# EDGAR Filing Document

**Accession Number:** 0001667919
**File Stem:** 0000940400-25-004768
**Filing Date:** 2025-10
**Character Count:** 158283
**Document Hash:** 931a680fa0e4cbba8809d5c1b518edcd
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-25-004768.hdr.sgml**: 20251021

**ACCESSION NUMBER**: 0000940400-25-004768

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250831

**FILED AS OF DATE**: 20251021

**DATE AS OF CHANGE**: 20251021

**PERIOD START**: 20250831

**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:** 251406760

**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:** 2025-08-31

- **b. Date as of which information is reported:** 2025-08-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $3352639174.20

**Total Liabilities:** $10222321.40

**Net Assets:** $3342416852.80

**Cash Not Reported:** $10940743.20

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 2223.56521000 | **1-Year:** 33818.70002000 | **5-Year:** 735608.51702000 | **10-Year:** 420748.04802000 | **30-Year:** 21345.46252000

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

- **3-Month:** 1251.79707000 | **1-Year:** 26440.73790000 | **5-Year:** 45605.20144000 | **10-Year:** 14762.96754000 | **30-Year:** 282.49194000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000178745 | 1.55%                | -0.22%               | 1.23%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $5720.58                 | $40904977.43                               |
| Month 2  | $-6655857.95             | $-12884117.42                              |
| Month 3  | $2922420.24              | $24716872.87                               |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Freddie Mac                        | Freddie Mac Pool                                                      | CUSIP: 3132DMHG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10527197 | PA      | $9334439.97   | 0.28%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC           | Ford Motor Credit Co LLC                                              | CUSIP: 345397C92<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10388153.70  | 0.31%             | 2028-05-12      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                   | T-Mobile USA Inc                                                      | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    915000 | PA      | $909501.57    | 0.03%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A     | Ginnie Mae II Pool                                                    | CUSIP: 36179TQQ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    325596 | PA      | $308334.14    | 0.01%             | 2048-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                       | UBS Group AG                                                          | CUSIP: 902613BR8<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  11719000 | PA      | $11747523.23  | 0.35%             | N/A             | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO           | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl            | CUSIP: 47214BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   6660000 | PA      | $7307778.24   | 0.22%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FLOWERS FOODS INC                  | Flowers Foods Inc                                                     | CUSIP: 343498AD3<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |   2288000 | PA      | $2331954.49   | 0.07%             | 2035-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP               | Bank of America Corp                                                  | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1850089.22   | 0.06%             | 2031-04-29      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Pool                                                      | CUSIP: 3132ACJW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1216943 | PA      | $1130656.51   | 0.03%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C           | American Water Capital Corp                                           | CUSIP: 03040WBF1<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |  10820000 | PA      | $11014178.97  | 0.33%             | 2035-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                 | Energy Transfer LP                                                    | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   5435000 | PA      | $5590886.67   | 0.17%             | N/A             | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN            | Jane Street Group / JSG Finance Inc                                   | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2709000 | PA      | $2723471.48   | 0.08%             | 2032-11-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                | JPMorgan Chase & Co                                                   | CUSIP: 46647PAR7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2625000 | PA      | $2615462.17   | 0.08%             | 2029-04-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                       | CUSIP: 3140Q8J97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    365235 | PA      | $336895.05    | 0.01%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN POSEIDON LTD            | Transocean Poseidon Ltd                                               | CUSIP: 89383JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    607050 | PA      | $608832.91    | 0.02%             | 2027-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae REMICS                                                     | CUSIP: 3136B1Q80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    141635 | PA      | $139460.26    | 0.00%             | 2047-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC            | Goldman Sachs Group Inc/The                                           | CUSIP: 38141GB52<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3755000 | PA      | $3770733.45   | 0.11%             | N/A             | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac REMICS                                                    | CUSIP: 3137HHFL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13790798 | PA      | $13859375.93  | 0.41%             | 2054-11-25      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC           | Ford Motor Credit Co LLC                                              | CUSIP: 345397G56<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  36225000 | PA      | $36528575.28  | 1.09%             | 2035-02-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CITADEL SECURITIES GLOBA           | Citadel Securities Global Holdings LLC                                | CUSIP: 17289RAB2<br>LEI: 549300NV5RXBUS3X7L47 | Long             | DBT              | CORP              | US        |   8300000 | PA      | $8528613.46   | 0.26%             | 2035-06-18      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                       | CUSIP: 3140BKZF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2361837 | PA      | $2456551.25   | 0.07%             | 2055-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Pool                                                      | CUSIP: 31427PL44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9254984 | PA      | $9406967.77   | 0.28%             | 2055-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                      | TransDigm 2/2 2/28/31                                                 | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |   6834000 | PA      | $6847189.62   | 0.20%             | 2031-02-28      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                       | CUSIP: 3140BFZ24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7987319 | PA      | $7982610.81   | 0.24%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR           | Occidental Petroleum Corp                                             | CUSIP: 674599DE2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   5442000 | PA      | $6146364.59   | 0.18%             | 2031-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                      | Boeing Co/The                                                         | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |  30693000 | PA      | $34039524.09  | 1.02%             | 2064-05-01      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A     | Ginnie Mae II Pool                                                    | CUSIP: 36179SB71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5873907 | PA      | $5283208.49   | 0.16%             | 2046-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TPG OPERATING GROUP II             | TPG Operating Group II LP                                             | CUSIP: 872652AB8<br>LEI: 2549001H9RJQNZT7MU11 | Long             | DBT              | CORP              | US        |   7850000 | PA      | $7818125.47   | 0.23%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                  | Brown & Brown Inc                                                     | CUSIP: 115236AM3<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   8365000 | PA      | $8530905.72   | 0.26%             | 2035-06-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| RAISING CANE'S RESTAURAN           | Raising Cane's Restaurants LLC                                        | CUSIP: 75103AAA3<br>LEI: 254900V6ADXFWHYOED66 | Long             | DBT              | CORP              | US        |   8460000 | PA      | $8928362.52   | 0.27%             | 2029-05-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Pool                                                      | CUSIP: 3132ACSZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    564779 | PA      | $521931.90    | 0.02%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Pool                                                      | CUSIP: 3131XTB82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    236101 | PA      | $225422.06    | 0.01%             | 2045-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                                 | CUSIP: 31335AUF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    528666 | PA      | $492018.71    | 0.01%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                 | VICI Properties LP                                                    | CUSIP: 925650AD5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   8445000 | PA      | $8478027.89   | 0.25%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                       | CUSIP: 31418CDL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    359797 | PA      | $321492.91    | 0.01%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC              | Foundry JV Holdco LLC                                                 | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    865000 | PA      | $898842.27    | 0.03%             | 2031-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Pool                                                      | CUSIP: 3132AA5D2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    475598 | PA      | $441090.89    | 0.01%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                | JPMorgan Chase & Co                                                   | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1342898.09   | 0.04%             | 2036-01-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN            | Jane Street Group / JSG Finance Inc                                   | CUSIP: 47077WAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  20810000 | PA      | $21755356.68  | 0.65%             | 2031-04-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                       | CUSIP: 3140N26Y2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  17911079 | PA      | $17275433.86  | 0.52%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                       | CUSIP: 3140J7TS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    513401 | PA      | $473413.53    | 0.01%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SEMPRA                             | Sempra                                                                | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   8394000 | PA      | $8156090.54   | 0.24%             | 2052-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HCA INC                            | HCA Inc                                                               | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |  25160000 | PA      | $25893622.32  | 0.77%             | 2035-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                       | CUSIP: 3140FPFQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4461231 | PA      | $4260001.69   | 0.13%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                                 | CUSIP: 3132H32D4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    193747 | PA      | $182179.18    | 0.01%             | 2043-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                | Charles Schwab Corp/The                                               | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |  12508000 | PA      | $12335186.97  | 0.37%             | N/A             | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I            | Metropolitan Life Global Funding I                                    | CUSIP: 59217GBY4<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   4645000 | PA      | $4607715.42   | 0.14%             | 2026-12-18      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY              | Wells Fargo & Co                                                      | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   6415000 | PA      | $6628625.59   | 0.20%             | 2031-01-24      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| SKYAF 2020-1 A                     | SKYAF 2020-1 A                                                        | CUSIP: 83084RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10332401 | PA      | $9663212.89   | 0.29%             | 2038-05-10      | Floating      | 3.23%                 | No            |                  3 | On Loan: No      |
| BOOST NEWCO BORROWER LLC           | Boost Newco Borrower LLC                                              | CUSIP: 36268NAA8<br>LEI: 254900S8RE1OL7TTCU64 | Long             | DBT              | CORP              | US        |   6800000 | PA      | $7218628.40   | 0.22%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VAIL RESORTS INC                   | Vail Resorts Inc                                                      | CUSIP: 91879QAQ2<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |   8310000 | PA      | $8425966.05   | 0.25%             | 2030-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                     | Morgan Stanley                                                        | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $5646349.15   | 0.17%             | 2032-04-28      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC             | Motorola Solutions Inc                                                | CUSIP: 620076CC1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |  16750000 | PA      | $17281453.21  | 0.52%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP               | Lockheed Martin Corp                                                  | CUSIP: 539830CM9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |  17995000 | PA      | $18116411.01  | 0.54%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                       | CUSIP: 3140MWPW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    765422 | PA      | $794911.92    | 0.02%             | 2043-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A     | Ginnie Mae II Pool                                                    | CUSIP: 36179T7L3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    336474 | PA      | $330358.20    | 0.01%             | 2048-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                | JPMorgan Chase & Co                                                   | CUSIP: 46647PBT2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1638023.10   | 0.05%             | 2026-11-19      | Fixed         | 1.04%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                  | General Motors Co                                                     | CUSIP: 37045VBB5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |  12255000 | PA      | $12709466.63  | 0.38%             | 2035-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                     | Morgan Stanley                                                        | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    610000 | PA      | $595044.62    | 0.02%             | 2027-07-20      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA             | Goldman Sachs Bank USA/New York NY                                    | CUSIP: 38151LAF7<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |   1790000 | PA      | $1798385.52   | 0.05%             | 2027-03-18      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP               | Pilgrim's Pride Corp                                                  | CUSIP: 72147KAL2<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |  11725000 | PA      | $12853109.15  | 0.38%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                  | Brown & Brown Inc                                                     | CUSIP: 115236AN1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   8313000 | PA      | $8510891.30   | 0.25%             | 2055-06-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BOEING CO                          | Boeing Co/The                                                         | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2030000 | PA      | $1953484.77   | 0.06%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC           | Ford Motor Credit Co LLC                                              | CUSIP: 345397XU2<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4992220.80   | 0.15%             | 2026-01-08      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Pool                                                      | CUSIP: 3131XU6Q5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11502906 | PA      | $10281236.17  | 0.31%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC            | Goldman Sachs Group Inc/The                                           | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1785000 | PA      | $1843439.04   | 0.06%             | 2031-04-23      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| FARM CREDIT BK OF TEXAS            | Farm Credit Bank of Texas                                             | CUSIP: 30767EAD1<br>LEI: V1EBJIOLRNYDHDF63Z33 | Long             | DBT              | USGSE             | US        |   9291000 | PA      | $9297735.98   | 0.28%             | N/A             | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| FARM CREDIT BK OF TEXAS            | Farm Credit Bank of Texas                                             | CUSIP: 30767EAF6<br>LEI: V1EBJIOLRNYDHDF63Z33 | Long             | DBT              | USGSE             | US        |   2089000 | PA      | $2146056.86   | 0.06%             | N/A             | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                          | Amgen Inc                                                             | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |  14345000 | PA      | $14731239.41  | 0.44%             | 2033-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE             | VICI Properties LP / VICI Note Co Inc                                 | CUSIP: 92564RAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $976689.48    | 0.03%             | 2029-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                                 | CUSIP: 3128MJZQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    382371 | PA      | $341893.76    | 0.01%             | 2047-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                       | CUSIP: 31418DZ62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11112976 | PA      | $9500552.09   | 0.28%             | 2041-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                       | CUSIP: 31418EU99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  32237635 | PA      | $32514854.43  | 0.97%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC            | Goldman Sachs Group Inc/The                                           | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   8020000 | PA      | $7972876.32   | 0.24%             | 2035-10-23      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                                 | CUSIP: 3128MJYM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1161484 | PA      | $1039861.71   | 0.03%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS           | Discovery Communications LLC                                          | CUSIP: 25470DCA5<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |   4139000 | PA      | $3923523.66   | 0.12%             | 2029-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                       | Broadcom Inc                                                          | CUSIP: 11135FCM1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   6033000 | PA      | $6090300.47   | 0.18%             | 2035-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BANK OF HAWAII CORP                | Bank of Hawaii Corp                                                   | CUSIP: 062540307<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EP               | CORP              | US        |     80882 | NS      | $2151461.20   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A     | Ginnie Mae II Pool                                                    | CUSIP: 36179TLS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    650903 | PA      | $603103.09    | 0.02%             | 2047-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                   | Paramount Global                                                      | CUSIP: 92556HAD9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |  18580000 | PA      | $17352484.62  | 0.52%             | 2032-05-19      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                | JPMorgan Chase & Co                                                   | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1765000 | PA      | $1803092.18   | 0.05%             | 2028-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC           | Warnermedia Holdings Inc                                              | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   6239000 | PA      | $5388156.38   | 0.16%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                       | CUSIP: 31418CV27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    458110 | PA      | $420590.22    | 0.01%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CSMCM Trust Certificates           | CSMCM 2021-RPL11 Trust                                                | CUSIP: 12658QAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    520061 | PA      | $440528.13    | 0.01%             | 2061-10-27      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A     | Ginnie Mae II Pool                                                    | CUSIP: 36179TQP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    225611 | PA      | $208974.61    | 0.01%             | 2048-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A     | Ginnie Mae II Pool                                                    | CUSIP: 36179TEY7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    526581 | PA      | $472482.59    | 0.01%             | 2047-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SYNOVUS FINANCIAL CORP             | Synovus Financial Corp                                                | CUSIP: 87161CAP0<br>LEI: 549300EIUS8UN5JTLE54 | Long             | DBT              | CORP              | US        |  14866000 | PA      | $15469278.63  | 0.46%             | 2030-11-01      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                       | CUSIP: 3140Q75Q6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    765581 | PA      | $705441.15    | 0.02%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                      | CUSIP: 91282CNA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 124267000 | PA      | $125009689.18 | 3.74%             | 2032-04-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC            | Goldman Sachs Group Inc/The                                           | CUSIP: 38141GA79<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   6915000 | PA      | $7276205.03   | 0.22%             | N/A             | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC              | Foundry JV Holdco LLC                                                 | CUSIP: 350930AH6<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |  12440000 | PA      | $13030275.89  | 0.39%             | 2036-01-25      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA           | Cooperatieve Rabobank UA                                              | CUSIP: 21684AAF3<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   3635000 | PA      | $3612363.80   | 0.11%             | 2026-07-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                  | General Motors Co                                                     | CUSIP: 37045VBA7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   6650000 | PA      | $6870939.47   | 0.21%             | 2030-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| US BANCORP                         | US Bancorp                                                            | CUSIP: 91159HJL5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   2925000 | PA      | $2908372.55   | 0.09%             | 2034-02-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                      | TransDigm Inc                                                         | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5146436.65   | 0.15%             | 2028-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Pool                                                      | CUSIP: 3133B9SJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  18558246 | PA      | $15431271.46  | 0.46%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KROGER CO                          | Kroger Co/The                                                         | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |  33350000 | PA      | $33257903.31  | 1.00%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                | Station Casinos LLC                                                   | CUSIP: 857691AG4<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    956000 | PA      | $942889.03    | 0.03%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A     | Government National Mortgage Association                              | CUSIP: 38381YZE7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    268136 | PA      | $240381.92    | 0.01%             | 2049-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                       | CUSIP: 3140J6DH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    735149 | PA      | $680870.23    | 0.02%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                      | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14862000 | PA      | $14893349.61  | 0.45%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                     | Air Lease Corp                                                        | CUSIP: 00912XBF0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2527734.45   | 0.08%             | 2028-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae REMICS                                                     | CUSIP: 3136B1Z72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    501810 | PA      | $449265.01    | 0.01%             | 2048-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP               | Pilgrim's Pride Corp                                                  | CUSIP: 72147KAK4<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |   8670000 | PA      | $9148081.14   | 0.27%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BOEING CO                          | Boeing Co/The                                                         | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   9170000 | PA      | $9083309.20   | 0.27%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS           | Santander UK Group Holdings PLC                                       | CUSIP: 80281LAR6<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    995000 | PA      | $969649.80    | 0.03%             | 2028-01-11      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                       | CUSIP: 31418DTQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4453783 | PA      | $3575209.51   | 0.11%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                       | Synopsys Inc                                                          | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   5430000 | PA      | $5479414.09   | 0.16%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY            | Nationwide Building Society                                           | CUSIP: 63861VAF4<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   1550000 | PA      | $1519947.50   | 0.05%             | 2028-02-16      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                       | CUSIP: 31418CMF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    317795 | PA      | $293815.00    | 0.01%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                   | T-Mobile USA Inc                                                      | CUSIP: 87264ADM4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   3625000 | PA      | $3515319.17   | 0.11%             | 2035-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust     | Carvana Auto Receivables Trust 2022-P3                                | CUSIP: 14686MAK9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     70350 | PA      | $5706904.56   | 0.17%             | 2029-09-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC            | Goldman Sachs Group Inc/The                                           | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  18965000 | PA      | $18430245.03  | 0.55%             | 2027-09-10      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Pool                                                      | CUSIP: 3132ACSU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    575410 | PA      | $533401.13    | 0.02%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A     | Ginnie Mae II Pool                                                    | CUSIP: 36179TCZ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    190542 | PA      | $188371.98    | 0.01%             | 2047-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                                 | CUSIP: 3128MJYY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    265030 | PA      | $237113.16    | 0.01%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC             | GE HealthCare Technologies Inc                                        | CUSIP: 36266GAC1<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |  11375000 | PA      | $11684664.70  | 0.35%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                       | CUSIP: 3138WCPU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    995167 | PA      | $930156.71    | 0.03%             | 2044-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                | General Electric Co                                                   | CUSIP: 369604CA9<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |   8518000 | PA      | $8559408.38   | 0.26%             | 2036-01-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                | JPMorgan Chase & Co                                                   | CUSIP: 46647PER3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2045000 | PA      | $2034193.67   | 0.06%             | 2035-10-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP              | Truist Financial Corp                                                 | CUSIP: 89832QAD1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   6184000 | PA      | $6198836.03   | 0.19%             | N/A             | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| HCA INC                            | HCA Inc                                                               | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   7285000 | PA      | $7380903.46   | 0.22%             | 2034-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                       | CUSIP: 3138W9HB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    828625 | PA      | $801297.48    | 0.02%             | 2043-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                     | Starbucks Corp                                                        | CUSIP: 855244BM0<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |   9010000 | PA      | $9225035.54   | 0.28%             | 2035-05-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC           | Permian Resources Operating LLC                                       | CUSIP: 27034RAC7<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |   4960000 | PA      | $5400279.36   | 0.16%             | 2031-07-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| HCA INC                            | HCA Inc                                                               | CUSIP: 404119CC1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2943000 | PA      | $2595356.48   | 0.08%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                       | CUSIP: 31418AQ35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    317277 | PA      | $297961.76    | 0.01%             | 2043-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                 | Ally Financial Inc                                                    | CUSIP: 02005NBN9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   4145000 | PA      | $3790351.31   | 0.11%             | N/A             | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                | JPMorgan Chase & Co                                                   | CUSIP: 46647PEC6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1849585.52   | 0.06%             | 2035-01-23      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Pool                                                      | CUSIP: 3132A5F59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4107793 | PA      | $3669923.19   | 0.11%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A     | Government National Mortgage Association                              | CUSIP: 38380XR74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    136793 | PA      | $126880.55    | 0.00%             | 2048-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A     | Government National Mortgage Association                              | CUSIP: 38381BZK3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3042000 | PA      | $2745779.77   | 0.08%             | 2049-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Pool                                                      | CUSIP: 3132DS4G4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  44480273 | PA      | $41605156.67  | 1.24%             | 2054-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A     | Ginnie Mae II Pool                                                    | CUSIP: 36179XHY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  23583432 | PA      | $22921307.51  | 0.69%             | 2052-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP           | National Rural Utilities Cooperative Finance Corp                     | CUSIP: 637432NK7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   3554000 | PA      | $3553389.07   | 0.11%             | 2046-04-20      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                    | CVS Health Corp                                                       | CUSIP: 126650EL0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   5888000 | PA      | $5799503.07   | 0.17%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                     | Morgan Stanley                                                        | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1255000 | PA      | $1325036.88   | 0.04%             | 2035-04-19      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| BXHPP Trust                        | BXHPP Trust 2021-FILM                                                 | CUSIP: 05609JAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5200000 | PA      | $4471756.12   | 0.13%             | 2036-08-15      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Pool                                                      | CUSIP: 3133A2V64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6782131 | PA      | $6253381.44   | 0.19%             | 2050-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MARS INC                           | Mars Inc                                                              | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   5370000 | PA      | $5474234.06   | 0.16%             | 2030-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                       | CUSIP: 31418EQ86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  30995545 | PA      | $30715483.82  | 0.92%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                       | CUSIP: 3140Q8J48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2169835 | PA      | $2005207.43   | 0.06%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                      | CUSIP: 91282CNK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  34795000 | PA      | $35084505.19  | 1.05%             | 2030-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A     | Ginnie Mae II Pool                                                    | CUSIP: 36179TJX4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    654674 | PA      | $606698.49    | 0.02%             | 2047-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                       | CUSIP: 3138WGLA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    234591 | PA      | $218152.27    | 0.01%             | 2046-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC           | Warnermedia Holdings Inc                                              | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   8851000 | PA      | $5970574.82   | 0.18%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC            | Goldman Sachs Group Inc/The                                           | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    775000 | PA      | $799469.07    | 0.02%             | 2036-01-28      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| AS MILEAGE PLAN IP LTD             | AS Mileage Plan IP Ltd                                                | CUSIP: 00218QAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   2568000 | PA      | $2573235.02   | 0.08%             | 2031-10-20      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Pool                                                      | CUSIP: 3132DVKY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2821969 | PA      | $2597062.69   | 0.08%             | 2050-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                   | T-Mobile USA Inc                                                      | CUSIP: 87264ACY9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1315000 | PA      | $1328906.18   | 0.04%             | 2033-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                       | CUSIP: 3140QSTL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12739452 | PA      | $12298857.90  | 0.37%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                       | CUSIP: 3140MNN93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7931720 | PA      | $6879082.70   | 0.21%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac REMICS                                                    | CUSIP: 3137BVBM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    301325 | PA      | $288870.53    | 0.01%             | 2047-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                       | Synopsys Inc                                                          | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   8960000 | PA      | $9141906.55   | 0.27%             | 2030-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP               | Bank of America Corp                                                  | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   8935000 | PA      | $9220991.48   | 0.28%             | N/A             | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                       | CUSIP: 3140KSVF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  24744855 | PA      | $19720190.49  | 0.59%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                       | CUSIP: 3140X6FL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3276178 | PA      | $2903181.85   | 0.09%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                      | Citigroup Inc                                                         | CUSIP: 17327CBA0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   6465000 | PA      | $6535609.76   | 0.20%             | 2036-03-27      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                       | CUSIP: 3140QCBC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9903402 | PA      | $8798065.51   | 0.26%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A     | Ginnie Mae II Pool                                                    | CUSIP: 3622ADWW4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8029216 | PA      | $8208224.30   | 0.25%             | 2054-12-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                                 | CUSIP: 31335ACR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    262940 | PA      | $245797.93    | 0.01%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                      | CUSIP: 91282CNN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4345000 | PA      | $4380642.56   | 0.13%             | 2030-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP               | Bank of America Corp                                                  | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5265000 | PA      | $4651103.63   | 0.14%             | 2031-10-24      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| SEALED AIR/SEALED AIR US           | Sealed Air Corp/Sealed Air Corp US                                    | CUSIP: 812127AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1067000 | PA      | $1124674.55   | 0.03%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                       | CUSIP: 31418DQ88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    418181 | PA      | $351261.27    | 0.01%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                    | United States Treasury Inflation Indexed Bonds                        | CUSIP: 91282CML2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  89470000 | PA      | $94021554.06  | 2.81%             | 2035-01-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Caesars Entert 02/06/31            | Caesars Entert 02/06/31                                               | CUSIP: 12768EAH9<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |   8500000 | PA      | $8488312.50   | 0.25%             | 2031-02-06      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Pool                                                      | CUSIP: 3132AD3L0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    850460 | PA      | $809670.20    | 0.02%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Pool                                                      | CUSIP: 31329NF94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    481553 | PA      | $447410.35    | 0.01%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                  | HSBC Holdings PLC                                                     | CUSIP: 404280DF3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1215000 | PA      | $1224298.40   | 0.04%             | 2028-06-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                | JPMorgan Chase & Co                                                   | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4011000 | PA      | $4101275.58   | 0.12%             | 2036-07-23      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                       | Calpine Corp                                                          | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |   9155000 | PA      | $9072935.22   | 0.27%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                        | Ovintiv Inc                                                           | CUSIP: 292505AD6<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |   8140000 | PA      | $8575445.23   | 0.26%             | 2034-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                       | CUSIP: 31418D2M3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1098040 | PA      | $917695.00    | 0.03%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                       | CUSIP: 3140QKKC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  26079754 | PA      | $20897278.20  | 0.63%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Pool                                                      | CUSIP: 3132A5HL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6507023 | PA      | $6008945.87   | 0.18%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                     | Morgan Stanley                                                        | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5010000 | PA      | $5182021.21   | 0.16%             | 2036-01-18      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                        | Vistra Corp                                                           | CUSIP: 92840MAD4<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    929000 | PA      | $1012876.62   | 0.03%             | N/A             | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                       | CUSIP: 3140Q8DA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    303202 | PA      | $279384.43    | 0.01%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A     | Government National Mortgage Association                              | CUSIP: 38380Y2X2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    148017 | PA      | $136780.91    | 0.00%             | 2048-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                      | Citigroup Inc                                                         | CUSIP: 17308CC53<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   4110000 | PA      | $3884955.26   | 0.12%             | 2030-11-05      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A     | Government National Mortgage Association                              | CUSIP: 38380XFR3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  12735858 | PA      | $11714528.86  | 0.35%             | 2048-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                       | CUSIP: 31418DHY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    483197 | PA      | $413204.74    | 0.01%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                       | CUSIP: 3140H37E0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    606462 | PA      | $557198.73    | 0.02%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP           | Hilcorp Energy I LP / Hilcorp Finance Co                              | CUSIP: 431318BG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10687000 | PA      | $10434896.88  | 0.31%             | 2035-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                       | CUSIP: 3140Q9SR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    369483 | PA      | $353740.47    | 0.01%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Pool                                                      | CUSIP: 3132ACS76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    300270 | PA      | $286309.56    | 0.01%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                                 | CUSIP: 3132XCRV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    520348 | PA      | $483454.08    | 0.01%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                      | TransDigm Inc                                                         | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1934000 | PA      | $1957095.83   | 0.06%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                      | CUSIP: 91282CMA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 105350000 | PA      | $107296505.60 | 3.21%             | 2029-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                     | Morgan Stanley                                                        | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  11555000 | PA      | $12032228.78  | 0.36%             | 2036-04-17      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| SPECTRUM BRANDS INC                | Spectrum Brands Inc                                                   | CUSIP: 84762LAX3<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |    637000 | PA      | $512785.00    | 0.02%             | 2031-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP              | Northrop Grumman Corp                                                 | CUSIP: 666807CP5<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |  25000000 | PA      | $25574678.75  | 0.77%             | 2035-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                       | CUSIP: 3140J6GJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    201827 | PA      | $186722.91    | 0.01%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC            | Goldman Sachs Group Inc/The                                           | CUSIP: 38141GYA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    860000 | PA      | $846730.35    | 0.03%             | 2027-03-09      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN            | Jane Street Group / JSG Finance Inc                                   | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8875000 | PA      | $9176625.75   | 0.27%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A     | Ginnie Mae II Pool                                                    | CUSIP: 36179SB89<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    528474 | PA      | $492537.93    | 0.01%             | 2046-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VF CORP                            | VF Corp                                                               | CUSIP: 918204BC1<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |  10100000 | PA      | $8818821.06   | 0.26%             | 2030-04-23      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Pool                                                      | CUSIP: 3132A5FG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2471094 | PA      | $2211333.90   | 0.07%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY             | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC | CUSIP: 01309QAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  19350000 | PA      | $19736226.00  | 0.59%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                      | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  84378000 | PA      | $84661457.77  | 2.53%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                | Buckeye Partners LP                                                   | CUSIP: 118230AV3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |   7150000 | PA      | $7414750.20   | 0.22%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                       | UBS Group AG                                                          | CUSIP: 225401AZ1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  15631000 | PA      | $17147581.68  | 0.51%             | 2033-08-12      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                      | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 172743000 | PA      | $170232828.28 | 5.09%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC           | Ford Motor Credit Co LLC                                              | CUSIP: 345397B28<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2447000 | PA      | $2439091.17   | 0.07%             | 2025-11-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Amneal Pharmaceuticals LLC         | AMNPHA TL B 1L 07/26/32                                               | CUSIP: 03167DAR5<br>LEI: 54930037VIXE7LRZ1M66 | Long             | LON              | CORP              | US        |   4702900 | PA      | $4738171.75   | 0.14%             | 2032-08-02      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                         | Intel Corp                                                            | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   7950000 | PA      | $4968188.49   | 0.15%             | 2049-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                 | Energy Transfer LP                                                    | CUSIP: 29273VBF6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   7385000 | PA      | $7171122.65   | 0.21%             | 2055-04-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                       | CUSIP: 3140Q83U7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    243961 | PA      | $238528.25    | 0.01%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                                 | CUSIP: 3132XCR49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1057541 | PA      | $978728.34    | 0.03%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                | JPMorgan Chase & Co                                                   | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1445000 | PA      | $1367070.86   | 0.04%             | 2029-06-01      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                | American Express Co                                                   | CUSIP: 025816EJ4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   2801000 | PA      | $2815919.86   | 0.08%             | 2029-07-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES             | PNC Financial Services Group Inc/The                                  | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   2365000 | PA      | $2656370.48   | 0.08%             | 2034-10-20      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                  | Iron Mountain Inc                                                     | CUSIP: 46284VAE1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |   3630000 | PA      | $3623667.83   | 0.11%             | 2028-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC           | Permian Resources Operating LLC                                       | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |   1999000 | PA      | $2037528.73   | 0.06%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP             | CCO Holdings LLC / CCO Holdings Capital Corp                          | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8049000 | PA      | $7988475.54   | 0.24%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COBANK ACB                         | CoBank ACB                                                            | CUSIP: 19075QAG7<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | DBT              | USGSE             | US        |   2478000 | PA      | $2545289.07   | 0.08%             | N/A             | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY              | Wells Fargo & Co                                                      | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  18390000 | PA      | $19100667.76  | 0.57%             | 2036-04-23      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| L'OREAL SA                         | L'Oreal SA                                                            | CUSIP: 502117AA2<br>LEI: 529900JI1GG6F7RKVI53 | Long             | DBT              | CORP              | FR        |   9000000 | PA      | $9177170.49   | 0.27%             | 2035-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                       | CUSIP: 3140N16S7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  19778903 | PA      | $18498334.78  | 0.55%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A     | Ginnie Mae II Pool                                                    | CUSIP: 36179TG41<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    262208 | PA      | $242169.90    | 0.01%             | 2047-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                  | L3Harris Technologies Inc                                             | CUSIP: 502431AU3<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |  25125000 | PA      | $25761019.28  | 0.77%             | 2034-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A     | Ginnie Mae II Pool                                                    | CUSIP: 36180AB85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  17962623 | PA      | $17313919.57  | 0.52%             | 2054-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP               | Bank of America Corp                                                  | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    920000 | PA      | $948220.99    | 0.03%             | 2036-01-24      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                      | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  50679000 | PA      | $49317001.88  | 1.48%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                       | CUSIP: 31418DSS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5131042 | PA      | $4503428.83   | 0.13%             | 2040-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                | JPMorgan Chase & Co                                                   | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1855000 | PA      | $1631377.43   | 0.05%             | 2032-02-04      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                    | Danske Bank A/S                                                       | CUSIP: 23636AAZ4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   3635000 | PA      | $3632523.44   | 0.11%             | 2026-09-11      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                       | CUSIP: 3138ETYX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1963355 | PA      | $1824961.08   | 0.05%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                      | AIB Group PLC                                                         | CUSIP: 00135TAF1<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |   7170000 | PA      | $7365502.67   | 0.22%             | 2031-05-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                       | CUSIP: 31418CS54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    318800 | PA      | $303565.59    | 0.01%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP             | Bank of New York Mellon Corp/The                                      | CUSIP: 064058AH3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   9015000 | PA      | $9018688.94   | 0.27%             | N/A             | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                                 | CUSIP: 3132H7DU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    235533 | PA      | $221465.28    | 0.01%             | 2044-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                     | Solventum Corp                                                        | CUSIP: 83444MAQ4<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |   7085000 | PA      | $7418616.64   | 0.22%             | 2031-03-13      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                     | Morgan Stanley                                                        | CUSIP: 61747YFJ9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3340000 | PA      | $3709137.47   | 0.11%             | 2034-11-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                | NuStar Logistics LP                                                   | CUSIP: 67059TAH8<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |   7046000 | PA      | $7299811.01   | 0.22%             | 2030-10-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A     | Ginnie Mae II Pool                                                    | CUSIP: 36179S2P1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2391312 | PA      | $2220030.82   | 0.07%             | 2047-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC             | Roper Technologies Inc                                                | CUSIP: 776696AM8<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |   4714000 | PA      | $4704369.30   | 0.14%             | 2035-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| KKR & CO INC                       | KKR & Co Inc                                                          | CUSIP: 48251WAB0<br>LEI: 54930013V5I303TF9571 | Long             | DBT              | CORP              | US        |   9830000 | PA      | $9757438.48   | 0.29%             | 2035-08-07      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A     | Ginnie Mae II Pool                                                    | CUSIP: 36179RD63<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    408357 | PA      | $367654.83    | 0.01%             | 2045-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                                 | CUSIP: 3132XCR31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4319595 | PA      | $4005703.17   | 0.12%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                         | VMware LLC                                                            | CUSIP: 928563AF2<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   5465000 | PA      | $5536676.64   | 0.17%             | 2030-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Pool                                                      | CUSIP: 3132DVK79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5261330 | PA      | $4643315.31   | 0.14%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COSTAR GROUP INC                   | CoStar Group Inc                                                      | CUSIP: 22160NAA7<br>LEI: 984500Q1D53D08E2E698 | Long             | DBT              | CORP              | US        |   4105000 | PA      | $3766070.18   | 0.11%             | 2030-07-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP               | Bank of America Corp                                                  | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1820000 | PA      | $1865373.36   | 0.06%             | 2036-02-12      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Pool                                                      | CUSIP: 3132DWFF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12732288 | PA      | $12327683.90  | 0.37%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                  | HEALTHPEAK OP LLC                                                     | CUSIP: 42250UAE2<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | LON              | CORP              | US        |    817573 | PA      | $811441.24    | 0.02%             | 2027-02-22      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                                 | CUSIP: 3128MJ2W9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    233433 | PA      | $215525.53    | 0.01%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                      | Citigroup Inc                                                         | CUSIP: 172967MV0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   6331500 | PA      | $6265538.43   | 0.19%             | N/A             | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                    | CVS Health Corp                                                       | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |  12380000 | PA      | $12919867.04  | 0.39%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                  | Nexstar Media Inc                                                     | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |   5425000 | PA      | $5422509.38   | 0.16%             | 2027-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                       | CUSIP: 31418BJX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    281886 | PA      | $275108.17    | 0.01%             | 2034-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                       | UBS Group AG                                                          | CUSIP: 225401BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   5560000 | PA      | $5674185.72   | 0.17%             | N/A             | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC           | Permian Resources Operating LLC                                       | CUSIP: 71424VAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |   8885000 | PA      | $9217609.98   | 0.28%             | 2032-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                      | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  80411000 | PA      | $81538638.83  | 2.44%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                       | CUSIP: 3140JQTM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10181612 | PA      | $9037153.48   | 0.27%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                                 | CUSIP: 3132XCSB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1212452 | PA      | $1157530.54   | 0.03%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY              | Wells Fargo & Co                                                      | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   8165000 | PA      | $8405190.46   | 0.25%             | 2034-04-24      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                                 | CUSIP: 3132XCSF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2573366 | PA      | $2453016.79   | 0.07%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP               | Bank of America Corp                                                  | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    720000 | PA      | $744230.08    | 0.02%             | 2035-01-23      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                       | CUSIP: 31418EHK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  23823107 | PA      | $23003860.43  | 0.69%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A     | Ginnie Mae II Pool                                                    | CUSIP: 36179SLS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7300886 | PA      | $6793870.68   | 0.20%             | 2046-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                         | Ecolab Inc                                                            | CUSIP: 278865BS8<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |   3918000 | PA      | $3947474.92   | 0.12%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                            | MPLX LP                                                               | CUSIP: 55336VCD0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |  10600000 | PA      | $10311104.10  | 0.31%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                         | Leidos Inc                                                            | CUSIP: 52532XAK1<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |  10765000 | PA      | $11127426.87  | 0.33%             | 2032-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Pool                                                      | CUSIP: 3132ACS27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1760260 | PA      | $1628183.46   | 0.05%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A     | Government National Mortgage Association                              | CUSIP: 38384JQR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    820342 | PA      | $824340.26    | 0.02%             | 2054-02-20      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A     | Ginnie Mae II Pool                                                    | CUSIP: 36179TLT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    215337 | PA      | $204263.35    | 0.01%             | 2047-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                                 | CUSIP: 31335BWR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    221391 | PA      | $204899.51    | 0.01%             | 2048-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV            | Fidelity National Information Services Inc                            | CUSIP: 31620MBU9<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   2932000 | PA      | $2146663.07   | 0.06%             | 2041-03-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC               | Chart Industries Inc                                                  | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |   5155000 | PA      | $5409342.55   | 0.16%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| EIDP INC                           | EIDP Inc                                                              | CUSIP: 263534CS6<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $7700607.53   | 0.23%             | 2032-05-15      | Fixed         | 5.12%                 | 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      | $617806.76    | 0.02%             | 2033-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                      | Carnival Corp                                                         | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   5972000 | PA      | $6078003.00   | 0.18%             | 2032-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                | Sirius XM Radio LLC                                                   | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   7260000 | PA      | $7231769.49   | 0.22%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                                 | CUSIP: 3128MJY61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    639219 | PA      | $571804.53    | 0.02%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MODIVCARE INC                      | ModivCare Inc                                                         | CUSIP: 60783XAC8<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | DBT              | CORP              | US        |   4689300 | PA      | $169987.13    | 0.01%             | 2029-10-01      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                       | CUSIP: 3140QBBB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2251170 | PA      | $2082329.25   | 0.06%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS           | Targa Resources Partners LP / Targa Resources Partners Finance Corp   | CUSIP: 87612BBN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11943000 | PA      | $12177500.81  | 0.36%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Pool                                                      | CUSIP: 3133KJM33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11549932 | PA      | $10200061.99  | 0.31%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                      | CUSIP: 91282CNJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16999000 | PA      | $17089307.19  | 0.51%             | 2032-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A     | Government National Mortgage Association                              | CUSIP: 38381BQQ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    261286 | PA      | $252096.42    | 0.01%             | 2048-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP              | General Dynamics Corp                                                 | CUSIP: 369550BR8<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |   9115000 | PA      | $9215448.30   | 0.28%             | 2035-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Pool                                                      | CUSIP: 3132DWNG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 126951368 | PA      | $125305107.32 | 3.75%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                | Kinetik Holdings LP                                                   | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |   3275000 | PA      | $3371422.55   | 0.10%             | 2028-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP           | Hilcorp Energy I LP / Hilcorp Finance Co                              | CUSIP: 431318AS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4135000 | PA      | $4159317.94   | 0.12%             | 2028-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| COX ENTERPRISES INC                | Cox Enterprises Inc                                                   | CUSIP: 224050AE4<br>LEI: TVRMNZKRGA8LPW6XPG60 | Long             | DBT              | CORP              | US        |   2670000 | PA      | $2804101.82   | 0.08%             | 2027-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                                 | CUSIP: 3132XCSE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1662592 | PA      | $1587278.66   | 0.05%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                       | CUSIP: 3140JAF37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1389930 | PA      | $1240946.04   | 0.04%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                                 | CUSIP: 31335B5H5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1547098 | PA      | $1432820.21   | 0.04%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                                 | CUSIP: 31335AWT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    498862 | PA      | $463508.75    | 0.01%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                      | TransDigm 2/2 2/28/31                                                 | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |   9841149 | PA      | $9860142.03   | 0.30%             | 2031-02-28      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS           | Santander UK Group Holdings PLC                                       | CUSIP: 80281LAQ8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   1440000 | PA      | $1409657.07   | 0.04%             | 2027-06-14      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                       | CUSIP: 31418CS47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3818513 | PA      | $3513429.98   | 0.11%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                      | Carnival Corp                                                         | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   5645000 | PA      | $5547736.65   | 0.17%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOFTBANK CORP                      | SoftBank Corp                                                         | CUSIP: 83405KAB8<br>LEI: 353800M1YCTS9JRBJ535 | Long             | DBT              | CORP              | JP        |  10473000 | PA      | $10458166.36  | 0.31%             | 2035-07-09      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                    | United States Treasury Inflation Indexed Bonds                        | CUSIP: 91282CLV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  35660000 | PA      | $37509456.72  | 1.12%             | 2029-10-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                       | CUSIP: 31418DRP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    685261 | PA      | $596342.88    | 0.02%             | 2040-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A     | Ginnie Mae II Pool                                                    | CUSIP: 36179SWW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    354248 | PA      | $318159.80    | 0.01%             | 2047-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Pool                                                      | CUSIP: 3132DWE66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12534335 | PA      | $12102000.19  | 0.36%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                       | CUSIP: 31418CR89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    336414 | PA      | $309986.92    | 0.01%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARE           | First Citizens BancShares Inc/NC                                      | CUSIP: 31959XAF0<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |  20590000 | PA      | $20728632.47  | 0.62%             | 2040-03-12      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY PARTNERS LL           | Viper Energy Partners LLC                                             | CUSIP: 92764MAB0<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |   3394000 | PA      | $3405183.23   | 0.10%             | 2035-08-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC           | Warnermedia Holdings Inc                                              | CUSIP: 55903VBY8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   5092000 | PA      | $4841397.22   | 0.14%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                    | Danske Bank A/S                                                       | CUSIP: 23636ABH3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   8349000 | PA      | $8716682.11   | 0.26%             | 2030-03-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                         | Leidos Inc                                                            | CUSIP: 52532XAL9<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |   3645000 | PA      | $3732870.82   | 0.11%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                | Buckeye Partners LP                                                   | CUSIP: 118230AU5<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    491000 | PA      | $483591.89    | 0.01%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS           | Cheniere Energy Partners LP                                           | CUSIP: 16411QAV3<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   8500000 | PA      | $8582133.72   | 0.26%             | 2035-10-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA           | AerCap Ireland Capital DAC / AerCap Global Aviation Trust             | CUSIP: 00774MAG0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1296000 | PA      | $1295753.84   | 0.04%             | 2025-10-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                  | Nexstar Media Inc                                                     | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |   9440000 | PA      | $9272386.19   | 0.28%             | 2028-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE             | VICI Properties LP / VICI Note Co Inc                                 | CUSIP: 92564RAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1570000 | PA      | $1517130.66   | 0.05%             | 2030-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                   | T-Mobile USA Inc                                                      | CUSIP: 87264ADS1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   5905000 | PA      | $6052202.08   | 0.18%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                       | CUSIP: 31418ENU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11392215 | PA      | $10311471.72  | 0.31%             | 2053-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae REMICS                                                     | CUSIP: 3136A4GN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1261893 | PA      | $1203298.47   | 0.04%             | 2042-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                | American Express Co                                                   | CUSIP: 025816CH0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   7465000 | PA      | $7293428.17   | 0.22%             | N/A             | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                | JPMorgan Chase & Co                                                   | CUSIP: 46647PBW5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1895000 | PA      | $1868563.46   | 0.06%             | 2027-02-04      | Fixed         | 1.04%                 | No            |                  2 | On Loan: No      |
| CUSHMAN & WAKEFIELD US             | Cushman & Wakefield US Borrower LLC                                   | CUSIP: 23166MAA1<br>LEI: 549300870CMN3WI5IF97 | Long             | DBT              | CORP              | US        |   8945000 | PA      | $9038842.00   | 0.27%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES            | Royal Caribbean Cruises Ltd                                           | CUSIP: 780153BU5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   7075000 | PA      | $7306387.88   | 0.22%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Mativ Holdings Inc                 | MATIV HOLDINGS 05/06/27                                               | CUSIP: 80854EAJ7<br>LEI: 549300Z1FU4IDULG1R21 | Long             | LON              | CORP              | US        |    418715 | PA      | $417145.28    | 0.01%             | 2027-05-06      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| FLEX INTERMEDIATE HOLDCO           | Flex Intermediate Holdco LLC                                          | CUSIP: 33939HAA7<br>LEI: 549300290TQIGM30A243 | Long             | DBT              | CORP              | US        |   3156000 | PA      | $2889388.28   | 0.09%             | 2031-06-30      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                | Sirius XM Radio LLC                                                   | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   1297000 | PA      | $1167241.76   | 0.03%             | 2031-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARE           | First Citizens BancShares Inc/NC                                      | CUSIP: 31959XAC7<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |   5490000 | PA      | $5570604.62   | 0.17%             | 2031-03-12      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                       | CUSIP: 31418EE63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7026472 | PA      | $6785569.23   | 0.20%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Pool                                                      | CUSIP: 3133N3VW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    324676 | PA      | $277637.59    | 0.01%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MARS INC                           | Mars Inc                                                              | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   3620000 | PA      | $3655821.89   | 0.11%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                       | CUSIP: 3140J86J7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    596429 | PA      | $551677.83    | 0.02%             | 2048-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                    | Fair Isaac Corp                                                       | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |   8935000 | PA      | $9077227.33   | 0.27%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RTX CORP                           | RTX Corp                                                              | CUSIP: 75513ECW9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |  30420000 | PA      | $33037219.07  | 0.99%             | 2034-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC              | Foundry JV Holdco LLC                                                 | CUSIP: 350930AK9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |  12305000 | PA      | $13024870.68  | 0.39%             | 2039-01-25      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Pool                                                      | CUSIP: 3132DVK20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8752836 | PA      | $8078451.55   | 0.24%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                       | CUSIP: 3140QQK87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10089433 | PA      | $9437810.00   | 0.28%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                  | HSBC Holdings PLC                                                     | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1110000 | PA      | $1059913.55   | 0.03%             | 2028-09-22      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP               | Bank of America Corp                                                  | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1846952.57   | 0.06%             | 2034-04-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                     | Solventum Corp                                                        | CUSIP: 83444MAR2<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |  14380000 | PA      | $14940692.59  | 0.45%             | 2034-03-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP             | Bunge Ltd Finance Corp                                                | CUSIP: 120568BQ2<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |  16726000 | PA      | $16821840.82  | 0.50%             | 2030-08-04      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                | JPMorgan Chase & Co                                                   | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1780000 | PA      | $1851299.54   | 0.06%             | 2036-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC            | Goldman Sachs Group Inc/The                                           | CUSIP: 38141GA95<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1760000 | PA      | $1856602.09   | 0.06%             | 2035-04-25      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                | Charles Schwab Corp/The                                               | CUSIP: 808513BZ7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   5360000 | PA      | $5401964.46   | 0.16%             | 2027-03-03      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                         | Intel Corp                                                            | CUSIP: 458140CM0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   2165000 | PA      | $1970449.94   | 0.06%             | 2054-02-21      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC           | Warnermedia Holdings Inc                                              | CUSIP: 55903VBU6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |  10239000 | PA      | $6384630.84   | 0.19%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                   | Paramount Global                                                      | CUSIP: 92556HAC1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |  29110000 | PA      | $22744662.43  | 0.68%             | 2050-05-19      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ALCON FINANCE CORP                 | Alcon Finance Corp                                                    | CUSIP: 01400EAE3<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |  11500000 | PA      | $11905105.56  | 0.36%             | 2032-12-06      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                      | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  71052000 | PA      | $67743641.25  | 2.03%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Pool                                                      | CUSIP: 3132DWDQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  27515227 | PA      | $21978000.98  | 0.66%             | 2052-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A     | Ginnie Mae II Pool                                                    | CUSIP: 36179SEG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    358481 | PA      | $322393.11    | 0.01%             | 2046-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                      | CUSIP: 91282CLR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 103298000 | PA      | $105184399.15 | 3.15%             | 2029-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Kelso Industries LLC               | KELSO INDUSTRIE2/26/2029                                              | CUSIP: 48825CAC9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    106420 | PA      | $106952.45    | 0.00%             | 2029-12-31      | Floating      | 10.07%                | No            |                  2 | On Loan: No      |
| BAE SYSTEMS HOLDINGS INC           | BAE Systems Holdings Inc                                              | CUSIP: 05523UAP5<br>LEI: MF62XBVMNYTYMC18DL76 | Long             | DBT              | CORP              | US        |   3208000 | PA      | $3201664.65   | 0.10%             | 2025-12-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK             | Canadian Imperial Bank of Commerce                                    | CUSIP: 13607P7Y4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   2684000 | PA      | $2743434.50   | 0.08%             | 2085-10-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Pool                                                      | CUSIP: 3132DWES8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  19960205 | PA      | $19322817.64  | 0.58%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                        | Vistra Operations Co LLC                                              | CUSIP: 92840VAA0<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   2581000 | PA      | $2578841.77   | 0.08%             | 2026-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Dreyfus Government Cash Management | Dreyfus Government Cash Management                                    | CUSIP: 262006208<br>LEI: 5493000Q69I5Q3QZIA91 | Long             | STIV             | RF                | US        |    286236 | NS      | $286235.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Pool                                                      | CUSIP: 3132DQTB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  24820155 | PA      | $23219729.04  | 0.69%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER             | Goodyear Tire & Rubber Co/The                                         | CUSIP: 382550BS9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |   4358000 | PA      | $4436962.60   | 0.13%             | 2030-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                                 | CUSIP: 31335ALZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    531763 | PA      | $510171.01    | 0.02%             | 2045-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC              | Jackson Financial Inc                                                 | CUSIP: 46817M206<br>LEI: 213800WXW2KG1N4CO374 | Long             | EP               | CORP              | US        |     68100 | NS      | $1777410.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                                 | CUSIP: 31335ABF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    997223 | PA      | $938197.74    | 0.03%             | 2044-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                | American Express Co                                                   | CUSIP: 025816DW6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   3640000 | PA      | $3718535.33   | 0.11%             | 2035-07-26      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                         | VMware LLC                                                            | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   6400000 | PA      | $5616862.27   | 0.17%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Pool                                                      | CUSIP: 3133D4Y72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    644145 | PA      | $668433.44    | 0.02%             | 2043-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                       | CUSIP: 31418AHY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    165889 | PA      | $160298.15    | 0.00%             | 2042-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A     | Ginnie Mae II Pool                                                    | CUSIP: 36179TLR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    629691 | PA      | $564561.20    | 0.02%             | 2047-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                    | Danske Bank A/S                                                       | CUSIP: 23636ABG5<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   3550000 | PA      | $3610962.16   | 0.11%             | 2028-03-01      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A     | Ginnie Mae II Pool                                                    | CUSIP: 36179TV51<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    453129 | PA      | $419178.58    | 0.01%             | 2048-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP             | Regions Financial Corp                                                | CUSIP: 7591EPAV2<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |   8525000 | PA      | $8657510.98   | 0.26%             | 2035-09-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae REMICS                                                     | CUSIP: 3136A7N65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1416521 | PA      | $1359162.65   | 0.04%             | 2042-08-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP             | Bunge Ltd Finance Corp                                                | CUSIP: 120568BR0<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   4995000 | PA      | $5010305.98   | 0.15%             | 2035-08-04      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ModivCare Inc                      | MODIVCARE INC T1/12/2026                                              | CUSIP: 60783LAD2<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | LON              | CORP              | US        |    573917 | PA      | $280502.13    | 0.01%             | 2026-01-12      | Floating      | 9.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                | American Express Co                                                   | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   3685000 | PA      | $3852050.15   | 0.12%             | 2036-04-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                   | HF Sinclair Corp                                                      | CUSIP: 403949AQ3<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |   2903000 | PA      | $2905495.16   | 0.09%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                       | CUSIP: 31418EPB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  22507222 | PA      | $21757634.99  | 0.65%             | 2053-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY            | Oncor Electric Delivery Co LLC                                        | CUSIP: 68233JCZ5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   2185000 | PA      | $2247613.99   | 0.07%             | 2035-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                                 | CUSIP: 3128MJ3A6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    767803 | PA      | $708385.28    | 0.02%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                      | Boeing Co/The                                                         | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |  15935000 | PA      | $17461134.15  | 0.52%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| CITADEL SECURITIES GLOBA           | Citadel Securities Global Holdings LLC                                | CUSIP: 17289RAA4<br>LEI: 549300NV5RXBUS3X7L47 | Long             | DBT              | CORP              | US        |   8350000 | PA      | $8547464.14   | 0.26%             | 2030-06-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                       | CUSIP: 3140Q8AH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    358977 | PA      | $331019.06    | 0.01%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A     | Ginnie Mae II Pool                                                    | CUSIP: 36179TEZ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    763549 | PA      | $707832.71    | 0.02%             | 2047-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                     | Morgan Stanley                                                        | CUSIP: 6174468V4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    495000 | PA      | $490200.56    | 0.01%             | 2026-12-10      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A     | Ginnie Mae II Pool                                                    | CUSIP: 36179SYT8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2237306 | PA      | $2122960.33   | 0.06%             | 2047-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY              | Wells Fargo & Co                                                      | CUSIP: 95000U3N1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    855000 | PA      | $862549.09    | 0.03%             | 2035-12-03      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Pool                                                      | CUSIP: 3132DWAG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1785447 | PA      | $1497404.47   | 0.04%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                       | CUSIP: 31418B6G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    367001 | PA      | $328422.48    | 0.01%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                | JPMorgan Chase & Co                                                   | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2260000 | PA      | $2015753.33   | 0.06%             | 2032-11-08      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                       | CUSIP: 3140X87K7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5646204 | PA      | $4992752.54   | 0.15%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-10-21

**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