64    | 0.05%             | 2031-11-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Phillips 66                                                                          | PSX 5 7/8 05/01/42        | CUSIP: 718546AH7<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    700000 | PA      | $707871.07    | 0.06%             | 2042-05-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Phillips 66                                                                          | PSX 4 7/8 11/15/44        | CUSIP: 718546AL8<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    900000 | PA      | $796464.32    | 0.07%             | 2044-11-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Phillips 66 Co.                                                                      | PSX 5 1/4 06/15/31        | CUSIP: 718547AU6<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    600000 | PA      | $622095.47    | 0.06%             | 2031-06-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Plains All American Pipeline L.P.                                                    | PAA 3.8 09/15/30          | CUSIP: 72650RBN1<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    500000 | PA      | $487191.25    | 0.04%             | 2030-09-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| The Procter & Gamble Co.                                                             | PG 3 03/25/30             | CUSIP: 742718FH7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    600000 | PA      | $578839.81    | 0.05%             | 2030-03-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| The Procter & Gamble Co.                                                             | PG 1.2 10/29/30           | CUSIP: 742718FM6<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    700000 | PA      | $617349.14    | 0.06%             | 2030-10-29      | Fixed         | 1.20%                 | No            | 2                  | On Loan: No      |
| The Procter & Gamble Co.                                                             | PG 4.05 01/26/33          | CUSIP: 742718GA1<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    400000 | PA      | $399212.22    | 0.04%             | 2033-01-26      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| Prologis, L.P.                                                                       | PLD 5 1/8 01/15/34        | CUSIP: 74340XCH2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    600000 | PA      | $615324.29    | 0.06%             | 2034-01-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Prologis, L.P.                                                                       | PLD 5 03/15/34            | CUSIP: 74340XCJ8<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    600000 | PA      | $610160.94    | 0.05%             | 2034-03-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Prologis, L.P.                                                                       | PLD 5 1/4 03/15/54        | CUSIP: 74340XCK5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    700000 | PA      | $669286.79    | 0.06%             | 2054-03-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Prudential Financial, Inc.                                                           | PRU 3.935 12/07/49        | CUSIP: 744320BA9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $777374.40    | 0.07%             | 2049-12-07      | Fixed         | 3.94%                 | No            | 2                  | On Loan: No      |
| Prudential Financial, Inc.                                                           | PRU 3.7 03/13/51          | CUSIP: 74432QCF0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    800000 | PA      | $592283.43    | 0.05%             | 2051-03-13      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Prudential Financial, Inc.                                                           | PRU 5.2 03/14/35          | CUSIP: 74432QCK9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    800000 | PA      | $817538.75    | 0.07%             | 2035-03-14      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Public Service Company of Colorado                                                   | XEL 5.35 05/15/34         | CUSIP: 744448CZ2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    700000 | PA      | $720799.32    | 0.06%             | 2034-05-15      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| Public Service Company of Colorado                                                   | XEL 5 3/4 05/15/54        | CUSIP: 744448DA6<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501498.82    | 0.04%             | 2054-05-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Public Service Enterprise Group Incorporated                                         | PEG 2.45 11/15/31         | CUSIP: 744573AU0<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    800000 | PA      | $717963.32    | 0.06%             | 2031-11-15      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| QUALCOMM Inc.                                                                        | QCOM 4.8 05/20/45         | CUSIP: 747525AK9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1005330.06   | 0.09%             | 2045-05-20      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| QUALCOMM Inc.                                                                        | QCOM 4 1/2 05/20/52       | CUSIP: 747525BR3<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $849383.55    | 0.08%             | 2052-05-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Quest Diagnostics Incorporated                                                       | DGX 2.95 06/30/30         | CUSIP: 74834LBB5<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    500000 | PA      | $474266.87    | 0.04%             | 2030-06-30      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| Quest Diagnostics Incorporated                                                       | DGX 6.4 11/30/33          | CUSIP: 74834LBD1<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    500000 | PA      | $552083.31    | 0.05%             | 2033-11-30      | Fixed         | 6.40%                 | No            | 2                  | On Loan: No      |
| Relx Capital Inc.                                                                    | RELLN 4 03/18/29          | CUSIP: 74949LAC6<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    600000 | PA      | $598808.64    | 0.05%             | 2029-03-18      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Relx Capital Inc.                                                                    | RELLN 3 05/22/30          | CUSIP: 74949LAD4<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    800000 | PA      | $761741.84    | 0.07%             | 2030-05-22      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Raymond James Financial Inc.                                                         | RJF 4.95 07/15/46         | CUSIP: 754730AF6<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |    700000 | PA      | $643292.73    | 0.06%             | 2046-07-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| RTX Corp.                                                                            | RTX 2 1/4 07/01/30        | CUSIP: 75513EAD3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    700000 | PA      | $646093.25    | 0.06%             | 2030-07-01      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| RTX Corp.                                                                            | RTX 3.03 03/15/52         | CUSIP: 75513ECP4<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $721466.96    | 0.06%             | 2052-03-15      | Fixed         | 3.03%                 | No            | 2                  | On Loan: No      |
| RTX Corp.                                                                            | RTX 5.15 02/27/33         | CUSIP: 75513ECR0<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    700000 | PA      | $724858.68    | 0.06%             | 2033-02-27      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| RTX Corp.                                                                            | RTX 5 3/8 02/27/53        | CUSIP: 75513ECS8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    500000 | PA      | $482697.02    | 0.04%             | 2053-02-27      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| RTX Corp.                                                                            | RTX 6 03/15/31            | CUSIP: 75513ECV1<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    300000 | PA      | $322972.46    | 0.03%             | 2031-03-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| RTX Corp.                                                                            | RTX 6.1 03/15/34          | CUSIP: 75513ECW9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    700000 | PA      | $764842.86    | 0.07%             | 2034-03-15      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| RTX Corp.                                                                            | RTX 6.4 03/15/54          | CUSIP: 75513ECX7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    600000 | PA      | $662948.81    | 0.06%             | 2054-03-15      | Fixed         | 6.40%                 | No            | 2                  | On Loan: No      |
| Realty Income Corporation                                                            | O 5 1/8 02/15/34          | CUSIP: 756109CG7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    800000 | PA      | $819056.96    | 0.07%             | 2034-02-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Regal Rexnord Corporation                                                            | RRX 6.4 04/15/33          | CUSIP: 758750AP8<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    500000 | PA      | $534703.15    | 0.05%             | 2033-04-15      | Fixed         | 6.40%                 | No            | 2                  | On Loan: No      |
| Regeneron Pharmaceuticals, Inc.                                                      | REGN 1 3/4 09/15/30       | CUSIP: 75886FAE7<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |    700000 | PA      | $626556.48    | 0.06%             | 2030-09-15      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Reynolds American Inc.                                                               | BATSLN 5.85 08/15/45      | CUSIP: 761713BB1<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $987339.80    | 0.09%             | 2045-08-15      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| Rio Tinto Finance (USA) plc                                                          | RIOLN 4 7/8 03/14/30      | CUSIP: 76720AAS5<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $820591.02    | 0.07%             | 2030-03-14      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Rio Tinto Finance (USA) plc                                                          | RIOLN 5 1/4 03/14/35      | CUSIP: 76720AAU0<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    900000 | PA      | $925995.60    | 0.08%             | 2035-03-14      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Rio Tinto Finance (USA) plc                                                          | RIOLN 5 3/4 03/14/55      | CUSIP: 76720AAV8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1022471.35   | 0.09%             | 2055-03-14      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Rogers Communications Inc.                                                           | RCICN 4.55 03/15/52       | CUSIP: 775109CK5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   1200000 | PA      | $970817.41    | 0.09%             | 2052-03-15      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| Rogers Communications Inc.                                                           | RCICN 5.3 02/15/34        | CUSIP: 775109DF5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    700000 | PA      | $709273.32    | 0.06%             | 2034-02-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| NatWest Group PLC                                                                    | NWG 4.445 05/08/30        | CUSIP: 780097BL4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    700000 | PA      | $703526.05    | 0.06%             | 2030-05-08      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| NatWest Group PLC                                                                    | NWG 5.076 01/27/30        | CUSIP: 78009PEH0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    700000 | PA      | $717286.18    | 0.06%             | 2030-01-27      | Fixed         | 5.08%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                                 | RY 5 02/01/33             | CUSIP: 78016FZX5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    900000 | PA      | $922702.86    | 0.08%             | 2033-02-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                                 | RY 5.15 02/01/34          | CUSIP: 78016HZW3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    700000 | PA      | $727167.53    | 0.07%             | 2034-02-01      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                                 | RY 4.969 08/02/30         | CUSIP: 78016HZZ6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $409765.54    | 0.04%             | 2030-08-02      | Fixed         | 4.97%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                                 | RY 5.153 02/04/31         | CUSIP: 78017DAC2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $618663.46    | 0.06%             | 2031-02-04      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                                 | RY 4.97 05/02/31          | CUSIP: 78017DAH1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    700000 | PA      | $717251.24    | 0.06%             | 2031-05-02      | Fixed         | 4.97%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                                 | RY 4.65 10/18/30          | CUSIP: 78017FZT3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $608915.62    | 0.05%             | 2030-10-18      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| Royalty Pharma PLC                                                                   | RPRX 3.3 09/02/40         | CUSIP: 78081BAL7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    900000 | PA      | $700715.53    | 0.06%             | 2040-09-02      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| S&P Global Inc                                                                       | SPGI 4 1/4 05/01/29       | CUSIP: 78409VBG8<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    900000 | PA      | $905094.61    | 0.08%             | 2029-05-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Sabine Pass Liquefaction, LLC                                                        | SPLLLC 4 1/2 05/15/30     | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    900000 | PA      | $905201.03    | 0.08%             | 2030-05-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Salesforce Inc.                                                                      | CRM 1.95 07/15/31         | CUSIP: 79466LAJ3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    700000 | PA      | $622751.09    | 0.06%             | 2031-07-15      | Fixed         | 1.95%                 | No            | 2                  | On Loan: No      |
| Salesforce Inc.                                                                      | CRM 2.7 07/15/41          | CUSIP: 79466LAK0<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    800000 | PA      | $574939.74    | 0.05%             | 2041-07-15      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| Salesforce Inc.                                                                      | CRM 2.9 07/15/51          | CUSIP: 79466LAL8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $627669.44    | 0.06%             | 2051-07-15      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| San Diego Gas & Electric Company                                                     | SRE 5.35 04/01/53         | CUSIP: 797440CD4<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    700000 | PA      | $662065.45    | 0.06%             | 2053-04-01      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| Santander UK Group Holdings PLC                                                      | SANUK 5.694 04/15/31      | CUSIP: 80281LAV7<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    700000 | PA      | $730648.27    | 0.07%             | 2031-04-15      | Fixed         | 5.69%                 | No            | 2                  | On Loan: No      |
| Santander Holdings USA Inc.                                                          | SANUSA 5.353 09/06/30     | CUSIP: 80282KBM7<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    600000 | PA      | $615437.84    | 0.06%             | 2030-09-06      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| Santander Holdings USA Inc.                                                          | SANUSA 5.741 03/20/31     | CUSIP: 80282KBQ8<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    500000 | PA      | $518734.57    | 0.05%             | 2031-03-20      | Fixed         | 5.74%                 | No            | 2                  | On Loan: No      |
| The Charles Schwab Corporation                                                       | SCHW 2.9 03/03/32         | CUSIP: 808513CA1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    800000 | PA      | $734227.30    | 0.07%             | 2032-03-03      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| Shell Finance US Inc.                                                                | RDSALN 4 3/8 05/11/45     | CUSIP: 822905AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $864471.84    | 0.08%             | 2045-05-11      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Shell Finance US Inc.                                                                | RDSALN 4 05/10/46         | CUSIP: 822905AE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $650200.65    | 0.06%             | 2046-05-10      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Shell Finance US Inc.                                                                | RDSALN 3 1/4 04/06/50     | CUSIP: 822905AG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    900000 | PA      | $623971.99    | 0.06%             | 2050-04-06      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Shell Finance US Inc.                                                                | RDSALN 3 7/8 11/13/28     | CUSIP: 822905AR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1003688.72   | 0.09%             | 2028-11-13      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| Shell Finance US Inc.                                                                | RDSALN 6 3/8 12/15/38     | CUSIP: 822905AT2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1116116.12   | 0.10%             | 2038-12-15      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| Shell Finance US Inc.                                                                | RDSALN 5 1/2 03/25/40     | CUSIP: 822905AV7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $715610.71    | 0.06%             | 2040-03-25      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| The Sherwin-Williams Company                                                         | SHW 4 1/2 06/01/47        | CUSIP: 824348AX4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    800000 | PA      | $686131.73    | 0.06%             | 2047-06-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Simon Property Group LP                                                              | SPG 2.45 09/13/29         | CUSIP: 828807DF1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    700000 | PA      | $662657.37    | 0.06%             | 2029-09-13      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| Simon Property Group LP                                                              | SPG 3 1/4 09/13/49        | CUSIP: 828807DH7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    900000 | PA      | $622886.89    | 0.06%             | 2049-09-13      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Sixth Street Lending Partners                                                        | SIXSLP 6 1/8 07/15/30     | CUSIP: 829932AF9<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |    600000 | PA      | $613801.86    | 0.06%             | 2030-07-15      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| The J M Smucker Company                                                              | SJM 6 1/2 11/15/53        | CUSIP: 832696AZ1<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    800000 | PA      | $868544.11    | 0.08%             | 2053-11-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Southern California Edison Company                                                   | EIX 4 04/01/47            | CUSIP: 842400GG2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $908808.14    | 0.08%             | 2047-04-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Southern California Edison Company                                                   | EIX 5.2 06/01/34          | CUSIP: 842400HZ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    800000 | PA      | $801957.95    | 0.07%             | 2034-06-01      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Southern California Edison Company                                                   | EIX 5.45 06/01/31         | CUSIP: 842400JE4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    700000 | PA      | $724711.20    | 0.06%             | 2031-06-01      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| Southern Co.                                                                         | SO 4.4 07/01/46           | CUSIP: 842587CX3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    400000 | PA      | $339352.86    | 0.03%             | 2046-07-01      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| Southern Co.                                                                         | SO 5.2 06/15/33           | CUSIP: 842587DR5<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    600000 | PA      | $616035.82    | 0.06%             | 2033-06-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Expand Energy Corp.                                                                  | SWN 5 3/8 03/15/30        | CUSIP: 845467AS8<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    600000 | PA      | $610899.29    | 0.05%             | 2030-03-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Sprint Capital Corporation                                                           | S 6 7/8 11/15/28          | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    500000 | PA      | $536475.03    | 0.05%             | 2028-11-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Stanley Black & Decker, Inc.                                                         | SWK 2.3 03/15/30          | CUSIP: 854502AL5<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    800000 | PA      | $736367.46    | 0.07%             | 2030-03-15      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| Starbucks Corp.                                                                      | SBUX 2 1/4 03/12/30       | CUSIP: 855244AW9<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    800000 | PA      | $740072.34    | 0.07%             | 2030-03-12      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Starbucks Corp.                                                                      | SBUX 2.55 11/15/30        | CUSIP: 855244AZ2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    700000 | PA      | $648814.15    | 0.06%             | 2030-11-15      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| Starbucks Corp.                                                                      | SBUX 3 1/2 11/15/50       | CUSIP: 855244BA6<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $709671.88    | 0.06%             | 2050-11-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| State Street Corp.                                                                   | STT 4.834 04/24/30        | CUSIP: 857477DB6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    800000 | PA      | $822280.18    | 0.07%             | 2030-04-24      | Fixed         | 4.83%                 | No            | 2                  | On Loan: No      |
| Stryker Corporation                                                                  | SYK 1.95 06/15/30         | CUSIP: 863667AY7<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    700000 | PA      | $636738.28    | 0.06%             | 2030-06-15      | Fixed         | 1.95%                 | No            | 2                  | On Loan: No      |
| Stryker Corporation                                                                  | SYK 5.2 02/10/35          | CUSIP: 863667BM2<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    500000 | PA      | $513086.28    | 0.05%             | 2035-02-10      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc.                                                 | SUMIBK 2 3/4 01/15/30     | CUSIP: 86562MBW9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $944404.23    | 0.08%             | 2030-01-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc.                                                 | SUMIBK 2.13 07/08/30      | CUSIP: 86562MCB4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    800000 | PA      | $729543.50    | 0.07%             | 2030-07-08      | Fixed         | 2.13%                 | No            | 2                  | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc.                                                 | SUMIBK 5.766 01/13/33     | CUSIP: 86562MCS7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    700000 | PA      | $742975.69    | 0.07%             | 2033-01-13      | Fixed         | 5.77%                 | No            | 2                  | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc.                                                 | SUMIBK 5.558 07/09/34     | CUSIP: 86562MDP2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $523779.09    | 0.05%             | 2034-07-09      | Fixed         | 5.56%                 | No            | 2                  | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc.                                                 | SUMIBK 5.836 07/09/44     | CUSIP: 86562MDQ0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    700000 | PA      | $718513.29    | 0.06%             | 2044-07-09      | Fixed         | 5.84%                 | No            | 2                  | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc.                                                 | SUMIBK 5.632 01/15/35     | CUSIP: 86562MDU1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $526651.66    | 0.05%             | 2035-01-15      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| Suncor Energy Inc.                                                                   | SUCN 6.85 06/01/39        | CUSIP: 86722TAB8<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $555032.51    | 0.05%             | 2039-06-01      | Fixed         | 6.85%                 | No            | 2                  | On Loan: No      |
| Synopsys Inc                                                                         | SNPS 4.85 04/01/30        | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    700000 | PA      | $714641.56    | 0.06%             | 2030-04-01      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| Synopsys Inc                                                                         | SNPS 5 04/01/32           | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    600000 | PA      | $614023.69    | 0.06%             | 2032-04-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Synopsys Inc                                                                         | SNPS 5.15 04/01/35        | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    800000 | PA      | $811857.87    | 0.07%             | 2035-04-01      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| Synopsys Inc                                                                         | SNPS 5.7 04/01/55         | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    600000 | PA      | $593516.60    | 0.05%             | 2055-04-01      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| Sysco Corporation                                                                    | SYY 3.15 12/14/51         | CUSIP: 871829BR7<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $669768.15    | 0.06%             | 2051-12-14      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| T-Mobile USA, Inc.                                                                   | TMUS 4 3/8 04/15/40       | CUSIP: 87264AAX3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    700000 | PA      | $626227.60    | 0.06%             | 2040-04-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| T-Mobile USA, Inc.                                                                   | TMUS 4 1/2 04/15/50       | CUSIP: 87264AAZ8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1071774.13   | 0.10%             | 2050-04-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| T-Mobile USA, Inc.                                                                   | TMUS 3 7/8 04/15/30       | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2162674.45   | 0.19%             | 2030-04-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| T-Mobile USA, Inc.                                                                   | TMUS 3.3 02/15/51         | CUSIP: 87264ABN4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $868577.94    | 0.08%             | 2051-02-15      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| T-Mobile USA, Inc.                                                                   | TMUS 2 5/8 02/15/29       | CUSIP: 87264ABS3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    500000 | PA      | $478807.35    | 0.04%             | 2029-02-15      | Fixed         | 2.62%                 | No            | 2                  | On Loan: No      |
| T-Mobile USA, Inc.                                                                   | TMUS 2 7/8 02/15/31       | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    500000 | PA      | $464884.99    | 0.04%             | 2031-02-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| T-Mobile USA, Inc.                                                                   | TMUS 3 3/8 04/15/29       | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    700000 | PA      | $683457.36    | 0.06%             | 2029-04-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| T-Mobile USA, Inc.                                                                   | TMUS 3 1/2 04/15/31       | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    800000 | PA      | $764395.76    | 0.07%             | 2031-04-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| T-Mobile USA, Inc.                                                                   | TMUS 2.55 02/15/31        | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1006865.16   | 0.09%             | 2031-02-15      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| T-Mobile USA, Inc.                                                                   | TMUS 3.4 10/15/52         | CUSIP: 87264ACT0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $873640.95    | 0.08%             | 2052-10-15      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| T-Mobile USA, Inc.                                                                   | TMUS 5.65 01/15/53        | CUSIP: 87264ACW3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    800000 | PA      | $772085.70    | 0.07%             | 2053-01-15      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| T-Mobile USA, Inc.                                                                   | TMUS 5.05 07/15/33        | CUSIP: 87264ACY9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1017428.15   | 0.09%             | 2033-07-15      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| T-Mobile USA, Inc.                                                                   | TMUS 5 3/4 01/15/54       | CUSIP: 87264ADB8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    500000 | PA      | $488997.85    | 0.04%             | 2054-01-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| T-Mobile USA, Inc.                                                                   | TMUS 5.3 05/15/35         | CUSIP: 87264ADT9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1021258.17   | 0.09%             | 2035-05-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| Takeda Pharmaceutical Co Ltd.                                                        | TACHEM 5 11/26/28         | CUSIP: 874060AW6<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $1023833.37   | 0.09%             | 2028-11-26      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Takeda Pharmaceutical Co Ltd.                                                        | TACHEM 3.175 07/09/50     | CUSIP: 874060AZ9<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $335951.34    | 0.03%             | 2050-07-09      | Fixed         | 3.17%                 | No            | 2                  | On Loan: No      |
| Takeda Pharmaceutical Co Ltd.                                                        | TACHEM 5.65 07/05/44      | CUSIP: 874060BL9<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    700000 | PA      | $705984.62    | 0.06%             | 2044-07-05      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| Targa Resources Partners LP/Targa Resources Finance Corp.                            | TRGP 5 1/2 03/01/30       | CUSIP: 87612BBQ4<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |    800000 | PA      | $815322.86    | 0.07%             | 2030-03-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Target Corp.                                                                         | TGT 2.35 02/15/30         | CUSIP: 87612EBJ4<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    800000 | PA      | $749909.18    | 0.07%             | 2030-02-15      | Fixed         | 2.35%                 | No            | 2                  | On Loan: No      |
| Target Corp.                                                                         | TGT 4.8 01/15/53          | CUSIP: 87612EBR6<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    800000 | PA      | $714973.78    | 0.06%             | 2053-01-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| Target Corp.                                                                         | TGT 5 04/15/35            | CUSIP: 87612EBT2<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    800000 | PA      | $809130.35    | 0.07%             | 2035-04-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Targa Resources Corp.                                                                | TRGP 6 1/2 02/15/53       | CUSIP: 87612GAD3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    400000 | PA      | $420968.01    | 0.04%             | 2053-02-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Targa Resources Corp.                                                                | TRGP 5.55 08/15/35        | CUSIP: 87612GAM3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    600000 | PA      | $615118.83    | 0.06%             | 2035-08-15      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| Targa Resources Corp.                                                                | TRGP 6 1/8 05/15/55       | CUSIP: 87612GAN1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501833.73    | 0.04%             | 2055-05-15      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Telefonica Emisiones S.A.U.                                                          | TELEFO 7.045 06/20/36     | CUSIP: 87938WAC7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    900000 | PA      | $1006791.76   | 0.09%             | 2036-06-20      | Fixed         | 7.04%                 | No            | 2                  | On Loan: No      |
| Texas Instruments Inc.                                                               | TXN 4.15 05/15/48         | CUSIP: 882508BD5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $913466.79    | 0.08%             | 2048-05-15      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| Texas Instruments Inc.                                                               | TXN 5.05 05/18/63         | CUSIP: 882926AA6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    800000 | PA      | $723669.59    | 0.06%             | 2063-05-18      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| Thermo Fisher Scientific Inc                                                         | TMO 2.6 10/01/29          | CUSIP: 883556BZ4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    800000 | PA      | $762117.22    | 0.07%             | 2029-10-01      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| Thermo Fisher Scientific Inc                                                         | TMO 4.977 08/10/30        | CUSIP: 883556CW0<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    800000 | PA      | $827480.80    | 0.07%             | 2030-08-10      | Fixed         | 4.98%                 | No            | 2                  | On Loan: No      |
| Thermo Fisher Scientific Inc                                                         | TMO 5.086 08/10/33        | CUSIP: 883556CX8<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    900000 | PA      | $931645.23    | 0.08%             | 2033-08-10      | Fixed         | 5.09%                 | No            | 2                  | On Loan: No      |
| 3M Company                                                                           | MMM 2 3/8 08/26/29        | CUSIP: 88579YBJ9<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1512032.83   | 0.14%             | 2029-08-26      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| Time Warner Cable LLC                                                                | TWC 7.3 07/01/38          | CUSIP: 88732JAN8<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    600000 | PA      | $638357.99    | 0.06%             | 2038-07-01      | Fixed         | 7.30%                 | No            | 2                  | On Loan: No      |
| Time Warner Cable LLC                                                                | TWC 6 3/4 06/15/39        | CUSIP: 88732JAU2<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    600000 | PA      | $603856.60    | 0.05%             | 2039-06-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Time Warner Cable LLC                                                                | TWC 5 1/2 09/01/41        | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    700000 | PA      | $614681.00    | 0.06%             | 2041-09-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| The Toronto-Dominion Bank                                                            | TD 4.456 06/08/32         | CUSIP: 89115A2E1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    900000 | PA      | $900266.92    | 0.08%             | 2032-06-08      | Fixed         | 4.46%                 | No            | 2                  | On Loan: No      |
| The Toronto-Dominion Bank                                                            | TD 4.783 12/17/29         | CUSIP: 89115A3C4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    700000 | PA      | $717368.45    | 0.06%             | 2029-12-17      | Fixed         | 4.78%                 | No            | 2                  | On Loan: No      |
| The Toronto-Dominion Bank                                                            | TD 5.298 01/30/32         | CUSIP: 89115A3G5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $522204.55    | 0.05%             | 2032-01-30      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| TotalEnergies Capital International S.A.                                             | TTEFP 2.829 01/10/30      | CUSIP: 89153VAT6<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    900000 | PA      | $861840.25    | 0.08%             | 2030-01-10      | Fixed         | 2.83%                 | No            | 2                  | On Loan: No      |
| TotalEnergies Capital International S.A.                                             | TTEFP 3.127 05/29/50      | CUSIP: 89153VAV1<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |   1600000 | PA      | $1076519.71   | 0.10%             | 2050-05-29      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| TotalEnergies Capital S.A.                                                           | TTEFP 5.15 04/05/34       | CUSIP: 89157XAA9<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    600000 | PA      | $621218.66    | 0.06%             | 2034-04-05      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| TotalEnergies Capital S.A.                                                           | TTEFP 5.488 04/05/54      | CUSIP: 89157XAB7<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    900000 | PA      | $878028.86    | 0.08%             | 2054-04-05      | Fixed         | 5.49%                 | No            | 2                  | On Loan: No      |
| TotalEnergies Capital S.A.                                                           | TTEFP 5.638 04/05/64      | CUSIP: 89157XAC5<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    800000 | PA      | $782070.46    | 0.07%             | 2064-04-05      | Fixed         | 5.64%                 | No            | 2                  | On Loan: No      |
| Toyota Motor Credit Corp.                                                            | TOYOTA 3 3/8 04/01/30     | CUSIP: 89236TGY5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    800000 | PA      | $778318.90    | 0.07%             | 2030-04-01      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Toyota Motor Credit Corp.                                                            | TOYOTA 4.45 06/29/29      | CUSIP: 89236TKD6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    500000 | PA      | $506807.38    | 0.05%             | 2029-06-29      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| Toyota Motor Credit Corp.                                                            | TOYOTA 5.55 11/20/30      | CUSIP: 89236TLE3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    600000 | PA      | $634674.85    | 0.06%             | 2030-11-20      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| Toyota Motor Credit Corp.                                                            | TOYOTA 5.35 01/09/35      | CUSIP: 89236TNB7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    600000 | PA      | $626887.18    | 0.06%             | 2035-01-09      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| TransCanada Pipelines Limited                                                        | TRPCN 6.2 10/15/37        | CUSIP: 89352HAD1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    900000 | PA      | $962623.56    | 0.09%             | 2037-10-15      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| TransCanada Pipelines Limited                                                        | TRPCN 4 5/8 03/01/34      | CUSIP: 89352HAM1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $586674.41    | 0.05%             | 2034-03-01      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| TransCanada Pipelines Limited                                                        | TRPCN 4.1 04/15/30        | CUSIP: 89352HBA6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   1100000 | PA      | $1088923.80   | 0.10%             | 2030-04-15      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| Travelers Companies, Inc.                                                            | TRV 6 1/4 06/15/37        | CUSIP: 89417EAD1<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    600000 | PA      | $667430.02    | 0.06%             | 2037-06-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Truist Bank (North Carolina)                                                         | TFC 2 1/4 03/11/30        | CUSIP: 89788KAA4<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    700000 | PA      | $641478.82    | 0.06%             | 2030-03-11      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Truist Financial Corp.                                                               | TFC 5.867 06/08/34        | CUSIP: 89788MAP7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    800000 | PA      | $848189.35    | 0.08%             | 2034-06-08      | Fixed         | 5.87%                 | No            | 2                  | On Loan: No      |
| Truist Financial Corp.                                                               | TFC 7.161 10/30/29        | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    800000 | PA      | $861685.50    | 0.08%             | 2029-10-30      | Fixed         | 7.16%                 | No            | 2                  | On Loan: No      |
| Truist Financial Corp.                                                               | TFC 5.711 01/24/35        | CUSIP: 89788MAS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1048126.92   | 0.09%             | 2035-01-24      | Fixed         | 5.71%                 | No            | 2                  | On Loan: No      |
| Truist Financial Corp.                                                               | TFC 5.153 08/05/32        | CUSIP: 89788MAT9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    500000 | PA      | $515407.36    | 0.05%             | 2032-08-05      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| Tyson Foods, Inc.                                                                    | TSN 5.1 09/28/48          | CUSIP: 902494BH5<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $927002.57    | 0.08%             | 2048-09-28      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| UBS Group AG                                                                         | UBS 4 7/8 05/15/45        | CUSIP: 902613AY4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    600000 | PA      | $555218.38    | 0.05%             | 2045-05-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Uber Technologies Inc                                                                | UBER 4.8 09/15/34         | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    600000 | PA      | $597759.48    | 0.05%             | 2034-09-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| Uber Technologies Inc                                                                | UBER 5.35 09/15/54        | CUSIP: 90353TAQ3<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    500000 | PA      | $476369.05    | 0.04%             | 2054-09-15      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| Unilever Capital Corporation                                                         | UNANA 5.9 11/15/32        | CUSIP: 904764AH0<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    600000 | PA      | $656773.23    | 0.06%             | 2032-11-15      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| Unilever Capital Corporation                                                         | UNANA 5 12/08/33          | CUSIP: 904764BT3<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    700000 | PA      | $725056.49    | 0.06%             | 2033-12-08      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Union Pacific Corporation                                                            | UNP 3.799 10/01/51        | CUSIP: 907818EM6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $906787.43    | 0.08%             | 2051-10-01      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Union Pacific Corporation                                                            | UNP 3.839 03/20/60        | CUSIP: 907818FG8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $799895.84    | 0.07%             | 2060-03-20      | Fixed         | 3.84%                 | No            | 2                  | On Loan: No      |
| Union Pacific Corporation                                                            | UNP 2.4 02/05/30          | CUSIP: 907818FH6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    700000 | PA      | $657045.87    | 0.06%             | 2030-02-05      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| Union Pacific Corporation                                                            | UNP 3.2 05/20/41          | CUSIP: 907818FT0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    900000 | PA      | $706565.77    | 0.06%             | 2041-05-20      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| Union Pacific Corporation                                                            | UNP 2.95 03/10/52         | CUSIP: 907818FW3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    600000 | PA      | $384026.74    | 0.03%             | 2052-03-10      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| Union Pacific Corporation                                                            | UNP 2.8 02/14/32          | CUSIP: 907818FX1<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    600000 | PA      | $552534.54    | 0.05%             | 2032-02-14      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| Union Pacific Corporation                                                            | UNP 5.1 02/20/35          | CUSIP: 907818GG7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    600000 | PA      | $618160.08    | 0.06%             | 2035-02-20      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| United Parcel Service, Inc.                                                          | UPS 5.3 04/01/50          | CUSIP: 911312BW5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    700000 | PA      | $673557.10    | 0.06%             | 2050-04-01      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| United Parcel Service, Inc.                                                          | UPS 5.05 03/03/53         | CUSIP: 911312CA2<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    600000 | PA      | $549708.94    | 0.05%             | 2053-03-03      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| United Parcel Service, Inc.                                                          | UPS 5.15 05/22/34         | CUSIP: 911312CD6<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    500000 | PA      | $519165.39    | 0.05%             | 2034-05-22      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| United Parcel Service, Inc.                                                          | UPS 5 1/2 05/22/54        | CUSIP: 911312CE4<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    500000 | PA      | $488352.97    | 0.04%             | 2054-05-22      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| U.S. Bancorp.                                                                        | USB 5.85 10/21/33         | CUSIP: 91159HJJ0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    700000 | PA      | $748169.08    | 0.07%             | 2033-10-21      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| U.S. Bancorp.                                                                        | USB 4.839 02/01/34        | CUSIP: 91159HJL5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    600000 | PA      | $602907.60    | 0.05%             | 2034-02-01      | Fixed         | 4.84%                 | No            | 2                  | On Loan: No      |
| U.S. Bancorp.                                                                        | USB 5.836 06/12/34        | CUSIP: 91159HJN1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    700000 | PA      | $742323.10    | 0.07%             | 2034-06-12      | Fixed         | 5.84%                 | No            | 2                  | On Loan: No      |
| U.S. Bancorp.                                                                        | USB 5.384 01/23/30        | CUSIP: 91159HJQ4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    800000 | PA      | $828229.80    | 0.07%             | 2030-01-23      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| U.S. Bancorp.                                                                        | USB 5.046 02/12/31        | CUSIP: 91159HJT8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    800000 | PA      | $821845.34    | 0.07%             | 2031-02-12      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| U.S. Bancorp.                                                                        | USB 5.424 02/12/36        | CUSIP: 91159HJU5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    500000 | PA      | $517931.24    | 0.05%             | 2036-02-12      | Fixed         | 5.42%                 | No            | 2                  | On Loan: No      |
| RTX Corp.                                                                            | RTX 4 1/8 11/16/28        | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1206057.47   | 0.11%             | 2028-11-16      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group Inc.                                                              | UNH 6 7/8 02/15/38        | CUSIP: 91324PBK7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    600000 | PA      | $687852.69    | 0.06%             | 2038-02-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group Inc.                                                              | UNH 4 3/4 07/15/45        | CUSIP: 91324PCR1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    900000 | PA      | $805133.26    | 0.07%             | 2045-07-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group Inc.                                                              | UNH 3 7/8 08/15/59        | CUSIP: 91324PDV1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    700000 | PA      | $501464.18    | 0.04%             | 2059-08-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group Inc.                                                              | UNH 2 05/15/30            | CUSIP: 91324PDX7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    700000 | PA      | $639013.04    | 0.06%             | 2030-05-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group Inc.                                                              | UNH 3 1/4 05/15/51        | CUSIP: 91324PEF5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $674069.13    | 0.06%             | 2051-05-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group Inc.                                                              | UNH 4.2 05/15/32          | CUSIP: 91324PEJ7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    600000 | PA      | $590313.75    | 0.05%             | 2032-05-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group Inc.                                                              | UNH 4 3/4 05/15/52        | CUSIP: 91324PEK4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    800000 | PA      | $689373.77    | 0.06%             | 2052-05-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group Inc.                                                              | UNH 5.35 02/15/33         | CUSIP: 91324PER9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    700000 | PA      | $728139.92    | 0.07%             | 2033-02-15      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group Inc.                                                              | UNH 5 7/8 02/15/53        | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    800000 | PA      | $806151.30    | 0.07%             | 2053-02-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group Inc.                                                              | UNH 6.05 02/15/63         | CUSIP: 91324PET5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    500000 | PA      | $509061.72    | 0.05%             | 2063-02-15      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group Inc.                                                              | UNH 4 1/4 01/15/29        | CUSIP: 91324PEU2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    800000 | PA      | $805430.75    | 0.07%             | 2029-01-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group Inc.                                                              | UNH 4 1/2 04/15/33        | CUSIP: 91324PEV0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    700000 | PA      | $691303.47    | 0.06%             | 2033-04-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group Inc.                                                              | UNH 5.05 04/15/53         | CUSIP: 91324PEW8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    800000 | PA      | $720946.82    | 0.06%             | 2053-04-15      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group Inc.                                                              | UNH 5.2 04/15/63          | CUSIP: 91324PEX6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    700000 | PA      | $625966.54    | 0.06%             | 2063-04-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group Inc.                                                              | UNH 5 3/8 04/15/54        | CUSIP: 91324PFC1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    700000 | PA      | $658272.39    | 0.06%             | 2054-04-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group Inc.                                                              | UNH 4.8 01/15/30          | CUSIP: 91324PFG2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    800000 | PA      | $818390.34    | 0.07%             | 2030-01-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group Inc.                                                              | UNH 4.95 01/15/32         | CUSIP: 91324PFH0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    700000 | PA      | $716765.50    | 0.06%             | 2032-01-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group Inc.                                                              | UNH 5 1/2 07/15/44        | CUSIP: 91324PFK3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    800000 | PA      | $788818.58    | 0.07%             | 2044-07-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group Inc.                                                              | UNH 5 5/8 07/15/54        | CUSIP: 91324PFL1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    600000 | PA      | $585729.85    | 0.05%             | 2054-07-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group Inc.                                                              | UNH 5 3/4 07/15/64        | CUSIP: 91324PFM9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    600000 | PA      | $584140.63    | 0.05%             | 2064-07-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Universal Health Services, Inc.                                                      | UHS 2.65 10/15/30         | CUSIP: 913903AW0<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    700000 | PA      | $638350.94    | 0.06%             | 2030-10-15      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| Valero Energy Corp.                                                                  | VLO 3.65 12/01/51         | CUSIP: 91913YBD1<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    800000 | PA      | $556508.26    | 0.05%             | 2051-12-01      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| Ventas Realty Limited Partnership                                                    | VTR 4.4 01/15/29          | CUSIP: 92277GAN7<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502887.04    | 0.05%             | 2029-01-15      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| Verizon Communications Inc.                                                          | VZ 3 7/8 02/08/29         | CUSIP: 92343VES9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    400000 | PA      | $398817.33    | 0.04%             | 2029-02-08      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Verizon Communications Inc.                                                          | VZ 1 3/4 01/20/31         | CUSIP: 92343VFR0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1412080.53   | 0.13%             | 2031-01-20      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Verizon Communications Inc.                                                          | VZ 2.65 11/20/40          | CUSIP: 92343VFT6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1070290.79   | 0.10%             | 2040-11-20      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| Verizon Communications Inc.                                                          | VZ 2 7/8 11/20/50         | CUSIP: 92343VFU3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $929255.70    | 0.08%             | 2050-11-20      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Verizon Communications Inc.                                                          | VZ 3.55 03/22/51          | CUSIP: 92343VGB4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1137134.83   | 0.10%             | 2051-03-22      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| Verizon Communications Inc.                                                          | VZ 3.7 03/22/61           | CUSIP: 92343VGC2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $1419153.92   | 0.13%             | 2061-03-22      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Verizon Communications Inc.                                                          | VZ 3.4 03/22/41           | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1326253.42   | 0.12%             | 2041-03-22      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| Verizon Communications Inc.                                                          | VZ 2.355 03/15/32         | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1675840.77   | 0.15%             | 2032-03-15      | Fixed         | 2.35%                 | No            | 2                  | On Loan: No      |
| Verizon Communications Inc.                                                          | VZ 3 7/8 03/01/52         | CUSIP: 92343VGP3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    600000 | PA      | $445193.47    | 0.04%             | 2052-03-01      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Verizon Communications Inc.                                                          | VZ 5.05 05/09/33          | CUSIP: 92343VGT5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    800000 | PA      | $818470.38    | 0.07%             | 2033-05-09      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| Verizon Communications Inc.                                                          | VZ 5 1/2 02/23/54         | CUSIP: 92343VGW8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    600000 | PA      | $575911.73    | 0.05%             | 2054-02-23      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Verizon Communications Inc.                                                          | VZ 4.78 02/15/35          | CUSIP: 92343VGY4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    600000 | PA      | $589458.49    | 0.05%             | 2035-02-15      | Fixed         | 4.78%                 | No            | 2                  | On Loan: No      |
| Verizon Communications Inc.                                                          | VZ 5 1/4 04/02/35         | CUSIP: 92343VGZ1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1217410.94   | 0.11%             | 2035-04-02      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Paramount Global                                                                     | PARA 4 3/8 03/15/43       | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    800000 | PA      | $552389.67    | 0.05%             | 2043-03-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Paramount Global                                                                     | PARA 4.2 05/19/32         | CUSIP: 92556HAD9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    800000 | PA      | $723176.09    | 0.06%             | 2032-05-19      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| VICI Properties LP                                                                   | VICI 4.95 02/15/30        | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    500000 | PA      | $506324.96    | 0.05%             | 2030-02-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| VICI Properties LP                                                                   | VICI 5 1/8 05/15/32       | CUSIP: 925650AD5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    500000 | PA      | $503397.88    | 0.05%             | 2032-05-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| VICI Properties LP                                                                   | VICI 5 1/8 11/15/31       | CUSIP: 925650AH6<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    500000 | PA      | $506048.77    | 0.05%             | 2031-11-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Visa Inc                                                                             | V 4.15 12/14/35           | CUSIP: 92826CAE2<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    800000 | PA      | $773365.50    | 0.07%             | 2035-12-14      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| Visa Inc                                                                             | V 4.3 12/14/45            | CUSIP: 92826CAF9<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1393052.88   | 0.12%             | 2045-12-14      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| Visa Inc                                                                             | V 2.05 04/15/30           | CUSIP: 92826CAM4<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1021126.72   | 0.09%             | 2030-04-15      | Fixed         | 2.05%                 | No            | 2                  | On Loan: No      |
| VMware LLC                                                                           | VMW 4.7 05/15/30          | CUSIP: 928563AF2<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    500000 | PA      | $508814.12    | 0.05%             | 2030-05-15      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| VMware LLC                                                                           | VMW 2.2 08/15/31          | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    600000 | PA      | $534479.57    | 0.05%             | 2031-08-15      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| Vodafone Group PLC                                                                   | VOD 5 3/4 06/28/54        | CUSIP: 92857WCA6<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $779680.14    | 0.07%             | 2054-06-28      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Walmart Inc                                                                          | WMT 1.8 09/22/31          | CUSIP: 931142ET6<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    700000 | PA      | $624752.99    | 0.06%             | 2031-09-22      | Fixed         | 1.80%                 | No            | 2                  | On Loan: No      |
| Walmart Inc                                                                          | WMT 2 1/2 09/22/41        | CUSIP: 931142EU3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $725369.09    | 0.07%             | 2041-09-22      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Walmart Inc                                                                          | WMT 2.65 09/22/51         | CUSIP: 931142EV1<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $631469.76    | 0.06%             | 2051-09-22      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| Walmart Inc                                                                          | WMT 4.15 09/09/32         | CUSIP: 931142EY5<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502629.32    | 0.05%             | 2032-09-09      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| Walmart Inc                                                                          | WMT 4 1/2 09/09/52        | CUSIP: 931142EZ2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    900000 | PA      | $796217.91    | 0.07%             | 2052-09-09      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Walmart Inc                                                                          | WMT 4.1 04/15/33          | CUSIP: 931142FD0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    500000 | PA      | $497876.96    | 0.04%             | 2033-04-15      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| Walmart Inc                                                                          | WMT 4.9 04/28/35          | CUSIP: 931142FP3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    900000 | PA      | $922740.05    | 0.08%             | 2035-04-28      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| Waste Connections Inc.                                                               | WCNCN 5 03/01/34          | CUSIP: 94106BAG6<br>LEI: 549300ZX1Z8QGWASPX54 | Long             | DBT              | CORP              | CA        |    800000 | PA      | $814708.77    | 0.07%             | 2034-03-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Waste Management, Inc.                                                               | WM 4 5/8 02/15/30         | CUSIP: 94106LBT5<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    600000 | PA      | $611440.55    | 0.05%             | 2030-02-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Waste Management, Inc.                                                               | WM 4.8 03/15/32           | CUSIP: 94106LCD9<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    800000 | PA      | $820171.86    | 0.07%             | 2032-03-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| Waste Management, Inc.                                                               | WM 4.95 03/15/35          | CUSIP: 94106LCE7<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    900000 | PA      | $913080.13    | 0.08%             | 2035-03-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Waste Management, Inc.                                                               | WM 5.35 10/15/54          | CUSIP: 94106LCF4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97741.71     | 0.01%             | 2054-10-15      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| Elevance Health Inc.                                                                 | ANTM 4.65 08/15/44        | CUSIP: 94973VBK2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    800000 | PA      | $705415.52    | 0.06%             | 2044-08-15      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                                    | WFC 5.606 01/15/44        | CUSIP: 949746RF0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    800000 | PA      | $794623.82    | 0.07%             | 2044-01-15      | Fixed         | 5.61%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                                    | WFC 4.65 11/04/44         | CUSIP: 94974BGE4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    800000 | PA      | $701368.12    | 0.06%             | 2044-11-04      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                                    | WFC 4.9 11/17/45          | CUSIP: 94974BGQ7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    700000 | PA      | $633784.08    | 0.06%             | 2045-11-17      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                                    | WFC 4.4 06/14/46          | CUSIP: 94974BGT1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    800000 | PA      | $670990.23    | 0.06%             | 2046-06-14      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                                    | WFC 4 3/4 12/07/46        | CUSIP: 94974BGU8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    700000 | PA      | $615852.57    | 0.06%             | 2046-12-07      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                                    | WFC 2.879 10/30/30        | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $952964.10    | 0.09%             | 2030-10-30      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                                    | WFC 2.572 02/11/31        | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    900000 | PA      | $841426.47    | 0.08%             | 2031-02-11      | Fixed         | 2.57%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                                    | WFC 4.478 04/04/31        | CUSIP: 95000U2L6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    900000 | PA      | $904612.29    | 0.08%             | 2031-04-04      | Fixed         | 4.48%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                                    | WFC 3.068 04/30/41        | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    900000 | PA      | $696213.80    | 0.06%             | 2041-04-30      | Fixed         | 3.07%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                                    | WFC 3.35 03/02/33         | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $932704.54    | 0.08%             | 2033-03-02      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                                    | WFC 4.611 04/25/53        | CUSIP: 95000U2Z5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $859519.26    | 0.08%             | 2053-04-25      | Fixed         | 4.61%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                                    | WFC 4.897 07/25/33        | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1418807.49   | 0.13%             | 2033-07-25      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                                    | WFC 5.389 04/24/34        | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1138473.22   | 0.10%             | 2034-04-24      | Fixed         | 5.39%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                                    | WFC 5.557 07/25/34        | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1356282.32   | 0.12%             | 2034-07-25      | Fixed         | 5.56%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                                    | WFC 6.303 10/23/29        | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    800000 | PA      | $845166.75    | 0.08%             | 2029-10-23      | Fixed         | 6.30%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                                    | WFC 6.491 10/23/34        | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1211795.37   | 0.11%             | 2034-10-23      | Fixed         | 6.49%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                                    | WFC 5.499 01/23/35        | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    900000 | PA      | $934487.58    | 0.08%             | 2035-01-23      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                                    | WFC 5.211 12/03/35        | CUSIP: 95000U3N1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    800000 | PA      | $812568.50    | 0.07%             | 2035-12-03      | Fixed         | 5.21%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                                    | WFC 5.244 01/24/31        | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    800000 | PA      | $826800.66    | 0.07%             | 2031-01-24      | Fixed         | 5.24%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                                    | WFC 5.605 04/23/36        | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    600000 | PA      | $625924.84    | 0.06%             | 2036-04-23      | Fixed         | 5.61%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                                    | WFC 5.15 04/23/31         | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    900000 | PA      | $927248.77    | 0.08%             | 2031-04-23      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| Welltower Inc.                                                                       | WELL 3.1 01/15/30         | CUSIP: 95040QAJ3<br>LEI: 254900F33BIAR82QTA19 | Long             | DBT              | CORP              | US        |    800000 | PA      | $767530.41    | 0.07%             | 2030-01-15      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| Western Midstream Operating  LP                                                      | WES 4.05 02/01/30         | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    700000 | PA      | $687130.91    | 0.06%             | 2030-02-01      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| Western Midstream Operating  LP                                                      | WES 5.45 11/15/34         | CUSIP: 958667AG2<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    800000 | PA      | $805983.42    | 0.07%             | 2034-11-15      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| Westpac Banking Corp.                                                                | WSTP 2.963 11/16/40       | CUSIP: 961214EQ2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    800000 | PA      | $612959.50    | 0.05%             | 2040-11-16      | Fixed         | 2.96%                 | No            | 2                  | On Loan: No      |
| Westpac Banking Corp.                                                                | WSTP 2.15 06/03/31        | CUSIP: 961214ET6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   1000000 | PA      | $903707.51    | 0.08%             | 2031-06-03      | Fixed         | 2.15%                 | No            | 2                  | On Loan: No      |
| Westpac Banking Corp.                                                                | WSTP 1.953 11/20/28       | CUSIP: 961214EW9<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    800000 | PA      | $761427.58    | 0.07%             | 2028-11-20      | Fixed         | 1.95%                 | No            | 2                  | On Loan: No      |
| Westpac Banking Corp.                                                                | WSTP 5.535 11/17/28       | CUSIP: 961214FN8<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    700000 | PA      | $731684.54    | 0.07%             | 2028-11-17      | Fixed         | 5.54%                 | No            | 2                  | On Loan: No      |
| Williams Companies Inc. (The)                                                        | WMB 2.6 03/15/31          | CUSIP: 969457BY5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    900000 | PA      | $823813.09    | 0.07%             | 2031-03-15      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| Williams Companies Inc. (The)                                                        | WMB 5.3 08/15/52          | CUSIP: 969457CA6<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    700000 | PA      | $649552.01    | 0.06%             | 2052-08-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| Williams Companies Inc. (The)                                                        | WMB 5.6 03/15/35          | CUSIP: 969457CP3<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    800000 | PA      | $832282.16    | 0.07%             | 2035-03-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| Williams Partners L.P.                                                               | WMB 5.1 09/15/45          | CUSIP: 96949LAC9<br>LEI: WUURD1P1N0874ONXXO03 | Long             | DBT              | CORP              | US        |    700000 | PA      | $647568.23    | 0.06%             | 2045-09-15      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| Willis North America Inc.                                                            | WTW 5.35 05/15/33         | CUSIP: 970648AM3<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    800000 | PA      | $823633.50    | 0.07%             | 2033-05-15      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| Woodside Finance Ltd.                                                                | WDSAU 5.1 09/12/34        | CUSIP: 980236AR4<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    700000 | PA      | $692978.75    | 0.06%             | 2034-09-12      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| Workday Inc                                                                          | WDAY 3.8 04/01/32         | CUSIP: 98138HAJ0<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    600000 | PA      | $573494.47    | 0.05%             | 2032-04-01      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Wyeth LLC                                                                            | PFE 5.95 04/01/37         | CUSIP: 983024AN0<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |    900000 | PA      | $968866.95    | 0.09%             | 2037-04-01      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Xcel Energy Inc                                                                      | XEL 5.6 04/15/35          | CUSIP: 98389BBE9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    700000 | PA      | $724433.05    | 0.06%             | 2035-04-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| Zimmer Biomet Holdings Inc                                                           | ZBH 2.6 11/24/31          | CUSIP: 98956PAV4<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    600000 | PA      | $542314.37    | 0.05%             | 2031-11-24      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| Zoetis Inc.                                                                          | ZTS 4.7 02/01/43          | CUSIP: 98978VAH6<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    600000 | PA      | $551131.04    | 0.05%             | 2043-02-01      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| CDX.NA.HY SERIES 44                                                                  | CDX.NA.HY SERIES 44 6/30  | CUSIP: N/A<br>LEI: N/A                        | Long             | DCR              | CORP              | N/A       | -14850000 | PA      | $1276342.65   | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| CDX.NA.IG SERIES 45                                                                  | CDX.NA.IG SERIES 45 12/30 | CUSIP: N/A<br>LEI: N/A                        | Long             | DCR              | CORP              | N/A       | -50000000 | PA      | $1126050.00   | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY INSTITUTIONAL LIQUIDITY FUNDS - GOVERNMENT PORTFO                     | MS INST LIQ GOVT CL INST  | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | US        |         0 | NS      | $0.00         | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Chicago Board of Trade                                                               | US 10YR NOTE (CBT)Mar26   | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Long             | DIR              | CORP              | US        |       235 | NC      | $-233161.12   | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |

### Signature

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

**Name of Applicant:** Northern Lights Fund Trust

**Signature:** James Colantino

**Name of Signer:** James Colantino

**Title:** Treasurer