# EDGAR Filing Document

**Accession Number:** 0001700933
**File Stem:** 0001752724-25-161813
**Filing Date:** 2025-6
**Character Count:** 220499
**Document Hash:** 983bb0dc81db758349d5d7187026ba5c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-161813.hdr.sgml**: 20250627

**ACCESSION NUMBER**: 0001752724-25-161813

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250627

**DATE AS OF CHANGE**: 20250627

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** American Beacon Institutional Funds Trust
- **CENTRAL INDEX KEY:** 0001700933

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23239
- **FILM NUMBER:** 251085291

**BUSINESS ADDRESS:**
- **STREET 1:** 220 EAST LAS COLINAS BOULEVARD
- **STREET 2:** SUITE 1200
- **CITY:** IRVING
- **STATE:** TX
- **ZIP:** 75039
- **BUSINESS PHONE:** 817-391-6100

**MAIL ADDRESS:**
- **STREET 1:** 220 EAST LAS COLINAS BOULEVARD
- **STREET 2:** SUITE 1200
- **CITY:** IRVING
- **STATE:** TX
- **ZIP:** 75039

## Series and Classes Contracts Data

### American Beacon Diversified Fund (Series ID: S000057856)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000186839 | AAL Class    | ZABDFX          |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** American Beacon Institutional Funds Trust

- **b. Investment Company Act file number:** 811-23239

- **c. CIK number of Registrant:** 0001700933

- **d. LEI of Registrant:** 549300WDJ1HUF6WMNQ53

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

  - **Street Address 1:** 220 EAST LAS COLINAS BOULEVARD

  - **City:** IRVING

  - **State:** TX

  - **Foreign country:** US

  - **Zip / Postal Code:** 75039

  - **Telephone number:** 817-391-6100

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

- **a. Name of Series:** American Beacon Diversified Fund

- **b. EDGAR series identifier (if any):** S000057856

- **c. LEI of Series:** 549300I6NELIHOOMHG57

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

- **a. Date of fiscal year-end:** 2025-10-31

- **b. Date as of which information is reported:** 2025-04-30

**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:** $543590862.97

**Total Liabilities:** $4094431.02

**Net Assets:** $539496431.95

**Cash Not Reported:** $581876.10

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -210.71000000 | **1-Year:** -2193.15000000 | **5-Year:** -4876.72000000 | **10-Year:** -14697.54000000 | **30-Year:** -12889.17000000

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

- **3-Month:** -22.85000000 | **1-Year:** -81.20000000 | **5-Year:** -254.03000000 | **10-Year:** -354.99000000 | **30-Year:** -498.66000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000186839 | 1.02%                | -1.94%               | -0.60%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2088137.39              | $2629201.92                                |
| Month 2  | $1773845.73              | $-14362338.83                              |
| Month 3  | $1429066.83              | $-5827693.21                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| MORGAN STANLEY                                    | Morgan Stanley                                                                | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1410000 | PA      | $1174026.08   | 0.22%             | 2036-09-16      | Fixed         | 2.48%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                      | CUSIP: 36179WTZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    681273 | PA      | $602397.85    | 0.11%             | 2051-12-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| HBOS PLC                                          | HBOS PLC                                                                      | CUSIP: 4041A2AF1<br>LEI: 213800RS21X7UUH5QU25 | Long             | DBT              | CORP              | GB        |    365000 | PA      | $365172.07    | 0.07%             | 2033-11-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Universal Music Group NV                          | Universal Music Group NV                                                      | CUSIP: 000000000<br>LEI: 724500GJBUL3D9TW9Y18 | Long             | EC               | CORP              | NL        |     24753 | NS      | $724871.45    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co.                                                             | CUSIP: 949746RN3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    790000 | PA      | $786372.87    | 0.15%             | 2025-06-15      | Variable      | 5.88%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                      | CUSIP: 36179WG44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    624830 | PA      | $552759.34    | 0.10%             | 2051-06-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Shell PLC                                         | Shell PLC                                                                     | CUSIP: 780259305<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |     22200 | NS      | $1431456.00   | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| GM Financial Revolving Receivables Trust          | GM Financial Revolving Receivables Trust                                      | CUSIP: 36263HAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    245000 | PA      | $234529.83    | 0.04%             | 2034-06-12      | Fixed         | 1.17%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3133AXUH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    378824 | PA      | $318642.98    | 0.06%             | 2051-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                      | CUSIP: 3618N5C72<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1801350 | PA      | $1821168.71   | 0.34%             | 2054-12-20      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Warner Bros Discovery Inc                         | Warner Bros Discovery, Inc.                                                   | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |     55400 | NS      | $480318.00    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| DUKE ENERGY CAROLINAS                             | Duke Energy Carolinas LLC                                                     | CUSIP: 26442CBQ6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    235000 | PA      | $238142.28    | 0.04%             | 2035-03-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Contemporary Amperex Technology Co Ltd            | Contemporary Amperex Technology Co. Ltd.                                      | CUSIP: 000000000<br>LEI: 300300KINDY1K0E9I032 | Long             | EC               | CORP              | CN        |     13495 | NS      | $430149.87    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Florida Power & Light Co                          | Florida Power & Light Co.                                                     | CUSIP: 341081FQ5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    120000 | PA      | $94215.84     | 0.02%             | 2048-03-01      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                      | CUSIP: 3618N5A58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2025911 | PA      | $2048497.40   | 0.38%             | 2054-11-20      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| ENTERGY ARKANSAS LLC                              | Entergy Arkansas LLC                                                          | CUSIP: 29366MAC2<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    115000 | PA      | $76318.36     | 0.01%             | 2052-06-15      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132DPBD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    677482 | PA      | $541861.76    | 0.10%             | 2052-02-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| General Motors Co                                 | General Motors Co.                                                            | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |     39600 | NS      | $1791504.00   | 0.33%             |  |  |  | No            | 1                  | On Loan: No      |
| AMERICAN EXPRESS CO                               | American Express Co.                                                          | CUSIP: 025816CH0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    140000 | PA      | $133956.60    | 0.02%             | 2026-09-15      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| AT&T INC                                          | AT&T, Inc.                                                                    | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    235000 | PA      | $162044.52    | 0.03%             | 2057-12-01      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3140XCXR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    326687 | PA      | $274471.34    | 0.05%             | 2051-10-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                            | Pacific Gas & Electric Co.                                                    | CUSIP: 694308KQ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    145000 | PA      | $147111.96    | 0.03%             | 2029-05-15      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| VISTRA OPERATIONS CO LLC                          | Vistra Operations Co. LLC                                                     | CUSIP: 92840VAL6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    385000 | PA      | $384665.51    | 0.07%             | 2025-05-13      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Teledyne Technologies Inc                         | Teledyne Technologies, Inc.                                                   | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |      3500 | NS      | $1631105.00   | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| KBC Group NV                                      | KBC Group NV                                                                  | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | EC               | CORP              | BE        |      6706 | NS      | $615804.35    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| BLUE OWL CAPITAL CORP                             | Blue Owl Capital Corp.                                                        | CUSIP: 69121KAG9<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    310000 | PA      | $282509.77    | 0.05%             | 2028-06-11      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Appalachian Power Co                              | Appalachian Power Co.                                                         | CUSIP: 037735CX3<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    795000 | PA      | $631640.67    | 0.12%             | 2049-03-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| BAT Capital Corp                                  | BAT Capital Corp.                                                             | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    960000 | PA      | $755401.50    | 0.14%             | 2047-08-15      | Fixed         | 4.54%                 | No            | 2                  | On Loan: No      |
| Toyota Auto Loan Extended Note Trust              | Toyota Auto Loan Extended Note Trust                                          | CUSIP: 89231WAA1<br>LEI: 5493000KI9FC40RVHF71 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101934.04    | 0.02%             | 2036-06-25      | Fixed         | 4.93%                 | No            | 2                  | On Loan: No      |
| American Water Works Co Inc                       | American Water Works Co., Inc.                                                | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |     13000 | NS      | $1911130.00   | 0.35%             |  |  |  | No            | 1                  | On Loan: No      |
| Atlassian Corp                                    | Atlassian Corp.                                                               | CUSIP: 049468101<br>LEI: 549300V7ZY5P02D2MY38 | Long             | EC               | CORP              | US        |      3970 | NS      | $906390.70    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3140QCCF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    226958 | PA      | $213363.74    | 0.04%             | 2049-11-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Dominion Energy Inc                               | Dominion Energy, Inc.                                                         | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |     32600 | NS      | $1772788.00   | 0.33%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                      | CUSIP: 36180AAG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3546074 | PA      | $3586079.22   | 0.66%             | 2054-09-20      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit          | Ford Credit Auto Owner Trust                                                  | CUSIP: 345285AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $287450.73    | 0.05%             | 2034-05-15      | Fixed         | 1.53%                 | No            | 2                  | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                          | Public Service Enterprise Group, Inc.                                         | CUSIP: 744573AZ9<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    515000 | PA      | $519823.30    | 0.10%             | 2034-04-01      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                      | CUSIP: 36180ACB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3002188 | PA      | $3035219.23   | 0.56%             | 2054-10-20      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                      | CUSIP: 36179TNS0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     65960 | PA      | $61993.29     | 0.01%             | 2047-12-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3140KGR62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    232193 | PA      | $195235.74    | 0.04%             | 2050-06-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Rolls-Royce Holdings PLC                          | Rolls-Royce Holdings PLC                                                      | CUSIP: 000000000<br>LEI: 213800EC7997ZBLZJH69 | Long             | EC               | CORP              | GB        |    246189 | NS      | $2480071.27   | 0.46%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                      | CUSIP: 36179WZC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    497675 | PA      | $464563.64    | 0.09%             | 2052-03-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| BAE Systems PLC                                   | BAE Systems PLC                                                               | CUSIP: 000000000<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | EC               | CORP              | GB        |    107790 | NS      | $2497248.52   | 0.46%             |  |  |  | No            | 1                  | On Loan: No      |
| Hess Corp                                         | Hess Corp.                                                                    | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |      6946 | NS      | $896381.30    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| UnitedHealth Group Inc                            | UnitedHealth Group, Inc.                                                      | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      4526 | NS      | $1862177.44   | 0.35%             |  |  |  | No            | 1                  | On Loan: No      |
| ASML Holding NV                                   | ASML Holding NV                                                               | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |       647 | NS      | $426945.87    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Philip Morris International Inc                   | Philip Morris International, Inc.                                             | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |     22908 | NS      | $3925514.88   | 0.73%             |  |  |  | No            | 1                  | On Loan: No      |
| NATIONAL RURAL UTIL COOP                          | National Rural Utilities Cooperative Finance Corp.                            | CUSIP: 63743HFF4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    220000 | PA      | $220961.31    | 0.04%             | 2025-10-30      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3140QT2N8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    781289 | PA      | $783997.06    | 0.15%             | 2054-02-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 31418RQQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50694 | PA      | $51069.89     | 0.01%             | 2040-05-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3140XQF93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    706251 | PA      | $710205.14    | 0.13%             | 2053-07-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                          | Occidental Petroleum Corp.                                                    | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    260000 | PA      | $268975.11    | 0.05%             | 2030-09-01      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| ENTERGY CORP                                      | Entergy Corp.                                                                 | CUSIP: 29364GAL7<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    115000 | PA      | $104474.33    | 0.02%             | 2030-06-15      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co                                  | Wells Fargo & Co.                                                             | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     45842 | NS      | $3255240.42   | 0.60%             |  |  |  | No            | 1                  | On Loan: No      |
| BAYER US FINANCE LLC                              | Bayer U.S. Finance LLC                                                        | CUSIP: 07274EAM5<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |    995000 | PA      | $1011158.94   | 0.19%             | 2053-11-21      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| RS GROUP PLC                                      | RS Group PLC                                                                  | CUSIP: 000000000<br>LEI: 549300KVXDURRKVW7R37 | Long             | EC               | CORP              | GB        |     61459 | NS      | $422227.78    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 31418BCG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48518 | PA      | $48729.46     | 0.01%             | 2034-04-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| BAYER US FINANCE LLC                              | Bayer U.S. Finance LLC                                                        | CUSIP: 07274EAH6<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |    400000 | PA      | $407036.40    | 0.08%             | 2026-11-21      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Singapore Telecommunications Ltd                  | Singapore Telecommunications Ltd.                                             | CUSIP: 000000000<br>LEI: 2549003XJKIQO8YDYD89 | Long             | EC               | CORP              | SG        |    443100 | NS      | $1282381.13   | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| MARKEL GROUP INC                                  | Markel Group, Inc.                                                            | CUSIP: 570535AX2<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    450000 | PA      | $297284.30    | 0.06%             | 2052-05-07      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| Continental AG                                    | Continental AG                                                                | CUSIP: 000000000<br>LEI: 529900A7YD9C0LLXM621 | Long             | EC               | CORP              | DE        |      8809 | NS      | $682981.93    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Schlumberger NV                                   | Schlumberger NV                                                               | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |     19300 | NS      | $641725.00    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| BX Trust                                          | BX Commercial Mortgage Trust                                                  | CUSIP: 05609VAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    385000 | PA      | $381390.63    | 0.07%             | 2036-09-15      | Floating      | 5.14%                 | No            | 2                  | On Loan: No      |
| BAT CAPITAL CORP                                  | BAT Capital Corp.                                                             | CUSIP: 05526DBZ7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    130000 | PA      | $135752.14    | 0.03%             | 2034-02-20      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| FIDELITY NATL FINANCIAL                           | Fidelity National Financial, Inc.                                             | CUSIP: 31620RAL9<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |    145000 | PA      | $85599.96     | 0.02%             | 2051-09-17      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| Piraeus Financial Holdings SA                     | Piraeus Financial Holdings SA                                                 | CUSIP: 000000000<br>LEI: M6AD1Y1KW32H8THQ6F76 | Long             | EC               | CORP              | GR        |    148599 | NS      | $826383.28    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3140XMZF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    562103 | PA      | $449585.99    | 0.08%             | 2052-01-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132DQ3U8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    738185 | PA      | $750837.99    | 0.14%             | 2053-08-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3133L8CZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    440908 | PA      | $400800.37    | 0.07%             | 2036-03-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Unilever PLC                                      | Unilever PLC                                                                  | CUSIP: 000000000<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |     14348 | NS      | $909996.48    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Air Products and Chemicals Inc                    | Air Products & Chemicals, Inc.                                                | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |     13739 | NS      | $3724505.51   | 0.69%             |  |  |  | No            | 1                  | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132E0CE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    781899 | PA      | $789939.32    | 0.15%             | 2053-09-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Permian Resources Corp                            | Permian Resources Corp.                                                       | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Long             | EC               | CORP              | US        |     73581 | NS      | $868255.80    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Disco Corp                                        | Disco Corp.                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2000 | NS      | $386347.74    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| SAP SE                                            | SAP SE                                                                        | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |      7830 | NS      | $2272361.86   | 0.42%             |  |  |  | No            | 1                  | On Loan: No      |
| Amadeus IT Group SA                               | Amadeus IT Group SA                                                           | CUSIP: 000000000<br>LEI: 9598004A3FTY3TEHHN09 | Long             | EC               | CORP              | ES        |     12887 | NS      | $1009961.90   | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                          | Ford Motor Credit Co. LLC                                                     | CUSIP: 345397D59<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    700000 | PA      | $713562.78    | 0.13%             | 2028-11-07      | Fixed         | 6.80%                 | No            | 2                  | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Bonds                                         | CUSIP: 912810UH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4832819 | PA      | $4713221.42   | 0.87%             | 2055-02-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                      | CUSIP: 36179TJX4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     34779 | PA      | $31899.13     | 0.01%             | 2047-10-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| SYSTEM ENERGY RESOURCES                           | System Energy Resources, Inc.                                                 | CUSIP: 871911AV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $93653.55     | 0.02%             | 2034-12-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| Everest Group Ltd                                 | Everest Group Ltd.                                                            | CUSIP: 000000000<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               | CORP              | BM        |      2312 | NS      | $829614.96    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| MARKEL GROUP INC                                  | Markel Group, Inc.                                                            | CUSIP: 570535AT1<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    380000 | PA      | $328861.14    | 0.06%             | 2049-05-20      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Uber Technologies Inc                             | Uber Technologies, Inc.                                                       | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |     22434 | NS      | $1817378.34   | 0.34%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3140X9X75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    750946 | PA      | $629080.04    | 0.12%             | 2051-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Cognizant Technology Solutions Corp               | Cognizant Technology Solutions Corp.                                          | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |     16295 | NS      | $1198823.15   | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                          | Charter Communications Operating LLC/Charter Communications Operating Capital | CUSIP: 161175CQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    330000 | PA      | $341264.94    | 0.06%             | 2029-06-01      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3138X0YX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50676 | PA      | $47272.72     | 0.01%             | 2043-07-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Arch Capital Group Ltd                            | Arch Capital Group Ltd.                                                       | CUSIP: 000000000<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |     15020 | NS      | $1362013.60   | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| Mitsubishi Heavy Industries Ltd                   | Mitsubishi Heavy Industries Ltd.                                              | CUSIP: 000000000<br>LEI: 353800TJ98PCAZROVE69 | Long             | EC               | CORP              | JP        |    104500 | NS      | $2048753.86   | 0.38%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3140X8NT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    289068 | PA      | $264018.45    | 0.05%             | 2035-11-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Micron Technology Inc                             | Micron Technology, Inc.                                                       | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |      6250 | NS      | $480937.50    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3140XGW21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    351906 | PA      | $279118.19    | 0.05%             | 2051-04-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| TORONTO-DOMINION BANK                             | Toronto-Dominion Bank                                                         | CUSIP: 89115A3A8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1870000 | PA      | $1876979.03   | 0.35%             | 2026-12-17      | Fixed         | 4.57%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY PROGRESS NC                           | Duke Energy Progress NC Storm Funding LLC                                     | CUSIP: 26444BAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    715000 | PA      | $595285.70    | 0.11%             | 2037-07-01      | Fixed         | 2.39%                 | No            | 2                  | On Loan: No      |
| Olin Corp                                         | Olin Corp.                                                                    | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |     26000 | NS      | $562120.00    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3140QK5R5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    123517 | PA      | $107829.89    | 0.02%             | 2051-06-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Deutsche Boerse AG                                | Deutsche Boerse AG                                                            | CUSIP: 000000000<br>LEI: 529900G3SW56SHYNPR95 | Long             | EC               | CORP              | DE        |       687 | NS      | $221398.52    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Citigroup Inc                                     | Citigroup, Inc.                                                               | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     40300 | NS      | $2755714.00   | 0.51%             |  |  |  | No            | 1                  | On Loan: No      |
| Omnicom Group Inc                                 | Omnicom Group, Inc.                                                           | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |      7600 | NS      | $578816.00    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Sea Ltd                                           | Sea Ltd.                                                                      | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Long             | EC               | CORP              | KY        |     18600 | NS      | $2493330.00   | 0.46%             |  |  |  | No            | 1                  | On Loan: No      |
| BOEING CO                                         | Boeing Co.                                                                    | CUSIP: 097023CD5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    285000 | PA      | $268780.38    | 0.05%             | 2029-03-01      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| Samsung Electronics Co Ltd                        | Samsung Electronics Co. Ltd.                                                  | CUSIP: 000000000<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |     16629 | NS      | $649250.44    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| PNC Financial Services Group Inc/The              | PNC Financial Services Group, Inc.                                            | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |      9100 | NS      | $1462279.00   | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 31418DYN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    240096 | PA      | $223448.41    | 0.04%             | 2036-04-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| GM Financial Automobile Leasing Trust             | GM Financial Automobile Leasing Trust                                         | CUSIP: 36271VAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    130000 | PA      | $130887.55    | 0.02%             | 2028-02-21      | Fixed         | 4.66%                 | No            | 2                  | On Loan: No      |
| MOODY'S CORPORATION                               | Moody's Corp.                                                                 | CUSIP: 615369AU9<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    180000 | PA      | $90031.87     | 0.02%             | 2060-08-18      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| Spotify Technology SA                             | Spotify Technology SA                                                         | CUSIP: 000000000<br>LEI: 549300B4X0JHWV0DTD60 | Long             | EC               | CORP              | LU        |      3710 | NS      | $2277865.80   | 0.42%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3140X8LJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    630040 | PA      | $550042.81    | 0.10%             | 2050-11-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| General Dynamics Corp                             | General Dynamics Corp.                                                        | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |      7800 | NS      | $2122536.00   | 0.39%             |  |  |  | No            | 1                  | On Loan: No      |
| Xcel Energy Inc                                   | Xcel Energy, Inc.                                                             | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |     53953 | NS      | $3814477.10   | 0.71%             |  |  |  | No            | 1                  | On Loan: No      |
| Lithia Motors Inc                                 | Lithia Motors, Inc.                                                           | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |      1400 | NS      | $409864.00    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                      | CUSIP: 36179XX50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    700214 | PA      | $688729.46    | 0.13%             | 2053-04-20      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3140XG3N7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    332672 | PA      | $311862.36    | 0.06%             | 2052-05-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| BMW Vehicle Owner Trust                           | BMW Vehicle Owner Trust                                                       | CUSIP: 05602RAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     27371 | PA      | $27291.52     | 0.01%             | 2026-08-25      | Fixed         | 3.21%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp.                                              | CUSIP: 31335BC38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    277500 | PA      | $242213.08    | 0.04%             | 2047-04-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Comcast Corp                                      | Comcast Corp.                                                                 | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     95286 | NS      | $3258781.20   | 0.60%             |  |  |  | No            | 1                  | On Loan: No      |
| PPG Industries Inc                                | PPG Industries, Inc.                                                          | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |      9000 | NS      | $979740.00    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                          | Warnermedia Holdings, Inc.                                                    | CUSIP: 55903VBE2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $811240.68    | 0.15%             | 2052-03-15      | Fixed         | 5.14%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3133KYV55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    225816 | PA      | $198510.50    | 0.04%             | 2041-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Atmos Energy Corp                                 | Atmos Energy Corp.                                                            | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |     14700 | NS      | $2361261.00   | 0.44%             |  |  |  | No            | 1                  | On Loan: No      |
| METLIFE INC                                       | MetLife, Inc.                                                                 | CUSIP: 59156RCA4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    185000 | PA      | $182643.84    | 0.03%             | 2025-09-15      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3140XQBG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     99368 | PA      | $103285.10    | 0.02%             | 2054-06-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Orange SA                                         | Orange SA                                                                     | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | EC               | CORP              | FR        |     97178 | NS      | $1407476.96   | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Ally Auto Receivables Trust                       | Ally Auto Receivables Trust                                                   | CUSIP: 02008JAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     56466 | PA      | $56318.21     | 0.01%             | 2026-11-15      | Fixed         | 3.31%                 | No            | 2                  | On Loan: No      |
| PPL Corp                                          | PPL Corp.                                                                     | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |     37100 | NS      | $1354150.00   | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                      | CUSIP: 36179WVW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    260924 | PA      | $236834.76    | 0.04%             | 2052-01-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| ABB Ltd                                           | ABB Ltd.                                                                      | CUSIP: 000000000<br>LEI: 5493000LKVGOO9PELI61 | Long             | EC               | CORP              | CH        |     16200 | NS      | $847734.90    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Societe Generale SA                               | Societe Generale SA                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EC               | CORP              | FR        |     14033 | NS      | $724916.48    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| ASM International NV                              | ASM International NV                                                          | CUSIP: 000000000<br>LEI: 7245001I22ND6ZFHX623 | Long             | EC               | CORP              | NL        |      1730 | NS      | $836385.32    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Alcon AG                                          | Alcon AG                                                                      | CUSIP: 000000000<br>LEI: 549300LDT5AP8S0NBM78 | Long             | EC               | CORP              | CH        |     18700 | NS      | $1825307.00   | 0.34%             |  |  |  | No            | 1                  | On Loan: —       |
| Axalta Coating Systems Ltd                        | Axalta Coating Systems Ltd.                                                   | CUSIP: 000000000<br>LEI: 529900AGLPA40GV6H619 | Long             | EC               | CORP              | BM        |     52863 | NS      | $1718047.50   | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| Unilever PLC                                      | Unilever PLC                                                                  | CUSIP: 904767704<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |     11600 | NS      | $737180.00    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Medtronic PLC                                     | Medtronic PLC                                                                 | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |     50576 | NS      | $4286821.76   | 0.79%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3140XNRH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    821487 | PA      | $840872.84    | 0.16%             | 2054-01-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Truist Financial Corp                             | Truist Financial Corp.                                                        | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |     14640 | NS      | $561297.60    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| DELL INT LLC / EMC CORP                           | Dell International LLC/EMC Corp.                                              | CUSIP: 24703DBH3<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     71000 | PA      | $46989.76     | 0.01%             | 2051-12-15      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                      | CUSIP: 36179Y2M5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3552906 | PA      | $3591995.22   | 0.67%             | 2054-07-20      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Corteva Inc                                       | Corteva, Inc.                                                                 | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |     41900 | NS      | $2597381.00   | 0.48%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3138EKFT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10029 | PA      | $9928.87      | 0.00%             | 2028-01-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Coterra Energy Inc                                | Coterra Energy, Inc.                                                          | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |     62900 | NS      | $1544824.00   | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| Thales SA                                         | Thales SA                                                                     | CUSIP: 000000000<br>LEI: 529900FNDVTQJOVVPZ19 | Long             | EC               | CORP              | FR        |      5291 | NS      | $1467909.06   | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| Centene Corp                                      | Centene Corp.                                                                 | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |     11700 | NS      | $700245.00    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| World Omni Automobile Lease Securitization Trust  | World Omni Automobile Lease Securitization Trust                              | CUSIP: 98164PAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    280000 | PA      | $280682.44    | 0.05%             | 2028-04-17      | Fixed         | 4.42%                 | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                          | Charter Communications Operating LLC/Charter Communications Operating Capital | CUSIP: 161175BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    465000 | PA      | $396434.51    | 0.07%             | 2048-04-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| BP CAP MARKETS AMERICA                            | BP Capital Markets America, Inc.                                              | CUSIP: 10373QBQ2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    200000 | PA      | $125434.36    | 0.02%             | 2061-02-08      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Alphabet Inc                                      | Alphabet, Inc.                                                                | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     15030 | NS      | $2386764.00   | 0.44%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                      | CUSIP: 36179VFS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     63448 | PA      | $61415.11     | 0.01%             | 2050-02-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Mexico Government International Bonds             | Mexico Government International Bonds                                         | CUSIP: 91087BAQ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    990000 | PA      | $736949.89    | 0.14%             | 2041-08-14      | Fixed         | 4.28%                 | No            | 2                  | On Loan: No      |
| COX COMMUNICATIONS INC                            | Cox Communications, Inc.                                                      | CUSIP: 224044CT2<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    510000 | PA      | $456799.47    | 0.08%             | 2053-12-15      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| Phillips 66                                       | Phillips 66                                                                   | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |     14941 | NS      | $1554760.46   | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| CNH Industrial NV                                 | CNH Industrial NV                                                             | CUSIP: 000000000<br>LEI: 549300WGC2HZ5J67V817 | Long             | EC               | CORP              | NL        |     67200 | NS      | $777504.00    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Microchip Technology Inc                          | Microchip Technology, Inc.                                                    | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |     47758 | NS      | $2200688.64   | 0.41%             |  |  |  | No            | 1                  | On Loan: No      |
| Prologis Inc                                      | Prologis, Inc.                                                                | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               |  | US        |      7646 | NS      | $781421.20    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Fortum Oyj                                        | Fortum OYJ                                                                    | CUSIP: 000000000<br>LEI: 635400IUIZZIUJSAMF76 | Long             | EC               | CORP              | FI        |     38171 | NS      | $637603.84    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                      | CUSIP: 36179YYX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1670531 | PA      | $1692000.20   | 0.31%             | 2054-06-20      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Roche Holding AG                                  | Roche Holding AG                                                              | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |      3292 | NS      | $1074132.91   | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp.                                              | CUSIP: 31307UZN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     55552 | PA      | $54068.83     | 0.01%             | 2032-11-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| ASML Holding NV                                   | ASML Holding NV                                                               | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |      1720 | NS      | $1149097.60   | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Siemens Healthineers AG                           | Siemens Healthineers AG                                                       | CUSIP: 000000000<br>LEI: 529900QBVWXMWANH7H45 | Long             | EC               | CORP              | DE        |      9235 | NS      | $495683.61    | 0.09%             |  |  |  | Yes           | 1                  | On Loan: No      |
| TRUIST FINANCIAL CORP                             | Truist Financial Corp.                                                        | CUSIP: 89832QAE9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    795000 | PA      | $789074.22    | 0.15%             | 2025-09-01      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Zimmer Biomet Holdings Inc                        | Zimmer Biomet Holdings, Inc.                                                  | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |      5150 | NS      | $530707.50    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132E0VU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    719061 | PA      | $687697.82    | 0.13%             | 2053-05-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Otsuka Holdings Co Ltd                            | Otsuka Holdings Co. Ltd.                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5100 | NS      | $248151.49    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3133D4VC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    348932 | PA      | $324651.65    | 0.06%             | 2042-05-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Elevance Health Inc                               | Elevance Health, Inc.                                                         | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |      8235 | NS      | $3463476.30   | 0.64%             |  |  |  | No            | 1                  | On Loan: No      |
| Lennar Corp                                       | Lennar Corp.                                                                  | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |     26984 | NS      | $2930732.24   | 0.54%             |  |  |  | No            | 1                  | On Loan: No      |
| Baker Hughes Co                                   | Baker Hughes Co.                                                              | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26700 | NS      | $945180.00    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                      | CUSIP: 36179WJR0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    558326 | PA      | $475076.79    | 0.09%             | 2051-07-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Toyota Auto Receivables Owner Trust               | Toyota Auto Receivables Owner Trust                                           | CUSIP: 89239KAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     16906 | PA      | $16866.28     | 0.00%             | 2026-06-15      | Fixed         | 1.23%                 | No            | 2                  | On Loan: No      |
| 3i Group PLC                                      | 3i Group PLC                                                                  | CUSIP: 000000000<br>LEI: 35GDVHRBMFE7NWATNM84 | Long             | EC               | CORP              | GB        |     49185 | NS      | $2779667.89   | 0.52%             |  |  |  | No            | 1                  | On Loan: No      |
| Brenntag SE                                       | Brenntag SE                                                                   | CUSIP: 000000000<br>LEI: NNROIXVWJ7CPSR27SV97 | Long             | EC               | CORP              | DE        |     11070 | NS      | $734631.58    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| GSK PLC                                           | GSK PLC                                                                       | CUSIP: 37733W204<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |     10500 | NS      | $418425.00    | 0.08%             |  |  |  | No            | 1                  | On Loan: —       |
| Procter & Gamble Co/The                           | Procter & Gamble Co.                                                          | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |      9900 | NS      | $1609443.00   | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| Novo Nordisk A/S                                  | Novo Nordisk AS                                                               | CUSIP: 000000000<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |     21253 | NS      | $1407136.24   | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3140J5H44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    123638 | PA      | $109680.17    | 0.02%             | 2046-12-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Itau Unibanco Holding SA                          | Itau Unibanco Holding SA                                                      | CUSIP: 000000000<br>LEI: 5493002W2IVG62O3ZJ94 | Long             | EP               | CORP              | BR        |    147770 | NS      | $926434.83    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| SEMPRA                                            | Sempra                                                                        | CUSIP: 816851BS7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    425000 | PA      | $410623.44    | 0.08%             | 2054-10-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Anheuser-Busch InBev SA/NV                        | Anheuser-Busch InBev SA                                                       | CUSIP: 03524A108<br>LEI: 5493008H3828EMEXB082 | Long             | EC               | CORP              | BE        |     10600 | NS      | $697586.00    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| ICE Futures U.S., Inc.                            | Future                                                                        | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               |  | US        |        21 | NC      | $147347.63    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| State Street Corp                                 | State Street Corp.                                                            | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |     15500 | NS      | $1365550.00   | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3140XLTA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    713043 | PA      | $688588.23    | 0.13%             | 2053-06-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp.                                                         | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1186935.10   | 0.22%             | 2036-09-21      | Fixed         | 2.48%                 | No            | 2                  | On Loan: No      |
| Lowe's Cos Inc                                    | Lowe's Cos., Inc.                                                             | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      7200 | NS      | $1609632.00   | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| Compass Datacenters Issuer III, LLC               | Compass Datacenters Issuer III LLC                                            | CUSIP: 20469BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    325000 | PA      | $324408.70    | 0.06%             | 2050-02-25      | Fixed         | 5.66%                 | No            | 2                  | On Loan: No      |
| RELX PLC                                          | RELX PLC                                                                      | CUSIP: 000000000<br>LEI: 549300WSX3VBUFFJOO66 | Long             | EC               | CORP              | GB        |     31496 | NS      | $1707112.78   | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| US Bancorp                                        | U.S. Bancorp                                                                  | CUSIP: 902973AZ9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    380000 | PA      | $369442.42    | 0.07%             | 2027-04-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3140GXFV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     75482 | PA      | $69095.72     | 0.01%             | 2047-09-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Western Alliance Bancorp                          | Western Alliance Bancorp                                                      | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |     19301 | NS      | $1345472.71   | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| Cummins Inc                                       | Cummins, Inc.                                                                 | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |      4600 | NS      | $1351664.00   | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| Workday Inc                                       | Workday, Inc.                                                                 | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |     13900 | NS      | $3405500.00   | 0.63%             |  |  |  | No            | 1                  | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132E0G97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    703043 | PA      | $722214.86    | 0.13%             | 2053-03-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| NOV Inc                                           | NOV, Inc.                                                                     | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |     99500 | NS      | $1155195.00   | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co.                                                             | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    450000 | PA      | $441854.93    | 0.08%             | 2026-03-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Norfolk Southern Corp                             | Norfolk Southern Corp.                                                        | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |      2800 | NS      | $627340.00    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Microsoft Corp                                    | Microsoft Corp.                                                               | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      9250 | NS      | $3656155.00   | 0.68%             |  |  |  | No            | 1                  | On Loan: No      |
| Magna International Inc                           | Magna International, Inc.                                                     | CUSIP: 559222401<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | EC               | CORP              | CA        |     40200 | NS      | $1397352.00   | 0.26%             |  |  |  | No            | 1                  | On Loan: —       |
| Suncor Energy Inc                                 | Suncor Energy, Inc.                                                           | CUSIP: 867224107<br>LEI: 549300W70ZOQDVLCHY06 | Long             | EC               | CORP              | CA        |     14036 | NS      | $495729.61    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Paramount Global                                  | Paramount Global                                                              | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |     37800 | NS      | $443772.00    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Vertiv Holdings Co                                | Vertiv Holdings Co.                                                           | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |     21079 | NS      | $1799725.02   | 0.33%             |  |  |  | No            | 1                  | On Loan: No      |
| SOCIETE GENERALE                                  | Societe Generale SA                                                           | CUSIP: 83368RBL5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $203207.22    | 0.04%             | 2033-06-15      | Fixed         | 6.22%                 | No            | 2                  | On Loan: No      |
| Aptiv PLC                                         | Aptiv PLC                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JE        |     42961 | NS      | $2451354.66   | 0.45%             |  |  |  | No            | 1                  | On Loan: No      |
| Rheinmetall AG                                    | Rheinmetall AG                                                                | CUSIP: 000000000<br>LEI: 5299001OU9CSE29O6S05 | Long             | EC               | CORP              | DE        |       289 | NS      | $492452.55    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp.                                              | CUSIP: 31335BM60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    148304 | PA      | $135774.97    | 0.03%             | 2048-01-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Bank of Nova Scotia/The                           | Bank of Nova Scotia                                                           | CUSIP: 064149107<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | EC               | CORP              | CA        |     24090 | NS      | $1204018.20   | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Coupang Inc                                       | Coupang, Inc.                                                                 | CUSIP: 22266T109<br>LEI: 549300XR4L1D80AK4W76 | Long             | EC               | CORP              | US        |     54590 | NS      | $1275768.30   | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| Adyen NV                                          | Adyen NV                                                                      | CUSIP: 000000000<br>LEI: 724500973ODKK3IFQ447 | Long             | EC               | CORP              | NL        |       860 | NS      | $1386048.21   | 0.26%             |  |  |  | Yes           | 1                  | On Loan: No      |
| Pinnacle West Capital Corp                        | Pinnacle West Capital Corp.                                                   | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |     20302 | NS      | $1932344.36   | 0.36%             |  |  |  | No            | 1                  | On Loan: No      |
| Constellation Brands Inc                          | Constellation Brands, Inc.                                                    | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |      5700 | NS      | $1068978.00   | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| AECOM                                             | AECOM                                                                         | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |      7025 | NS      | $693016.25    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Willis Towers Watson PLC                          | Willis Towers Watson PLC                                                      | CUSIP: 000000000<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | IE        |      3914 | NS      | $1204729.20   | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Monday.com Ltd                                    | Monday.com Ltd.                                                               | CUSIP: 000000000<br>LEI: 984500MDAFVD86E3B328 | Long             | EC               | CORP              | IL        |      4330 | NS      | $1216686.70   | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Johnson Controls International plc                | Johnson Controls International PLC                                            | CUSIP: 000000000<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | IE        |     25482 | NS      | $2137939.80   | 0.40%             |  |  |  | No            | 1                  | On Loan: No      |
| Shimadzu Corp                                     | Shimadzu Corp.                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     24600 | NS      | $631086.87    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Adobe Inc                                         | Adobe, Inc.                                                                   | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |      4700 | NS      | $1762406.00   | 0.33%             |  |  |  | No            | 1                  | On Loan: No      |
| KINDER MORGAN ENER PART                           | Kinder Morgan Energy Partners LP                                              | CUSIP: 494550BW5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     85000 | PA      | $76237.03     | 0.01%             | 2044-09-01      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Kokusai Electric Corp                             | Kokusai Electric Corp.                                                        | CUSIP: 000000000<br>LEI: 549300CDY6N3WKYK2I96 | Long             | EC               | CORP              | JP        |     34500 | NS      | $635805.71    | 0.12%             |  |  |  | No            | 1                  | On Loan: —       |
| Entergy Corp                                      | Entergy Corp.                                                                 | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |     36362 | NS      | $3024227.54   | 0.56%             |  |  |  | No            | 1                  | On Loan: No      |
| Alphabet Inc                                      | Alphabet, Inc.                                                                | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     11274 | NS      | $1813873.86   | 0.34%             |  |  |  | No            | 1                  | On Loan: No      |
| Fluor Corp                                        | Fluor Corp.                                                                   | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |      8800 | NS      | $307032.00    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Cigna Group/The                                   | Cigna Group                                                                   | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      2040 | NS      | $693681.60    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3140QN2U5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    375894 | PA      | $339541.18    | 0.06%             | 2052-05-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Cie Financiere Richemont SA                       | Cie Financiere Richemont SA                                                   | CUSIP: 000000000<br>LEI: 549300YIPGJ6UX2QPS51 | Long             | EC               | CORP              | CH        |      3788 | NS      | $666634.76    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                   | Telefonaktiebolaget LM Ericsson                                               | CUSIP: 294821608<br>LEI: 549300W9JLPW15XIFM52 | Long             | EC               | CORP              | SE        |    286240 | NS      | $2358617.60   | 0.44%             |  |  |  | No            | 1                  | On Loan: No      |
| Duke Energy Progress LLC                          | Duke Energy Progress LLC                                                      | CUSIP: 26442RAD3<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    255000 | PA      | $206917.34    | 0.04%             | 2044-12-01      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3140XJ4T7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    688461 | PA      | $553862.14    | 0.10%             | 2052-01-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| CONSUMERS ENERGY CO                               | Consumers Energy Co.                                                          | CUSIP: 210518DJ2<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     91000 | PA      | $48994.13     | 0.01%             | 2060-05-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| CVS Health Corp                                   | CVS Health Corp.                                                              | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |     21100 | NS      | $1407581.00   | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3140XRCX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    604035 | PA      | $524754.21    | 0.10%             | 2051-12-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| BARCLAYS PLC                                      | Barclays PLC                                                                  | CUSIP: 06738ECR4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $205232.44    | 0.04%             | 2030-03-12      | Fixed         | 5.69%                 | No            | 2                  | On Loan: No      |
| Bureau Veritas SA                                 | Bureau Veritas SA                                                             | CUSIP: 000000000<br>LEI: 969500TPU5T3HA5D1F11 | Long             | EC               | CORP              | FR        |     48229 | NS      | $1523258.58   | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| SEMPRA INFRASTRUCTURE PA                          | Sempra Infrastructure Partners LP                                             | CUSIP: 81685VAA1<br>LEI: 549300L0B3MD11PUAA07 | Long             | DBT              | CORP              | US        |    205000 | PA      | $171390.75    | 0.03%             | 2032-01-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Linde PLC                                         | Linde PLC                                                                     | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               | CORP              | IE        |      2300 | NS      | $1042429.00   | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3140QNE73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    583944 | PA      | $490776.56    | 0.09%             | 2052-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Compass Group PLC                                 | Compass Group PLC                                                             | CUSIP: 000000000<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | EC               | CORP              | GB        |     31490 | NS      | $1059100.99   | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Coca-Cola Co/The                                  | Coca-Cola Co.                                                                 | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |     26500 | NS      | $1922575.00   | 0.36%             |  |  |  | No            | 1                  | On Loan: No      |
| CarMax Auto Owner Trust                           | CarMax Auto Owner Trust                                                       | CUSIP: 14319EAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    395000 | PA      | $401295.63    | 0.07%             | 2029-01-16      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| ELECTRICITE DE FRANCE SA                          | Electricite de France SA                                                      | CUSIP: 268317BB9<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    570000 | PA      | $531143.03    | 0.10%             | 2064-04-22      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Public Storage                                    | Public Storage                                                                | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               |  | US        |      4611 | NS      | $1385282.73   | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp.                                              | CUSIP: 31307EE67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24341 | PA      | $24051.22     | 0.00%             | 2028-09-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                      | CUSIP: 36179WR26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    261542 | PA      | $222543.17    | 0.04%             | 2051-11-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Arca Continental SAB de CV                        | Arca Continental SAB de CV                                                    | CUSIP: 000000000<br>LEI: 254900U2BSJCQHJCXN24 | Long             | EC               | CORP              | MX        |     51100 | NS      | $538164.91    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| United States Treasury                            | U.S. Treasury Floating Rate Notes                                             | CUSIP: 91282CMJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3190000 | PA      | $3188292.33   | 0.59%             | 2027-01-31      | Floating      | 4.34%                 | No            | 2                  | On Loan: No      |
| Techtronic Industries Co Ltd                      | Techtronic Industries Co. Ltd.                                                | CUSIP: 000000000<br>LEI: 549300HZW2SBE758OK89 | Long             | EC               | CORP              | HK        |     56500 | NS      | $571148.59    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3140X7QF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    244349 | PA      | $205339.93    | 0.04%             | 2050-08-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                      | CUSIP: 3617VQFP6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    352812 | PA      | $315899.17    | 0.06%             | 2051-08-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| PACCAR Inc                                        | PACCAR, Inc.                                                                  | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |      8050 | NS      | $726190.50    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Exxon Mobil Corp                                  | Exxon Mobil Corp.                                                             | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     23519 | NS      | $2484311.97   | 0.46%             |  |  |  | No            | 1                  | On Loan: No      |
| SEMPRA                                            | Sempra                                                                        | CUSIP: 816851BT5<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    565000 | PA      | $515047.16    | 0.10%             | 2054-10-01      | Fixed         | 6.40%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3140F0JJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    147330 | PA      | $130489.40    | 0.02%             | 2046-10-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| ENTERGY LOUISIANA LLC                             | Entergy Louisiana LLC                                                         | CUSIP: 29364WBM9<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    440000 | PA      | $446501.72    | 0.08%             | 2034-03-15      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| Galaxy Entertainment Group Ltd                    | Galaxy Entertainment Group Ltd.                                               | CUSIP: 000000000<br>LEI: 549300ZSEBV3HR826S10 | Long             | EC               | CORP              | HK        |    119000 | NS      | $432693.80    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| John Deere Owner Trust                            | John Deere Owner Trust                                                        | CUSIP: 47786WAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    550660 | PA      | $553139.40    | 0.10%             | 2027-05-17      | Fixed         | 5.42%                 | No            | 2                  | On Loan: No      |
| Bank Mandiri Persero Tbk PT                       | Bank Mandiri Persero Tbk. PT                                                  | CUSIP: 000000000<br>LEI: 549300RSKQN4Z5ZSGH94 | Long             | EC               | CORP              | ID        |   2005400 | NS      | $590747.35    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Porsche Innovative Lease Owner Trust              | Porsche Innovative Lease Owner Trust                                          | CUSIP: 73328AAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    280000 | PA      | $280819.56    | 0.05%             | 2027-11-22      | Fixed         | 4.67%                 | No            | 2                  | On Loan: No      |
| PACIFICORP                                        | PacifiCorp                                                                    | CUSIP: 695114DA3<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    595000 | PA      | $539443.20    | 0.10%             | 2054-05-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3140M2PG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    760472 | PA      | $633915.48    | 0.12%             | 2052-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| ARES CAPITAL CORP                                 | ARES Capital Corp.                                                            | CUSIP: 04010LBB8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    270000 | PA      | $250438.26    | 0.05%             | 2028-06-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Sandvik AB                                        | Sandvik AB                                                                    | CUSIP: 000000000<br>LEI: 5299008ZUAXN43LVZF54 | Long             | EC               | CORP              | SE        |     25395 | NS      | $525739.95    | 0.10%             |  |  |  | No            | 1                  | On Loan: —       |
| Martin Marietta Materials Inc                     | Martin Marietta Materials, Inc.                                               | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |      4200 | NS      | $2200716.00   | 0.41%             |  |  |  | No            | 1                  | On Loan: No      |
| SEMPRA                                            | Sempra                                                                        | CUSIP: 816851BU2<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    345000 | PA      | $326322.98    | 0.06%             | 2055-04-01      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3140QPJY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    735839 | PA      | $730217.51    | 0.14%             | 2052-06-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                      | CUSIP: 3618N5EW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2973898 | PA      | $3007924.41   | 0.56%             | 2055-01-20      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Rede D'Or Sao Luiz SA                             | Rede D'Or Sao Luiz SA                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    112900 | NS      | $636997.79    | 0.12%             |  |  |  | Yes           | 1                  | On Loan: No      |
| BPCE SA                                           | BPCE SA                                                                       | CUSIP: 05571AAU9<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   1170000 | PA      | $1191514.76   | 0.22%             | 2035-01-18      | Fixed         | 6.51%                 | No            | 2                  | On Loan: No      |
| Engie SA                                          | Engie SA                                                                      | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | EC               | CORP              | FR        |     52706 | NS      | $1085790.33   | 0.20%             |  |  |  | No            | 1                  | On Loan: —       |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3140QLRE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    511914 | PA      | $429315.24    | 0.08%             | 2051-08-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Entergy Louisiana LLC                             | Entergy Louisiana LLC                                                         | CUSIP: 29364WBA5<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    137000 | PA      | $127707.57    | 0.02%             | 2033-03-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132E07G1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    197202 | PA      | $200977.53    | 0.04%             | 2053-12-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Resona Holdings Inc                               | Resona Holdings, Inc.                                                         | CUSIP: 000000000<br>LEI: 52990067JE75XZCYYT81 | Long             | EC               | CORP              | JP        |     71800 | NS      | $571969.51    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                          | Public Service Enterprise Group, Inc.                                         | CUSIP: 744573BB1<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5013.96      | 0.00%             | 2035-03-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Honda Auto Receivables Owner Trust                | Honda Auto Receivables Owner Trust                                            | CUSIP: 43815BAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     45602 | PA      | $45402.65     | 0.01%             | 2026-05-15      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3140XBR69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    360566 | PA      | $326230.96    | 0.06%             | 2051-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3140XRQJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    892089 | PA      | $891047.38    | 0.17%             | 2054-11-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132DNFA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    537754 | PA      | $450828.80    | 0.08%             | 2052-05-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Grupo Financiero Banorte SAB de CV                | Grupo Financiero Banorte SAB de CV                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |     79900 | NS      | $685101.60    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3140XLD62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    361435 | PA      | $301398.54    | 0.06%             | 2051-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| First Citizens BancShares Inc/NC                  | First Citizens BancShares, Inc.                                               | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |       232 | NS      | $412760.48    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Lennar Corp                                       | Lennar Corp.                                                                  | CUSIP: 526057302<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |       666 | NS      | $68844.42     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                | Mitsubishi UFJ Financial Group, Inc.                                          | CUSIP: 606822104<br>LEI: 353800V2V8PUY9TK3E06 | Long             | EC               | CORP              | JP        |    120650 | NS      | $1525016.00   | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| AstraZeneca PLC                                   | AstraZeneca PLC                                                               | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |      7790 | NS      | $1116259.61   | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| DTE ENERGY CO                                     | DTE Energy Co.                                                                | CUSIP: 233331BG1<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    275000 | PA      | $274039.60    | 0.05%             | 2025-06-01      | Fixed         | 1.05%                 | No            | 2                  | On Loan: No      |
| STATE OF ISRAEL                                   | Israel Government International Bonds                                         | CUSIP: 46514Y8B6<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    200000 | PA      | $198660.00    | 0.04%             | 2035-02-19      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| BARCLAYS PLC                                      | Barclays PLC                                                                  | CUSIP: 06738ECP8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    320000 | PA      | $325923.54    | 0.06%             | 2028-03-12      | Fixed         | 5.67%                 | No            | 2                  | On Loan: No      |
| Ecolab Inc                                        | Ecolab, Inc.                                                                  | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |      8100 | NS      | $2036583.00   | 0.38%             |  |  |  | No            | 1                  | On Loan: No      |
| Pernod Ricard SA                                  | Pernod Ricard SA                                                              | CUSIP: 000000000<br>LEI: 52990097YFPX9J0H5D87 | Long             | EC               | CORP              | FR        |      1931 | NS      | $208297.02    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Shin-Etsu Chemical Co Ltd                         | Shin-Etsu Chemical Co. Ltd.                                                   | CUSIP: 000000000<br>LEI: 353800PX8Q64N86H5W41 | Long             | EC               | CORP              | JP        |     26000 | NS      | $787382.85    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                      | CUSIP: 36179X5C6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    637636 | PA      | $563705.75    | 0.10%             | 2053-06-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| ICON PLC                                          | ICON PLC                                                                      | CUSIP: 000000000<br>LEI: 6354008SRQGEMC4XFI67 | Long             | EC               | CORP              | IE        |      2275 | NS      | $344526.00    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3142GRMP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1130759 | PA      | $1129438.41   | 0.21%             | 2054-04-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| NATWEST GROUP PLC                                 | NatWest Group PLC                                                             | CUSIP: 780099CK1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    520000 | PA      | $521439.36    | 0.10%             | 2025-08-10      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Amgen Inc                                         | Amgen, Inc.                                                                   | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |      6700 | NS      | $1949164.00   | 0.36%             |  |  |  | No            | 1                  | On Loan: No      |
| Sanofi SA                                         | Sanofi SA                                                                     | CUSIP: 80105N105<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |     37856 | NS      | $2080187.20   | 0.39%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of America Corp                              | Bank of America Corp.                                                         | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     87141 | NS      | $3475183.08   | 0.64%             |  |  |  | No            | 1                  | On Loan: No      |
| Nitori Holdings Co Ltd                            | Nitori Holdings Co. Ltd.                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4400 | NS      | $525458.11    | 0.10%             |  |  |  | No            | 1                  | On Loan: —       |
| JD Sports Fashion PLC                             | JD Sports Fashion PLC                                                         | CUSIP: 000000000<br>LEI: 213800HROV6Y9MUU8375 | Long             | EC               | CORP              | GB        |    235160 | NS      | $246268.08    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                       | Future                                                                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |        25 | NC      | $122866.56    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3133KYVT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    415058 | PA      | $364871.94    | 0.07%             | 2041-09-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Autohome Inc                                      | Autohome, Inc.                                                                | CUSIP: 05278C107<br>LEI: 529900NYB6ZGZN3MVT56 | Long             | EC               | CORP              | KY        |     12702 | NS      | $346510.56    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| KENTUCKY UTILITIES CO                             | Kentucky Utilities Co.                                                        | CUSIP: 491674BM8<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |    185000 | PA      | $123553.98    | 0.02%             | 2050-06-01      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| US Bancorp                                        | U.S. Bancorp                                                                  | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |     73550 | NS      | $2967007.00   | 0.55%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3140KKYT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    383754 | PA      | $320339.07    | 0.06%             | 2050-08-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                           | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16200000 | PA      | $15843093.75  | 2.94%             | 2034-08-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| New Economy Assets Phase 1 Issuer LLC             | New Economy Assets - Phase 1 Sponsor LLC                                      | CUSIP: 643821AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    345000 | PA      | $323895.45    | 0.06%             | 2061-10-20      | Fixed         | 1.91%                 | No            | 2                  | On Loan: No      |
| Entegris Inc                                      | Entegris, Inc.                                                                | CUSIP: 29362U104<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | EC               | CORP              | US        |      7962 | NS      | $629953.44    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3138WFGF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25862 | PA      | $23841.51     | 0.00%             | 2045-08-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY CORP                                  | Duke Energy Corp.                                                             | CUSIP: 26441CCF0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    400000 | PA      | $383898.98    | 0.07%             | 2054-06-15      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3140QASQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    114552 | PA      | $111159.73    | 0.02%             | 2049-03-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                      | CUSIP: 36179X2F2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    235044 | PA      | $208569.08    | 0.04%             | 2053-05-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                      | CUSIP: 36241LX84<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     83955 | PA      | $78233.34     | 0.01%             | 2041-09-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                          | Charter Communications Operating LLC/Charter Communications Operating Capital | CUSIP: 161175BA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $130313.04    | 0.02%             | 2045-10-23      | Fixed         | 6.48%                 | No            | 2                  | On Loan: No      |
| Canadian Pacific Kansas City Ltd                  | Canadian Pacific Kansas City Ltd.                                             | CUSIP: 13646K108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     19140 | NS      | $1387075.80   | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Corebridge Financial Inc                          | Corebridge Financial, Inc.                                                    | CUSIP: 21871X109<br>LEI: 549300XY1661QCIA7J65 | Long             | EC               | CORP              | US        |     25300 | NS      | $749639.00    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Labcorp Holdings Inc                              | Labcorp Holdings, Inc.                                                        | CUSIP: 504922105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1800 | NS      | $433818.00    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Mexico Government International Bonds             | Mexico Government International Bonds                                         | CUSIP: 91087BAN0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1440000 | PA      | $817874.83    | 0.15%             | 2061-05-24      | Fixed         | 3.77%                 | No            | 2                  | On Loan: No      |
| Rio Tinto PLC                                     | Rio Tinto PLC                                                                 | CUSIP: 000000000<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |      7902 | NS      | $468313.63    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| John Deere Owner Trust                            | John Deere Owner Trust                                                        | CUSIP: 47800AAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    119974 | PA      | $119500.14    | 0.02%             | 2027-02-16      | Fixed         | 3.74%                 | No            | 2                  | On Loan: No      |
| Conagra Brands Inc                                | Conagra Brands, Inc.                                                          | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |     18500 | NS      | $457135.00    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| AmeriCredit Automobile Receivables Trust          | AmeriCredit Automobile Receivables Trust                                      | CUSIP: 03065WAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     61191 | PA      | $61143.47     | 0.01%             | 2028-04-18      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| PacifiCorp                                        | PacifiCorp                                                                    | CUSIP: 695114CV8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    485000 | PA      | $363671.96    | 0.07%             | 2050-02-15      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3140X8G68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    388700 | PA      | $340917.52    | 0.06%             | 2050-10-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| BorgWarner Inc                                    | BorgWarner, Inc.                                                              | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |     14000 | NS      | $397320.00    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| DOMINION ENERGY INC                               | Dominion Energy, Inc.                                                         | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    740000 | PA      | $727589.61    | 0.13%             | 2055-05-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132DTWF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    879145 | PA      | $896767.47    | 0.17%             | 2054-08-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Jacobs Solutions Inc                              | Jacobs Solutions, Inc.                                                        | CUSIP: 46982L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5056 | NS      | $625932.80    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3138EKBW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23333 | PA      | $23505.78     | 0.00%             | 2042-03-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3140XLD39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    324354 | PA      | $321770.97    | 0.06%             | 2053-06-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                      | CUSIP: 36179VKK5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    437930 | PA      | $373869.64    | 0.07%             | 2050-04-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| PACIFICORP                                        | PacifiCorp                                                                    | CUSIP: 695114CZ9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    585000 | PA      | $520254.01    | 0.10%             | 2053-12-01      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| Bandai Namco Holdings Inc                         | Bandai Namco Holdings, Inc.                                                   | CUSIP: 000000000<br>LEI: 3538008EFEM34VRJDQ95 | Long             | EC               | CORP              | JP        |     12900 | NS      | $446510.70    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Legrand SA                                        | Legrand SA                                                                    | CUSIP: 000000000<br>LEI: 969500XXRPGD7HCAFA90 | Long             | EC               | CORP              | FR        |      5453 | NS      | $594886.88    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Fomento Economico Mexicano SAB de CV              | Fomento Economico Mexicano SAB de CV                                          | CUSIP: 000000000<br>LEI: 549300A8MDWDJNMLV153 | Long             | EC               | CORP              | MX        |     48400 | NS      | $508890.44    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| FedEx Corp                                        | FedEx Corp.                                                                   | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |      6610 | NS      | $1390281.30   | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Li Ning Co Ltd                                    | Li Ning Co. Ltd.                                                              | CUSIP: 000000000<br>LEI: 529900T77L2FV3FZ3U81 | Long             | EC               | CORP              | KY        |    371000 | NS      | $703195.11    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Murphy Oil Corp                                   | Murphy Oil Corp.                                                              | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |      8600 | NS      | $176558.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3140JXKV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    108182 | PA      | $103869.90    | 0.02%             | 2034-10-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| BP CAPITAL MARKETS PLC                            | BP Capital Markets PLC                                                        | CUSIP: 05565QDW5<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    575000 | PA      | $571981.14    | 0.11%             | 2033-12-01      | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3138WFCF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     96171 | PA      | $91263.89     | 0.02%             | 2045-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| COX COMMUNICATIONS INC                            | Cox Communications, Inc.                                                      | CUSIP: 224044CU9<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    330000 | PA      | $323647.33    | 0.06%             | 2034-09-01      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp.                                              | CUSIP: 31335BXV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    199585 | PA      | $176689.53    | 0.03%             | 2048-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| SEMPRA                                            | Sempra                                                                        | CUSIP: 816851BV0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    195000 | PA      | $178349.03    | 0.03%             | 2055-04-01      | Fixed         | 6.55%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3140XAWD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    501924 | PA      | $404353.37    | 0.07%             | 2051-04-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| ENBRIDGE INC                                      | Enbridge, Inc.                                                                | CUSIP: 29250NCF0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    465000 | PA      | $462180.94    | 0.09%             | 2054-06-27      | Fixed         | 7.20%                 | No            | 2                  | On Loan: No      |
| Parker-Hannifin Corp                              | Parker-Hannifin Corp.                                                         | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |      5800 | NS      | $3509348.00   | 0.65%             |  |  |  | No            | 1                  | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                           | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15030000 | PA      | $15567792.19  | 2.89%             | 2035-02-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                          | Ford Motor Credit Co. LLC                                                     | CUSIP: 345397G23<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192415.14    | 0.04%             | 2029-09-06      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| GE HealthCare Technologies Inc                    | GE HealthCare Technologies, Inc.                                              | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |     21883 | NS      | $1539031.39   | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| STATE OF ISRAEL                                   | Israel Government International Bonds                                         | CUSIP: 46514BRN9<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    205000 | PA      | $208220.55    | 0.04%             | 2029-03-12      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| AMER AIRLINE 19-1AA PTT                           | American Airlines Pass-Through Trust                                          | CUSIP: 02377LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     91089 | PA      | $82951.61     | 0.02%             | 2032-02-15      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3140A3H22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    730945 | PA      | $729056.33    | 0.14%             | 2053-10-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                      | CUSIP: 3620A9P96<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     37041 | PA      | $37368.29     | 0.01%             | 2039-10-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                          | Charter Communications Operating LLC/Charter Communications Operating Capital | CUSIP: 161175BK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $127617.82    | 0.02%             | 2028-03-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                      | CUSIP: 36179YML5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2196264 | PA      | $2229481.51   | 0.41%             | 2053-12-20      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Wynn Resorts Ltd                                  | Wynn Resorts Ltd.                                                             | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | EC               | CORP              | US        |     13779 | NS      | $1106591.49   | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Goldman Sachs Group Inc/The                       | Goldman Sachs Group, Inc.                                                     | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |       740 | NS      | $405187.00    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Duke Energy Progress LLC                          | Duke Energy Progress LLC                                                      | CUSIP: 26442UAB0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    125000 | PA      | $101852.86    | 0.02%             | 2045-08-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| CHARLES SCHWAB CORP                               | Charles Schwab Corp.                                                          | CUSIP: 808513BD6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   1810000 | PA      | $1804312.44   | 0.33%             | 2025-06-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Bankinter SA                                      | Bankinter SA                                                                  | CUSIP: 000000000<br>LEI: VWMYAEQSTOPNV0SUGU82 | Long             | EC               | CORP              | ES        |     64539 | NS      | $748677.52    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3138WLC27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13602 | PA      | $13209.59     | 0.00%             | 2047-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| ARES CAPITAL CORP                                 | ARES Capital Corp.                                                            | CUSIP: 04010LBE2<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102720.04    | 0.02%             | 2027-01-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Canadian Natural Resources Ltd                    | Canadian Natural Resources Ltd.                                               | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |     26470 | NS      | $758092.52    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Gildan Activewear Inc                             | Gildan Activewear, Inc.                                                       | CUSIP: 375916103<br>LEI: 549300SB3IBI34M00Z45 | Long             | EC               | CORP              | CA        |     14970 | NS      | $689862.25    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| DUKE ENERGY CAROLINAS                             | Duke Energy Carolinas LLC                                                     | CUSIP: 26442CAZ7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    175000 | PA      | $116507.82    | 0.02%             | 2049-08-15      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| Fidelity National Information Services Inc        | Fidelity National Information Services, Inc.                                  | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |     46863 | NS      | $3696553.44   | 0.69%             |  |  |  | No            | 1                  | On Loan: No      |
| TACO BELL FUNDING, LLC                            | Taco Bell Funding LLC                                                         | CUSIP: 87342RAH7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    275100 | PA      | $249408.08    | 0.05%             | 2051-08-25      | Fixed         | 2.29%                 | No            | 2                  | On Loan: No      |
| CHARLES SCHWAB CORP                               | Charles Schwab Corp.                                                          | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    840000 | PA      | $814607.44    | 0.15%             | 2026-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| APA Corp                                          | APA Corp.                                                                     | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |    109800 | NS      | $1706292.00   | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| Suzuki Motor Corp                                 | Suzuki Motor Corp.                                                            | CUSIP: 000000000<br>LEI: 353800D83H0V3ZV1SV24 | Long             | EC               | CORP              | JP        |     47400 | NS      | $566061.69    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Deere & Co                                        | Deere & Co.                                                                   | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |       900 | NS      | $417204.00    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3140XAH47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    681182 | PA      | $548369.67    | 0.10%             | 2051-03-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132DWED1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    127439 | PA      | $125036.67    | 0.02%             | 2052-06-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 31418ES50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    756616 | PA      | $755304.53    | 0.14%             | 2053-06-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                      | CUSIP: 36179VDS6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     92812 | PA      | $92225.00     | 0.02%             | 2050-01-20      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| F5 Inc                                            | F5, Inc.                                                                      | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |     14300 | NS      | $3785782.00   | 0.70%             |  |  |  | No            | 1                  | On Loan: No      |
| DUKE ENERGY CAROLINAS                             | Duke Energy Carolinas LLC                                                     | CUSIP: 26442CAE4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    405000 | PA      | $426567.71    | 0.08%             | 2038-04-15      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| ENTERGY CORP                                      | Entergy Corp.                                                                 | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201087.00    | 0.04%             | 2054-12-01      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                          | Occidental Petroleum Corp.                                                    | CUSIP: 674599EJ0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    180000 | PA      | $177296.54    | 0.03%             | 2029-08-01      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                             | Foundry JV Holdco LLC                                                         | CUSIP: 350930AK9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    765000 | PA      | $792285.16    | 0.15%             | 2039-01-25      | Fixed         | 6.30%                 | No            | 2                  | On Loan: No      |
| Waste Connections Inc                             | Waste Connections, Inc.                                                       | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Long             | EC               | CORP              | CA        |      4700 | NS      | $928861.00    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| UBS Group AG                                      | UBS Group AG                                                                  | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EC               | CORP              | CH        |     32530 | NS      | $985301.73    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3138WK2E4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     74424 | PA      | $72006.51     | 0.01%             | 2037-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Verizon Communications Inc                        | Verizon Communications, Inc.                                                  | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     41600 | NS      | $1832896.00   | 0.34%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3140XDZ74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    419524 | PA      | $364138.23    | 0.07%             | 2051-11-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Oracle Corp                                       | Oracle Corp.                                                                  | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |     11193 | NS      | $1575078.96   | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| Cullen/Frost Bankers Inc                          | Cullen/Frost Bankers, Inc.                                                    | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               | CORP              | US        |     10600 | NS      | $1234582.00   | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Experian PLC                                      | Experian PLC                                                                  | CUSIP: 000000000<br>LEI: 635400RXXHHYT1JTSZ26 | Long             | EC               | CORP              | JE        |     38019 | NS      | $1884453.77   | 0.35%             |  |  |  | No            | 1                  | On Loan: No      |
| RTX Corp                                          | RTX Corp.                                                                     | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |      6100 | NS      | $769393.00    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| BAT CAPITAL CORP                                  | BAT Capital Corp.                                                             | CUSIP: 05526DBH7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    130000 | PA      | $123700.95    | 0.02%             | 2029-09-06      | Fixed         | 3.46%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                      | CUSIP: 36179VFT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     31343 | PA      | $31197.71     | 0.01%             | 2050-02-20      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Boeing Co/The                                     | Boeing Co.                                                                    | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |      4740 | NS      | $868557.60    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| ICE Futures U.S., Inc.                            | Future                                                                        | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               |  | US        |        21 | NC      | $42278.59     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Aon PLC                                           | Aon PLC                                                                       | CUSIP: 000000000<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | IE        |      4032 | NS      | $1430513.28   | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| Blackstone Inc                                    | Blackstone, Inc.                                                              | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |     11700 | NS      | $1541007.00   | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| Ferrari NV                                        | Ferrari NV                                                                    | CUSIP: 000000000<br>LEI: 549300RIVY5EX8RCON76 | Long             | EC               | CORP              | NL        |      4480 | NS      | $2045204.00   | 0.38%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                      | CUSIP: 36179YHT4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2059871 | PA      | $2092045.09   | 0.39%             | 2053-10-20      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3133L7SJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    128759 | PA      | $120155.07    | 0.02%             | 2035-06-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Solventum Corp                                    | Solventum Corp.                                                               | CUSIP: 83444M101<br>LEI: 254900I70403OSGY4M28 | Long             | EC               | CORP              | US        |      5300 | NS      | $350436.00    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| GM Financial Securitized Term Auto Receivables Tr | GM Financial Consumer Automobile Receivables Trust                            | CUSIP: 362955AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    380000 | PA      | $383738.67    | 0.07%             | 2029-12-17      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                      | CUSIP: 36179Y5M2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3194256 | PA      | $3230094.01   | 0.60%             | 2054-08-20      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                           | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7770000 | PA      | $5691828.50   | 1.06%             | 2052-08-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| VICI Properties Inc                               | VICI Properties, Inc.                                                         | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               |  | US        |     57096 | NS      | $1828213.92   | 0.34%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3140MQB65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    674109 | PA      | $630680.05    | 0.12%             | 2052-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Capgemini SE                                      | Capgemini SE                                                                  | CUSIP: 000000000<br>LEI: 96950077L0TN7BAROX36 | Long             | EC               | CORP              | FR        |      3205 | NS      | $507765.41    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Devon Energy Corporation                          | Devon Energy Corp.                                                            | CUSIP: 25179SAD2<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    160000 | PA      | $180874.58    | 0.03%             | 2031-09-30      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                           | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    365000 | PA      | $371344.73    | 0.07%             | 2034-05-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                      | CUSIP: 36179YAS3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    676549 | PA      | $677551.18    | 0.13%             | 2053-07-20      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| TE Connectivity PLC                               | TE Connectivity PLC                                                           | CUSIP: 000000000<br>LEI: 6367003TB6K484NFHE54 | Long             | EC               | CORP              | IE        |      5600 | NS      | $819728.00    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| COX COMMUNICATIONS INC                            | Cox Communications, Inc.                                                      | CUSIP: 224044CV7<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |   1420000 | PA      | $1297546.91   | 0.24%             | 2054-09-01      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3140XHAH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    630344 | PA      | $573641.00    | 0.11%             | 2051-07-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| JB Hunt Transport Services Inc                    | JB Hunt Transport Services, Inc.                                              | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |      6868 | NS      | $896823.44    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Citizens Financial Group Inc                      | Citizens Financial Group, Inc.                                                | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |     29400 | NS      | $1084566.00   | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3140X9EK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    222909 | PA      | $203597.01    | 0.04%             | 2036-01-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3138WJGH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    199965 | PA      | $178341.22    | 0.03%             | 2046-11-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3138WG6G4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26241 | PA      | $24109.63     | 0.00%             | 2046-05-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Electricite de France SA                          | Electricite de France SA                                                      | CUSIP: 268317AP9<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    320000 | PA      | $303147.66    | 0.06%             | 2035-10-13      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                      | CUSIP: 36179TQQ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     61474 | PA      | $57726.79     | 0.01%             | 2048-01-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3140QEWM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    230373 | PA      | $193033.93    | 0.04%             | 2050-09-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 31415MM28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8966 | PA      | $9144.44      | 0.00%             | 2038-06-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132DUHZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    893740 | PA      | $896009.80    | 0.17%             | 2054-10-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Bank of New York Mellon Corp/The                  | Bank of New York Mellon Corp.                                                 | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |      4900 | NS      | $394009.00    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Carnival Corp                                     | Carnival Corp.                                                                | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | PA        |    144400 | NS      | $2648296.00   | 0.49%             |  |  |  | No            | 1                  | On Loan: No      |
| Hexagon AB                                        | Hexagon AB                                                                    | CUSIP: 000000000<br>LEI: 549300WJFW6ILNI4TA80 | Long             | EC               | CORP              | SE        |    111284 | NS      | $1078587.26   | 0.20%             |  |  |  | No            | 1                  | On Loan: —       |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 31418UVX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33630 | PA      | $33878.94     | 0.01%             | 2040-06-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| CITIZENS FINANCIAL GROUP                          | Citizens Financial Group, Inc.                                                | CUSIP: 174610BF1<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    240000 | PA      | $245366.16    | 0.05%             | 2030-01-23      | Fixed         | 5.84%                 | No            | 2                  | On Loan: No      |
| Merck KGaA                                        | Merck KGaA                                                                    | CUSIP: 000000000<br>LEI: 529900OAREIS0MOPTW25 | Long             | EC               | CORP              | DE        |      8040 | NS      | $1110279.60   | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| QUALCOMM Inc                                      | QUALCOMM, Inc.                                                                | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |     26459 | NS      | $3928103.14   | 0.73%             |  |  |  | No            | 1                  | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132DSYU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    518267 | PA      | $530858.07    | 0.10%             | 2054-04-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| BOEING CO                                         | Boeing Co.                                                                    | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201764.49    | 0.04%             | 2030-05-01      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| GOLUB CAPITAL BDC                                 | Golub Capital BDC, Inc.                                                       | CUSIP: 38173MAB8<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |    745000 | PA      | $716496.44    | 0.13%             | 2026-08-24      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Siemens AG                                        | Siemens AG                                                                    | CUSIP: 000000000<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |      1724 | NS      | $394415.27    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| TotalEnergies SE                                  | TotalEnergies SE                                                              | CUSIP: 89151E109<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |     26800 | NS      | $1523580.00   | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| SK Hynix Inc                                      | SK Hynix, Inc.                                                                | CUSIP: 000000000<br>LEI: 988400XAIK6XISWQV045 | Long             | EC               | CORP              | KR        |      4517 | NS      | $564029.19    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| NU Holdings Ltd/Cayman Islands                    | NU Holdings Ltd.                                                              | CUSIP: 000000000<br>LEI: 5493002DG1RHWK9W2X27 | Long             | EC               | CORP              | KY        |     80880 | NS      | $1005338.40   | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Toyo Suisan Kaisha Ltd                            | Toyo Suisan Kaisha Ltd.                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     11500 | NS      | $741572.25    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Porsche Financial Auto Securitization Trust       | Porsche Financial Auto Securitization Trust                                   | CUSIP: 73328EAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    700000 | PA      | $702738.19    | 0.13%             | 2030-01-22      | Fixed         | 4.44%                 | No            | 2                  | On Loan: No      |
| STATE OF ISRAEL                                   | Israel Government International Bonds                                         | CUSIP: 46514BRL3<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    780000 | PA      | $773058.00    | 0.14%             | 2034-03-12      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Ameriprise Financial Inc                          | Ameriprise Financial, Inc.                                                    | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |      5950 | NS      | $2802569.00   | 0.52%             |  |  |  | No            | 1                  | On Loan: No      |
| HCA Healthcare Inc                                | HCA Healthcare, Inc.                                                          | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |      2410 | NS      | $831642.80    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| EIDP INC                                          | EIDP, Inc.                                                                    | CUSIP: 263534CN7<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |    180000 | PA      | $178845.85    | 0.03%             | 2025-07-15      | Fixed         | 1.70%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                      | CUSIP: 36179TEZ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     29640 | PA      | $27191.92     | 0.01%             | 2047-08-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Avantor Inc                                       | Avantor, Inc.                                                                 | CUSIP: 05352A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     91670 | NS      | $1190793.30   | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3140XJQM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    480868 | PA      | $461513.43    | 0.09%             | 2052-10-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Hartford Insurance Group Inc/The                  | Hartford Insurance Group, Inc.                                                | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |      7300 | NS      | $895491.00    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Electronic Arts Inc                               | Electronic Arts, Inc.                                                         | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |      7291 | NS      | $1057851.19   | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| John Deere Owner Trust                            | John Deere Owner Trust                                                        | CUSIP: 47787JAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     40993 | PA      | $40803.45     | 0.01%             | 2026-09-15      | Fixed         | 2.32%                 | No            | 2                  | On Loan: No      |
| Humana Inc                                        | Humana, Inc.                                                                  | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |      3700 | NS      | $970288.00    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132DSUR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    787567 | PA      | $771510.04    | 0.14%             | 2053-08-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3140X8YA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    137918 | PA      | $125980.39    | 0.02%             | 2035-12-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co.                                                          | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    535000 | PA      | $536531.54    | 0.10%             | 2030-04-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| RPM International Inc                             | RPM International, Inc.                                                       | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |     15500 | NS      | $1654625.00   | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                      | CUSIP: 36179WG36<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    435181 | PA      | $370376.49    | 0.07%             | 2051-06-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Mizuho Financial Group Inc                        | Mizuho Financial Group, Inc.                                                  | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | EC               | CORP              | JP        |     22100 | NS      | $553350.12    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Fortive Corp                                      | Fortive Corp.                                                                 | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |     11019 | NS      | $767914.11    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                      | CUSIP: 36179YW67<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2959044 | PA      | $2999342.20   | 0.56%             | 2054-05-20      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Cie de Saint-Gobain SA                            | Cie de Saint-Gobain SA                                                        | CUSIP: 000000000<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | EC               | CORP              | FR        |      4239 | NS      | $458605.64    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3140Q9H97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38059 | PA      | $36993.83     | 0.01%             | 2048-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Ovintiv Inc                                       | Ovintiv, Inc.                                                                 | CUSIP: 69047Q102<br>LEI: 2549003MEX7YMKLGI239 | Long             | EC               | CORP              | US        |     26700 | NS      | $896586.00    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Nintendo Co Ltd                                   | Nintendo Co. Ltd.                                                             | CUSIP: 000000000<br>LEI: 353800FEEXU6I9M0ZF27 | Long             | EC               | CORP              | JP        |     15800 | NS      | $1310389.79   | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3140XKES5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1214654 | PA      | $971243.49    | 0.18%             | 2051-07-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132DSNS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1198903 | PA      | $1200109.82   | 0.22%             | 2054-02-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Danaher Corp                                      | Danaher Corp.                                                                 | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |      7600 | NS      | $1514908.00   | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| Reynolds American Inc                             | Reynolds American, Inc.                                                       | CUSIP: 761713BA3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    455000 | PA      | $457281.26    | 0.08%             | 2035-08-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                          | Alexandria Real Estate Equities, Inc.                                         | CUSIP: 015271AZ2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    145000 | PA      | $95929.36     | 0.02%             | 2052-03-15      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| Commerce Bancshares Inc/MO                        | Commerce Bancshares, Inc.                                                     | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15540 | NS      | $943899.60    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd         | Taiwan Semiconductor Manufacturing Co. Ltd.                                   | CUSIP: 000000000<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |     64000 | NS      | $1816965.26   | 0.34%             |  |  |  | No            | 1                  | On Loan: No      |
| MatsukiyoCocokara & Co                            | MatsukiyoCocokara & Co.                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     34900 | NS      | $641102.60    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| ANSYS Inc                                         | ANSYS, Inc.                                                                   | CUSIP: 03662Q105<br>LEI: 549300VJV8H15Z5FJ571 | Long             | EC               | CORP              | US        |      5900 | NS      | $1899092.00   | 0.35%             |  |  |  | No            | 1                  | On Loan: No      |
| Sony Group Corp                                   | Sony Group Corp.                                                              | CUSIP: 835699307<br>LEI: 529900R5WX9N2OI2N910 | Long             | EC               | CORP              | JP        |     96900 | NS      | $2519400.00   | 0.47%             |  |  |  | No            | 1                  | On Loan: —       |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3140QB2E7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     93405 | PA      | $90328.32     | 0.02%             | 2049-10-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 31418CNT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     53054 | PA      | $51580.71     | 0.01%             | 2047-08-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3138WJ5H7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29887 | PA      | $27421.99     | 0.01%             | 2047-03-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd         | Taiwan Semiconductor Manufacturing Co. Ltd.                                   | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |     13170 | NS      | $2195307.30   | 0.41%             |  |  |  | No            | 1                  | On Loan: No      |
| TOTVS SA                                          | TOTVS SA                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    104000 | NS      | $689405.57    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 31418D6M9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    269960 | PA      | $237317.48    | 0.04%             | 2041-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 31418ELX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    338948 | PA      | $332685.44    | 0.06%             | 2052-12-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| MercadoLibre Inc                                  | MercadoLibre, Inc.                                                            | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | US        |       580 | NS      | $1351893.00   | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3140QEL34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    216140 | PA      | $189265.92    | 0.04%             | 2050-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| ICICI Bank Ltd                                    | ICICI Bank Ltd.                                                               | CUSIP: 45104G104<br>LEI: R7RX8ER1V4666J8D1I38 | Long             | EC               | CORP              | IN        |     59113 | NS      | $1983832.28   | 0.37%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3140XKQ52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    270431 | PA      | $267102.12    | 0.05%             | 2053-04-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3133A7KT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    265281 | PA      | $222765.77    | 0.04%             | 2050-07-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| DOMINION ENERGY INC                               | Dominion Energy, Inc.                                                         | CUSIP: 25746UDT3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    235000 | PA      | $241975.92    | 0.04%             | 2055-02-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Toyota Auto Loan Extended Note Trust 2020-1       | Toyota Auto Loan Extended Note Trust                                          | CUSIP: 89237JAA4<br>LEI: 549300XP7ILZSI1BWP36 | Long             | ABS-O            | CORP              | US        |    285000 | PA      | $284323.67    | 0.05%             | 2033-05-25      | Fixed         | 1.35%                 | No            | 2                  | On Loan: No      |
| Bayer US Finance II LLC                           | Bayer U.S. Finance II LLC                                                     | CUSIP: 07274NAJ2<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    290000 | PA      | $288656.80    | 0.05%             | 2025-12-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132DT5V8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    804163 | PA      | $790097.97    | 0.15%             | 2054-09-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| AIA Group Ltd                                     | AIA Group Ltd.                                                                | CUSIP: 000000000<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | EC               | CORP              | HK        |    113200 | NS      | $848022.07    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| NEC Corp                                          | NEC Corp.                                                                     | CUSIP: 000000000<br>LEI: 5493000QYMPFRTEY4K28 | Long             | EC               | CORP              | JP        |     51000 | NS      | $1239865.72   | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Kraft Heinz Co/The                                | Kraft Heinz Co.                                                               | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |     51400 | NS      | $1495740.00   | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| AT&T INC                                          | AT&T, Inc.                                                                    | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    260000 | PA      | $172024.22    | 0.03%             | 2059-09-15      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| Tencent Holdings Ltd                              | Tencent Holdings Ltd.                                                         | CUSIP: 000000000<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | KY        |     35600 | NS      | $2190584.91   | 0.41%             |  |  |  | No            | 1                  | On Loan: No      |
| Shenzhen Mindray Bio-Medical Electronics Co Ltd   | Shenzhen Mindray Bio-Medical Electronics Co. Ltd.                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     10300 | NS      | $311518.70    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Puma SE                                           | Puma SE                                                                       | CUSIP: 000000000<br>LEI: 529900GRZ2BQY5ZM9N49 | Long             | EC               | CORP              | DE        |     17020 | NS      | $435174.78    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                           | Entergy Mississippi LLC                                                       | CUSIP: 29366WAG1<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |    145000 | PA      | $142049.95    | 0.03%             | 2055-04-15      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| American Beacon U.S. Government Money Market      | American Beacon U.S. Government Money Market                                  | CUSIP: 02368W200<br>LEI: 549300EXCES9V5RWB620 | Long             | STIV             | RF                | US        |  14420271 | NS      | $14420271.16  | 2.67%             |  |  |  | No            | 1                  | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                           | CUSIP: 912828ZT0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7305000 | PA      | $7279223.21   | 1.35%             | 2025-05-31      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| Las Vegas Sands Corp                              | Las Vegas Sands Corp.                                                         | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |     35686 | NS      | $1308605.62   | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3140XBFT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    308465 | PA      | $270377.76    | 0.05%             | 2051-05-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| ONEOK Partners LP                                 | ONEOK Partners LP                                                             | CUSIP: 68268NAD5<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |    125000 | PA      | $132015.22    | 0.02%             | 2037-10-15      | Fixed         | 6.85%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132DWDC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    815925 | PA      | $647233.09    | 0.12%             | 2052-03-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3140X8EL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     96497 | PA      | $80706.32     | 0.01%             | 2050-10-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Keurig Dr Pepper Inc                              | Keurig Dr. Pepper, Inc.                                                       | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |     79690 | NS      | $2756477.10   | 0.51%             |  |  |  | No            | 1                  | On Loan: No      |
| Merck & Co Inc                                    | Merck & Co., Inc.                                                             | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     36635 | NS      | $3121302.00   | 0.58%             |  |  |  | No            | 1                  | On Loan: No      |
| Safran SA                                         | Safran SA                                                                     | CUSIP: 000000000<br>LEI: 969500UIC89GT3UL7L24 | Long             | EC               | CORP              | FR        |      7063 | NS      | $1870725.39   | 0.35%             |  |  |  | No            | 1                  | On Loan: No      |
| DUKE ENERGY CAROLINAS                             | Duke Energy Carolinas LLC                                                     | CUSIP: 26442CAB0<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    145000 | PA      | $152729.28    | 0.03%             | 2038-01-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| American Beacon U.S. Government Money Market      | American Beacon U.S. Government Money Market                                  | CUSIP: 02368W200<br>LEI: 549300EXCES9V5RWB620 | Long             | STIV             | RF                | US        |   2673745 | NS      | $2673744.70   | 0.50%             |  |  |  | No            | N/A                | On Loan: No      |
| STERIS PLC                                        | STERIS PLC                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      4678 | NS      | $1051333.72   | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3133KYW70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    654552 | PA      | $624016.49    | 0.12%             | 2042-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3138WHBL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37552 | PA      | $34490.02     | 0.01%             | 2046-05-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Equity LifeStyle Properties Inc                   | Equity LifeStyle Properties, Inc.                                             | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               |  | US        |     19200 | NS      | $1243776.00   | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| CRH PLC                                           | CRH PLC                                                                       | CUSIP: 000000000<br>LEI: 549300MIDJNNTH068E74 | Long             | EC               | CORP              | IE        |     23887 | NS      | $2279297.54   | 0.42%             |  |  |  | No            | 1                  | On Loan: No      |
| Oshkosh Corp                                      | Oshkosh Corp.                                                                 | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |     11500 | NS      | $963240.00    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Croda International PLC                           | Croda International PLC                                                       | CUSIP: 000000000<br>LEI: 2138004WCNBFJEEOXV26 | Long             | EC               | CORP              | GB        |     24641 | NS      | $969081.22    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| ENBRIDGE INC                                      | Enbridge, Inc.                                                                | CUSIP: 29250NCG8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1160000 | PA      | $1168031.84   | 0.22%             | 2055-03-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| NRTH PARK Mortgage Trust                          | NRTH Mortgage Trust                                                           | CUSIP: 67021HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    785000 | PA      | $779357.81    | 0.14%             | 2039-03-15      | Floating      | 5.96%                 | No            | 2                  | On Loan: No      |
| Cenovus Energy Inc                                | Cenovus Energy, Inc.                                                          | CUSIP: 15135U109<br>LEI: 549300F4XPHJ7NOSP309 | Long             | EC               | CORP              | CA        |     28700 | NS      | $337799.00    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Siemens Energy AG                                 | Siemens Energy AG                                                             | CUSIP: 000000000<br>LEI: 5299005CHJZ14D4FDJ62 | Long             | EC               | CORP              | DE        |     31910 | NS      | $2449924.92   | 0.45%             |  |  |  | No            | 1                  | On Loan: No      |
| Wix.com Ltd                                       | Wix.com Ltd.                                                                  | CUSIP: 000000000<br>LEI: 5493008P6N29Q1AG9464 | Long             | EC               | CORP              | IL        |      4136 | NS      | $701424.24    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3140X4NY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52735 | PA      | $51336.64     | 0.01%             | 2048-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Halliburton Co                                    | Halliburton Co.                                                               | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |     65448 | NS      | $1297179.36   | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| Mercedes-Benz Auto Lease Trust                    | Mercedes-Benz Auto Lease Trust                                                | CUSIP: 58770JAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    206669 | PA      | $207229.31    | 0.04%             | 2027-02-16      | Fixed         | 5.44%                 | No            | 2                  | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                           | CUSIP: 91282CKK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1255000 | PA      | $1266481.29   | 0.23%             | 2026-04-30      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                           | CUSIP: 91282CKN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2205000 | PA      | $2292424.81   | 0.42%             | 2031-04-30      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Zalando SE                                        | Zalando SE                                                                    | CUSIP: 000000000<br>LEI: 529900YRFFGH5AXU4S86 | Long             | EC               | CORP              | DE        |     17115 | NS      | $619857.91    | 0.11%             |  |  |  | Yes           | 1                  | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                            | Fairfax Financial Holdings Ltd.                                               | CUSIP: 303901BR2<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    550000 | PA      | $551158.25    | 0.10%             | 2054-03-22      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| Meituan                                           | Meituan                                                                       | CUSIP: 000000000<br>LEI: 21380033K525E5JLIA77 | Long             | EC               | CORP              | KY        |     75700 | NS      | $1271965.39   | 0.24%             |  |  |  | Yes           | 1                  | On Loan: No      |
| Honda Auto Receivables Owner Trust                | Honda Auto Receivables Owner Trust                                            | CUSIP: 43814VAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    390000 | PA      | $393715.49    | 0.07%             | 2029-09-21      | Fixed         | 4.57%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                      | CUSIP: 36179YKT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3481642 | PA      | $3535049.09   | 0.66%             | 2053-11-20      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| American Express Co                               | American Express Co.                                                          | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |      5445 | NS      | $1450602.45   | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| CNH Equipment Trust                               | CNH Equipment Trust                                                           | CUSIP: 18978JAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     99651 | PA      | $99872.64     | 0.02%             | 2027-10-15      | Fixed         | 5.42%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3140F5QW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    188508 | PA      | $167306.43    | 0.03%             | 2046-06-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Capital One Financial Corp                        | Capital One Financial Corp.                                                   | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |     17900 | NS      | $3226654.00   | 0.60%             |  |  |  | No            | 1                  | On Loan: No      |
| American International Group Inc                  | American International Group, Inc.                                            | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |     66946 | NS      | $5457437.92   | 1.01%             |  |  |  | No            | 1                  | On Loan: No      |
| WPP PLC                                           | WPP PLC                                                                       | CUSIP: 92937A102<br>LEI: 549300LSGBXPYHXGDT93 | Long             | EC               | CORP              | JE        |     25200 | NS      | $971712.00    | 0.18%             |  |  |  | No            | 1                  | On Loan: —       |
| BANK OF NOVA SCOTIA                               | Bank of Nova Scotia                                                           | CUSIP: 064159VJ2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   1635000 | PA      | $1628124.99   | 0.30%             | 2025-06-04      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3140FQT23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     79923 | PA      | $75944.55     | 0.01%             | 2046-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Timken Co/The                                     | Timken Co.                                                                    | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |      5400 | NS      | $346950.00    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                      | CUSIP: 36179YU77<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1599880 | PA      | $1622114.90   | 0.30%             | 2054-04-20      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| ARIZONA PUBLIC SERVICE                            | Arizona Public Service Co.                                                    | CUSIP: 040555DC5<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    105000 | PA      | $60713.01     | 0.01%             | 2050-09-15      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                           | CUSIP: 91282CKP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1695000 | PA      | $1752868.35   | 0.32%             | 2029-04-30      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132XXYZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    118910 | PA      | $111380.23    | 0.02%             | 2048-04-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| ConocoPhillips                                    | ConocoPhillips                                                                | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |      6653 | NS      | $592915.36    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Nippon Sanso Holdings Corp                        | Nippon Sanso Holdings Corp.                                                   | CUSIP: 000000000<br>LEI: 353800F1K6653B4VPY57 | Long             | EC               | CORP              | JP        |     22200 | NS      | $708791.44    | 0.13%             |  |  |  | No            | 1                  | On Loan: —       |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3140FQS73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    262439 | PA      | $242263.86    | 0.04%             | 2046-11-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |

### Signature

**Date Signed:** 2025-05-19

**Name of Applicant:** American Beacon Institutional Funds Trust

**Signature:** Sonia Bates

**Name of Signer:** Sonia Bates

**Title:** Treasurer