# EDGAR Filing Document

**Accession Number:** 0001667919
**File Stem:** 0000940400-26-014550
**Filing Date:** 2026-4
**Character Count:** 247061
**Document Hash:** ec8a1c771f79e66a4d75852b169d3aff
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-014550.hdr.sgml**: 20260423

**ACCESSION NUMBER**: 0000940400-26-014550

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260423

**DATE AS OF CHANGE**: 20260423

**PERIOD START**: 20260831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** FIRST TRUST EXCHANGE-TRADED FUND VIII
- **CENTRAL INDEX KEY:** 0001667919

**ORGANIZATION NAME:**
- **EIN:** 000000000

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23147
- **FILM NUMBER:** 26888537

**BUSINESS ADDRESS:**
- **STREET 1:** 120 EAST LIBERTY DRIVE, SUITE 400
- **CITY:** WHEATON
- **STATE:** IL
- **ZIP:** 60187
- **BUSINESS PHONE:** 630-765-8000

**MAIL ADDRESS:**
- **STREET 1:** 120 EAST LIBERTY DRIVE, SUITE 400
- **CITY:** WHEATON
- **STATE:** IL
- **ZIP:** 60187

## Series and Classes Contracts Data

### First Trust Smith Opportunistic Fixed Income ETF (Series ID: S000056501)

| Class ID   | Class Name                                       | Ticker Symbol   |
|:---|:---|:---|
| C000178745 | First Trust Smith Opportunistic Fixed Income ETF | FIXD            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** First Trust Exchange-Traded Fund VIII

- **b. Investment Company Act file number:** 811-23147

- **c. CIK number of Registrant:** 0001667919

- **d. LEI of Registrant:** 549300NT36PJKGP5Y765

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

  - **Street Address 1:** 120 East Liberty Drive

  - **City:** Wheaton

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60187

  - **Telephone number:** 630-765-8000

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

- **a. Name of Series:** First Trust Smith Opportunistic Fixed Income ETF

- **b. EDGAR series identifier (if any):** S000056501

- **c. LEI of Series:** 549300LRCGY6CYZU0S37

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

- **a. Date of fiscal year-end:** 2026-08-31

- **b. Date as of which information is reported:** 2026-02-28

**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:** $3574914909.45

**Total Liabilities:** $84042009.65

**Net Assets:** $3490872899.80

**Delayed Delivery Securities:** $18592980.89

**Cash Not Reported:** $2360423.68

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 2395.68436000 | **1-Year:** 45340.90416000 | **5-Year:** 745614.54126000 | **10-Year:** 471722.14585000 | **30-Year:** 27419.69785000

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

- **3-Month:** 1918.51691000 | **1-Year:** 36776.05803000 | **5-Year:** 75235.32809000 | **10-Year:** 8696.54838000 | **30-Year:** 469.98985000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000178745 | -0.38%               | 0.21%                | 1.60%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $717539.87               | $-26196122.92                              |
| Month 2  | $-99628.72               | $-4485927.94                               |
| Month 3  | $7097058.74              | $35570322.58                               |

**Designated Index Information**

- **Index Name:** BLOOMBERG BARCLAYS U.S. AGGREGATE

- **Index Identifier:** LBUSTRUU Index

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| FEDERAL FARM CREDIT BANKS FUNDING CORP                                                           | FR SD0231                                                                                                                                              | CUSIP: 3132DMHG3<br>LEI: 254900C5LP6DN9OP9V83 | Long             | ABS-MBS          | USGSE             | US        |  10013421 | PA      | $9266241.96   | 0.27%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V4.005 04/23/29                                                                                                                                    | CUSIP: 46647PAR7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2625000 | PA      | $2625122.88   | 0.08%             | 2029-04-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank U.A.                                                                       | RABOBK 3.75 07/21/26 BKNT                                                                                                                              | CUSIP: 21684AAF3<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   3635000 | PA      | $3630461.12   | 0.10%             | 2026-07-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp.                                                                                    | USB V4.839 02/01/34                                                                                                                                    | CUSIP: 91159HJL5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   2925000 | PA      | $2968980.80   | 0.09%             | 2034-02-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                                  | TDG 6.75 08/15/28 144A                                                                                                                                 | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5095275.00   | 0.15%             | 2028-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| The Kroger Co.                                                                                   | KR 5 09/15/34                                                                                                                                          | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |  16750000 | PA      | $17036777.92  | 0.49%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                                                              | RRR 4.5 02/15/28 144A                                                                                                                                  | CUSIP: 857691AG4<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    956000 | PA      | $952638.23    | 0.03%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNR 2018-43 CT                                                                                                                                         | CUSIP: 3136B1Z72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    476044 | PA      | $430822.67    | 0.01%             | 2048-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                                     | UBS V5.01 03/23/37 144A                                                                                                                                | CUSIP: 225401BP2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   8500000 | PA      | $8475891.03   | 0.24%             | 2037-03-23      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC / (Albertsons Safeway LLC) | ACI 5.625 03/31/32 144A                                                                                                                                | CUSIP: 01309QAE8<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |   2752000 | PA      | $2764512.22   | 0.08%             | 2032-03-31      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corp.                                                                | BK V5.625 PERP M                                                                                                                                       | CUSIP: 064058AS9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   2540000 | PA      | $2540214.48   | 0.07%             | 2174-06-20      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 4.875 08/15/45                                                                                                                                       | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  87440000 | PA      | $90978587.50  | 2.61%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GE Vernova Inc.                                                                                  | GEV 4.875 02/04/36                                                                                                                                     | CUSIP: 36828AAB7<br>LEI: 254900DP080RU6OK2553 | Long             | DBT              | CORP              | US        |   4122000 | PA      | $4175755.46   | 0.12%             | 2036-02-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                                                     | SNPS 5.15 04/01/35                                                                                                                                     | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |  15184000 | PA      | $15557066.93  | 0.45%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR ZT0531                                                                                                                                              | CUSIP: 3132ACSU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    546003 | PA      | $526476.27    | 0.02%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                                           | FHR 5354 AB                                                                                                                                            | CUSIP: 3137HASV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   4448937 | PA      | $4541860.24   | 0.13%             | 2049-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V4.946 10/22/35                                                                                                                                    | CUSIP: 46647PER3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2045000 | PA      | $2077591.61   | 0.06%             | 2035-10-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                                           | TFC V6.669 PERP N                                                                                                                                      | CUSIP: 89832QAD1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   6184000 | PA      | $6230318.16   | 0.18%             | N/A             | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                                         | HCA 5.45 09/15/34                                                                                                                                      | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   7285000 | PA      | $7566618.07   | 0.22%             | 2034-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC                                                                  | PR 9.875 07/15/31 144A                                                                                                                                 | CUSIP: 27034RAC7<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |   4960000 | PA      | $5320894.56   | 0.15%             | 2031-07-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GNR 2018-115 DE                                                                                                                                        | CUSIP: 38380XR74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    119978 | PA      | $113301.23    | 0.00%             | 2048-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN DC9671                                                                                                                                              | CUSIP: 3140AXW94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6380719 | PA      | $6518866.03   | 0.19%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 4.75 08/15/55                                                                                                                                        | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  74680000 | PA      | $76068581.25  | 2.18%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN DE3460                                                                                                                                              | CUSIP: 3140BFZ24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6999820 | PA      | $7070987.08   | 0.20%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GNR 2019-1 KD                                                                                                                                          | CUSIP: 38381BZK3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   3042000 | PA      | $2824009.06   | 0.08%             | 2049-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BXHPP LTD                                                                                        | BXHPP 2021-FILM E                                                                                                                                      | CUSIP: 05609JAQ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5200000 | PA      | $4409600.00   | 0.13%             | 2036-08-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FR QA7837                                                                                                                                              | CUSIP: 3133A2V64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6484685 | PA      | $6229058.23   | 0.18%             | 2050-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                                 | FN FA4541                                                                                                                                              | CUSIP: 3140W5BK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  22820086 | PA      | $23032669.71  | 0.66%             | 2056-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4978                                                                                                                                              | CUSIP: 31418EQ86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13454116 | PA      | $13589051.41  | 0.39%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA4778                                                                                                                                              | CUSIP: 36179TJX4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    623102 | PA      | $598454.91    | 0.02%             | 2047-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANKS                                                                          | FR SD7511                                                                                                                                              | CUSIP: 3132DVKY0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |   2693880 | PA      | $2579751.89   | 0.07%             | 2050-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Company                                                                         | EMN 4.5 02/20/31                                                                                                                                       | CUSIP: 277432BB5<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $6501659.84   | 0.19%             | 2031-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BV8515                                                                                                                                              | CUSIP: 3140MNN93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7605550 | PA      | $6898947.16   | 0.20%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COMPANIES INC                                                                         | ACI 5.5 03/31/31 144A                                                                                                                                  | CUSIP: 01309QAC2<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |   1827000 | PA      | $1841579.46   | 0.05%             | 2031-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN MA2806                                                                                                                                              | CUSIP: 31418CDL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    343449 | PA      | $318301.03    | 0.01%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                                                     | SNPS 4.85 04/01/30                                                                                                                                     | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |  11817000 | PA      | $12102691.22  | 0.35%             | 2030-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNR 2023-64 HA                                                                                                                                         | CUSIP: 3136BQZS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   1397001 | PA      | $1423151.37   | 0.04%             | 2050-09-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA5242                                                                                                                                              | CUSIP: 31418EZG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7480872 | PA      | $7686420.12   | 0.22%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 787961                                                                                                                                              | CUSIP: 3622ADWW4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2106882 | PA      | $2154895.81   | 0.06%             | 2054-12-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4078                                                                                                                                              | CUSIP: 31418DQ88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    402841 | PA      | $353362.16    | 0.01%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDEX FREIGHT HOLDING COMPANY INC                                                                | FDX 5.25 03/15/36 144A                                                                                                                                 | CUSIP: 314352AG0<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |   9283000 | PA      | $9257860.06   | 0.27%             | 2036-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FR ZA4692                                                                                                                                              | CUSIP: 31329NF94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    448744 | PA      | $432429.29    | 0.01%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Pilgrims Pride Corporation                                                                       | PPC 3.5 03/01/32                                                                                                                                       | CUSIP: 72147KAH1<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    831000 | PA      | $780288.89    | 0.02%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB0290                                                                                                                                              | CUSIP: 3140QKKC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  25112343 | PA      | $20990249.50  | 0.60%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                  | FR ZS4735                                                                                                                                              | CUSIP: 3132A5HL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6202396 | PA      | $5896164.23   | 0.17%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| The Charles Schwab Corporation                                                                   | SCHW V4 PERP I                                                                                                                                         | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |  15296000 | PA      | $15253123.78  | 0.44%             | N/A             | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Vistra Corp                                                                                      | VST V8.875 PERP C                                                                                                                                      | CUSIP: 92840MAD4<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    929000 | PA      | $1026963.05   | 0.03%             | N/A             | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GNR 2018-124 NW                                                                                                                                        | CUSIP: 38380Y2X2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    141334 | PA      | $134783.29    | 0.00%             | 2048-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co, Inc.                                                                 | AEP V3.875 02/15/62                                                                                                                                    | CUSIP: 025537AU5<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |  10480000 | PA      | $10335197.53  | 0.30%             | 2062-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United Airlines Holdings Inc                                                                     | UAL 4.875 03/01/29                                                                                                                                     | CUSIP: 910047AM1<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |   8583000 | PA      | $8666368.40   | 0.25%             | 2029-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR TA0176                                                                                                                                              | CUSIP: 3142JNFS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9968974 | PA      | $10180000.46  | 0.29%             | 2055-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FS5984                                                                                                                                              | CUSIP: 3140XMUJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  19910186 | PA      | $18327797.87  | 0.53%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BJ2692                                                                                                                                              | CUSIP: 3140H37E0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    584147 | PA      | $558625.68    | 0.02%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                                                              | HILCRP 7.25 02/15/35 144A                                                                                                                              | CUSIP: 431318BG8<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |  10687000 | PA      | $10591639.90  | 0.30%             | 2035-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CA2327                                                                                                                                              | CUSIP: 3140Q9SR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    354929 | PA      | $350953.67    | 0.01%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR ZT0542                                                                                                                                              | CUSIP: 3132ACS76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    284674 | PA      | $280847.64    | 0.01%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 788213                                                                                                                                              | CUSIP: 3622AEAN6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8255759 | PA      | $8672899.75   | 0.25%             | 2055-10-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Spectrum Brands, Inc.                                                                            | SPB 3.875 03/15/31 144A                                                                                                                                | CUSIP: 84762LAX3<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |    637000 | PA      | $559798.59    | 0.02%             | 2031-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES UTICA HOLDINGS LLC                                                              | ASCRES 6.625 07/15/33 144A                                                                                                                             | CUSIP: 04364VBA0<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |   8592000 | PA      | $8921520.38   | 0.26%             | 2033-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BM2000                                                                                                                                              | CUSIP: 3140J6GJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    193103 | PA      | $185503.17    | 0.01%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| V.F. Corp                                                                                        | VFC 2.95 04/23/30                                                                                                                                      | CUSIP: 918204BC1<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |  20534000 | PA      | $18868140.24  | 0.54%             | 2030-04-23      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                                     | UBS V5.199 08/10/37 144A                                                                                                                               | CUSIP: 225401BT4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2755000 | PA      | $2781118.83   | 0.08%             | 2037-08-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                  | FR ZS4667                                                                                                                                              | CUSIP: 3132A5FG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2357716 | PA      | $2191885.00   | 0.06%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COMPANIES INC                                                                         | ACI 6.5 02/15/28 144A                                                                                                                                  | CUSIP: 01309QAA6<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |  19350000 | PA      | $19708652.25  | 0.56%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 4.625 11/15/55                                                                                                                                       | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 155115000 | PA      | $154884750.40 | 4.44%             | 2055-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC.                                                                           | FABSJV 6.25 01/25/35                                                                                                                                   | CUSIP: 350930AD5<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |  10900000 | PA      | $11747689.95  | 0.34%             | 2035-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                                     | TMO 4.902 02/12/36                                                                                                                                     | CUSIP: 883556DJ8<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |  10950000 | PA      | $11144130.25  | 0.32%             | 2036-02-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA4837                                                                                                                                              | CUSIP: 36179TLS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    617784 | PA      | $594109.81    | 0.02%             | 2047-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN DE9741                                                                                                                                              | CUSIP: 3140BNZF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5698049 | PA      | $5816833.42   | 0.17%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CA1710                                                                                                                                              | CUSIP: 3140Q83U7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    226619 | PA      | $227904.27    | 0.01%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V2.069 06/01/29                                                                                                                                    | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1445000 | PA      | $1386179.82   | 0.04%             | 2029-06-01      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc.                                                                | PNC V6.875 10/20/34                                                                                                                                    | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   2365000 | PA      | $2693472.32   | 0.08%             | 2034-10-20      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Inc.                                                                               | IRM 5.25 03/15/28 144A                                                                                                                                 | CUSIP: 46284VAE1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |   3630000 | PA      | $3634462.36   | 0.10%             | 2028-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating, LLC                                                                 | PR 6.25 02/01/33 144A                                                                                                                                  | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6216009.48   | 0.18%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CCO Holdings, LLC/ CCO Holdings Capital Corp.                                                    | CHTR 5 02/01/28 144A                                                                                                                                   | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8049000 | PA      | $8036555.44   | 0.23%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cobank ACB                                                                                       | COBKAC V7.125 PERP M                                                                                                                                   | CUSIP: 19075QAG7<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | DBT              | USGSE             | US        |   2478000 | PA      | $2578525.03   | 0.07%             | N/A             | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                | WFC V5.605 04/23/36                                                                                                                                    | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  14461000 | PA      | $15214507.90  | 0.44%             | 2036-04-23      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| L'Oreal S.A.                                                                                     | ORFP 5 05/20/35 144A                                                                                                                                   | CUSIP: 502117AA2<br>LEI: 529900JI1GG6F7RKVI53 | Long             | DBT              | CORP              | FR        |   9000000 | PA      | $9362774.34   | 0.27%             | 2035-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS V7.5 PERP X                                                                                                                                         | CUSIP: 38141GA79<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   6915000 | PA      | $7364993.63   | 0.21%             | N/A             | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA4719                                                                                                                                              | CUSIP: 36179TG41<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    250553 | PA      | $240642.63    | 0.01%             | 2047-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc                                                             | GM 5.45 01/08/36                                                                                                                                       | CUSIP: 37045XFN1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   8510000 | PA      | $8661125.60   | 0.25%             | 2036-01-08      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG U99114                                                                                                                                              | CUSIP: 3132H7DU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    222596 | PA      | $214834.88    | 0.01%             | 2044-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Solventum Corp.                                                                                  | SOLV 5.45 03/13/31                                                                                                                                     | CUSIP: 83444MAQ4<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |   7085000 | PA      | $7433473.81   | 0.21%             | 2031-03-13      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                                     | TMO 5.546 02/12/46                                                                                                                                     | CUSIP: 883556DK5<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   6165000 | PA      | $6289325.49   | 0.18%             | 2046-02-12      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA4382                                                                                                                                              | CUSIP: 36179S2P1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2276802 | PA      | $2190738.53   | 0.06%             | 2047-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Leidos Inc                                                                                       | LDOS 5 03/15/36                                                                                                                                        | CUSIP: 52532XAN5<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |   2561000 | PA      | $2555995.55   | 0.07%             | 2036-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Biomarin Pharmaceutical Inc.                                                                     | BIOMARIN PHARMACEUTICAL INC                                                                                                                            | CUSIP: 000000000<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | LON              | CORP              | US        |   4968000 | PA      | $4969043.28   | 0.14%             | 2033-01-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA2825                                                                                                                                              | CUSIP: 36179RD63<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    387190 | PA      | $361349.10    | 0.01%             | 2045-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANKS                                                                          | FR SD7518                                                                                                                                              | CUSIP: 3132DVK79<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |   5035283 | PA      | $4636074.37   | 0.13%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS V1.542 09/10/27                                                                                                                                     | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  18965000 | PA      | $18717795.40  | 0.54%             | 2027-09-10      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| Costar Group Inc                                                                                 | CSGP 2.8 07/15/30 144A                                                                                                                                 | CUSIP: 22160NAA7<br>LEI: 984500Q1D53D08E2E698 | Long             | DBT              | CORP              | US        |   9200000 | PA      | $8461344.42   | 0.24%             | 2030-07-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG G08788                                                                                                                                              | CUSIP: 3128MJ2W9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    222300 | PA      | $212694.61    | 0.01%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                                  | CVS V7 03/10/55                                                                                                                                        | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |  12380000 | PA      | $13028823.42  | 0.37%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD2509                                                                                                                                              | CUSIP: 3132DPYE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12861221 | PA      | $13255894.34  | 0.38%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN MA2077                                                                                                                                              | CUSIP: 31418BJX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    258802 | PA      | $255144.23    | 0.01%             | 2034-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Nexstar Media Inc.                                                                               | NXST 5.625 07/15/27 144A                                                                                                                               | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |   5425000 | PA      | $5429063.33   | 0.16%             | 2027-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating, LLC                                                                 | PR 7 01/15/32 144A                                                                                                                                     | CUSIP: 71424VAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |   9456000 | PA      | $9929669.95   | 0.28%             | 2032-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 4 05/31/30                                                                                                                                           | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  63422000 | PA      | $64720169.06  | 1.85%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BRIGHTSTAR LOTTERY PLC                                                                           | BRSL 5.75 01/15/33 144A                                                                                                                                | CUSIP: 108922AA3<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |   8461000 | PA      | $8413440.72   | 0.24%             | 2033-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BN7755                                                                                                                                              | CUSIP: 3140JQTM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9550760 | PA      | $8835157.61   | 0.25%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp.                                                                                  | SBUX 5.4 05/15/35                                                                                                                                      | CUSIP: 855244BM0<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |   9010000 | PA      | $9503018.37   | 0.27%             | 2035-05-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG G67718                                                                                                                                              | CUSIP: 3132XCSF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2439361 | PA      | $2409236.15   | 0.07%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc.                                                                                      | ECL 5 09/01/35                                                                                                                                         | CUSIP: 278865BS8<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |   3918000 | PA      | $4047138.65   | 0.12%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating, LLC                                                                 | PR 5.875 07/01/29 144A                                                                                                                                 | CUSIP: 19416MAB5<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |   3894000 | PA      | $3909252.80   | 0.11%             | 2029-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANKS                                                                          | FR ZT0537                                                                                                                                              | CUSIP: 3132ACS27<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |   1668162 | PA      | $1604530.56   | 0.05%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Leidos Inc                                                                                       | LDOS 5.4 03/15/32                                                                                                                                      | CUSIP: 52532XAK1<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |   8188000 | PA      | $8545038.97   | 0.24%             | 2032-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GNR 2024-30 CF                                                                                                                                         | CUSIP: 38384JQR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    745954 | PA      | $753641.28    | 0.02%             | 2054-02-20      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Chart Industries Inc                                                                             | GTLS 7.5 01/01/30 144A                                                                                                                                 | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |   5155000 | PA      | $5361519.15   | 0.15%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables                                                                    | Exeter Automobile Receivables Trust 2021-4                                                                                                             | CUSIP: 30165JAN6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10000 | PA      | $399117.00    | 0.01%             | 2033-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                                             | CCL 5.75 08/01/32 144A                                                                                                                                 | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |  16585000 | PA      | $17232627.67  | 0.49%             | 2032-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Taylor Morrison Communities Inc                                                                  | TMHC 5.125 08/01/30 144A                                                                                                                               | CUSIP: 87724RAJ1<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    819000 | PA      | $826804.56    | 0.02%             | 2030-08-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2022- P2                                                          | CRVNA 2022-P3 R                                                                                                                                        | CUSIP: 14686MAK9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     70350 | PA      | $5542418.94   | 0.16%             | 2029-09-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                                               | NRUC V5.25 04/20/46                                                                                                                                    | CUSIP: 637432NK7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   3554000 | PA      | $3567681.12   | 0.10%             | 2046-04-20      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Kinetik Holdings LP                                                                              | KNTK 6.625 12/15/28 144A                                                                                                                               | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |   8273000 | PA      | $8533144.49   | 0.24%             | 2028-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG G67717                                                                                                                                              | CUSIP: 3132XCSE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1575928 | PA      | $1558667.65   | 0.04%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                                  | SANUK V1.673 06/14/27                                                                                                                                  | CUSIP: 80281LAQ8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   1440000 | PA      | $1430089.69   | 0.04%             | 2027-06-14      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| SoftBank Corp                                                                                    | SOBKCO 5.332 07/09/35 144A                                                                                                                             | CUSIP: 83405KAB8<br>LEI: 353800M1YCTS9JRBJ535 | Long             | DBT              | CORP              | JP        |  10473000 | PA      | $10674049.13  | 0.31%             | 2035-07-09      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA4261                                                                                                                                              | CUSIP: 36179SWW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    338114 | PA      | $313869.94    | 0.01%             | 2047-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                                         | V 4.7 02/12/36                                                                                                                                         | CUSIP: 92826CBB7<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   8404000 | PA      | $8496811.34   | 0.24%             | 2036-02-12      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                                    | GOOGL 4.8 02/15/36                                                                                                                                     | CUSIP: 02079KBM8<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   5151000 | PA      | $5237625.45   | 0.15%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                                       | OXY 6.05 10/01/54                                                                                                                                      | CUSIP: 674599EM3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   8600000 | PA      | $8565151.94   | 0.25%             | 2054-10-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                                  | DANBNK V5.705 03/01/30 144A                                                                                                                            | CUSIP: 23636ABH3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   8349000 | PA      | $8715098.81   | 0.25%             | 2030-03-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| WarnerMedia Holdings Inc.                                                                        | WBD 4.054 03/15/29 *                                                                                                                                   | CUSIP: 55903VBY8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   5092000 | PA      | $5041691.04   | 0.14%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR ZT1703                                                                                                                                              | CUSIP: 3132AD3L0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    806173 | PA      | $795344.76    | 0.02%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                                       | FIS 2.25 03/01/31                                                                                                                                      | CUSIP: 31620MBT2<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   8023000 | PA      | $7243039.64   | 0.21%             | 2031-03-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                             | RY V6.5 11/24/85                                                                                                                                       | CUSIP: 780082AY9<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   4289000 | PA      | $4287377.47   | 0.12%             | 2085-11-24      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Nexstar Media Inc.                                                                               | NXST 4.75 11/01/28 144A                                                                                                                                | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |   9440000 | PA      | $9399369.30   | 0.27%             | 2028-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                                               | VICI 4.125 08/15/30 144A                                                                                                                               | CUSIP: 92564RAE5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |  10296000 | PA      | $10061749.94  | 0.29%             | 2030-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                                              | SYF V4.947 02/25/32                                                                                                                                    | CUSIP: 87165BAZ6<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   2726000 | PA      | $2710926.45   | 0.08%             | 2032-02-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                                 | FN FA3679                                                                                                                                              | CUSIP: 3140W4CR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10701517 | PA      | $10997730.00  | 0.32%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC                                                                              | FOUR 6.75 08/15/32 144A                                                                                                                                | CUSIP: 82453AAB3<br>LEI: 254900GTEMR7L40VPI74 | Long             | DBT              | CORP              | US        |   8500000 | PA      | $8326832.90   | 0.24%             | 2032-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Edison International                                                                             | EIX 4.8 03/15/31                                                                                                                                       | CUSIP: 281020BD8<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   3270000 | PA      | $3269193.00   | 0.09%             | 2031-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Dreyfus Government Cash Management Funds                                                         | Dreyfus Government Cash Management Funds SH BEN INT                                                                                                    | CUSIP: 262006208<br>LEI: 549300F7IDB6WRO7VJ11 | Long             | STIV             | RF                | US        |  31172766 | PA      | $31172766.00  | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Global                                                                                 | PARA 4.95 05/19/50                                                                                                                                     | CUSIP: 92556HAC1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   8080000 | PA      | $5110778.00   | 0.15%             | 2050-05-19      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Totalenergies Capital USA LLC                                                                    | TTEFP 4.857 01/13/36                                                                                                                                   | CUSIP: 89158TAC3<br>LEI: 9845000979865101C194 | Long             | DBT              | CORP              | US        |   4476000 | PA      | $4524865.12   | 0.13%             | 2036-01-13      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                                      | ABBV 4.125 03/15/31                                                                                                                                    | CUSIP: 00287YEE5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1830000 | PA      | $1836414.83   | 0.05%             | 2031-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                                  | DANBNK V5.427 03/01/28 144A                                                                                                                            | CUSIP: 23636ABG5<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   3550000 | PA      | $3602858.01   | 0.10%             | 2028-03-01      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Boeing Co.                                                                                       | BA 6.528 05/01/34                                                                                                                                      | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |  15935000 | PA      | $17871548.36  | 0.51%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                                              | ABT 5.5 03/15/56                                                                                                                                       | CUSIP: 002824BW9<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |   3655000 | PA      | $3670238.61   | 0.11%             | 2056-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FS6296                                                                                                                                              | CUSIP: 3140XM7J9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5250769 | PA      | $5405387.38   | 0.15%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                                     | ORCL 5.7 02/04/36                                                                                                                                      | CUSIP: 68389XDZ5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   5105000 | PA      | $5109775.52   | 0.15%             | 2036-02-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                                              | CEG 5.875 01/15/66                                                                                                                                     | CUSIP: 210385AR1<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   7455000 | PA      | $7447111.79   | 0.21%             | 2066-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                  | FR QF0490                                                                                                                                              | CUSIP: 3133BMRK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7856140 | PA      | $8038969.70   | 0.23%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Farm Credit Bank of Texas                                                                        | FARMCB V7 PERP 6                                                                                                                                       | CUSIP: 30767EAF6<br>LEI: V1EBJIOLRNYDHDF63Z33 | Long             | DBT              | USGSE             | US        |   3637000 | PA      | $3774613.82   | 0.11%             | 2500-12-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V4.456 02/06/32                                                                                                                                    | CUSIP: 060505GQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2594000 | PA      | $2613988.82   | 0.07%             | 2032-02-06      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Matador Resources Company                                                                        | MTDR 6 04/15/34 144A                                                                                                                                   | CUSIP: 576485AJ5<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |   7618000 | PA      | $7618332.14   | 0.22%             | 2034-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp.                                                                                    | USB V4.481 01/26/32                                                                                                                                    | CUSIP: 91159HJW1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1865000 | PA      | $1886071.31   | 0.05%             | 2032-01-26      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FM2870                                                                                                                                              | CUSIP: 3140X6FL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3103537 | PA      | $2868073.37   | 0.08%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CA0996                                                                                                                                              | CUSIP: 3140Q8DA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    284704 | PA      | $273168.79    | 0.01%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V5.511 01/24/36                                                                                                                                    | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    920000 | PA      | $965964.07    | 0.03%             | 2036-01-24      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG G67714                                                                                                                                              | CUSIP: 3132XCSB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1149477 | PA      | $1135271.58   | 0.03%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                | WFC V4.892 09/15/36                                                                                                                                    | CUSIP: 95000U4B6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3895000 | PA      | $3907800.68   | 0.11%             | 2036-09-15      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank National Association                                                 | MS V4.465 11/19/31                                                                                                                                     | CUSIP: 61776NZW6<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   8430000 | PA      | $8483673.14   | 0.24%             | 2031-11-19      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN MA3210                                                                                                                                              | CUSIP: 31418CR89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    321713 | PA      | $306894.27    | 0.01%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc.                                                                                      | FISV 5.25 08/11/35                                                                                                                                     | CUSIP: 337738BQ0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |  13925000 | PA      | $13936902.81  | 0.40%             | 2035-08-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| First Citizens BancShares Inc (Delaware)                                                         | FCNCA V5.231 03/12/31                                                                                                                                  | CUSIP: 31959XAC7<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |   5490000 | PA      | $5592437.58   | 0.16%             | 2031-03-12      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V5.314 01/18/41                                                                                                                                     | CUSIP: 61748UAP7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   9705000 | PA      | $9659355.83   | 0.28%             | 2041-01-18      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4656                                                                                                                                              | CUSIP: 31418EE63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6726938 | PA      | $6685530.38   | 0.19%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR RE6029                                                                                                                                              | CUSIP: 3133N3VW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    311894 | PA      | $281122.62    | 0.01%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V4.898 01/22/37                                                                                                                                    | CUSIP: 46647PFJ0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5563000 | PA      | $5598503.46   | 0.16%             | 2037-01-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BM4472                                                                                                                                              | CUSIP: 3140J86J7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    565976 | PA      | $545055.24    | 0.02%             | 2048-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fair Isaac Corporation                                                                           | FAIRIC 6 05/15/33 144A                                                                                                                                 | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |   8935000 | PA      | $9038701.31   | 0.26%             | 2033-05-15      | 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        |  22711000 | PA      | $25118065.31  | 0.72%             | 2034-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC.                                                                           | FABSJV 6.3 01/25/39                                                                                                                                    | CUSIP: 350930AK9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |  12305000 | PA      | $13325735.07  | 0.38%             | 2039-01-25      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 3.5 01/31/28                                                                                                                                         | CUSIP: 91282CGH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17040000 | PA      | $17073946.92  | 0.49%             | 2028-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                                              | ABT 4.65 03/15/36                                                                                                                                      | CUSIP: 002824BU3<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |   3660000 | PA      | $3662559.84   | 0.10%             | 2036-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V5.288 04/25/34                                                                                                                                    | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1868673.98   | 0.05%             | 2034-04-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FR RB5345                                                                                                                                              | CUSIP: 3133KY5E5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6534224 | PA      | $6713027.01   | 0.19%             | 2045-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp.                                                                                    | USB V5.033 01/26/37                                                                                                                                    | CUSIP: 91159HJY7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1119000 | PA      | $1131472.13   | 0.03%             | 2037-01-26      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| The Charles Schwab Corporation                                                                   | SCHW F 03/03/27                                                                                                                                        | CUSIP: 808513BZ7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   5360000 | PA      | $5403109.41   | 0.15%             | 2027-03-03      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                                    | GOOGL 5.45 11/15/55                                                                                                                                    | CUSIP: 02079KBA4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   2807000 | PA      | $2792155.35   | 0.08%             | 2055-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 4.125 02/15/36                                                                                                                                       | CUSIP: 91282CPZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  59720000 | PA      | $60517822.17  | 1.73%             | 2036-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| WarnerMedia Holdings Inc.                                                                        | WBD 5.141 03/15/52 *                                                                                                                                   | CUSIP: 55903VBU6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |  10239000 | PA      | $6732142.50   | 0.19%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                | WFC V4.96 01/23/37                                                                                                                                     | CUSIP: 95000U4E0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   8568000 | PA      | $8603913.89   | 0.25%             | 2037-01-23      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 4.125 10/31/29                                                                                                                                       | CUSIP: 91282CLR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  88569000 | PA      | $90639646.68  | 2.60%             | 2029-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V5.193 02/05/37                                                                                                                                    | CUSIP: 46647PFK7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   8580000 | PA      | $8670741.99   | 0.25%             | 2037-02-05      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD8245                                                                                                                                              | CUSIP: 3132DWES8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  19082784 | PA      | $18975142.11  | 0.54%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co. The                                                                   | GT 6.625 07/15/30                                                                                                                                      | CUSIP: 382550BS9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |   4358000 | PA      | $4455640.99   | 0.13%             | 2030-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                                 | PARA 4.375 03/15/43                                                                                                                                    | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   4543000 | PA      | $2867675.30   | 0.08%             | 2043-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Jackson Financial Inc                                                                            | Jackson Financial Inc DEPOSITARY SHARES, EACH REPRESENTING A 1/1,000TH INTEREST IN A SHARE OF FIXED-RATE RESET NONCUMULATIVE PERPETUAL PREFERRED STOCK | CUSIP: 46817M206<br>LEI: 213800WXW2KG1N4CO374 | Long             | EP               | CORP              | US        |     68100 | NS      | $1760385.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| VMware LLC                                                                                       | VMW 2.2 08/15/31                                                                                                                                       | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   6400000 | PA      | $5736144.45   | 0.16%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Leidos Inc                                                                                       | LDOS 2.3 02/15/31                                                                                                                                      | CUSIP: 52532XAH8<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |   2670000 | PA      | $2426633.64   | 0.07%             | 2031-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                                              | CEG 4.4 01/15/31                                                                                                                                       | CUSIP: 210385AQ3<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   4170000 | PA      | $4199386.32   | 0.12%             | 2031-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V5.045 02/06/37                                                                                                                                    | CUSIP: 060505GR9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2594000 | PA      | $2632495.06   | 0.08%             | 2037-02-06      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA5136                                                                                                                                              | CUSIP: 36179TV51<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    430498 | PA      | $412938.49    | 0.01%             | 2048-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corporation                                                                    | RF V5.502 09/06/35                                                                                                                                     | CUSIP: 7591EPAV2<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |   4996000 | PA      | $5181110.54   | 0.15%             | 2035-09-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNR 2012-84 VZ                                                                                                                                         | CUSIP: 3136A7N65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   1351823 | PA      | $1319972.60   | 0.04%             | 2042-08-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD1657                                                                                                                                              | CUSIP: 3132DNZW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  21945317 | PA      | $19386641.91  | 0.56%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| American Express Company                                                                         | AXP V5.667 04/25/36                                                                                                                                    | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   3685000 | PA      | $3903880.49   | 0.11%             | 2036-04-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD8266                                                                                                                                              | CUSIP: 3132DWFF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12190423 | PA      | $12106598.38  | 0.35%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Incorporated                                                               | HBAN V5.605 01/28/41                                                                                                                                   | CUSIP: 446150BL7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   1944000 | PA      | $1954141.93   | 0.06%             | 2041-01-28      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| HF Sinclair Corp.                                                                                | DINO 5 02/01/28                                                                                                                                        | CUSIP: 403949AQ3<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |   2903000 | PA      | $2900296.78   | 0.08%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG G08792                                                                                                                                              | CUSIP: 3128MJ3A6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    732118 | PA      | $699951.87    | 0.02%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                                | ES V6.1 08/15/56 A                                                                                                                                     | CUSIP: 30040WBC1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   2580000 | PA      | $2592684.83   | 0.07%             | 2056-08-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings Llc                                                                         | CE 7 02/15/31                                                                                                                                          | CUSIP: 15089QBC7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   8224000 | PA      | $8475457.02   | 0.24%             | 2031-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                                              | D V6 02/15/56 **                                                                                                                                       | CUSIP: 25746UDZ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   2892000 | PA      | $2936343.04   | 0.08%             | 2056-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA4652                                                                                                                                              | CUSIP: 36179TEZ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    727607 | PA      | $701749.02    | 0.02%             | 2047-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                                    | GOOGL 5.7 11/15/75                                                                                                                                     | CUSIP: 02079KBB2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   4211000 | PA      | $4211836.35   | 0.12%             | 2075-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| United Airlines Holdings Inc                                                                     | UAL 5.375 03/01/31                                                                                                                                     | CUSIP: 910047AL3<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |   8570000 | PA      | $8748338.01   | 0.25%             | 2031-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FR SD8107                                                                                                                                              | CUSIP: 3132DWAG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1720674 | PA      | $1505679.49   | 0.04%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V6.627 11/01/34                                                                                                                                     | CUSIP: 61747YFJ9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3340000 | PA      | $3753392.57   | 0.11%             | 2034-11-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN MA2670                                                                                                                                              | CUSIP: 31418B6G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    351318 | PA      | $326608.22    | 0.01%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FM5397                                                                                                                                              | CUSIP: 3140X87K7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5390841 | PA      | $4971904.30   | 0.14%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA4963                                                                                                                                              | CUSIP: 36179TQQ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    308411 | PA      | $302441.37    | 0.01%             | 2048-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                               | TMUS 3.75 04/15/27                                                                                                                                     | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    915000 | PA      | $913836.71    | 0.03%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V2.592 04/29/31                                                                                                                                    | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1880868.94   | 0.05%             | 2031-04-29      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                                            | TRGP 4.35 01/15/29                                                                                                                                     | CUSIP: 87612GAR2<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   1889000 | PA      | $1904918.04   | 0.05%             | 2029-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc.                                                                       | CZR 4.625 10/15/29 144A                                                                                                                                | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   7106000 | PA      | $6956860.69   | 0.20%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Omnicom Group Inc                                                                                | OMC 5.3 06/02/36                                                                                                                                       | CUSIP: 681919BX3<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |   2190000 | PA      | $2174718.29   | 0.06%             | 2036-06-02      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNR 2018-38 PA                                                                                                                                         | CUSIP: 3136B1Q80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    126738 | PA      | $125578.23    | 0.00%             | 2047-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 4.625 11/15/45                                                                                                                                       | CUSIP: 912810UQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 117157000 | PA      | $117953302.07 | 3.38%             | 2045-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AMNEAL PHARMACEUTICALS LLC                                                                       | AMNPHA 6.875 08/01/32 144A                                                                                                                             | CUSIP: 03168LAA3<br>LEI: 54930037VIXE7LRZ1M66 | Long             | DBT              | CORP              | US        |   8175000 | PA      | $8604833.33   | 0.25%             | 2032-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                                    | F 6.5 02/07/35                                                                                                                                         | CUSIP: 345397G56<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  28021000 | PA      | $29388543.89  | 0.84%             | 2035-02-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Boeing Co.                                                                                       | BA 7.008 05/01/64                                                                                                                                      | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |  30930000 | PA      | $35888918.13  | 1.03%             | 2064-05-01      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA3662                                                                                                                                              | CUSIP: 36179SB71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5587873 | PA      | $5206671.22   | 0.15%             | 2046-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS V5.065 01/21/37                                                                                                                                     | CUSIP: 38145GAS9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   8554000 | PA      | $8617488.90   | 0.25%             | 2037-01-21      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD2206                                                                                                                                              | CUSIP: 3132DPNX2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  14581354 | PA      | $14891958.71  | 0.43%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                                                | BRO 5.55 06/23/35                                                                                                                                      | CUSIP: 115236AM3<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   8365000 | PA      | $8539860.20   | 0.24%             | 2035-06-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR ZT0536                                                                                                                                              | CUSIP: 3132ACSZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    535934 | PA      | $514471.73    | 0.01%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC.                                                                           | FABSJV 5.5 01/25/31                                                                                                                                    | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    865000 | PA      | $903222.84    | 0.03%             | 2031-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FR ZS9844                                                                                                                                              | CUSIP: 3132AA5D2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    446925 | PA      | $430328.97    | 0.01%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BE3774                                                                                                                                              | CUSIP: 3140FPFQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4251764 | PA      | $4185723.93   | 0.12%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA9963                                                                                                                                              | CUSIP: 36180AB85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  17258422 | PA      | $17089361.29  | 0.49%             | 2054-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA4838                                                                                                                                              | CUSIP: 36179TLT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    203611 | PA      | $199744.51    | 0.01%             | 2047-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG U90772                                                                                                                                              | CUSIP: 3132H32D4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    179104 | PA      | $172862.04    | 0.00%             | 2043-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 3.75 01/31/31                                                                                                                                        | CUSIP: 91282CPW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  74233000 | PA      | $74998527.81  | 2.15%             | 2031-01-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SKYAF 2020-1 A                                                                                   | SKYAF 2020-1 A                                                                                                                                         | CUSIP: 83084RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9891060 | PA      | $9374054.49   | 0.27%             | 2038-05-10      | Floating      | 3.23%                 | No            |                  3 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V5.297 04/20/37                                                                                                                                     | CUSIP: 61747YES0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   8472000 | PA      | $8681646.59   | 0.25%             | 2037-04-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Vail Resorts, Inc.                                                                               | MTN 5.625 07/15/30 144A                                                                                                                                | CUSIP: 91879QAQ2<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |   8310000 | PA      | $8460951.15   | 0.24%             | 2030-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V1.928 04/28/32 MTN                                                                                                                                 | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $5770811.80   | 0.17%             | 2032-04-28      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| Genesis Energy LP & Genesis Energy Finance Corp.                                                 | GEL 6.75 03/15/34                                                                                                                                      | CUSIP: 37185LAS1<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |   7619000 | PA      | $7711113.18   | 0.22%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp.                                                                                  | SBUX 3.35 03/12/50                                                                                                                                     | CUSIP: 855244AX7<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |   4875000 | PA      | $3448176.03   | 0.10%             | 2050-03-12      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| General Motors Company                                                                           | GM 6.25 04/15/35                                                                                                                                       | CUSIP: 37045VBB5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |  15955000 | PA      | $17148013.90  | 0.49%             | 2035-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                                                           | GS V5.283 03/18/27 BKNT                                                                                                                                | CUSIP: 38151LAF7<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |   1790000 | PA      | $1791027.51   | 0.05%             | 2027-03-18      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG G61748                                                                                                                                              | CUSIP: 31335B5H5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1461821 | PA      | $1408943.47   | 0.04%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Pilgrims Pride Corporation                                                                       | PPC 6.875 05/15/34                                                                                                                                     | CUSIP: 72147KAL2<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |  12975000 | PA      | $14534595.00  | 0.42%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Boeing Co.                                                                                       | BA 5.805 05/01/50                                                                                                                                      | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2030000 | PA      | $2039506.96   | 0.06%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR ZM1779                                                                                                                                              | CUSIP: 3131XU6Q5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11040708 | PA      | $10252171.97  | 0.29%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co.                                                                           | LUV 5.25 11/15/35                                                                                                                                      | CUSIP: 844741BM9<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |  12216000 | PA      | $12121148.99  | 0.35%             | 2035-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Vici Properties Inc                                                                              | VICI 3.875 02/15/29 144A                                                                                                                               | CUSIP: 92564RAL9<br>LEI: 254900RKH6RY9KCJQH63 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $986201.46    | 0.03%             | 2029-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG G08750                                                                                                                                              | CUSIP: 3128MJZQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    367999 | PA      | $341622.82    | 0.01%             | 2047-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Insulet Corporation                                                                              | PODD 6.5 04/01/33 144A                                                                                                                                 | CUSIP: 45784PAL5<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |   2877000 | PA      | $2994004.71   | 0.09%             | 2033-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG G08715                                                                                                                                              | CUSIP: 3128MJYM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1111501 | PA      | $1033675.97   | 0.03%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Discovery Communications, LLC                                                                    | WBD 4.125 05/15/29 *                                                                                                                                   | CUSIP: 25470DCA5<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |   4139000 | PA      | $4084799.80   | 0.12%             | 2029-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                                 | PARA 4.2 05/19/32                                                                                                                                      | CUSIP: 92556HAD9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |  14879000 | PA      | $13109559.71  | 0.38%             | 2032-05-19      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Kennedy Wilson Inc                                                                               | KW 5 03/01/31                                                                                                                                          | CUSIP: 489399AM7<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |   5300000 | PA      | $5141266.70   | 0.15%             | 2031-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WarnerMedia Holdings Inc.                                                                        | WBD 4.279 03/15/32 *                                                                                                                                   | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   6239000 | PA      | $5739880.00   | 0.16%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V5.571 04/22/28                                                                                                                                    | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1765000 | PA      | $1796893.67   | 0.05%             | 2028-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA4962                                                                                                                                              | CUSIP: 36179TQP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    214645 | PA      | $205890.39    | 0.01%             | 2048-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA4651                                                                                                                                              | CUSIP: 36179TEY7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    498718 | PA      | $462646.97    | 0.01%             | 2047-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC.                                                                           | FABSJV 6.1 01/25/36                                                                                                                                    | CUSIP: 350930AH6<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |  12440000 | PA      | $13295934.08  | 0.38%             | 2036-01-25      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| General Motors Company                                                                           | GM 5.625 04/15/30                                                                                                                                      | CUSIP: 37045VBA7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   6650000 | PA      | $6980733.69   | 0.20%             | 2030-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FS3876                                                                                                                                              | CUSIP: 3140XKJW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7430434 | PA      | $7696345.96   | 0.22%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR QE0521                                                                                                                                              | CUSIP: 3133B9SJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  17799862 | PA      | $15482140.33  | 0.44%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GNR 2019-119 JE                                                                                                                                        | CUSIP: 38381YZE7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    246119 | PA      | $224858.18    | 0.01%             | 2049-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GENMAB A/S                                                                                       | GMABDC 6.25 12/15/32 144A                                                                                                                              | CUSIP: 37230JAA0<br>LEI: 529900MTJPDPE4MHJ122 | Long             | DBT              | CORP              | DK        |   5675000 | PA      | $5893447.78   | 0.17%             | 2032-12-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Flex Intermediate Holdco LLC                                                                     | FLEXIH 3.363 06/30/31 144A                                                                                                                             | CUSIP: 33939HAA7<br>LEI: 549300290TQIGM30A243 | Long             | DBT              | CORP              | US        |   3156000 | PA      | $2941006.46   | 0.08%             | 2031-06-30      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BM1903                                                                                                                                              | CUSIP: 3140J6DH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    698260 | PA      | $673078.11    | 0.02%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS V5.387 02/02/41                                                                                                                                     | CUSIP: 38145GAU4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   8656000 | PA      | $8594005.90   | 0.25%             | 2041-02-02      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Pilgrims Pride Corporation                                                                       | PPC 6.25 07/01/33                                                                                                                                      | CUSIP: 72147KAK4<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |   7285000 | PA      | $7860420.30   | 0.23%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANKS                                                                          | FR SD7553                                                                                                                                              | CUSIP: 3132DVMA0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |  22848252 | PA      | $21013920.28  | 0.60%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4158                                                                                                                                              | CUSIP: 31418DTQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4305432 | PA      | $3605864.58   | 0.10%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN MA3057                                                                                                                                              | CUSIP: 31418CMF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    303117 | PA      | $289597.73    | 0.01%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                                 | PCG 5.2 05/01/36                                                                                                                                       | CUSIP: 694308LA3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1363000 | PA      | $1368046.33   | 0.04%             | 2036-05-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                               | TMUS 4.7 01/15/35                                                                                                                                      | CUSIP: 87264ADM4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   3625000 | PA      | $3606582.28   | 0.10%             | 2035-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA4588                                                                                                                                              | CUSIP: 36179TCZ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    182261 | PA      | $184041.97    | 0.01%             | 2047-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG G08726                                                                                                                                              | CUSIP: 3128MJYY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    253852 | PA      | $235854.68    | 0.01%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                               | TMUS 5.125 05/15/32                                                                                                                                    | CUSIP: 87264ADS1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   5905000 | PA      | $6135577.97   | 0.18%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AS3134                                                                                                                                              | CUSIP: 3138WCPU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    939600 | PA      | $907092.54    | 0.03%             | 2044-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD3012                                                                                                                                              | CUSIP: 3132DQKZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  21197434 | PA      | $19462344.38  | 0.56%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GE Aerospace                                                                                     | GE 4.9 01/29/36                                                                                                                                        | CUSIP: 369604CA9<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |   8518000 | PA      | $8740768.19   | 0.25%             | 2036-01-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                                              | FITB V4.566 04/29/32                                                                                                                                   | CUSIP: 316773DN7<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   8578000 | PA      | $8630790.04   | 0.25%             | 2032-04-29      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AS0225                                                                                                                                              | CUSIP: 3138W9HB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    793124 | PA      | $789096.39    | 0.02%             | 2043-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Biomarin Pharmaceutical Inc.                                                                     | BMRN 5.5 02/15/34 144A                                                                                                                                 | CUSIP: 09061GAL5<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | DBT              | CORP              | US        |   6901000 | PA      | $6966712.70   | 0.20%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                                         | HCA 2.375 07/15/31                                                                                                                                     | CUSIP: 404119CC1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2943000 | PA      | $2659179.67   | 0.08%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA1373                                                                                                                                              | CUSIP: 31418AQ35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    301235 | PA      | $290411.37    | 0.01%             | 2043-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc.                                                                              | ALLY V4.7 PERP C                                                                                                                                       | CUSIP: 02005NBN9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   4145000 | PA      | $3920776.23   | 0.11%             | N/A             | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                                  | Xcel Energy Inc 6.25% NOTES ISSUED DUE ON OCTOBER 15, 2085                                                                                             | CUSIP: 98389B878<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EP               | CORP              | US        |    267000 | NS      | $6661650.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace Inc                                                                             | HWM 4.75 04/15/36                                                                                                                                      | CUSIP: 443201AH1<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |   3663000 | PA      | $3675877.46   | 0.11%             | 2036-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                  | FR ZS4688                                                                                                                                              | CUSIP: 3132A5F59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3924178 | PA      | $3640867.06   | 0.10%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V5.336 01/23/35                                                                                                                                    | CUSIP: 46647PEC6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1876657.81   | 0.05%             | 2035-01-23      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA8347                                                                                                                                              | CUSIP: 36179XHY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  22419936 | PA      | $22355671.97  | 0.64%             | 2052-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                | WFC V3.9 PERP BB                                                                                                                                       | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   5397000 | PA      | $5394682.58   | 0.15%             | N/A             | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V4.81 10/22/36                                                                                                                                     | CUSIP: 46647PFE1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5776000 | PA      | $5767274.02   | 0.17%             | 2036-10-22      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                                 | FN FA1868                                                                                                                                              | CUSIP: 3140W2CE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7716930 | PA      | $8372716.86   | 0.24%             | 2055-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| American Express Company                                                                         | AXP V5.412 02/08/41                                                                                                                                    | CUSIP: 025816ES4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1102000 | PA      | $1126519.14   | 0.03%             | 2041-02-08      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                                 | PCG 6 05/01/56                                                                                                                                         | CUSIP: 694308LB1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    732000 | PA      | $723508.56    | 0.02%             | 2056-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CA1182                                                                                                                                              | CUSIP: 3140Q8J48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2066220 | PA      | $1982125.74   | 0.06%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                                              | D V6.2 02/15/56                                                                                                                                        | CUSIP: 25746UEA3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   2603000 | PA      | $2651043.57   | 0.08%             | 2056-02-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                                  | XEL V5.75 12/03/56                                                                                                                                     | CUSIP: 98389BBF6<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |   4048000 | PA      | $4058102.67   | 0.12%             | 2056-12-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Gildan Activewear Inc.                                                                           | GILCN 5.4 10/07/35 144A                                                                                                                                | CUSIP: 375916AG8<br>LEI: 549300SB3IBI34M00Z45 | Long             | DBT              | CORP              | CA        |  24603000 | PA      | $24906664.50  | 0.71%             | 2035-10-07      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                                        | SUN 5.875 03/15/34 144A                                                                                                                                | CUSIP: 86765KAG4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   2302000 | PA      | $2312345.19   | 0.07%             | 2034-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AS6620                                                                                                                                              | CUSIP: 3138WGLA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    215679 | PA      | $208004.20    | 0.01%             | 2046-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                                     | ORCL 6.7 02/04/56                                                                                                                                      | CUSIP: 68389XEB7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   5195000 | PA      | $5041083.58   | 0.14%             | 2056-02-04      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| AS Mileage Plan IP Ltd.                                                                          | ALK 5.308 10/20/31 144A                                                                                                                                | CUSIP: 00218QAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   5191000 | PA      | $5295001.74   | 0.15%             | 2031-10-20      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Company                                                                        | ARAMCO 4.375 02/02/31 144A                                                                                                                             | CUSIP: 80415RAA9<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |   3463000 | PA      | $3464909.84   | 0.10%             | 2031-02-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB6854                                                                                                                                              | CUSIP: 3140QSTL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12172913 | PA      | $12143260.37  | 0.35%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FHR 4656 EZ                                                                                                                                            | CUSIP: 3137BVBM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    286206 | PA      | $279636.30    | 0.01%             | 2047-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                                 | FN FA3829                                                                                                                                              | CUSIP: 3140W4HF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10760301 | PA      | $10226874.27  | 0.29%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CA4534                                                                                                                                              | CUSIP: 3140QCBC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9473174 | PA      | $8770247.48   | 0.25%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                                    | GOOGL 5.65 02/15/56                                                                                                                                    | CUSIP: 02079KBP1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   2593000 | PA      | $2655224.35   | 0.08%             | 2056-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG G60080                                                                                                                                              | CUSIP: 31335ACR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    250426 | PA      | $242621.29    | 0.01%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V1.922 10/24/31 MTN                                                                                                                                | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5265000 | PA      | $4751738.11   | 0.14%             | 2031-10-24      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc.                                                                              | ALLY V4.7 PERP B                                                                                                                                       | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3493171.15   | 0.10%             | N/A             | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                                                      | Caesars Entertainment Inc Term Loan B-1 225 2031-02-01                                                                                                 | CUSIP: 12768EAH9<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |   8456962 | PA      | $8406220.25   | 0.24%             | 2031-02-06      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| AS Mileage Plan IP Ltd.                                                                          | ALK 5.021 10/20/29 144A                                                                                                                                | CUSIP: 00218QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   6047000 | PA      | $6151021.82   | 0.18%             | 2029-10-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V5.576 07/23/36                                                                                                                                    | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4011000 | PA      | $4172947.69   | 0.12%             | 2036-07-23      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                                                      | OVV 6.5 08/15/34                                                                                                                                       | CUSIP: 292505AD6<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |   8140000 | PA      | $8917728.08   | 0.26%             | 2034-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4379                                                                                                                                              | CUSIP: 31418D2M3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1056283 | PA      | $923747.20    | 0.03%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co. The                                                                   | GT 5.625 04/30/33                                                                                                                                      | CUSIP: 382550BK6<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |   2730000 | PA      | $2600277.50   | 0.07%             | 2033-04-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GNR 2018-78 NZ                                                                                                                                         | CUSIP: 38380XFR3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |  12960367 | PA      | $12264804.79  | 0.35%             | 2048-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 4 11/15/35                                                                                                                                           | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  28321000 | PA      | $28427203.75  | 0.81%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA3846                                                                                                                                              | CUSIP: 31418DHY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    460352 | PA      | $414942.17    | 0.01%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS V5.33 07/23/35                                                                                                                                      | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   8360000 | PA      | $8632405.08   | 0.25%             | 2035-07-23      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG G67700                                                                                                                                              | CUSIP: 3132XCRV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    494621 | PA      | $476572.58    | 0.01%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                                  | TDG 6 01/15/33 144A                                                                                                                                    | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1934000 | PA      | $1969651.36   | 0.06%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corporation                                                                     | NOC 5.25 07/15/35                                                                                                                                      | CUSIP: 666807CP5<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |  21245000 | PA      | $22247032.53  | 0.64%             | 2035-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS V1.431 03/09/27                                                                                                                                     | CUSIP: 38141GYA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    860000 | PA      | $859478.10    | 0.02%             | 2027-03-09      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                                              | GPN 5.55 11/15/35                                                                                                                                      | CUSIP: 37940XAY8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   7630000 | PA      | $7593439.63   | 0.22%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| JANE STREET GROUP LLC                                                                            | JANEST 6.75 05/01/33 144A                                                                                                                              | CUSIP: 47077WAE8<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |   8875000 | PA      | $9114173.88   | 0.26%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA3663                                                                                                                                              | CUSIP: 36179SB89<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    502113 | PA      | $483657.58    | 0.01%             | 2046-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                                                              | BPL 6.875 07/01/29 144A                                                                                                                                | CUSIP: 118230AV3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |   9601000 | PA      | $9967537.38   | 0.29%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Solventum Corp.                                                                                  | SOLV 5.6 03/23/34                                                                                                                                      | CUSIP: 83444MAR2<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |  14380000 | PA      | $15040876.18  | 0.43%             | 2034-03-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Amneal Pharmaceuticals LLC                                                                       | Amneal Pharmaceuticals Term Loan B 350 2032-07-19                                                                                                      | CUSIP: 03167DAR5<br>LEI: 54930037VIXE7LRZ1M66 | Long             | LON              | CORP              | US        |   4691143 | PA      | $4700900.32   | 0.13%             | 2032-08-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                               | ET 6.2 04/01/55                                                                                                                                        | CUSIP: 29273VBF6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   7385000 | PA      | $7388516.15   | 0.21%             | 2055-04-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG G67707                                                                                                                                              | CUSIP: 3132XCR49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    997429 | PA      | $960525.36    | 0.03%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| American Express Company                                                                         | AXP V4.804 10/24/36                                                                                                                                    | CUSIP: 025816EM7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   9935000 | PA      | $9843235.07   | 0.28%             | 2036-10-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                                 | AMZN 4.65 11/20/35                                                                                                                                     | CUSIP: 023135CV6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   8445000 | PA      | $8496540.68   | 0.24%             | 2035-11-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| L3 Harris Technologies Inc                                                                       | LHX 5.35 06/01/34                                                                                                                                      | CUSIP: 502431AU3<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |  16960000 | PA      | $17703473.65  | 0.51%             | 2034-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4128                                                                                                                                              | CUSIP: 31418DSS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4880477 | PA      | $4416423.25   | 0.13%             | 2040-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V1.953 02/04/32                                                                                                                                    | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1855000 | PA      | $1665298.05   | 0.05%             | 2032-02-04      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AL8825                                                                                                                                              | CUSIP: 3138ETYX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1866795 | PA      | $1798923.78   | 0.05%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN MA3239                                                                                                                                              | CUSIP: 31418CS54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    301154 | PA      | $295561.49    | 0.01%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mativ Holdings Inc                                                                               | MATIV HOLDINGS 05/06/27                                                                                                                                | CUSIP: 80854EAJ7<br>LEI: 549300Z1FU4IDULG1R21 | Long             | LON              | CORP              | US        |    418715 | PA      | $414528.31    | 0.01%             | 2027-05-06      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA3735                                                                                                                                              | CUSIP: 36179SEG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    340120 | PA      | $316881.68    | 0.01%             | 2046-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Walt Disney Company                                                                              | DIS 4 03/14/31                                                                                                                                         | CUSIP: 254687GD2<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   2592000 | PA      | $2597981.40   | 0.07%             | 2031-03-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Nustar Logistics, L.P.                                                                           | NSUS 6.375 10/01/30                                                                                                                                    | CUSIP: 67059TAH8<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |   7046000 | PA      | $7423045.55   | 0.21%             | 2030-10-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                                    | GOOGL 5.35 11/15/45                                                                                                                                    | CUSIP: 02079KAZ0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1965000 | PA      | $1974700.91   | 0.06%             | 2045-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V5.073 01/30/37                                                                                                                                     | CUSIP: 61748UAT9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5567000 | PA      | $5616624.63   | 0.16%             | 2037-01-30      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN DG2890                                                                                                                                              | CUSIP: 3140U6F82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  17364543 | PA      | $17490496.54  | 0.50%             | 2056-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG G67706                                                                                                                                              | CUSIP: 3132XCR31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4094060 | PA      | $3950813.00   | 0.11%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VMware LLC                                                                                       | VMW 4.7 05/15/30                                                                                                                                       | CUSIP: 928563AF2<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   5156000 | PA      | $5272889.51   | 0.15%             | 2030-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Healthequity Inc                                                                                 | HQY 4.5 10/01/29 144A                                                                                                                                  | CUSIP: 42226AAA5<br>LEI: 529900LRJU1RAFQHM467 | Long             | DBT              | CORP              | US        |   5194000 | PA      | $5065539.40   | 0.15%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                                     | UBS V7.125 PERP 144a                                                                                                                                   | CUSIP: 225401BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   5560000 | PA      | $5698933.28   | 0.16%             | N/A             | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                                              | GPN 4.875 11/15/30                                                                                                                                     | CUSIP: 37940XAW2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   8671000 | PA      | $8664218.84   | 0.25%             | 2030-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V4.892 10/22/36 I                                                                                                                                   | CUSIP: 61748UAN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   8415000 | PA      | $8374996.44   | 0.24%             | 2036-10-22      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                | WFC V5.389 04/24/34                                                                                                                                    | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   8165000 | PA      | $8511301.66   | 0.24%             | 2034-04-24      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                                    | GOOGL 4.7 11/15/35                                                                                                                                     | CUSIP: 02079KAY3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   8389000 | PA      | $8497568.09   | 0.24%             | 2035-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA3937                                                                                                                                              | CUSIP: 36179SLS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6916209 | PA      | $6659839.69   | 0.19%             | 2046-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                | WFC V5.433 01/23/47                                                                                                                                    | CUSIP: 95000U4F7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   5190000 | PA      | $5141322.21   | 0.15%             | 2047-01-23      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                          | MPLX 6.2 09/15/55                                                                                                                                      | CUSIP: 55336VCD0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   6674000 | PA      | $6785554.37   | 0.19%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                                      | ABBV 4.75 03/15/36                                                                                                                                     | CUSIP: 00287YEG0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1830000 | PA      | $1840300.80   | 0.05%             | 2036-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG G61556                                                                                                                                              | CUSIP: 31335BWR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    204625 | PA      | $196669.83    | 0.01%             | 2048-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                                              | FITB V5.141 01/29/37                                                                                                                                   | CUSIP: 316773DP2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   3727000 | PA      | $3739922.96   | 0.11%             | 2037-01-29      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Sirius Xm Radio Inc                                                                              | SIRI 5 08/01/27 144A                                                                                                                                   | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   7260000 | PA      | $7260184.40   | 0.21%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG G08732                                                                                                                                              | CUSIP: 3128MJY61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    610647 | PA      | $567196.28    | 0.02%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 DK6809                                                                                                                                              | CUSIP: 3618L6R68<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5407807 | PA      | $5566601.07   | 0.16%             | 2055-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CA3633                                                                                                                                              | CUSIP: 3140QBBB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2162975 | PA      | $2077728.62   | 0.06%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR RA3078                                                                                                                                              | CUSIP: 3133KJM33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11006946 | PA      | $10144649.36  | 0.29%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GNR 2019-12 QA                                                                                                                                         | CUSIP: 38381BQQ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    245621 | PA      | $242901.77    | 0.01%             | 2048-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corporation                                                                     | GD 4.95 08/15/35                                                                                                                                       | CUSIP: 369550BR8<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |   6324000 | PA      | $6543236.89   | 0.19%             | 2035-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD8491                                                                                                                                              | CUSIP: 3132DWNG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  33458672 | PA      | $33660412.39  | 0.96%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Walt Disney Company                                                                              | DIS 4.625 03/14/36                                                                                                                                     | CUSIP: 254687GE0<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   8118000 | PA      | $8097624.23   | 0.23%             | 2036-03-14      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SUNOCO LOGISTICS PARTNERS OPERATIONS LP                                                          | SUN 5.625 07/15/34 144A                                                                                                                                | CUSIP: 86765KAN9<br>LEI: 5493006LL0CKP8WQW329 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1361488.75   | 0.04%             | 2034-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                                                              | HILCRP 6.25 11/01/28 144A                                                                                                                              | CUSIP: 431318AS3<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |   4135000 | PA      | $4166868.45   | 0.12%             | 2028-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Cox Enterprises, Inc.                                                                            | COXENT 7.375 07/15/27                                                                                                                                  | CUSIP: 224050AE4<br>LEI: TVRMNZKRGA8LPW6XPG60 | Long             | DBT              | CORP              | US        |   2670000 | PA      | $2770545.50   | 0.08%             | 2027-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BM5585                                                                                                                                              | CUSIP: 3140JAF37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1329163 | PA      | $1231882.88   | 0.04%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG G60344                                                                                                                                              | CUSIP: 31335ALZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    504078 | PA      | $501857.21    | 0.01%             | 2045-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG G60658                                                                                                                                              | CUSIP: 31335AWT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    472168 | PA      | $457860.34    | 0.01%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                                   | C V6.5 PERP JJ                                                                                                                                         | CUSIP: 172967QK0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   5180000 | PA      | $5258953.56   | 0.15%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN MA3238                                                                                                                                              | CUSIP: 31418CS47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3648061 | PA      | $3487408.14   | 0.10%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Transdigm Inc                                                                                    | TransDigm Term Loan J 250 2031-02-01                                                                                                                   | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |  16573804 | PA      | $16592449.05  | 0.48%             | 2031-02-28      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                                             | CCL 4 08/01/28 144A                                                                                                                                    | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   5645000 | PA      | $5609259.81   | 0.16%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | TII 1.625 10/15/29                                                                                                                                     | CUSIP: 91282CLV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  35660000 | PA      | $37625645.49  | 1.08%             | 2029-10-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4093                                                                                                                                              | CUSIP: 31418DRP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    652359 | PA      | $590645.91    | 0.02%             | 2040-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN DF9514                                                                                                                                              | CUSIP: 3140U1SC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5778179 | PA      | $5892235.79   | 0.17%             | 2056-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc.                                                                | PNC V5.423 01/25/41                                                                                                                                    | CUSIP: 693475CF0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   8515000 | PA      | $8611598.67   | 0.25%             | 2041-01-25      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| First Citizens BancShares Inc (Delaware)                                                         | FCNCA V6.254 03/12/40                                                                                                                                  | CUSIP: 31959XAF0<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |  23040000 | PA      | $23473451.52  | 0.67%             | 2040-03-12      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG G60038                                                                                                                                              | CUSIP: 31335ABF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    945303 | PA      | $917036.72    | 0.03%             | 2044-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Viper Energy Partners LLC                                                                        | VNOM 5.7 08/01/35                                                                                                                                      | CUSIP: 92764MAB0<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |   8281000 | PA      | $8595470.98   | 0.25%             | 2035-08-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                                                              | BPL 4.5 03/01/28 144A                                                                                                                                  | CUSIP: 118230AU5<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    400000 | PA      | $400585.32    | 0.01%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SUNOCO LOGISTICS PARTNERS OPERATIONS LP                                                          | SUN 5.375 07/15/31 144A                                                                                                                                | CUSIP: 86765KAM1<br>LEI: 5493006LL0CKP8WQW329 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1364875.60   | 0.04%             | 2031-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNR 2012-20 ZT                                                                                                                                         | CUSIP: 3136A4GN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   1200528 | PA      | $1165116.03   | 0.03%             | 2042-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| American Express Company                                                                         | AXP V3.55 PERP                                                                                                                                         | CUSIP: 025816CH0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   7465000 | PA      | $7423817.09   | 0.21%             | N/A             | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                                         | HCA 5.7 11/15/55                                                                                                                                       | CUSIP: 404119DH9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1911000 | PA      | $1841134.30   | 0.05%             | 2055-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Cushman & Wakefield U S Borrower LLC                                                             | CWK 6.75 05/15/28 144A                                                                                                                                 | CUSIP: 23166MAA1<br>LEI: 549300870CMN3WI5IF97 | Long             | DBT              | CORP              | US        |   8945000 | PA      | $8976593.74   | 0.26%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR QK1634                                                                                                                                              | CUSIP: 3133D4Y72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    610518 | PA      | $635211.62    | 0.02%             | 2043-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Affiliated Managers Group, Inc.                                                                  | AMG 5.5 02/15/36                                                                                                                                       | CUSIP: 008252AS7<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | DBT              | CORP              | US        |   6996000 | PA      | $7056584.80   | 0.20%             | 2036-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA4836                                                                                                                                              | CUSIP: 36179TLR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    598326 | PA      | $555787.76    | 0.02%             | 2047-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA1146                                                                                                                                              | CUSIP: 31418AHY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    154949 | PA      | $154033.26    | 0.00%             | 2042-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GNR 2023-131 P                                                                                                                                         | CUSIP: 38384EYV1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   1146142 | PA      | $1154713.68   | 0.03%             | 2048-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANKS                                                                          | FR SD7513                                                                                                                                              | CUSIP: 3132DVK20<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |   8298118 | PA      | $7914291.48   | 0.23%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                                      | VZ 5 01/15/36                                                                                                                                          | CUSIP: 92343VHG2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   3799000 | PA      | $3817314.45   | 0.11%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Company                                                                        | ARAMCO 5 02/02/36 144A                                                                                                                                 | CUSIP: 80415RAC5<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |   8711000 | PA      | $8727768.68   | 0.25%             | 2036-02-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citadel Securities Global Holdings LLC                                                           | CITSEC 5.5 06/18/30                                                                                                                                    | CUSIP: 17289RAA4<br>LEI: 549300NV5RXBUS3X7L47 | Long             | DBT              | CORP              | US        |   9702000 | PA      | $9985149.96   | 0.29%             | 2030-06-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Company LLC                                                              | ONCRTX 5.35 04/01/35 144A                                                                                                                              | CUSIP: 68233JCZ5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   2185000 | PA      | $2280058.27   | 0.07%             | 2035-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CA0907                                                                                                                                              | CUSIP: 3140Q8AH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    342332 | PA      | $328526.19    | 0.01%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA4322                                                                                                                                              | CUSIP: 36179SYT8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2131834 | PA      | $2093984.30   | 0.06%             | 2047-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Vsp Optical Group Inc.                                                                           | VSPOPT 5.45 12/01/35 144A                                                                                                                              | CUSIP: 91836LAA0<br>LEI: 549300PHX8USLM2BT742 | Long             | DBT              | CORP              | US        |   8435000 | PA      | $8585378.51   | 0.25%             | 2035-12-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V2.545 11/08/32                                                                                                                                    | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2260000 | PA      | $2059101.19   | 0.06%             | 2032-11-08      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                                     | UBS V6.6 PERP 144A                                                                                                                                     | CUSIP: 902613BR8<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  11719000 | PA      | $11797704.80  | 0.34%             | N/A             | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                                          | HYNMTR 4.55 01/08/31 144A                                                                                                                              | CUSIP: 44891AEE3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   8555000 | PA      | $8636540.87   | 0.25%             | 2031-01-08      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Totalenergies Capital USA LLC                                                                    | TTEFP 4.569 01/13/33                                                                                                                                   | CUSIP: 89158TAB5<br>LEI: 9845000979865101C194 | Long             | DBT              | CORP              | US        |   4476000 | PA      | $4533133.95   | 0.13%             | 2033-01-13      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Flutter Treasury Designated Activity Co.                                                         | FLTR 5.875 06/04/31 144A                                                                                                                               | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |   8625000 | PA      | $8605844.48   | 0.25%             | 2031-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR ZT0277                                                                                                                                              | CUSIP: 3132ACJW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1171745 | PA      | $1129142.25   | 0.03%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                                      | AWK 5.25 03/01/35                                                                                                                                      | CUSIP: 03040WBF1<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |  10820000 | PA      | $11255069.71  | 0.32%             | 2035-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                               | ET V7.125 PERP G                                                                                                                                       | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   5435000 | PA      | $5642214.81   | 0.16%             | N/A             | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CA1187                                                                                                                                              | CUSIP: 3140Q8J97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    343123 | PA      | $329291.57    | 0.01%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JANE STREET GROUP LLC                                                                            | JANEST 6.125 11/01/32 144A                                                                                                                             | CUSIP: 47077WAD0<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |   2709000 | PA      | $2727247.82   | 0.08%             | 2032-11-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                                           | FHR 5473 BF                                                                                                                                            | CUSIP: 3137HHFL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |  12040211 | PA      | $12176293.32  | 0.35%             | 2054-11-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Citadel Securities Global Holdings LLC                                                           | CITSEC 6.2 06/18/35                                                                                                                                    | CUSIP: 17289RAB2<br>LEI: 549300NV5RXBUS3X7L47 | Long             | DBT              | CORP              | US        |   9720000 | PA      | $10289598.12  | 0.29%             | 2035-06-18      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN DE7041                                                                                                                                              | CUSIP: 3140BKZF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2000812 | PA      | $2098347.48   | 0.06%             | 2055-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Super 30Y Fixed                                                                            | FR SL2146                                                                                                                                              | CUSIP: 31427PL44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8769110 | PA      | $8984531.81   | 0.26%             | 2055-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp.                                                                                    | USB V3.7 PERP                                                                                                                                          | CUSIP: 902973BC9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   8172000 | PA      | $8102462.00   | 0.23%             | N/A             | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                                       | OXY 7.875 09/15/31                                                                                                                                     | CUSIP: 674599DE2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   4942000 | PA      | $5740003.03   | 0.16%             | 2031-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG G60582                                                                                                                                              | CUSIP: 31335AUF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    503358 | PA      | $485728.92    | 0.01%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FR ZM0063                                                                                                                                              | CUSIP: 3131XTB82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    221029 | PA      | $219234.83    | 0.01%             | 2045-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V5.502 01/24/36                                                                                                                                    | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1367883.53   | 0.04%             | 2036-01-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BW9886                                                                                                                                              | CUSIP: 3140N26Y2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  17228329 | PA      | $17101563.21  | 0.49%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JANE STREET GROUP LLC                                                                            | JANEST 7.125 04/30/31 144A                                                                                                                             | CUSIP: 47077WAC2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |  20810000 | PA      | $21663444.74  | 0.62%             | 2031-04-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BM3260                                                                                                                                              | CUSIP: 3140J7TS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    481962 | PA      | $462097.04    | 0.01%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                               | TMUS 4.95 11/15/35                                                                                                                                     | CUSIP: 87264ADX0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   5416000 | PA      | $5468030.05   | 0.16%             | 2035-11-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                                         | HCA 5.75 03/01/35                                                                                                                                      | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |  18160000 | PA      | $19230293.20  | 0.55%             | 2035-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN DF6383                                                                                                                                              | CUSIP: 3140BXCV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5247161 | PA      | $5356549.07   | 0.15%             | 2055-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GLP Capital L.P. and GLP Financing II, Inc.                                                      | GLPI 5.625 03/01/36                                                                                                                                    | CUSIP: 361841AX7<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |   5175000 | PA      | $5179916.51   | 0.15%             | 2036-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                | WFC V5.244 01/24/31                                                                                                                                    | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   6415000 | PA      | $6656532.26   | 0.19%             | 2031-01-24      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corporation                                                                      | LMT 5 08/15/35                                                                                                                                         | CUSIP: 539830CM9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |  13027000 | PA      | $13468051.75  | 0.39%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BW4936                                                                                                                                              | CUSIP: 3140MWPW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    589067 | PA      | $612888.87    | 0.02%             | 2043-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA5399                                                                                                                                              | CUSIP: 36179T7L3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    318712 | PA      | $320592.55    | 0.01%             | 2048-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 3.75 10/31/32                                                                                                                                        | CUSIP: 91282CPF2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 106272000 | PA      | $106587495.00 | 3.05%             | 2032-10-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V1.512 07/20/27 GMTN                                                                                                                                | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    610000 | PA      | $604388.69    | 0.02%             | 2027-07-20      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                                                              | MEDIND 6.25 04/01/29 144A                                                                                                                              | CUSIP: 58506DAA6<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |  16369000 | PA      | $16912810.92  | 0.48%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Allison Transmission Inc.                                                                        | ALSN 5.875 12/01/33 144A                                                                                                                               | CUSIP: 019736AH0<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |   1778000 | PA      | $1816696.91   | 0.05%             | 2033-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS V5.218 04/23/31                                                                                                                                     | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1785000 | PA      | $1848190.18   | 0.05%             | 2031-04-23      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                                        | SUN 5.625 03/15/31 144A                                                                                                                                | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   2302000 | PA      | $2322871.66   | 0.07%             | 2031-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                                    | F 6.8 05/12/28                                                                                                                                         | CUSIP: 345397C92<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10462576.40  | 0.30%             | 2028-05-12      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| United Air Lines, Inc.                                                                           | UAL 4.625 04/15/29 144A                                                                                                                                | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |   8700000 | PA      | $8699218.74   | 0.25%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4364                                                                                                                                              | CUSIP: 31418DZ62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10618092 | PA      | $9498704.53   | 0.27%             | 2041-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS V5.016 10/23/35                                                                                                                                     | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   8020000 | PA      | $8105955.47   | 0.23%             | 2035-10-23      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                                     | AVGO 5.2 07/15/35                                                                                                                                      | CUSIP: 11135FCM1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   6033000 | PA      | $6237441.96   | 0.18%             | 2035-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Bank of Hawaii Corp.                                                                             | Bank of Hawaii Corp. DEPOSITARY SHARES, EACH REPRESENTING A 1/40TH INTEREST IN A SHARE OF 8.000% NON-CUMULATIVE PERPETUAL PREFERRED STOCK, SERIES B    | CUSIP: 062540307<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EP               | CORP              | US        |     80882 | NS      | $2149034.74   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN MA3332                                                                                                                                              | CUSIP: 31418CV27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    438601 | PA      | $417380.77    | 0.01%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Continental Community Holdings LLC                                                               | CSMCM 2021-RP11 CERT                                                                                                                                   | CUSIP: 12658QAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    502541 | PA      | $434115.78    | 0.01%             | 2061-10-27      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| PINNACLE FINANCIAL PARTNERS INC                                                                  | PNFP V6.168 11/01/30                                                                                                                                   | CUSIP: 87161CAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  14866000 | PA      | $15592769.31  | 0.45%             | 2030-11-01      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CA0854                                                                                                                                              | CUSIP: 3140Q75Q6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    740363 | PA      | $710436.02    | 0.02%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                               | META 4.875 11/15/35                                                                                                                                    | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   4210000 | PA      | $4253518.90   | 0.12%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-23

**Name of Applicant:** First Trust Exchange-Traded Fund VIII

**Signature:** Derek Maltbie

**Name of Signer:** Derek Maltbie

**Title:** Treasurer, Chief Financial Officer and Chief Accounting Officer