# EDGAR Filing Document

**Accession Number:** 0001700933
**File Stem:** 0001410368-25-033730
**Filing Date:** 2025-12
**Character Count:** 210661
**Document Hash:** fe0e8a3a0bbd31d7a092c5c121e64d37
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-033730.hdr.sgml**: 20251208

**ACCESSION NUMBER**: 0001410368-25-033730

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251208

**DATE AS OF CHANGE**: 20251208

**PERIOD START**: 20251031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23239
- **FILM NUMBER:** 251555439

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** IRVING

  - **State:** TX

  - **Foreign country:** US

  - **Zip / Postal Code:** 75039

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

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

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

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

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

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

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

- **b. Date as of which information is reported:** 2025-10-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $586575625.72

**Total Liabilities:** $6094046.97

**Net Assets:** $580481578.75

**Cash Not Reported:** $334057.67

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -136.35000000 | **1-Year:** -1716.05000000 | **5-Year:** -3518.68000000 | **10-Year:** -9824.65000000 | **30-Year:** -8685.14000000

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

- **3-Month:** -14.17000000 | **1-Year:** -24.64000000 | **5-Year:** -40.45000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000186839 | 2.78%                | 1.67%                | 0.00%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1616115.68              | $12480225.25                               |
| Month 2  | $1551596.41              | $6808692.28                                |
| Month 3  | $5629267.64              | $-7116547.18                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Adobe Inc                                              | Adobe, Inc.                                                                   | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |      4700 | NS      | $1599457.00   | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| AECOM                                                  | AECOM                                                                         | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |      6847 | NS      | $919894.45    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Air Products and Chemicals Inc                         | Air Products & Chemicals, Inc.                                                | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |     13541 | NS      | $3284911.19   | 0.57%             |  |  |  | No            | 1                  | On Loan: No      |
| Alphabet Inc                                           | Alphabet, Inc.                                                                | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     11000 | NS      | $3100020.00   | 0.53%             |  |  |  | No            | 1                  | On Loan: No      |
| Alphabet Inc                                           | Alphabet, Inc.                                                                | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     15255 | NS      | $4289553.45   | 0.74%             |  |  |  | No            | 1                  | On Loan: No      |
| American Express Co                                    | American Express Co.                                                          | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |      5308 | NS      | $1914754.84   | 0.33%             |  |  |  | No            | 1                  | On Loan: No      |
| AMERICAN EXPRESS CO                                    | American Express Co.                                                          | CUSIP: 025816CH0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    140000 | PA      | $137387.36    | 0.02%             | 2026-09-15      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| BAE Systems PLC                                        | BAE Systems PLC                                                               | CUSIP: 000000000<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | EC               | CORP              | GB        |     96600 | NS      | $2374633.76   | 0.41%             |  |  |  | No            | 1                  | On Loan: No      |
| American International Group Inc                       | American International Group, Inc.                                            | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |     71814 | NS      | $5670433.44   | 0.98%             |  |  |  | No            | 1                  | On Loan: No      |
| American Water Works Co Inc                            | American Water Works Co., Inc.                                                | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |     12600 | NS      | $1618218.00   | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| Ameriprise Financial Inc                               | Ameriprise Financial, Inc.                                                    | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |      4700 | NS      | $2128019.00   | 0.37%             |  |  |  | No            | 1                  | On Loan: No      |
| RS GROUP PLC                                           | RS Group PLC                                                                  | CUSIP: 000000000<br>LEI: 549300KVXDURRKVW7R37 | Long             | EC               | CORP              | GB        |     54001 | NS      | $394787.20    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Amgen Inc                                              | Amgen, Inc.                                                                   | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |      6500 | NS      | $1939795.00   | 0.33%             |  |  |  | No            | 1                  | On Loan: No      |
| Anheuser-Busch InBev SA/NV                             | Anheuser-Busch InBev SA                                                       | CUSIP: 03524A108<br>LEI: 5493008H3828EMEXB082 | Long             | EC               | CORP              | BE        |      7200 | NS      | $438480.00    | 0.08%             |  |  |  | No            | 1                  | On Loan: —       |
| Elevance Health Inc                                    | Elevance Health, Inc.                                                         | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |      9351 | NS      | $2966137.20   | 0.51%             |  |  |  | No            | 1                  | On Loan: No      |
| APA Corp                                               | APA Corp.                                                                     | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |    109800 | NS      | $2486970.00   | 0.43%             |  |  |  | No            | 1                  | On Loan: No      |
| APPALACHIAN POWER CO                                   | Appalachian Power Co.                                                         | CUSIP: 037735CX3<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    795000 | PA      | $667085.92    | 0.11%             | 2049-03-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| ARES CAPITAL CORP                                      | ARES Capital Corp.                                                            | CUSIP: 04010LBB8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    270000 | PA      | $257083.38    | 0.04%             | 2028-06-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| ARES CAPITAL CORP                                      | ARES Capital Corp.                                                            | CUSIP: 04010LBE2<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102704.55    | 0.02%             | 2027-01-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                 | Arizona Public Service Co.                                                    | CUSIP: 040555DC5<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    105000 | PA      | $64819.38     | 0.01%             | 2050-09-15      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| Atmos Energy Corp                                      | Atmos Energy Corp.                                                            | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |     14200 | NS      | $2438424.00   | 0.42%             |  |  |  | No            | 1                  | On Loan: No      |
| Avantor Inc                                            | Avantor, Inc.                                                                 | CUSIP: 05352A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     89350 | NS      | $1056117.00   | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| BAT CAPITAL CORP                                       | BAT Capital Corp.                                                             | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    960000 | PA      | $804722.42    | 0.14%             | 2047-08-15      | Fixed         | 4.54%                 | No            | 2                  | On Loan: No      |
| BAT CAPITAL CORP                                       | BAT Capital Corp.                                                             | CUSIP: 05526DBZ7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    130000 | PA      | $138764.06    | 0.02%             | 2034-02-20      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| BP CAPITAL MARKETS PLC                                 | BP Capital Markets PLC                                                        | CUSIP: 05565QDW5<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    575000 | PA      | $614185.10    | 0.11%             | 2033-12-01      | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| Howden Joinery Group PLC                               | Howden Joinery Group PLC                                                      | CUSIP: 000000000<br>LEI: 213800KC1LJOJTY3JP45 | Long             | EC               | CORP              | GB        |     50130 | NS      | $568664.52    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| BX Trust                                               | BX Commercial Mortgage Trust                                                  | CUSIP: 05609VAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    372999 | PA      | $372768.54    | 0.06%             | 2036-09-15      | Floating      | 4.85%                 | No            | 2                  | On Loan: No      |
| Baker Hughes Co                                        | Baker Hughes Co.                                                              | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17800 | NS      | $861698.00    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of America Corp                                   | Bank of America Corp.                                                         | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     75816 | NS      | $4052365.20   | 0.70%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of Nova Scotia/The                                | Bank of Nova Scotia                                                           | CUSIP: 064149107<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | EC               | CORP              | CA        |     23480 | NS      | $1540288.00   | 0.27%             |  |  |  | No            | 1                  | On Loan: —       |
| BARCLAYS PLC                                           | Barclays PLC                                                                  | CUSIP: 06738ECP8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    320000 | PA      | $325881.71    | 0.06%             | 2028-03-12      | Fixed         | 5.67%                 | No            | 2                  | On Loan: No      |
| BARCLAYS PLC                                           | Barclays PLC                                                                  | CUSIP: 06738ECR4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $207633.59    | 0.04%             | 2030-03-12      | Fixed         | 5.69%                 | No            | 2                  | On Loan: No      |
| Rio Tinto PLC                                          | Rio Tinto PLC                                                                 | CUSIP: 000000000<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |      6946 | NS      | $500595.18    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| BAYER US FINANCE LLC                                   | Bayer U.S. Finance LLC                                                        | CUSIP: 07274EAH6<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |    400000 | PA      | $406764.18    | 0.07%             | 2026-11-21      | Fixed         | 6.12%                 | 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      | $856383.15    | 0.15%             | 2053-11-21      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| BAYER US FINANCE II LLC                                | Bayer U.S. Finance II LLC                                                     | CUSIP: 07274NAJ2<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    290000 | PA      | $289861.64    | 0.05%             | 2025-12-15      | Fixed         | 4.25%                 | No            | 2                  | 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      | $156618.85    | 0.03%             | 2064-07-15      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| Berkshire Hathaway Inc                                 | Berkshire Hathaway, Inc.                                                      | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |      5305 | NS      | $2533349.70   | 0.44%             |  |  |  | No            | 1                  | On Loan: No      |
| Blackstone Inc                                         | Blackstone, Inc.                                                              | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |     11200 | NS      | $1642368.00   | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| Boeing Co/The                                          | Boeing Co.                                                                    | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |      4040 | NS      | $812120.80    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| BOEING CO                                              | Boeing Co.                                                                    | CUSIP: 097023CD5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    285000 | PA      | $275198.86    | 0.05%             | 2029-03-01      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| AstraZeneca PLC                                        | AstraZeneca PLC                                                               | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |      6980 | NS      | $1143582.76   | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| BorgWarner Inc                                         | BorgWarner, Inc.                                                              | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |     10100 | NS      | $433896.00    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Cigna Group/The                                        | Cigna Group                                                                   | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      1440 | NS      | $351950.40    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| CVS Health Corp                                        | CVS Health Corp.                                                              | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |      9300 | NS      | $726795.00    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Coterra Energy Inc                                     | Coterra Energy, Inc.                                                          | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |     61000 | NS      | $1443260.00   | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| Canadian Natural Resources Ltd                         | Canadian Natural Resources Ltd.                                               | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |     23730 | NS      | $759922.28    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Canadian Pacific Kansas City Ltd                       | Canadian Pacific Kansas City Ltd.                                             | CUSIP: 13646K108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     17150 | NS      | $1233942.50   | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Capital One Financial Corp                             | Capital One Financial Corp.                                                   | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |     18113 | NS      | $3984678.87   | 0.69%             |  |  |  | No            | 1                  | On Loan: No      |
| CarMax Auto Owner Trust                                | CarMax Auto Owner Trust                                                       | CUSIP: 14319EAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    395000 | PA      | $400339.77    | 0.07%             | 2029-01-16      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Carnival Corp                                          | Carnival Corp.                                                                | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | PA        |    140746 | NS      | $4057707.18   | 0.70%             |  |  |  | No            | 1                  | On Loan: No      |
| Centene Corp                                           | Centene Corp.                                                                 | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |     11700 | NS      | $413829.00    | 0.07%             |  |  |  | No            | 1                  | 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      | $135247.06    | 0.02%             | 2045-10-23      | Fixed         | 6.48%                 | 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      | $129269.32    | 0.02%             | 2028-03-15      | Fixed         | 4.20%                 | 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      | $412423.78    | 0.07%             | 2048-04-01      | Fixed         | 5.75%                 | 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      | $243129.76    | 0.04%             | 2061-04-01      | Fixed         | 3.85%                 | 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      | $244589.38    | 0.04%             | 2062-06-30      | Fixed         | 3.95%                 | No            | 2                  | 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      | $344971.61    | 0.06%             | 2029-06-01      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| Chevron Corp                                           | Chevron Corp.                                                                 | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6938 | NS      | $1094261.36   | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Citigroup Inc                                          | Citigroup, Inc.                                                               | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     26500 | NS      | $2682595.00   | 0.46%             |  |  |  | No            | 1                  | On Loan: No      |
| Citizens Financial Group Inc                           | Citizens Financial Group, Inc.                                                | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |     25100 | NS      | $1276837.00   | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| CNH Equipment Trust                                    | CNH Equipment Trust                                                           | CUSIP: 18978JAB4<br>LEI: 549300BIZ8MA1TOD5D46 | Long             | ABS-O            | CORP              | US        |     43529 | PA      | $43618.40     | 0.01%             | 2027-10-15      | Fixed         | 5.42%                 | No            | 2                  | On Loan: No      |
| Coca-Cola Co/The                                       | Coca-Cola Co.                                                                 | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |     26500 | NS      | $1825850.00   | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| Cognizant Technology Solutions Corp                    | Cognizant Technology Solutions Corp.                                          | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |     22814 | NS      | $1662684.32   | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| Comcast Corp                                           | Comcast Corp.                                                                 | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     74200 | NS      | $2065357.00   | 0.36%             |  |  |  | No            | 1                  | On Loan: No      |
| Commerce Bancshares Inc/MO                             | Commerce Bancshares, Inc.                                                     | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3892 | NS      | $204835.96    | 0.04%             |  |  |  | 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      | $331043.83    | 0.06%             | 2050-02-25      | Fixed         | 5.66%                 | No            | 2                  | On Loan: No      |
| Conagra Brands Inc                                     | Conagra Brands, Inc.                                                          | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |     18500 | NS      | $318015.00    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| ConocoPhillips                                         | ConocoPhillips                                                                | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |      6653 | NS      | $591185.58    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Constellation Brands Inc                               | Constellation Brands, Inc.                                                    | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |     11600 | NS      | $1524008.00   | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Corebridge Financial Inc                               | Corebridge Financial, Inc.                                                    | CUSIP: 21871X109<br>LEI: 549300XY1661QCIA7J65 | Long             | EC               | CORP              | US        |     24200 | NS      | $787952.00    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Corteva Inc                                            | Corteva, Inc.                                                                 | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |     41200 | NS      | $2531328.00   | 0.44%             |  |  |  | No            | 1                  | On Loan: No      |
| Coupang Inc                                            | Coupang, Inc.                                                                 | CUSIP: 22266T109<br>LEI: 549300XR4L1D80AK4W76 | Long             | EC               | CORP              | US        |     48930 | NS      | $1564292.10   | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| COX COMMUNICATIONS INC                                 | Cox Communications, Inc.                                                      | CUSIP: 224044CT2<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    510000 | PA      | $452371.61    | 0.08%             | 2053-12-15      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| COX COMMUNICATIONS INC                                 | Cox Communications, Inc.                                                      | CUSIP: 224044CV7<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |   1420000 | PA      | $1293916.61   | 0.22%             | 2054-09-01      | Fixed         | 5.95%                 | 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        |     60700 | NS      | $571861.08    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Cullen/Frost Bankers Inc                               | Cullen/Frost Bankers, Inc.                                                    | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               | CORP              | US        |     10200 | NS      | $1256028.00   | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Cummins Inc                                            | Cummins, Inc.                                                                 | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |      3400 | NS      | $1488112.00   | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Danaher Corp                                           | Danaher Corp.                                                                 | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |      7600 | NS      | $1636888.00   | 0.28%             |  |  |  | No            | 1                  | 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        |     70200 | NS      | $659018.87    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Deere & Co                                             | Deere & Co.                                                                   | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |      1400 | NS      | $646282.00    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| DELL INT LLC / EMC CORP                                | Dell International LLC/EMC Corp.                                              | CUSIP: 24703DBH3<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     71000 | PA      | $49745.13     | 0.01%             | 2051-12-15      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| Dominion Energy Inc                                    | Dominion Energy, Inc.                                                         | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |     30400 | NS      | $1784176.00   | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| DOMINION ENERGY INC                                    | Dominion Energy, Inc.                                                         | CUSIP: 25746UDT3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    235000 | PA      | $247008.96    | 0.04%             | 2055-02-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| DOMINION ENERGY INC                                    | Dominion Energy, Inc.                                                         | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    740000 | PA      | $771518.82    | 0.13%             | 2055-05-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY CORP                                       | Duke Energy Corp.                                                             | CUSIP: 26441CCF0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    400000 | PA      | $404028.75    | 0.07%             | 2054-06-15      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY CAROLINAS                                  | Duke Energy Carolinas LLC                                                     | CUSIP: 26442CAB0<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    145000 | PA      | $157439.53    | 0.03%             | 2038-01-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY CAROLINAS                                  | Duke Energy Carolinas LLC                                                     | CUSIP: 26442CAE4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    405000 | PA      | $440473.62    | 0.08%             | 2038-04-15      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY CAROLINAS                                  | Duke Energy Carolinas LLC                                                     | CUSIP: 26442CAZ7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    175000 | PA      | $122278.07    | 0.02%             | 2049-08-15      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY CAROLINAS                                  | Duke Energy Carolinas LLC                                                     | CUSIP: 26442CBQ6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    235000 | PA      | $243535.41    | 0.04%             | 2035-03-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                               | Duke Energy Progress LLC                                                      | CUSIP: 26442RAD3<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    255000 | PA      | $217210.26    | 0.04%             | 2044-12-01      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                               | Duke Energy Progress LLC                                                      | CUSIP: 26442UAB0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    125000 | PA      | $106387.95    | 0.02%             | 2045-08-15      | Fixed         | 4.20%                 | 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      | $614913.92    | 0.11%             | 2037-07-01      | Fixed         | 2.39%                 | No            | 2                  | On Loan: No      |
| ELECTRICITE DE FRANCE SA                               | Electricite de France SA                                                      | CUSIP: 268317BB9<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    570000 | PA      | $561031.59    | 0.10%             | 2064-04-22      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Ecolab Inc                                             | Ecolab, Inc.                                                                  | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |      8100 | NS      | $2076840.00   | 0.36%             |  |  |  | No            | 1                  | On Loan: No      |
| Arca Continental SAB de CV                             | Arca Continental SAB de CV                                                    | CUSIP: 000000000<br>LEI: 254900U2BSJCQHJCXN24 | Long             | EC               | CORP              | MX        |     44800 | NS      | $433519.61    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Electronic Arts Inc                                    | Electronic Arts, Inc.                                                         | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |      4944 | NS      | $989096.64    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Entegris Inc                                           | Entegris, Inc.                                                                | CUSIP: 29362U104<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | EC               | CORP              | US        |     23540 | NS      | $2155557.80   | 0.37%             |  |  |  | No            | 1                  | On Loan: No      |
| Entergy Corp                                           | Entergy Corp.                                                                 | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |     23932 | NS      | $2299625.88   | 0.40%             |  |  |  | No            | 1                  | On Loan: No      |
| ENTERGY CORP                                           | Entergy Corp.                                                                 | CUSIP: 29364GAL7<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    115000 | PA      | $107412.74    | 0.02%             | 2030-06-15      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| ENTERGY CORP                                           | Entergy Corp.                                                                 | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    200000 | PA      | $210122.60    | 0.04%             | 2054-12-01      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| ENTERGY LOUISIANA LLC                                  | Entergy Louisiana LLC                                                         | CUSIP: 29364WBA5<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    137000 | PA      | $132043.39    | 0.02%             | 2033-03-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| ENTERGY LOUISIANA LLC                                  | Entergy Louisiana LLC                                                         | CUSIP: 29364WBM9<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    440000 | PA      | $456653.53    | 0.08%             | 2034-03-15      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| ENTERGY ARKANSAS LLC                                   | Entergy Arkansas LLC                                                          | CUSIP: 29366MAC2<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    115000 | PA      | $80080.66     | 0.01%             | 2052-06-15      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                                | Entergy Mississippi LLC                                                       | CUSIP: 29366WAG1<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |    145000 | PA      | $148804.51    | 0.03%             | 2055-04-15      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| Equity LifeStyle Properties Inc                        | Equity LifeStyle Properties, Inc.                                             | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               |  | US        |     18400 | NS      | $1123320.00   | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                        | Telefonaktiebolaget LM Ericsson                                               | CUSIP: 294821608<br>LEI: 549300W9JLPW15XIFM52 | Long             | EC               | CORP              | SE        |    286240 | NS      | $2888161.60   | 0.50%             |  |  |  | No            | 1                  | On Loan: No      |
| Exxon Mobil Corp                                       | Exxon Mobil Corp.                                                             | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     22923 | NS      | $2621474.28   | 0.45%             |  |  |  | No            | 1                  | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                 | Fairfax Financial Holdings Ltd.                                               | CUSIP: 303901BR2<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    830000 | PA      | $878121.52    | 0.15%             | 2054-03-22      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                 | Fairfax Financial Holdings Ltd.                                               | CUSIP: 303901BU5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    165000 | PA      | $170139.35    | 0.03%             | 2055-03-15      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Federal Home Loan Mortgage Corp.                                              | CUSIP: 31307EE67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18052 | PA      | $17876.57     | 0.00%             | 2028-09-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Federal Home Loan Mortgage Corp.                                              | CUSIP: 31307UZN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     49572 | PA      | $48340.28     | 0.01%             | 2032-11-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132DNFA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    511703 | PA      | $441307.11    | 0.08%             | 2052-05-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132DPBD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    653355 | PA      | $535158.36    | 0.09%             | 2052-02-01      | 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        |    684127 | PA      | $701283.96    | 0.12%             | 2053-08-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132DSNS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1101402 | PA      | $1121041.32   | 0.19%             | 2054-02-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132DSUR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    748790 | PA      | $747414.36    | 0.13%             | 2053-08-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132DSYU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    434584 | PA      | $450887.43    | 0.08%             | 2054-04-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132DT5V8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    765981 | PA      | $767968.15    | 0.13%             | 2054-09-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132DTWF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    812258 | PA      | $838910.31    | 0.14%             | 2054-08-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132DUHZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    847014 | PA      | $862042.91    | 0.15%             | 2054-10-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132DWDC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    786769 | PA      | $641233.11    | 0.11%             | 2052-03-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132DWED1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    120182 | PA      | $120159.86    | 0.02%             | 2052-06-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132E07G1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    185813 | PA      | $192390.74    | 0.03%             | 2053-12-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132E0CE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    767953 | PA      | $787338.48    | 0.14%             | 2053-09-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132E0G97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    626239 | PA      | $652424.56    | 0.11%             | 2053-03-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132E0VU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    685830 | PA      | $671355.94    | 0.12%             | 2053-05-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132XXYZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    113230 | PA      | $108618.49    | 0.02%             | 2048-04-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Federal Home Loan Mortgage Corp.                                              | CUSIP: 31335BC38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    269541 | PA      | $242404.72    | 0.04%             | 2047-04-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Federal Home Loan Mortgage Corp.                                              | CUSIP: 31335BM60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    141409 | PA      | $132856.93    | 0.02%             | 2048-01-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Federal Home Loan Mortgage Corp.                                              | CUSIP: 31335BXV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    193554 | PA      | $176380.66    | 0.03%             | 2048-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3133A7KT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    250660 | PA      | $214608.90    | 0.04%             | 2050-07-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3133AXUH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    358291 | PA      | $310049.13    | 0.05%             | 2051-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3133D4VC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    329968 | PA      | $316134.72    | 0.05%             | 2042-05-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3133KYV55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    215874 | PA      | $194651.11    | 0.03%             | 2041-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3133KYVT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    394425 | PA      | $353952.23    | 0.06%             | 2041-09-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3133KYW70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    608182 | PA      | $598291.34    | 0.10%             | 2042-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3133L7SJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    119375 | PA      | $112725.12    | 0.02%             | 2035-06-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3133L8CZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    397354 | PA      | $366664.26    | 0.06%             | 2036-03-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Federal National Mortgage Association                                         | CUSIP: 3138EKBW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22166 | PA      | $22768.76     | 0.00%             | 2042-03-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Federal National Mortgage Association                                         | CUSIP: 3138EKFT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7672 | PA      | $7613.14      | 0.00%             | 2028-01-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Federal National Mortgage Association                                         | CUSIP: 3138WFCF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     90205 | PA      | $87408.75     | 0.02%             | 2045-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Federal National Mortgage Association                                         | CUSIP: 3138WFGF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24885 | PA      | $23568.56     | 0.00%             | 2045-08-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Federal National Mortgage Association                                         | CUSIP: 3138WG6G4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25576 | PA      | $24119.79     | 0.00%             | 2046-05-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Federal National Mortgage Association                                         | CUSIP: 3138WHBL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36736 | PA      | $34639.18     | 0.01%             | 2046-05-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Federal National Mortgage Association                                         | CUSIP: 3138WJ5H7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28920 | PA      | $27260.04     | 0.00%             | 2047-03-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Federal National Mortgage Association                                         | CUSIP: 3138WJGH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    187751 | PA      | $172096.93    | 0.03%             | 2046-11-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Federal National Mortgage Association                                         | CUSIP: 3138WK2E4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     70922 | PA      | $68756.85     | 0.01%             | 2037-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Federal National Mortgage Association                                         | CUSIP: 3138WLC27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12595 | PA      | $12492.70     | 0.00%             | 2047-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Federal National Mortgage Association                                         | CUSIP: 3138X0YX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48850 | PA      | $46428.46     | 0.01%             | 2043-07-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Federal National Mortgage Association                                         | CUSIP: 3140A3H22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    700034 | PA      | $709517.59    | 0.12%             | 2053-10-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Federal National Mortgage Association                                         | CUSIP: 3140F0JJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    140527 | PA      | $127959.63    | 0.02%             | 2046-10-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Federal National Mortgage Association                                         | CUSIP: 3140F5QW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    174289 | PA      | $159057.19    | 0.03%             | 2046-06-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Federal National Mortgage Association                                         | CUSIP: 3140FQS73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    249915 | PA      | $236826.81    | 0.04%             | 2046-11-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Federal National Mortgage Association                                         | CUSIP: 3140FQT23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     76098 | PA      | $73794.82     | 0.01%             | 2046-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Federal National Mortgage Association                                         | CUSIP: 3140GXFV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     71069 | PA      | $66912.71     | 0.01%             | 2047-09-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Federal National Mortgage Association                                         | CUSIP: 3140J5H44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    119294 | PA      | $108756.16    | 0.02%             | 2046-12-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Federal National Mortgage Association                                         | CUSIP: 3140JXKV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     98283 | PA      | $95138.42     | 0.02%             | 2034-10-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Federal National Mortgage Association                                         | CUSIP: 3140KGR62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    226669 | PA      | $194562.24    | 0.03%             | 2050-06-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Federal National Mortgage Association                                         | CUSIP: 3140KKYT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    367684 | PA      | $312466.63    | 0.05%             | 2050-08-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Federal National Mortgage Association                                         | CUSIP: 3140M2PG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    723483 | PA      | $621702.35    | 0.11%             | 2052-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Federal National Mortgage Association                                         | CUSIP: 3140MQB65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    642973 | PA      | $615755.37    | 0.11%             | 2052-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Federal National Mortgage Association                                         | CUSIP: 3140Q9H97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35617 | PA      | $35358.27     | 0.01%             | 2048-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Federal National Mortgage Association                                         | CUSIP: 3140QASQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    109016 | PA      | $107989.72    | 0.02%             | 2049-03-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Federal National Mortgage Association                                         | CUSIP: 3140QB2E7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     86799 | PA      | $85739.11     | 0.01%             | 2049-10-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Federal National Mortgage Association                                         | CUSIP: 3140QCCF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    215786 | PA      | $208004.78    | 0.04%             | 2049-11-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Federal National Mortgage Association                                         | CUSIP: 3140QEL34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    205776 | PA      | $184216.15    | 0.03%             | 2050-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Federal National Mortgage Association                                         | CUSIP: 3140QEWM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    221473 | PA      | $190539.63    | 0.03%             | 2050-09-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Federal National Mortgage Association                                         | CUSIP: 3140QK5R5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    117123 | PA      | $104682.33    | 0.02%             | 2051-06-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Federal National Mortgage Association                                         | CUSIP: 3140QLRE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    485987 | PA      | $418530.23    | 0.07%             | 2051-08-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Federal National Mortgage Association                                         | CUSIP: 3140QN2U5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    354598 | PA      | $328000.03    | 0.06%             | 2052-05-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Federal National Mortgage Association                                         | CUSIP: 3140QNE73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    554949 | PA      | $479012.27    | 0.08%             | 2052-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Federal National Mortgage Association                                         | CUSIP: 3140QPJY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    703598 | PA      | $712043.26    | 0.12%             | 2052-06-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Federal National Mortgage Association                                         | CUSIP: 3140QT2N8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    756305 | PA      | $771872.32    | 0.13%             | 2054-02-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Federal National Mortgage Association                                         | CUSIP: 3140X4NY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50152 | PA      | $49865.30     | 0.01%             | 2048-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Federal National Mortgage Association                                         | CUSIP: 3140X7QF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    232153 | PA      | $200775.48    | 0.03%             | 2050-08-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Federal National Mortgage Association                                         | CUSIP: 3140X8EL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     92157 | PA      | $78810.58     | 0.01%             | 2050-10-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Federal National Mortgage Association                                         | CUSIP: 3140X8G68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    370588 | PA      | $333826.13    | 0.06%             | 2050-10-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Federal National Mortgage Association                                         | CUSIP: 3140X8LJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    603526 | PA      | $538234.77    | 0.09%             | 2050-11-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Federal National Mortgage Association                                         | CUSIP: 3140X8NT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    263715 | PA      | $244470.46    | 0.04%             | 2035-11-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Federal National Mortgage Association                                         | CUSIP: 3140X8YA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    128556 | PA      | $119030.43    | 0.02%             | 2035-12-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Federal National Mortgage Association                                         | CUSIP: 3140X9EK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    207509 | PA      | $192125.62    | 0.03%             | 2036-01-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Federal National Mortgage Association                                         | CUSIP: 3140X9X75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    703911 | PA      | $603599.95    | 0.10%             | 2051-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Federal National Mortgage Association                                         | CUSIP: 3140XAH47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    654216 | PA      | $539384.23    | 0.09%             | 2051-03-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Federal National Mortgage Association                                         | CUSIP: 3140XAWD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    485672 | PA      | $400819.30    | 0.07%             | 2051-04-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Federal National Mortgage Association                                         | CUSIP: 3140XBFT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    296447 | PA      | $267333.67    | 0.05%             | 2051-05-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Federal National Mortgage Association                                         | CUSIP: 3140XBR69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    342238 | PA      | $317073.48    | 0.05%             | 2051-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Federal National Mortgage Association                                         | CUSIP: 3140XCXR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    312994 | PA      | $269484.67    | 0.05%             | 2051-10-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Federal National Mortgage Association                                         | CUSIP: 3140XDZ74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    414758 | PA      | $368531.57    | 0.06%             | 2051-11-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Federal National Mortgage Association                                         | CUSIP: 3140XG3N7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    323450 | PA      | $310029.50    | 0.05%             | 2052-05-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Federal National Mortgage Association                                         | CUSIP: 3140XGW21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    343670 | PA      | $279598.87    | 0.05%             | 2051-04-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Federal National Mortgage Association                                         | CUSIP: 3140XHAH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    592433 | PA      | $551986.74    | 0.10%             | 2051-07-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Federal National Mortgage Association                                         | CUSIP: 3140XJ4T7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    659171 | PA      | $542518.14    | 0.09%             | 2052-01-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Federal National Mortgage Association                                         | CUSIP: 3140XJQM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    457749 | PA      | $450463.61    | 0.08%             | 2052-10-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Federal National Mortgage Association                                         | CUSIP: 3140XKES5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1166965 | PA      | $955465.48    | 0.16%             | 2051-07-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Federal National Mortgage Association                                         | CUSIP: 3140XKQ52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    256313 | PA      | $257644.56    | 0.04%             | 2053-04-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Federal National Mortgage Association                                         | CUSIP: 3140XLD39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    300426 | PA      | $303151.70    | 0.05%             | 2053-06-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Federal National Mortgage Association                                         | CUSIP: 3140XLD62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    347461 | PA      | $296014.73    | 0.05%             | 2051-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Federal National Mortgage Association                                         | CUSIP: 3140XLTA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    664349 | PA      | $657015.64    | 0.11%             | 2053-06-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Federal National Mortgage Association                                         | CUSIP: 3140XMZF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    540616 | PA      | $442821.06    | 0.08%             | 2052-01-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Federal National Mortgage Association                                         | CUSIP: 3140XNRH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    769652 | PA      | $798742.03    | 0.14%             | 2054-01-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Federal National Mortgage Association                                         | CUSIP: 3140XQBG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     86102 | PA      | $90646.97     | 0.02%             | 2054-06-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Federal National Mortgage Association                                         | CUSIP: 3140XQF93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    660185 | PA      | $675358.87    | 0.12%             | 2053-07-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Federal National Mortgage Association                                         | CUSIP: 3140XRCX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    575161 | PA      | $511821.64    | 0.09%             | 2051-12-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Federal National Mortgage Association                                         | CUSIP: 3140XRQJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    874722 | PA      | $886502.56    | 0.15%             | 2054-11-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Federal National Mortgage Association                                         | CUSIP: 31415MM28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8455 | PA      | $8767.90      | 0.00%             | 2038-06-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Federal National Mortgage Association                                         | CUSIP: 31418BCG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44924 | PA      | $45162.84     | 0.01%             | 2034-04-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Federal National Mortgage Association                                         | CUSIP: 31418CNT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50430 | PA      | $50038.12     | 0.01%             | 2047-08-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Federal National Mortgage Association                                         | CUSIP: 31418D6M9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    252503 | PA      | $227836.62    | 0.04%             | 2041-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Federal National Mortgage Association                                         | CUSIP: 31418DYN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    220503 | PA      | $207399.61    | 0.04%             | 2036-04-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Federal National Mortgage Association                                         | CUSIP: 31418ELX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    321154 | PA      | $321044.38    | 0.06%             | 2052-12-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Federal National Mortgage Association                                         | CUSIP: 31418ES50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    705240 | PA      | $714935.31    | 0.12%             | 2053-06-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Federal National Mortgage Association                                         | CUSIP: 31418RQQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49422 | PA      | $50766.90     | 0.01%             | 2040-05-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Federal National Mortgage Association                                         | CUSIP: 31418UVX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28539 | PA      | $29314.81     | 0.01%             | 2040-06-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Federal Home Loan Mortgage Corp.                                              | CUSIP: 31427NDW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1264597 | PA      | $1295245.34   | 0.22%             | 2055-05-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| FedEx Corp                                             | FedEx Corp.                                                                   | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |      7610 | NS      | $1931570.20   | 0.33%             |  |  |  | No            | 1                  | On Loan: No      |
| Freddie Mac                                            | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3142GRMP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1095881 | PA      | $1110752.58   | 0.19%             | 2054-04-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Ferguson Enterprises Inc                               | Ferguson Enterprises, Inc.                                                    | CUSIP: 31488V107<br>LEI: 2138003JYQMRP3SLX189 | Long             | EC               | CORP              | US        |      1425 | NS      | $354112.50    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| F5 Inc                                                 | F5, Inc.                                                                      | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |     13300 | NS      | $3365565.00   | 0.58%             |  |  |  | No            | 1                  | On Loan: No      |
| Fidelity National Information Services Inc             | Fidelity National Information Services, Inc.                                  | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |     42049 | NS      | $2628903.48   | 0.45%             |  |  |  | No            | 1                  | On Loan: No      |
| FIDELITY NATL FINANCIAL                                | Fidelity National Financial, Inc.                                             | CUSIP: 31620RAL9<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |    145000 | PA      | $93382.04     | 0.02%             | 2051-09-17      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| First Citizens BancShares Inc/NC                       | First Citizens BancShares, Inc.                                               | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |       447 | NS      | $815694.54    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Fiserv Inc                                             | Fiserv, Inc.                                                                  | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |      6700 | NS      | $446823.00    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| FLORIDA POWER & LIGHT CO                               | Florida Power & Light Co.                                                     | CUSIP: 341081FQ5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    120000 | PA      | $97765.74     | 0.02%             | 2048-03-01      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| Fluor Corp                                             | Fluor Corp.                                                                   | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |      8800 | NS      | $429176.00    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit               | Ford Credit Auto Owner Trust                                                  | CUSIP: 345285AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $292059.09    | 0.05%             | 2034-05-15      | Fixed         | 1.53%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                               | Ford Motor Credit Co. LLC                                                     | CUSIP: 345397G23<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200466.04    | 0.03%             | 2029-09-06      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| Fortive Corp                                           | Fortive Corp.                                                                 | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |     41775 | NS      | $2102953.50   | 0.36%             |  |  |  | No            | 1                  | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                  | Foundry JV Holdco LLC                                                         | CUSIP: 350930AK9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   1155000 | PA      | $1228461.00   | 0.21%             | 2039-01-25      | Fixed         | 6.30%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                      | CUSIP: 36179TEZ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     28127 | PA      | $26314.25     | 0.00%             | 2047-08-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                      | CUSIP: 36179TJX4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     32959 | PA      | $30712.47     | 0.01%             | 2047-10-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                      | CUSIP: 36179TNS0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     62594 | PA      | $60226.42     | 0.01%             | 2047-12-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                      | CUSIP: 36179TQQ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     57866 | PA      | $55585.49     | 0.01%             | 2048-01-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                      | CUSIP: 36179VDS6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     85309 | PA      | $86646.95     | 0.01%             | 2050-01-20      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                      | CUSIP: 36179VFS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     58994 | PA      | $58539.97     | 0.01%             | 2050-02-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                      | CUSIP: 36179VFT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     30123 | PA      | $30657.11     | 0.01%             | 2050-02-20      | 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        |    416784 | PA      | $361570.36    | 0.06%             | 2050-04-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                      | CUSIP: 36179WG36<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    413627 | PA      | $358235.59    | 0.06%             | 2051-06-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                      | CUSIP: 36179WG44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    591375 | PA      | $532042.70    | 0.09%             | 2051-06-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                      | CUSIP: 36179WJR0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    530895 | PA      | $459724.73    | 0.08%             | 2051-07-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                      | CUSIP: 36179WR26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    248568 | PA      | $215320.22    | 0.04%             | 2051-11-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                      | CUSIP: 36179WTZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    643081 | PA      | $578220.88    | 0.10%             | 2051-12-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                      | CUSIP: 36179WVW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    246517 | PA      | $227634.57    | 0.04%             | 2052-01-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                      | CUSIP: 36179WZC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    468243 | PA      | $446682.38    | 0.08%             | 2052-03-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                      | CUSIP: 36179X2F2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    221312 | PA      | $201442.44    | 0.03%             | 2053-05-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                      | CUSIP: 36179X5C6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    596732 | PA      | $537129.71    | 0.09%             | 2053-06-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                      | CUSIP: 36179XX50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    656957 | PA      | $657819.27    | 0.11%             | 2053-04-20      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                      | CUSIP: 36179Y2M5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2678682 | PA      | $2732958.63   | 0.47%             | 2054-07-20      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                      | CUSIP: 36179YAS3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    629404 | PA      | $638180.05    | 0.11%             | 2053-07-20      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                      | CUSIP: 36179YHT4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1217589 | PA      | $1245672.56   | 0.21%             | 2053-10-20      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                      | CUSIP: 36179YML5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1934377 | PA      | $1978452.33   | 0.34%             | 2053-12-20      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                      | CUSIP: 36179YU77<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1352558 | PA      | $1381480.54   | 0.24%             | 2054-04-20      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                      | CUSIP: 36179YW67<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2575270 | PA      | $2628894.82   | 0.45%             | 2054-05-20      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                      | CUSIP: 36179YYX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1389142 | PA      | $1417678.75   | 0.24%             | 2054-06-20      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                      | CUSIP: 3617VQFP6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    329913 | PA      | $300231.68    | 0.05%             | 2051-08-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                      | CUSIP: 36180AAG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2866676 | PA      | $2922939.51   | 0.50%             | 2054-09-20      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                      | CUSIP: 3618N5C56<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    754620 | PA      | $752978.81    | 0.13%             | 2054-12-20      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                      | CUSIP: 3618N5C72<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1818175 | PA      | $1852419.42   | 0.32%             | 2054-12-20      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                      | CUSIP: 3618N5EW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2510344 | PA      | $2556028.43   | 0.44%             | 2055-01-20      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                      | CUSIP: 3618N5MQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    187345 | PA      | $189010.67    | 0.03%             | 2055-05-20      | 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        |     35246 | PA      | $36223.28     | 0.01%             | 2039-10-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                      | CUSIP: 36241LX84<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     78679 | PA      | $73930.97     | 0.01%             | 2041-09-15      | Fixed         | 3.50%                 | No            | 2                  | 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      | $238823.21    | 0.04%             | 2034-06-12      | Fixed         | 1.17%                 | No            | 2                  | On Loan: No      |
| GE HealthCare Technologies Inc                         | GE HealthCare Technologies, Inc.                                              | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |     24683 | NS      | $1849990.85   | 0.32%             |  |  |  | No            | 1                  | 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      | $130950.57    | 0.02%             | 2028-02-21      | Fixed         | 4.66%                 | No            | 2                  | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust     | GM Financial Consumer Automobile Receivables Trust                            | CUSIP: 362955AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    380000 | PA      | $383838.99    | 0.07%             | 2029-12-17      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| General Dynamics Corp                                  | General Dynamics Corp.                                                        | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |      8000 | NS      | $2759200.00   | 0.48%             |  |  |  | No            | 1                  | On Loan: No      |
| General Motors Co                                      | General Motors Co.                                                            | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |     33500 | NS      | $2314515.00   | 0.40%             |  |  |  | No            | 1                  | On Loan: No      |
| Gildan Activewear Inc                                  | Gildan Activewear, Inc.                                                       | CUSIP: 375916103<br>LEI: 549300SB3IBI34M00Z45 | Long             | EC               | CORP              | CA        |     13157 | NS      | $767253.24    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| GSK PLC                                                | GSK PLC                                                                       | CUSIP: 37733W204<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |     10500 | NS      | $492030.00    | 0.08%             |  |  |  | No            | 1                  | On Loan: —       |
| GOLUB CAPITAL BDC                                      | Golub Capital BDC, Inc.                                                       | CUSIP: 38173MAB8<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |    745000 | PA      | $731847.60    | 0.13%             | 2026-08-24      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| HCA Healthcare Inc                                     | HCA Healthcare, Inc.                                                          | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |      2010 | NS      | $923956.80    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| HBOS PLC                                               | HBOS PLC                                                                      | CUSIP: 4041A2AF1<br>LEI: 213800RS21X7UUH5QU25 | Long             | DBT              | CORP              | GB        |    365000 | PA      | $383759.74    | 0.07%             | 2033-11-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Halliburton Co                                         | Halliburton Co.                                                               | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |     38642 | NS      | $1037151.28   | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Thales SA                                              | Thales SA                                                                     | CUSIP: 000000000<br>LEI: 529900FNDVTQJOVVPZ19 | Long             | EC               | CORP              | FR        |      2896 | NS      | $824170.61    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Capgemini SE                                           | Capgemini SE                                                                  | CUSIP: 000000000<br>LEI: 96950077L0TN7BAROX36 | Long             | EC               | CORP              | FR        |      2839 | NS      | $436861.86    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Hartford Insurance Group Inc/The                       | Hartford Insurance Group, Inc.                                                | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |      4800 | NS      | $596064.00    | 0.10%             |  |  |  | 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      | $393828.08    | 0.07%             | 2029-09-21      | Fixed         | 4.57%                 | No            | 2                  | On Loan: No      |
| Humana Inc                                             | Humana, Inc.                                                                  | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |      4300 | NS      | $1196217.00   | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| JB Hunt Transport Services Inc                         | JB Hunt Transport Services, Inc.                                              | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |      6694 | NS      | $1130348.84   | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| KBC Group NV                                           | KBC Group NV                                                                  | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | EC               | CORP              | BE        |      5895 | NS      | $708365.42    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| ICICI Bank Ltd                                         | ICICI Bank Ltd.                                                               | CUSIP: 45104G104<br>LEI: R7RX8ER1V4666J8D1I38 | Long             | EC               | CORP              | IN        |     52621 | NS      | $1594416.30   | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| Pernod Ricard SA                                       | Pernod Ricard SA                                                              | CUSIP: 000000000<br>LEI: 52990097YFPX9J0H5D87 | Long             | EC               | CORP              | FR        |      4601 | NS      | $450572.01    | 0.08%             |  |  |  | No            | 1                  | On Loan: —       |
| Merck KGaA                                             | Merck KGaA                                                                    | CUSIP: 000000000<br>LEI: 529900OAREIS0MOPTW25 | Long             | EC               | CORP              | DE        |      8402 | NS      | $1098713.99   | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| John Deere Owner Trust                                 | John Deere Owner Trust                                                        | CUSIP: 47786WAB6<br>LEI: 549300MS3JZB0OWONQ39 | Long             | ABS-O            | CORP              | US        |    246387 | PA      | $246991.66    | 0.04%             | 2027-05-17      | Fixed         | 5.42%                 | No            | 2                  | On Loan: No      |
| John Deere Owner Trust                                 | John Deere Owner Trust                                                        | CUSIP: 47800AAC4<br>LEI: 549300MS3JZB0OWONQ39 | Long             | ABS-O            | CORP              | US        |     52076 | PA      | $52019.54     | 0.01%             | 2027-02-16      | Fixed         | 3.74%                 | No            | 2                  | On Loan: No      |
| SAP SE                                                 | SAP SE                                                                        | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |      7020 | NS      | $1818602.47   | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| KENTUCKY UTILITIES CO                                  | Kentucky Utilities Co.                                                        | CUSIP: 491674BM8<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |    185000 | PA      | $130872.21    | 0.02%             | 2050-06-01      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| Keurig Dr Pepper Inc                                   | Keurig Dr. Pepper, Inc.                                                       | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |     86519 | NS      | $2349856.04   | 0.40%             |  |  |  | No            | 1                  | On Loan: No      |
| KINDER MORGAN ENER PART                                | Kinder Morgan Energy Partners LP                                              | CUSIP: 494550BW5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     85000 | PA      | $81268.36     | 0.01%             | 2044-09-01      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Kraft Heinz Co/The                                     | Kraft Heinz Co.                                                               | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |     51400 | NS      | $1271122.00   | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| LPL Financial Holdings Inc                             | LPL Financial Holdings, Inc.                                                  | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |      3933 | NS      | $1483960.23   | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Labcorp Holdings Inc                                   | Labcorp Holdings, Inc.                                                        | CUSIP: 504922105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1800 | NS      | $457128.00    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Beiersdorf AG                                          | Beiersdorf AG                                                                 | CUSIP: 000000000<br>LEI: L47NHHI0Z9X22DV46U41 | Long             | EC               | CORP              | DE        |      5619 | NS      | $594046.65    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| ASM International NV                                   | ASM International NV                                                          | CUSIP: 000000000<br>LEI: 7245001I22ND6ZFHX623 | Long             | EC               | CORP              | NL        |      1550 | NS      | $1005423.59   | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Orange SA                                              | Orange SA                                                                     | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | EC               | CORP              | FR        |     62529 | NS      | $997144.56    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Lennar Corp                                            | Lennar Corp.                                                                  | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |     32918 | NS      | $4074260.86   | 0.70%             |  |  |  | No            | 1                  | On Loan: No      |
| Lennar Corp                                            | Lennar Corp.                                                                  | CUSIP: 526057302<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |       666 | NS      | $78621.30     | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| Rheinmetall AG                                         | Rheinmetall AG                                                                | CUSIP: 000000000<br>LEI: 5299001OU9CSE29O6S05 | Long             | EC               | CORP              | DE        |       440 | NS      | $864103.34    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Lithia Motors Inc                                      | Lithia Motors, Inc.                                                           | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |      1400 | NS      | $439712.00    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Bankinter SA                                           | Bankinter SA                                                                  | CUSIP: 000000000<br>LEI: VWMYAEQSTOPNV0SUGU82 | Long             | EC               | CORP              | ES        |     40989 | NS      | $617504.87    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Lowe's Cos Inc                                         | Lowe's Cos., Inc.                                                             | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      6800 | NS      | $1619284.00   | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| Fortum Oyj                                             | Fortum OYJ                                                                    | CUSIP: 000000000<br>LEI: 635400IUIZZIUJSAMF76 | Long             | EC               | CORP              | FI        |     30313 | NS      | $675745.04    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Magna International Inc                                | Magna International, Inc.                                                     | CUSIP: 559222401<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | EC               | CORP              | CA        |     34400 | NS      | $1624024.00   | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| MARKEL GROUP INC                                       | Markel Group, Inc.                                                            | CUSIP: 570535AT1<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    380000 | PA      | $342523.99    | 0.06%             | 2049-05-20      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Banco Santander SA                                     | Banco Santander SA                                                            | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EC               | CORP              | ES        |     78759 | NS      | $801238.10    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Siemens AG                                             | Siemens AG                                                                    | CUSIP: 000000000<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |      1518 | NS      | $429644.43    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Martin Marietta Materials Inc                          | Martin Marietta Materials, Inc.                                               | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |      4000 | NS      | $2452400.00   | 0.42%             |  |  |  | No            | 1                  | On Loan: No      |
| MercadoLibre Inc                                       | MercadoLibre, Inc.                                                            | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | US        |       520 | NS      | $1210175.20   | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Mercedes-Benz Auto Lease Trust                         | Mercedes-Benz Auto Lease Trust                                                | CUSIP: 58770JAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     81295 | PA      | $81452.37     | 0.01%             | 2027-02-16      | Fixed         | 5.44%                 | No            | 2                  | On Loan: No      |
| Merck & Co Inc                                         | Merck & Co., Inc.                                                             | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     40125 | NS      | $3449947.50   | 0.59%             |  |  |  | No            | 1                  | On Loan: No      |
| Microsoft Corp                                         | Microsoft Corp.                                                               | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      7000 | NS      | $3624670.00   | 0.62%             |  |  |  | No            | 1                  | On Loan: No      |
| Microchip Technology Inc                               | Microchip Technology, Inc.                                                    | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |     60678 | NS      | $3787520.76   | 0.65%             |  |  |  | No            | 1                  | On Loan: No      |
| Societe Generale SA                                    | Societe Generale SA                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EC               | CORP              | FR        |      8055 | NS      | $509352.95    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Amcor PLC                                              | Amcor PLC                                                                     | CUSIP: 000000000<br>LEI: 549300GSODGFCDQ3DI89 | Long             | EC               | CORP              | JE        |     51886 | NS      | $410443.50    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                     | Mitsubishi UFJ Financial Group, Inc.                                          | CUSIP: 606822104<br>LEI: 353800V2V8PUY9TK3E06 | Long             | EC               | CORP              | JP        |    120650 | NS      | $1825434.50   | 0.31%             |  |  |  | No            | 1                  | On Loan: —       |
| Bank Hapoalim BM                                       | Bank Hapoalim BM                                                              | CUSIP: 000000000<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | EC               | CORP              | IL        |     35595 | NS      | $724254.94    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Mondelez International Inc                             | Mondelez International, Inc.                                                  | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |      7600 | NS      | $436696.00    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| MOODY'S CORPORATION                                    | Moody's Corp.                                                                 | CUSIP: 615369AU9<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    180000 | PA      | $97349.97     | 0.02%             | 2060-08-18      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| Murphy Oil Corp                                        | Murphy Oil Corp.                                                              | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |      8600 | NS      | $243380.00    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| NOV Inc                                                | NOV, Inc.                                                                     | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |     99500 | NS      | $1452700.00   | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| Ebara Corp                                             | Ebara Corp.                                                                   | CUSIP: 000000000<br>LEI: 353800UV8U3SOMCDTI49 | Long             | EC               | CORP              | JP        |     18900 | NS      | $506624.49    | 0.09%             |  |  |  | No            | 1                  | On Loan: —       |
| Resona Holdings Inc                                    | Resona Holdings, Inc.                                                         | CUSIP: 000000000<br>LEI: 52990067JE75XZCYYT81 | Long             | EC               | CORP              | JP        |     62900 | NS      | $609572.06    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| New Economy Assets Phase 1 Issuer LLC                  | New Economy Assets - Phase 1 Sponsor LLC                                      | CUSIP: 643821AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    345000 | PA      | $291095.65    | 0.05%             | 2061-10-20      | Fixed         | 1.91%                 | No            | 2                  | On Loan: No      |
| Bharti Airtel Ltd                                      | Bharti Airtel Ltd.                                                            | CUSIP: 000000000<br>LEI: 335800KQ1FPKOQ84OR26 | Long             | EC               | CORP              | IN        |     24860 | NS      | $577258.04    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| SK hynix Inc                                           | SK Hynix, Inc.                                                                | CUSIP: 000000000<br>LEI: 988400XAIK6XISWQV045 | Long             | EC               | CORP              | KR        |      2089 | NS      | $819618.18    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Galaxy Entertainment Group Ltd                         | Galaxy Entertainment Group Ltd.                                               | CUSIP: 000000000<br>LEI: 549300ZSEBV3HR826S10 | Long             | EC               | CORP              | HK        |    121000 | NS      | $602932.87    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Norfolk Southern Corp                                  | Norfolk Southern Corp.                                                        | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |      2800 | NS      | $793464.00    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Mizuho Financial Group Inc                             | Mizuho Financial Group, Inc.                                                  | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | EC               | CORP              | JP        |     19500 | NS      | $651518.40    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Mitsubishi Heavy Industries Ltd                        | Mitsubishi Heavy Industries Ltd.                                              | CUSIP: 000000000<br>LEI: 353800TJ98PCAZROVE69 | Long             | EC               | CORP              | JP        |     71600 | NS      | $2162570.51   | 0.37%             |  |  |  | No            | 1                  | On Loan: No      |
| Nintendo Co Ltd                                        | Nintendo Co. Ltd.                                                             | CUSIP: 000000000<br>LEI: 353800FEEXU6I9M0ZF27 | Long             | EC               | CORP              | JP        |     17300 | NS      | $1464921.62   | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| NEC Corp                                               | NEC Corp.                                                                     | CUSIP: 000000000<br>LEI: 5493000QYMPFRTEY4K28 | Long             | EC               | CORP              | JP        |     14200 | NS      | $517653.62    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Nippon Sanso Holdings Corp                             | Nippon Sanso Holdings Corp.                                                   | CUSIP: 000000000<br>LEI: 353800F1K6653B4VPY57 | Long             | EC               | CORP              | JP        |     10500 | NS      | $349386.80    | 0.06%             |  |  |  | No            | 1                  | On Loan: —       |
| Nitori Holdings Co Ltd                                 | Nitori Holdings Co. Ltd.                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     19600 | NS      | $317954.71    | 0.05%             |  |  |  | No            | 1                  | On Loan: —       |
| Bank Mandiri Persero Tbk PT                            | Bank Mandiri Persero Tbk. PT                                                  | CUSIP: 000000000<br>LEI: 549300RSKQN4Z5ZSGH94 | Long             | EC               | CORP              | ID        |   1347600 | NS      | $382481.78    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                               | Occidental Petroleum Corp.                                                    | CUSIP: 674599EJ0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    180000 | PA      | $183765.42    | 0.03%             | 2029-08-01      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Samsung Electronics Co Ltd                             | Samsung Electronics Co. Ltd.                                                  | CUSIP: 000000000<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |     24136 | NS      | $1821105.46   | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| Shimadzu Corp                                          | Shimadzu Corp.                                                                | CUSIP: 000000000<br>LEI: 353800Y64Z08WEH8PH97 | Long             | EC               | CORP              | JP        |     34300 | NS      | $923658.43    | 0.16%             |  |  |  | No            | 1                  | On Loan: —       |
| Olin Corp                                              | Olin Corp.                                                                    | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |     26000 | NS      | $538200.00    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Omnicom Group Inc                                      | Omnicom Group, Inc.                                                           | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |     17200 | NS      | $1290344.00   | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| ONEOK PARTNERS LP                                      | ONEOK Partners LP                                                             | CUSIP: 68268NAD5<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |    125000 | PA      | $137775.15    | 0.02%             | 2037-10-15      | Fixed         | 6.85%                 | No            | 2                  | On Loan: No      |
| Oracle Corp                                            | Oracle Corp.                                                                  | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |      7134 | NS      | $1873459.74   | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| Suzuki Motor Corp                                      | Suzuki Motor Corp.                                                            | CUSIP: 000000000<br>LEI: 353800D83H0V3ZV1SV24 | Long             | EC               | CORP              | JP        |     35300 | NS      | $528663.94    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Oshkosh Corp                                           | Oshkosh Corp.                                                                 | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |     10600 | NS      | $1306874.00   | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd              | Taiwan Semiconductor Manufacturing Co. Ltd.                                   | CUSIP: 000000000<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |     54000 | NS      | $2634917.54   | 0.45%             |  |  |  | No            | 1                  | On Loan: No      |
| Toyo Suisan Kaisha Ltd                                 | Toyo Suisan Kaisha Ltd.                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10100 | NS      | $733693.47    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Ovintiv Inc                                            | Ovintiv, Inc.                                                                 | CUSIP: 69047Q102<br>LEI: 2549003MEX7YMKLGI239 | Long             | EC               | CORP              | US        |     26700 | NS      | $1001517.00   | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| BLUE OWL CAPITAL CORP                                  | Blue Owl Capital Corp.                                                        | CUSIP: 69121KAG9<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    310000 | PA      | $292733.08    | 0.05%             | 2028-06-11      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| PG&E Corp                                              | PG&E Corp.                                                                    | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |     85449 | NS      | $1363766.04   | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| PNC Financial Services Group Inc/The                   | PNC Financial Services Group, Inc.                                            | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |      8600 | NS      | $1569930.00   | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| PPG Industries Inc                                     | PPG Industries, Inc.                                                          | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |     12600 | NS      | $1231650.00   | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| PPL Corp                                               | PPL Corp.                                                                     | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |     26100 | NS      | $953172.00    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| PACCAR Inc                                             | PACCAR, Inc.                                                                  | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |     13450 | NS      | $1323480.00   | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| PACIFICORP                                             | PacifiCorp                                                                    | CUSIP: 695114CV8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    485000 | PA      | $378485.48    | 0.07%             | 2050-02-15      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| PACIFICORP                                             | PacifiCorp                                                                    | CUSIP: 695114CZ9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    585000 | PA      | $539121.95    | 0.09%             | 2053-12-01      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| PACIFICORP                                             | PacifiCorp                                                                    | CUSIP: 695114DA3<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    595000 | PA      | $561689.38    | 0.10%             | 2054-05-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Parker-Hannifin Corp                                   | Parker-Hannifin Corp.                                                         | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |      5500 | NS      | $4250565.00   | 0.73%             |  |  |  | No            | 1                  | On Loan: No      |
| Deutsche Boerse AG                                     | Deutsche Boerse AG                                                            | CUSIP: 000000000<br>LEI: 529900G3SW56SHYNPR95 | Long             | EC               | CORP              | DE        |      3100 | NS      | $785375.36    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| ABB Ltd                                                | ABB Ltd.                                                                      | CUSIP: 000000000<br>LEI: 5493000LKVGOO9PELI61 | Long             | EC               | CORP              | CH        |      7349 | NS      | $544816.83    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Permian Resources Corp                                 | Permian Resources Corp.                                                       | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Long             | EC               | CORP              | US        |     71719 | NS      | $900790.64    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Philip Morris International Inc                        | Philip Morris International, Inc.                                             | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |     12180 | NS      | $1757939.40   | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| Phillips 66                                            | Phillips 66                                                                   | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |     14562 | NS      | $1982470.68   | 0.34%             |  |  |  | No            | 1                  | On Loan: No      |
| Pinnacle West Capital Corp                             | Pinnacle West Capital Corp.                                                   | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |     19788 | NS      | $1751633.76   | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| Porsche Innovative Lease Owner Trust                   | Porsche Innovative Lease Owner Trust                                          | CUSIP: 73328AAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    280000 | PA      | $281093.85    | 0.05%             | 2027-11-22      | Fixed         | 4.67%                 | 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        |    700000 | PA      | $702541.91    | 0.12%             | 2030-01-22      | Fixed         | 4.44%                 | No            | 2                  | On Loan: No      |
| Cie de Saint-Gobain SA                                 | Cie de Saint-Gobain SA                                                        | CUSIP: 000000000<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | EC               | CORP              | FR        |      3725 | NS      | $360921.82    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Procter & Gamble Co/The                                | Procter & Gamble Co.                                                          | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |      9900 | NS      | $1488663.00   | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Prologis Inc                                           | Prologis, Inc.                                                                | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               |  | US        |      7452 | NS      | $924718.68    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                               | Public Service Enterprise Group, Inc.                                         | CUSIP: 744573AZ9<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    515000 | PA      | $534838.46    | 0.09%             | 2034-04-01      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                               | Public Service Enterprise Group, Inc.                                         | CUSIP: 744573BB1<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5155.61      | 0.00%             | 2035-03-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Public Storage                                         | Public Storage                                                                | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               |  | US        |      4495 | NS      | $1252127.20   | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| QUALCOMM Inc                                           | QUALCOMM, Inc.                                                                | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |     26113 | NS      | $4723841.70   | 0.81%             |  |  |  | No            | 1                  | On Loan: No      |
| RPM International Inc                                  | RPM International, Inc.                                                       | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |     15500 | NS      | $1693840.00   | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| RTX Corp                                               | RTX Corp.                                                                     | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |      2800 | NS      | $499800.00    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| REYNOLDS AMERICAN INC                                  | Reynolds American, Inc.                                                       | CUSIP: 761713BA3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    455000 | PA      | $473807.97    | 0.08%             | 2035-08-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| Shell PLC                                              | Shell PLC                                                                     | CUSIP: 780259305<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |     20500 | NS      | $1535860.00   | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| SLM Corp                                               | SLM Corp.                                                                     | CUSIP: 78442P106<br>LEI: 4K8SLPBF5DXXGPW03H93 | Long             | EC               | CORP              | US        |     26589 | NS      | $713914.65    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Salesforce Inc                                         | Salesforce, Inc.                                                              | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      6200 | NS      | $1614542.00   | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| Sanofi SA                                              | Sanofi SA                                                                     | CUSIP: 80105N105<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |     37085 | NS      | $1875759.30   | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| SLB Ltd                                                | SLB Ltd.                                                                      | CUSIP: 000000000<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |     35600 | NS      | $1283736.00   | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| CHARLES SCHWAB CORP                                    | Charles Schwab Corp.                                                          | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $1000800.01   | 0.17%             | 2026-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Sea Ltd                                                | Sea Ltd.                                                                      | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Long             | EC               | CORP              | KY        |     16670 | NS      | $2604687.50   | 0.45%             |  |  |  | No            | 1                  | On Loan: No      |
| SEMPRA                                                 | Sempra                                                                        | CUSIP: 816851BS7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    425000 | PA      | $439778.10    | 0.08%             | 2054-10-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| SEMPRA                                                 | Sempra                                                                        | CUSIP: 816851BT5<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    565000 | PA      | $580212.06    | 0.10%             | 2054-10-01      | Fixed         | 6.40%                 | No            | 2                  | On Loan: No      |
| SEMPRA                                                 | Sempra                                                                        | CUSIP: 816851BU2<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    345000 | PA      | $350544.15    | 0.06%             | 2055-04-01      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| SEMPRA                                                 | Sempra                                                                        | CUSIP: 816851BV0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    195000 | PA      | $199706.33    | 0.03%             | 2055-04-01      | Fixed         | 6.55%                 | No            | 2                  | On Loan: No      |
| SEMPRA INFRASTRUCTURE PA                               | Sempra Infrastructure Partners LP                                             | CUSIP: 81685VAA1<br>LEI: 549300L0B3MD11PUAA07 | Long             | DBT              | CORP              | US        |    205000 | PA      | $182028.70    | 0.03%             | 2032-01-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Shopify Inc                                            | Shopify, Inc.                                                                 | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |      6970 | NS      | $1211804.20   | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| J M Smucker Co/The                                     | J.M. Smucker Co.                                                              | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |      4100 | NS      | $424555.00    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Solventum Corp                                         | Solventum Corp.                                                               | CUSIP: 83444M101<br>LEI: 254900I70403OSGY4M28 | Long             | EC               | CORP              | US        |      5300 | NS      | $365912.00    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Sony Group Corp                                        | Sony Group Corp.                                                              | CUSIP: 835699307<br>LEI: 529900R5WX9N2OI2N910 | Long             | EC               | CORP              | JP        |     92300 | NS      | $2574247.00   | 0.44%             |  |  |  | No            | 1                  | On Loan: —       |
| Sony Financial Group Inc                               | Sony Financial Group, Inc.                                                    | CUSIP: 83571B100<br>LEI: 353800O7BDSU41WOZA60 | Long             | EC               | CORP              | JP        |     18460 | NS      | $91746.20     | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| Stanley Black & Decker Inc                             | Stanley Black & Decker, Inc.                                                  | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |      6700 | NS      | $453724.00    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| State Street Corp                                      | State Street Corp.                                                            | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |     14800 | NS      | $1711768.00   | 0.29%             |  |  |  | No            | 1                  | 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        |    237750 | PA      | $238368.66    | 0.04%             | 2027-07-20      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| Suncor Energy Inc                                      | Suncor Energy, Inc.                                                           | CUSIP: 867224107<br>LEI: 549300W70ZOQDVLCHY06 | Long             | EC               | CORP              | CA        |     12335 | NS      | $491183.74    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Synopsys Inc                                           | Synopsys, Inc.                                                                | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |      4000 | NS      | $1815280.00   | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| SYSTEM ENERGY RESOURCES                                | System Energy Resources, Inc.                                                 | CUSIP: 871911AV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    545000 | PA      | $550019.10    | 0.09%             | 2034-12-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| Taco Bell Funding, LLC                                 | Taco Bell Funding LLC                                                         | CUSIP: 87342RAH7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    275100 | PA      | $255089.25    | 0.04%             | 2051-08-25      | Fixed         | 2.29%                 | No            | 2                  | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd              | Taiwan Semiconductor Manufacturing Co. Ltd.                                   | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |     11810 | NS      | $3548078.30   | 0.61%             |  |  |  | No            | 1                  | On Loan: No      |
| Teledyne Technologies Inc                              | Teledyne Technologies, Inc.                                                   | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |      3400 | NS      | $1791188.00   | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| Timken Co/The                                          | Timken Co.                                                                    | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |      5400 | NS      | $423954.00    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| TORONTO-DOMINION BANK                                  | Toronto-Dominion Bank                                                         | CUSIP: 89115A3A8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1870000 | PA      | $1880255.72   | 0.32%             | 2026-12-17      | Fixed         | 4.57%                 | No            | 2                  | On Loan: No      |
| TotalEnergies SE                                       | TotalEnergies SE                                                              | CUSIP: 89151E109<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |     26000 | NS      | $1618240.00   | 0.28%             |  |  |  | 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      | $102173.22    | 0.02%             | 2036-06-25      | Fixed         | 4.93%                 | No            | 2                  | On Loan: No      |
| Truist Financial Corp                                  | Truist Financial Corp.                                                        | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |     20240 | NS      | $903311.20    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| TRUIST FINANCIAL CORP                                  | Truist Financial Corp.                                                        | CUSIP: 89832QAE9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    795000 | PA      | $794189.82    | 0.14%             | 2025-11-13      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| US Bancorp                                             | U.S. Bancorp                                                                  | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |     77350 | NS      | $3610698.00   | 0.62%             |  |  |  | No            | 1                  | On Loan: No      |
| US BANCORP                                             | U.S. Bancorp                                                                  | CUSIP: 902973AZ9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    380000 | PA      | $380036.86    | 0.07%             | 2027-04-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| Uber Technologies Inc                                  | Uber Technologies, Inc.                                                       | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |     21500 | NS      | $2074750.00   | 0.36%             |  |  |  | No            | 1                  | On Loan: No      |
| Unilever PLC                                           | Unilever PLC                                                                  | CUSIP: 904767704<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |     31840 | NS      | $1916449.60   | 0.33%             |  |  |  | No            | 1                  | On Loan: —       |
| Mexico Government International Bonds                  | Mexico Government International Bonds                                         | CUSIP: 91087BAN0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1440000 | PA      | $927288.00    | 0.16%             | 2061-05-24      | Fixed         | 3.77%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Bonds                                                           | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2440000 | PA      | $2419984.39   | 0.42%             | 2054-05-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Bonds                                                           | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4730000 | PA      | $4792081.25   | 0.83%             | 2055-05-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Bonds                                                           | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11195000 | PA      | $11347182.03  | 1.95%             | 2055-08-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                                           | CUSIP: 912828M56<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5525000 | PA      | $5521795.83   | 0.95%             | 2025-11-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                                           | CUSIP: 91282CKK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1255000 | PA      | $1261216.17   | 0.22%             | 2026-04-30      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                                           | CUSIP: 91282CKN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2205000 | PA      | $2299057.03   | 0.40%             | 2031-04-30      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Floating Rate Notes                                             | CUSIP: 91282CMX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5850000 | PA      | $5848323.92   | 1.01%             | 2027-04-30      | Floating      | 3.93%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Floating Rate Notes                                             | CUSIP: 91282CNQ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5850000 | PA      | $5848815.43   | 1.01%             | 2027-07-31      | Floating      | 3.92%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                                           | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  27570000 | PA      | $27914625.00  | 4.81%             | 2035-08-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                                           | CUSIP: 91282CNX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5870000 | PA      | $5849363.31   | 1.01%             | 2030-08-31      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                                           | CUSIP: 91282CPD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22290000 | PA      | $22208153.79  | 3.83%             | 2030-10-31      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group Inc                                 | UnitedHealth Group, Inc.                                                      | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      8712 | NS      | $2975670.72   | 0.51%             |  |  |  | No            | 1                  | On Loan: No      |
| Verizon Communications Inc                             | Verizon Communications, Inc.                                                  | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     41600 | NS      | $1653184.00   | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| Vertiv Holdings Co                                     | Vertiv Holdings Co.                                                           | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |      7054 | NS      | $1360434.44   | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| VICI Properties Inc                                    | VICI Properties, Inc.                                                         | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               |  | US        |     55651 | NS      | $1668973.49   | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| Volkswagen Auto Lease Trust                            | Volkswagen Auto Lease Trust                                                   | CUSIP: 92868BAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    510000 | PA      | $510439.42    | 0.09%             | 2029-01-22      | Fixed         | 4.01%                 | No            | 2                  | 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        |  17163873 | NS      | $17163872.84  | 2.96%             |  |  |  | No            | 1                  | On Loan: No      |
| WPP PLC                                                | WPP PLC                                                                       | CUSIP: 92937A102<br>LEI: 549300LSGBXPYHXGDT93 | Long             | EC               | CORP              | JE        |     33500 | NS      | $635495.00    | 0.11%             |  |  |  | No            | 1                  | On Loan: —       |
| Warner Bros Discovery Inc                              | Warner Bros Discovery, Inc.                                                   | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |     55400 | NS      | $1243730.00   | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Waste Connections Inc                                  | Waste Connections, Inc.                                                       | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Long             | EC               | CORP              | CA        |      4220 | NS      | $707609.60    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Wells Fargo & Co                                       | Wells Fargo & Co.                                                             | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     57179 | NS      | $4972857.63   | 0.86%             |  |  |  | No            | 1                  | On Loan: No      |
| WELLS FARGO & COMPANY                                  | Wells Fargo & Co.                                                             | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    450000 | PA      | $446658.62    | 0.08%             | 2026-03-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Western Alliance Bancorp                               | Western Alliance Bancorp                                                      | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |     18812 | NS      | $1455108.20   | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| Workday Inc                                            | Workday, Inc.                                                                 | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |     18800 | NS      | $4510496.00   | 0.78%             |  |  |  | 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      | $281464.46    | 0.05%             | 2028-04-17      | Fixed         | 4.42%                 | No            | 2                  | On Loan: No      |
| Wynn Resorts Ltd                                       | Wynn Resorts Ltd.                                                             | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | EC               | CORP              | US        |     18824 | NS      | $2239867.76   | 0.39%             |  |  |  | No            | 1                  | On Loan: No      |
| Xcel Energy Inc                                        | Xcel Energy, Inc.                                                             | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |     52510 | NS      | $4262236.70   | 0.73%             |  |  |  | No            | 1                  | On Loan: No      |
| Zimmer Biomet Holdings Inc                             | Zimmer Biomet Holdings, Inc.                                                  | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |      5150 | NS      | $517884.00    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| ASML Holding NV                                        | ASML Holding NV                                                               | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |       847 | NS      | $896336.07    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Cie Financiere Richemont SA                            | Cie Financiere Richemont SA                                                   | CUSIP: 000000000<br>LEI: 549300YIPGJ6UX2QPS51 | Long             | EC               | CORP              | CH        |      2271 | NS      | $447850.51    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| IMCD NV                                                | IMCD NV                                                                       | CUSIP: 000000000<br>LEI: 724500NSJPNFJPDAUP02 | Long             | EC               | CORP              | NL        |      6127 | NS      | $635464.58    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| UBS Group AG                                           | UBS Group AG                                                                  | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EC               | CORP              | CH        |     29150 | NS      | $1115888.51   | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Ferrari NV                                             | Ferrari NV                                                                    | CUSIP: 000000000<br>LEI: 549300RIVY5EX8RCON76 | Long             | EC               | CORP              | NL        |      2130 | NS      | $851851.51    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Siemens Energy AG                                      | Siemens Energy AG                                                             | CUSIP: 000000000<br>LEI: 5299005CHJZ14D4FDJ62 | Long             | EC               | CORP              | DE        |     28600 | NS      | $3541985.75   | 0.61%             |  |  |  | No            | 1                  | On Loan: No      |
| Piraeus Financial Holdings SA                          | Piraeus Financial Holdings SA                                                 | CUSIP: 000000000<br>LEI: M6AD1Y1KW32H8THQ6F76 | Long             | EC               | CORP              | GR        |    130641 | NS      | $1019750.49   | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Hexagon AB                                             | Hexagon AB                                                                    | CUSIP: 000000000<br>LEI: 549300WJFW6ILNI4TA80 | Long             | EC               | CORP              | SE        |     97835 | NS      | $1200249.39   | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Anglo American PLC                                     | Anglo American PLC                                                            | CUSIP: 000000000<br>LEI: 549300S9XF92D1X8ME43 | Long             | EC               | CORP              | GB        |     15488 | NS      | $584964.18    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| ICE Futures U.S., Inc.                                 | Future                                                                        | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               |  | US        |        14 | NC      | $-843.94      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ICE Futures U.S., Inc.                                 | Future                                                                        | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               |  | US        |        13 | NC      | $26451.27     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                            | Future                                                                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |        16 | NC      | $139086.60    | 0.02%             |  |  |  | No            | 1                  | 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        |   5437100 | NS      | $5437099.75   | 0.94%             |  |  |  | No            | N/A                | On Loan: No      |
| Techtronic Industries Co Ltd                           | Techtronic Industries Co. Ltd.                                                | CUSIP: 000000000<br>LEI: 549300HZW2SBE758OK89 | Long             | EC               | CORP              | HK        |     48500 | NS      | $566729.51    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Li Ning Co Ltd                                         | Li Ning Co. Ltd.                                                              | CUSIP: 000000000<br>LEI: 529900T77L2FV3FZ3U81 | Long             | EC               | CORP              | KY        |    325500 | NS      | $707085.08    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Itau Unibanco Holding SA                               | Itau Unibanco Holding SA                                                      | CUSIP: 000000000<br>LEI: 5493002W2IVG62O3ZJ94 | Long             | EP               | CORP              | BR        |     92070 | NS      | $674958.09    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Safran SA                                              | Safran SA                                                                     | CUSIP: 000000000<br>LEI: 969500UIC89GT3UL7L24 | Long             | EC               | CORP              | FR        |      5580 | NS      | $1983010.18   | 0.34%             |  |  |  | No            | 1                  | On Loan: No      |
| Engie SA                                               | Engie SA                                                                      | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | EC               | CORP              | FR        |     46337 | NS      | $1084230.02   | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Bandai Namco Holdings Inc                              | Bandai Namco Holdings, Inc.                                                   | CUSIP: 000000000<br>LEI: 3538008EFEM34VRJDQ95 | Long             | EC               | CORP              | JP        |     11400 | NS      | $355219.00    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| TOTVS SA                                               | TOTVS SA                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     61600 | NS      | $508032.97    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Unilever PLC                                           | Unilever PLC                                                                  | CUSIP: 000000000<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |     19678 | NS      | $1186301.55   | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Legrand SA                                             | Legrand SA                                                                    | CUSIP: 000000000<br>LEI: 969500XXRPGD7HCAFA90 | Long             | EC               | CORP              | FR        |      5843 | NS      | $1006872.68   | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Experian PLC                                           | Experian PLC                                                                  | CUSIP: 000000000<br>LEI: 635400RXXHHYT1JTSZ26 | Long             | EC               | CORP              | JE        |     17210 | NS      | $802024.77    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Symrise AG                                             | Symrise AG                                                                    | CUSIP: 000000000<br>LEI: 529900D82I6R9601CF26 | Long             | EC               | CORP              | DE        |      4583 | NS      | $379184.68    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Sandvik AB                                             | Sandvik AB                                                                    | CUSIP: 000000000<br>LEI: 5299008ZUAXN43LVZF54 | Long             | EC               | CORP              | SE        |     32371 | NS      | $983030.29    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| 3i Group PLC                                           | 3i Group PLC                                                                  | CUSIP: 000000000<br>LEI: 35GDVHRBMFE7NWATNM84 | Long             | EC               | CORP              | GB        |     41431 | NS      | $2395029.02   | 0.41%             |  |  |  | No            | 1                  | On Loan: No      |
| MatsukiyoCocokara & Co                                 | MatsukiyoCocokara & Co.                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     19000 | NS      | $344283.30    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Bureau Veritas SA                                      | Bureau Veritas SA                                                             | CUSIP: 000000000<br>LEI: 969500TPU5T3HA5D1F11 | Long             | EC               | CORP              | FR        |     29948 | NS      | $983117.18    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| RELX PLC                                               | RELX PLC                                                                      | CUSIP: 000000000<br>LEI: 549300WSX3VBUFFJOO66 | Long             | EC               | CORP              | GB        |     23034 | NS      | $1015820.07   | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| KB Financial Group Inc                                 | KB Financial Group, Inc.                                                      | CUSIP: 000000000<br>LEI: 529900TKE4MXG3Q6GW86 | Long             | EC               | CORP              | KR        |      5903 | NS      | $483095.14    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Amadeus IT Group SA                                    | Amadeus IT Group SA                                                           | CUSIP: 000000000<br>LEI: 9598004A3FTY3TEHHN09 | Long             | EC               | CORP              | ES        |      6611 | NS      | $505369.64    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| AIA Group Ltd                                          | AIA Group Ltd.                                                                | CUSIP: 000000000<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | EC               | CORP              | HK        |    119400 | NS      | $1159342.65   | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Otsuka Holdings Co Ltd                                 | Otsuka Holdings Co. Ltd.                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     12800 | NS      | $695523.98    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Rolls-Royce Holdings PLC                               | Rolls-Royce Holdings PLC                                                      | CUSIP: 000000000<br>LEI: 213800EC7997ZBLZJH69 | Long             | EC               | CORP              | GB        |    194820 | NS      | $2987102.46   | 0.51%             |  |  |  | No            | 1                  | On Loan: No      |
| Siemens Healthineers AG                                | Siemens Healthineers AG                                                       | CUSIP: 000000000<br>LEI: 529900QBVWXMWANH7H45 | Long             | EC               | CORP              | DE        |     14437 | NS      | $808244.09    | 0.14%             |  |  |  | Yes           | 1                  | On Loan: No      |
| Compass Group PLC                                      | Compass Group PLC                                                             | CUSIP: 000000000<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | EC               | CORP              | GB        |     28220 | NS      | $934707.18    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| IMI PLC                                                | IMI PLC                                                                       | CUSIP: 000000000<br>LEI: 2138002W9Q21PF751R30 | Long             | EC               | CORP              | GB        |     25389 | NS      | $796482.07    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Shenzhen Mindray Bio-Medical Electronics Co Ltd        | Shenzhen Mindray Bio-Medical Electronics Co. Ltd.                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      9100 | NS      | $275095.45    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Contemporary Amperex Technology Co Ltd                 | Contemporary Amperex Technology Co. Ltd.                                      | CUSIP: 000000000<br>LEI: 300300KINDY1K0E9I032 | Long             | EC               | CORP              | CN        |     11995 | NS      | $655565.01    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Croda International PLC                                | Croda International PLC                                                       | CUSIP: 000000000<br>LEI: 2138004WCNBFJEEOXV26 | Long             | EC               | CORP              | GB        |     16976 | NS      | $643840.42    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Alibaba Group Holding Ltd                              | Alibaba Group Holding Ltd.                                                    | CUSIP: 000000000<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |     30600 | NS      | $650154.75    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| JD Sports Fashion PLC                                  | JD Sports Fashion PLC                                                         | CUSIP: 000000000<br>LEI: 213800HROV6Y9MUU8375 | Long             | EC               | CORP              | GB        |    206644 | NS      | $252954.02    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Tencent Holdings Ltd                                   | Tencent Holdings Ltd.                                                         | CUSIP: 000000000<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | KY        |     38400 | NS      | $3108018.02   | 0.54%             |  |  |  | No            | 1                  | On Loan: No      |
| Lottomatica Group Spa                                  | Lottomatica Group SpA                                                         | CUSIP: 000000000<br>LEI: 549300R72LKEGT4EX026 | Long             | EC               | CORP              | IT        |     21490 | NS      | $529592.22    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Rede D'Or Sao Luiz SA                                  | Rede D'Or Sao Luiz SA                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    100300 | NS      | $808000.45    | 0.14%             |  |  |  | Yes           | 1                  | On Loan: No      |
| Trip.com Group Ltd                                     | Trip.com Group Ltd.                                                           | CUSIP: 000000000<br>LEI: 2549004RMYDSRQL4KW41 | Long             | EC               | CORP              | KY        |      6300 | NS      | $440644.48    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Universal Music Group NV                               | Universal Music Group NV                                                      | CUSIP: 000000000<br>LEI: 724500GJBUL3D9TW9Y18 | Long             | EC               | CORP              | NL        |     21750 | NS      | $583382.13    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Novo Nordisk A/S                                       | Novo Nordisk AS                                                               | CUSIP: 000000000<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |     30889 | NS      | $1507315.26   | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Shell PLC                                              | Shell PLC                                                                     | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |     20721 | NS      | $775122.84    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Zalando SE                                             | Zalando SE                                                                    | CUSIP: 000000000<br>LEI: 529900YRFFGH5AXU4S86 | Long             | EC               | CORP              | DE        |     20310 | NS      | $567934.43    | 0.10%             |  |  |  | Yes           | 1                  | On Loan: No      |
| Saudi National Bank/The                                | Saudi National Bank                                                           | CUSIP: 000000000<br>LEI: 5586006ZEFQ542K7CY16 | Long             | EC               | CORP              | SA        |     73797 | NS      | $784743.72    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Adyen NV                                               | Adyen NV                                                                      | CUSIP: 000000000<br>LEI: 724500973ODKK3IFQ447 | Long             | EC               | CORP              | NL        |       770 | NS      | $1322969.39   | 0.23%             |  |  |  | Yes           | 1                  | On Loan: No      |
| Aon PLC                                                | Aon PLC                                                                       | CUSIP: 000000000<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | IE        |      4147 | NS      | $1412799.96   | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| Arch Capital Group Ltd                                 | Arch Capital Group Ltd.                                                       | CUSIP: 000000000<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |     13460 | NS      | $1161732.60   | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Axalta Coating Systems Ltd                             | Axalta Coating Systems Ltd.                                                   | CUSIP: 000000000<br>LEI: 529900AGLPA40GV6H619 | Long             | EC               | CORP              | BM        |     51525 | NS      | $1466916.75   | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| CRH PLC                                                | CRH PLC                                                                       | CUSIP: 000000000<br>LEI: 549300MIDJNNTH068E74 | Long             | EC               | CORP              | IE        |     14059 | NS      | $1674426.90   | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| Everest Group Ltd                                      | Everest Group Ltd.                                                            | CUSIP: 000000000<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               | CORP              | BM        |      2254 | NS      | $708928.08    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Aptiv PLC                                              | Aptiv PLC                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JE        |     39361 | NS      | $3192177.10   | 0.55%             |  |  |  | No            | 1                  | On Loan: No      |
| ICON PLC                                               | ICON PLC                                                                      | CUSIP: 000000000<br>LEI: 6354008SRQGEMC4XFI67 | Long             | EC               | CORP              | IE        |      2705 | NS      | $464773.10    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Johnson Controls International plc                     | Johnson Controls International PLC                                            | CUSIP: 000000000<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | IE        |     22077 | NS      | $2525388.03   | 0.44%             |  |  |  | No            | 1                  | On Loan: No      |
| Linde PLC                                              | Linde PLC                                                                     | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               | CORP              | IE        |      2060 | NS      | $861698.00    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Medtronic PLC                                          | Medtronic PLC                                                                 | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |     58659 | NS      | $5320371.30   | 0.92%             |  |  |  | No            | 1                  | On Loan: No      |
| NU Holdings Ltd/Cayman Islands                         | NU Holdings Ltd.                                                              | CUSIP: 000000000<br>LEI: 5493002DG1RHWK9W2X27 | Long             | EC               | CORP              | KY        |     72490 | NS      | $1167813.90   | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Seagate Technology Holdings PLC                        | Seagate Technology Holdings PLC                                               | CUSIP: 000000000<br>LEI: 635400RUXIFEZSRU8X70 | Long             | EC               | CORP              | IE        |      5445 | NS      | $1393266.60   | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| TE Connectivity PLC                                    | TE Connectivity PLC                                                           | CUSIP: 000000000<br>LEI: 6367003TB6K484NFHE54 | Long             | EC               | CORP              | IE        |      3400 | NS      | $839834.00    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Willis Towers Watson PLC                               | Willis Towers Watson PLC                                                      | CUSIP: 000000000<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | IE        |      2584 | NS      | $809050.40    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Alcon AG                                               | Alcon AG                                                                      | CUSIP: 000000000<br>LEI: 549300LDT5AP8S0NBM78 | Long             | EC               | CORP              | CH        |     18700 | NS      | $1381743.00   | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| Globant SA                                             | Globant SA                                                                    | CUSIP: 000000000<br>LEI: 2221008DCMSPYS42DS88 | Long             | EC               | CORP              | LU        |      5013 | NS      | $308700.54    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Spotify Technology SA                                  | Spotify Technology SA                                                         | CUSIP: 000000000<br>LEI: 549300B4X0JHWV0DTD60 | Long             | EC               | CORP              | LU        |      2480 | NS      | $1625193.60   | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| Monday.com Ltd                                         | Monday.com Ltd.                                                               | CUSIP: 000000000<br>LEI: 984500MDAFVD86E3B328 | Long             | EC               | CORP              | IL        |      3880 | NS      | $796331.20    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| ASML Holding NV                                        | ASML Holding NV                                                               | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |      1940 | NS      | $2054906.20   | 0.35%             |  |  |  | No            | 1                  | On Loan: No      |
| CNH Industrial NV                                      | CNH Industrial NV                                                             | CUSIP: 000000000<br>LEI: 549300WGC2HZ5J67V817 | Long             | EC               | CORP              | NL        |     80700 | NS      | $846543.00    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |

### Signature

**Date Signed:** 2025-11-14

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

**Signature:** Sonia Bates

**Name of Signer:** Sonia Bates

**Title:** Treasurer