# EDGAR Filing Document

**Accession Number:** 0000809593
**File Stem:** 0001410368-25-033727
**Filing Date:** 2025-12
**Character Count:** 157449
**Document Hash:** cbe8cb5b3d559811cf1e23a107c80b04
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-033727.hdr.sgml**: 20251208

**ACCESSION NUMBER**: 0001410368-25-033727

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251208

**DATE AS OF CHANGE**: 20251208

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** AMERICAN BEACON 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:** 251555434

**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:** 2025-10-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $109704252.99

**Total Liabilities:** $958806.27

**Net Assets:** $108745446.72

**Cash Not Reported:** $274082.88

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -34.76000000 | **1-Year:** -1120.84000000 | **5-Year:** -2528.54000000 | **10-Year:** -5621.90000000 | **30-Year:** -3083.80000000

**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 C000002089 | 3.33%                | 1.22%                | 0.15%                |
| Class ID C000002090 | 3.35%                | 1.13%                | 0.13%                |
| Class ID C000004802 | 3.34%                | 1.15%                | 0.04%                |
| Class ID C000085576 | 3.36%                | 1.21%                | 0.14%                |
| Class ID C000089421 | 3.28%                | 1.14%                | 0.12%                |
| Class ID C000092338 | 3.21%                | 1.12%                | 0.06%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $544078.57               | $2698362.67                                |
| Month 2  | $142340.44               | $749898.96                                 |
| Month 3  | $1220119.19              | $-1299002.82                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| AECOM                                              | AECOM                                                                         | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |      2564 | NS      | $344473.40    | 0.32%             |  |  |  | No            | 1                  | 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      | $157684.29    | 0.15%             | 2055-03-10      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| Air Products and Chemicals Inc                     | Air Products & Chemicals, Inc.                                                | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |      2783 | NS      | $675127.97    | 0.62%             |  |  |  | No            | 1                  | On Loan: No      |
| Alphabet Inc                                       | Alphabet, Inc.                                                                | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      5752 | NS      | $1617404.88   | 1.49%             |  |  |  | No            | 1                  | On Loan: No      |
| AMAZON.COM INC                                     | Amazon.com, Inc.                                                              | CUSIP: 023135BR6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    250000 | PA      | $240167.92    | 0.22%             | 2027-06-03      | Fixed         | 1.20%                 | No            | 2                  | On Loan: No      |
| AMAZON.COM INC                                     | Amazon.com, Inc.                                                              | CUSIP: 023135CQ7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256348.81    | 0.24%             | 2029-12-01      | Fixed         | 4.65%                 | 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      | $187510.52    | 0.17%             | 2035-03-01      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| American Express Co                                | American Express Co.                                                          | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |      1843 | NS      | $664825.39    | 0.61%             |  |  |  | No            | 1                  | On Loan: No      |
| American International Group Inc                   | American International Group, Inc.                                            | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |     17491 | NS      | $1381089.36   | 1.27%             |  |  |  | No            | 1                  | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                           | Anheuser-Busch InBev Worldwide, Inc.                                          | CUSIP: 03523TBU1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    500000 | PA      | $519228.39    | 0.48%             | 2039-01-23      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| Anheuser-Busch InBev SA/NV                         | Anheuser-Busch InBev SA                                                       | CUSIP: 03524A108<br>LEI: 5493008H3828EMEXB082 | Long             | EC               | CORP              | BE        |      2600 | NS      | $158340.00    | 0.15%             |  |  |  | No            | 1                  | On Loan: —       |
| Elevance Health Inc                                | Elevance Health, Inc.                                                         | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |      2896 | NS      | $918611.20    | 0.84%             |  |  |  | No            | 1                  | On Loan: No      |
| APA Corp                                           | APA Corp.                                                                     | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |     36314 | NS      | $822512.10    | 0.76%             |  |  |  | No            | 1                  | On Loan: No      |
| APPALACHIAN POWER CO                               | Appalachian Power Co.                                                         | CUSIP: 037735CX3<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    210000 | PA      | $176211.37    | 0.16%             | 2049-03-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| APPLE INC                                          | Apple, Inc.                                                                   | CUSIP: 037833DP2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    300000 | PA      | $282056.56    | 0.26%             | 2029-09-11      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| APPLE INC                                          | Apple, Inc.                                                                   | CUSIP: 037833EH9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    200000 | PA      | $187757.53    | 0.17%             | 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        |     34172 | NS      | $403913.04    | 0.37%             |  |  |  | No            | 1                  | On Loan: No      |
| BAT CAPITAL CORP                                   | BAT Capital Corp.                                                             | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    260000 | PA      | $217945.66    | 0.20%             | 2047-08-15      | Fixed         | 4.54%                 | No            | 2                  | On Loan: No      |
| BAT CAPITAL CORP                                   | BAT Capital Corp.                                                             | CUSIP: 05526DBZ7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     35000 | PA      | $37359.55     | 0.03%             | 2034-02-20      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| BP CAPITAL MARKETS PLC                             | BP Capital Markets PLC                                                        | CUSIP: 05565QDW5<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    150000 | PA      | $160222.20    | 0.15%             | 2033-12-01      | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| BX Trust                                           | BX Commercial Mortgage Trust                                                  | CUSIP: 05609VAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    135636 | PA      | $135552.20    | 0.12%             | 2036-09-15      | Floating      | 4.85%                 | No            | 2                  | On Loan: No      |
| Baker Hughes Co                                    | Baker Hughes Co.                                                              | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6700 | NS      | $324347.00    | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of America Corp                               | Bank of America Corp.                                                         | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     28390 | NS      | $1517445.50   | 1.40%             |  |  |  | No            | 1                  | On Loan: No      |
| BANK OF AMERICA CORP                               | Bank of America Corp.                                                         | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    350000 | PA      | $343813.65    | 0.32%             | 2027-07-22      | Fixed         | 1.73%                 | No            | 2                  | On Loan: No      |
| Bank of Nova Scotia/The                            | Bank of Nova Scotia                                                           | CUSIP: 064149107<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | EC               | CORP              | CA        |      8854 | NS      | $580822.40    | 0.53%             |  |  |  | No            | 1                  | On Loan: No      |
| BAYER US FINANCE LLC                               | Bayer U.S. Finance LLC                                                        | CUSIP: 07274EAH6<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203382.09    | 0.19%             | 2026-11-21      | Fixed         | 6.12%                 | 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      | $183185.14    | 0.17%             | 2045-04-15      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| BAYER US FINANCE II LLC                            | Bayer U.S. Finance II LLC                                                     | CUSIP: 07274NBH5<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    200000 | PA      | $152798.88    | 0.14%             | 2064-07-15      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                             | Berkshire Hathaway Finance Corp.                                              | CUSIP: 084664CZ2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    300000 | PA      | $294036.47    | 0.27%             | 2027-03-15      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| Berkshire Hathaway Inc                             | Berkshire Hathaway, Inc.                                                      | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |      1897 | NS      | $905893.38    | 0.83%             |  |  |  | No            | 1                  | On Loan: No      |
| Boeing Co/The                                      | Boeing Co.                                                                    | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |      1530 | NS      | $307560.60    | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| BorgWarner Inc                                     | BorgWarner, Inc.                                                              | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |      3700 | NS      | $158952.00    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                            | Bristol-Myers Squibb Co.                                                      | CUSIP: 110122CP1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    560000 | PA      | $547026.30    | 0.50%             | 2029-07-26      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| BURLINGTN NORTH SANTA FE                           | Burlington Northern Santa Fe LLC                                              | CUSIP: 12189LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    202000 | PA      | $214488.86    | 0.20%             | 2040-05-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Cigna Group/The                                    | Cigna Group                                                                   | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |       550 | NS      | $134425.50    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| CSX CORP                                           | CSX Corp.                                                                     | CUSIP: 126408GU1<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    157000 | PA      | $161006.48    | 0.15%             | 2041-04-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| CVS Health Corp                                    | CVS Health Corp.                                                              | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |      3030 | NS      | $236794.50    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Capital One Financial Corp                         | Capital One Financial Corp.                                                   | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |      1544 | NS      | $339664.56    | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| Carnival Corp                                      | Carnival Corp.                                                                | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | PA        |     50294 | NS      | $1449976.02   | 1.33%             |  |  |  | No            | 1                  | On Loan: No      |
| CATERPILLAR FINL SERVICE                           | Caterpillar Financial Services Corp.                                          | CUSIP: 14913UAQ3<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203113.72    | 0.19%             | 2029-08-16      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Centene Corp                                       | Centene Corp.                                                                 | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |      3460 | NS      | $122380.20    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                           | Charter Communications Operating LLC/Charter Communications Operating Capital | CUSIP: 161175BA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $28981.51     | 0.03%             | 2045-10-23      | Fixed         | 6.48%                 | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                           | Charter Communications Operating LLC/Charter Communications Operating Capital | CUSIP: 161175BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $101997.28    | 0.09%             | 2048-04-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                           | Charter Communications Operating LLC/Charter Communications Operating Capital | CUSIP: 161175BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $52319.06     | 0.05%             | 2061-04-01      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                           | Charter Communications Operating LLC/Charter Communications Operating Capital | CUSIP: 161175CG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $52633.16     | 0.05%             | 2062-06-30      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| Chevron Corp                                       | Chevron Corp.                                                                 | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2597 | NS      | $409598.84    | 0.38%             |  |  |  | No            | 1                  | On Loan: No      |
| Citigroup Inc                                      | Citigroup, Inc.                                                               | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |      9557 | NS      | $967455.11    | 0.89%             |  |  |  | No            | 1                  | On Loan: No      |
| CITIGROUP INC                                      | Citigroup, Inc.                                                               | CUSIP: 172967FX4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    145000 | PA      | $153742.97    | 0.14%             | 2042-01-30      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Citizens Financial Group Inc                       | Citizens Financial Group, Inc.                                                | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |      8668 | NS      | $440941.16    | 0.41%             |  |  |  | No            | 1                  | On Loan: No      |
| CNH Equipment Trust                                | CNH Equipment Trust                                                           | CUSIP: 18978JAB4<br>LEI: 549300BIZ8MA1TOD5D46 | Long             | ABS-O            | CORP              | US        |     10882 | PA      | $10904.60     | 0.01%             | 2027-10-15      | Fixed         | 5.42%                 | No            | 2                  | On Loan: No      |
| Cognizant Technology Solutions Corp                | Cognizant Technology Solutions Corp.                                          | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |      8416 | NS      | $613358.08    | 0.56%             |  |  |  | No            | 1                  | On Loan: No      |
| Comcast Corp                                       | Comcast Corp.                                                                 | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     27790 | NS      | $773534.65    | 0.71%             |  |  |  | No            | 1                  | On Loan: No      |
| COMCAST CORP                                       | Comcast Corp.                                                                 | CUSIP: 20030NAY7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    217000 | PA      | $239177.09    | 0.22%             | 2039-07-01      | Fixed         | 6.55%                 | 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      | $76394.73     | 0.07%             | 2050-02-25      | Fixed         | 5.66%                 | No            | 2                  | On Loan: No      |
| Conagra Brands Inc                                 | Conagra Brands, Inc.                                                          | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |      7500 | NS      | $128925.00    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| ConocoPhillips                                     | ConocoPhillips                                                                | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |      2536 | NS      | $225348.96    | 0.21%             |  |  |  | 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      | $173552.08    | 0.16%             | 2039-12-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Constellation Brands Inc                           | Constellation Brands, Inc.                                                    | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |      2200 | NS      | $289036.00    | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| Corebridge Financial Inc                           | Corebridge Financial, Inc.                                                    | CUSIP: 21871X109<br>LEI: 549300XY1661QCIA7J65 | Long             | EC               | CORP              | US        |      8900 | NS      | $289784.00    | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| COX COMMUNICATIONS INC                             | Cox Communications, Inc.                                                      | CUSIP: 224044CV7<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    265000 | PA      | $241470.35    | 0.22%             | 2054-09-01      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Cummins Inc                                        | Cummins, Inc.                                                                 | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |      1212 | NS      | $530468.16    | 0.49%             |  |  |  | No            | 1                  | On Loan: No      |
| Deere & Co                                         | Deere & Co.                                                                   | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |       520 | NS      | $240047.60    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| JOHN DEERE CAPITAL CORP                            | John Deere Capital Corp.                                                      | CUSIP: 24422EVD8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    500000 | PA      | $470177.99    | 0.43%             | 2030-01-09      | Fixed         | 2.45%                 | 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      | $140514.03    | 0.13%             | 2042-03-06      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Dominion Energy Inc                                | Dominion Energy, Inc.                                                         | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |     10400 | NS      | $610376.00    | 0.56%             |  |  |  | No            | 1                  | On Loan: No      |
| DOMINION ENERGY INC                                | Dominion Energy, Inc.                                                         | CUSIP: 25746UDT3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    115000 | PA      | $120876.73    | 0.11%             | 2055-02-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| DOMINION ENERGY INC                                | Dominion Energy, Inc.                                                         | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    175000 | PA      | $182453.78    | 0.17%             | 2055-05-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY CORP                                   | Duke Energy Corp.                                                             | CUSIP: 26441CCF0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     95000 | PA      | $95956.83     | 0.09%             | 2054-06-15      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY CAROLINAS                              | Duke Energy Carolinas LLC                                                     | CUSIP: 26442CAB0<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     40000 | PA      | $43431.59     | 0.04%             | 2038-01-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY CAROLINAS                              | Duke Energy Carolinas LLC                                                     | CUSIP: 26442CAE4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    115000 | PA      | $125072.76    | 0.12%             | 2038-04-15      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY CAROLINAS                              | Duke Energy Carolinas LLC                                                     | CUSIP: 26442CBQ6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56997.65     | 0.05%             | 2035-03-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                           | Duke Energy Progress LLC                                                      | CUSIP: 26442RAD3<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     75000 | PA      | $63885.37     | 0.06%             | 2044-12-01      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                           | Duke Energy Progress LLC                                                      | CUSIP: 26442UAB0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25533.11     | 0.02%             | 2045-08-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY PROGRESS NC                            | Duke Energy Progress NC Storm Funding LLC                                     | CUSIP: 26444BAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    265000 | PA      | $227905.16    | 0.21%             | 2037-07-01      | Fixed         | 2.39%                 | No            | 2                  | On Loan: No      |
| Electronic Arts Inc                                | Electronic Arts, Inc.                                                         | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |      1575 | NS      | $315094.50    | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| Entegris Inc                                       | Entegris, Inc.                                                                | CUSIP: 29362U104<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | EC               | CORP              | US        |      8838 | NS      | $809295.66    | 0.74%             |  |  |  | No            | 1                  | On Loan: No      |
| Entergy Corp                                       | Entergy Corp.                                                                 | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |      8776 | NS      | $843285.84    | 0.78%             |  |  |  | No            | 1                  | On Loan: No      |
| ENTERGY CORP                                       | Entergy Corp.                                                                 | CUSIP: 29364GAL7<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28020.71     | 0.03%             | 2030-06-15      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| ENTERGY CORP                                       | Entergy Corp.                                                                 | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47277.59     | 0.04%             | 2054-12-01      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                    | Telefonaktiebolaget LM Ericsson                                               | CUSIP: 294821608<br>LEI: 549300W9JLPW15XIFM52 | Long             | EC               | CORP              | SE        |    103130 | NS      | $1040581.70   | 0.96%             |  |  |  | No            | 1                  | On Loan: —       |
| Exxon Mobil Corp                                   | Exxon Mobil Corp.                                                             | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |      8342 | NS      | $953991.12    | 0.88%             |  |  |  | No            | 1                  | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                             | Fairfax Financial Holdings Ltd.                                               | CUSIP: 303901BR2<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $211595.55    | 0.19%             | 2054-03-22      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                             | Fairfax Financial Holdings Ltd.                                               | CUSIP: 303901BU5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     35000 | PA      | $36090.16     | 0.03%             | 2055-03-15      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                        | Federal Home Loan Mortgage Corp.                                              | CUSIP: 31292H6X7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10583 | PA      | $10864.34     | 0.01%             | 2034-02-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                        | Federal Home Loan Mortgage Corp.                                              | CUSIP: 31292HX33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10745 | PA      | $10910.26     | 0.01%             | 2033-08-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                        | Federal Home Loan Mortgage Corp.                                              | CUSIP: 31292R7M8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    119950 | PA      | $114707.79    | 0.11%             | 2042-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                        | Federal Home Loan Mortgage Corp.                                              | CUSIP: 312945DS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     35802 | PA      | $35124.79     | 0.03%             | 2041-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                        | Federal Home Loan Mortgage Corp.                                              | CUSIP: 312945ZL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     25109 | PA      | $25279.19     | 0.02%             | 2041-02-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                        | Federal Home Loan Mortgage Corp.                                              | CUSIP: 31307EE67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3944 | PA      | $3905.51      | 0.00%             | 2028-09-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                        | Federal Home Loan Mortgage Corp.                                              | CUSIP: 31307UZN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     28458 | PA      | $27750.90     | 0.03%             | 2032-11-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| FEDERAL HOME LOAN BANK                             | Federal Home Loan Banks                                                       | CUSIP: 3130ATUT2<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    350000 | PA      | $359734.81    | 0.33%             | 2029-12-14      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                        | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132DNFA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     96914 | PA      | $83580.89     | 0.08%             | 2052-05-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                        | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132DPBD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    111455 | PA      | $91291.72     | 0.08%             | 2052-02-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                        | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132DQ3U8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    156476 | PA      | $160400.05    | 0.15%             | 2053-08-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                        | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132DSNS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    277452 | PA      | $282399.72    | 0.26%             | 2054-02-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                        | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132DSUR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    190601 | PA      | $190250.92    | 0.17%             | 2053-08-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                        | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132DSYU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    117853 | PA      | $122274.55    | 0.11%             | 2054-04-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                        | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132DT5V8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    147659 | PA      | $148042.06    | 0.14%             | 2054-09-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                        | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132DTWF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     92202 | PA      | $95227.66     | 0.09%             | 2054-08-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                        | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132DWDC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    198720 | PA      | $161960.94    | 0.15%             | 2052-03-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                        | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132E0CE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    107048 | PA      | $109750.22    | 0.10%             | 2053-09-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                        | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132E0G97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     58345 | PA      | $60784.90     | 0.06%             | 2053-03-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                        | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132E0VU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     91444 | PA      | $89514.13     | 0.08%             | 2053-05-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                        | Federal Home Loan Mortgage Corp.                                              | CUSIP: 31335BC38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    109973 | PA      | $98901.12     | 0.09%             | 2047-04-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                        | Federal Home Loan Mortgage Corp.                                              | CUSIP: 31335BXV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    100057 | PA      | $91179.83     | 0.08%             | 2048-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                        | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3133AXUH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    118199 | PA      | $102284.25    | 0.09%             | 2051-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                        | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3133D4VC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    118640 | PA      | $113666.42    | 0.10%             | 2042-05-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| FEDERAL FARM CREDIT BANK                           | Federal Farm Credit Banks Funding Corp.                                       | CUSIP: 3133EN7B0<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    300000 | PA      | $299024.33    | 0.27%             | 2030-01-25      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| FEDERAL FARM CREDIT BANK                           | Federal Farm Credit Banks Funding Corp.                                       | CUSIP: 3133ENV64<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    250000 | PA      | $256008.83    | 0.24%             | 2029-10-24      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                        | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3133KJJP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     65639 | PA      | $56143.24     | 0.05%             | 2050-07-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                        | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3133KKVK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     61408 | PA      | $52732.71     | 0.05%             | 2050-12-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                        | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3133KYVT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    119322 | PA      | $107077.99    | 0.10%             | 2041-09-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                        | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3133L7SJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     48974 | PA      | $46246.20     | 0.04%             | 2035-06-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                        | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3133L8CZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    142084 | PA      | $131110.25    | 0.12%             | 2036-03-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                         | Federal National Mortgage Association                                         | CUSIP: 3138A4XY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48829 | PA      | $47850.10     | 0.04%             | 2041-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                         | Federal National Mortgage Association                                         | CUSIP: 3138EKFT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3726 | PA      | $3697.12      | 0.00%             | 2028-01-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                         | Federal National Mortgage Association                                         | CUSIP: 3138WFCF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50251 | PA      | $48693.45     | 0.04%             | 2045-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                         | Federal National Mortgage Association                                         | CUSIP: 3138WFGF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23226 | PA      | $21997.32     | 0.02%             | 2045-08-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                         | Federal National Mortgage Association                                         | CUSIP: 3138WFX84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    224717 | PA      | $212619.33    | 0.20%             | 2045-11-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                         | Federal National Mortgage Association                                         | CUSIP: 3138WG6G4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23781 | PA      | $22427.17     | 0.02%             | 2046-05-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                         | Federal National Mortgage Association                                         | CUSIP: 3138WJ5H7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26778 | PA      | $25240.78     | 0.02%             | 2047-03-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                         | Federal National Mortgage Association                                         | CUSIP: 3138WJGH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    108627 | PA      | $99570.37     | 0.09%             | 2046-11-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                         | Federal National Mortgage Association                                         | CUSIP: 3138WK2E4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     66194 | PA      | $64173.06     | 0.06%             | 2037-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                         | Federal National Mortgage Association                                         | CUSIP: 3138WLC27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11515 | PA      | $11421.90     | 0.01%             | 2047-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                         | Federal National Mortgage Association                                         | CUSIP: 3138WTRT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    231954 | PA      | $214850.01    | 0.20%             | 2043-06-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                         | Federal National Mortgage Association                                         | CUSIP: 3138X3EJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    211391 | PA      | $195802.51    | 0.18%             | 2043-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                         | Federal National Mortgage Association                                         | CUSIP: 31402CV74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11930 | PA      | $12091.35     | 0.01%             | 2034-03-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                         | Federal National Mortgage Association                                         | CUSIP: 3140A3H22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    184672 | PA      | $187173.35    | 0.17%             | 2053-10-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                         | Federal National Mortgage Association                                         | CUSIP: 3140EUFH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     88610 | PA      | $83923.44     | 0.08%             | 2046-01-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                         | Federal National Mortgage Association                                         | CUSIP: 3140F0JJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18811 | PA      | $17128.46     | 0.02%             | 2046-10-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                         | Federal National Mortgage Association                                         | CUSIP: 3140FQT23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50131 | PA      | $48613.65     | 0.04%             | 2046-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                         | Federal National Mortgage Association                                         | CUSIP: 3140GXFV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34350 | PA      | $32341.14     | 0.03%             | 2047-09-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                         | Federal National Mortgage Association                                         | CUSIP: 3140JXKV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2808 | PA      | $2718.24      | 0.00%             | 2034-10-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                         | Federal National Mortgage Association                                         | CUSIP: 3140KKYT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    160669 | PA      | $136540.04    | 0.13%             | 2050-08-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                         | Federal National Mortgage Association                                         | CUSIP: 3140MQB65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    157171 | PA      | $150517.98    | 0.14%             | 2052-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                         | Federal National Mortgage Association                                         | CUSIP: 3140Q8WZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9596 | PA      | $9483.95      | 0.01%             | 2048-04-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                         | Federal National Mortgage Association                                         | CUSIP: 3140Q9H97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33103 | PA      | $32862.39     | 0.03%             | 2048-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                         | Federal National Mortgage Association                                         | CUSIP: 3140QB2E7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     65099 | PA      | $64304.34     | 0.06%             | 2049-10-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                         | Federal National Mortgage Association                                         | CUSIP: 3140QCCF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    135865 | PA      | $130965.97    | 0.12%             | 2049-11-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                         | Federal National Mortgage Association                                         | CUSIP: 3140QEL34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     83835 | PA      | $75051.02     | 0.07%             | 2050-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                         | Federal National Mortgage Association                                         | CUSIP: 3140QEWM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     96539 | PA      | $83055.74     | 0.08%             | 2050-09-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                         | Federal National Mortgage Association                                         | CUSIP: 3140QK5R5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    102483 | PA      | $91597.04     | 0.08%             | 2051-06-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                         | Federal National Mortgage Association                                         | CUSIP: 3140QLRE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    211934 | PA      | $182516.95    | 0.17%             | 2051-08-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                         | Federal National Mortgage Association                                         | CUSIP: 3140QN2U5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    133959 | PA      | $123911.12    | 0.11%             | 2052-05-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                         | Federal National Mortgage Association                                         | CUSIP: 3140QNE73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    181208 | PA      | $156412.17    | 0.14%             | 2052-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                         | Federal National Mortgage Association                                         | CUSIP: 3140QPJY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    253146 | PA      | $256184.88    | 0.24%             | 2052-06-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                         | Federal National Mortgage Association                                         | CUSIP: 3140QT2N8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    194605 | PA      | $198610.42    | 0.18%             | 2054-02-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                         | Federal National Mortgage Association                                         | CUSIP: 3140X4NY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23205 | PA      | $23072.01     | 0.02%             | 2048-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                         | Federal National Mortgage Association                                         | CUSIP: 3140X7QF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    134257 | PA      | $116111.12    | 0.11%             | 2050-08-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                         | Federal National Mortgage Association                                         | CUSIP: 3140X8EL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44833 | PA      | $38340.28     | 0.04%             | 2050-10-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                         | Federal National Mortgage Association                                         | CUSIP: 3140X8G68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     90899 | PA      | $81881.88     | 0.08%             | 2050-10-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                         | Federal National Mortgage Association                                         | CUSIP: 3140X8NT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     95175 | PA      | $88229.94     | 0.08%             | 2035-11-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                         | Federal National Mortgage Association                                         | CUSIP: 3140X8YA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45373 | PA      | $42010.75     | 0.04%             | 2035-12-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                         | Federal National Mortgage Association                                         | CUSIP: 3140XAH47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    142675 | PA      | $117631.66    | 0.11%             | 2051-03-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                         | Federal National Mortgage Association                                         | CUSIP: 3140XAWD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    106352 | PA      | $87770.65     | 0.08%             | 2051-04-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                         | Federal National Mortgage Association                                         | CUSIP: 3140XBFT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    102110 | PA      | $92081.60     | 0.08%             | 2051-05-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                         | Federal National Mortgage Association                                         | CUSIP: 3140XBR69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    118273 | PA      | $109576.86    | 0.10%             | 2051-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                         | Federal National Mortgage Association                                         | CUSIP: 3140XDZ74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     75051 | PA      | $66686.67     | 0.06%             | 2051-11-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                         | Federal National Mortgage Association                                         | CUSIP: 3140XGW21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    118800 | PA      | $96651.46     | 0.09%             | 2051-04-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                         | Federal National Mortgage Association                                         | CUSIP: 3140XHAH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    100412 | PA      | $93557.07     | 0.09%             | 2051-07-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                         | Federal National Mortgage Association                                         | CUSIP: 3140XJ4T7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    234284 | PA      | $192822.72    | 0.18%             | 2052-01-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                         | Federal National Mortgage Association                                         | CUSIP: 3140XJMV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    104393 | PA      | $93926.01     | 0.09%             | 2052-07-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                         | Federal National Mortgage Association                                         | CUSIP: 3140XJQM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    155308 | PA      | $152835.87    | 0.14%             | 2052-10-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                         | Federal National Mortgage Association                                         | CUSIP: 3140XKES5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    229225 | PA      | $187680.72    | 0.17%             | 2051-07-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                         | Federal National Mortgage Association                                         | CUSIP: 3140XKQ52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     77671 | PA      | $78074.11     | 0.07%             | 2053-04-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                         | Federal National Mortgage Association                                         | CUSIP: 3140XLTA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     96633 | PA      | $95565.91     | 0.09%             | 2053-06-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                         | Federal National Mortgage Association                                         | CUSIP: 3140XMZF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    114934 | PA      | $94143.06     | 0.09%             | 2052-01-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                         | Federal National Mortgage Association                                         | CUSIP: 3140XNRH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    200779 | PA      | $208367.48    | 0.19%             | 2054-01-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                         | Federal National Mortgage Association                                         | CUSIP: 3140XQBG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35223 | PA      | $37082.85     | 0.03%             | 2054-06-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                         | Federal National Mortgage Association                                         | CUSIP: 3140XRQJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    205817 | PA      | $208588.83    | 0.19%             | 2054-11-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                         | Federal National Mortgage Association                                         | CUSIP: 31415MM28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2849 | PA      | $2954.75      | 0.00%             | 2038-06-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                         | Federal National Mortgage Association                                         | CUSIP: 31416WU26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25095 | PA      | $24625.53     | 0.02%             | 2040-09-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                         | Federal National Mortgage Association                                         | CUSIP: 31417TNK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25596 | PA      | $25738.55     | 0.02%             | 2040-01-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                         | Federal National Mortgage Association                                         | CUSIP: 31418BCG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21760 | PA      | $21875.75     | 0.02%             | 2034-04-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                         | Federal National Mortgage Association                                         | CUSIP: 31418CNT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21013 | PA      | $20849.22     | 0.02%             | 2047-08-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                         | Federal National Mortgage Association                                         | CUSIP: 31418D6M9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     94268 | PA      | $85059.01     | 0.08%             | 2041-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                         | Federal National Mortgage Association                                         | CUSIP: 31418ELX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    114981 | PA      | $114941.81    | 0.11%             | 2052-12-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                         | Federal National Mortgage Association                                         | CUSIP: 31418RQQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45987 | PA      | $47238.69     | 0.04%             | 2040-05-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                         | Federal National Mortgage Association                                         | CUSIP: 31418UVX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26539 | PA      | $27260.32     | 0.03%             | 2040-06-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                        | Federal Home Loan Mortgage Corp.                                              | CUSIP: 31427NDW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    276176 | PA      | $282869.68    | 0.26%             | 2055-05-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| FedEx Corp                                         | FedEx Corp.                                                                   | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |      2630 | NS      | $667546.60    | 0.61%             |  |  |  | No            | 1                  | On Loan: No      |
| F5 Inc                                             | F5, Inc.                                                                      | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |      4870 | NS      | $1232353.50   | 1.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Fidelity National Information Services Inc         | Fidelity National Information Services, Inc.                                  | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |     14751 | NS      | $922232.52    | 0.85%             |  |  |  | No            | 1                  | On Loan: No      |
| FIDELITY NATL FINANCIAL                            | Fidelity National Financial, Inc.                                             | CUSIP: 31620RAL9<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |     55000 | PA      | $35420.77     | 0.03%             | 2051-09-17      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| FIFTH THIRD BANK                                   | Fifth Third Bank NA                                                           | CUSIP: 31677QBR9<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |    250000 | PA      | $244140.62    | 0.22%             | 2027-02-01      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| First Citizens BancShares Inc/NC                   | First Citizens BancShares, Inc.                                               | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |       175 | NS      | $319343.50    | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| Fiserv Inc                                         | Fiserv, Inc.                                                                  | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |      2500 | NS      | $166725.00    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Fluor Corp                                         | Fluor Corp.                                                                   | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |      2300 | NS      | $112171.00    | 0.10%             |  |  |  | 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      | $107088.33    | 0.10%             | 2034-05-15      | Fixed         | 1.53%                 | No            | 2                  | On Loan: No      |
| Fortive Corp                                       | Fortive Corp.                                                                 | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |     15330 | NS      | $771712.20    | 0.71%             |  |  |  | No            | 1                  | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                              | Foundry JV Holdco LLC                                                         | CUSIP: 350930AK9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $212720.52    | 0.20%             | 2039-01-25      | Fixed         | 6.30%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association           | Government National Mortgage Association                                      | CUSIP: 36179TEZ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12724 | PA      | $11904.07     | 0.01%             | 2047-08-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association           | Government National Mortgage Association                                      | CUSIP: 36179TJX4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11633 | PA      | $10839.70     | 0.01%             | 2047-10-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association           | Government National Mortgage Association                                      | CUSIP: 36179TQQ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     57866 | PA      | $55585.49     | 0.05%             | 2048-01-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association           | Government National Mortgage Association                                      | CUSIP: 36179VDS6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     26086 | PA      | $26495.34     | 0.02%             | 2050-01-20      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association           | Government National Mortgage Association                                      | CUSIP: 36179VFS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     24909 | PA      | $24716.87     | 0.02%             | 2050-02-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association           | Government National Mortgage Association                                      | CUSIP: 36179VFT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13960 | PA      | $14206.95     | 0.01%             | 2050-02-20      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association           | Government National Mortgage Association                                      | CUSIP: 36179VKK5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    124329 | PA      | $107858.27    | 0.10%             | 2050-04-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association           | Government National Mortgage Association                                      | CUSIP: 36179W2U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     55847 | PA      | $48376.76     | 0.04%             | 2052-04-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association           | Government National Mortgage Association                                      | CUSIP: 36179WG36<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    124088 | PA      | $107470.68    | 0.10%             | 2051-06-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association           | Government National Mortgage Association                                      | CUSIP: 36179WG44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     53252 | PA      | $47909.06     | 0.04%             | 2051-06-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association           | Government National Mortgage Association                                      | CUSIP: 36179WJR0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    194552 | PA      | $168470.55    | 0.15%             | 2051-07-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association           | Government National Mortgage Association                                      | CUSIP: 36179WR26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     99427 | PA      | $86128.09     | 0.08%             | 2051-11-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association           | Government National Mortgage Association                                      | CUSIP: 36179WTZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    235105 | PA      | $211392.58    | 0.19%             | 2051-12-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association           | Government National Mortgage Association                                      | CUSIP: 36179WVW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     85745 | PA      | $79177.24     | 0.07%             | 2052-01-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association           | Government National Mortgage Association                                      | CUSIP: 36179WZC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     88682 | PA      | $84598.94     | 0.08%             | 2052-03-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association           | Government National Mortgage Association                                      | CUSIP: 36179XFH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    116020 | PA      | $114066.60    | 0.10%             | 2052-09-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association           | Government National Mortgage Association                                      | CUSIP: 36179XX50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    224327 | PA      | $224621.22    | 0.21%             | 2053-04-20      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association           | Government National Mortgage Association                                      | CUSIP: 36179YAS3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    177623 | PA      | $180099.90    | 0.17%             | 2053-07-20      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association           | Government National Mortgage Association                                      | CUSIP: 3617VQFP6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    120613 | PA      | $109762.12    | 0.10%             | 2051-08-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association           | Government National Mortgage Association                                      | CUSIP: 3618N5C56<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    168227 | PA      | $167861.52    | 0.15%             | 2054-12-20      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association           | Government National Mortgage Association                                      | CUSIP: 3618N5MQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     44371 | PA      | $44765.69     | 0.04%             | 2055-05-20      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association           | Government National Mortgage Association                                      | CUSIP: 36202D3Y5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     15872 | PA      | $16367.31     | 0.02%             | 2034-02-20      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association           | Government National Mortgage Association                                      | CUSIP: 3620A9P96<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     32709 | PA      | $33615.95     | 0.03%             | 2039-10-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association           | Government National Mortgage Association                                      | CUSIP: 36225AVG2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       634 | PA      | $637.33       | 0.00%             | 2027-08-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association           | Government National Mortgage Association                                      | CUSIP: 36225AXH8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1099 | PA      | $1109.23      | 0.00%             | 2027-11-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association           | Government National Mortgage Association                                      | CUSIP: 36225B2X5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     15458 | PA      | $16029.44     | 0.01%             | 2033-12-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association           | Government National Mortgage Association                                      | CUSIP: 36225BBD9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2686 | PA      | $2745.18      | 0.00%             | 2028-12-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association           | Government National Mortgage Association                                      | CUSIP: 36225BY93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11000 | PA      | $11407.67     | 0.01%             | 2033-07-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association           | Government National Mortgage Association                                      | CUSIP: 36241LX84<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     64529 | PA      | $60634.96     | 0.06%             | 2041-09-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| GM Financial Revolving Receivables Trust           | GM Financial Revolving Receivables Trust                                      | CUSIP: 36263HAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     90000 | PA      | $87730.97     | 0.08%             | 2034-06-12      | Fixed         | 1.17%                 | No            | 2                  | On Loan: No      |
| GE HealthCare Technologies Inc                     | GE HealthCare Technologies, Inc.                                              | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |      9187 | NS      | $688565.65    | 0.63%             |  |  |  | No            | 1                  | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust | GM Financial Consumer Automobile Receivables Trust                            | CUSIP: 362955AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     90000 | PA      | $90909.23     | 0.08%             | 2029-12-17      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| General Dynamics Corp                              | General Dynamics Corp.                                                        | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |       700 | NS      | $241430.00    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| General Motors Co                                  | General Motors Co.                                                            | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |     12342 | NS      | $852708.78    | 0.78%             |  |  |  | No            | 1                  | On Loan: No      |
| GSK PLC                                            | GSK PLC                                                                       | CUSIP: 37733W204<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |      3654 | NS      | $171226.44    | 0.16%             |  |  |  | No            | 1                  | On Loan: —       |
| HCA Healthcare Inc                                 | HCA Healthcare, Inc.                                                          | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |       720 | NS      | $330969.60    | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| HBOS PLC                                           | HBOS PLC                                                                      | CUSIP: 4041A2AF1<br>LEI: 213800RS21X7UUH5QU25 | Long             | DBT              | CORP              | GB        |     80000 | PA      | $84111.72     | 0.08%             | 2033-11-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Halliburton Co                                     | Halliburton Co.                                                               | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |     13970 | NS      | $374954.80    | 0.34%             |  |  |  | No            | 1                  | On Loan: No      |
| Hartford Insurance Group Inc/The                   | Hartford Insurance Group, Inc.                                                | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |      1840 | NS      | $228491.20    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| HP ENTERPRISE CO                                   | Hewlett Packard Enterprise Co.                                                | CUSIP: 42824CAY5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    500000 | PA      | $521166.16    | 0.48%             | 2045-10-15      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| HOME DEPOT INC                                     | Home Depot, Inc.                                                              | CUSIP: 437076BY7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    500000 | PA      | $483101.04    | 0.44%             | 2029-06-15      | Fixed         | 2.95%                 | 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      | $85834.33     | 0.08%             | 2029-09-21      | Fixed         | 4.57%                 | No            | 2                  | On Loan: No      |
| Humana Inc                                         | Humana, Inc.                                                                  | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |      1610 | NS      | $447885.90    | 0.41%             |  |  |  | No            | 1                  | On Loan: No      |
| JB Hunt Transport Services Inc                     | JB Hunt Transport Services, Inc.                                              | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |      2424 | NS      | $409316.64    | 0.38%             |  |  |  | No            | 1                  | On Loan: No      |
| IBM CORP                                           | International Business Machines Corp.                                         | CUSIP: 459200KC4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    500000 | PA      | $414407.93    | 0.38%             | 2049-05-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                | JPMorgan Chase & Co.                                                          | CUSIP: 46625HHV5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    313000 | PA      | $328416.48    | 0.30%             | 2040-10-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| John Deere Owner Trust                             | John Deere Owner Trust                                                        | CUSIP: 47800AAC4<br>LEI: 549300MS3JZB0OWONQ39 | Long             | ABS-O            | CORP              | US        |     17359 | PA      | $17339.85     | 0.02%             | 2027-02-16      | Fixed         | 3.74%                 | No            | 2                  | On Loan: No      |
| Keurig Dr Pepper Inc                               | Keurig Dr. Pepper, Inc.                                                       | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |     32356 | NS      | $878788.96    | 0.81%             |  |  |  | No            | 1                  | On Loan: No      |
| Kraft Heinz Co/The                                 | Kraft Heinz Co.                                                               | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |     19300 | NS      | $477289.00    | 0.44%             |  |  |  | No            | 1                  | On Loan: No      |
| LPL Financial Holdings Inc                         | LPL Financial Holdings, Inc.                                                  | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |      1439 | NS      | $542949.09    | 0.50%             |  |  |  | No            | 1                  | On Loan: No      |
| Labcorp Holdings Inc                               | Labcorp Holdings, Inc.                                                        | CUSIP: 504922105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       600 | NS      | $152376.00    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Lennar Corp                                        | Lennar Corp.                                                                  | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |      5940 | NS      | $735193.80    | 0.68%             |  |  |  | No            | 1                  | On Loan: No      |
| Lithia Motors Inc                                  | Lithia Motors, Inc.                                                           | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |       450 | NS      | $141336.00    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Magna International Inc                            | Magna International, Inc.                                                     | CUSIP: 559222401<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | EC               | CORP              | CA        |     12704 | NS      | $599755.84    | 0.55%             |  |  |  | No            | 1                  | On Loan: No      |
| MARKEL GROUP INC                                   | Markel Group, Inc.                                                            | CUSIP: 570535AT1<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90137.89     | 0.08%             | 2049-05-20      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| MERCEDES-BENZ FIN NA                               | Mercedes-Benz Finance North America LLC                                       | CUSIP: 58769JAC1<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    350000 | PA      | $358072.20    | 0.33%             | 2027-11-29      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Merck & Co Inc                                     | Merck & Co., Inc.                                                             | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      9284 | NS      | $798238.32    | 0.73%             |  |  |  | No            | 1                  | On Loan: No      |
| BANK OF AMERICA CORP                               | Bank of America Corp.                                                         | CUSIP: 59022CAJ2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    176000 | PA      | $189878.00    | 0.17%             | 2037-01-29      | Fixed         | 6.11%                 | No            | 2                  | On Loan: No      |
| METLIFE INC                                        | MetLife, Inc.                                                                 | CUSIP: 59156RAJ7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    169000 | PA      | $188871.97    | 0.17%             | 2034-06-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| METLIFE INC                                        | MetLife, Inc.                                                                 | CUSIP: 59156RBL1<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    193000 | PA      | $178273.91    | 0.16%             | 2044-12-15      | Fixed         | 4.72%                 | No            | 2                  | On Loan: No      |
| Microchip Technology Inc                           | Microchip Technology, Inc.                                                    | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |     12863 | NS      | $802908.46    | 0.74%             |  |  |  | No            | 1                  | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                           | Berkshire Hathaway Energy Co.                                                 | CUSIP: 59562VAM9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    235000 | PA      | $254933.71    | 0.23%             | 2036-04-01      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Mondelez International Inc                         | Mondelez International, Inc.                                                  | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |      2800 | NS      | $160888.00    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Murphy Oil Corp                                    | Murphy Oil Corp.                                                              | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |      2700 | NS      | $76410.00     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| NOV Inc                                            | NOV, Inc.                                                                     | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |     36000 | NS      | $525600.00    | 0.48%             |  |  |  | No            | 1                  | On Loan: No      |
| New Economy Assets Phase 1 Issuer LLC              | New Economy Assets - Phase 1 Sponsor LLC                                      | CUSIP: 643821AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    125000 | PA      | $105469.44    | 0.10%             | 2061-10-20      | Fixed         | 1.91%                 | No            | 2                  | On Loan: No      |
| Norfolk Southern Corp                              | Norfolk Southern Corp.                                                        | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |       860 | NS      | $243706.80    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| NVIDIA CORP                                        | NVIDIA Corp.                                                                  | CUSIP: 67066GAM6<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    500000 | PA      | $472969.18    | 0.43%             | 2028-06-15      | Fixed         | 1.55%                 | No            | 2                  | On Loan: No      |
| Olin Corp                                          | Olin Corp.                                                                    | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |      9300 | NS      | $192510.00    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Omnicom Group Inc                                  | Omnicom Group, Inc.                                                           | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |      6086 | NS      | $456571.72    | 0.42%             |  |  |  | No            | 1                  | On Loan: No      |
| ONEOK PARTNERS LP                                  | ONEOK Partners LP                                                             | CUSIP: 68268NAD5<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |     45000 | PA      | $49599.05     | 0.05%             | 2037-10-15      | Fixed         | 6.85%                 | No            | 2                  | On Loan: No      |
| Oracle Corp                                        | Oracle Corp.                                                                  | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |      2539 | NS      | $666766.79    | 0.61%             |  |  |  | No            | 1                  | On Loan: No      |
| Ovintiv Inc                                        | Ovintiv, Inc.                                                                 | CUSIP: 69047Q102<br>LEI: 2549003MEX7YMKLGI239 | Long             | EC               | CORP              | US        |      9300 | NS      | $348843.00    | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| PG&E Corp                                          | PG&E Corp.                                                                    | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |     31956 | NS      | $510017.76    | 0.47%             |  |  |  | No            | 1                  | On Loan: No      |
| PNC FINANCIAL SERVICES                             | PNC Financial Services Group, Inc.                                            | CUSIP: 693475AZ8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    500000 | PA      | $468447.78    | 0.43%             | 2030-01-22      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| PPG Industries Inc                                 | PPG Industries, Inc.                                                          | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |      4700 | NS      | $459425.00    | 0.42%             |  |  |  | No            | 1                  | On Loan: No      |
| PPL Corp                                           | PPL Corp.                                                                     | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |      9147 | NS      | $334048.44    | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| PACCAR Inc                                         | PACCAR, Inc.                                                                  | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |      5058 | NS      | $497707.20    | 0.46%             |  |  |  | No            | 1                  | On Loan: No      |
| PACIFICORP                                         | PacifiCorp                                                                    | CUSIP: 695114CV8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    125000 | PA      | $97547.80     | 0.09%             | 2050-02-15      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| PACIFICORP                                         | PacifiCorp                                                                    | CUSIP: 695114CZ9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     95000 | PA      | $87549.72     | 0.08%             | 2053-12-01      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| PACIFICORP                                         | PacifiCorp                                                                    | CUSIP: 695114DA3<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    155000 | PA      | $146322.44    | 0.13%             | 2054-05-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| PEPSICO INC                                        | PepsiCo, Inc.                                                                 | CUSIP: 713448FR4<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    300000 | PA      | $304489.64    | 0.28%             | 2028-05-15      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| Permian Resources Corp                             | Permian Resources Corp.                                                       | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Long             | EC               | CORP              | US        |     28789 | NS      | $361589.84    | 0.33%             |  |  |  | No            | 1                  | On Loan: No      |
| Phillips 66                                        | Phillips 66                                                                   | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |      5300 | NS      | $721542.00    | 0.66%             |  |  |  | No            | 1                  | On Loan: No      |
| Pinnacle West Capital Corp                         | Pinnacle West Capital Corp.                                                   | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |      7793 | NS      | $689836.36    | 0.63%             |  |  |  | No            | 1                  | On Loan: No      |
| Porsche Innovative Lease Owner Trust               | Porsche Innovative Lease Owner Trust                                          | CUSIP: 73328AAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100390.66    | 0.09%             | 2027-11-22      | Fixed         | 4.67%                 | No            | 2                  | On Loan: No      |
| Porsche Financial Auto Securitization Trust        | Porsche Financial Auto Securitization Trust                                   | CUSIP: 73328EAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    165000 | PA      | $165599.16    | 0.15%             | 2030-01-22      | Fixed         | 4.44%                 | No            | 2                  | On Loan: No      |
| Prologis Inc                                       | Prologis, Inc.                                                                | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               |  | US        |      2787 | NS      | $345838.83    | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                           | Prudential Financial, Inc.                                                    | CUSIP: 74432QCA1<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    313000 | PA      | $281470.67    | 0.26%             | 2044-05-15      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                           | Public Service Enterprise Group, Inc.                                         | CUSIP: 744573AZ9<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46733.46     | 0.04%             | 2034-04-01      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                           | Public Service Enterprise Group, Inc.                                         | CUSIP: 744573BB1<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72178.50     | 0.07%             | 2035-03-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Public Storage                                     | Public Storage                                                                | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               |  | US        |      1694 | NS      | $471880.64    | 0.43%             |  |  |  | No            | 1                  | On Loan: No      |
| QUALCOMM Inc                                       | QUALCOMM, Inc.                                                                | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      4822 | NS      | $872299.80    | 0.80%             |  |  |  | No            | 1                  | On Loan: No      |
| RTX Corp                                           | RTX Corp.                                                                     | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |      1000 | NS      | $178500.00    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| REYNOLDS AMERICAN INC                              | Reynolds American, Inc.                                                       | CUSIP: 761713BA3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    175000 | PA      | $182233.83    | 0.17%             | 2035-08-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| Shell PLC                                          | Shell PLC                                                                     | CUSIP: 780259305<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |      7335 | NS      | $549538.20    | 0.51%             |  |  |  | No            | 1                  | On Loan: No      |
| SLM Corp                                           | SLM Corp.                                                                     | CUSIP: 78442P106<br>LEI: 4K8SLPBF5DXXGPW03H93 | Long             | EC               | CORP              | US        |      9577 | NS      | $257142.45    | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| Salesforce Inc                                     | Salesforce, Inc.                                                              | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      2300 | NS      | $598943.00    | 0.55%             |  |  |  | No            | 1                  | On Loan: No      |
| Sanofi SA                                          | Sanofi SA                                                                     | CUSIP: 80105N105<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |     13805 | NS      | $698256.90    | 0.64%             |  |  |  | No            | 1                  | On Loan: No      |
| SAUDI ARABIAN OIL CO                               | Saudi Arabian Oil Co.                                                         | CUSIP: 80414L2F1<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    500000 | PA      | $426786.00    | 0.39%             | 2049-04-16      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| SLB Ltd                                            | SLB Ltd.                                                                      | CUSIP: 000000000<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |     13000 | NS      | $468780.00    | 0.43%             |  |  |  | No            | 1                  | On Loan: No      |
| SEMPRA                                             | Sempra                                                                        | CUSIP: 816851BS7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103477.20    | 0.10%             | 2054-10-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| SEMPRA                                             | Sempra                                                                        | CUSIP: 816851BT5<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    135000 | PA      | $138634.74    | 0.13%             | 2054-10-01      | Fixed         | 6.40%                 | No            | 2                  | On Loan: No      |
| SEMPRA                                             | Sempra                                                                        | CUSIP: 816851BU2<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81285.60     | 0.07%             | 2055-04-01      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| SEMPRA                                             | Sempra                                                                        | CUSIP: 816851BV0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46086.08     | 0.04%             | 2055-04-01      | Fixed         | 6.55%                 | No            | 2                  | On Loan: No      |
| SEMPRA INFRASTRUCTURE PA                           | Sempra Infrastructure Partners LP                                             | CUSIP: 81685VAA1<br>LEI: 549300L0B3MD11PUAA07 | Long             | DBT              | CORP              | US        |     65000 | PA      | $57716.42     | 0.05%             | 2032-01-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| J M Smucker Co/The                                 | J.M. Smucker Co.                                                              | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |      1500 | NS      | $155325.00    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Solventum Corp                                     | Solventum Corp.                                                               | CUSIP: 83444M101<br>LEI: 254900I70403OSGY4M28 | Long             | EC               | CORP              | US        |      2100 | NS      | $144984.00    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Stanley Black & Decker Inc                         | Stanley Black & Decker, Inc.                                                  | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |      2500 | NS      | $169300.00    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| State Street Corp                                  | State Street Corp.                                                            | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |      5276 | NS      | $610222.16    | 0.56%             |  |  |  | No            | 1                  | On Loan: No      |
| SYSTEM ENERGY RESOURCES                            | System Energy Resources, Inc.                                                 | CUSIP: 871911AV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $146335.36    | 0.13%             | 2034-12-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| Taco Bell Funding, LLC                             | Taco Bell Funding LLC                                                         | CUSIP: 87342RAH7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     98250 | PA      | $91103.30     | 0.08%             | 2051-08-25      | Fixed         | 2.29%                 | No            | 2                  | On Loan: No      |
| Timken Co/The                                      | Timken Co.                                                                    | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |      1900 | NS      | $149169.00    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| TRANSCANADA PIPELINES                              | TransCanada PipeLines Ltd.                                                    | CUSIP: 893526DJ9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     82000 | PA      | $86670.34     | 0.08%             | 2040-06-01      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| Truist Financial Corp                              | Truist Financial Corp.                                                        | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |      7400 | NS      | $330262.00    | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| US Bancorp                                         | U.S. Bancorp                                                                  | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |     13400 | NS      | $625512.00    | 0.58%             |  |  |  | No            | 1                  | On Loan: No      |
| Unilever PLC                                       | Unilever PLC                                                                  | CUSIP: 904767704<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |     11695 | NS      | $703922.05    | 0.65%             |  |  |  | No            | 1                  | On Loan: —       |
| Mexico Government International Bonds              | Mexico Government International Bonds                                         | CUSIP: 91087BAN0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    450000 | PA      | $289777.50    | 0.27%             | 2061-05-24      | Fixed         | 3.77%                 | No            | 2                  | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bonds                                                           | CUSIP: 912810FF0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    217000 | PA      | $227104.06    | 0.21%             | 2028-11-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bonds                                                           | CUSIP: 912810PT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    304000 | PA      | $320767.50    | 0.29%             | 2037-02-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bonds                                                           | CUSIP: 912810QC5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    241000 | PA      | $244087.81    | 0.22%             | 2039-08-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bonds                                                           | CUSIP: 912810QX9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    250000 | PA      | $196132.81    | 0.18%             | 2042-08-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bonds                                                           | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $368476.56    | 0.34%             | 2049-05-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bonds                                                           | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    490000 | PA      | $485980.47    | 0.45%             | 2054-05-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bonds                                                           | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    315000 | PA      | $319282.03    | 0.29%             | 2055-08-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                           | CUSIP: 9128284N7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $196539.06    | 0.18%             | 2028-05-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                           | CUSIP: 9128284V9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $294269.53    | 0.27%             | 2028-08-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                           | CUSIP: 9128286B1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    450000 | PA      | $436201.17    | 0.40%             | 2029-02-15      | Fixed         | 2.62%                 | No            | 2                  | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                           | CUSIP: 9128286T2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    450000 | PA      | $431314.45    | 0.40%             | 2029-05-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                           | CUSIP: 912828M56<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1530000 | PA      | $1529112.69   | 1.41%             | 2025-11-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                           | CUSIP: 912828U24<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $491253.65    | 0.45%             | 2026-11-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                           | CUSIP: 912828YB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    350000 | PA      | $325623.05    | 0.30%             | 2029-08-15      | Fixed         | 1.62%                 | No            | 2                  | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                           | CUSIP: 912828YS3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $186062.50    | 0.17%             | 2029-11-15      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                           | CUSIP: 91282CEF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    250000 | PA      | $246035.16    | 0.23%             | 2027-03-31      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                           | CUSIP: 91282CEM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $292593.75    | 0.27%             | 2029-04-30      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                           | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    250000 | PA      | $252500.00    | 0.23%             | 2027-10-31      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                           | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    250000 | PA      | $253623.05    | 0.23%             | 2032-11-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                           | CUSIP: 91282CGJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    350000 | PA      | $347580.08    | 0.32%             | 2030-01-31      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                           | CUSIP: 91282CGM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    250000 | PA      | $243525.39    | 0.22%             | 2033-02-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                           | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    250000 | PA      | $253183.60    | 0.23%             | 2030-02-28      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                           | CUSIP: 91282CHT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $199031.25    | 0.18%             | 2033-08-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                           | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $300199.22    | 0.28%             | 2034-02-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                           | CUSIP: 91282CKN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     40000 | PA      | $41706.25     | 0.04%             | 2031-04-30      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                           | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $102636.72    | 0.09%             | 2034-05-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                           | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $296531.25    | 0.27%             | 2034-08-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                           | CUSIP: 91282CLM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $198125.00    | 0.18%             | 2031-09-30      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                           | CUSIP: 91282CMK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    150000 | PA      | $154464.84    | 0.14%             | 2032-01-31      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                           | CUSIP: 91282CNR8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $100722.66    | 0.09%             | 2032-07-31      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                           | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    835000 | PA      | $845437.50    | 0.78%             | 2035-08-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                           | CUSIP: 91282CNX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    690000 | PA      | $687574.22    | 0.63%             | 2030-08-31      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                           | CUSIP: 91282CNZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    150000 | PA      | $149906.25    | 0.14%             | 2032-09-30      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                           | CUSIP: 91282CPF2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $99156.25     | 0.09%             | 2032-10-31      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| RTX CORP                                           | RTX Corp.                                                                     | CUSIP: 913017BP3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    217000 | PA      | $239385.66    | 0.22%             | 2038-07-15      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group Inc                             | UnitedHealth Group, Inc.                                                      | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      3292 | NS      | $1124415.52   | 1.03%             |  |  |  | No            | 1                  | On Loan: No      |
| VERIZON COMMUNICATIONS                             | Verizon Communications, Inc.                                                  | CUSIP: 92343VGY4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    181000 | PA      | $177348.52    | 0.16%             | 2035-02-15      | Fixed         | 4.78%                 | No            | 2                  | On Loan: No      |
| Vertiv Holdings Co                                 | Vertiv Holdings Co.                                                           | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |      2546 | NS      | $491021.56    | 0.45%             |  |  |  | No            | 1                  | On Loan: No      |
| VICI Properties Inc                                | VICI Properties, Inc.                                                         | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               |  | US        |     20280 | NS      | $608197.20    | 0.56%             |  |  |  | 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      | $110094.78    | 0.10%             | 2029-01-22      | Fixed         | 4.01%                 | No            | 2                  | On Loan: No      |
| American Beacon U.S. Government Money Market       | American Beacon U.S. Government Money Market Fund                             | CUSIP: 02368W200<br>LEI: 549300EXCES9V5RWB620 | Long             | STIV             | RF                | US        |   5622431 | NS      | $5622431.23   | 5.17%             |  |  |  | No            | 1                  | On Loan: No      |
| WPP PLC                                            | WPP PLC                                                                       | CUSIP: 92937A102<br>LEI: 549300LSGBXPYHXGDT93 | Long             | EC               | CORP              | JE        |     12800 | NS      | $242816.00    | 0.22%             |  |  |  | No            | 1                  | On Loan: —       |
| WALMART INC                                        | Walmart, Inc.                                                                 | CUSIP: 931142BF9<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    169000 | PA      | $193011.95    | 0.18%             | 2030-02-15      | Fixed         | 7.55%                 | No            | 2                  | On Loan: No      |
| WALMART INC                                        | Walmart, Inc.                                                                 | CUSIP: 931142EQ2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142214.26    | 0.13%             | 2029-09-24      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| Warner Bros Discovery Inc                          | Warner Bros Discovery, Inc.                                                   | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |     19799 | NS      | $444487.55    | 0.41%             |  |  |  | No            | 1                  | On Loan: No      |
| Wells Fargo & Co                                   | Wells Fargo & Co.                                                             | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     12471 | NS      | $1084602.87   | 1.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Western Alliance Bancorp                           | Western Alliance Bancorp                                                      | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |      6846 | NS      | $529538.10    | 0.49%             |  |  |  | No            | 1                  | On Loan: No      |
| Workday Inc                                        | Workday, Inc.                                                                 | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |      6890 | NS      | $1653048.80   | 1.52%             |  |  |  | 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      | $60313.81     | 0.06%             | 2028-04-17      | Fixed         | 4.42%                 | No            | 2                  | On Loan: No      |
| Wynn Resorts Ltd                                   | Wynn Resorts Ltd.                                                             | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | EC               | CORP              | US        |      7037 | NS      | $837332.63    | 0.77%             |  |  |  | No            | 1                  | On Loan: No      |
| Xcel Energy Inc                                    | Xcel Energy, Inc.                                                             | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |     10523 | NS      | $854151.91    | 0.79%             |  |  |  | No            | 1                  | On Loan: No      |
| Zimmer Biomet Holdings Inc                         | Zimmer Biomet Holdings, Inc.                                                  | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |      1972 | NS      | $198304.32    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                        | Future                                                                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |        14 | NC      | $94597.74     | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| American Beacon U.S. Government Money Market       | American Beacon U.S. Government Money Market                                  | CUSIP: 02368W200<br>LEI: 549300EXCES9V5RWB620 | Long             | STIV             | RF                | US        |    722125 | NS      | $722125.25    | 0.66%             |  |  |  | No            | N/A                | On Loan: No      |
| Axalta Coating Systems Ltd                         | Axalta Coating Systems Ltd.                                                   | CUSIP: 000000000<br>LEI: 529900AGLPA40GV6H619 | Long             | EC               | CORP              | BM        |     17942 | NS      | $510808.74    | 0.47%             |  |  |  | No            | 1                  | On Loan: No      |
| CRH PLC                                            | CRH PLC                                                                       | CUSIP: 000000000<br>LEI: 549300MIDJNNTH068E74 | Long             | EC               | CORP              | IE        |      5458 | NS      | $650047.80    | 0.60%             |  |  |  | No            | 1                  | On Loan: No      |
| Everest Group Ltd                                  | Everest Group Ltd.                                                            | CUSIP: 000000000<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               | CORP              | BM        |       837 | NS      | $263253.24    | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| Aptiv PLC                                          | Aptiv PLC                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JE        |     14862 | NS      | $1205308.20   | 1.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Johnson Controls International plc                 | Johnson Controls International PLC                                            | CUSIP: 000000000<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | IE        |      8296 | NS      | $948979.44    | 0.87%             |  |  |  | No            | 1                  | On Loan: No      |
| Medtronic PLC                                      | Medtronic PLC                                                                 | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |     12943 | NS      | $1173930.10   | 1.08%             |  |  |  | No            | 1                  | On Loan: No      |
| TE Connectivity PLC                                | TE Connectivity PLC                                                           | CUSIP: 000000000<br>LEI: 6367003TB6K484NFHE54 | Long             | EC               | CORP              | IE        |      1208 | NS      | $298388.08    | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| Willis Towers Watson PLC                           | Willis Towers Watson PLC                                                      | CUSIP: 000000000<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | IE        |       947 | NS      | $296505.70    | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| CNH Industrial NV                                  | CNH Industrial NV                                                             | CUSIP: 000000000<br>LEI: 549300WGC2HZ5J67V817 | Long             | EC               | CORP              | NL        |     30280 | NS      | $317637.20    | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |

### Signature

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

**Name of Applicant:** AMERICAN BEACON FUNDS

**Signature:** Sonia Bates

**Name of Signer:** Sonia Bates

**Title:** Treasurer