# EDGAR Filing Document

**Accession Number:** 0001700933
**File Stem:** 0001410368-26-067722
**Filing Date:** 2026-6
**Character Count:** 237903
**Document Hash:** 49f3d25bead406a507395ab01fcd9380
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-067722.hdr.sgml**: 20260626

**ACCESSION NUMBER**: 0001410368-26-067722

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260626

**DATE AS OF CHANGE**: 20260626

**PERIOD START**: 20261031

**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:** 261128715

**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:** 2026-10-31

- **b. Date as of which information is reported:** 2026-04-30

**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:** $602264692.51

**Total Liabilities:** $5142141.36

**Net Assets:** $597122551.15

**Delayed Delivery Securities:** $2111106.25

**Cash Not Reported:** $514240.56

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -217.80000000 | **1-Year:** -2367.98000000 | **5-Year:** -5861.39000000 | **10-Year:** -16934.34000000 | **30-Year:** -11780.85000000

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

- **3-Month:** -0.70000000 | **1-Year:** -54.62000000 | **5-Year:** -130.41000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000186839 | 2.21%                | -4.96%               | 4.63%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2531230.40              | $9447465.12                                |
| Month 2  | $3685754.84              | $-34308970.24                              |
| Month 3  | $4263159.16              | $20113620.80                               |

### 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        |    470000 | PA      | $406862.16    | 0.07%             | 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        |    614910 | PA      | $548303.57    | 0.09%             | 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      | $377698.23    | 0.06%             | 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        |     19421 | NS      | $406654.10    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                      | CUSIP: 36179WG44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    565774 | PA      | $504320.37    | 0.08%             | 2051-06-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Shell PLC                                                                           | Shell PLC                                                                     | CUSIP: 780259305<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |     19400 | NS      | $1758998.00   | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| Salesforce Inc                                                                      | Salesforce, Inc.                                                              | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |     11800 | NS      | $2083054.00   | 0.35%             |  |  |  | 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      | $242485.86    | 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        |    346076 | PA      | $296673.67    | 0.05%             | 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        |   1243724 | PA      | $1271958.07   | 0.21%             | 2054-12-20      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| ICE Futures U.S., Inc.                                                              | MSCI EAFE JUN26                                                               | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               |  | US        |        18 | NC      | $85421.47     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                               | Duke Energy Carolinas LLC                                                     | CUSIP: 26442CBQ6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    235000 | PA      | $238631.93    | 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        |     10795 | NS      | $692236.42    | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                            | Florida Power & Light Co.                                                     | CUSIP: 341081FQ5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    120000 | PA      | $93682.68     | 0.02%             | 2048-03-01      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| ENTERGY ARKANSAS LLC                                                                | Entergy Arkansas LLC                                                          | CUSIP: 29366MAC2<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    115000 | PA      | $75959.32     | 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        |    639228 | PA      | $518689.28    | 0.09%             | 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        |     26200 | NS      | $2014518.00   | 0.34%             |  |  |  | No            | 1                  | On Loan: No      |
| AMERICAN EXPRESS CO                                                                 | American Express Co.                                                          | CUSIP: 025816CH0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    140000 | PA      | $138675.94    | 0.02%             | 2026-09-15      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                          | Federal National Mortgage Association                                         | CUSIP: 3140XCXR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    300270 | PA      | $255281.51    | 0.04%             | 2051-10-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Teledyne Technologies Inc                                                           | Teledyne Technologies, Inc.                                                   | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |      3400 | NS      | $2195890.00   | 0.37%             |  |  |  | No            | 1                  | On Loan: No      |
| BLUE OWL CAPITAL CORP                                                               | Blue Owl Capital Corp.                                                        | CUSIP: 69121KAG9<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    310000 | PA      | $290802.74    | 0.05%             | 2028-06-11      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Genuine Parts Co                                                                    | Genuine Parts Co.                                                             | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |      5900 | NS      | $632657.00    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| BANK OF AMERICA CORP                                                                | Bank of America Corp.                                                         | CUSIP: 06051GHS1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    280000 | PA      | $228361.09    | 0.04%             | 2050-03-15      | Fixed         | 4.33%                 | No            | 2                  | On Loan: No      |
| Stellantis Financial Underwritten Enhanced Lease Trust                              | Stellantis Financial Underwritten Enhanced Lease Trust                        | CUSIP: 858928AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    160837 | PA      | $161098.09    | 0.03%             | 2027-07-20      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| APPALACHIAN POWER CO                                                                | Appalachian Power Co.                                                         | CUSIP: 037735CX3<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    795000 | PA      | $639801.35    | 0.11%             | 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      | $782460.94    | 0.13%             | 2047-08-15      | Fixed         | 4.54%                 | No            | 2                  | On Loan: No      |
| Progressive Corp/The                                                                | Progressive Corp.                                                             | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |      4930 | NS      | $992310.40    | 0.17%             |  |  |  | No            | 1                  | 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      | $101292.86    | 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        |     12600 | NS      | $1618092.00   | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                                                          | Federal National Mortgage Association                                         | CUSIP: 3140QCCF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    195435 | PA      | $185880.37    | 0.03%             | 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        |     33800 | NS      | $2180100.00   | 0.37%             |  |  |  | No            | 1                  | On Loan: No      |
| Mondelez International Inc                                                          | Mondelez International, Inc.                                                  | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |     15800 | NS      | $970752.00    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                      | CUSIP: 36180AAG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1832909 | PA      | $1874152.33   | 0.31%             | 2054-09-20      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Interpump Group SpA                                                                 | Interpump Group SpA                                                           | CUSIP: 000000000<br>LEI: 815600C79D0F31F4D395 | Long             | EC               | CORP              | IT        |     13675 | NS      | $575790.07    | 0.10%             |  |  |  | No            | 2                  | On Loan: —       |
| 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      | $295993.38    | 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      | $526275.40    | 0.09%             | 2034-04-01      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                      | CUSIP: 36179TNS0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     59606 | PA      | $56746.01     | 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        |    219612 | PA      | $186325.43    | 0.03%             | 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        |    171176 | NS      | $2788244.53   | 0.47%             |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                      | CUSIP: 36179WZC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    439409 | PA      | $414359.01    | 0.07%             | 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        |     85204 | NS      | $2366277.02   | 0.40%             |  |  |  | No            | 2                  | On Loan: No      |
| UnitedHealth Group Inc                                                              | UnitedHealth Group, Inc.                                                      | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     10593 | NS      | $3924494.64   | 0.66%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                      | CUSIP: 3618N5PJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2084782 | PA      | $2101438.67   | 0.35%             | 2055-06-20      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Philip Morris International Inc                                                     | Philip Morris International, Inc.                                             | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |     12356 | NS      | $2039604.92   | 0.34%             |  |  |  | No            | 1                  | On Loan: No      |
| Kia Corp                                                                            | Kia Corp.                                                                     | CUSIP: 000000000<br>LEI: 988400V8MJK9N7OI5X76 | Long             | EC               | CORP              | KR        |      6088 | NS      | $630120.63    | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                            | Charter Communications Operating LLC/Charter Communications Operating Capital | CUSIP: 161175CG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    395000 | PA      | $230796.98    | 0.04%             | 2062-06-30      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                             | GLP Capital LP/GLP Financing II, Inc.                                         | CUSIP: 361841AW9<br>LEI: N/A                  | Long             | DBT              |  | US        |    435000 | PA      | $425846.25    | 0.07%             | 2037-11-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Zayo Issuer LLC                                                                     | Zayo Issuer LLC                                                               | CUSIP: 98919WAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    700000 | PA      | $714754.53    | 0.12%             | 2055-06-20      | Fixed         | 6.59%                 | No            | 2                  | On Loan: No      |
| British American Tobacco PLC                                                        | British American Tobacco PLC                                                  | CUSIP: 000000000<br>LEI: 213800FKA5MF17RJKT63 | Long             | EC               | CORP              | GB        |     15236 | NS      | $893448.33    | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                          | Federal National Mortgage Association                                         | CUSIP: 3140QT2N8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    725646 | PA      | $738816.05    | 0.12%             | 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        |     47178 | PA      | $47754.84     | 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        |    614865 | PA      | $626734.58    | 0.10%             | 2053-07-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| ENTERGY CORP                                                                        | Entergy Corp.                                                                 | CUSIP: 29364GAL7<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    115000 | PA      | $107193.31    | 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        |     56633 | NS      | $4656931.59   | 0.78%             |  |  |  | No            | 1                  | On Loan: No      |
| BAYER US FINANCE II LLC                                                             | Bayer U.S. Finance II LLC                                                     | CUSIP: 07274NBH5<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    205000 | PA      | $155806.59    | 0.03%             | 2064-07-15      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| BAYER US FINANCE LLC                                                                | Bayer U.S. Finance LLC                                                        | CUSIP: 07274EAM5<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |    790000 | PA      | $840397.56    | 0.14%             | 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        |     62707 | NS      | $515805.86    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                          | Federal National Mortgage Association                                         | CUSIP: 31418BCG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39709 | PA      | $39593.64     | 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      | $403010.48    | 0.07%             | 2026-11-21      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| SALESFORCE INC                                                                      | Salesforce, Inc.                                                              | CUSIP: 79466LAL8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    418000 | PA      | $242376.09    | 0.04%             | 2051-07-15      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| PMT Loan Trust                                                                      | PMT Loan Trust                                                                | CUSIP: 729916BK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1017531 | PA      | $1022023.87   | 0.17%             | 2056-11-25      | Floating      | 5.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                         | Federal Home Loan Mortgage Corp.                                              | CUSIP: 31427NDW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1202517 | PA      | $1219035.97   | 0.20%             | 2055-05-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| SLB Ltd                                                                             | SLB Ltd.                                                                      | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |     24780 | NS      | $1409486.40   | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| BAT CAPITAL CORP                                                                    | BAT Capital Corp.                                                             | CUSIP: 05526DBZ7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    130000 | PA      | $137542.58    | 0.02%             | 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      | $88491.63     | 0.01%             | 2051-09-17      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                          | Federal National Mortgage Association                                         | CUSIP: 3140XMZF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    519143 | PA      | $421512.45    | 0.07%             | 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        |    629101 | PA      | $645679.02    | 0.11%             | 2053-08-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Seagate Technology Holdings PLC                                                     | Seagate Technology Holdings PLC                                               | CUSIP: 000000000<br>LEI: 635400RUXIFEZSRU8X70 | Long             | EC               | CORP              | IE        |      3874 | NS      | $2609681.36   | 0.44%             |  |  |  | No            | 1                  | On Loan: No      |
| Freddie Mac                                                                         | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3133L8CZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    365120 | PA      | $335128.27    | 0.06%             | 2036-03-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Air Products and Chemicals Inc                                                      | Air Products & Chemicals, Inc.                                                | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |     13238 | NS      | $3972061.90   | 0.67%             |  |  |  | No            | 1                  | On Loan: No      |
| Freddie Mac                                                                         | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132E0CE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    711247 | PA      | $725096.30    | 0.12%             | 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        |     68882 | NS      | $1489228.84   | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| SAP SE                                                                              | SAP SE                                                                        | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |      1633 | NS      | $279451.61    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Amadeus IT Group SA                                                                 | Amadeus IT Group SA                                                           | CUSIP: 000000000<br>LEI: 9598004A3FTY3TEHHN09 | Long             | EC               | CORP              | ES        |      5905 | NS      | $339597.47    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                      | CUSIP: 36179TJX4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     31503 | PA      | $28951.26     | 0.00%             | 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        |    545000 | PA      | $543825.69    | 0.09%             | 2034-12-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| Banca Monte dei Paschi di Siena SpA                                                 | Banca Monte dei Paschi di Siena SpA                                           | CUSIP: 000000000<br>LEI: J4CP7MHCXR8DAQMKIL78 | Long             | EC               | CORP              | IT        |     58155 | NS      | $624161.81    | 0.10%             |  |  |  | No            | 2                  | On Loan: —       |
| TotalEnergies SE                                                                    | TotalEnergies SE                                                              | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |     26000 | NS      | $2410460.00   | 0.40%             |  |  |  | No            | 1                  | On Loan: No      |
| Everest Group Ltd                                                                   | Everest Group Ltd.                                                            | CUSIP: 000000000<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               | CORP              | BM        |      2166 | NS      | $772742.16    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| MARKEL GROUP INC                                                                    | Markel Group, Inc.                                                            | CUSIP: 570535AT1<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    380000 | PA      | $326658.66    | 0.05%             | 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        |     39014 | NS      | $2910834.54   | 0.49%             |  |  |  | No            | 1                  | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                            | Prudential Financial, Inc.                                                    | CUSIP: 74432QCE3<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    312000 | PA      | $250535.63    | 0.04%             | 2050-02-25      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| Volkswagen Auto Lease Trust                                                         | Volkswagen Auto Lease Trust                                                   | CUSIP: 92868BAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    510000 | PA      | $509202.21    | 0.09%             | 2029-01-22      | Fixed         | 4.01%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                          | Federal National Mortgage Association                                         | CUSIP: 3140X9X75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    689213 | PA      | $587180.84    | 0.10%             | 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        |     14700 | NS      | $777630.00    | 0.13%             |  |  |  | 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      | $340837.65    | 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        |     45733 | PA      | $42811.65     | 0.01%             | 2043-07-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Bank Hapoalim BM                                                                    | Bank Hapoalim BM                                                              | CUSIP: 000000000<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | EC               | CORP              | IL        |     21724 | NS      | $583317.89    | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Arch Capital Group Ltd                                                              | Arch Capital Group Ltd.                                                       | CUSIP: 000000000<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |     13746 | NS      | $1298447.16   | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Mitsubishi Heavy Industries Ltd                                                     | Mitsubishi Heavy Industries Ltd.                                              | CUSIP: 000000000<br>LEI: 353800TJ98PCAZROVE69 | Long             | EC               | CORP              | JP        |     28900 | NS      | $856596.53    | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| Shell PLC                                                                           | Shell PLC                                                                     | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |     28834 | NS      | $1308924.33   | 0.22%             |  |  |  | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                          | Federal National Mortgage Association                                         | CUSIP: 3140X8NT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    233921 | PA      | $215489.22    | 0.04%             | 2035-11-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                          | Federal National Mortgage Association                                         | CUSIP: 3140XGW21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    334958 | PA      | $268196.82    | 0.04%             | 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      | $1875700.00   | 0.31%             | 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      | $609121.04    | 0.10%             | 2037-07-01      | Fixed         | 2.39%                 | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                            | Charter Communications Operating LLC/Charter Communications Operating Capital | CUSIP: 161175BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    395000 | PA      | $228248.42    | 0.04%             | 2061-04-01      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| Olin Corp                                                                           | Olin Corp.                                                                    | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |     26000 | NS      | $740480.00    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                                                          | Federal National Mortgage Association                                         | CUSIP: 3140QK5R5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    109738 | PA      | $96974.61     | 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        |      5882 | NS      | $1806018.96   | 0.30%             |  |  |  | No            | 2                  | On Loan: No      |
| Citigroup Inc                                                                       | Citigroup, Inc.                                                               | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     20200 | NS      | $2585196.00   | 0.43%             |  |  |  | No            | 1                  | On Loan: No      |
| BARCLAYS PLC                                                                        | Barclays PLC                                                                  | CUSIP: 06738EDK8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    495000 | PA      | $481059.63    | 0.08%             | 2037-02-24      | Fixed         | 5.21%                 | No            | 2                  | On Loan: No      |
| Omnicom Group Inc                                                                   | Omnicom Group, Inc.                                                           | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |     18100 | NS      | $1388632.00   | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Sea Ltd                                                                             | Sea Ltd.                                                                      | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Long             | EC               | CORP              | KY        |     22786 | NS      | $1934075.68   | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| BOEING CO                                                                           | Boeing Co.                                                                    | CUSIP: 097023CD5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    285000 | PA      | $275082.68    | 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        |     22393 | NS      | $3397295.43   | 0.57%             |  |  |  | No            | 2                  | On Loan: No      |
| PNC Financial Services Group Inc/The                                                | PNC Financial Services Group, Inc.                                            | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |      8600 | NS      | $1917800.00   | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                                                          | Federal National Mortgage Association                                         | CUSIP: 31418DYN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    204347 | PA      | $192355.63    | 0.03%             | 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      | $130581.33    | 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      | $90043.61     | 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        |      2529 | NS      | $1129324.95   | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                                                          | Federal National Mortgage Association                                         | CUSIP: 3140X8LJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    583800 | PA      | $514461.63    | 0.09%             | 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        |      7700 | NS      | $2651110.00   | 0.44%             |  |  |  | No            | 1                  | On Loan: No      |
| Xcel Energy Inc                                                                     | Xcel Energy, Inc.                                                             | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |     51378 | NS      | $4261805.10   | 0.71%             |  |  |  | No            | 1                  | On Loan: No      |
| Lithia Motors Inc                                                                   | Lithia Motors, Inc.                                                           | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |      1400 | NS      | $406168.00    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                      | CUSIP: 36179XX50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    613497 | PA      | $611374.78    | 0.10%             | 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        |    309934 | PA      | $293599.14    | 0.05%             | 2052-05-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Volkswagen Auto Lease Trust                                                         | Volkswagen Auto Lease Trust                                                   | CUSIP: 92868CAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    710000 | PA      | $709808.30    | 0.12%             | 2029-03-20      | Fixed         | 4.17%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                         | Federal Home Loan Mortgage Corp.                                              | CUSIP: 31335BC38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    255321 | PA      | $226195.49    | 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        |     83100 | NS      | $2247024.00   | 0.38%             |  |  |  | No            | 1                  | On Loan: No      |
| AT&T INC                                                                            | AT&T, Inc.                                                                    | CUSIP: 00206RNK4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    965000 | PA      | $930827.95    | 0.16%             | 2056-04-30      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| PPG Industries Inc                                                                  | PPG Industries, Inc.                                                          | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |     19200 | NS      | $2083200.00   | 0.35%             |  |  |  | No            | 1                  | On Loan: No      |
| Freddie Mac                                                                         | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3133KYV55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    206113 | PA      | $184986.47    | 0.03%             | 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        |     10280 | NS      | $1952994.40   | 0.33%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                                                          | Federal National Mortgage Association                                         | CUSIP: 3140XQBG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     70408 | PA      | $74238.77     | 0.01%             | 2054-06-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Orange SA                                                                           | Orange SA                                                                     | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | EC               | CORP              | FR        |     55837 | NS      | $1166678.30   | 0.20%             |  |  |  | No            | 2                  | On Loan: No      |
| PPL Corp                                                                            | PPL Corp.                                                                     | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |     12900 | NS      | $482976.00    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                      | CUSIP: 36179WVW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    235434 | PA      | $214881.93    | 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        |      6521 | NS      | $655522.70    | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Societe Generale SA                                                                 | Societe Generale SA                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EC               | CORP              | FR        |     17896 | NS      | $1432581.32   | 0.24%             |  |  |  | No            | 2                  | On Loan: No      |
| ASM International NV                                                                | ASM International NV                                                          | CUSIP: 000000000<br>LEI: 7245001I22ND6ZFHX623 | Long             | EC               | CORP              | NL        |      1107 | NS      | $1083683.94   | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| BSPDF Issuer Ltd                                                                    | BSPDF Issuer LLC                                                              | CUSIP: 05594VAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    380000 | PA      | $380356.44    | 0.06%             | 2043-09-18      | Floating      | 5.11%                 | No            | 2                  | On Loan: No      |
| Alcon AG                                                                            | Alcon AG                                                                      | CUSIP: 000000000<br>LEI: 549300LDT5AP8S0NBM78 | Long             | EC               | CORP              | CH        |     18700 | NS      | $1400069.00   | 0.23%             |  |  |  | No            | 1                  | On Loan: —       |
| Axalta Coating Systems Ltd                                                          | Axalta Coating Systems Ltd.                                                   | CUSIP: 000000000<br>LEI: 529900AGLPA40GV6H619 | Long             | EC               | CORP              | BM        |     49487 | NS      | $1407410.28   | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| Medtronic PLC                                                                       | Medtronic PLC                                                                 | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |     66230 | NS      | $5362643.10   | 0.90%             |  |  |  | No            | 1                  | On Loan: No      |
| Freddie Mac                                                                         | Federal Home Loan Mortgage Corp.                                              | CUSIP: 31427R6K1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    583680 | PA      | $491848.00    | 0.08%             | 2051-10-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                          | Federal National Mortgage Association                                         | CUSIP: 3140XNRH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    702344 | PA      | $729816.08    | 0.12%             | 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        |     22140 | NS      | $1140210.00   | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                      | CUSIP: 36179Y2M5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1968722 | PA      | $2013974.88   | 0.34%             | 2054-07-20      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Corteva Inc                                                                         | Corteva, Inc.                                                                 | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |     41200 | NS      | $3337612.00   | 0.56%             |  |  |  | No            | 1                  | On Loan: No      |
| Globant SA                                                                          | Globant SA                                                                    | CUSIP: 000000000<br>LEI: 2221008DCMSPYS42DS88 | Long             | EC               | CORP              | LU        |      5667 | NS      | $233650.41    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                                                          | Federal National Mortgage Association                                         | CUSIP: 3138EKFT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5420 | PA      | $5387.11      | 0.00%             | 2028-01-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Thales SA                                                                           | Thales SA                                                                     | CUSIP: 000000000<br>LEI: 529900FNDVTQJOVVPZ19 | Long             | EC               | CORP              | FR        |      1532 | NS      | $420139.81    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Centene Corp                                                                        | Centene Corp.                                                                 | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |      9800 | NS      | $526162.00    | 0.09%             |  |  |  | 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      | $280888.92    | 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      | $389228.53    | 0.07%             | 2048-04-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Alphabet Inc                                                                        | Alphabet, Inc.                                                                | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     11711 | NS      | $4506392.80   | 0.75%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                      | CUSIP: 36179VFS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     55164 | PA      | $54157.57     | 0.01%             | 2050-02-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| COX COMMUNICATIONS INC                                                              | Cox Communications, Inc.                                                      | CUSIP: 224044CT2<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    510000 | PA      | $430456.35    | 0.07%             | 2053-12-15      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| Lotes Co Ltd                                                                        | Lotes Co. Ltd.                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      9000 | NS      | $758783.05    | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| CNH Industrial NV                                                                   | CNH Industrial NV                                                             | CUSIP: 000000000<br>LEI: 549300WGC2HZ5J67V817 | Long             | EC               | CORP              | NL        |    133500 | NS      | $1429785.00   | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| Microchip Technology Inc                                                            | Microchip Technology, Inc.                                                    | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |     59270 | NS      | $5506775.70   | 0.92%             |  |  |  | No            | 1                  | On Loan: No      |
| Lloyds Banking Group PLC                                                            | Lloyds Banking Group PLC                                                      | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EC               | CORP              | GB        |    637145 | NS      | $861254.30    | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| Hewlett Packard Enterprise Co                                                       | Hewlett Packard Enterprise Co.                                                | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |     68594 | NS      | $1973449.38   | 0.33%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                      | CUSIP: 36179YYX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1040116 | PA      | $1065931.33   | 0.18%             | 2054-06-20      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                         | Federal Home Loan Mortgage Corp.                                              | CUSIP: 31307UZN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     43054 | PA      | $41758.28     | 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        |      1534 | NS      | $2207410.66   | 0.37%             |  |  |  | No            | 1                  | On Loan: No      |
| Resonac Holdings Corp                                                               | Resonac Holdings Corp.                                                        | CUSIP: 000000000<br>LEI: 5493006AIPA1V92YPP18 | Long             | EC               | CORP              | JP        |      7300 | NS      | $671594.24    | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Zimmer Biomet Holdings Inc                                                          | Zimmer Biomet Holdings, Inc.                                                  | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |     10350 | NS      | $853150.50    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Freddie Mac                                                                         | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132E0VU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    647969 | PA      | $625928.94    | 0.10%             | 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        |     11500 | NS      | $842465.83    | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS GROUP AG                                                                        | UBS Group AG                                                                  | CUSIP: 225401BT4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    615000 | PA      | $603062.70    | 0.10%             | 2037-08-10      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                         | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3133D4VC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    314572 | PA      | $297805.36    | 0.05%             | 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        |     10224 | NS      | $3848518.08   | 0.64%             |  |  |  | No            | 1                  | On Loan: No      |
| Lennar Corp                                                                         | Lennar Corp.                                                                  | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |     23501 | NS      | $2122140.30   | 0.36%             |  |  |  | No            | 1                  | On Loan: No      |
| J M Smucker Co/The                                                                  | J.M. Smucker Co.                                                              | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |      8100 | NS      | $794043.00    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| NXP Semiconductors NV                                                               | NXP Semiconductors NV                                                         | CUSIP: 000000000<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |      3999 | NS      | $1174066.41   | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Leidos Holdings Inc                                                                 | Leidos Holdings, Inc.                                                         | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |       600 | NS      | $89532.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                      | CUSIP: 36179WJR0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    508517 | PA      | $435792.81    | 0.07%             | 2051-07-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| 3i Group PLC                                                                        | 3i Group PLC                                                                  | CUSIP: 000000000<br>LEI: 35GDVHRBMFE7NWATNM84 | Long             | EC               | CORP              | GB        |     45538 | NS      | $1584411.72   | 0.27%             |  |  |  | No            | 2                  | On Loan: No      |
| T-MOBILE USA INC                                                                    | T-Mobile USA, Inc.                                                            | CUSIP: 87264AEA9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    890000 | PA      | $855498.09    | 0.14%             | 2056-02-15      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| GSK PLC                                                                             | GSK PLC                                                                       | CUSIP: 37733W204<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |      9000 | NS      | $470790.00    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                                                          | Federal National Mortgage Association                                         | CUSIP: 31418EHK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    904152 | PA      | $873677.20    | 0.15%             | 2052-09-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Fiserv Inc                                                                          | Fiserv, Inc.                                                                  | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |     25100 | NS      | $1572515.00   | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Procter & Gamble Co/The                                                             | Procter & Gamble Co.                                                          | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |      9900 | NS      | $1456191.00   | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                             | Goldman Sachs Group, Inc.                                                     | CUSIP: 38145GAU4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    945000 | PA      | $919823.57    | 0.15%             | 2041-02-02      | Fixed         | 5.39%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                          | Federal National Mortgage Association                                         | CUSIP: 3140J5H44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    114204 | PA      | $102835.36    | 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        |     84632 | NS      | $738167.15    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| SEMPRA                                                                              | Sempra                                                                        | CUSIP: 816851BS7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    425000 | PA      | $432525.05    | 0.07%             | 2054-10-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| State Street Corp                                                                   | State Street Corp.                                                            | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |      8900 | NS      | $1360276.00   | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                                                          | Federal National Mortgage Association                                         | CUSIP: 3140XLTA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    624958 | PA      | $608489.76    | 0.10%             | 2053-06-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                           | CUSIP: 91282CQH7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    665000 | PA      | $664844.14    | 0.11%             | 2028-03-31      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Lowe's Cos Inc                                                                      | Lowe's Cos., Inc.                                                             | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      6800 | NS      | $1623772.00   | 0.27%             |  |  |  | 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      | $327025.14    | 0.05%             | 2050-02-25      | Fixed         | 5.66%                 | No            | 2                  | On Loan: No      |
| RELX PLC                                                                            | RELX PLC                                                                      | CUSIP: 000000000<br>LEI: 549300WSX3VBUFFJOO66 | Long             | EC               | CORP              | GB        |     36188 | NS      | $1321866.23   | 0.22%             |  |  |  | No            | 2                  | On Loan: No      |
| US BANCORP                                                                          | U.S. Bancorp                                                                  | CUSIP: 902973AZ9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    380000 | PA      | $378754.36    | 0.06%             | 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        |     68230 | PA      | $63284.40     | 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        |     18067 | NS      | $1473183.18   | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| Cummins Inc                                                                         | Cummins, Inc.                                                                 | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |      1010 | NS      | $677720.10    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Workday Inc                                                                         | Workday, Inc.                                                                 | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |     33900 | NS      | $4149360.00   | 0.69%             |  |  |  | No            | 1                  | On Loan: No      |
| Freddie Mac                                                                         | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132E0G97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    548538 | PA      | $564936.56    | 0.09%             | 2053-03-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| NOV Inc                                                                             | NOV, Inc.                                                                     | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |     40300 | NS      | $824538.00    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| CDW Corp/DE                                                                         | CDW Corp.                                                                     | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |      5700 | NS      | $780387.00    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Norfolk Southern Corp                                                               | Norfolk Southern Corp.                                                        | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |      2400 | NS      | $757992.00    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Amcor PLC                                                                           | Amcor PLC                                                                     | CUSIP: 000000000<br>LEI: 549300GSODGFCDQ3DI89 | Long             | EC               | CORP              | JE        |      9471 | NS      | $365997.79    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Microsoft Corp                                                                      | Microsoft Corp.                                                               | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      7000 | NS      | $2854460.00   | 0.48%             |  |  |  | No            | 1                  | On Loan: No      |
| MORGAN STANLEY                                                                      | Morgan Stanley                                                                | CUSIP: 61748UAP7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    945000 | PA      | $919692.24    | 0.15%             | 2041-01-18      | Fixed         | 5.31%                 | No            | 2                  | On Loan: No      |
| Magna International Inc                                                             | Magna International, Inc.                                                     | CUSIP: 559222401<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | EC               | CORP              | CA        |     31100 | NS      | $1980137.00   | 0.33%             |  |  |  | No            | 1                  | On Loan: No      |
| Suncor Energy Inc                                                                   | Suncor Energy, Inc.                                                           | CUSIP: 867224107<br>LEI: 894500XO86FKXQGPYV71 | Long             | EC               | CORP              | CA        |     11015 | NS      | $754795.30    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| IBM CORP                                                                            | International Business Machines Corp.                                         | CUSIP: 459200LV1<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    520000 | PA      | $492899.60    | 0.08%             | 2056-02-03      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| Compass Datacenters Issuer III, LLC                                                 | Compass Datacenters Issuer III LLC                                            | CUSIP: 20469BAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    424000 | PA      | $420013.00    | 0.07%             | 2056-02-25      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| Japan Post Bank Co Ltd                                                              | Japan Post Bank Co. Ltd.                                                      | CUSIP: 000000000<br>LEI: 5493006JVO6N2HC2XZ76 | Long             | EC               | CORP              | JP        |     42400 | NS      | $734942.93    | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Vertiv Holdings Co                                                                  | Vertiv Holdings Co.                                                           | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |      1392 | NS      | $457258.08    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Aptiv PLC                                                                           | Aptiv PLC                                                                     | CUSIP: 000000000<br>LEI: 254900HTTDFIJZ32GX53 | Long             | EC               | CORP              | JE        |     41894 | NS      | $2524532.44   | 0.42%             |  |  |  | No            | 1                  | On Loan: No      |
| Rheinmetall AG                                                                      | Rheinmetall AG                                                                | CUSIP: 000000000<br>LEI: 5299001OU9CSE29O6S05 | Long             | EC               | CORP              | DE        |       166 | NS      | $264247.93    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                         | Federal Home Loan Mortgage Corp.                                              | CUSIP: 31335BM60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    134179 | PA      | $124271.49    | 0.02%             | 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        |     22551 | NS      | $1754467.80   | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| Adyen NV                                                                            | Adyen NV                                                                      | CUSIP: 000000000<br>LEI: 724500973ODKK3IFQ447 | Long             | EC               | CORP              | NL        |       785 | NS      | $887857.47    | 0.15%             |  |  |  | Yes           | 2                  | On Loan: No      |
| Pinnacle West Capital Corp                                                          | Pinnacle West Capital Corp.                                                   | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |     19005 | NS      | $1971198.60   | 0.33%             |  |  |  | No            | 1                  | On Loan: No      |
| Constellation Brands Inc                                                            | Constellation Brands, Inc.                                                    | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |      5700 | NS      | $892506.00    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| AECOM                                                                               | AECOM                                                                         | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |     13971 | NS      | $1174961.10   | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Ebara Corp                                                                          | Ebara Corp.                                                                   | CUSIP: 000000000<br>LEI: 353800UV8U3SOMCDTI49 | Long             | EC               | CORP              | JP        |     23200 | NS      | $813449.62    | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| Chevron Corp                                                                        | Chevron Corp.                                                                 | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21036 | NS      | $4066469.16   | 0.68%             |  |  |  | No            | 1                  | On Loan: No      |
| Johnson Controls International plc                                                  | Johnson Controls International PLC                                            | CUSIP: 000000000<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | IE        |     16965 | NS      | $2477398.95   | 0.41%             |  |  |  | No            | 1                  | On Loan: No      |
| Shimadzu Corp                                                                       | Shimadzu Corp.                                                                | CUSIP: 000000000<br>LEI: 353800Y64Z08WEH8PH97 | Long             | EC               | CORP              | JP        |     30700 | NS      | $715747.05    | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Adobe Inc                                                                           | Adobe, Inc.                                                                   | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |      4700 | NS      | $1156670.00   | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Floating Rate Notes                                             | CUSIP: 91282CPX3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16640000 | PA      | $16641199.24  | 2.79%             | 2028-01-31      | Floating      | 3.72%                 | No            | 2                  | On Loan: No      |
| KINDER MORGAN ENER PART                                                             | Kinder Morgan Energy Partners LP                                              | CUSIP: 494550BW5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     85000 | PA      | $79397.88     | 0.01%             | 2044-09-01      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Unilever PLC                                                                        | Unilever PLC                                                                  | CUSIP: 000000000<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |     11285 | NS      | $659603.79    | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| ORACLE CORP                                                                         | Oracle Corp.                                                                  | CUSIP: 68389XEB7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    260000 | PA      | $239616.62    | 0.04%             | 2056-02-04      | Fixed         | 6.70%                 | No            | 2                  | On Loan: No      |
| Entergy Corp                                                                        | Entergy Corp.                                                                 | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |     22985 | NS      | $2710161.35   | 0.45%             |  |  |  | No            | 1                  | On Loan: No      |
| CF Hippolyta Issuer LLC                                                             | CF Hippolyta Issuer LLC                                                       | CUSIP: 12530MAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    152976 | PA      | $152039.69    | 0.03%             | 2062-08-15      | Fixed         | 5.97%                 | No            | 2                  | On Loan: No      |
| Alphabet Inc                                                                        | Alphabet, Inc.                                                                | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     11000 | NS      | $4201340.00   | 0.70%             |  |  |  | No            | 1                  | On Loan: No      |
| Fluor Corp                                                                          | Fluor Corp.                                                                   | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |      8100 | NS      | $432135.00    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Cigna Group/The                                                                     | Cigna Group                                                                   | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      1440 | NS      | $418435.20    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                                                          | Federal National Mortgage Association                                         | CUSIP: 3140QN2U5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    345418 | PA      | $315367.07    | 0.05%             | 2052-05-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| AREIT CRE Trust                                                                     | AREIT Trust                                                                   | CUSIP: 04002DAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    360000 | PA      | $360766.70    | 0.06%             | 2043-07-25      | Floating      | 5.22%                 | No            | 2                  | On Loan: No      |
| Cie Financiere Richemont SA                                                         | Cie Financiere Richemont SA                                                   | CUSIP: 000000000<br>LEI: 549300YIPGJ6UX2QPS51 | Long             | EC               | CORP              | CH        |      2028 | NS      | $387035.53    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                                                     | Telefonaktiebolaget LM Ericsson                                               | CUSIP: 294821608<br>LEI: 549300W9JLPW15XIFM52 | Long             | EC               | CORP              | SE        |    235540 | NS      | $2781727.40   | 0.47%             |  |  |  | No            | 1                  | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                            | Duke Energy Progress LLC                                                      | CUSIP: 26442RAD3<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    255000 | PA      | $206958.06    | 0.03%             | 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        |    629693 | PA      | $511784.22    | 0.09%             | 2052-01-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| CVS Health Corp                                                                     | CVS Health Corp.                                                              | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |      9100 | NS      | $757939.00    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                                                          | Federal National Mortgage Association                                         | CUSIP: 3140XRCX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    553412 | PA      | $486650.04    | 0.08%             | 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      | $205236.98    | 0.03%             | 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        |     32567 | NS      | $998812.01    | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| SEMPRA INFRASTRUCTURE PA                                                            | Sempra Infrastructure Partners LP                                             | CUSIP: 81685VAA1<br>LEI: 549300L0B3MD11PUAA07 | Long             | DBT              | CORP              | US        |    205000 | PA      | $181414.82    | 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        |      2130 | NS      | $1067428.20   | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                                                          | Federal National Mortgage Association                                         | CUSIP: 3140QNE73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    531931 | PA      | $454708.15    | 0.08%             | 2052-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Symrise AG                                                                          | Symrise AG                                                                    | CUSIP: 000000000<br>LEI: 529900D82I6R9601CF26 | Long             | EC               | CORP              | DE        |     11621 | NS      | $1027243.79   | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| ONEOK INC                                                                           | ONEOK, Inc.                                                                   | CUSIP: 682680CF8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    390000 | PA      | $355662.98    | 0.06%             | 2054-11-01      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| Coca-Cola Co/The                                                                    | Coca-Cola Co.                                                                 | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |     26500 | NS      | $2087140.00   | 0.35%             |  |  |  | No            | 1                  | On Loan: No      |
| CarMax Auto Owner Trust                                                             | CarMax Auto Owner Trust                                                       | CUSIP: 14319EAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    310042 | PA      | $312905.31    | 0.05%             | 2029-01-16      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| KB Financial Group Inc                                                              | KB Financial Group, Inc.                                                      | CUSIP: 000000000<br>LEI: 529900TKE4MXG3Q6GW86 | Long             | EC               | CORP              | KR        |      5272 | NS      | $572206.15    | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                            | Electricite de France SA                                                      | CUSIP: 268317BB9<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    970000 | PA      | $912314.05    | 0.15%             | 2064-04-22      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| BX Trust                                                                            | BX Commercial Mortgage Trust                                                  | CUSIP: 05618UAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    360000 | PA      | $359325.00    | 0.06%             | 2045-03-15      | Floating      | 5.36%                 | No            | 2                  | On Loan: No      |
| Public Storage                                                                      | Public Storage                                                                | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               |  | US        |      4317 | NS      | $1305676.65   | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Freddie Mac                                                                         | Federal Home Loan Mortgage Corp.                                              | CUSIP: 31307EE67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12628 | PA      | $12522.13     | 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        |    237981 | PA      | $204063.56    | 0.03%             | 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        |     40000 | NS      | $480842.66    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Techtronic Industries Co Ltd                                                        | Techtronic Industries Co. Ltd.                                                | CUSIP: 000000000<br>LEI: 549300HZW2SBE758OK89 | Long             | EC               | CORP              | HK        |     43500 | NS      | $633504.84    | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                          | Federal National Mortgage Association                                         | CUSIP: 3140X7QF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    216427 | PA      | $184959.93    | 0.03%             | 2050-08-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Stanley Black & Decker Inc                                                          | Stanley Black & Decker, Inc.                                                  | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |      7000 | NS      | $547120.00    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| SOUTHWEST AIRLINES CO                                                               | Southwest Airlines Co.                                                        | CUSIP: 844741BM9<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    510000 | PA      | $483650.16    | 0.08%             | 2035-11-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                      | CUSIP: 3617VQFP6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    312209 | PA      | $281765.39    | 0.05%             | 2051-08-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| PACCAR Inc                                                                          | PACCAR, Inc.                                                                  | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |     11550 | NS      | $1372140.00   | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Exxon Mobil Corp                                                                    | Exxon Mobil Corp.                                                             | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     18303 | NS      | $2824701.99   | 0.47%             |  |  |  | No            | 1                  | On Loan: No      |
| QTS FAYETTEV I DC1-2/TRS                                                            | QTS Fayetteville I Dc1-2 LLC/QTS TRS Fayetteville I DC1-2 LLC                 | CUSIP: 74751AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $680819.22    | 0.11%             | 2036-04-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| AT&T INC                                                                            | AT&T, Inc.                                                                    | CUSIP: 00206RNE8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    390000 | PA      | $361772.74    | 0.06%             | 2054-11-01      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| SEMPRA                                                                              | Sempra                                                                        | CUSIP: 816851BT5<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    565000 | PA      | $569364.06    | 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        |    134096 | PA      | $120441.15    | 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      | $451696.93    | 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        |    107000 | NS      | $456079.61    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| McCormick & Co Inc/MD                                                               | McCormick & Co., Inc.                                                         | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |     26633 | NS      | $1354021.72   | 0.23%             |  |  |  | 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        |    220879 | PA      | $221377.03    | 0.04%             | 2027-11-22      | Fixed         | 4.67%                 | No            | 2                  | On Loan: No      |
| Iskandar Enterprise LLC                                                             | Iskandar Enterprise LLC                                                       | CUSIP: 464338AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2110000 | PA      | $2109604.16   | 0.35%             | 2056-04-17      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                          | Federal National Mortgage Association                                         | CUSIP: 3140M2PG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    691013 | PA      | $590995.36    | 0.10%             | 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      | $257699.84    | 0.04%             | 2028-06-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| PUBLIC STORAGE OP CO                                                                | Public Storage Operating Co.                                                  | CUSIP: 74460DAJ8<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    210000 | PA      | $186654.34    | 0.03%             | 2031-11-09      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Marks & Spencer Group PLC                                                           | Marks & Spencer Group PLC                                                     | CUSIP: 000000000<br>LEI: 213800EJP14A79ZG1X44 | Long             | EC               | CORP              | GB        |    117325 | NS      | $528160.23    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Martin Marietta Materials Inc                                                       | Martin Marietta Materials, Inc.                                               | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |      4000 | NS      | $2476280.00   | 0.41%             |  |  |  | No            | 1                  | On Loan: No      |
| SEMPRA                                                                              | Sempra                                                                        | CUSIP: 816851BU2<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    345000 | PA      | $347256.30    | 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        |    661408 | PA      | $662976.41    | 0.11%             | 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        |   1652174 | PA      | $1690345.29   | 0.28%             | 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: 9269004BEA774D836A73 | Long             | EC               | CORP              | BR        |     64000 | NS      | $495916.64    | 0.08%             |  |  |  | Yes           | 1                  | On Loan: No      |
| Engie SA                                                                            | Engie SA                                                                      | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | EC               | CORP              | FR        |     41376 | NS      | $1366293.56   | 0.23%             |  |  |  | No            | 2                  | On Loan: —       |
| Fannie Mae                                                                          | Federal National Mortgage Association                                         | CUSIP: 3140QLRE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    469036 | PA      | $399951.45    | 0.07%             | 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      | $130560.70    | 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        |    168777 | PA      | $175028.64    | 0.03%             | 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        |     74000 | NS      | $923877.35    | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| Berkshire Hathaway Inc                                                              | Berkshire Hathaway, Inc.                                                      | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |      5097 | NS      | $2413939.20   | 0.40%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                                                          | Federal National Mortgage Association                                         | CUSIP: 3140XBR69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    332099 | PA      | $303905.09    | 0.05%             | 2051-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                         | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132DNFA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    492498 | PA      | $419906.54    | 0.07%             | 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        |     61400 | NS      | $669131.18    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Recruit Holdings Co Ltd                                                             | Recruit Holdings Co. Ltd.                                                     | CUSIP: 000000000<br>LEI: 353800R2LRSMVVC4I806 | Long             | EC               | CORP              | JP        |     13900 | NS      | $648876.69    | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                          | Federal National Mortgage Association                                         | CUSIP: 3140XLD62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    333269 | PA      | $281049.32    | 0.05%             | 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        |       587 | NS      | $1164502.34   | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Lennar Corp                                                                         | Lennar Corp.                                                                  | CUSIP: 526057302<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |       666 | NS      | $58861.08     | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| Government National Mortgage Association                                            | Government National Mortgage Association                                      | CUSIP: 3618N5MQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1772999 | PA      | $1788831.54   | 0.30%             | 2055-05-20      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                      | CUSIP: 3618N56K0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2440340 | PA      | $2493740.47   | 0.42%             | 2056-01-20      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                                  | Mitsubishi UFJ Financial Group, Inc.                                          | CUSIP: 606822104<br>LEI: 353800V2V8PUY9TK3E06 | Long             | EC               | CORP              | JP        |    120650 | NS      | $2165667.50   | 0.36%             |  |  |  | No            | 1                  | On Loan: —       |
| AstraZeneca PLC                                                                     | AstraZeneca PLC                                                               | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |      7150 | NS      | $1357462.50   | 0.23%             |  |  |  | No            | 2                  | On Loan: No      |
| Bharti Airtel Ltd                                                                   | Bharti Airtel Ltd.                                                            | CUSIP: 000000000<br>LEI: 335800KQ1FPKOQ84OR26 | Long             | EC               | CORP              | IN        |     22199 | NS      | $443615.49    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Dexerials Corp                                                                      | Dexerials Corp.                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10900 | NS      | $171396.93    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS PLC                                                                        | Barclays PLC                                                                  | CUSIP: 06738ECP8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    320000 | PA      | $322951.05    | 0.05%             | 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      | $2110860.00   | 0.35%             |  |  |  | No            | 1                  | On Loan: No      |
| WELLS FARGO & COMPANY                                                               | Wells Fargo & Co.                                                             | CUSIP: 94974BFP0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    311000 | PA      | $290777.31    | 0.05%             | 2043-11-02      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Pernod Ricard SA                                                                    | Pernod Ricard SA                                                              | CUSIP: 000000000<br>LEI: 52990097YFPX9J0H5D87 | Long             | EC               | CORP              | FR        |      4110 | NS      | $303548.72    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Shin-Etsu Chemical Co Ltd                                                           | Shin-Etsu Chemical Co. Ltd.                                                   | CUSIP: 000000000<br>LEI: 353800PX8Q64N86H5W41 | Long             | EC               | CORP              | JP        |     16500 | NS      | $768873.08    | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                      | CUSIP: 36179X5C6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    564099 | PA      | $504971.58    | 0.08%             | 2053-06-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Amgen Inc                                                                           | Amgen, Inc.                                                                   | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |      6500 | NS      | $2250625.00   | 0.38%             |  |  |  | No            | 1                  | On Loan: No      |
| Sanofi SA                                                                           | Sanofi SA                                                                     | CUSIP: 80105N105<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |     28510 | NS      | $1327995.80   | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of America Corp                                                                | Bank of America Corp.                                                         | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     74493 | NS      | $3982395.78   | 0.67%             |  |  |  | No            | 1                  | On Loan: No      |
| SSE PLC                                                                             | SSE PLC                                                                       | CUSIP: 000000000<br>LEI: 549300KI75VYLLMSK856 | Long             | EC               | CORP              | GB        |     14273 | NS      | $513557.20    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Nitori Holdings Co Ltd                                                              | Nitori Holdings Co. Ltd.                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     29700 | NS      | $428590.61    | 0.07%             |  |  |  | No            | 2                  | On Loan: —       |
| Freddie Mac                                                                         | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3133KYVT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    375202 | PA      | $337062.48    | 0.06%             | 2041-09-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| KENTUCKY UTILITIES CO                                                               | Kentucky Utilities Co.                                                        | CUSIP: 491674BM8<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |    185000 | PA      | $124464.99    | 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        |     75650 | NS      | $4286329.00   | 0.72%             |  |  |  | No            | 1                  | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                           | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11530000 | PA      | $11429112.50  | 1.91%             | 2035-08-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Deutsche Telekom AG                                                                 | Deutsche Telekom AG                                                           | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | EC               | CORP              | DE        |     17616 | NS      | $570226.70    | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                          | Federal National Mortgage Association                                         | CUSIP: 3140KKYT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    355943 | PA      | $299341.71    | 0.05%             | 2050-08-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Entegris Inc                                                                        | Entegris, Inc.                                                                | CUSIP: 29362U104<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | EC               | CORP              | US        |     16697 | NS      | $2360621.86   | 0.40%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                                                          | Federal National Mortgage Association                                         | CUSIP: 3138WFGF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24009 | PA      | $22392.71     | 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      | $382679.38    | 0.06%             | 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        |    107396 | PA      | $105061.85    | 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        |    209923 | PA      | $188049.49    | 0.03%             | 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        |     74335 | PA      | $68975.60     | 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      | $128987.20    | 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        |     15645 | NS      | $1360489.20   | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| UNITED MEXICAN STATES                                                               | Mexico Government International Bonds                                         | CUSIP: 91087BBR0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    285000 | PA      | $281109.75    | 0.05%             | 2038-02-09      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Corebridge Financial Inc                                                            | Corebridge Financial, Inc.                                                    | CUSIP: 21871X109<br>LEI: 549300XY1661QCIA7J65 | Long             | EC               | CORP              | US        |     36400 | NS      | $1002456.00   | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Labcorp Holdings Inc                                                                | Labcorp Holdings, Inc.                                                        | CUSIP: 504922105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3400 | NS      | $873120.00    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Mexico Government International Bonds                                               | Mexico Government International Bonds                                         | CUSIP: 91087BAN0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1440000 | PA      | $869040.00    | 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        |      6203 | NS      | $619727.46    | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| IMCD NV                                                                             | IMCD NV                                                                       | CUSIP: 000000000<br>LEI: 724500NSJPNFJPDAUP02 | Long             | EC               | CORP              | NL        |      7485 | NS      | $880887.21    | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| Bourzou Issuer LLC, Jamshid Issuer LLC, Cristobal Issuer LLC & COPT DC-6 Issuer LLC | Cloud Capital Holdco LP                                                       | CUSIP: 102104AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1490000 | PA      | $1494125.96   | 0.25%             | 2049-11-22      | Fixed         | 5.78%                 | No            | 2                  | On Loan: No      |
| Compass Group PLC                                                                   | Compass Group PLC                                                             | CUSIP: 000000000<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | EC               | CORP              | GB        |     25031 | NS      | $708003.29    | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Conagra Brands Inc                                                                  | Conagra Brands, Inc.                                                          | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |     18500 | NS      | $265475.00    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| IMI PLC                                                                             | IMI PLC                                                                       | CUSIP: 000000000<br>LEI: 2138002W9Q21PF751R30 | Long             | EC               | CORP              | GB        |     22672 | NS      | $867954.75    | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| PG&E Corp                                                                           | PG&E Corp.                                                                    | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |     92136 | NS      | $1531300.32   | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                                                          | Federal National Mortgage Association                                         | CUSIP: 3140X8G68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    353974 | PA      | $315330.31    | 0.05%             | 2050-10-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| BorgWarner Inc                                                                      | BorgWarner, Inc.                                                              | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |      9400 | NS      | $535518.00    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| DOMINION ENERGY INC                                                                 | Dominion Energy, Inc.                                                         | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    740000 | PA      | $756832.78    | 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        |    695531 | PA      | $719510.36    | 0.12%             | 2054-08-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                          | Federal National Mortgage Association                                         | CUSIP: 3138EKBW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20207 | PA      | $20453.99     | 0.00%             | 2042-03-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                             | Goldman Sachs Group, Inc.                                                     | CUSIP: 38148LAF3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    437000 | PA      | $396679.58    | 0.07%             | 2045-05-22      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                          | Federal National Mortgage Association                                         | CUSIP: 3140XLD39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    283261 | PA      | $283358.38    | 0.05%             | 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        |    398681 | PA      | $342468.86    | 0.06%             | 2050-04-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                           | CUSIP: 91282CPZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    305000 | PA      | $298566.41    | 0.05%             | 2036-02-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Legrand SA                                                                          | Legrand SA                                                                    | CUSIP: 000000000<br>LEI: 969500XXRPGD7HCAFA90 | Long             | EC               | CORP              | FR        |      5161 | NS      | $924236.69    | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| CAIXABANK SA                                                                        | CaixaBank SA                                                                  | CUSIP: 12803RAM6<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    735000 | PA      | $741403.85    | 0.12%             | 2036-07-03      | Fixed         | 5.58%                 | No            | 2                  | On Loan: No      |
| Fomento Economico Mexicano SAB de CV                                                | Fomento Economico Mexicano SAB de CV                                          | CUSIP: 000000000<br>LEI: 549300A8MDWDJNMLV153 | Long             | EC               | CORP              | MX        |     54200 | NS      | $640185.82    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| FedEx Corp                                                                          | FedEx Corp.                                                                   | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |      4610 | NS      | $1859259.10   | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| BMW Vehicle Lease Trust                                                             | BMW Vehicle Lease Trust                                                       | CUSIP: 05594YAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    650000 | PA      | $648974.82    | 0.11%             | 2029-05-25      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| Li Ning Co Ltd                                                                      | Li Ning Co. Ltd.                                                              | CUSIP: 000000000<br>LEI: 529900T77L2FV3FZ3U81 | Long             | EC               | CORP              | KY        |    290500 | NS      | $755447.43    | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                          | Federal National Mortgage Association                                         | CUSIP: 3140JXKV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     88423 | PA      | $84973.04     | 0.01%             | 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      | $602119.30    | 0.10%             | 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        |     85937 | PA      | $82252.91     | 0.01%             | 2045-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                         | Federal Home Loan Mortgage Corp.                                              | CUSIP: 31335BXV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    184522 | PA      | $166227.66    | 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      | $197003.43    | 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        |    465061 | PA      | $380688.05    | 0.06%             | 2051-04-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Parker-Hannifin Corp                                                                | Parker-Hannifin Corp.                                                         | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |      4527 | NS      | $4116944.34   | 0.69%             |  |  |  | No            | 1                  | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                            | Ford Motor Credit Co. LLC                                                     | CUSIP: 345397G23<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199422.44    | 0.03%             | 2029-09-06      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                           | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5615000 | PA      | $5401805.47   | 0.90%             | 2055-08-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| GE HealthCare Technologies Inc                                                      | GE HealthCare Technologies, Inc.                                              | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |     75154 | NS      | $4572369.36   | 0.77%             |  |  |  | No            | 1                  | On Loan: No      |
| Piraeus Bank SA                                                                     | Piraeus Bank SA                                                               | CUSIP: 000000000<br>LEI: 213800OYHR1MPQ5VJL60 | Long             | EC               | CORP              | GR        |    116660 | NS      | $1113637.80   | 0.19%             |  |  |  | No            | 2                  | On Loan: No      |
| Zayo Issuer LLC                                                                     | Zayo Issuer LLC                                                               | CUSIP: 98919WAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    270000 | PA      | $272170.48    | 0.05%             | 2055-03-20      | Fixed         | 6.09%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                          | Federal National Mortgage Association                                         | CUSIP: 3140A3H22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    659454 | PA      | $664988.31    | 0.11%             | 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        |     32526 | PA      | $33240.11     | 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      | $128649.35    | 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        |   1555541 | PA      | $1595727.47   | 0.27%             | 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        |     18079 | NS      | $1936441.69   | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                                                          | Federal National Mortgage Association                                         | CUSIP: 3140U5QB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    994251 | PA      | $980103.73    | 0.16%             | 2056-03-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| WENDYS FUNDING LLC                                                                  | Wendy's Funding LLC                                                           | CUSIP: 95058XAR9<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |    438900 | PA      | $432665.16    | 0.07%             | 2055-12-15      | Fixed         | 5.42%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                            | Duke Energy Progress LLC                                                      | CUSIP: 26442UAB0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    125000 | PA      | $101544.51    | 0.02%             | 2045-08-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| Freeport-McMoRan Inc                                                                | Freeport-McMoRan, Inc.                                                        | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |     27031 | NS      | $1561851.18   | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                                                          | Federal National Mortgage Association                                         | CUSIP: 3138WLC27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11789 | PA      | $11559.77     | 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      | $101314.72    | 0.02%             | 2027-01-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                      | CUSIP: 3618N5C56<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    710311 | PA      | $705110.45    | 0.12%             | 2054-12-20      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Canadian Natural Resources Ltd                                                      | Canadian Natural Resources Ltd.                                               | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |     24713 | NS      | $1177276.41   | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                               | Duke Energy Carolinas LLC                                                     | CUSIP: 26442CAZ7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    175000 | PA      | $116912.22    | 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        |     40808 | NS      | $1898796.24   | 0.32%             |  |  |  | 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      | $255349.47    | 0.04%             | 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        |   1010000 | PA      | $1008346.21   | 0.17%             | 2026-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| APA Corp                                                                            | APA Corp.                                                                     | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |     94800 | NS      | $3861204.00   | 0.65%             |  |  |  | No            | 1                  | On Loan: No      |
| Suzuki Motor Corp                                                                   | Suzuki Motor Corp.                                                            | CUSIP: 000000000<br>LEI: 353800D83H0V3ZV1SV24 | Long             | EC               | CORP              | JP        |     31500 | NS      | $351576.91    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Deere & Co                                                                          | Deere & Co.                                                                   | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |      1140 | NS      | $672451.80    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                                                          | Federal National Mortgage Association                                         | CUSIP: 3140XAH47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    626858 | PA      | $512489.36    | 0.09%             | 2051-03-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                          | Federal National Mortgage Association                                         | CUSIP: 3140MM4B1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    599628 | PA      | $579603.70    | 0.10%             | 2052-08-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                         | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132DWED1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    113123 | PA      | $112037.70    | 0.02%             | 2052-06-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Charles Schwab Corp/The                                                             | Charles Schwab Corp.                                                          | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |      9814 | NS      | $899354.96    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust                                                      | CUSIP: 46664MAH4<br>LEI: 529900YPO46YLJDFF157 | Long             | ABS-MBS          | CORP              | US        |    310000 | PA      | $306383.91    | 0.05%             | 2066-04-25      | Variable      | 5.16%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                      | CUSIP: 36179VDS6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     80825 | PA      | $81677.83     | 0.01%             | 2050-01-20      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| F5 Inc                                                                              | F5, Inc.                                                                      | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |     10300 | NS      | $3336170.00   | 0.56%             |  |  |  | No            | 1                  | On Loan: No      |
| Allianz SE                                                                          | Allianz SE                                                                    | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | EC               | CORP              | DE        |      1388 | NS      | $634579.45    | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                               | Duke Energy Carolinas LLC                                                     | CUSIP: 26442CAE4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    405000 | PA      | $430373.97    | 0.07%             | 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      | $205895.60    | 0.03%             | 2054-12-01      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                               | Foundry JV Holdco LLC                                                         | CUSIP: 350930AK9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   1155000 | PA      | $1225784.79   | 0.21%             | 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        |      3608 | NS      | $594309.76    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| UBS Group AG                                                                        | UBS Group AG                                                                  | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EC               | CORP              | CH        |     29843 | NS      | $1328447.72   | 0.22%             |  |  |  | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                          | Federal National Mortgage Association                                         | CUSIP: 3138WK2E4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     65373 | PA      | $62780.29     | 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      | $1998048.00   | 0.33%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                                                          | Federal National Mortgage Association                                         | CUSIP: 3140XDZ74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    409911 | PA      | $359834.33    | 0.06%             | 2051-11-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Oracle Corp                                                                         | Oracle Corp.                                                                  | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |     11374 | NS      | $1835649.86   | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| Cullen/Frost Bankers Inc                                                            | Cullen/Frost Bankers, Inc.                                                    | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               | CORP              | US        |     10200 | NS      | $1478286.00   | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| Experian PLC                                                                        | Experian PLC                                                                  | CUSIP: 000000000<br>LEI: 635400RXXHHYT1JTSZ26 | Long             | EC               | CORP              | JE        |     17139 | NS      | $624895.83    | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Edwards Lifesciences Corp                                                           | Edwards Lifesciences Corp.                                                    | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |     20175 | NS      | $1684612.50   | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                      | CUSIP: 36179VFT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     27881 | PA      | $28232.69     | 0.00%             | 2050-02-20      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                           | CUSIP: 91282CQD6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6520000 | PA      | $6374318.75   | 1.07%             | 2031-02-28      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Boeing Co/The                                                                       | Boeing Co.                                                                    | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |      3740 | NS      | $856572.20    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Aon PLC                                                                             | Aon PLC                                                                       | CUSIP: 000000000<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | IE        |      4860 | NS      | $1514619.00   | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| Blackstone Inc                                                                      | Blackstone, Inc.                                                              | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |     11200 | NS      | $1406496.00   | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| AmeriCredit Automobile Receivables Trust                                            | AmeriCredit Automobile Receivables Trust                                      | CUSIP: 03067FAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    360000 | PA      | $358993.44    | 0.06%             | 2030-05-20      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                      | CUSIP: 36179YHT4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1001094 | PA      | $1027411.43   | 0.17%             | 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        |    108638 | PA      | $102656.31    | 0.02%             | 2035-06-01      | Fixed         | 2.50%                 | No            | 2                  | 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      | $382076.13    | 0.06%             | 2029-12-17      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                             | GLP Capital LP/GLP Financing II, Inc.                                         | CUSIP: 361841AX7<br>LEI: N/A                  | Long             | DBT              |  | US        |    885000 | PA      | $869750.21    | 0.15%             | 2036-03-01      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| ARES CAPITAL CORP                                                                   | ARES Capital Corp.                                                            | CUSIP: 04010LBH5<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248336.93    | 0.04%             | 2032-03-08      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| LPL Financial Holdings Inc                                                          | LPL Financial Holdings, Inc.                                                  | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |      3779 | NS      | $1262677.27   | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| VICI Properties Inc                                                                 | VICI Properties, Inc.                                                         | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               |  | US        |     53450 | NS      | $1560740.00   | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                                                          | Federal National Mortgage Association                                         | CUSIP: 3140MQB65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    620062 | PA      | $586823.49    | 0.10%             | 2052-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                      | CUSIP: 36179YAS3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    558367 | PA      | $566154.45    | 0.09%             | 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        |      2600 | NS      | $550316.00    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| COX COMMUNICATIONS INC                                                              | Cox Communications, Inc.                                                      | CUSIP: 224044CV7<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |   1420000 | PA      | $1220051.93   | 0.20%             | 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        |    562022 | PA      | $516913.96    | 0.09%             | 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        |      4393 | NS      | $1104971.29   | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Floating Rate Notes                                             | CUSIP: 91282CPG0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16600000 | PA      | $16625541.09  | 2.78%             | 2027-10-31      | Floating      | 3.81%                 | No            | 2                  | On Loan: No      |
| Citizens Financial Group Inc                                                        | Citizens Financial Group, Inc.                                                | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |      6800 | NS      | $442340.00    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| BAYER US FINANCE II LLC                                                             | Bayer U.S. Finance II LLC                                                     | CUSIP: 07274NBE2<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $826180.19    | 0.14%             | 2043-11-15      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| TC Energy Corp                                                                      | TC Energy Corp.                                                               | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Long             | EC               | CORP              | CA        |      4945 | NS      | $330901.92    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                                                          | Federal National Mortgage Association                                         | CUSIP: 3140X9EK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    193104 | PA      | $177603.97    | 0.03%             | 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        |    178018 | PA      | $161178.41    | 0.03%             | 2046-11-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                                                         | S+P500 EMINI FUT JUN26                                                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |        22 | NC      | $307567.65    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                                                          | Federal National Mortgage Association                                         | CUSIP: 3138WG6G4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25138 | PA      | $23357.08     | 0.00%             | 2046-05-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                      | CUSIP: 36179TQQ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     55132 | PA      | $52481.89     | 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        |    211624 | PA      | $180231.77    | 0.03%             | 2050-09-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Ferguson Enterprises Inc                                                            | Ferguson Enterprises, Inc.                                                    | CUSIP: 31488V107<br>LEI: 2138003JYQMRP3SLX189 | Long             | EC               | CORP              | US        |      4222 | NS      | $1130271.62   | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                                                          | Federal National Mortgage Association                                         | CUSIP: 31415MM28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7908 | PA      | $8138.66      | 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        |    811899 | PA      | $823204.32    | 0.14%             | 2054-10-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Casio Computer Co Ltd                                                               | Casio Computer Co. Ltd.                                                       | CUSIP: 000000000<br>LEI: 353800JRMIABSXKHV344 | Long             | EC               | CORP              | JP        |     35200 | NS      | $357108.29    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Carnival Corp                                                                       | Carnival Corp.                                                                | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | PA        |    135180 | NS      | $3583621.80   | 0.60%             |  |  |  | No            | 1                  | On Loan: No      |
| DELL INT LLC / EMC CORP                                                             | Dell International LLC/EMC Corp.                                              | CUSIP: 24703DBF7<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    830000 | PA      | $625372.32    | 0.10%             | 2041-12-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                      | CUSIP: 3618N5RF8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2128857 | PA      | $2147970.79   | 0.36%             | 2055-07-20      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| SAP SE                                                                              | SAP SE                                                                        | CUSIP: 803054204<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |      4100 | NS      | $694909.00    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Banco Santander SA                                                                  | Banco Santander SA                                                            | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EC               | CORP              | ES        |     70332 | NS      | $860209.73    | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                          | Federal National Mortgage Association                                         | CUSIP: 31418UVX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27043 | PA      | $27373.99     | 0.00%             | 2040-06-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Merck KGaA                                                                          | Merck KGaA                                                                    | CUSIP: 000000000<br>LEI: 529900OAREIS0MOPTW25 | Long             | EC               | CORP              | DE        |      7504 | NS      | $970248.03    | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| QUALCOMM Inc                                                                        | QUALCOMM, Inc.                                                                | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |     25585 | NS      | $4594554.30   | 0.77%             |  |  |  | No            | 1                  | On Loan: No      |
| Alibaba Group Holding Ltd                                                           | Alibaba Group Holding Ltd.                                                    | CUSIP: 000000000<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |     46300 | NS      | $760824.35    | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| Shopify Inc                                                                         | Shopify, Inc.                                                                 | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |      7148 | NS      | $865837.24    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| GOLUB CAPITAL BDC                                                                   | Golub Capital BDC, Inc.                                                       | CUSIP: 38173MAB8<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |    745000 | PA      | $738248.71    | 0.12%             | 2026-08-24      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Siemens AG                                                                          | Siemens AG                                                                    | CUSIP: 000000000<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |      2064 | NS      | $613037.60    | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Inflation-Indexed Bonds                                         | CUSIP: 912810US5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5101290 | PA      | $4735555.40   | 0.79%             | 2056-02-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| SK hynix Inc                                                                        | SK Hynix, Inc.                                                                | CUSIP: 000000000<br>LEI: 988400XAIK6XISWQV045 | Long             | EC               | CORP              | KR        |      2585 | NS      | $2274713.80   | 0.38%             |  |  |  | No            | 2                  | On Loan: No      |
| NU Holdings Ltd/Cayman Islands                                                      | NU Holdings Ltd.                                                              | CUSIP: 000000000<br>LEI: 5493002DG1RHWK9W2X27 | Long             | EC               | CORP              | KY        |     74172 | NS      | $1074010.56   | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Toyo Suisan Kaisha Ltd                                                              | Toyo Suisan Kaisha Ltd.                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9100 | NS      | $627645.06    | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                            | Prudential Financial, Inc.                                                    | CUSIP: 744320BA9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    207000 | PA      | $155268.27    | 0.03%             | 2049-12-07      | Fixed         | 3.94%                 | No            | 2                  | On Loan: No      |
| Porsche Financial Auto Securitization Trust                                         | Porsche Financial Auto Securitization Trust                                   | CUSIP: 73328EAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    562666 | PA      | $564006.88    | 0.09%             | 2030-01-22      | Fixed         | 4.44%                 | No            | 2                  | On Loan: No      |
| Ameriprise Financial Inc                                                            | Ameriprise Financial, Inc.                                                    | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |      4700 | NS      | $2231513.00   | 0.37%             |  |  |  | No            | 1                  | On Loan: No      |
| Unilever PLC                                                                        | Unilever PLC                                                                  | CUSIP: 904767803<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |     27535 | NS      | $1624014.30   | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                      | CUSIP: 36179TEZ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     26852 | PA      | $24960.30     | 0.00%             | 2047-08-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| ICE Futures U.S., Inc.                                                              | MSCI EMGMKT JUN26                                                             | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               |  | US        |        19 | NC      | $87094.44     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Avantor Inc                                                                         | Avantor, Inc.                                                                 | CUSIP: 05352A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     85816 | NS      | $695109.60    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                                                          | Federal National Mortgage Association                                         | CUSIP: 3140XJQM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    432992 | PA      | $419775.99    | 0.07%             | 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        |      4800 | NS      | $656688.00    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Humana Inc                                                                          | Humana, Inc.                                                                  | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |      5200 | NS      | $1229488.00   | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Freddie Mac                                                                         | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132DSUR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    721107 | PA      | $713264.38    | 0.12%             | 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        |    116435 | PA      | $107093.82    | 0.02%             | 2035-12-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| RPM International Inc                                                               | RPM International, Inc.                                                       | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |     15500 | NS      | $1579295.00   | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                      | CUSIP: 36179WG36<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    396889 | PA      | $340328.74    | 0.06%             | 2051-06-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fortive Corp                                                                        | Fortive Corp.                                                                 | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |     43117 | NS      | $2577965.43   | 0.43%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                      | CUSIP: 36179YW67<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2017482 | PA      | $2064833.50   | 0.35%             | 2054-05-20      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Synopsys Inc                                                                        | Synopsys, Inc.                                                                | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |      4000 | NS      | $1930400.00   | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                                                          | Federal National Mortgage Association                                         | CUSIP: 3140Q9H97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34474 | PA      | $33514.77     | 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        |     24400 | NS      | $1501820.00   | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| Nintendo Co Ltd                                                                     | Nintendo Co. Ltd.                                                             | CUSIP: 000000000<br>LEI: 353800FEEXU6I9M0ZF27 | Long             | EC               | CORP              | JP        |     17700 | NS      | $860220.17    | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                          | Federal National Mortgage Association                                         | CUSIP: 3140XKES5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1129600 | PA      | $913830.66    | 0.15%             | 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        |   1058956 | PA      | $1076137.51   | 0.18%             | 2054-02-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| REYNOLDS AMERICAN INC                                                               | Reynolds American, Inc.                                                       | CUSIP: 761713BA3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    455000 | PA      | $468334.18    | 0.08%             | 2035-08-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                                              | Fairfax Financial Holdings Ltd.                                               | CUSIP: 303901BU5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    165000 | PA      | $163115.98    | 0.03%             | 2055-03-15      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd                                           | Taiwan Semiconductor Manufacturing Co. Ltd.                                   | CUSIP: 000000000<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |     47000 | NS      | $3190761.66   | 0.53%             |  |  |  | No            | 2                  | On Loan: No      |
| MatsukiyoCocokara & Co                                                              | MatsukiyoCocokara & Co.                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     16900 | NS      | $246974.91    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Saudi National Bank/The                                                             | Saudi National Bank                                                           | CUSIP: 000000000<br>LEI: 5586006ZEFQ542K7CY16 | Long             | EC               | CORP              | SA        |     65899 | NS      | $690603.18    | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Sony Group Corp                                                                     | Sony Group Corp.                                                              | CUSIP: 835699307<br>LEI: 529900R5WX9N2OI2N910 | Long             | EC               | CORP              | JP        |     92300 | NS      | $1854307.00   | 0.31%             |  |  |  | No            | 1                  | On Loan: —       |
| Fannie Mae                                                                          | Federal National Mortgage Association                                         | CUSIP: 3140QB2E7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     81415 | PA      | $79392.90     | 0.01%             | 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        |     48119 | PA      | $47199.57     | 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        |     27996 | PA      | $25995.25     | 0.00%             | 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        |     10678 | NS      | $4229128.68   | 0.71%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                                                          | Federal National Mortgage Association                                         | CUSIP: 31418D6M9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    234669 | PA      | $210701.99    | 0.04%             | 2041-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                          | Federal National Mortgage Association                                         | CUSIP: 3140QEL34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    200000 | PA      | $176865.13    | 0.03%             | 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        |     51755 | NS      | $1376165.45   | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                                                          | Federal National Mortgage Association                                         | CUSIP: 3140XKQ52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    235521 | PA      | $234917.44    | 0.04%             | 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        |    233544 | PA      | $197852.88    | 0.03%             | 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      | $243488.44    | 0.04%             | 2055-02-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Novartis AG                                                                         | Novartis AG                                                                   | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |      7379 | NS      | $1095693.29   | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| National Grid PLC                                                                   | National Grid PLC                                                             | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |     37352 | NS      | $667240.27    | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| ENTERGY ARKANSAS LLC                                                                | Entergy Arkansas LLC                                                          | CUSIP: 29366MAJ7<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    385000 | PA      | $374671.44    | 0.06%             | 2056-01-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                         | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132DT5V8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    729014 | PA      | $725039.86    | 0.12%             | 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        |    106800 | NS      | $1176280.05   | 0.20%             |  |  |  | No            | 2                  | On Loan: No      |
| Kraft Heinz Co/The                                                                  | Kraft Heinz Co.                                                               | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |     50100 | NS      | $1135266.00   | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| AT&T INC                                                                            | AT&T, Inc.                                                                    | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    390000 | PA      | $249367.73    | 0.04%             | 2059-09-15      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                                                | Bank of America Corp.                                                         | CUSIP: 06051GJA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    334000 | PA      | $260459.31    | 0.04%             | 2051-03-20      | Fixed         | 4.08%                 | No            | 2                  | On Loan: No      |
| Teva Pharmaceutical Industries Ltd                                                  | Teva Pharmaceutical Industries Ltd.                                           | CUSIP: 881624209<br>LEI: 549300BAFGM4RC74ZJ94 | Long             | EC               | CORP              | IL        |     36992 | NS      | $1297309.44   | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Tencent Holdings Ltd                                                                | Tencent Holdings Ltd.                                                         | CUSIP: 000000000<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | KY        |     36700 | NS      | $2228050.92   | 0.37%             |  |  |  | No            | 2                  | 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        |      8100 | NS      | $199791.20    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                                                             | Entergy Mississippi LLC                                                       | CUSIP: 29366WAG1<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |    145000 | PA      | $142045.63    | 0.02%             | 2055-04-15      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| NRTH PARK Mortgage Trust                                                            | NRTH Commercial Mortgage Trust                                                | CUSIP: 669985AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1245000 | PA      | $1244222.75   | 0.21%             | 2040-10-15      | Floating      | 5.05%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                          | Federal National Mortgage Association                                         | CUSIP: 3140XBFT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    287583 | PA      | $256600.59    | 0.04%             | 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      | $136882.01    | 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        |    762075 | PA      | $612662.37    | 0.10%             | 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        |     88932 | PA      | $75266.50     | 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        |     83097 | NS      | $2443051.80   | 0.41%             |  |  |  | No            | 1                  | On Loan: No      |
| Merck & Co Inc                                                                      | Merck & Co., Inc.                                                             | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     39142 | NS      | $4273523.56   | 0.72%             |  |  |  | No            | 1                  | On Loan: No      |
| Safran SA                                                                           | Safran SA                                                                     | CUSIP: 000000000<br>LEI: 969500UIC89GT3UL7L24 | Long             | EC               | CORP              | FR        |      4546 | NS      | $1448722.33   | 0.24%             |  |  |  | No            | 2                  | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                               | Duke Energy Carolinas LLC                                                     | CUSIP: 26442CAB0<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    145000 | PA      | $153507.92    | 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        |   1758404 | NS      | $1758404.40   | 0.29%             |  |  |  | No            | N/A                | On Loan: No      |
| Freddie Mac                                                                         | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3133KYW70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    557080 | PA      | $541836.57    | 0.09%             | 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        |     35864 | PA      | $33308.24     | 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        |     18400 | NS      | $1164536.00   | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Oshkosh Corp                                                                        | Oshkosh Corp.                                                                 | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |     10600 | NS      | $1656780.00   | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| Croda International PLC                                                             | Croda International PLC                                                       | CUSIP: 000000000<br>LEI: 2138004WCNBFJEEOXV26 | Long             | EC               | CORP              | GB        |     15159 | NS      | $593746.48    | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Anglo American PLC                                                                  | Anglo American PLC                                                            | CUSIP: 000000000<br>LEI: 549300S9XF92D1X8ME43 | Long             | EC               | CORP              | GB        |     21246 | NS      | $1045017.22   | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| Siemens Energy AG                                                                   | Siemens Energy AG                                                             | CUSIP: 000000000<br>LEI: 5299005CHJZ14D4FDJ62 | Long             | EC               | CORP              | DE        |     25994 | NS      | $5510766.52   | 0.92%             |  |  |  | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                          | Federal National Mortgage Association                                         | CUSIP: 3140X4NY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49057 | PA      | $48177.62     | 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        |     37113 | NS      | $1569879.90   | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| American Beacon U.S. Government Money Market                                        | American Beacon U.S. Government Money Market Fund                             | CUSIP: 02368W200<br>LEI: 549300EXCES9V5RWB620 | Long             | STIV             | RF                | US        |  31566341 | NS      | $31566340.73  | 5.29%             |  |  |  | No            | 1                  | On Loan: No      |
| Freddie Mac                                                                         | Federal Home Loan Mortgage Corp.                                              | CUSIP: 31427RWW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    499398 | PA      | $493429.67    | 0.08%             | 2056-02-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Compass Datacenters Issuer III, LLC                                                 | Compass Datacenters Issuer III LLC                                            | CUSIP: 20469BAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    230000 | PA      | $228643.81    | 0.04%             | 2056-02-25      | Fixed         | 5.29%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                           | CUSIP: 91282CKN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1245000 | PA      | $1277681.25   | 0.21%             | 2031-04-30      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Zalando SE                                                                          | Zalando SE                                                                    | CUSIP: 000000000<br>LEI: 529900YRFFGH5AXU4S86 | Long             | EC               | CORP              | DE        |     18135 | NS      | $447228.95    | 0.07%             |  |  |  | Yes           | 2                  | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                                              | Fairfax Financial Holdings Ltd.                                               | CUSIP: 303901BR2<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    830000 | PA      | $844737.00    | 0.14%             | 2054-03-22      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| Howden Joinery Group PLC                                                            | Howden Joinery Group PLC                                                      | CUSIP: 000000000<br>LEI: 213800KC1LJOJTY3JP45 | Long             | EC               | CORP              | GB        |     61029 | NS      | $649419.82    | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Motorola Solutions Inc                                                              | Motorola Solutions, Inc.                                                      | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |      5010 | NS      | $2199540.30   | 0.37%             |  |  |  | No            | 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      | $392093.17    | 0.07%             | 2029-09-21      | Fixed         | 4.57%                 | No            | 2                  | On Loan: No      |
| Uniti Fiber ABS Issuer LLC                                                          | Uniti Fiber ABS Issuer LLC                                                    | CUSIP: 91326EAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1045000 | PA      | $1036715.24   | 0.17%             | 2056-01-20      | Fixed         | 5.18%                 | No            | 2                  | On Loan: No      |
| American Express Co                                                                 | American Express Co.                                                          | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |      5099 | NS      | $1647231.95   | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| Lottomatica Group Spa                                                               | Lottomatica Group SpA                                                         | CUSIP: 000000000<br>LEI: 549300R72LKEGT4EX026 | Long             | EC               | CORP              | IT        |     19189 | NS      | $565574.10    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                          | Federal National Mortgage Association                                         | CUSIP: 3140F5QW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    164642 | PA      | $148406.87    | 0.02%             | 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        |     17950 | NS      | $3433835.00   | 0.58%             |  |  |  | No            | 1                  | On Loan: No      |
| American International Group Inc                                                    | American International Group, Inc.                                            | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |     54700 | NS      | $4091560.00   | 0.69%             |  |  |  | No            | 1                  | On Loan: No      |
| WPP PLC                                                                             | WPP PLC                                                                       | CUSIP: 92937A102<br>LEI: 549300LSGBXPYHXGDT93 | Long             | EC               | CORP              | JE        |     39800 | NS      | $719982.00    | 0.12%             |  |  |  | No            | 1                  | On Loan: —       |
| MetroNet Infrastructure Issuer LLC                                                  | MetroNet Infrastructure Issuer LLC                                            | CUSIP: 59170JAX6<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |   1530000 | PA      | $1542113.47   | 0.26%             | 2055-08-20      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Consolidated Communications LLC, Fidium Fiber Finance Holdco LLC                    | Consolidated Communications LLC/Fidium Fiber Finance Holdco LLC               | CUSIP: 209031AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $254242.53    | 0.04%             | 2055-05-20      | Fixed         | 6.51%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                          | Federal National Mortgage Association                                         | CUSIP: 3140FQT23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     72195 | PA      | $69122.64     | 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        |      4000 | NS      | $443560.00    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                      | CUSIP: 36179YU77<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1375185 | PA      | $1415770.46   | 0.24%             | 2054-04-20      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                         | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132XXYZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    105480 | PA      | $100546.57    | 0.02%             | 2048-04-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| ConocoPhillips                                                                      | ConocoPhillips                                                                | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |      5053 | NS      | $635566.34    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Nippon Sanso Holdings Corp                                                          | Nippon Sanso Holdings Corp.                                                   | CUSIP: 000000000<br>LEI: 353800F1K6653B4VPY57 | Long             | EC               | CORP              | JP        |      9300 | NS      | $331041.40    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                          | Federal National Mortgage Association                                         | CUSIP: 3140FQS73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    232426 | PA      | $216780.37    | 0.04%             | 2046-11-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |

### Signature

**Date Signed:** 2026-05-29

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

**Signature:** Aaron Cooper

**Name of Signer:** Aaron Cooper

**Title:** Treasurer