# EDGAR Filing Document

**Accession Number:** 0001496608
**File Stem:** 0001752724-25-179514
**Filing Date:** 2025-7
**Character Count:** 94679
**Document Hash:** 28ab28d94ac5fa293fba7f6a1802ef49
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-179514.hdr.sgml**: 20250725

**ACCESSION NUMBER**: 0001752724-25-179514

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250531

**FILED AS OF DATE**: 20250725

**DATE AS OF CHANGE**: 20250725

**PERIOD START**: 20251130

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** AB Active ETFs, Inc.
- **CENTRAL INDEX KEY:** 0001496608

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 0531

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23799
- **FILM NUMBER:** 251151317

**BUSINESS ADDRESS:**
- **STREET 1:** C/O ALLIANCEBERNSTEIN L.P.
- **STREET 2:** 66 HUDSON BOULEVARD EAST, 26TH FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10001
- **BUSINESS PHONE:** 212-969-1000

**MAIL ADDRESS:**
- **STREET 1:** C/O ALLIANCEBERNSTEIN L.P.
- **STREET 2:** 66 HUDSON BOULEVARD EAST, 26TH FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10001

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AllianceBernstein Active ETFs, Inc.
- **DATE OF NAME CHANGE:** 20100714

## Series and Classes Contracts Data

### AB Ultra Short Income ETF (Series ID: S000076880)

| Class ID   | Class Name                | Ticker Symbol   |
|:---|:---|:---|
| C000237019 | AB Ultra Short Income ETF | YEAR            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** AB Active ETFs, Inc.

- **b. Investment Company Act file number:** 811-23799

- **c. CIK number of Registrant:** 0001496608

- **d. LEI of Registrant:** 2549006ZG5WBMZRI5P66

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

  - **Street Address 1:** ALLIANCEBERNSTEIN LP

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10001

  - **Telephone number:** 212-969-1000

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

- **a. Name of Series:** AB Ultra Short Income ETF

- **b. EDGAR series identifier (if any):** S000076880

- **c. LEI of Series:** 254900LNMZU3RC64M909

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

- **a. Date of fiscal year-end:** 2025-11-30

- **b. Date as of which information is reported:** 2025-05-31

**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:** $1421929441.71

**Total Liabilities:** $309095.80

**Net Assets:** $1421620345.91

**Cash Not Reported:** $7778207.96

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -13009.69000000 | **1-Year:** -16692.02000000 | **5-Year:** -823.88000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

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

- **3-Month:** -498.57000000 | **1-Year:** -3184.27000000 | **5-Year:** -723.61000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000237019 | 0.36%                | 0.45%                | 0.21%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $14269.53                | $-68893.47                                 |
| Month 2  | $2148.22                 | $604868.81                                 |
| Month 3  | $-147195.78              | $-1620246.27                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| FORD MOTOR CREDIT CO LLC                                   | Ford Motor Credit Co LLC                                            | CUSIP: 345397A60<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    536000 | PA      | $535924.96    | 0.04%             | 2025-06-16      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                   | AerCap Ireland Capital DAC / AerCap Global Aviation Trust           | CUSIP: 00774MAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   2314000 | PA      | $2268367.92   | 0.16%             | 2026-01-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Bayer Corp                                                 | Bayer Corp                                                          | CUSIP: 07273LUF3<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   3500000 | PA      | $3479079.10   | 0.24%             | 2025-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                   | Ford Motor Credit Co LLC                                            | CUSIP: 345397XU2<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1853000 | PA      | $1838194.53   | 0.13%             | 2026-01-08      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                    | Fidelity National Information Services Inc                          | CUSIP: 31620MBR6<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   7217000 | PA      | $7032389.14   | 0.49%             | 2026-03-01      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                            | Danske Bank A/S                                                     | CUSIP: 23636BBE8<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   2100000 | PA      | $2107623.00   | 0.15%             | 2026-09-22      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                             | Air Lease Corp                                                      | CUSIP: 00914AAH5<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   3295000 | PA      | $3290255.20   | 0.23%             | 2025-07-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                                     | CNH Industrial Capital LLC                                          | CUSIP: 12592BAL8<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |   3100000 | PA      | $3046463.00   | 0.21%             | 2026-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Sempra                                                     | Sempra                                                              | CUSIP: 81686MTL6<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | STIV             | CORP              | US        |   7000000 | PA      | $6981058.70   | 0.49%             | 2025-06-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                     | Aviation Capital Group LLC                                          | CUSIP: 05369AAL5<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    368000 | PA      | $354074.88    | 0.02%             | 2026-09-20      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                                  | Jabil Inc                                                           | CUSIP: 466313AL7<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |   7005000 | PA      | $6816425.40   | 0.48%             | 2026-04-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                    | HCA Inc                                                             | CUSIP: 404119BS7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   5377000 | PA      | $5387162.53   | 0.38%             | 2026-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Tricolor Auto Securitization Trust                         | Tricolor Auto Securitization Trust 2024-1                           | CUSIP: 89616LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    919259 | PA      | $924095.06    | 0.07%             | 2027-10-15      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| Stellantis Financial Underwritten Enhanced Lease Trust     | Stellantis Financial Underwritten Enhanced Lease Trust 2025-A       | CUSIP: 858928AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7000000 | PA      | $7002016.00   | 0.49%             | 2027-07-20      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Brex Inc                                                   | Brex Commercial Charge Card Master Trust                            | CUSIP: 05601DAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4805000 | PA      | $4843608.66   | 0.34%             | 2027-07-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                               | Barclays PLC                                                        | CUSIP: 06738EAN5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |  12295000 | PA      | $12263278.90  | 0.86%             | 2026-01-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                        | Nomura Holdings Inc                                                 | CUSIP: 65535HAR0<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |  11194000 | PA      | $11148552.36  | 0.78%             | 2025-07-16      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust              | BHG Securitization Trust 2023-A                                     | CUSIP: 08860FAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    393827 | PA      | $394283.54    | 0.03%             | 2036-04-17      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Exeter Select Automobile Receivables Trust                 | Exeter Select Automobile Receivables Trust 2025-1                   | CUSIP: 30185AAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6700000 | PA      | $6699991.96   | 0.47%             | 2028-10-16      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                      | Athene Global Funding                                               | CUSIP: 04685A3V1<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   6955000 | PA      | $7015995.35   | 0.49%             | 2026-05-08      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                        | Dominion Energy Inc                                                 | CUSIP: 25746UCE7<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   5451000 | PA      | $5437099.95   | 0.38%             | 2025-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Lobel Automobile Receivables Trust                         | Lobel Automobile Receivables Trust 2023-2                           | CUSIP: 53949FAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    142895 | PA      | $143228.44    | 0.01%             | 2029-04-16      | Fixed         | 7.59%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                   | Western Midstream Operating LP                                      | CUSIP: 958254AE4<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    840000 | PA      | $840000.00    | 0.06%             | 2025-06-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                       | Glencore Funding LLC                                                | CUSIP: 000000000<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1081269.10   | 0.08%             | 2025-09-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                | American Honda Finance Corp                                         | CUSIP: 02665JU99<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | STIV             | CORP              | US        |   7000000 | PA      | $6964015.10   | 0.49%             | 2025-07-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                        | Bank of Nova Scotia/The                                             | CUSIP: 064159HB5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |  11940000 | PA      | $11909553.00  | 0.84%             | 2025-12-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST                                             | ACHV ABS TRUST 2024-2PL                                             | CUSIP: 00092HAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4084174 | PA      | $4077933.56   | 0.29%             | 2031-10-27      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                                 | Affirm Asset Securitization Trust 2024-X2                           | CUSIP: 00833QAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3110445 | PA      | $3111473.18   | 0.22%             | 2029-12-17      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                             | US Bank NA                                                          | CUSIP: 90357PAV6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1116170 | PA      | $1129433.22   | 0.08%             | 2032-08-25      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal                                              | ArcelorMittal SA                                                    | CUSIP: 03938LBA1<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |   6500000 | PA      | $6487325.00   | 0.46%             | 2026-03-11      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BAT International Finance PLC                              | BAT International Finance PLC                                       | CUSIP: 05531MVR6<br>LEI: 21380041YBGOQDFAC823 | Long             | STIV             | CORP              | US        |   3000000 | PA      | $2966657.40   | 0.21%             | 2025-08-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                           | Bank of Montreal                                                    | CUSIP: 06368EDC3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   6200000 | PA      | $6051510.00   | 0.43%             | 2027-01-22      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                   | RTX Corp                                                            | CUSIP: 913017DD8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   3522000 | PA      | $3515061.66   | 0.25%             | 2025-08-16      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes                    | Santander Bank Auto Credit-Linked Notes Series 2023-A               | CUSIP: 80290CBU7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    137177 | PA      | $137603.83    | 0.01%             | 2033-06-15      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                   | Lloyds Banking Group PLC                                            | CUSIP: 539439AM1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |  13326000 | PA      | $13281357.90  | 0.93%             | 2025-12-10      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                   | Cooperatieve Rabobank UA                                            | CUSIP: 21684AAC0<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |  16105000 | PA      | $16083258.25  | 1.13%             | 2025-08-04      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| STRIKE ACCEPTANCE AUTO FUNDING TRUST                       | Strike Acceptance Auto Funding Trust 2025-1                         | CUSIP: 86332RAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2729533 | PA      | $2731549.00   | 0.19%             | 2032-04-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Notes                                                 | CUSIP: 91282CME8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  62295000 | PA      | $62518872.66  | 4.40%             | 2026-12-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ACM Auto Trust                                             | ACM Auto Trust 2025-2                                               | CUSIP: 00161TAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4900000 | PA      | $4902428.93   | 0.34%             | 2028-06-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                        | Synchrony Financial                                                 | CUSIP: 87165BAS2<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    439000 | PA      | $438973.66    | 0.03%             | 2025-06-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Alliance Bernstein                                         | AB Fixed Income Shares, Inc. - Government Money Market Portfolio    | CUSIP: 018616748<br>LEI: 5493006YWHO7MNK2U579 | Long             | STIV             | RF                | US        |  23037802 | NS      | $23037802.10  | 1.62%             |  |  |  | No            |                  1 | On Loan: No      |
| DANSKE BANK A/S                                            | Danske Bank A/S                                                     | CUSIP: 23636AAZ4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   2780000 | PA      | $2753784.60   | 0.19%             | 2026-09-11      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                 | FedEx Corp                                                          | CUSIP: 31428XBF2<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    119000 | PA      | $117575.57    | 0.01%             | 2026-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                     | Philip Morris International Inc                                     | CUSIP: 718172BT5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   6182000 | PA      | $6101324.90   | 0.43%             | 2026-02-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                        | Nomura Holdings Inc                                                 | CUSIP: 65535HBG3<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   1213000 | PA      | $1218846.66   | 0.09%             | 2026-01-09      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                            | Xcel Energy Inc                                                     | CUSIP: 98389BAR1<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1700000.00   | 0.12%             | 2025-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                   | Public Service Enterprise Group Inc                                 | CUSIP: 744573AP1<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    773000 | PA      | $766352.20    | 0.05%             | 2025-08-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                       | Keurig Dr Pepper Inc                                                | CUSIP: 49271JTH0<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | STIV             | CORP              | US        |   6300000 | PA      | $6285436.29   | 0.44%             | 2025-06-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CarMax Select Receivables Trust                            | CarMax Select Receivables Trust 2025-A                              | CUSIP: 14319UAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6150000 | PA      | $6149953.26   | 0.43%             | 2028-05-15      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                 | TELUS Corp                                                          | CUSIP: 87974PT60<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | STIV             | CORP              | CA        |   6300000 | PA      | $6294389.22   | 0.44%             | 2025-06-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Floating Rate Notes                                   | CUSIP: 91282CJD4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  40000000 | PA      | $40022189.20  | 2.82%             | 2025-10-31      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| NMEF Funding LLC                                           | NMEF Funding 2023-A LLC                                             | CUSIP: 62890QAB1<br>LEI: 549300LKWL3P0UPHKL72 | Long             | ABS-O            | CORP              | US        |    865446 | PA      | $871163.39    | 0.06%             | 2030-06-17      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| Arivo Acceptance Auto Loan Receivables Trust               | Arivo Acceptance Auto Loan Receivables Trust 2024-1                 | CUSIP: 039943AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    436882 | PA      | $439260.65    | 0.03%             | 2028-04-17      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                | BNP Paribas SA                                                      | CUSIP: 09659W2L7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   3572000 | PA      | $3569963.96   | 0.25%             | 2026-06-09      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                     | Aviation Capital Group LLC                                          | CUSIP: 05369AAK7<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   5212000 | PA      | $5107082.44   | 0.36%             | 2026-01-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Verdant Receivables LLC                                    | Verdant Receivables 2023-1 LLC                                      | CUSIP: 92339GAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    726544 | PA      | $737515.12    | 0.05%             | 2031-01-13      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                                   | Octane Receivables Trust 2023-2                                     | CUSIP: 67571QAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    503406 | PA      | $504580.22    | 0.04%             | 2031-06-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Dext ABS                                                   | Dext ABS 2023-1 LLC                                                 | CUSIP: 25216BAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    294335 | PA      | $295284.35    | 0.02%             | 2032-03-15      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                               | Upstart Securitization Trust 2023-2                                 | CUSIP: 91683VAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    133781 | PA      | $133928.07    | 0.01%             | 2033-06-20      | Fixed         | 6.77%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                             | Mariner Finance Issuance Trust 2023-A                               | CUSIP: 56847FAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3500000 | PA      | $3521974.75   | 0.25%             | 2035-10-22      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                                 | Affirm Asset Securitization Trust 2023-B                            | CUSIP: 00792FAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1200000 | PA      | $1205716.56   | 0.08%             | 2028-09-15      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                             | Morgan Stanley                                                      | CUSIP: 6174467X1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  19155000 | PA      | $19172431.05  | 1.35%             | 2025-11-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                        | Nomura Holdings Inc                                                 | CUSIP: 65535HBE8<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   1111000 | PA      | $1111000.00   | 0.08%             | 2025-07-03      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                                        | Oportun Issuance Trust 2024-2                                       | CUSIP: 68377KAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1417474 | PA      | $1418964.87   | 0.10%             | 2032-02-09      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| Research-Driven Pagaya Motor Asset Trust I                 | Research-Driven Pagaya Motor Trust 2024-1                           | CUSIP: 76088YAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    725364 | PA      | $731938.21    | 0.05%             | 2032-06-25      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                    | MPLX LP                                                             | CUSIP: 55336VBR0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1366000 | PA      | $1336344.14   | 0.09%             | 2026-03-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PEAC Solutions Receivables LLC                             | PEAC Solutions Receivables 2024-2 LLC                               | CUSIP: 69392BAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5774587 | PA      | $5771518.71   | 0.41%             | 2027-04-20      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                   | EQT Corp                                                            | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   2401000 | PA      | $2357926.06   | 0.17%             | 2026-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc                                      | Reynolds American Inc                                               | CUSIP: 761713BG0<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |   5709000 | PA      | $5705232.06   | 0.40%             | 2025-06-12      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| The Campbell's Company                                     | The Campbell's Company                                              | CUSIP: 13443CT50<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | STIV             | CORP              | US        |   4000000 | PA      | $3996900.80   | 0.28%             | 2025-06-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                             | Pagaya AI Debt Grantor Trust 2024-5                                 | CUSIP: 69544LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    497236 | PA      | $502111.79    | 0.04%             | 2031-10-15      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| AutoNation Inc                                             | AutoNation Inc                                                      | CUSIP: 05329WAM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5652000 | PA      | $5638265.64   | 0.40%             | 2025-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                                 | Affirm Asset Securitization Trust 2024-X1                           | CUSIP: 00834XAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    397210 | PA      | $397642.19    | 0.03%             | 2029-05-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                       | Glencore Funding LLC                                                | CUSIP: 37790AT52<br>LEI: 213800STG1QDNBY87K49 | Long             | STIV             | CORP              | US        |   3870000 | PA      | $3867066.93   | 0.27%             | 2025-06-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                    | BPCE SA                                                             | CUSIP: 05578QAE3<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |  13939000 | PA      | $13942345.36  | 0.98%             | 2026-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                                       | BAT International Finance PLC                                       | CUSIP: 05530QAN0<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   4884000 | PA      | $4768200.36   | 0.34%             | 2026-03-25      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                     | US 2YR NOTE (CBT) SEP25                                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       462 | NC      | $33914.61     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lendbuzz Securitization Trust                              | Lendbuzz Securitization Trust 2023-2                                | CUSIP: 52608MAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    632385 | PA      | $642462.34    | 0.05%             | 2028-10-16      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                          | Eversource Energy                                                   | CUSIP: 30040WAJ7<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   2859000 | PA      | $2831267.70   | 0.20%             | 2025-08-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Prestige Auto Receivables Trust                            | Prestige Auto Receivables Trust 2025-1                              | CUSIP: 74113UAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5383000 | PA      | $5384283.31   | 0.38%             | 2027-12-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                     | Santander Drive Auto Receivables Trust 2024-3                       | CUSIP: 80287LAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1122432 | PA      | $1123487.97   | 0.08%             | 2027-06-15      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                          | Suncor Energy Inc                                                   | CUSIP: 86723AT51<br>LEI: 549300W70ZOQDVLCHY06 | Long             | STIV             | CORP              | US        |   4000000 | PA      | $3996928.40   | 0.28%             | 2025-06-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| RWE AG                                                     | RWE AG                                                              | CUSIP: 7497MAT20<br>LEI: 529900GB7KCA94ACC940 | Long             | STIV             | CORP              | DE        |   6400000 | PA      | $6397533.44   | 0.45%             | 2025-06-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                     | General Motors Financial Co Inc                                     | CUSIP: 37045XDZ6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1889000 | PA      | $1895668.17   | 0.13%             | 2025-10-10      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp                                            | CMS Energy Corp                                                     | CUSIP: 125896BQ2<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1004832.60   | 0.07%             | 2026-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                  | Amgen Inc                                                           | CUSIP: 031162DN7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   6559000 | PA      | $6559983.85   | 0.46%             | 2026-03-02      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                   | Western Midstream Operating LP                                      | CUSIP: 958254AF1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   5236000 | PA      | $5221391.56   | 0.37%             | 2026-07-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo Funding LLC                                | Intesa Sanpaolo Funding LLC                                         | CUSIP: 4611K0YA9<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   4000000 | PA      | $3912982.80   | 0.28%             | 2025-11-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                             | Pagaya AI Debt Trust 2024-3                                         | CUSIP: 69547XAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    536314 | PA      | $539966.08    | 0.04%             | 2031-10-15      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                     | General Motors Financial Co Inc                                     | CUSIP: 37045XCX2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   5320000 | PA      | $5313509.60   | 0.37%             | 2025-06-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                             | Pagaya AI Debt Trust 2024-2                                         | CUSIP: 694961AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    861654 | PA      | $867995.39    | 0.06%             | 2031-08-15      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                          | NatWest Group PLC                                                   | CUSIP: 639057AG3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   9000000 | PA      | $9103050.00   | 0.64%             | 2026-11-10      | Fixed         | 7.47%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                              | Citigroup Inc                                                       | CUSIP: 172967KJ9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   9446000 | PA      | $9431169.78   | 0.66%             | 2026-03-09      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                                 | GLS Auto Receivables Issuer Trust 2025-2                            | CUSIP: 37989BAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7000000 | PA      | $7000650.30   | 0.49%             | 2028-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                               | Upstart Securitization Trust 2023-3                                 | CUSIP: 91684MAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    382425 | PA      | $384787.29    | 0.03%             | 2033-10-20      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                                     | Marlette Funding Trust 2024-1                                       | CUSIP: 57108VAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    497366 | PA      | $498152.50    | 0.04%             | 2034-07-17      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MIZUHO MARKETS CAYMAN                                      | Mizuho Markets Cayman LP                                            | CUSIP: 60700JDB8<br>LEI: 549300KHUXLS6Q30KT26 | Long             | DBT              | CORP              | KY        |  10000000 | PA      | $9978700.00   | 0.70%             | 2026-01-09      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                        | Dow Chemical Co/The                                                 | CUSIP: 26055ATJ5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | STIV             | CORP              | US        |   6300000 | PA      | $6284532.87   | 0.44%             | 2025-06-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WESTERN UNION CO/THE                                       | Western Union Co/The                                                | CUSIP: 959802AZ2<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |   6725000 | PA      | $6536632.75   | 0.46%             | 2026-03-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                     | Santander Holdings USA Inc                                          | CUSIP: 80282KAE6<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   7135000 | PA      | $7130504.95   | 0.50%             | 2025-07-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                    | American Electric Power Co Inc                                      | CUSIP: 02557TAD1<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   6712000 | PA      | $6719248.96   | 0.47%             | 2025-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                   | RTX Corp                                                            | CUSIP: 78109FTS1<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | STIV             | CORP              | US        |   3500000 | PA      | $3487782.55   | 0.25%             | 2025-06-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                         | Energy Transfer LP                                                  | CUSIP: 86765BAS8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    534000 | PA      | $535356.36    | 0.04%             | 2025-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                                     | Westinghouse Air Brake Technologies Corp                            | CUSIP: 960386AQ3<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |   5895000 | PA      | $5890166.10   | 0.41%             | 2025-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                   | Capital One Financial Corp                                          | CUSIP: 254709AP3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   8119000 | PA      | $8101138.20   | 0.57%             | 2026-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Service Experts Issuer                                     | Service Experts Issuer 2024-1 LLC                                   | CUSIP: 81758FAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4121785 | PA      | $4178118.79   | 0.29%             | 2035-11-20      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                   | Plains All American Pipeline LP / PAA Finance Corp                  | CUSIP: 72650RBJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6235000 | PA      | $6227642.70   | 0.44%             | 2025-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Notes                                                 | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  35227000 | PA      | $35107283.15  | 2.47%             | 2027-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Notes                                                 | CUSIP: 91282CMV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  44306000 | PA      | $44247155.87  | 3.11%             | 2027-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                             | CPS Auto Receivables Trust 2024-C                                   | CUSIP: 223920AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2131411 | PA      | $2139472.13   | 0.15%             | 2028-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                          | General Motors Co                                                   | CUSIP: 37045VAV2<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   6193000 | PA      | $6207863.20   | 0.44%             | 2025-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Equify ABS, LLC                                            | Equify ABS 2024-1 LLC                                               | CUSIP: 29445TAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2640021 | PA      | $2640889.57   | 0.19%             | 2033-04-18      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                               | Upstart Securitization Trust                                        | CUSIP: 91684NAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3772910 | PA      | $3776015.41   | 0.27%             | 2034-11-20      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| ACM Auto Trust                                             | ACM Auto Trust 2024-2                                               | CUSIP: 00461WAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3011020 | PA      | $3019311.72   | 0.21%             | 2029-02-20      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust                              | Lendbuzz Securitization Trust 2023-3                                | CUSIP: 525931AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    731258 | PA      | $748028.64    | 0.05%             | 2028-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PVH CORP                                                   | PVH Corp                                                            | CUSIP: 693656AC4<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | DBT              | CORP              | US        |   5364000 | PA      | $5355149.40   | 0.38%             | 2025-07-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Research-Driven Pagaya Motor Asset Trust I                 | Research-Driven Pagaya Motor Asset Trust 2023-3                     | CUSIP: 76089RAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1249026 | PA      | $1254753.88   | 0.09%             | 2032-01-26      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Lobel Automobile Receivables Trust                         | Lobel Automobile Receivables Trust 2025-1                           | CUSIP: 53948RAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5200317 | PA      | $5200249.59   | 0.37%             | 2027-11-15      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                   | Ford Motor Credit Co LLC                                            | CUSIP: 345397B28<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   3720000 | PA      | $3690649.20   | 0.26%             | 2025-11-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SAFCO Auto Receivables Trust                               | SAFCO Auto Receivables Trust 2025-1                                 | CUSIP: 785923AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7000000 | PA      | $6991728.80   | 0.49%             | 2029-09-10      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                  | Boeing Co/The                                                       | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   6275000 | PA      | $6162677.50   | 0.43%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Notes                                                 | CUSIP: 91282CMN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 119973000 | PA      | $121069627.60 | 8.52%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BOF URSA FUNDING                                           | BOF VII AL Funding Trust I                                          | CUSIP: 097093AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    949504 | PA      | $962565.39    | 0.07%             | 2032-07-26      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                     | Santander Drive Auto Receivables Trust 2025-2                       | CUSIP: 80287NAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6140000 | PA      | $6140332.79   | 0.43%             | 2028-06-15      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                | Oracle Corp                                                         | CUSIP: 6840C2TJ4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | STIV             | CORP              | US        |   5000000 | PA      | $4988108.00   | 0.35%             | 2025-06-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                                 | Affirm Asset Securitization Trust 2023-B                            | CUSIP: 00792FAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    870000 | PA      | $874144.51    | 0.06%             | 2028-09-15      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                    | Hyundai Capital America                                             | CUSIP: 44891CBN2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    794000 | PA      | $784924.58    | 0.06%             | 2025-10-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE NA                                             | Capital One NA                                                      | CUSIP: 25466AAE1<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |   5334000 | PA      | $5316717.84   | 0.37%             | 2026-03-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                                     | Bunge Ltd Finance Corp                                              | CUSIP: 120568BB5<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   4587000 | PA      | $4553239.68   | 0.32%             | 2025-08-17      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo Funding LLC                                | Intesa Sanpaolo Funding LLC                                         | CUSIP: 4611K0UR6<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |  10000000 | PA      | $9925707.00   | 0.70%             | 2025-07-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                           | ABN AMRO Bank NV                                                    | CUSIP: 00084DAL4<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   4302000 | PA      | $4290685.74   | 0.30%             | 2026-04-18      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                | Oracle Corp                                                         | CUSIP: 6840C2TG0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | STIV             | CORP              | US        |   1748000 | PA      | $1744276.93   | 0.12%             | 2025-06-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WPP CP LLC                                                 | WPP CP LLC                                                          | CUSIP: 92939ATH3<br>LEI: 549300QW2DOKKBOQBP57 | Long             | STIV             | CORP              | US        |   7100000 | PA      | $7083605.39   | 0.50%             | 2025-06-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                 | AbbVie Inc                                                          | CUSIP: 00287BVF3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | STIV             | CORP              | US        |   7000000 | PA      | $6931192.80   | 0.49%             | 2025-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                        | American Tower Corp                                                 | CUSIP: 03027XAG5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |   5297000 | PA      | $5297000.00   | 0.37%             | 2025-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                             | Consumer Portfolio Services Auto Trust 2025-B                       | CUSIP: 12630SAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6345000 | PA      | $6341727.88   | 0.45%             | 2029-02-15      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                    | Hyundai Capital America                                             | CUSIP: 44891CBS1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    380000 | PA      | $372004.80    | 0.03%             | 2026-01-08      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                   | Constellation Brands Inc                                            | CUSIP: 21036PBN7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   2425000 | PA      | $2425121.25   | 0.17%             | 2026-02-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                | Equinix Inc                                                         | CUSIP: 29444UBQ8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |   4000000 | PA      | $3879560.00   | 0.27%             | 2026-05-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                             | Pagaya Ai Debt Trust 2025-R1                                        | CUSIP: 69547CAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7000000 | PA      | $7003369.10   | 0.49%             | 2032-06-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Theorem Funding Trust                                      | Theorem Funding Trust 2023-1                                        | CUSIP: 88338QAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     77172 | PA      | $77475.23     | 0.01%             | 2029-04-15      | Fixed         | 7.58%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                       | Enel Finance International NV                                       | CUSIP: 29278GAZ1<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   1013000 | PA      | $1019483.20   | 0.07%             | 2025-10-14      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                   | Capital One Financial Corp                                          | CUSIP: 14040HBJ3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |  10020000 | PA      | $9991944.00   | 0.70%             | 2025-10-29      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                   | AerCap Ireland Capital DAC / AerCap Global Aviation Trust           | CUSIP: 00774MAN5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   8128000 | PA      | $8131901.44   | 0.57%             | 2025-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                           | ABN AMRO Bank NV                                                    | CUSIP: 00080QAF2<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |  15288000 | PA      | $15277451.28  | 1.07%             | 2025-07-28      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                                | Truist Bank                                                         | CUSIP: 07330MAB3<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   5060000 | PA      | $5041733.40   | 0.35%             | 2025-09-16      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Theorem Funding Trust                                      | Theorem Funding Trust 2022-3                                        | CUSIP: 882925AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     83278 | PA      | $83496.85     | 0.01%             | 2029-04-15      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                             | Hyundai Auto Receivables Trust 2021-A                               | CUSIP: 44933LAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2513439 | PA      | $2508538.60   | 0.18%             | 2027-05-17      | Fixed         | 1.09%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                    | Sherwin-Williams Co/The                                             | CUSIP: 82434TT91<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | STIV             | CORP              | US        |   6800000 | PA      | $6791627.16   | 0.48%             | 2025-06-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                       | Royal Bank of Canada                                                | CUSIP: 780082AD5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   6034000 | PA      | $6026940.22   | 0.42%             | 2026-01-27      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                             | Pagaya AI Debt Trust 2023-3                                         | CUSIP: 69548BAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6833 | PA      | $6839.61      | 0.00%             | 2030-12-16      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                     | Santander Holdings USA Inc                                          | CUSIP: 80282KBB1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   6045000 | PA      | $6045000.00   | 0.43%             | 2025-06-02      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                          | HSBC Holdings PLC                                                   | CUSIP: 404280AU3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   3506000 | PA      | $3499338.60   | 0.25%             | 2025-08-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Floating Rate Notes                                   | CUSIP: 91282CLA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 111000000 | PA      | $111136327.98 | 7.82%             | 2026-07-31      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc                                     | CenterPoint Energy Inc                                              | CUSIP: 1518T2U28<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | STIV             | CORP              | US        |   7100000 | PA      | $7070068.53   | 0.50%             | 2025-07-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                       | Edison International                                                | CUSIP: 281020AU1<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   5125000 | PA      | $5120080.00   | 0.36%             | 2025-08-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                            | CVS Health Corp                                                     | CUSIP: 126650CL2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   5853000 | PA      | $5843869.32   | 0.41%             | 2025-07-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WPP CP LLC                                                 | WPP CP LLC                                                          | CUSIP: 92939ATA8<br>LEI: 549300QW2DOKKBOQBP57 | Long             | STIV             | CORP              | US        |   3000000 | PA      | $2995788.90   | 0.21%             | 2025-06-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                                 | Mattel Inc                                                          | CUSIP: 577081BE1<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |   6040000 | PA      | $5948977.20   | 0.42%             | 2026-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust              | Bridgecrest Lending Auto Securitization Trust 2025-2                | CUSIP: 10807HAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5094000 | PA      | $5092534.97   | 0.36%             | 2028-01-18      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Enbridge US Inc                                            | Enbridge US Inc                                                     | CUSIP: 29251UTP3<br>LEI: 5493003FRODSVHJWFS32 | Long             | STIV             | CORP              | US        |   2000000 | PA      | $1993841.20   | 0.14%             | 2025-06-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust                      | Mission Lane Credit Card Master Trust                               | CUSIP: 60510MBE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5900000 | PA      | $5936525.13   | 0.42%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                        | LYB International Finance III LLC                                   | CUSIP: 50249AAF0<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |   1718000 | PA      | $1696370.38   | 0.12%             | 2025-10-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                             | Carvana Auto Receivables Trust 2023-N3                              | CUSIP: 14686RAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    139516 | PA      | $139832.50    | 0.01%             | 2027-09-10      | Fixed         | 6.41%                 | No            |                  2 | On Loan: No      |
| VW Credit Inc                                              | VW Credit Inc                                                       | CUSIP: 91842JTH2<br>LEI: 549300UUPJ2NXDB68M19 | Long             | STIV             | CORP              | US        |   7000000 | PA      | $6983713.80   | 0.49%             | 2025-06-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Tricolor Auto Securitization Trust                         | Tricolor Auto Securitization Trust 2025-1                           | CUSIP: 89617CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2563957 | PA      | $2561755.43   | 0.18%             | 2029-02-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                        | Exeter Automobile Receivables Trust 2025-2                          | CUSIP: 30168JAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4873000 | PA      | $4872145.28   | 0.34%             | 2027-06-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                             | Pagaya AI Debt Grantor Trust 2024-6 And Pagaya AI Debt Trust 2024-6 | CUSIP: 69548KAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    884590 | PA      | $890067.33    | 0.06%             | 2031-11-15      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                     | Aviation Capital Group LLC                                          | CUSIP: 05369AAD3<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   7037000 | PA      | $7023770.44   | 0.49%             | 2025-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Merchants Fleet Funding LLC                                | Merchants Fleet Funding LLC                                         | CUSIP: 588926AA3<br>LEI: 254900Z2OOQUA5IN2X83 | Long             | ABS-O            | CORP              | US        |   2079859 | PA      | $2097838.28   | 0.15%             | 2036-05-20      | Fixed         | 7.21%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                           | Crown Castle Inc                                                    | CUSIP: 22823PT37<br>LEI: 54930012H97VSM0I2R19 | Long             | STIV             |  | US        |   7000000 | PA      | $6996220.00   | 0.49%             | 2025-06-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Research-Driven Pagaya Motor Asset Trust I                 | Research-Driven Pagaya Motor Asset Trust 2023-4                     | CUSIP: 76088UAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    736440 | PA      | $742570.03    | 0.05%             | 2032-03-25      | Fixed         | 7.54%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                           | Societe Generale SA                                                 | CUSIP: 83367TBR9<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   6748000 | PA      | $6743546.32   | 0.47%             | 2025-11-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                    | Goldman Sachs Group Inc/The                                         | CUSIP: 38141GVR2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  19034000 | PA      | $18987557.04  | 1.34%             | 2025-10-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| First Help Financial LLC                                   | FHF Issuer Trust 2023-2                                             | CUSIP: 30333LAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    692165 | PA      | $702087.98    | 0.05%             | 2029-10-15      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                          | Healthpeak OP LLC                                                   | CUSIP: 42250QTA9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | STIV             |  | US        |   6000000 | PA      | $5991421.20   | 0.42%             | 2025-06-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                    | Charles Schwab Corp/The                                             | CUSIP: 8085A2YE1<br>LEI: 549300VSGCJ7E698NM85 | Long             | STIV             | CORP              | US        |   2635000 | PA      | $2581214.38   | 0.18%             | 2025-11-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                         | Royalty Pharma PLC                                                  | CUSIP: 78081BAH6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   6526000 | PA      | $6460478.96   | 0.45%             | 2025-09-02      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                               | Barclays PLC                                                        | CUSIP: 06738EAP0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   7147000 | PA      | $7167940.71   | 0.50%             | 2026-05-12      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| HARLEY-DAVIDSON FINL SER                                   | Harley-Davidson Financial Services Inc                              | CUSIP: 41283LAY1<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | DBT              | CORP              | US        |   5102000 | PA      | $5100469.40   | 0.36%             | 2025-06-08      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                                      | Bank of Ireland Group PLC                                           | CUSIP: 06279JAC3<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |   5835000 | PA      | $5855655.90   | 0.41%             | 2026-09-16      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Tricolor Auto Securitization Trust                         | Tricolor Auto Securitization Trust 2024-3                           | CUSIP: 89617AAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1231623 | PA      | $1232124.48   | 0.09%             | 2028-06-15      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| TOLL BROS FINANCE CORP                                     | Toll Brothers Finance Corp                                          | CUSIP: 88947EAR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5805000 | PA      | $5798266.20   | 0.41%             | 2025-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                             | Carvana Auto Receivables Trust 2024-N2                              | CUSIP: 14687VAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3284400 | PA      | $3292373.79   | 0.23%             | 2027-08-10      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| MIZUHO MARKETS CAYMAN                                      | Mizuho Markets Cayman LP                                            | CUSIP: 60700JAC9<br>LEI: 549300KHUXLS6Q30KT26 | Long             | DBT              | CORP              | KY        |   4000000 | PA      | $4014360.00   | 0.28%             | 2026-01-09      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Notes                                                 | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  28039000 | PA      | $28065286.56  | 1.97%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Floating Rate Notes                                   | CUSIP: 91282CHS3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18994000 | PA      | $18994864.23  | 1.34%             | 2025-07-31      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| Pagaya Point of Sale Holdings Grantor Trust                | Pagaya Point of Sale Holdings Grantor Trust 2025-1                  | CUSIP: 694952AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7000000 | PA      | $7019592.93   | 0.49%             | 2034-01-20      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                             | Pagaya AI Debt Grantor Trust 2025-3                                 | CUSIP: 69544TAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3610191 | PA      | $3608155.21   | 0.25%             | 2032-12-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                                        | Oportun Funding Trust 2024-3                                        | CUSIP: 68377NAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3180908 | PA      | $3180735.80   | 0.22%             | 2029-08-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                       | Bank of America Corp                                                | CUSIP: 06051GFU8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  19527000 | PA      | $19498490.58  | 1.37%             | 2026-03-03      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Tricolor Auto Securitization Trust                         | Tricolor Auto Securitization Trust 2024-2                           | CUSIP: 89616PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    728613 | PA      | $730923.25    | 0.05%             | 2027-12-15      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| ACM Auto Trust                                             | ACM Auto Trust 2025-1                                               | CUSIP: 00161EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1081344 | PA      | $1081972.58   | 0.08%             | 2029-06-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                  | ONEOK Inc                                                           | CUSIP: 68269ETA0<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | STIV             | CORP              | US        |   7000000 | PA      | $6989950.80   | 0.49%             | 2025-06-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance II LLC                                    | Bayer US Finance II LLC                                             | CUSIP: 07274NAJ2<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   3600000 | PA      | $3583836.00   | 0.25%             | 2025-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Floating Rate Notes                                   | CUSIP: 91282CJU6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20000000 | PA      | $20023906.40  | 1.41%             | 2026-01-31      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                   | AerCap Ireland Capital DAC / AerCap Global Aviation Trust           | CUSIP: 00774MAG0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    539000 | PA      | $538256.18    | 0.04%             | 2025-10-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                | BNP Paribas SA                                                      | CUSIP: 05565AAR4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1435000 | PA      | $1428284.20   | 0.10%             | 2026-05-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                    | Canadian Natural Resources Ltd                                      | CUSIP: 136385AZ4<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   5955000 | PA      | $5932906.95   | 0.42%             | 2025-07-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                     | US 5YR NOTE (CBT) SEP25                                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       234 | NC      | $164531.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Affirm Inc                                                 | Affirm Asset Securitization Trust 2025-X1                           | CUSIP: 00834MAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5975000 | PA      | $5973842.64   | 0.42%             | 2030-04-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                              | Citigroup Inc                                                       | CUSIP: 172967JT9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   9970000 | PA      | $9967308.10   | 0.70%             | 2025-06-10      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                      | TransCanada PipeLines Ltd                                           | CUSIP: 89352HAT6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   6135000 | PA      | $6137024.55   | 0.43%             | 2026-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl          | CUSIP: 47214KTP3<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   3500000 | PA      | $3488519.30   | 0.25%             | 2025-06-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust               | American Credit Acceptance Receivables Trust 2025-2                 | CUSIP: 024938AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7000000 | PA      | $6999442.80   | 0.49%             | 2028-09-12      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                          | Eversource Energy                                                   | CUSIP: 30040XT22<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | STIV             | CORP              | US        |   4000000 | PA      | $3998458.40   | 0.28%             | 2025-06-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                    | Hyundai Capital America                                             | CUSIP: 44891ABN6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    388000 | PA      | $383565.16    | 0.03%             | 2025-10-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                | BNP Paribas SA                                                      | CUSIP: 05581KAA9<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   5329000 | PA      | $5312373.52   | 0.37%             | 2025-09-28      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                            | Cigna Group/The                                                     | CUSIP: 125523CP3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   6695000 | PA      | $6518787.60   | 0.46%             | 2026-03-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                             | Pagaya AI Debt Trust 2024-1                                         | CUSIP: 69548AAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    492720 | PA      | $495980.65    | 0.03%             | 2031-07-15      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust                              | Lendbuzz Securitization Trust 2023-1                                | CUSIP: 52608LAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    416634 | PA      | $422440.33    | 0.03%             | 2028-08-15      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                              | Aircastle Ltd                                                       | CUSIP: 00928QAT8<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |   9937000 | PA      | $9925771.19   | 0.70%             | 2025-08-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                 | TELUS Corp                                                          | CUSIP: 87974PW90<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | STIV             | CORP              | CA        |   1400000 | PA      | $1381777.18   | 0.10%             | 2025-09-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                        | Synchrony Financial                                                 | CUSIP: 87165BAG8<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   5557000 | PA      | $5552443.26   | 0.39%             | 2025-07-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-06-25

**Name of Applicant:** AB Active ETFs, Inc.

**Signature:** Stephen Woetzel

**Name of Signer:** Stephen Woetzel

**Title:** Controller