# EDGAR Filing Document

**Accession Number:** 0001667919
**File Stem:** 0000940400-25-004797
**Filing Date:** 2025-10
**Character Count:** 168734
**Document Hash:** 56a15d59a37d122375166413aeda9644
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-25-004797.hdr.sgml**: 20251021

**ACCESSION NUMBER**: 0000940400-25-004797

**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:** 251406789

**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 Unconstrained Bond ETF (Series ID: S000061961)

| Class ID   | Class Name                               | Ticker Symbol   |
|:---|:---|:---|
| C000200735 | First Trust Smith Unconstrained Bond ETF | UCON            |

## 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 Unconstrained Bond ETF

- **b. EDGAR series identifier (if any):** S000061961

- **c. LEI of Series:** 5493008TXEPNJ8VLBR60

**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:** $2981596522.90

**Total Liabilities:** $28606402.85

**Net Assets:** $2952990120.05

**Delayed Delivery Securities:** $3088880.27

**Cash Not Reported:** $2381485.36

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 3152.10317000 | **1-Year:** 66100.51360000 | **5-Year:** 423513.70963000 | **10-Year:** 209902.95882000 | **30-Year:** 14778.17950000

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

- **3-Month:** 2186.98563000 | **1-Year:** 53261.22800000 | **5-Year:** 87056.00499000 | **10-Year:** 13734.36422000 | **30-Year:** 163.91099000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000200735 | 1.21%                | -0.02%               | 1.15%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1450201.86             | $26132028.23                               |
| Month 2  | $-684711.79              | $-10161211.00                              |
| Month 3  | $971527.59               | $20435799.80                               |

**Designated Index Information**

- **Index Name:** The Fund relies on the Absolute VaR Test

- **Index Identifier:** N/A

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Fannie Mae                                 | Fannie Mae Pool                                                       | CUSIP: 3140MGLD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13454815 | PA      | $10724631.85  | 0.36%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                             | Fannie Mae-Aces                                                       | CUSIP: 3136AQ5K2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19530 | PA      | $2.08         | 0.00%             | 2036-04-25      | Variable      | 2.04%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust             | Carvana Auto Receivables Trust 2023-P3                                | CUSIP: 14688GAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8700 | PA      | $995216.61    | 0.03%             | 2030-08-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                  | Boeing Co/The                                                         | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   8015000 | PA      | $7939228.27   | 0.27%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust               | GS Mortgage Securities Corp Trust 2023-FUN                            | CUSIP: 36267CAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4230000 | PA      | $4259827.00   | 0.14%             | 2028-03-15      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                   | Santander UK Group Holdings PLC                                       | CUSIP: 80281LAR6<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    430000 | PA      | $419044.64    | 0.01%             | 2028-01-11      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                | Extended Stay America Trust 2021-ESH                                  | CUSIP: 30227FAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2910914 | PA      | $2913524.24   | 0.10%             | 2038-07-15      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                             | Open Text Corp                                                        | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |   6731000 | PA      | $6991106.03   | 0.24%             | 2027-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                        | JPMorgan Chase & Co                                                   | CUSIP: 46647PER3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3080000 | PA      | $3063724.45   | 0.10%             | 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        |   5399000 | PA      | $5411952.74   | 0.18%             | N/A             | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                            | United States Treasury Note/Bond                                      | CUSIP: 91282CNL1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  49210000 | PA      | $49296501.83  | 1.67%             | 2027-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                    | Goldman Sachs Group Inc/The                                           | CUSIP: 38141GXM1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  18970000 | PA      | $18798877.13  | 0.64%             | 2026-12-09      | Fixed         | 1.09%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                 | Fannie Mae Pool                                                       | CUSIP: 3140BFZ24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6907309 | PA      | $6903237.33   | 0.23%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                   | BX Commercial Mortgage Trust 2021-VOLT                                | CUSIP: 05609VAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2385255 | PA      | $2377036.44   | 0.08%             | 2036-09-15      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                   | Permian Resources Operating LLC                                       | CUSIP: 27034RAC7<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |   7230000 | PA      | $7871778.18   | 0.27%             | 2031-07-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| BX Trust                                   | BX Trust 2024-BIO                                                     | CUSIP: 05612AAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2185000 | PA      | $2187695.85   | 0.07%             | 2041-02-15      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P             | Freddie Mac Multifamily Structured Pass Through Certificates          | CUSIP: 3137BQYW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6897149 | PA      | $105700.19    | 0.00%             | 2044-06-25      | Variable      | 2.20%                 | No            |                  2 | On Loan: No      |
| HCA INC                                    | HCA Inc                                                               | CUSIP: 19767QAQ8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    365000 | PA      | $365304.64    | 0.01%             | 2025-09-15      | Fixed         | 7.58%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                           | T-Mobile USA Inc                                                      | CUSIP: 87264AAV7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     74000 | PA      | $74167.02     | 0.00%             | 2028-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                             | Fannie Mae-Aces                                                       | CUSIP: 3136ARP44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    910692 | PA      | $33844.50     | 0.00%             | 2039-01-25      | Variable      | 2.72%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                     | Sunoco LP / Sunoco Finance Corp                                       | CUSIP: 86765LAT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $780294.48    | 0.03%             | 2029-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MARS INC                                   | Mars Inc                                                              | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   8250000 | PA      | $8410136.13   | 0.28%             | 2030-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                            | United States Treasury Note/Bond                                      | CUSIP: 91282CNK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14681000 | PA      | $14803150.47  | 0.50%             | 2030-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                     | Venture Global LNG Inc                                                | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   1861000 | PA      | $2027566.94   | 0.07%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust             | Carvana Auto Receivables Trust 2023-N3                                | CUSIP: 14686RAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      9800 | PA      | $2008550.05   | 0.07%             | 2030-09-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                   | Outfront Media Capital LLC / Outfront Media Capital Corp              | CUSIP: 69007TAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2811000 | PA      | $2968134.90   | 0.10%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                               | Synopsys Inc                                                          | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   7830000 | PA      | $7988965.21   | 0.27%             | 2030-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                     | CCO Holdings LLC / CCO Holdings Capital Corp                          | CUSIP: 1248EPBR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5008255.00   | 0.17%             | 2026-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                 | Fannie Mae REMICS                                                     | CUSIP: 3136BTFB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  32986357 | PA      | $33218607.84  | 1.12%             | 2054-11-25      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | Freddie Mac Pool                                                      | CUSIP: 3132DWDH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5701086 | PA      | $4552169.19   | 0.15%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                        | Freddie Mac STACR REMIC Trust 2024-DNA3                               | CUSIP: 35564NFA6<br>LEI: 529900P3PHNE8PW64Z68 | Long             | ABS-MBS          | CORP              | US        |   5325000 | PA      | $5339876.45   | 0.18%             | 2044-10-25      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                      | Qnity Electronics Inc                                                 | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6106976.10   | 0.21%             | 2032-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                              | Citigroup Inc                                                         | CUSIP: 17327CBA0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3945000 | PA      | $3988086.70   | 0.14%             | 2036-03-27      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A             | Ginnie Mae II Pool                                                    | CUSIP: 3622ADWW4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7074041 | PA      | $7231754.42   | 0.24%             | 2054-12-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                        | Charles Schwab Corp/The                                               | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |  10357000 | PA      | $10213905.62  | 0.35%             | N/A             | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                            | United States Treasury Note/Bond                                      | CUSIP: 91282CNN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8870000 | PA      | $8942761.67   | 0.30%             | 2030-07-31      | Fixed         | 3.88%                 | 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        |  31285000 | PA      | $32876543.18  | 1.11%             | 2035-01-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P             | Freddie Mac Multifamily Structured Pass Through Certificates          | CUSIP: 3137FMCG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1089899 | PA      | $11087.65     | 0.00%             | 2026-12-25      | Variable      | 1.40%                 | No            |                  2 | On Loan: No      |
| SREIT Trust                                | SREIT Trust 2021-MFP2                                                 | CUSIP: 85236WCJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1423000 | PA      | $1423181.57   | 0.05%             | 2036-11-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                        | Churchill Downs Inc                                                   | CUSIP: 171484AG3<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |   7400000 | PA      | $7400926.48   | 0.25%             | 2027-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                       | Pilgrim's Pride Corp                                                  | CUSIP: 72147KAH1<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |   1395000 | PA      | $1261413.41   | 0.04%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                    | HCA Inc                                                               | CUSIP: 197677AJ6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    360000 | PA      | $380092.31    | 0.01%             | 2027-12-01      | Fixed         | 7.05%                 | 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      |
| MORGAN STANLEY                             | Morgan Stanley                                                        | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4050000 | PA      | $4189059.06   | 0.14%             | 2036-01-18      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | Freddie Mac Pool                                                      | CUSIP: 3132DWFM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5425431 | PA      | $4709950.01   | 0.16%             | 2052-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KENNEDY-WILSON INC                         | Kennedy-Wilson Inc                                                    | CUSIP: 489399AN5<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |   4635000 | PA      | $4348464.30   | 0.15%             | 2030-02-01      | Fixed         | 4.75%                 | 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        |  11313000 | PA      | $11046129.72  | 0.37%             | 2035-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust             | Carvana Auto Receivables Trust 2022-N1                                | CUSIP: 14686GAH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     19300 | PA      | $824321.14    | 0.03%             | 2028-12-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                             | Morgan Stanley                                                        | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4685852.84   | 0.16%             | 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        |    364000 | PA      | $293020.00    | 0.01%             | 2031-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                   | Ascent Resources Utica Holdings LLC / ARU Finance Corp                | CUSIP: 04364VBA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    478000 | PA      | $485567.22    | 0.02%             | 2033-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                 | Fannie Mae Pool                                                       | CUSIP: 3140QNCK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3815936 | PA      | $3047233.56   | 0.10%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ASSOC BANC-CORP                            | Associated Banc-Corp                                                  | CUSIP: 045487AD7<br>LEI: 549300N3CIN473IW5094 | Long             | DBT              | CORP              | US        |   2870000 | PA      | $2985304.32   | 0.10%             | 2030-08-29      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                      | Qnity Electronics Inc                                                 | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6209837.28   | 0.21%             | 2033-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VF CORP                                    | VF Corp                                                               | CUSIP: 918204BC1<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |   8800000 | PA      | $7683725.28   | 0.26%             | 2030-04-23      | Fixed         | 2.95%                 | 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        |  23020000 | PA      | $23479479.20  | 0.80%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CSMCM Trust Certificates                   | CSMCM 2022-RPL1 Trust                                                 | CUSIP: 12662JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    105488 | PA      | $99280.76     | 0.00%             | 2061-04-25      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                 | LAD Auto Receivables Trust 2023-1                                     | CUSIP: 505710AF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4950000 | PA      | $5053884.66   | 0.17%             | 2030-06-17      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P             | Freddie Mac Multifamily Structured Pass Through Certificates          | CUSIP: 3137BM7D2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4043746 | PA      | $165.79       | 0.00%             | 2025-09-25      | Variable      | 0.66%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                               | UBS Group AG                                                          | CUSIP: 225401AZ1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   6864000 | PA      | $7529972.53   | 0.25%             | 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        |  69342000 | PA      | $68334374.06  | 2.31%             | 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        |   1603000 | PA      | $1597819.02   | 0.05%             | 2025-11-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                       | Bank of America Corp                                                  | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  10215000 | PA      | $9652987.15   | 0.33%             | 2029-06-14      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                        | COMM 2016-787S Mortgage Trust                                         | CUSIP: 12635WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2834000 | PA      | $2798771.11   | 0.09%             | 2036-02-10      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                             | Air Lease Corp                                                        | CUSIP: 00914AAJ1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2284762.09   | 0.08%             | 2026-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Nexstar Media Inc                          | NXST TL B 1L US 06/24/32                                              | CUSIP: 65336RBB3<br>LEI: 5493006PK6I4I2OOT688 | Long             | LON              | CORP              | US        |   7705000 | PA      | $7684543.23   | 0.26%             | 2032-06-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                            | United States Treasury Note/Bond                                      | CUSIP: 91282CKB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1504000 | PA      | $1508103.36   | 0.05%             | 2026-02-28      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | Freddie Mac Pool                                                      | CUSIP: 3132DWFE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12343910 | PA      | $11546023.68  | 0.39%             | 2052-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                        | JPMorgan Chase & Co                                                   | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4730349.00   | 0.16%             | 2029-06-01      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                    | Macy's Retail Holdings LLC                                            | CUSIP: 55617LAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7500000 | PA      | $7710232.50   | 0.26%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                     | PNC Financial Services Group Inc/The                                  | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1915000 | PA      | $2150930.01   | 0.07%             | 2034-10-20      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ABG Intermediate Holdings 2 LLC            | ABG Intermediat 12/21/28                                              | CUSIP: 00076VBL3<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |   7500000 | PA      | $7497675.00   | 0.25%             | 2028-12-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                    | GLP Capital LP / GLP Financing II Inc                                 | CUSIP: 361841AK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    675000 | PA      | $693334.35    | 0.02%             | 2028-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                          | Iron Mountain Inc                                                     | CUSIP: 46284VAE1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |   3170000 | PA      | $3164470.25   | 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        |   1750000 | PA      | $1783729.50   | 0.06%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                         | Viking Cruises Ltd                                                    | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |   7330000 | PA      | $7901974.56   | 0.27%             | 2031-07-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| COBANK ACB                                 | CoBank ACB                                                            | CUSIP: 19075QAG7<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | DBT              | USGSE             | US        |   2191000 | PA      | $2250495.71   | 0.08%             | N/A             | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                              | Citigroup Inc                                                         | CUSIP: 172967MU2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   4790000 | PA      | $4757037.14   | 0.16%             | N/A             | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BRINKER INTERNATIONAL IN                   | Brinker International Inc                                             | CUSIP: 109641AK6<br>LEI: 52990067JY6PBGJNTG76 | Long             | DBT              | CORP              | US        |   7420000 | PA      | $7894538.68   | 0.27%             | 2030-07-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                      | Wells Fargo & Co                                                      | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   6250000 | PA      | $6491526.56   | 0.22%             | 2036-04-23      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| ROLLINS INC                                | Rollins Inc                                                           | CUSIP: 775711AC8<br>LEI: 549300F2A0BXT4SGWD84 | Long             | DBT              | CORP              | US        |   5330000 | PA      | $5368591.49   | 0.18%             | 2035-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                            | United States Treasury Note/Bond                                      | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14172000 | PA      | $13791127.50  | 0.47%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                 | Fannie Mae Pool                                                       | CUSIP: 31418EHJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4472333 | PA      | $4183710.12   | 0.14%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                   | Discovery Communications LLC                                          | CUSIP: 25470DBZ1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |   9700000 | PA      | $7597719.00   | 0.26%             | 2040-06-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                             | Solventum Corp                                                        | CUSIP: 83444MAQ4<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |   7740000 | PA      | $8104459.11   | 0.27%             | 2031-03-13      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                              | Citigroup Inc                                                         | CUSIP: 172967LS8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1969973.78   | 0.07%             | 2028-10-27      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                              | Citigroup Inc                                                         | CUSIP: 172967MV0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   5575500 | PA      | $5517414.44   | 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        |  15460000 | PA      | $16134179.68  | 0.55%             | 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        |   7900000 | PA      | $7896373.11   | 0.27%             | 2027-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                    | Goldman Sachs Group Inc/The                                           | CUSIP: 38141GA79<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   9085000 | PA      | $9559554.98   | 0.32%             | N/A             | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                    | Macy's Retail Holdings LLC                                            | CUSIP: 55617LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8650000 | PA      | $8452299.06   | 0.29%             | 2032-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P             | Freddie Mac Multifamily Structured Pass Through Certificates          | CUSIP: 3137FPJQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6119871 | PA      | $72216.93     | 0.00%             | 2027-06-25      | Variable      | 1.34%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                   | Permian Resources Operating LLC                                       | CUSIP: 71424VAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |  15535000 | PA      | $16116552.73  | 0.55%             | 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        |  98420000 | PA      | $99800186.96  | 3.38%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALCON FINANCE CORP                         | Alcon Finance Corp                                                    | CUSIP: 01400EAB9<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1526437.22   | 0.05%             | 2029-09-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                     | SLM Student Loan Trust 2007-4                                         | CUSIP: 78444A107<br>LEI: ZRVUPOA27EDLVJ4VN175 | Long             | ABS-O            | CORP              | US        |      1375 | PA      | $153398.47    | 0.01%             | 2042-01-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                       | Bank of America Corp                                                  | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1209373.88   | 0.04%             | 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        |   3185882 | PA      | $3076323.74   | 0.10%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                            | Nissan Motor Co Ltd                                                   | CUSIP: 654922AD5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |   7168000 | PA      | $7599017.00   | 0.26%             | 2035-07-17      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                 | Leidos Inc                                                            | CUSIP: 52532XAK1<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |   6275000 | PA      | $6486261.37   | 0.22%             | 2032-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P             | Freddie Mac Multifamily Structured Pass Through Certificates          | CUSIP: 3137BTAF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1899979 | PA      | $38623.91     | 0.00%             | 2044-12-25      | Variable      | 1.96%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                    | Fidelity National Information Services Inc                            | CUSIP: 31620MBU9<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   1538000 | PA      | $1126046.32   | 0.04%             | 2041-03-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                 | Fannie Mae REMICS                                                     | CUSIP: 3136A9VM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    106085 | PA      | $94892.34     | 0.00%             | 2042-06-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                       | Chart Industries Inc                                                  | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |   7510000 | PA      | $7880535.89   | 0.27%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SOFTBANK CORP                              | SoftBank Corp                                                         | CUSIP: 83405KAA0<br>LEI: 353800M1YCTS9JRBJ535 | Long             | DBT              | CORP              | JP        |   4140000 | PA      | $4169654.32   | 0.14%             | 2030-07-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                              | Carnival Corp                                                         | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   5153000 | PA      | $5244465.75   | 0.18%             | 2032-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                   | Capital One Financial Corp                                            | CUSIP: 14040HCH6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1505000 | PA      | $1462744.10   | 0.05%             | 2027-11-02      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| MODIVCARE INC                              | ModivCare Inc                                                         | CUSIP: 60783XAC8<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | DBT              | CORP              | US        |   4868850 | PA      | $176495.81    | 0.01%             | 2029-10-01      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                            | United States Treasury Note/Bond                                      | CUSIP: 91282CNJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14667000 | PA      | $14744918.44  | 0.50%             | 2032-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                   | AerCap Ireland Capital DAC / AerCap Global Aviation Trust             | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   2000000 | PA      | $1959564.56   | 0.07%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | Freddie Mac Pool                                                      | CUSIP: 3132DWDC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4733002 | PA      | $3771717.59   | 0.13%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Park Avenue Trust                          | 245 Park Avenue Trust 2017-245P                                       | CUSIP: 90187LAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4441000 | PA      | $4346602.55   | 0.15%             | 2037-06-05      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                             | Starbucks Corp                                                        | CUSIP: 855244BM0<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |   6300000 | PA      | $6450357.82   | 0.22%             | 2035-05-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P             | Freddie Mac Multifamily Structured Pass Through Certificates          | CUSIP: 3137BS5P4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2855299 | PA      | $8044.52      | 0.00%             | 2026-08-25      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                        | Kinetik Holdings LP                                                   | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |   2834000 | PA      | $2917438.63   | 0.10%             | 2028-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                       | M&T Bank Corp                                                         | CUSIP: 55261FAZ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |   7350000 | PA      | $7413583.16   | 0.25%             | 2035-07-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                          | Herc Holdings Inc                                                     | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6248514.00   | 0.21%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                   | Santander UK Group Holdings PLC                                       | CUSIP: 80281LAQ8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   1585000 | PA      | $1551601.70   | 0.05%             | 2027-06-14      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| BX Trust                                   | BX Commercial Mortgage Trust 2020-VIV3                                | CUSIP: 05608EAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3420000 | PA      | $3225471.43   | 0.11%             | 2044-03-09      | Variable      | 3.66%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                      | Wells Fargo & Co                                                      | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    625000 | PA      | $576473.53    | 0.02%             | 2033-03-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                   | Warnermedia Holdings Inc                                              | CUSIP: 55903VBY8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   4420000 | PA      | $4202469.70   | 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        |   7298000 | PA      | $7619397.06   | 0.26%             | 2030-03-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                          | Nexstar Media Inc                                                     | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |   8235000 | PA      | $8088781.81   | 0.27%             | 2028-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                   | National Rural Utilities Cooperative Finance Corp                     | CUSIP: 637432NK7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   3134000 | PA      | $3133461.27   | 0.11%             | 2046-04-20      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P             | Freddie Mac Multifamily Structured Pass Through Certificates          | CUSIP: 3137BSRH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  38206238 | PA      | $756880.86    | 0.03%             | 2044-11-25      | Variable      | 1.98%                 | 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        |   2026000 | PA      | $1957774.98   | 0.07%             | 2030-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                            | United States Treasury Note/Bond                                      | CUSIP: 91282CMG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  87732000 | PA      | $89812208.19  | 3.04%             | 2030-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                   | AerCap Ireland Capital DAC / AerCap Global Aviation Trust             | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1650000 | PA      | $1587878.36   | 0.05%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC/FIN                    | Shift4 Payments LLC / Shift4 Payments Finance Sub Inc                 | CUSIP: 82453AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7750000 | PA      | $8040547.50   | 0.27%             | 2032-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                           | Paramount Global                                                      | CUSIP: 92556HAC1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |  38210000 | PA      | $29854811.11  | 1.01%             | 2050-05-19      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Dreyfus Government Cash Management         | Dreyfus Government Cash Management                                    | CUSIP: 262006208<br>LEI: 5493000Q69I5Q3QZIA91 | Long             | STIV             | RF                | US        |   5465652 | NS      | $5465652.46   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| BX Trust                                   | BX Commercial Mortgage Trust 2021-ACNT                                | CUSIP: 05609QAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000545 | PA      | $2999207.65   | 0.10%             | 2038-11-15      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                              | Boeing Co/The                                                         | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |  14375000 | PA      | $15751729.11  | 0.53%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                 | Fannie Mae Pool                                                       | CUSIP: 3140XPBW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11142173 | PA      | $11036188.31  | 0.37%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BXP Trust                                  | BXP Trust 2017-GM                                                     | CUSIP: 056083AJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3200000 | PA      | $3088311.04   | 0.10%             | 2039-06-13      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| KELLANOVA                                  | Kellanova                                                             | CUSIP: 487836CA4<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |   7508000 | PA      | $7340397.04   | 0.25%             | 2054-05-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FARM CREDIT BK OF TEXAS                    | Farm Credit Bank of Texas                                             | CUSIP: 30767EAF6<br>LEI: V1EBJIOLRNYDHDF63Z33 | Long             | DBT              | USGSE             | US        |   1805000 | PA      | $1854299.97   | 0.06%             | N/A             | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                     | Match Group Holdings II LLC                                           | CUSIP: 57665RAG1<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |   7400000 | PA      | $7365488.62   | 0.25%             | 2027-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ASP Dream Acquisition Co LLC               | ASP DREAM ACQUI 12/15/28                                              | CUSIP: 00217BAB0<br>LEI: 254900DH5Q9BDS6KS803 | Long             | LON              | CORP              | US        |   1994994 | PA      | $1815444.20   | 0.06%             | 2028-12-15      | Floating      | 8.71%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                            | United States Treasury Note/Bond                                      | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2131000 | PA      | $2135495.09   | 0.07%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MASTERBRAND INC                            | Masterbrand Inc                                                       | CUSIP: 57638PAA2<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | DBT              | CORP              | US        |   6380000 | PA      | $6615823.94   | 0.22%             | 2032-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | Freddie Mac Pool                                                      | CUSIP: 3132DWDS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8288453 | PA      | $7201476.09   | 0.24%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                        | Intesa Sanpaolo SpA                                                   | CUSIP: 46115HAU1<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |  10000000 | PA      | $10015380.00  | 0.34%             | N/A             | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                   | Prime Security Services Borrower LLC / Prime Finance Inc              | CUSIP: 74166MAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1430245.55   | 0.05%             | 2027-08-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                         | Advance Auto Parts Inc                                                | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |   7364000 | PA      | $7561559.92   | 0.26%             | 2030-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                            | United States Treasury Note/Bond                                      | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  36323000 | PA      | $36445022.76  | 1.23%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DOLP Trust                                 | DOLP Trust 2021-NYC                                                   | CUSIP: 23345LAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $5391648.00   | 0.18%             | 2041-05-10      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                             | Fannie Mae-Aces                                                       | CUSIP: 3136B7HP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6100000 | PA      | $117206.62    | 0.00%             | 2029-03-25      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | Freddie Mac Pool                                                      | CUSIP: 3132DWER0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  15397449 | PA      | $14403773.30  | 0.49%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                    | Royal Caribbean Cruises Ltd                                           | CUSIP: 780153BU5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   7730000 | PA      | $7982809.65   | 0.27%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CHOBANI HOLDCO II LLC                      | Chobani Holdco II LLC                                                 | CUSIP: 169918AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4335000 | PA      | $4689975.81   | 0.16%             | 2029-10-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARE                   | First Citizens BancShares Inc/NC                                      | CUSIP: 31959XAC7<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3246982.66   | 0.11%             | 2031-03-12      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                        | Sirius XM Radio LLC                                                   | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   2695000 | PA      | $2425378.99   | 0.08%             | 2031-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                        | JPMorgan Chase & Co                                                   | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3155000 | PA      | $3332938.53   | 0.11%             | 2035-04-22      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| UNDER ARMOUR INC                           | Under Armour Inc                                                      | CUSIP: 904311AD9<br>LEI: 549300D4549QKWETZ406 | Long             | DBT              | CORP              | US        |   6745000 | PA      | $6751386.84   | 0.23%             | 2030-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                            | Fair Isaac Corp                                                       | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |   7810000 | PA      | $7934319.58   | 0.27%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                             | Morgan Stanley                                                        | CUSIP: 61747YFJ9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4375000 | PA      | $4858525.88   | 0.16%             | 2034-11-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                      | Caesars Entertainment Inc                                             | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   1340000 | PA      | $1374584.06   | 0.05%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                   | RTX Corp                                                              | CUSIP: 75513ECW9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   7400000 | PA      | $8036667.36   | 0.27%             | 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        |  12295000 | PA      | $13014285.66  | 0.44%             | 2039-01-25      | Fixed         | 6.30%                 | 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: 46590XAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   1700000 | PA      | $1601350.36   | 0.05%             | 2031-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P             | Freddie Mac Multifamily Structured Pass Through Certificates          | CUSIP: 3137B8G68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     94510 | PA      | $26.29        | 0.00%             | 2042-01-25      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                   | Warnermedia Holdings Inc                                              | CUSIP: 55903VBU6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   5941000 | PA      | $3704569.96   | 0.13%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Kelso Industries LLC                       | KELSO INDUSTRIE2/26/2029                                              | CUSIP: 48825CAC9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     32571 | PA      | $32734.26     | 0.00%             | 2029-12-31      | Floating      | 10.07%                | No            |                  2 | On Loan: No      |
| Freddie Mac                                | Freddie Mac Pool                                                      | CUSIP: 3132DWES8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7748631 | PA      | $7501194.81   | 0.25%             | 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        |   4484000 | PA      | $4480250.48   | 0.15%             | 2026-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PART/FIN CORP                     | AmeriGas Partners LP / AmeriGas Finance Corp                          | CUSIP: 030981AM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7229719.00   | 0.24%             | 2028-06-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                 | Fannie Mae Pool                                                       | CUSIP: 31418ELW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  17046588 | PA      | $16491904.28  | 0.56%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | Freddie Mac Pool                                                      | CUSIP: 3132DQTB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12420730 | PA      | $11619830.15  | 0.39%             | 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        |  12934000 | PA      | $13168351.15  | 0.45%             | 2030-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                   | Ascent Resources Utica Holdings LLC / ARU Finance Corp                | CUSIP: 04364VAX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7930000 | PA      | $8078782.66   | 0.27%             | 2032-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                      | Jackson Financial Inc                                                 | CUSIP: 46817M206<br>LEI: 213800WXW2KG1N4CO374 | Long             | EP               | CORP              | US        |    121300 | NS      | $3165930.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTURY ALUMINUM COMPANY                   | Century Aluminum Co                                                   | CUSIP: 156431AS7<br>LEI: 549300U5ODNGEYWKSW73 | Long             | DBT              | CORP              | US        |   2165000 | PA      | $2215509.45   | 0.08%             | 2032-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                    | GLP Capital LP / GLP Financing II Inc                                 | CUSIP: 361841AH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    390000 | PA      | $391533.09    | 0.01%             | 2026-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP                     | Regions Financial Corp                                                | CUSIP: 7591EPAV2<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |   4870000 | PA      | $4945698.35   | 0.17%             | 2035-09-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                          | Brown & Brown Inc                                                     | CUSIP: 115236AK7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |  14750000 | PA      | $14941973.91  | 0.51%             | 2030-06-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ModivCare Inc                              | MODIVCARE INC T1/12/2026                                              | CUSIP: 60783LAD2<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | LON              | CORP              | US        |    951905 | PA      | $465243.71    | 0.02%             | 2026-01-12      | Floating      | 9.05%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                      | GFL Environmental Inc                                                 | CUSIP: 36168QAL8<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |  11400000 | PA      | $11121891.30  | 0.38%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | Freddie Mac Pool                                                      | CUSIP: 3132DWFF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5685733 | PA      | $5505053.24   | 0.19%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                   | Venture Global Calcasieu Pass LLC                                     | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    951000 | PA      | $990928.69    | 0.03%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                           | HF Sinclair Corp                                                      | CUSIP: 403949AQ3<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |   1692000 | PA      | $1693454.29   | 0.06%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                        | JPMorgan Chase & Co                                                   | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2660000 | PA      | $2614733.40   | 0.09%             | 2027-04-22      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                 | Fannie Mae REMICS                                                     | CUSIP: 3136ACXN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    325129 | PA      | $12052.99     | 0.00%             | 2033-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                          | Hyatt Hotels Corp                                                     | CUSIP: 448579AU6<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |   4475000 | PA      | $4553220.05   | 0.15%             | 2028-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                  | Amgen Inc                                                             | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    320000 | PA      | $309722.69    | 0.01%             | 2053-03-02      | Fixed         | 5.65%                 | 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        |   3628000 | PA      | $3980873.79   | 0.13%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                      | Genesis Energy LP / Genesis Energy Finance Corp                       | CUSIP: 37185LAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2965000 | PA      | $3097585.91   | 0.10%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                       | Pilgrim's Pride Corp                                                  | CUSIP: 72147KAJ7<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    286000 | PA      | $275625.61    | 0.01%             | 2031-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                      | Caesars Entertainment Inc                                             | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   7800000 | PA      | $7443286.50   | 0.25%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AMNEAL PHARMACEUTICALS L                   | Amneal Pharmaceuticals LLC                                            | CUSIP: 03168LAA3<br>LEI: 54930037VIXE7LRZ1M66 | Long             | DBT              | CORP              | US        |  14550000 | PA      | $14988903.81  | 0.51%             | 2032-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                   | Ford Motor Credit Co LLC                                              | CUSIP: 345397G56<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  27714000 | PA      | $27946250.80  | 0.95%             | 2035-02-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                              | TransDigm 2/2 2/28/31                                                 | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |   5982000 | PA      | $5993545.26   | 0.20%             | 2031-02-28      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                              | Boeing Co/The                                                         | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |  22573000 | PA      | $25034182.95  | 0.85%             | 2064-05-01      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                             | Morgan Stanley                                                        | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    920000 | PA      | $798263.75    | 0.03%             | 2032-02-13      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| RAISING CANE'S RESTAURAN                   | Raising Cane's Restaurants LLC                                        | CUSIP: 75103AAA3<br>LEI: 254900V6ADXFWHYOED66 | Long             | DBT              | CORP              | US        |   7385000 | PA      | $7793848.37   | 0.26%             | 2029-05-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P             | Freddie Mac Multifamily Structured Pass Through Certificates          | CUSIP: 3137BS6G3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4564526 | PA      | $162.04       | 0.00%             | 2025-09-25      | Variable      | 0.71%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                             | Air Lease Corp                                                        | CUSIP: 00914AAR3<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   1390000 | PA      | $1353327.52   | 0.05%             | 2027-01-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                      | Foundry JV Holdco LLC                                                 | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   1835000 | PA      | $1906792.56   | 0.06%             | 2031-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                    | Metropolitan Life Global Funding I                                    | CUSIP: 59217GFP9<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    965000 | PA      | $992721.43    | 0.03%             | 2033-03-28      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                   | Duke Energy Progress LLC                                              | CUSIP: 26442UAU8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   4375000 | PA      | $4418024.76   | 0.15%             | 2035-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                 | Fannie Mae REMICS                                                     | CUSIP: 3136BTN90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4493098 | PA      | $4539913.61   | 0.15%             | 2054-12-25      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                     | Sempra                                                                | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   7406000 | PA      | $7196093.22   | 0.24%             | 2052-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BOOST NEWCO BORROWER LLC                   | Boost Newco Borrower LLC                                              | CUSIP: 36268NAA8<br>LEI: 254900S8RE1OL7TTCU64 | Long             | DBT              | CORP              | US        |  12430000 | PA      | $13195228.09  | 0.45%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SKYAF 2020-1 A                             | SKYAF 2020-1 A                                                        | CUSIP: 83084RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    516620 | PA      | $483160.67    | 0.02%             | 2038-05-10      | Floating      | 3.23%                 | No            |                  3 | On Loan: No      |
| VAIL RESORTS INC                           | Vail Resorts Inc                                                      | CUSIP: 91879QAQ2<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |   7190000 | PA      | $7290336.45   | 0.25%             | 2030-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SFO Commerical Mortgage Trust              | SFO Commercial Mortgage Trust 2021-555                                | CUSIP: 78432WAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3530000 | PA      | $3508631.85   | 0.12%             | 2038-05-15      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                 | Fannie Mae Pool                                                       | CUSIP: 31418ED80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3713988 | PA      | $3474507.66   | 0.12%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                          | General Motors Co                                                     | CUSIP: 37045VBB5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   7595000 | PA      | $7876654.35   | 0.27%             | 2035-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | Freddie Mac REMICS                                                    | CUSIP: 3137HHBV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  31984239 | PA      | $2571465.61   | 0.09%             | 2054-10-25      | Floating      | 1.00%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                 | BFLD 2024-VICT Mortgage Trust                                         | CUSIP: 05555VAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3791000 | PA      | $3811126.42   | 0.13%             | 2041-07-15      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                  | Boeing Co/The                                                         | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1620000 | PA      | $1558938.59   | 0.05%             | 2050-05-01      | Fixed         | 5.80%                 | 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        |  14960000 | PA      | $15253739.60  | 0.52%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                            | United States Treasury Note/Bond                                      | CUSIP: 91282CLN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  60812000 | PA      | $60497250.47  | 2.05%             | 2029-09-30      | Fixed         | 3.50%                 | 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   | 0.17%             | 2026-01-08      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| FARM CREDIT BK OF TEXAS                    | Farm Credit Bank of Texas                                             | CUSIP: 30767EAD1<br>LEI: V1EBJIOLRNYDHDF63Z33 | Long             | DBT              | USGSE             | US        |  14490000 | PA      | $14500505.25  | 0.49%             | N/A             | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                  | Amgen Inc                                                             | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |  10950000 | PA      | $11244828.97  | 0.38%             | 2033-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                        | Medline Borrowe 10/23/28                                              | CUSIP: 58503UAF0<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |   8000000 | PA      | $8009200.00   | 0.27%             | 2028-10-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                    | Dell International LLC / EMC Corp                                     | CUSIP: 24703TAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1291732.91   | 0.04%             | 2030-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                   | Discovery Communications LLC                                          | CUSIP: 25470DCA5<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |  11471000 | PA      | $10873819.74  | 0.37%             | 2029-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | Freddie Mac Pool                                                      | CUSIP: 3132DWFQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3885256 | PA      | $3750447.07   | 0.13%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                           | Paramount Global                                                      | CUSIP: 92556HAD9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |  11340000 | PA      | $10590806.00  | 0.36%             | 2032-05-19      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                    | Dell International LLC / EMC Corp                                     | CUSIP: 24703TAL0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3945000 | PA      | $4001460.09   | 0.14%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                     | Penn Entertainment Inc                                                | CUSIP: 707569AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1580000 | PA      | $1473821.16   | 0.05%             | 2029-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BX Trust                                   | BX Trust 2024-PAT                                                     | CUSIP: 05612FAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4264000 | PA      | $4278916.32   | 0.14%             | 2041-03-15      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                   | Warnermedia Holdings Inc                                              | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   8640000 | PA      | $7461720.00   | 0.25%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FUNDIN                   | MassMutual Global Funding II                                          | CUSIP: 57629WCH1<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |    750000 | PA      | $746804.38    | 0.03%             | 2026-03-08      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust                     | Chase Auto Owner Trust 2022-A                                         | CUSIP: 16144JAH4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10000 | PA      | $643217.52    | 0.02%             | 2030-06-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P             | Freddie Mac Multifamily Structured Pass Through Certificates          | CUSIP: 3137H74M2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  47532478 | PA      | $485234.35    | 0.02%             | 2030-04-25      | Variable      | 1.18%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust             | Carvana Auto Receivables Trust 2021-P4                                | CUSIP: 14687KAK2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2800 | PA      | $360735.77    | 0.01%             | 2028-09-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                      | Foundry JV Holdco LLC                                                 | CUSIP: 350930AH6<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   7775000 | PA      | $8143922.43   | 0.28%             | 2036-01-25      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                          | General Motors Co                                                     | CUSIP: 37045VBA7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   7250000 | PA      | $7490873.86   | 0.25%             | 2030-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                       | Pilgrim's Pride Corp                                                  | CUSIP: 72147KAK4<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |  15150000 | PA      | $15985401.30  | 0.54%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust             | Carvana Auto Receivables Trust 2020-P1                                | CUSIP: 14687AAK4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5450 | PA      | $410836.04    | 0.01%             | 2027-09-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                    | Nationwide Building Society                                           | CUSIP: 63861VAF4<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    885000 | PA      | $867840.99    | 0.03%             | 2028-02-16      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                 | Fannie Mae REMICS                                                     | CUSIP: 3136A1L60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    554186 | PA      | $50959.54     | 0.00%             | 2041-11-25      | Floating      | 1.54%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                           | T-Mobile USA Inc                                                      | CUSIP: 87264ADM4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2765000 | PA      | $2681340.00   | 0.09%             | 2035-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BXHPP Trust                                | BXHPP Trust 2021-FILM                                                 | CUSIP: 05609JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6225000 | PA      | $6022477.72   | 0.20%             | 2036-08-15      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                 | Fannie Mae Pool                                                       | CUSIP: 3140XGX46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9510440 | PA      | $7588153.65   | 0.26%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BAYVIEW OPPOR MSTR FD 24-EDU1 20470625 FLT | BAYVIEW OPPOR MSTR FD 24-EDU1 20470625 FLT                            | CUSIP: 07336PAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7195386 | PA      | $7317237.91   | 0.25%             | 2047-06-25      | Floating      | 7.85%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                       | Bank of America Corp                                                  | CUSIP: 060505EU4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   6250000 | PA      | $6290337.50   | 0.21%             | N/A             | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| HCA INC                                    | HCA Inc                                                               | CUSIP: 404119CC1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2057000 | PA      | $1814015.72   | 0.06%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                         | Ally Financial Inc                                                    | CUSIP: 02005NBN9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   3625000 | PA      | $3314842.83   | 0.11%             | N/A             | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                        | JPMorgan Chase & Co                                                   | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2533000 | PA      | $2536452.25   | 0.09%             | 2028-04-26      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                             | Morgan Stanley                                                        | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     80000 | PA      | $84464.50     | 0.00%             | 2035-04-19      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| BX Trust 2019-OC11                         | BX Trust 2019-OC11                                                    | CUSIP: 05606FAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2800000 | PA      | $2650230.24   | 0.09%             | 2041-12-09      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| FLEX INTERMEDIATE HOLDCO                   | Flex Intermediate Holdco LLC                                          | CUSIP: 33939HAA7<br>LEI: 549300290TQIGM30A243 | Long             | DBT              | CORP              | US        |   2183000 | PA      | $1998585.12   | 0.07%             | 2031-06-30      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                   | AerCap Ireland Capital DAC / AerCap Global Aviation Trust             | CUSIP: 00774MAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    115000 | PA      | $114209.81    | 0.00%             | 2028-01-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P             | Freddie Mac Multifamily Structured Pass Through Certificates          | CUSIP: 3137BN6J8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  46915000 | PA      | $268452.32    | 0.01%             | 2044-03-25      | Variable      | 1.71%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                            | Cigna Group/The                                                       | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    330000 | PA      | $331841.80    | 0.01%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Hilton USA Trust                           | HILT COMMERCIAL MORTGAGE TRUST 2024-ORL                               | CUSIP: 403956AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2711000 | PA      | $2719532.87   | 0.09%             | 2037-05-15      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P             | Freddie Mac Multifamily Structured Pass Through Certificates          | CUSIP: 3137BLAE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1251884 | PA      | $224.96       | 0.00%             | 2043-08-25      | Variable      | 3.83%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust             | Carvana Auto Receivables Trust 2022-P2                                | CUSIP: 14686JAM2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     17100 | PA      | $2009525.77   | 0.07%             | 2029-05-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                 | US Bancorp                                                            | CUSIP: 91159HJN1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    440000 | PA      | $464192.79    | 0.02%             | 2034-06-12      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                    | Goldman Sachs Group Inc/The                                           | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    675000 | PA      | $696311.77    | 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        |   2261000 | PA      | $2265609.18   | 0.08%             | 2031-10-20      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| OREGON TOOL LUX LP                         | Oregon Tool Lux LP                                                    | CUSIP: 68610BAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   1392300 | PA      | $723996.00    | 0.02%             | 2029-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | Freddie Mac REMICS                                                    | CUSIP: 3137HHZY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  38116728 | PA      | $3141054.71   | 0.11%             | 2055-01-25      | Floating      | 1.55%                 | No            |                  2 | On Loan: No      |
| SMITHFIELD FOODS INC                       | Smithfield Foods Inc                                                  | CUSIP: 832248BB3<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |    387000 | PA      | $392622.61    | 0.01%             | 2029-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                      | Wells Fargo & Co                                                      | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2155000 | PA      | $1997811.02   | 0.07%             | 2031-02-11      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multiclass Certifi             | Freddie Mac Multiclass Certificates Series 2021-P009                  | CUSIP: 3137H13X2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9280648 | PA      | $261902.66    | 0.01%             | 2031-01-25      | Variable      | 1.41%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                       | Bank of America Corp                                                  | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   7810000 | PA      | $8059982.48   | 0.27%             | N/A             | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                       | Bank of America Corp                                                  | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5123000 | PA      | $4525660.76   | 0.15%             | 2031-10-24      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                             | Fannie Mae-Aces                                                       | CUSIP: 3136AT5H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     72004 | PA      | $18.37        | 0.00%             | 2039-07-25      | Variable      | 3.04%                 | 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        |    933000 | PA      | $983431.45    | 0.03%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Caesars Entert 02/06/31                    | Caesars Entert 02/06/31                                               | CUSIP: 12768EAH9<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |   7300000 | PA      | $7289962.50   | 0.25%             | 2031-02-06      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| HCA INC                                    | HCA Inc                                                               | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2870000 | PA      | $2736052.19   | 0.09%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MHC Commercial Mortgage Trust              | MHC Commercial Mortgage Trust 2021-MHC                                | CUSIP: 55316VAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4392000 | PA      | $4399431.26   | 0.15%             | 2038-04-15      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                 | Fannie Mae Pool                                                       | CUSIP: 31418EDD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2688722 | PA      | $2336113.86   | 0.08%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                          | HSBC Holdings PLC                                                     | CUSIP: 404280DF3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1481000 | PA      | $1492334.09   | 0.05%             | 2028-06-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                               | Calpine Corp                                                          | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |   8005000 | PA      | $7933243.74   | 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        |   7060000 | PA      | $7437671.17   | 0.25%             | 2034-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                      | Wells Fargo & Co                                                      | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   4390000 | PA      | $4531944.77   | 0.15%             | 2035-01-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                              | Citigroup Inc                                                         | CUSIP: 17308CC53<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    525000 | PA      | $496253.41    | 0.02%             | 2030-11-05      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                 | Fannie Mae Pool                                                       | CUSIP: 3138L3JU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    423528 | PA      | $398567.86    | 0.01%             | 2043-04-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                     | Spirit AeroSystems Inc                                                | CUSIP: 85205TAR1<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |   7100000 | PA      | $7828247.00   | 0.27%             | 2030-11-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                              | TransDigm Inc                                                         | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    642000 | PA      | $649666.76    | 0.02%             | 2033-01-15      | Fixed         | 6.00%                 | 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        |   6210000 | PA      | $6421053.06   | 0.22%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PRESTIGE BRANDS INC                        | Prestige Brands Inc                                                   | CUSIP: 74112BAL9<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |    550000 | PA      | $546866.98    | 0.02%             | 2028-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                       | Bank of America Corp                                                  | CUSIP: 060505GB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    570000 | PA      | $558210.41    | 0.02%             | N/A             | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KOHL'S CORPORATION                         | Kohl's Corp                                                           | CUSIP: 500255AY0<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $8063227.50   | 0.27%             | 2030-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                        | Buckeye Partners LP                                                   | CUSIP: 118230AV3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |   7800000 | PA      | $8088818.40   | 0.27%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                            | United States Treasury Note/Bond                                      | CUSIP: 91282CMW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 157594000 | PA      | $158218834.99 | 5.36%             | 2028-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                 | US Bancorp                                                            | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    175000 | PA      | $182448.34    | 0.01%             | 2035-01-23      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                 | Fannie Mae Pool                                                       | CUSIP: 31418EQL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  16478273 | PA      | $15901378.16  | 0.54%             | 2053-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Amneal Pharmaceuticals LLC                 | AMNPHA TL B 1L 07/26/32                                               | CUSIP: 03167DAR5<br>LEI: 54930037VIXE7LRZ1M66 | Long             | LON              | CORP              | US        |   6059800 | PA      | $6105248.50   | 0.21%             | 2032-08-02      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                          | Newell Brands Inc                                                     | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5291125.00   | 0.18%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                 | Intel Corp                                                            | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   6950000 | PA      | $4343259.12   | 0.15%             | 2049-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                     | SLM Student Loan Trust 2006-2                                         | CUSIP: 78446G102<br>LEI: 5493007758ACJK074H95 | Long             | ABS-O            | CORP              | US        |      6525 | PA      | $346593.49    | 0.01%             | 2041-01-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                   | BX Trust 2021-VIEW                                                    | CUSIP: 05606GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2250000 | PA      | $2248545.15   | 0.08%             | 2036-06-15      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                       | Bank of America Corp                                                  | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3820000 | PA      | $3466571.38   | 0.12%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                        | JPMorgan Chase & Co                                                   | CUSIP: 46647PAV8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1790000 | PA      | $1791866.56   | 0.06%             | 2029-07-23      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | Freddie Mac Pool                                                      | CUSIP: 3133KND83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4355574 | PA      | $3782512.41   | 0.13%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                   | Warnermedia Holdings Inc                                              | CUSIP: 55903VBL6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    316000 | PA      | $311473.30    | 0.01%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                      | GFL Environmental Inc                                                 | CUSIP: 36168QAM6<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    750000 | PA      | $726906.83    | 0.02%             | 2028-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                              | AIB Group PLC                                                         | CUSIP: 00135TAF1<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |   3135000 | PA      | $3220481.29   | 0.11%             | 2031-05-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                    | Talen Energy Supply LLC                                               | CUSIP: 87422VAK4<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |   7350000 | PA      | $7853724.90   | 0.27%             | 2030-06-01      | Fixed         | 8.62%                 | 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        |  11030000 | PA      | $11034513.48  | 0.37%             | N/A             | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                      | Wells Fargo & Co                                                      | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   8890000 | PA      | $9217661.57   | 0.31%             | 2029-07-25      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                            | United States Treasury Note/Bond                                      | CUSIP: 91282CKR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 184961000 | PA      | $187446413.44 | 6.35%             | 2027-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                        | NuStar Logistics LP                                                   | CUSIP: 67059TAH8<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |  12314000 | PA      | $12757574.91  | 0.43%             | 2030-10-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P             | Freddie Mac Multifamily Structured Pass Through Certificates          | CUSIP: 3137FMCP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2598127 | PA      | $238217.33    | 0.01%             | 2031-01-25      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                   | Florida Power & Light Co                                              | CUSIP: 341081GU5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   3840000 | PA      | $3973065.87   | 0.13%             | 2034-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                          | HEALTHPEAK OP LLC                                                     | CUSIP: 42250UAE2<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | LON              | CORP              | US        |    390555 | PA      | $387625.49    | 0.01%             | 2027-02-22      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                      | Northrop Grumman Corp                                                 | CUSIP: 666807CN0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |  15200000 | PA      | $15468168.58  | 0.52%             | 2030-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                     | Match Group Holdings II LLC                                           | CUSIP: 57667JAC6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |   7430000 | PA      | $7516686.11   | 0.25%             | 2033-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                               | UBS Group AG                                                          | CUSIP: 225401BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  16170000 | PA      | $16502083.29  | 0.56%             | N/A             | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                  | CIM Trust 2020-R6                                                     | CUSIP: 12560YAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5966412 | PA      | $5402102.88   | 0.18%             | 2060-12-25      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                              | Citigroup Inc                                                         | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3165000 | PA      | $3126055.50   | 0.11%             | 2030-03-20      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| BX Trust                                   | BX Commercial Mortgage Trust 2022-AHP                                 | CUSIP: 05610FAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2845000 | PA      | $2844664.29   | 0.10%             | 2039-01-17      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                      | Wells Fargo & Co                                                      | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5147085.40   | 0.17%             | 2034-04-24      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | Freddie Mac Pool                                                      | CUSIP: 3132DWE58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12182241 | PA      | $11394790.97  | 0.39%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                 | Fannie Mae Pool                                                       | CUSIP: 3140QQK87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4701832 | PA      | $4398165.47   | 0.15%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                      | Directv Financing LLC / Directv Financing Co-Obligor Inc              | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8300000 | PA      | $8256375.20   | 0.28%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                        | Sirius XM Radio LLC                                                   | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   7935000 | PA      | $7904144.75   | 0.27%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                       | Bank of America Corp                                                  | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3490000 | PA      | $3411408.10   | 0.12%             | 2028-02-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BACARDI LTD                                | Bacardi Ltd                                                           | CUSIP: 067316AF6<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |   3170000 | PA      | $3197257.28   | 0.11%             | 2028-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                     | PNC Financial Services Group Inc/The                                  | CUSIP: 693475BC8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   4965000 | PA      | $4807937.19   | 0.16%             | N/A             | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                      | General Dynamics Corp                                                 | CUSIP: 369550BR8<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |   4780000 | PA      | $4832676.13   | 0.16%             | 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        |  97920114 | PA      | $96650320.40  | 3.27%             | 2054-12-01      | Fixed         | 5.00%                 | 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        |   3625000 | PA      | $3646318.63   | 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        |    900000 | PA      | $945202.86    | 0.03%             | 2027-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BLUE RACER MID LLC/FINAN                   | Blue Racer Midstream LLC / Blue Racer Finance Corp                    | CUSIP: 095796AJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7665000 | PA      | $8001685.13   | 0.27%             | 2029-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WASTE PRO USA INC                          | Waste Pro USA Inc                                                     | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |   2850000 | PA      | $2987173.35   | 0.10%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                              | TransDigm 2/2 2/28/31                                                 | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |   8596292 | PA      | $8612883.03   | 0.29%             | 2031-02-28      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| BX Trust                                   | BX Trust 2021-RISE                                                    | CUSIP: 12434EAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1869868 | PA      | $1869740.82   | 0.06%             | 2036-11-15      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                              | Carnival Corp                                                         | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |  11515000 | PA      | $11316596.55  | 0.38%             | 2028-08-01      | Fixed         | 4.00%                 | 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        |  62350000 | PA      | $65583696.76  | 2.22%             | 2029-10-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | Freddie Mac Pool                                                      | CUSIP: 3132DWE66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7125888 | PA      | $6880101.92   | 0.23%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARE                   | First Citizens BancShares Inc/NC                                      | CUSIP: 31959XAF0<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |  12385000 | PA      | $12468388.21  | 0.42%             | 2040-03-12      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                        | Buckeye Partners LP                                                   | CUSIP: 118230AU5<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    536000 | PA      | $527912.94    | 0.02%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                        | American Express Co                                                   | CUSIP: 025816CH0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   8155000 | PA      | $7967569.56   | 0.27%             | N/A             | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY PARTNERS LL                   | Viper Energy Partners LLC                                             | CUSIP: 92764MAA2<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3025755.00   | 0.10%             | 2030-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                     | SLM Student Loan EDC Repackaging Trust 2013-M1                        | CUSIP: 78447T103<br>LEI: 549300QFNKDN6MY4H751 | Long             | ABS-O            | CORP              | US        |      1000 | PA      | $195547.58    | 0.01%             | 2029-10-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Mativ Holdings Inc                         | MATIV HOLDINGS 05/06/27                                               | CUSIP: 80854EAJ7<br>LEI: 549300Z1FU4IDULG1R21 | Long             | LON              | CORP              | US        |     26558 | PA      | $26458.55     | 0.00%             | 2027-05-06      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                             | Solventum Corp                                                        | CUSIP: 83444MAR2<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |   7855000 | PA      | $8161275.40   | 0.28%             | 2034-03-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                        | JPMorgan Chase & Co                                                   | CUSIP: 46647PBW5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    750000 | PA      | $739536.99    | 0.03%             | 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        |  10820000 | PA      | $10933512.62  | 0.37%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                      | Quikrete Holdings Inc                                                 | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1093894.56   | 0.04%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                            | United States Treasury Note/Bond                                      | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7944000 | PA      | $7574107.50   | 0.26%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                     | Canadian Imperial Bank of Commerce                                    | CUSIP: 13607P7Y4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   2316000 | PA      | $2367285.50   | 0.08%             | 2085-10-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                   | BX Trust 2021-LBA                                                     | CUSIP: 05609BBD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2261716 | PA      | $2257125.56   | 0.08%             | 2036-02-15      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | Freddie Mac REMICS                                                    | CUSIP: 3137HHEP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9016772 | PA      | $9078324.04   | 0.31%             | 2054-11-25      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                    | MPLX LP                                                               | CUSIP: 55336VCA6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8008431.92   | 0.27%             | 2031-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                 | Fannie Mae Pool                                                       | CUSIP: 31418EPB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8616549 | PA      | $8329580.60   | 0.28%             | 2053-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITADEL SECURITIES GLOBA                   | Citadel Securities Global Holdings LLC                                | CUSIP: 17289RAA4<br>LEI: 549300NV5RXBUS3X7L47 | Long             | DBT              | CORP              | US        |  14900000 | PA      | $15252361.16  | 0.52%             | 2030-06-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SREIT Trust                                | SREIT Trust 2021-MFP2                                                 | CUSIP: 85236WCL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6337000 | PA      | $6338167.91   | 0.21%             | 2036-11-15      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                             | Morgan Stanley                                                        | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1415000 | PA      | $1401027.46   | 0.05%             | 2029-01-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                 | Fannie Mae Pool                                                       | CUSIP: 3140QQKW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13987149 | PA      | $13086652.97  | 0.44%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                         | Energy Transfer LP                                                    | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1144000 | PA      | $950549.14    | 0.03%             | 2050-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                      | Wells Fargo & Co                                                      | CUSIP: 95000U3N1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1685000 | PA      | $1699877.44   | 0.06%             | 2035-12-03      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                               | UBS Group AG                                                          | CUSIP: 902613BR8<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  10290000 | PA      | $10315045.14  | 0.35%             | N/A             | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                       | Flutter Treasury DAC                                                  | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |   2000000 | PA      | $2037670.00   | 0.07%             | 2031-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                         | Energy Transfer LP                                                    | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   7920000 | PA      | $8147161.44   | 0.28%             | 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        |   1871000 | PA      | $1880994.88   | 0.06%             | 2032-11-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN POSEIDON LTD                    | Transocean Poseidon Ltd                                               | CUSIP: 89383JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    742950 | PA      | $745132.04    | 0.03%             | 2027-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                   | AerCap Ireland Capital DAC / AerCap Global Aviation Trust             | CUSIP: 00774MBC8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    315000 | PA      | $326925.85    | 0.01%             | 2028-06-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BX Trust                                   | BX Trust 2021-LBA                                                     | CUSIP: 05609BBF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4146216 | PA      | $4130746.50   | 0.14%             | 2036-02-15      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                       | Bank of America Corp                                                  | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    815000 | PA      | $796576.54    | 0.03%             | 2027-07-22      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A             | Ginnie Mae II Pool                                                    | CUSIP: 36179XLG9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5729458 | PA      | $5565092.52   | 0.19%             | 2052-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                   | Occidental Petroleum Corp                                             | CUSIP: 674599DE2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1242374.32   | 0.04%             | 2031-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                             | Morgan Stanley                                                        | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1635000 | PA      | $1688215.02   | 0.06%             | 2029-07-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                         | VICI Properties LP                                                    | CUSIP: 925650AD5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   4400000 | PA      | $4417208.14   | 0.15%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                 | Fannie Mae Pool                                                       | CUSIP: 31418EJ68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2779847 | PA      | $2690849.21   | 0.09%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                          | Post Holdings Inc                                                     | CUSIP: 737446AP9<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   1407000 | PA      | $1403630.38   | 0.05%             | 2029-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                 | US Bancorp                                                            | CUSIP: 91159HJJ0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    320000 | PA      | $338461.40    | 0.01%             | 2033-10-21      | Fixed         | 5.85%                 | 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        |  21225000 | PA      | $22189209.30  | 0.75%             | 2031-04-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| HCA INC                                    | HCA Inc                                                               | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |  14630000 | PA      | $15056585.64  | 0.51%             | 2035-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multiclass Certifi             | Freddie Mac Multifamily PC REMIC Trust 2019-P002                      | CUSIP: 3137FQKX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4095000 | PA      | $253388.16    | 0.01%             | 2033-07-25      | Variable      | 1.14%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                           | T-Mobile USA Inc                                                      | CUSIP: 87264ABS3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $947427.10    | 0.03%             | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                 | Fannie Mae Pool                                                       | CUSIP: 3140XNVT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4334353 | PA      | $3609335.87   | 0.12%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                         | Energy Transfer LP                                                    | CUSIP: 29273VAJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2281000 | PA      | $2271943.29   | 0.08%             | N/A             | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                       | Bank of America Corp                                                  | CUSIP: 06051GJP5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3215000 | PA      | $2923071.92   | 0.10%             | 2032-03-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                        | JPMorgan Chase & Co                                                   | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2780000 | PA      | $2700040.06   | 0.09%             | 2027-09-22      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| SLG Office Trust                           | SLG Office Trust 2021-OVA                                             | CUSIP: 78449RAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2950000 | PA      | $2612248.60   | 0.09%             | 2041-07-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                         | VICI Properties LP                                                    | CUSIP: 925650AE3<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    268000 | PA      | $245133.32    | 0.01%             | 2052-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                 | US Bancorp                                                            | CUSIP: 91159HJK7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1011547.88   | 0.03%             | 2029-02-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                        | General Electric Co                                                   | CUSIP: 369604BZ5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |   6595000 | PA      | $6625881.42   | 0.22%             | 2030-07-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MKT 2020-525M Mortgage Trust               | MKT 2020-525M Mortgage Trust                                          | CUSIP: 55316PAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4530000 | PA      | $4017526.08   | 0.14%             | 2040-02-12      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                    | Goldman Sachs Group Inc/The                                           | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   5240000 | PA      | $5209210.97   | 0.18%             | 2035-10-23      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                      | Wells Fargo & Co                                                      | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    385000 | PA      | $348274.80    | 0.01%             | 2051-04-04      | Fixed         | 5.01%                 | 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  | 0.35%             | 2028-05-12      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                               | Stryker Corp                                                          | CUSIP: 863667BK6<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |   6750000 | PA      | $6852243.60   | 0.23%             | 2028-02-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BANK OF HAWAII CORP                        | Bank of Hawaii Corp                                                   | CUSIP: 062540307<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EP               | CORP              | US        |     68942 | NS      | $1833857.20   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BX Trust                                   | BX Commercial Mortgage Trust 2020-VIV4                                | CUSIP: 05608MAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4050000 | PA      | $3750171.62   | 0.13%             | 2044-03-09      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| One Bryant Park Trust                      | One Bryant Park Trust 2019-OBP                                        | CUSIP: 68236JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2800000 | PA      | $2578835.84   | 0.09%             | 2054-09-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| SYNOVUS FINANCIAL CORP                     | Synovus Financial Corp                                                | CUSIP: 87161CAP0<br>LEI: 549300EIUS8UN5JTLE54 | Long             | DBT              | CORP              | US        |  10242000 | PA      | $10657631.63  | 0.36%             | 2030-11-01      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| BROOKLYN UNION GAS CO                      | Brooklyn Union Gas Co/The                                             | CUSIP: 114259AN4<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |   2805000 | PA      | $2784725.57   | 0.09%             | 2026-03-10      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivable             | Westlake Automobile Receivables Trust 2023-1                          | CUSIP: 96042XAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5290000 | PA      | $5440587.26   | 0.18%             | 2028-11-15      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                 | Fannie Mae Pool                                                       | CUSIP: 31418EJ50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6536817 | PA      | $6116888.72   | 0.21%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                    | Jane Street Group / JSG Finance Inc                                   | CUSIP: 47077WAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6765520.30   | 0.23%             | 2029-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                       | Lockheed Martin Corp                                                  | CUSIP: 539830CL1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15126175.20  | 0.51%             | 2030-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                        | JPMorgan Chase & Co                                                   | CUSIP: 46647PAR7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    160000 | PA      | $159418.65    | 0.01%             | 2029-04-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                 | US Bancorp                                                            | CUSIP: 91159HJL5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1213064.79   | 0.04%             | 2034-02-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                              | TransDigm Inc                                                         | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   8080000 | PA      | $8316641.63   | 0.28%             | 2028-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SDR Commercial Mortgage Trust              | SDR Commercial Mortgage Trust 2024-DSNY                               | CUSIP: 811304AE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3715000 | PA      | $3715771.23   | 0.13%             | 2039-05-15      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                             | Morgan Stanley                                                        | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5220000 | PA      | $5337619.02   | 0.18%             | 2029-04-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                  | Kroger Co/The                                                         | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |  11340000 | PA      | $11308684.36  | 0.38%             | 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        |   1044000 | PA      | $1029682.17   | 0.03%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NRTH PARK Mortgage Trust                   | NRTH 2024-PARK Mortgage Trust                                         | CUSIP: 67021HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4218000 | PA      | $4223725.94   | 0.14%             | 2039-03-15      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Starwood Commercial Mortgage T             | STWD 2021-LIH Mortgage Trust                                          | CUSIP: 78486EAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1550000 | PA      | $1546845.75   | 0.05%             | 2036-11-15      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                   | Live Nation Entertainment Inc                                         | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    590000 | PA      | $585456.35    | 0.02%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | Freddie Mac Pool                                                      | CUSIP: 3132DWHD8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4169530 | PA      | $4016051.46   | 0.14%             | 2053-06-01      | Fixed         | 4.50%                 | 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