# EDGAR Filing Document

**Accession Number:** 0000809593
**File Stem:** 0001410368-26-067720
**Filing Date:** 2026-6
**Character Count:** 160533
**Document Hash:** dd58bffa2c25e892f263cb88eff68809
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-067720.hdr.sgml**: 20260626

**ACCESSION NUMBER**: 0001410368-26-067720

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260626

**DATE AS OF CHANGE**: 20260626

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** AMERICAN BEACON FUNDS
- **CENTRAL INDEX KEY:** 0000809593

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04984
- **FILM NUMBER:** 261128714

**BUSINESS ADDRESS:**
- **STREET 1:** 220 EAST LAS COLINAS BOULEVARD
- **STREET 2:** SUITE 1200
- **CITY:** IRVING
- **STATE:** TX
- **ZIP:** 75039
- **BUSINESS PHONE:** 8173916100

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AMERICAN AADVANTAGE FUNDS
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AMERICAN EAGLE FUNDS
- **DATE OF NAME CHANGE:** 19890813

## Series and Classes Contracts Data

### American Beacon Balanced Fund (Series ID: S000000718)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000002089 | R5 Class       | AADBX           |
| C000002090 | Investor Class | AABPX           |
| C000004802 | Advisor Class  | ABLSX           |
| C000085576 | Y Class        | ACBYX           |
| C000089421 | A Class        | ABFAX           |
| C000092338 | C Class        | ABCCX           |

## 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 FUNDS

- **b. Investment Company Act file number:** 811-04984

- **c. CIK number of Registrant:** 0000809593

- **d. LEI of Registrant:** 549300EXCES9V5RWB620

- **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 Balanced Fund

- **b. EDGAR series identifier (if any):** S000000718

- **c. LEI of Series:** 549300280K2PWQ7CP205

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

- **a. Date of fiscal year-end:** 2026-10-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $108143314.87

**Total Liabilities:** $407377.30

**Net Assets:** $107735937.57

**Cash Not Reported:** $72815.42

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -53.44000000 | **1-Year:** -1130.03000000 | **5-Year:** -2288.74000000 | **10-Year:** -6023.29000000 | **30-Year:** -3102.49000000

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

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

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000002090 | 1.96%                | -3.59%               | 4.27%                |
| Class ID C000092338 | 1.92%                | -3.69%               | 4.16%                |
| Class ID C000002089 | 1.92%                | -3.51%               | 4.25%                |
| Class ID C000004802 | 1.94%                | -3.59%               | 4.21%                |
| Class ID C000089421 | 1.88%                | -3.53%               | 4.19%                |
| Class ID C000085576 | 1.90%                | -3.53%               | 4.25%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $555458.24               | $1397553.03                                |
| Month 2  | $863553.54               | $-4804659.58                               |
| Month 3  | $1059487.33              | $2902507.52                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| METLIFE INC                                       | MetLife, Inc.                                                                 | CUSIP: 59156RBL1<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    193000 | PA      | $168504.75    | 0.16%             | 2044-12-15      | Fixed         | 4.72%                 | No            | 2                  | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                           | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    250000 | PA      | $250263.67    | 0.23%             | 2030-02-28      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     95000 | PA      | $82238.10     | 0.08%             | 2036-09-16      | Fixed         | 2.48%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                      | CUSIP: 36179WTZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    224806 | PA      | $200455.07    | 0.19%             | 2051-12-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| HBOS PLC                                          | HBOS PLC                                                                      | CUSIP: 4041A2AF1<br>LEI: 213800RS21X7UUH5QU25 | Long             | DBT              | CORP              | GB        |     80000 | PA      | $82783.17     | 0.08%             | 2033-11-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                      | CUSIP: 36225AXH8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       386 | PA      | $390.22       | 0.00%             | 2027-11-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| BAYER US FINANCE II LLC                           | Bayer U.S. Finance II LLC                                                     | CUSIP: 07274NBG7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    245000 | PA      | $179148.26    | 0.17%             | 2045-04-15      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| AMAZON.COM INC                                    | Amazon.com, Inc.                                                              | CUSIP: 023135CQ7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253116.86    | 0.23%             | 2029-12-01      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                      | CUSIP: 36179WG44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     50947 | PA      | $45412.74     | 0.04%             | 2051-06-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Shell PLC                                         | Shell PLC                                                                     | CUSIP: 780259305<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |      6935 | NS      | $628796.45    | 0.58%             |  |  |  | No            | 1                  | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                           | CUSIP: 912828YS3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $185703.12    | 0.17%             | 2029-11-15      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                           | CUSIP: 9128286B1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    450000 | PA      | $434794.92    | 0.40%             | 2029-02-15      | Fixed         | 2.62%                 | No            | 2                  | On Loan: No      |
| Salesforce Inc                                    | Salesforce, Inc.                                                              | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      4300 | NS      | $759079.00    | 0.70%             |  |  |  | No            | 1                  | On Loan: No      |
| GM Financial Revolving Receivables Trust          | GM Financial Revolving Receivables Trust                                      | CUSIP: 36263HAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     90000 | PA      | $89076.44     | 0.08%             | 2034-06-12      | Fixed         | 1.17%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3133AXUH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    114169 | PA      | $97871.73     | 0.09%             | 2051-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY CAROLINAS                             | Duke Energy Carolinas LLC                                                     | CUSIP: 26442CBQ6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55850.03     | 0.05%             | 2035-03-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132DPBD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    109045 | PA      | $88482.29     | 0.08%             | 2052-02-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| General Motors Co                                 | General Motors Co.                                                            | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |      9442 | NS      | $725995.38    | 0.67%             |  |  |  | No            | 1                  | On Loan: No      |
| FEDERAL FARM CREDIT BANK                          | Federal Farm Credit Banks Funding Corp.                                       | CUSIP: 3133EN7B0<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    300000 | PA      | $296120.37    | 0.27%             | 2030-01-25      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| PEPSICO INC                                       | PepsiCo, Inc.                                                                 | CUSIP: 713448FR4<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302303.51    | 0.28%             | 2028-05-15      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| Genuine Parts Co                                  | Genuine Parts Co.                                                             | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |      2200 | NS      | $235906.00    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| APPALACHIAN POWER CO                              | Appalachian Power Co.                                                         | CUSIP: 037735CX3<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    210000 | PA      | $169004.13    | 0.16%             | 2049-03-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| BAT CAPITAL CORP                                  | BAT Capital Corp.                                                             | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    260000 | PA      | $211916.50    | 0.20%             | 2047-08-15      | Fixed         | 4.54%                 | No            | 2                  | On Loan: No      |
| HOME DEPOT INC                                    | Home Depot, Inc.                                                              | CUSIP: 437076BY7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    500000 | PA      | $481210.31    | 0.45%             | 2029-06-15      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| Progressive Corp/The                              | Progressive Corp.                                                             | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |      1651 | NS      | $332313.28    | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                           | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    175000 | PA      | $169832.03    | 0.16%             | 2035-11-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3140QCCF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    123052 | PA      | $117035.78    | 0.11%             | 2049-11-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| RTX CORP                                          | RTX Corp.                                                                     | CUSIP: 913017BP3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    217000 | PA      | $233013.56    | 0.22%             | 2038-07-15      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Dominion Energy Inc                               | Dominion Energy, Inc.                                                         | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |     11400 | NS      | $735300.00    | 0.68%             |  |  |  | No            | 1                  | On Loan: No      |
| Mondelez International Inc                        | Mondelez International, Inc.                                                  | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |      5300 | NS      | $325632.00    | 0.30%             |  |  |  | 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        |    110000 | PA      | $108530.91    | 0.10%             | 2034-05-15      | Fixed         | 1.53%                 | No            | 2                  | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                          | Public Service Enterprise Group, Inc.                                         | CUSIP: 744573AZ9<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45985.23     | 0.04%             | 2034-04-01      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                           | CUSIP: 91282CGJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    350000 | PA      | $344326.17    | 0.32%             | 2030-01-31      | 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        |     83221 | PA      | $78477.08     | 0.07%             | 2052-03-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp.                                              | CUSIP: 31292R7M8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    113880 | PA      | $107195.92    | 0.10%             | 2042-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| JOHN DEERE CAPITAL CORP                           | John Deere Capital Corp.                                                      | CUSIP: 24422EVD8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    500000 | PA      | $469250.72    | 0.44%             | 2030-01-09      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                      | CUSIP: 36225AVG2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       105 | PA      | $104.83       | 0.00%             | 2027-08-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group Inc                            | UnitedHealth Group, Inc.                                                      | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      3723 | NS      | $1379297.04   | 1.28%             |  |  |  | No            | 1                  | 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        |     85000 | PA      | $49665.17     | 0.05%             | 2062-06-30      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| GLP CAPITAL LP / FIN II                           | GLP Capital LP/GLP Financing II, Inc.                                         | CUSIP: 361841AW9<br>LEI: N/A                  | Long             | DBT              |  | US        |     90000 | PA      | $88106.12     | 0.08%             | 2037-11-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3140QT2N8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    186716 | PA      | $190104.71    | 0.18%             | 2054-02-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 31418RQQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43899 | PA      | $44435.97     | 0.04%             | 2040-05-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| ENTERGY CORP                                      | Entergy Corp.                                                                 | CUSIP: 29364GAL7<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27963.47     | 0.03%             | 2030-06-15      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co                                  | Wells Fargo & Co.                                                             | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     11345 | NS      | $932899.35    | 0.87%             |  |  |  | No            | 1                  | On Loan: No      |
| BAYER US FINANCE II LLC                           | Bayer U.S. Finance II LLC                                                     | CUSIP: 07274NBH5<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    200000 | PA      | $152006.43    | 0.14%             | 2064-07-15      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 31418BCG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19234 | PA      | $19178.16     | 0.02%             | 2034-04-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| BAYER US FINANCE LLC                              | Bayer U.S. Finance LLC                                                        | CUSIP: 07274EAH6<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201505.24    | 0.19%             | 2026-11-21      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| HP ENTERPRISE CO                                  | Hewlett Packard Enterprise Co.                                                | CUSIP: 42824CAY5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    500000 | PA      | $504044.30    | 0.47%             | 2045-10-15      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp.                                              | CUSIP: 31427NDW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    262619 | PA      | $266226.25    | 0.25%             | 2055-05-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| WALMART INC                                       | Walmart, Inc.                                                                 | CUSIP: 931142EQ2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141808.99    | 0.13%             | 2029-09-24      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| METLIFE INC                                       | MetLife, Inc.                                                                 | CUSIP: 59156RAJ7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    169000 | PA      | $184629.54    | 0.17%             | 2034-06-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| FEDERAL HOME LOAN BANK                            | Federal Home Loan Banks                                                       | CUSIP: 3130ATUT2<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    350000 | PA      | $356209.37    | 0.33%             | 2029-12-14      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| SLB Ltd                                           | SLB Ltd.                                                                      | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |      8760 | NS      | $498268.80    | 0.46%             |  |  |  | No            | 1                  | On Loan: No      |
| BAT CAPITAL CORP                                  | BAT Capital Corp.                                                             | CUSIP: 05526DBZ7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     35000 | PA      | $37030.70     | 0.03%             | 2034-02-20      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| FIDELITY NATL FINANCIAL                           | Fidelity National Financial, Inc.                                             | CUSIP: 31620RAL9<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |     55000 | PA      | $33565.79     | 0.03%             | 2051-09-17      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3140XMZF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    110369 | PA      | $89612.88     | 0.08%             | 2052-01-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132DQ3U8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    143890 | PA      | $147681.90    | 0.14%             | 2053-08-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| IBM CORP                                          | International Business Machines Corp.                                         | CUSIP: 459200KC4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    500000 | PA      | $383970.03    | 0.36%             | 2049-05-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3133L8CZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    130558 | PA      | $119833.74    | 0.11%             | 2036-03-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Air Products and Chemicals Inc                    | Air Products & Chemicals, Inc.                                                | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |      2712 | NS      | $813735.60    | 0.76%             |  |  |  | No            | 1                  | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132E0CE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     99144 | PA      | $101074.03    | 0.09%             | 2053-09-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Permian Resources Corp                            | Permian Resources Corp.                                                       | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Long             | EC               | CORP              | US        |     28051 | NS      | $606462.62    | 0.56%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                      | CUSIP: 36225BY93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9862 | PA      | $10128.35     | 0.01%             | 2033-07-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                      | CUSIP: 36179TJX4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11119 | PA      | $10218.09     | 0.01%             | 2047-10-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| SYSTEM ENERGY RESOURCES                           | System Energy Resources, Inc.                                                 | CUSIP: 871911AV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $144687.57    | 0.13%             | 2034-12-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| Everest Group Ltd                                 | Everest Group Ltd.                                                            | CUSIP: 000000000<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               | CORP              | BM        |       816 | NS      | $291116.16    | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| MARKEL GROUP INC                                  | Markel Group, Inc.                                                            | CUSIP: 570535AT1<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85962.80     | 0.08%             | 2049-05-20      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Uber Technologies Inc                             | Uber Technologies, Inc.                                                       | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |      6351 | NS      | $473848.11    | 0.44%             |  |  |  | No            | 1                  | On Loan: No      |
| Volkswagen Auto Lease Trust                       | Volkswagen Auto Lease Trust                                                   | CUSIP: 92868BAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    110000 | PA      | $109827.93    | 0.10%             | 2029-01-22      | Fixed         | 4.01%                 | No            | 2                  | On Loan: No      |
| Cognizant Technology Solutions Corp               | Cognizant Technology Solutions Corp.                                          | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |      5200 | NS      | $275080.00    | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3140X8NT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     84422 | PA      | $77770.55     | 0.07%             | 2035-11-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3140XGW21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    115788 | PA      | $92710.01     | 0.09%             | 2051-04-01      | Fixed         | 2.00%                 | 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        |    265000 | PA      | $225758.15    | 0.21%             | 2037-07-01      | Fixed         | 2.39%                 | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                          | Charter Communications Operating LLC/Charter Communications Operating Capital | CUSIP: 161175BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $49116.75     | 0.05%             | 2061-04-01      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp.                                              | CUSIP: 312945DS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     33648 | PA      | $32430.76     | 0.03%             | 2041-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                           | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    250000 | PA      | $249189.45    | 0.23%             | 2032-11-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Olin Corp                                         | Olin Corp.                                                                    | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |      8400 | NS      | $239232.00    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3140QK5R5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     96021 | PA      | $84852.78     | 0.08%             | 2051-06-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc                                     | Citigroup, Inc.                                                               | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |      7157 | NS      | $915952.86    | 0.85%             |  |  |  | No            | 1                  | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                           | CUSIP: 912810QX9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    250000 | PA      | $189580.08    | 0.18%             | 2042-08-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                      | CUSIP: 36225B2X5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13817 | PA      | $14242.21     | 0.01%             | 2033-12-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Omnicom Group Inc                                 | Omnicom Group, Inc.                                                           | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |      6486 | NS      | $497605.92    | 0.46%             |  |  |  | No            | 1                  | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                           | CUSIP: 91282CNR8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $99148.44     | 0.09%             | 2032-07-31      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| General Dynamics Corp                             | General Dynamics Corp.                                                        | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |       700 | NS      | $241010.00    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Xcel Energy Inc                                   | Xcel Energy, Inc.                                                             | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |     10253 | NS      | $850486.35    | 0.79%             |  |  |  | No            | 1                  | On Loan: No      |
| BURLINGTN NORTH SANTA FE                          | Burlington Northern Santa Fe LLC                                              | CUSIP: 12189LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    202000 | PA      | $210755.95    | 0.20%             | 2040-05-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Lithia Motors Inc                                 | Lithia Motors, Inc.                                                           | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |       490 | NS      | $142158.80    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                      | CUSIP: 36179XX50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    209487 | PA      | $208762.12    | 0.19%             | 2053-04-20      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                           | CUSIP: 9128286T2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    450000 | PA      | $430259.76    | 0.40%             | 2029-05-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| AMERICA MOVIL SAB DE CV                           | America Movil SAB de CV                                                       | CUSIP: 02364WAJ4<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    169000 | PA      | $183544.17    | 0.17%             | 2035-03-01      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Volkswagen Auto Lease Trust                       | Volkswagen Auto Lease Trust                                                   | CUSIP: 92868CAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $149959.50    | 0.14%             | 2029-03-20      | Fixed         | 4.17%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp.                                              | CUSIP: 31335BC38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    104171 | PA      | $92287.76     | 0.09%             | 2047-04-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Comcast Corp                                      | Comcast Corp.                                                                 | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     29390 | NS      | $794705.60    | 0.74%             |  |  |  | No            | 1                  | On Loan: No      |
| AT&T INC                                          | AT&T, Inc.                                                                    | CUSIP: 00206RNK4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    205000 | PA      | $197740.65    | 0.18%             | 2056-04-30      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| PPG Industries Inc                                | PPG Industries, Inc.                                                          | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |      6400 | NS      | $694400.00    | 0.64%             |  |  |  | No            | 1                  | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                          | Prudential Financial, Inc.                                                    | CUSIP: 74432QCA1<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    313000 | PA      | $270507.15    | 0.25%             | 2044-05-15      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                           | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    250000 | PA      | $250878.91    | 0.23%             | 2027-10-31      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3140XQBG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28803 | PA      | $30370.40     | 0.03%             | 2054-06-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| PPL Corp                                          | PPL Corp.                                                                     | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |      4547 | NS      | $170239.68    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                      | CUSIP: 36179WVW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     81890 | PA      | $74741.54     | 0.07%             | 2052-01-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Axalta Coating Systems Ltd                        | Axalta Coating Systems Ltd.                                                   | CUSIP: 000000000<br>LEI: 529900AGLPA40GV6H619 | Long             | EC               | CORP              | BM        |     17482 | NS      | $497188.08    | 0.46%             |  |  |  | No            | 1                  | On Loan: No      |
| Medtronic PLC                                     | Medtronic PLC                                                                 | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |     11675 | NS      | $945324.75    | 0.88%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3140XNRH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    183220 | PA      | $190386.81    | 0.18%             | 2054-01-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Truist Financial Corp                             | Truist Financial Corp.                                                        | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |      7200 | NS      | $370800.00    | 0.34%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3138EKFT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2632 | PA      | $2616.10      | 0.00%             | 2028-01-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Centene Corp                                      | Centene Corp.                                                                 | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |      3460 | NS      | $185767.40    | 0.17%             |  |  |  | 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        |     60000 | PA      | $60190.48     | 0.06%             | 2028-04-17      | Fixed         | 4.42%                 | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                          | Charter Communications Operating LLC/Charter Communications Operating Capital | CUSIP: 161175BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $96260.82     | 0.09%             | 2048-04-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Alphabet Inc                                      | Alphabet, Inc.                                                                | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      4506 | NS      | $1733908.80   | 1.61%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                      | CUSIP: 36179VFS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     23291 | PA      | $22866.53     | 0.02%             | 2050-02-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| CNH Industrial NV                                 | CNH Industrial NV                                                             | CUSIP: 000000000<br>LEI: 549300WGC2HZ5J67V817 | Long             | EC               | CORP              | NL        |     44280 | NS      | $474238.80    | 0.44%             |  |  |  | No            | 1                  | On Loan: No      |
| Microchip Technology Inc                          | Microchip Technology, Inc.                                                    | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |     12533 | NS      | $1164441.03   | 1.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Hewlett Packard Enterprise Co                     | Hewlett Packard Enterprise Co.                                                | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |     25465 | NS      | $732628.05    | 0.68%             |  |  |  | No            | 1                  | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp.                                              | CUSIP: 31307UZN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24716 | PA      | $23972.35     | 0.02%             | 2032-11-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                           | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $351484.38    | 0.33%             | 2049-05-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Zimmer Biomet Holdings Inc                        | Zimmer Biomet Holdings, Inc.                                                  | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |      3272 | NS      | $269710.96    | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132E0VU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     86396 | PA      | $83457.19     | 0.08%             | 2053-05-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3133D4VC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    113105 | PA      | $107076.08    | 0.10%             | 2042-05-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Elevance Health Inc                               | Elevance Health, Inc.                                                         | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |      3178 | NS      | $1196262.76   | 1.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Lennar Corp                                       | Lennar Corp.                                                                  | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |      2701 | NS      | $243900.30    | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| J M Smucker Co/The                                | J.M. Smucker Co.                                                              | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |      2800 | NS      | $274484.00    | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| NXP Semiconductors NV                             | NXP Semiconductors NV                                                         | CUSIP: 000000000<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |      1450 | NS      | $425705.50    | 0.40%             |  |  |  | No            | 1                  | On Loan: No      |
| Leidos Holdings Inc                               | Leidos Holdings, Inc.                                                         | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |       100 | NS      | $14922.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                      | CUSIP: 36179WJR0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    186351 | PA      | $159700.47    | 0.15%             | 2051-07-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                           | CUSIP: 91282CPF2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $390343.75    | 0.36%             | 2032-10-31      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| T-MOBILE USA INC                                  | T-Mobile USA, Inc.                                                            | CUSIP: 87264AEA9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    190000 | PA      | $182634.42    | 0.17%             | 2056-02-15      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| GSK PLC                                           | GSK PLC                                                                       | CUSIP: 37733W204<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |      3254 | NS      | $170216.74    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 31418EHK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    192936 | PA      | $186433.20    | 0.17%             | 2052-09-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Fiserv Inc                                        | Fiserv, Inc.                                                                  | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |      8900 | NS      | $557585.00    | 0.52%             |  |  |  | No            | 1                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group, Inc.                                                     | CUSIP: 38145GAU4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194671.65    | 0.18%             | 2041-02-02      | Fixed         | 5.39%                 | No            | 2                  | On Loan: No      |
| SEMPRA                                            | Sempra                                                                        | CUSIP: 816851BS7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101770.60    | 0.09%             | 2054-10-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| State Street Corp                                 | State Street Corp.                                                            | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |      3176 | NS      | $485419.84    | 0.45%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3140XLTA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     90903 | PA      | $88507.61     | 0.08%             | 2053-06-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                           | CUSIP: 91282CQH7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    310000 | PA      | $309927.34    | 0.29%             | 2028-03-31      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Compass Datacenters Issuer III, LLC               | Compass Datacenters Issuer III LLC                                            | CUSIP: 20469BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     75000 | PA      | $75467.34     | 0.07%             | 2050-02-25      | Fixed         | 5.66%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3140GXFV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32978 | PA      | $30587.46     | 0.03%             | 2047-09-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Western Alliance Bancorp                          | Western Alliance Bancorp                                                      | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |      6670 | NS      | $543871.80    | 0.50%             |  |  |  | No            | 1                  | On Loan: No      |
| Cummins Inc                                       | Cummins, Inc.                                                                 | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |       372 | NS      | $249615.72    | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Workday Inc                                       | Workday, Inc.                                                                 | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |     11790 | NS      | $1443096.00   | 1.34%             |  |  |  | No            | 1                  | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132E0G97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     51106 | PA      | $52633.84     | 0.05%             | 2053-03-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| NOV Inc                                           | NOV, Inc.                                                                     | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |     14400 | NS      | $294624.00    | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| APPLE INC                                         | Apple, Inc.                                                                   | CUSIP: 037833DP2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    300000 | PA      | $283274.90    | 0.26%             | 2029-09-11      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp.                                              | CUSIP: 312945ZL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     23464 | PA      | $23294.33     | 0.02%             | 2041-02-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| CDW Corp/DE                                       | CDW Corp.                                                                     | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |      1800 | NS      | $246438.00    | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Norfolk Southern Corp                             | Norfolk Southern Corp.                                                        | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |       860 | NS      | $271613.80    | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                           | CUSIP: 9128284V9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $293332.03    | 0.27%             | 2028-08-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                | CUSIP: 61748UAP7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194643.86    | 0.18%             | 2041-01-18      | Fixed         | 5.31%                 | No            | 2                  | On Loan: No      |
| Magna International Inc                           | Magna International, Inc.                                                     | CUSIP: 559222401<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | EC               | CORP              | CA        |     10804 | NS      | $687890.68    | 0.64%             |  |  |  | No            | 1                  | On Loan: No      |
| Vertiv Holdings Co                                | Vertiv Holdings Co.                                                           | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |       524 | NS      | $172128.76    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                           | CUSIP: 912810FF0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    217000 | PA      | $224044.02    | 0.21%             | 2028-11-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                           | CUSIP: 91282CHT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $195562.50    | 0.18%             | 2033-08-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Aptiv PLC                                         | Aptiv PLC                                                                     | CUSIP: 000000000<br>LEI: 254900HTTDFIJZ32GX53 | Long             | EC               | CORP              | JE        |     15892 | NS      | $957651.92    | 0.89%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3140EUFH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     84806 | PA      | $79096.84     | 0.07%             | 2046-01-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| TRANSCANADA PIPELINES                             | TransCanada PipeLines Ltd.                                                    | CUSIP: 893526DJ9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     82000 | PA      | $85253.97     | 0.08%             | 2040-06-01      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                          | AerCap Ireland Capital DAC/AerCap Global Aviation Trust                       | CUSIP: 00774MBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $155328.14    | 0.14%             | 2055-03-10      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| Bank of Nova Scotia/The                           | Bank of Nova Scotia                                                           | CUSIP: 064149107<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | EC               | CORP              | CA        |      8627 | NS      | $671180.60    | 0.62%             |  |  |  | No            | 1                  | On Loan: No      |
| Pinnacle West Capital Corp                        | Pinnacle West Capital Corp.                                                   | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |      7593 | NS      | $787545.96    | 0.73%             |  |  |  | No            | 1                  | On Loan: No      |
| Constellation Brands Inc                          | Constellation Brands, Inc.                                                    | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |      2200 | NS      | $344476.00    | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| AECOM                                             | AECOM                                                                         | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |      5186 | NS      | $436142.60    | 0.40%             |  |  |  | No            | 1                  | On Loan: No      |
| Chevron Corp                                      | Chevron Corp.                                                                 | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4221 | NS      | $815961.51    | 0.76%             |  |  |  | No            | 1                  | On Loan: No      |
| Johnson Controls International plc                | Johnson Controls International PLC                                            | CUSIP: 000000000<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | IE        |      6298 | NS      | $919696.94    | 0.85%             |  |  |  | No            | 1                  | On Loan: No      |
| Entergy Corp                                      | Entergy Corp.                                                                 | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |      8551 | NS      | $1008248.41   | 0.94%             |  |  |  | No            | 1                  | On Loan: No      |
| Fluor Corp                                        | Fluor Corp.                                                                   | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |      2300 | NS      | $122705.00    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Cigna Group/The                                   | Cigna Group                                                                   | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |       550 | NS      | $159819.00    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3140QN2U5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    130491 | PA      | $119138.67    | 0.11%             | 2052-05-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3138WTRT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    220789 | PA      | $201564.92    | 0.19%             | 2043-06-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 31416WU26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23555 | PA      | $22685.12     | 0.02%             | 2040-09-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                   | Telefonaktiebolaget LM Ericsson                                               | CUSIP: 294821608<br>LEI: 549300W9JLPW15XIFM52 | Long             | EC               | CORP              | SE        |     82630 | NS      | $975860.30    | 0.91%             |  |  |  | No            | 1                  | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                          | Duke Energy Progress LLC                                                      | CUSIP: 26442RAD3<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     75000 | PA      | $60870.02     | 0.06%             | 2044-12-01      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3140XJ4T7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    223807 | PA      | $181899.21    | 0.17%             | 2052-01-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| CVS Health Corp                                   | CVS Health Corp.                                                              | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |      3030 | NS      | $252368.70    | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                           | CUSIP: 91282CEM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $291187.50    | 0.27%             | 2029-04-30      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| SEMPRA INFRASTRUCTURE PA                          | Sempra Infrastructure Partners LP                                             | CUSIP: 81685VAA1<br>LEI: 549300L0B3MD11PUAA07 | Long             | DBT              | CORP              | US        |     65000 | PA      | $57521.77     | 0.05%             | 2032-01-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                           | CUSIP: 91282CLM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $195656.25    | 0.18%             | 2031-09-30      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3140QNE73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    173692 | PA      | $148476.13    | 0.14%             | 2052-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| ONEOK INC                                         | ONEOK, Inc.                                                                   | CUSIP: 682680CF8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     80000 | PA      | $72956.51     | 0.07%             | 2054-11-01      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                          | Anheuser-Busch InBev Worldwide, Inc.                                          | CUSIP: 03523TBU1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    500000 | PA      | $508781.68    | 0.47%             | 2039-01-23      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| Public Storage                                    | Public Storage                                                                | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               |  | US        |      1651 | NS      | $499344.95    | 0.46%             |  |  |  | No            | 1                  | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp.                                              | CUSIP: 31307EE67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2759 | PA      | $2735.71      | 0.00%             | 2028-09-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                      | CUSIP: 36179WR26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     95192 | PA      | $81625.42     | 0.08%             | 2051-11-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3140X7QF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    125163 | PA      | $106964.78    | 0.10%             | 2050-08-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Stanley Black & Decker Inc                        | Stanley Black & Decker, Inc.                                                  | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |      2500 | NS      | $195400.00    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                      | CUSIP: 3617VQFP6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    114141 | PA      | $103011.00    | 0.10%             | 2051-08-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| PACCAR Inc                                        | PACCAR, Inc.                                                                  | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |      3858 | NS      | $458330.40    | 0.43%             |  |  |  | No            | 1                  | On Loan: No      |
| Exxon Mobil Corp                                  | Exxon Mobil Corp.                                                             | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |      6796 | NS      | $1048826.68   | 0.97%             |  |  |  | No            | 1                  | On Loan: No      |
| AT&T INC                                          | AT&T, Inc.                                                                    | CUSIP: 00206RNE8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     80000 | PA      | $74209.79     | 0.07%             | 2054-11-01      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| SEMPRA                                            | Sempra                                                                        | CUSIP: 816851BT5<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    135000 | PA      | $136042.74    | 0.13%             | 2054-10-01      | Fixed         | 6.40%                 | No            | 2                  | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                           | CUSIP: 9128284N7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $196023.44    | 0.18%             | 2028-05-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3140F0JJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17950 | PA      | $16122.04     | 0.01%             | 2046-10-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                      | CUSIP: 36179W2U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     53370 | PA      | $45758.89     | 0.04%             | 2052-04-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3138WFX84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    212592 | PA      | $198112.38    | 0.18%             | 2045-11-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Porsche Innovative Lease Owner Trust              | Porsche Innovative Lease Owner Trust                                          | CUSIP: 73328AAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     78886 | PA      | $79063.22     | 0.07%             | 2027-11-22      | Fixed         | 4.67%                 | No            | 2                  | On Loan: No      |
| FIFTH THIRD BANK INC                              | Fifth Third Bank NA                                                           | CUSIP: 31677QBR9<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246522.05    | 0.23%             | 2027-02-01      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| PUBLIC STORAGE OP CO                              | Public Storage Operating Co.                                                  | CUSIP: 74460DAJ8<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |     45000 | PA      | $39997.36     | 0.04%             | 2031-11-09      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                           | CUSIP: 91282CPD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $295347.66    | 0.27%             | 2030-10-31      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| AMAZON.COM INC                                    | Amazon.com, Inc.                                                              | CUSIP: 023135BR6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    250000 | PA      | $242585.06    | 0.23%             | 2027-06-03      | Fixed         | 1.20%                 | No            | 2                  | On Loan: No      |
| SEMPRA                                            | Sempra                                                                        | CUSIP: 816851BU2<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80523.20     | 0.07%             | 2055-04-01      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3140QPJY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    237967 | PA      | $238531.19    | 0.22%             | 2052-06-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                      | CUSIP: 36225BBD9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1747 | PA      | $1775.99      | 0.00%             | 2028-12-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3140QLRE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    204542 | PA      | $174414.92    | 0.16%             | 2051-08-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Berkshire Hathaway Inc                            | Berkshire Hathaway, Inc.                                                      | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |      1849 | NS      | $875686.40    | 0.81%             |  |  |  | No            | 1                  | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                          | Public Service Enterprise Group, Inc.                                         | CUSIP: 744573BB1<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70707.59     | 0.07%             | 2035-03-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE TELEKOM INT FIN                          | Deutsche Telekom International Finance BV                                     | CUSIP: 25156PAR4<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |    150000 | PA      | $136659.69    | 0.13%             | 2042-03-06      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3140XBR69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    114770 | PA      | $105026.03    | 0.10%             | 2051-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132DNFA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     93276 | PA      | $79527.75     | 0.07%             | 2052-05-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co.                                                          | CUSIP: 46625HHV5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    313000 | PA      | $319509.30    | 0.30%             | 2040-10-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| First Citizens BancShares Inc/NC                  | First Citizens BancShares, Inc.                                               | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |       200 | NS      | $396764.00    | 0.37%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                      | CUSIP: 3618N5MQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     36767 | PA      | $37095.59     | 0.03%             | 2055-05-20      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Sanofi SA                                         | Sanofi SA                                                                     | CUSIP: 80105N105<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |     10622 | NS      | $494772.76    | 0.46%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of America Corp                              | Bank of America Corp.                                                         | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     27424 | NS      | $1466087.04   | 1.36%             |  |  |  | No            | 1                  | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3133KYVT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    113506 | PA      | $101968.48    | 0.09%             | 2041-09-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 31417TNK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24108 | PA      | $23859.63     | 0.02%             | 2040-01-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| US Bancorp                                        | U.S. Bancorp                                                                  | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |     12700 | NS      | $719582.00    | 0.67%             |  |  |  | No            | 1                  | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                           | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    250000 | PA      | $247812.50    | 0.23%             | 2035-08-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3140KKYT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    155538 | PA      | $130804.78    | 0.12%             | 2050-08-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                           | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $291117.19    | 0.27%             | 2034-08-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Entegris Inc                                      | Entegris, Inc.                                                                | CUSIP: 29362U104<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | EC               | CORP              | US        |      6405 | NS      | $905538.90    | 0.84%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3138WFGF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22409 | PA      | $20899.86     | 0.02%             | 2045-08-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY CORP                                  | Duke Energy Corp.                                                             | CUSIP: 26441CCF0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     95000 | PA      | $90886.35     | 0.08%             | 2054-06-15      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                      | CUSIP: 36241LX84<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     60967 | PA      | $56570.78     | 0.05%             | 2041-09-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                          | Charter Communications Operating LLC/Charter Communications Operating Capital | CUSIP: 161175BA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $27640.11     | 0.03%             | 2045-10-23      | Fixed         | 6.48%                 | No            | 2                  | On Loan: No      |
| Corebridge Financial Inc                          | Corebridge Financial, Inc.                                                    | CUSIP: 21871X109<br>LEI: 549300XY1661QCIA7J65 | Long             | EC               | CORP              | US        |     12900 | NS      | $355266.00    | 0.33%             |  |  |  | No            | 1                  | On Loan: No      |
| Labcorp Holdings Inc                              | Labcorp Holdings, Inc.                                                        | CUSIP: 504922105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1200 | NS      | $308160.00    | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| Mexico Government International Bonds             | Mexico Government International Bonds                                         | CUSIP: 91087BAN0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    450000 | PA      | $271575.00    | 0.25%             | 2061-05-24      | Fixed         | 3.77%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                      | CUSIP: 36202D3Y5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     14481 | PA      | $14900.01     | 0.01%             | 2034-02-20      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Conagra Brands Inc                                | Conagra Brands, Inc.                                                          | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |      7200 | NS      | $103320.00    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                           | CUSIP: 91282CGM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    250000 | PA      | $239726.56    | 0.22%             | 2033-02-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| PG&E Corp                                         | PG&E Corp.                                                                    | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |     34205 | NS      | $568487.10    | 0.53%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3140X8G68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     86824 | PA      | $77345.17     | 0.07%             | 2050-10-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| BorgWarner Inc                                    | BorgWarner, Inc.                                                              | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |      2800 | NS      | $159516.00    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| DOMINION ENERGY INC                               | Dominion Energy, Inc.                                                         | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    175000 | PA      | $178980.73    | 0.17%             | 2055-05-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132DTWF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     78952 | PA      | $81674.15     | 0.08%             | 2054-08-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                      | CUSIP: 36179VKK5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    118928 | PA      | $102160.20    | 0.09%             | 2050-04-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                           | CUSIP: 91282CPZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    145000 | PA      | $141941.41    | 0.13%             | 2036-02-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| FedEx Corp                                        | FedEx Corp.                                                                   | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |      1640 | NS      | $661428.40    | 0.61%             |  |  |  | No            | 1                  | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                            | Berkshire Hathaway Finance Corp.                                              | CUSIP: 084664CZ2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    300000 | PA      | $295644.28    | 0.27%             | 2027-03-15      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3140JXKV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2526 | PA      | $2427.80      | 0.00%             | 2034-10-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| BP CAPITAL MARKETS PLC                            | BP Capital Markets PLC                                                        | CUSIP: 05565QDW5<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    150000 | PA      | $157074.60    | 0.15%             | 2033-12-01      | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3138WFCF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47874 | PA      | $45821.25     | 0.04%             | 2045-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp.                                                         | CUSIP: 59022CAJ2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    176000 | PA      | $184750.07    | 0.17%             | 2037-01-29      | Fixed         | 6.11%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3140Q8WZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8964 | PA      | $8754.46      | 0.01%             | 2048-04-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp.                                              | CUSIP: 31335BXV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     95388 | PA      | $85931.25     | 0.08%             | 2048-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| SEMPRA                                            | Sempra                                                                        | CUSIP: 816851BV0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45462.33     | 0.04%             | 2055-04-01      | Fixed         | 6.55%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3140XAWD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    101838 | PA      | $83362.35     | 0.08%             | 2051-04-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3133KKVK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     58868 | PA      | $50237.22     | 0.05%             | 2050-12-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                           | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    430000 | PA      | $413673.44    | 0.38%             | 2055-08-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| GE HealthCare Technologies Inc                    | GE HealthCare Technologies, Inc.                                              | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |     27397 | NS      | $1666833.48   | 1.55%             |  |  |  | No            | 1                  | On Loan: No      |
| VERIZON COMMUNICATIONS                            | Verizon Communications, Inc.                                                  | CUSIP: 92343VGY4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    181000 | PA      | $175629.32    | 0.16%             | 2035-02-15      | Fixed         | 4.78%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3140A3H22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    173967 | PA      | $175426.36    | 0.16%             | 2053-10-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                      | CUSIP: 3620A9P96<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     30185 | PA      | $30847.50     | 0.03%             | 2039-10-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Wynn Resorts Ltd                                  | Wynn Resorts Ltd.                                                             | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | EC               | CORP              | US        |      6856 | NS      | $734346.16    | 0.68%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3140U5QB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    133556 | PA      | $131655.72    | 0.12%             | 2056-03-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                          | Duke Energy Progress LLC                                                      | CUSIP: 26442UAB0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     30000 | PA      | $24370.68     | 0.02%             | 2045-08-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                           | CUSIP: 912810PT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    304000 | PA      | $313072.50    | 0.29%             | 2037-02-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Freeport-McMoRan Inc                              | Freeport-McMoRan, Inc.                                                        | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |     10139 | NS      | $585831.42    | 0.54%             |  |  |  | No            | 1                  | On Loan: No      |
| FEDERAL FARM CREDIT BANK                          | Federal Farm Credit Banks Funding Corp.                                       | CUSIP: 3133ENV64<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    250000 | PA      | $252928.25    | 0.23%             | 2029-10-24      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3138A4XY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45551 | PA      | $43664.90     | 0.04%             | 2041-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3138WLC27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10779 | PA      | $10568.92     | 0.01%             | 2047-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                      | CUSIP: 3618N5C56<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    158350 | PA      | $157190.23    | 0.15%             | 2054-12-20      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Fidelity National Information Services Inc        | Fidelity National Information Services, Inc.                                  | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |     14468 | NS      | $673196.04    | 0.62%             |  |  |  | No            | 1                  | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                           | CUSIP: 91282CEF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    250000 | PA      | $247203.13    | 0.23%             | 2027-03-31      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                          | Berkshire Hathaway Energy Co.                                                 | CUSIP: 59562VAM9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    235000 | PA      | $251864.73    | 0.23%             | 2036-04-01      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Taco Bell Funding, LLC                            | Taco Bell Funding LLC                                                         | CUSIP: 87342RAH7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     98250 | PA      | $91196.24     | 0.08%             | 2051-08-25      | Fixed         | 2.29%                 | No            | 2                  | On Loan: No      |
| APA Corp                                          | APA Corp.                                                                     | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |     33714 | NS      | $1373171.22   | 1.27%             |  |  |  | No            | 1                  | On Loan: No      |
| Deere & Co                                        | Deere & Co.                                                                   | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |       380 | NS      | $224150.60    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3140XAH47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    136708 | PA      | $111766.30    | 0.10%             | 2051-03-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3140MM4B1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    125848 | PA      | $121645.22    | 0.11%             | 2052-08-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Charles Schwab Corp/The                           | Charles Schwab Corp.                                                          | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |      3559 | NS      | $326146.76    | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| CON EDISON CO OF NY INC                           | Consolidated Edison Co. of New York, Inc.                                     | CUSIP: 209111EY5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    169000 | PA      | $169910.40    | 0.16%             | 2039-12-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                           | CUSIP: 912828YB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    350000 | PA      | $325417.97    | 0.30%             | 2029-08-15      | Fixed         | 1.62%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                      | CUSIP: 36179VDS6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     24715 | PA      | $24975.87     | 0.02%             | 2050-01-20      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| F5 Inc                                            | F5, Inc.                                                                      | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |      3660 | NS      | $1185474.00   | 1.10%             |  |  |  | No            | 1                  | On Loan: No      |
| DUKE ENERGY CAROLINAS                             | Duke Energy Carolinas LLC                                                     | CUSIP: 26442CAE4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    115000 | PA      | $122204.95    | 0.11%             | 2038-04-15      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| ENTERGY CORP                                      | Entergy Corp.                                                                 | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46326.51     | 0.04%             | 2054-12-01      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                             | Foundry JV Holdco LLC                                                         | CUSIP: 350930AK9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $212257.11    | 0.20%             | 2039-01-25      | Fixed         | 6.30%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3138WK2E4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     61015 | PA      | $58594.94     | 0.05%             | 2037-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3140XDZ74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     74174 | PA      | $65112.88     | 0.06%             | 2051-11-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Oracle Corp                                       | Oracle Corp.                                                                  | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |      4124 | NS      | $665572.36    | 0.62%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                      | CUSIP: 36179VFT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12921 | PA      | $13083.45     | 0.01%             | 2050-02-20      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                           | CUSIP: 91282CQD6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    280000 | PA      | $273743.75    | 0.25%             | 2031-02-28      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Boeing Co/The                                     | Boeing Co.                                                                    | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |      1430 | NS      | $327512.90    | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3140XJMV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     99858 | PA      | $88876.36     | 0.08%             | 2052-07-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| AmeriCredit Automobile Receivables Trust          | AmeriCredit Automobile Receivables Trust                                      | CUSIP: 03067FAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     75000 | PA      | $74790.30     | 0.07%             | 2030-05-20      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3133L7SJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     44569 | PA      | $42115.41     | 0.04%             | 2035-06-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp.                                              | CUSIP: 31292HX33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9536 | PA      | $9624.21      | 0.01%             | 2033-08-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| CATERPILLAR FINL SERVICE                          | Caterpillar Financial Services Corp.                                          | CUSIP: 14913UAQ3<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200722.22    | 0.19%             | 2029-08-16      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| GM Financial Securitized Term Auto Receivables Tr | GM Financial Consumer Automobile Receivables Trust                            | CUSIP: 362955AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     90000 | PA      | $90491.72     | 0.08%             | 2029-12-17      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| GLP CAPITAL LP / FIN II                           | GLP Capital LP/GLP Financing II, Inc.                                         | CUSIP: 361841AX7<br>LEI: N/A                  | Long             | DBT              |  | US        |    185000 | PA      | $181812.19    | 0.17%             | 2036-03-01      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| NVIDIA CORP                                       | NVIDIA Corp.                                                                  | CUSIP: 67066GAM6<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    500000 | PA      | $474997.89    | 0.44%             | 2028-06-15      | Fixed         | 1.55%                 | No            | 2                  | On Loan: No      |
| LPL Financial Holdings Inc                        | LPL Financial Holdings, Inc.                                                  | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |      1403 | NS      | $468784.39    | 0.44%             |  |  |  | No            | 1                  | On Loan: No      |
| VICI Properties Inc                               | VICI Properties, Inc.                                                         | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               |  | US        |     19760 | NS      | $576992.00    | 0.54%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3140MQB65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    151571 | PA      | $143445.74    | 0.13%             | 2052-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                           | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $100621.09    | 0.09%             | 2034-05-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                      | CUSIP: 36179YAS3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    157576 | PA      | $159773.65    | 0.15%             | 2053-07-20      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| TE Connectivity PLC                               | TE Connectivity PLC                                                           | CUSIP: 000000000<br>LEI: 6367003TB6K484NFHE54 | Long             | EC               | CORP              | IE        |       908 | NS      | $192187.28    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| COX COMMUNICATIONS INC                            | Cox Communications, Inc.                                                      | CUSIP: 224044CV7<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    265000 | PA      | $227685.75    | 0.21%             | 2054-09-01      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3140XHAH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     95258 | PA      | $87612.53     | 0.08%             | 2051-07-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                                     | Citigroup, Inc.                                                               | CUSIP: 172967FX4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    145000 | PA      | $148349.73    | 0.14%             | 2042-01-30      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| JB Hunt Transport Services Inc                    | JB Hunt Transport Services, Inc.                                              | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |      1605 | NS      | $403705.65    | 0.37%             |  |  |  | No            | 1                  | On Loan: No      |
| Citizens Financial Group Inc                      | Citizens Financial Group, Inc.                                                | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |      2468 | NS      | $160543.40    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| BAYER US FINANCE II LLC                           | Bayer U.S. Finance II LLC                                                     | CUSIP: 07274NBE2<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    105000 | PA      | $84222.25     | 0.08%             | 2043-11-15      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3138WJGH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    102996 | PA      | $93253.23     | 0.09%             | 2046-11-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                       | S+P500 EMINI FUT JUN26                                                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |         9 | NC      | $213217.72    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3138WG6G4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23374 | PA      | $21717.99     | 0.02%             | 2046-05-01      | Fixed         | 3.50%                 | 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        |    586013 | NS      | $586012.92    | 0.54%             |  |  |  | No            | 1                  | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                           | CUSIP: 912828U24<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $495417.97    | 0.46%             | 2026-11-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                      | CUSIP: 36179TQQ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     55132 | PA      | $52481.89     | 0.05%             | 2048-01-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3140QEWM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     92246 | PA      | $78562.56     | 0.07%             | 2050-09-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 31415MM28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2665 | PA      | $2742.70      | 0.00%             | 2038-06-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Carnival Corp                                     | Carnival Corp.                                                                | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | PA        |     49006 | NS      | $1299149.06   | 1.21%             |  |  |  | No            | 1                  | On Loan: No      |
| DELL INT LLC / EMC CORP                           | Dell International LLC/EMC Corp.                                              | CUSIP: 24703DBF7<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    160000 | PA      | $120553.70    | 0.11%             | 2041-12-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| SAP SE                                            | SAP SE                                                                        | CUSIP: 803054204<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |      1400 | NS      | $237286.00    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 31418UVX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25148 | PA      | $25455.52     | 0.02%             | 2040-06-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| QUALCOMM Inc                                      | QUALCOMM, Inc.                                                                | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      4699 | NS      | $843846.42    | 0.78%             |  |  |  | No            | 1                  | On Loan: No      |
| SAUDI ARABIAN OIL CO                              | Saudi Arabian Oil Co.                                                         | CUSIP: 80414L2F1<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    500000 | PA      | $397601.20    | 0.37%             | 2049-04-16      | Fixed         | 4.38%                 | 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        |    132628 | PA      | $132944.48    | 0.12%             | 2030-01-22      | Fixed         | 4.44%                 | No            | 2                  | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                           | CUSIP: 91282CNZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    150000 | PA      | $147539.06    | 0.14%             | 2032-09-30      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Unilever PLC                                      | Unilever PLC                                                                  | CUSIP: 904767803<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |     10213 | NS      | $602362.74    | 0.56%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                      | CUSIP: 36179TEZ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12147 | PA      | $11291.57     | 0.01%             | 2047-08-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| APPLE INC                                         | Apple, Inc.                                                                   | CUSIP: 037833EH9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189207.01    | 0.18%             | 2028-08-05      | Fixed         | 1.40%                 | No            | 2                  | On Loan: No      |
| Avantor Inc                                       | Avantor, Inc.                                                                 | CUSIP: 05352A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33297 | NS      | $269705.70    | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3140XJQM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    146908 | PA      | $142423.99    | 0.13%             | 2052-10-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Hartford Insurance Group Inc/The                  | Hartford Insurance Group, Inc.                                                | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |      1740 | NS      | $238049.40    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3138X3EJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    200901 | PA      | $183357.01    | 0.17%             | 2043-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Humana Inc                                        | Humana, Inc.                                                                  | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |      1810 | NS      | $427956.40    | 0.40%             |  |  |  | No            | 1                  | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132DSUR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    183555 | PA      | $181558.21    | 0.17%             | 2053-08-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3140X8YA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41095 | PA      | $37797.82     | 0.04%             | 2035-12-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                      | CUSIP: 36179WG36<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    119067 | PA      | $102098.62    | 0.09%             | 2051-06-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fortive Corp                                      | Fortive Corp.                                                                 | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |     15155 | NS      | $906117.45    | 0.84%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3140Q9H97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32041 | PA      | $31149.02     | 0.03%             | 2048-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Ovintiv Inc                                       | Ovintiv, Inc.                                                                 | CUSIP: 69047Q102<br>LEI: 2549003MEX7YMKLGI239 | Long             | EC               | CORP              | US        |      8900 | NS      | $547795.00    | 0.51%             |  |  |  | No            | 1                  | On Loan: No      |
| MERCEDES-BENZ FIN NA                              | Mercedes-Benz Finance North America LLC                                       | CUSIP: 58769JAC1<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    350000 | PA      | $354754.63    | 0.33%             | 2027-11-29      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3140XKES5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    221886 | PA      | $179502.45    | 0.17%             | 2051-07-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132DSNS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    266760 | PA      | $271088.07    | 0.25%             | 2054-02-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| REYNOLDS AMERICAN INC                             | Reynolds American, Inc.                                                       | CUSIP: 761713BA3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    175000 | PA      | $180128.53    | 0.17%             | 2035-08-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                            | Fairfax Financial Holdings Ltd.                                               | CUSIP: 303901BU5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     35000 | PA      | $34600.36     | 0.03%             | 2055-03-15      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| COMCAST CORP                                      | Comcast Corp.                                                                 | CUSIP: 20030NAY7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    217000 | PA      | $232866.47    | 0.22%             | 2039-07-01      | Fixed         | 6.55%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3140QB2E7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     61061 | PA      | $59544.68     | 0.06%             | 2049-10-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 31418CNT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20050 | PA      | $19666.48     | 0.02%             | 2047-08-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3138WJ5H7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25922 | PA      | $24069.68     | 0.02%             | 2047-03-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| CSX CORP                                          | CSX Corp.                                                                     | CUSIP: 126408GU1<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    157000 | PA      | $158402.97    | 0.15%             | 2041-04-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 31402CV74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10677 | PA      | $10729.86     | 0.01%             | 2034-03-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 31418D6M9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     87610 | PA      | $78662.08     | 0.07%             | 2041-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3140QEL34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     81481 | PA      | $72056.17     | 0.07%             | 2050-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3140XKQ52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     71370 | PA      | $71187.10     | 0.07%             | 2053-04-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| DOMINION ENERGY INC                               | Dominion Energy, Inc.                                                         | CUSIP: 25746UDT3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    115000 | PA      | $119153.92    | 0.11%             | 2055-02-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| ENTERGY ARKANSAS LLC                              | Entergy Arkansas LLC                                                          | CUSIP: 29366MAJ7<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |     80000 | PA      | $77853.81     | 0.07%             | 2056-01-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132DT5V8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    140533 | PA      | $139766.72    | 0.13%             | 2054-09-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                      | CUSIP: 36179XFH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    110164 | PA      | $107065.47    | 0.10%             | 2052-09-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Kraft Heinz Co/The                                | Kraft Heinz Co.                                                               | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |     16100 | NS      | $364826.00    | 0.34%             |  |  |  | No            | 1                  | On Loan: No      |
| AT&T INC                                          | AT&T, Inc.                                                                    | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     80000 | PA      | $51152.35     | 0.05%             | 2059-09-15      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| NRTH PARK Mortgage Trust                          | NRTH Commercial Mortgage Trust                                                | CUSIP: 669985AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    260000 | PA      | $259837.68    | 0.24%             | 2040-10-15      | Floating      | 5.05%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3140XBFT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     99056 | PA      | $88384.64     | 0.08%             | 2051-05-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                           | CUSIP: 912810QC5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    241000 | PA      | $237196.72    | 0.22%             | 2039-08-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| ONEOK PARTNERS LP                                 | ONEOK Partners LP                                                             | CUSIP: 68268NAD5<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |     45000 | PA      | $49277.52     | 0.05%             | 2037-10-15      | Fixed         | 6.85%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132DWDC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    192483 | PA      | $154744.62    | 0.14%             | 2052-03-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3140X8EL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43264 | PA      | $36616.14     | 0.03%             | 2050-10-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Keurig Dr Pepper Inc                              | Keurig Dr. Pepper, Inc.                                                       | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |     31527 | NS      | $926893.80    | 0.86%             |  |  |  | No            | 1                  | On Loan: No      |
| Merck & Co Inc                                    | Merck & Co., Inc.                                                             | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      9046 | NS      | $987642.28    | 0.92%             |  |  |  | No            | 1                  | On Loan: No      |
| DUKE ENERGY CAROLINAS                             | Duke Energy Carolinas LLC                                                     | CUSIP: 26442CAB0<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     40000 | PA      | $42347.01     | 0.04%             | 2038-01-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| American Beacon U.S. Government Money Market      | American Beacon U.S. Government Money Market                                  | CUSIP: 02368W200<br>LEI: 549300EXCES9V5RWB620 | Long             | STIV             | RF                | US        |    205424 | NS      | $205424.00    | 0.19%             |  |  |  | No            | N/A                | On Loan: No      |
| WALMART INC                                       | Walmart, Inc.                                                                 | CUSIP: 931142BF9<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    169000 | PA      | $189244.67    | 0.18%             | 2030-02-15      | Fixed         | 7.55%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3140X4NY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22698 | PA      | $22291.14     | 0.02%             | 2048-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Halliburton Co                                    | Halliburton Co.                                                               | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |     13612 | NS      | $575787.60    | 0.53%             |  |  |  | No            | 1                  | On Loan: No      |
| American Beacon U.S. Government Money Market      | American Beacon U.S. Government Money Market Fund                             | CUSIP: 02368W200<br>LEI: 549300EXCES9V5RWB620 | Long             | STIV             | RF                | US        |   4964155 | NS      | $4964155.48   | 4.61%             |  |  |  | No            | 1                  | On Loan: No      |
| PNC FINANCIAL SERVICES                            | PNC Financial Services Group, Inc.                                            | CUSIP: 693475AZ8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    500000 | PA      | $466597.81    | 0.43%             | 2030-01-22      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                            | Fairfax Financial Holdings Ltd.                                               | CUSIP: 303901BR2<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $203551.08    | 0.19%             | 2054-03-22      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| Honda Auto Receivables Owner Trust                | Honda Auto Receivables Owner Trust                                            | CUSIP: 43814VAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     85000 | PA      | $85456.20     | 0.08%             | 2029-09-21      | Fixed         | 4.57%                 | No            | 2                  | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                           | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $294679.69    | 0.27%             | 2034-02-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                           | CUSIP: 91282CMK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    150000 | PA      | $152021.48    | 0.14%             | 2032-01-31      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| American Express Co                               | American Express Co.                                                          | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |      1796 | NS      | $580197.80    | 0.54%             |  |  |  | No            | 1                  | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp.                                                         | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    350000 | PA      | $347923.51    | 0.32%             | 2027-07-22      | Fixed         | 1.73%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3133KJJP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     62181 | PA      | $52822.44     | 0.05%             | 2050-07-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Capital One Financial Corp                        | Capital One Financial Corp.                                                   | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |      1505 | NS      | $287906.50    | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| American International Group Inc                  | American International Group, Inc.                                            | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |     10804 | NS      | $808139.20    | 0.75%             |  |  |  | No            | 1                  | On Loan: No      |
| WPP PLC                                           | WPP PLC                                                                       | CUSIP: 92937A102<br>LEI: 549300LSGBXPYHXGDT93 | Long             | EC               | CORP              | JE        |     13400 | NS      | $242406.00    | 0.23%             |  |  |  | No            | 1                  | On Loan: —       |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3140FQT23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47560 | PA      | $45535.77     | 0.04%             | 2046-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp.                                              | CUSIP: 31292H6X7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9441 | PA      | $9637.47      | 0.01%             | 2034-02-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Timken Co/The                                     | Timken Co.                                                                    | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |      1200 | NS      | $133068.00    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| ConocoPhillips                                    | ConocoPhillips                                                                | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |      1836 | NS      | $230932.08    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |

### Signature

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

**Name of Applicant:** AMERICAN BEACON FUNDS

**Signature:** Aaron Cooper

**Name of Signer:** Aaron Cooper

**Title:** Treasurer