# EDGAR Filing Document

**Accession Number:** 0000812015
**File Stem:** 0001752724-23-018105
**Filing Date:** 2023-1
**Character Count:** 338448
**Document Hash:** 39732c8f0170790b49a19b5f454f41fa
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-018105.hdr.sgml**: 20230130

**ACCESSION NUMBER**: 0001752724-23-018105

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230130

**DATE AS OF CHANGE**: 20230130

**PERIOD START**: 20230831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** AB PORTFOLIOS
- **CENTRAL INDEX KEY:** 0000812015
- **IRS NUMBER:** 000000000
- **FISCAL YEAR END:** 0831

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05088
- **FILM NUMBER:** 23567703

**BUSINESS ADDRESS:**
- **STREET 1:** ALLIANCEBERNSTEIN LP
- **STREET 2:** 1345 AVENUE OF THE AMERICAS
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10105
- **BUSINESS PHONE:** 2129691000

**MAIL ADDRESS:**
- **STREET 1:** ALLIANCEBERNSTEIN LP
- **STREET 2:** 1345 AVENUE OF THE AMERICAS
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10105

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ALLIANCEBERNSTEIN PORTFOLIOS
- **DATE OF NAME CHANGE:** 20030319

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ALLIANCE PORTFOLIOS
- **DATE OF NAME CHANGE:** 19930812

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

## Series and Classes Contracts Data

### AB Tax-Managed All Market Income Portfolio (Series ID: S000010513)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000029022 | Class A       | AGIAX           |
| C000029024 | Class C       | AGICX           |
| C000029025 | Advisor Class | AGIYX           |

## Nport-Ex

**AB Tax-Managed All Market Income Portfolio** 

**Portfolio of Investments** 

**November 30, 2022 (unaudited)** 

---

| | | |
|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  **MUNICIPAL OBLIGATIONS – 61.2%** | **MUNICIPAL OBLIGATIONS – 61.2%** | **MUNICIPAL OBLIGATIONS – 61.2%** |
|  **Long-Term Municipal Bonds – 60.7%** | **Long-Term Municipal Bonds – 60.7%** | **Long-Term Municipal Bonds – 60.7%** |
|  **Alabama – 0.5%** | **Alabama – 0.5%** | **Alabama – 0.5%** |
|  Black Belt Energy Gas District <br>(Morgan Stanley) <br>Series 2019-A <br>4.00%, 12/01/2049 | $265 | $263961 |
|  Lower Alabama Gas District (The) <br>(Goldman Sachs Group, Inc. (The)) <br>Series 2016-A <br>5.00%, 09/01/2046 | 100 | 102982 |
|  |  | 366943 |
|  **Arizona – 0.8%** | **Arizona – 0.8%** | **Arizona – 0.8%** |
|  Arizona Industrial Development Authority <br>(Arizona Industrial Development Authority) <br>Series 2019-2, Class A <br>3.625%, 05/20/2033 | 137 | 131965 |
|  Arizona Industrial Development Authority <br>(Legacy Cares, Inc.) <br>Series 2020 <br>7.75%, 07/01/2050<sup>(a)</sup> | 100 | 70000 |
|  Glendale Industrial Development Authority <br>(Beatitudes Campus Obligated Group (The)) <br>Series 2017 <br>5.00%, 11/15/2040 | 235 | 205630 |
|  Tempe Industrial Development Authority <br>(Mirabella at ASU, Inc.) <br>Series 2017-A <br>6.125%, 10/01/2047<sup>(a)</sup> | 110 | 96973 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;504568 |
|  **California – 2.8%** | **California – 2.8%** | **California – 2.8%** |
|  ARC70 II TRUST <br>Series 2021 <br>4.00%, 12/01/2059 | 100 | 83274 |
|  California Community Housing Agency <br>(California Community Housing Agency Brio Apartments & Next on Lex Apartments) <br>Series 2021 <br>4.00%, 02/01/2056<sup>(a)</sup> | 150 | 121886 |
|  California Community Housing Agency <br>(California Community Housing Agency Summit at Sausalito Apartments) <br>Series 2021 <br>3.00%, 02/01/2057<sup>(a)</sup> | 100 | 65128 |
|  California Community Housing Agency <br>(California Community Housing Agency Twin Creek Apartments) <br>Series 2022 <br>Zero Coupon, 08/01/2065<sup>(a)</sup> | 1000 | 52674 |
|  California Housing Finance Agency <br>Series 2021-3, Class A <br>3.25%, 08/20/2036 | 98 | 85049 |

---

------

---

| | | |
|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  California School Finance Authority <br>(Bright Star Schools Obligated Group) <br>Series 2017 <br>5.00%, 06/01/2054<sup>(a)</sup> | $250 | $229642 |
|  California Statewide Communities Development Authority <br>(NCCD-Hooper Street LLC) <br>Series 2019 <br>5.25%, 07/01/2052<sup>(a)</sup> | 100 | 85515 |
|  CMFA Special Finance Agency <br>Series 2022-A <br>4.00%, 08/01/2058<sup>(a)</sup> | 100 | 76660 |
|  CMFA Special Finance Agency <br>(CMFA Special Finance Agency Latitude33) <br>Series 2021-A <br>3.00%, 12/01/2056<sup>(a)</sup> | 100 | 64617 |
|  CMFA Special Finance Agency <br>(CMFA Special Finance Agency Solana at Grand) <br>Series 2021-A <br>4.00%, 08/01/2056<sup>(a)</sup> | 100 | 81152 |
|  CSCDA Community Improvement Authority <br>(CSCDA Community Improvement Authority 777 Place-Pomona)<br>Series 2021<br>3.25%, 05/01/2057<sup>(a)</sup> | 100 | 67710 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 05/01/2057<sup>(a)</sup> | 100 | 66887 |
|  CSCDA Community Improvement Authority <br>(CSCDA Community Improvement Authority Altana Apartments) <br>Series 2021 <br>4.00%, 10/01/2056<sup>(a)</sup> | 100 | 73212 |
|  CSCDA Community Improvement Authority <br>(CSCDA Community Improvement Authority Crescent) <br>Series 2022 <br>4.30%, 07/01/2059<sup>(a)</sup> | 100 | 80121 |
|  CSCDA Community Improvement Authority <br>(CSCDA Community Improvement Authority Millennium South Bay-Hawthorne) <br>Series 2021 <br>4.00%, 07/01/2058<sup>(a)</sup> | 100 | 65781 |
|  CSCDA Community Improvement Authority <br>(CSCDA Community Improvement Authority Theo Apartments) <br>Series 2021 <br>4.00%, 05/01/2057<sup>(a)</sup> | 100 | 69277 |
|  Golden State Tobacco Securitization Corp. <br>Series 2021-B <br>Zero Coupon, 06/01/2066 | 730 | 78261 |
|  Hastings Campus Housing Finance Authority <br>Series 2020-A <br>5.00%, 07/01/2061<sup>(a)</sup> | 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122969 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** | **U.S. $ Value** |
|  River Islands Public Financing Authority <br>(River Islands Public Financing Authority Community Facilities District No 2003-1) <br>Series 2022 <br>5.75%, 09/01/2052 | $| 100 | $| 96601 |
|  San Francisco City & County Airport Comm <br>(San Francisco Intl Airport) <br>Series 2017D <br>5.00%, 05/01/2025 |  | 220 |  | 228143 |
|  |  |  |  | 1894559 |
|  **Colorado – 1.2%** | **Colorado – 1.2%** | **Colorado – 1.2%** | **Colorado – 1.2%** | **Colorado – 1.2%** |
|  City & County of Denver CO Airport System Revenue <br>(Denver Intl Airport) <br>Series 2018-A <br>5.00%, 12/01/2028 |  | 545 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;587097 |
|  Colorado Health Facilities Authority <br>(Aberdeen Ridge, Inc. Obligated Group) <br>Series 2021-A <br>5.00%, 05/15/2049 |  | 100 |  | 80000 |
|  Colorado Health Facilities Authority <br>(Frasier Meadows Manor, Inc. Obligated Group) <br>Series 2023-2 <br>4.00%, 05/15/2041<sup>(b)</sup> |  | 100 |  | 79410 |
|  Douglas County Housing Partnership <br>(Bridgewater Castle Rock ALF LLC) <br>Series 2021 <br>5.375%, 01/01/2041<sup>(a)</sup> |  | 100 |  | 74586 |
|  |  |  |  | 821093 |
|  **Connecticut – 1.7%** | **Connecticut – 1.7%** | **Connecticut – 1.7%** | **Connecticut – 1.7%** | **Connecticut – 1.7%** |
|  State of Connecticut Special Tax Revenue <br>Series 2012-A <br>5.00%, 01/01/2027 |  | 1135 |  | 1137334 |
|  **District of Columbia – 0.2%** | **District of Columbia – 0.2%** | **District of Columbia – 0.2%** | **District of Columbia – 0.2%** | **District of Columbia – 0.2%** |
|  District of Columbia Tobacco Settlement Financing Corp. <br>Series 2006 <br>Zero Coupon, 06/15/2055 |  | 1625 |  | 136426 |
|  **Florida – 5.9%** | **Florida – 5.9%** | **Florida – 5.9%** | **Florida – 5.9%** | **Florida – 5.9%** |
|  Alachua County Health Facilities Authority <br>(Oak Hammock at the University of Florida Obligated Group) <br>Series 2022 <br>4.00%, 10/01/2040 |  | 100 |  | 85221 |
|  Cape Coral Health Facilities Authority <br>(Gulf Care, Inc. Obligated Group) <br>Series 2015 <br>6.00%, 07/01/2050<sup>(a)</sup> |  | 270 |  | 243858 |
|  Capital Projects Finance Authority/FL <br>(CAPFA Capital Corp. 2000F) <br>Series 2020-A <br>5.00%, 10/01/2034 |  | 500 |  | 499050 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** | **U.S. $ Value** |
|  Capital Trust Agency, Inc. <br>(Aviva Senior Life) <br>Series 2017 <br>5.00%, 07/01/2046<sup>(a)</sup> | $| 240 | $| 188879 |
|  Capital Trust Agency, Inc. <br>(Educational Growth Fund LLC) <br>Series 2021 <br>5.00%, 07/01/2056<sup>(a)</sup> |  | 100 |  | 88626 |
|  County of Broward FL Airport System Revenue <br>Series 2019-A <br>5.00%, 10/01/2036 |  | 500 |  | 525292 |
|  County of Miami-Dade FL Aviation Revenue <br>Series 2014-B <br>5.00%, 10/01/2025 |  | 665 |  | 691397 |
|  Florida Development Finance Corp. <br>(Brightline Trains Florida LLC) <br>Series 2022 <br>2.90%, 12/01/2056 (Pre-refunded/ETM) |  | 560 |  | 557695 |
|  Florida Higher Educational Facilities Financial Authority <br>(Ringling College of Art and Design, Inc.) <br>Series 2019 <br>5.00%, 03/01/2049 |  | 315 |  | 314501 |
|  North Broward Hospital District<br>Series 2017-B<br>5.00%, 01/01/2037 |  | 115 |  | 117358 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 01/01/2048 |  | 310 |  | 309723 |
|  Palm Beach County Health Facilities Authority <br>(Jupiter Medical Center Obligated Group) <br>Series 2022 <br>5.00%, 11/01/2038 |  | 280 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;287247 |
|  Village Community Development District No. 13 <br>Series 2021 <br>1.80%, 05/01/2026 |  | 100 |  | 90420 |
|  |  |  |  | 3999267 |
|  **Georgia – 2.5%** | **Georgia – 2.5%** | **Georgia – 2.5%** | **Georgia – 2.5%** | **Georgia – 2.5%** |
|  Augusta Development Authority <br>(AU Health System Obligated Group) <br>Series 2018 <br>5.00%, 07/01/2030 |  | 150 |  | 146934 |
|  City of Atlanta GA Department of Aviation <br>Series 2014-A <br>5.00%, 01/01/2028 |  | 625 |  | 638894 |
|  Main Street Natural Gas, Inc. <br>(Citigroup, Inc.) <br>Series 2022-B <br>5.00%, 12/01/2052 |  | 345 |  | 355889 |
|  Main Street Natural Gas, Inc. <br>(Royal Bank of Canada) <br>Series 2018-C <br>4.00%, 08/01/2048 |  | 450 |  | 451633 |
|  State of Georgia <br>Series 2021-A <br>4.00%, 07/01/2038 |  | 100 |  | 103900 |
|  |  |  |  | 1697250 |

---

------

---

| | | |
|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  **Guam – 0.3%** | **Guam – 0.3%** | **Guam – 0.3%** |
|  Guam Power Authority <br>Series 2022-A <br>5.00%, 10/01/2043 | $200 | $203675 |
|  **Illinois – 7.0%** | **Illinois – 7.0%** | **Illinois – 7.0%** |
|  Chicago Board of Education<br>Series 2012-A<br>5.00%, 12/01/2042 | 525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500527 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2016-A<br>7.00%, 12/01/2044 | 100 | 106199 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2017-B<br>6.75%, 12/01/2030<sup>(a)</sup> | 135 | 149235 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 12/01/2042<sup>(a)</sup> | 100 | 109264 |
|  Chicago O'Hare International Airport <br>(TrIPs Obligated Group) <br>Series 2018 <br>5.00%, 07/01/2033 | 105 | 107949 |
|  Illinois Finance Authority <br>(Ascension Health Credit Group) <br>Series 2016-C <br>5.00%, 02/15/2041 | 415 | 426797 |
|  Illinois Finance Authority <br>(CHF-Chicago LLC) <br>Series 2017-A <br>5.00%, 02/15/2047 | 210 | 188779 |
|  Illinois Finance Authority <br>(Rosalind Franklin University of Medicine & Science) <br>Series 2017-C <br>5.00%, 08/01/2049 | 425 | 429718 |
|  Illinois Finance Authority <br>(Acero Charter Schools, Inc. Obligated Group) <br>Series 2021 <br>4.00%, 10/01/2042<sup>(a)</sup> | 100 | 78956 |
|  Illinois Finance Authority <br>(Park Place of Elmhurst Obligated Group) <br>Series 2021 <br>5.125%, 05/15/2060 | 448 | 322495 |
|  Illinois Finance Authority <br>(Bradley University) <br>Series 2021-A <br>4.00%, 08/01/2046 | 250 | 212503 |
|  Metropolitan Pier & Exposition Authority<br>Series 2012<br>Zero Coupon, 12/15/2041 | 350 | 133134 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zero Coupon, 12/15/2050 | 325 | 73268 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2017-B<br>Zero Coupon, 12/15/2054 | 150 | 26912 |
|  Railsplitter Tobacco Settlement Authority <br>Series 2017 5.00%, 06/01/2023 | 365 | 369111 |
|  State of Illinois<br>Series 2016<br>5.00%, 02/01/2028 | 340 | 352633 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2017-D<br>5.00%, 11/01/2024 | 230 | 236053 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 11/01/2028 | 250 | 260684 |

---

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| | | | | |
|:---|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** | **U.S. $ Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-B<br>4.00%, 12/01/2039 | $| 430 | $| 389627 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2022-A<br>5.50%, 03/01/2042 |  | 220 |  | 231806 |
|  |  |  |  | 4705650 |
|  **Indiana – 0.4%** | **Indiana – 0.4%** | **Indiana – 0.4%** | **Indiana – 0.4%** | **Indiana – 0.4%** |
|  Indiana Finance Authority <br>(Brightmark Plastics Renewal Indiana LLC) <br>Series 2019 <br>7.00%, 03/01/2039<sup>(a)</sup> |  | 185 |  | 139157 |
|  Indiana Finance Authority <br>(Greencroft Goshen Obligated Group)<br>Series 2021<br>4.00%, 11/15/2043 |  | 100 |  | 76520 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2023-2<br>4.00%, 11/15/2037<sup>(b)</sup> |  | 100 |  | 78175 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;293852 |
|  **Iowa – 0.6%** | **Iowa – 0.6%** | **Iowa – 0.6%** | **Iowa – 0.6%** | **Iowa – 0.6%** |
|  Iowa Finance Authority <br>(Iowa Fertilizer Co. LLC) <br>Series 2022 <br>5.00%, 12/01/2050 |  | 300 |  | 288984 |
|  Iowa Finance Authority <br>(Lifespace Communities, Inc. Obligated Group) <br>Series 2018-A <br>5.00%, 05/15/2043 |  | 100 |  | 87030 |
|  |  |  |  | 376014 |
|  **Kansas – 0.3%** | **Kansas – 0.3%** | **Kansas – 0.3%** | **Kansas – 0.3%** | **Kansas – 0.3%** |
|  Wyandotte County-Kansas City Unified Government <br>(Wyandotte County-Kansas City Unified Government Sales Tax) <br>Series 2018 <br>4.50%, 06/01/2040 |  | 245 |  | 218834 |
|  **Kentucky – 1.4%** | **Kentucky – 1.4%** | **Kentucky – 1.4%** | **Kentucky – 1.4%** | **Kentucky – 1.4%** |
|  Kentucky Economic Development Finance Authority <br>(Owensboro Health, Inc. Obligated Group) <br>Series 2017-A <br>5.00%, 06/01/2037 |  | 315 |  | 322989 |
|  Kentucky Economic Development Finance Authority <br>(Baptist Healthcare System Obligated Group) <br>Series 2017-B <br>5.00%, 08/15/2037 |  | 410 |  | 425743 |
|  Kentucky Public Energy Authority <br>(Morgan Stanley) <br>Series 2019-C <br>4.00%, 02/01/2050 |  | 220 |  | 216415 |
|  |  |  |  | 965147 |
|  **Louisiana – 0.7%** | **Louisiana – 0.7%** | **Louisiana – 0.7%** | **Louisiana – 0.7%** | **Louisiana – 0.7%** |
|  City of New Orleans LA <br>Series 2021-A <br>5.00%, 12/01/2035 |  | 440 |  | 478752 |

---

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| | | |
|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  **Maryland – 0.6%** | **Maryland – 0.6%** | **Maryland – 0.6%** |
|  City of Baltimore MD <br>(East Baltimore Research Park Project) <br>Series 2017-A <br>5.00%, 09/01/2038 | $100 | $99848 |
|  Maryland Economic Development Corp. <br>(Purple Line Transit Partners LLC) <br>Series 2022 <br>5.25%, 06/30/2055 | 300 | 309663 |
|  |  | 409511 |
|  **Massachusetts – 0.9%** | **Massachusetts – 0.9%** | **Massachusetts – 0.9%** |
|  Massachusetts Development Finance Agency <br>(Northeastern University) <br>Series 2022 <br>5.00%, 10/01/2038 | 520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;573892 |
|  **Michigan – 2.1%** | **Michigan – 2.1%** | **Michigan – 2.1%** |
|  City of Detroit MI<br>Series 2018<br>5.00%, 04/01/2036 | 15 | 15284 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 04/01/2037 | 50 | 50761 |
|  Grand Rapids Economic Development Corp. <br>(Beacon Hill at Eastgate) <br>Series 2017-A <br>5.00%, 11/01/2047 | 325 | 266253 |
|  Michigan Finance Authority <br>(Great Lakes Water Authority Water Supply System) <br>AGM Series 2014-D2 <br>5.00%, 07/01/2028 | 500 | 516791 |
|  Michigan Finance Authority <br>(Michigan Finance Authority Tobacco Settlement Revenue) <br>Series 2020-B <br>Zero Coupon, 06/01/2065 | 155 | 13097 |
|  Michigan State Hospital Finance Authority <br>(Trinity Health Corp.) <br>Series 2017-C <br>5.00%, 12/01/2023 | 445 | 455326 |
|  Michigan Tobacco Settlement Finance Authority <br>(Tobacco Settlement Financing Corp./MI) <br>Series 2008-C <br>Zero Coupon, 06/01/2058 | 1600 | 71599 |
|  |  | 1389111 |
|  **Minnesota – 0.7%** | **Minnesota – 0.7%** | **Minnesota – 0.7%** |
|  Minneapolis-St Paul Metropolitan Airports Commission <br>Series 2022-B <br>4.25%, 01/01/2041 | 230 | 217946 |
|  State of Minnesota <br>Series 2021-A <br>4.00%, 09/01/2039 | 255 | 263505 |
|  |  | 481451 |

---

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| | | |
|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  **Missouri – 1.0%** | **Missouri – 1.0%** | **Missouri – 1.0%** |
|  Cape Girardeau County Industrial Development Authority <br>(SoutheastHEALTH Obligated Group) <br>Series 2017-A <br>5.00%, 03/01/2036 | $450 | $459275 |
|  Lee's Summit Industrial Development Authority <br>(John Knox Village Obligated Group) <br>Series 2016-A <br>5.00%, 08/15/2046 | 245 | 210337 |
|  |  | 669612 |
|  **Nevada – 0.3%** | **Nevada – 0.3%** | **Nevada – 0.3%** |
|  City of Sparks NV <br>(City of Sparks NV Sales Tax) <br>Series 2019-A <br>2.75%, 06/15/2028<sup>(a)</sup> | 100 | 88561 |
|  State of Nevada Department of Business & Industry <br>(Fulcrum Sierra Biofuels LLC) <br>Series 2018 <br>6.95%, 02/15/2038<sup>(a)</sup> | 100 | 89073 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177634 |
|  **New Jersey – 4.7%** | **New Jersey – 4.7%** | **New Jersey – 4.7%** |
|  New Jersey Economic Development Authority <br>(North Star Academy Charter School of Newark, Inc.) <br>Series 2017 <br>5.00%, 07/15/2047 | 415 | 417385 |
|  New Jersey Economic Development Authority <br>(Port Newark Container Terminal LLC) <br>Series 2017 <br>5.00%, 10/01/2047 | 415 | 406303 |
|  New Jersey Health Care Facilities Financing Authority <br>(RWJ Barnabas Health Obligated Group) <br>Series 2019 <br>5.00%, 07/01/2042 | 375 | 392977 |
|  New Jersey Transportation Trust Fund Authority <br>(New Jersey Transportation Trust Fund Authority State Lease) <br>Series 2019 <br>5.00%, 06/15/2038 | 250 | 259478 |
|  New Jersey Turnpike Authority<br>Series 2014-A<br>5.00%, 01/01/2029 | 675 | 697264 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-A<br>4.00%, 01/01/2042 | 500 | 493993 |
|  Tobacco Settlement Financing Corp./NJ <br>Series 2018-B <br>5.00%, 06/01/2046 | 515 | 497732 |
|  |  | 3165132 |

---

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| | | |
|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  **New York – 3.2%** | **New York – 3.2%** | **New York – 3.2%** |
|  Build NYC Resource Corp. <br>(Integration Charter Schools) <br>Series 2021 <br>5.00%, 06/01/2056<sup>(a)</sup> | $100 | $86661 |
|  County of Nassau NY<br>Series 2017-C<br>5.00%, 10/01/2026 | 225 | 242607 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2022-A<br>4.00%, 04/01/2042 | 190 | 181966 |
|  Metropolitan Transportation Authority <br>Series 2016-D <br>5.00%, 11/15/2030 | 245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250649 |
|  New York City Transitional Finance Authority Building Aid Revenue <br>(New York City Transitional Finance Authority Building Aid Revenue State Lease) <br>Series 2018-S <br>5.00%, 07/15/2032 | 195 | 214493 |
|  New York Counties Tobacco Trust V <br>Series 2005 <br>Zero Coupon, 06/01/2050 | 550 | 72084 |
|  New York Liberty Development Corp. <br>(Goldman Sachs Headquarters LLC) <br>Series 2005 <br>5.25%, 10/01/2035 | 200 | 219512 |
|  New York State Thruway Authority <br>(New York State Thruway Authority Gen Toll Road) <br>Series 2020-N <br>5.00%, 01/01/2039 | 295 | 316930 |
|  New York Transportation Development Corp. <br>(Laguardia Gateway Partners LLC) <br>Series 2016-A <br>5.00%, 07/01/2041 | 460 | 460932 |
|  Westchester County Local Development Corp. <br>(Purchase Senior Learning Community Obligated Group) <br>Series 2021 <br>2.875%, 07/01/2026<sup>(a)</sup> | 100 | 96361 |
|  |  | 2142195 |
|  **North Carolina – 0.3%** | **North Carolina – 0.3%** | **North Carolina – 0.3%** |
|  North Carolina Turnpike Authority <br>Series 2020 <br>5.00%, 02/01/2024 | 175 | 179121 |
|  **Ohio – 3.3%** | **Ohio – 3.3%** | **Ohio – 3.3%** |
|  Buckeye Tobacco Settlement Financing Authority<br>Series 2020-B<br>Zero Coupon, 06/01/2057 | 395 | 46173 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 06/01/2055 | 985 | 902483 |
|  County of Allen OH Hospital Facilities Revenue <br>(Bon Secours Mercy Health, Inc.) <br>Series 2017-A <br>5.00%, 08/01/2028 | 315 | 343613 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** | **U.S. $ Value** |
|  County of Cuyahoga OH <br>(MetroHealth System (The)) <br>Series 2017 <br>5.00%, 02/15/2042 | $| 560 | $| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;567169 |
|  County of Miami OH <br>(Kettering Health Network Obligated Group) <br>Series 2019 <br>5.00%, 08/01/2033 |  | 195 |  | 207309 |
|  County of Washington OH <br>(Marietta Area Health Care, Inc. Obligated Group) <br>Series 2022 <br>6.75%, 12/01/2052 |  | 100 |  | 98665 |
|  Port of Greater Cincinnati Development Authority <br>Series 2021 <br>4.375%, 06/15/2056 |  | 100 |  | 91973 |
|  |  |  |  | 2257385 |
|  **Oklahoma – 0.1%** | **Oklahoma – 0.1%** | **Oklahoma – 0.1%** | **Oklahoma – 0.1%** | **Oklahoma – 0.1%** |
|  Oklahoma Development Finance Authority <br>(OU Medicine Obligated Group) <br>Series 2022-A <br>5.50%, 08/15/2044 |  | 100 |  | 94199 |
|  **Oregon – 0.1%** | **Oregon – 0.1%** | **Oregon – 0.1%** | **Oregon – 0.1%** | **Oregon – 0.1%** |
|  Yamhill County Hospital Authority <br>(Friendsview Manor Obligated Group) <br>Series 2021-B <br>1.75%, 11/15/2026 |  | 65 |  | 59903 |
|  **Pennsylvania – 2.1%** | **Pennsylvania – 2.1%** | **Pennsylvania – 2.1%** | **Pennsylvania – 2.1%** | **Pennsylvania – 2.1%** |
|  Allentown Neighborhood Improvement Zone Development Authority <br>Series 2017 <br>5.00%, 05/01/2042<sup>(a)</sup> |  | 220 |  | 199047 |
|  Berks County Industrial Development Authority <br>(Tower Health Obligated Group) <br>Series 2017 <br>5.00%, 11/01/2047 |  | 100 |  | 67753 |
|  Commonwealth of Pennsylvania <br>Series 2016 <br>5.00%, 09/15/2023 |  | 600 |  | 611761 |
|  Crawford County Hospital Authority <br>(Meadville Medical Center Obligated Group) <br>Series 2016-A <br>6.00%, 06/01/2051 |  | 215 |  | 217497 |
|  Pennsylvania Economic Development Financing Authority <br>(PA Bridges Finco LP) <br>Series 2015 <br>5.00%, 12/31/2034 |  | 220 |  | 222934 |
|  Philadelphia Authority for Industrial Development <br>(Philadelphia Performing Arts Charter School) <br>Series 2020 <br>5.00%, 06/15/2040<sup>(a)</sup> |  | 100 |  | 93563 |
|  |  |  |  | 1412555 |

---

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---

| | | |
|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  **Puerto Rico – 3.9%** | **Puerto Rico – 3.9%** | **Puerto Rico – 3.9%** |
|  Children's Trust Fund <br>Series 2008-A <br>Zero Coupon, 05/15/2057 | $2000 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132176 |
|  Commonwealth of Puerto Rico<br>Series 2021-A<br>Zero Coupon, 07/01/2024 | 9 | 8507 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zero Coupon, 07/01/2033 | 36 | 19507 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 07/01/2033 | 28 | 24077 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 07/01/2035 | 25 | 21174 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 07/01/2037 | 21 | 17804 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 07/01/2041 | 29 | 23266 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 07/01/2046 | 30 | 23241 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 07/01/2023 | 15 | 15534 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.375%, 07/01/2025 | 31 | 31273 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.625%, 07/01/2027 | 31 | 31275 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.625%, 07/01/2029 | 30 | 30778 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 07/01/2031 | 29 | 29946 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2022-A<br>5.068%, 11/01/2051 | 155 | 69169 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2022-C<br>0.01%, 11/01/2043 | 317 | 144344 |
|  GDB Debt Recovery Authority of Puerto Rico <br>Series 2018 <br>7.50%, 08/20/2040 | 71 | 59192 |
|  Puerto Rico Commonwealth Aqueduct & Sewer Authority <br>Series 2008-A <br>6.125%, 07/01/2024 | 10 | 10198 |
|  Puerto Rico Electric Power Authority<br>Series 2007-T<br>5.00%, 07/01/2032<sup>(c) (d)</sup> | 65 | 47938 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 07/01/2037<sup>(c) (d)</sup> | 110 | 81125 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2008-W<br>5.00%, 07/01/2028<sup>(c) (d)</sup> | 90 | 66375 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 07/01/2038<sup>(c) (d)</sup> | 100 | 74375 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2008-WW<br>5.375%, 07/01/2024<sup>(c) (d)</sup> | 45 | 33356 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2010-A<br>5.25%, 07/01/2030<sup>(c) (d)</sup> | 55 | 40700 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2010-C<br>5.00%, 07/01/2024<sup>(c) (d)</sup> | 25 | 18438 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 07/01/2028<sup>(c) (d)</sup> | 65 | 48100 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2010-DDD<br>5.00%, 07/01/2021<sup>(c) (e)</sup> | 15 | 11025 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2010-X<br>5.25%, 07/01/2040<sup>(c) (d)</sup> | 70 | 51800 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2010-ZZ<br>5.25%, 07/01/2024<sup>(c) (d)</sup> | 25 | 18500 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2012-A<br>5.00%, 07/01/2029<sup>(c) (d)</sup> | 40 | 29500 |
| &nbsp;&nbsp;&nbsp;&nbsp; AGM Series 2007-V<br>5.25%, 07/01/2031 | 245 | 244879 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** | **U.S. $ Value** |
|  Puerto Rico Industrial Tourist Educational Medical & Environmental Control Facilities Financing Auth <br>(AES Puerto Rico LP) <br>Series 2000 <br>6.625%, 06/01/2026 | $| 205 | $| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212353 |
|  Puerto Rico Sales Tax Financing Corp. Sales Tax Revenue<br>Series 2018-A<br>Zero Coupon, 07/01/2024 |  | 2 |  | 1857 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zero Coupon, 07/01/2027 |  | 6 |  | 4828 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zero Coupon, 07/01/2029 |  | 6 |  | 4358 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zero Coupon, 07/01/2046 |  | 419 |  | 105075 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2019-A<br>4.329%, 07/01/2040 |  | 100 |  | 90342 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 07/01/2058 |  | 772 |  | 730552 |
|  |  |  |  | 2606937 |
|  **Tennessee – 0.8%** | **Tennessee – 0.8%** | **Tennessee – 0.8%** | **Tennessee – 0.8%** | **Tennessee – 0.8%** |
|  Bristol Industrial Development Board <br>(Bristol Industrial Development Board Sales Tax) <br>Series 2016-A <br>5.125%, 12/01/2042<sup>(a)</sup> |  | 280 |  | 256354 |
|  Metropolitan Government Nashville & Davidson County Health & Educational Facilities Board <br>(Trousdale Foundation Obligated Group) <br>Series 2018-A <br>6.25%, 04/01/2049<sup>(a) (c) (d)</sup> |  | 100 |  | 37600 |
|  Metropolitan Government Nashville & Davidson County Industrial Development Board <br>(South Nashville Central Business Improvement District) <br>Series 2021 <br>4.00%, 06/01/2051<sup>(a)</sup> |  | 100 |  | 77599 |
|  Tennessee Housing Development Agency <br>Series 2017 <br>4.00%, 07/01/2048 |  | 135 |  | 135107 |
|  |  |  |  | 506660 |
|  **Texas – 4.4%** | **Texas – 4.4%** | **Texas – 4.4%** | **Texas – 4.4%** | **Texas – 4.4%** |
|  Baytown Municipal Development District <br>(Baytown Municipal Development District Hotel Occupancy Tax) <br>Series 2021 <br>4.00%, 10/01/2050 |  | 100 |  | 79895 |
|  Brazoria County Industrial Development Corp. <br>(Aleon Renewable Metals LLC) <br>Series 2022 <br>10.00%, 06/01/2042<sup>(a)</sup> |  | 100 |  | 97657 |
|  Decatur Hospital Authority <br>Series 2021 <br>4.00%, 09/01/2044 |  | 250 |  | 207776 |
|  Harris County-Houston Sports Authority <br>AGM Series 2014-A <br>5.00%, 11/15/2025 |  | 615 |  | 638361 |
|  Hidalgo County Regional Mobility Authority<br>Series 2022-A<br>Zero Coupon, 12/01/2051 |  | 400 |  | 85077 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** | **U.S. $ Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2022-B<br>Zero Coupon, 12/01/2055 | $| 100 | $| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13166 |
|  Irving Hospital Authority <br>(Baylor Medical Center at Irving) <br>Series 2017-A <br>5.00%, 10/15/2044 |  | 500 |  | 507170 |
|  New Hope Cultural Education Facilities Finance Corp. <br>(Longhorn Village) <br>Series 2017 <br>5.00%, 01/01/2037 |  | 325 |  | 311661 |
|  New Hope Cultural Education Facilities Finance Corp. <br>(BSPV - Plano LLC) <br>Series 2019 <br>7.25%, 12/01/2053<sup>(c) (d)</sup> |  | 35 |  | 31500 |
|  Tarrant County Cultural Education Facilities Finance Corp. <br>(Trinity Terrace Project) <br>Series 2014-A1 <br>5.00%, 10/01/2044 |  | 300 |  | 300395 |
|  Tarrant County Cultural Education Facilities Finance Corp. <br>(Stayton at Museum Way) <br>Series 2020-A <br>5.75%, 12/01/2054 |  | 180 |  | 126423 |
|  Texas Private Activity Bond Surface Transportation Corp. <br>(NTE Mobility Partners Segments 3 LLC) <br>Series 2019 <br>5.00%, 06/30/2058 |  | 230 |  | 227350 |
|  Uptown Development Authority <br>Series 2017-A <br>5.00%, 09/01/2040 |  | 325 |  | 326847 |
|  |  |  |  | 2953278 |
|  **Utah – 0.4%** | **Utah – 0.4%** | **Utah – 0.4%** | **Utah – 0.4%** | **Utah – 0.4%** |
|  City of Salt Lake City UT Airport Revenue <br>Series 2018-A <br>5.00%, 07/01/2048 |  | 255 |  | 257759 |
|  **Vermont – 0.4%** | **Vermont – 0.4%** | **Vermont – 0.4%** | **Vermont – 0.4%** | **Vermont – 0.4%** |
|  Vermont Economic Development Authority <br>(Casella Waste Systems, Inc.) <br>Series 2018 <br>4.625%, 04/01/2036<sup>(a)</sup> |  | 100 |  | 96801 |
|  Vermont Economic Development Authority <br>(Wake Robin Corp.) <br>Series 2017-A <br>5.00%, 05/01/2047 |  | 235 |  | 205342 |
|  |  |  |  | 302143 |
|  **Virginia – 1.1%** | **Virginia – 1.1%** | **Virginia – 1.1%** | **Virginia – 1.1%** | **Virginia – 1.1%** |
|  Richmond Redevelopment & Housing Authority <br>(American Tobacco Holdings LLC) <br>Series 2017 <br>5.55%, 01/01/2037<sup>(a)</sup> |  | 220 |  | 197896 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** | **U.S. $ Value** |
|  Tobacco Settlement Financing Corp./VA <br>Series 2007-B1 <br>5.00%, 06/01/2047 | $| 410 | $| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;382072 |
|  Virginia Small Business Financing Authority <br>(Total Fiber Recovery @ Chesapeake LLC)<br>Series 2022<br>6.50%, 06/01/2029<sup>(a)</sup> |  | 100 |  | 95769 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.50%, 06/01/2042<sup>(a)</sup> |  | 100 |  | 92607 |
|  |  |  |  | 768344 |
|  **Washington – 1.1%** | **Washington – 1.1%** | **Washington – 1.1%** | **Washington – 1.1%** | **Washington – 1.1%** |
|  Kalispel Tribe of Indians <br>Series 2018-B <br>5.25%, 01/01/2038<sup>(a)</sup> |  | 155 |  | 162354 |
|  King County Public Hospital District No. 1 <br>Series 2018 <br>5.00%, 12/01/2031 |  | 265 |  | 289996 |
|  Washington State Housing Finance Commission <br>(Presbyterian Retirement Communities Northwest Obligated Group) <br>Series 2016 <br>5.00%, 01/01/2046<sup>(a)</sup> |  | 315 |  | 256960 |
|  |  |  |  | 709310 |
|  **Wisconsin – 2.9%** | **Wisconsin – 2.9%** | **Wisconsin – 2.9%** | **Wisconsin – 2.9%** | **Wisconsin – 2.9%** |
|  City of Milwaukee WI <br>AGM Series 2022-N <br>5.00%, 04/01/2032 |  | 670 |  | 771326 |
|  Wisconsin Health & Educational Facilities Authority <br>(Oakwood Lutheran Senior Ministries Obligated Group) <br>Series 2021 <br>4.00%, 01/01/2047 |  | 100 |  | 74485 |
|  Wisconsin Public Finance Authority <br>Series 2022 <br>6.00%, 02/01/2062<sup>(a)</sup> |  | 150 |  | 141292 |
|  Wisconsin Public Finance Authority <br>(Bancroft Neurohealth Obligated Group) <br>Series 2016 <br>5.125%, 06/01/2048<sup>(a)</sup> |  | 160 |  | 145515 |
|  Wisconsin Public Finance Authority <br>(Celanese US Holdings LLC) <br>Series 2016-A <br>5.00%, 01/01/2024 |  | 265 |  | 267068 |
|  Wisconsin Public Finance Authority <br>(CFC-SA LLC) <br>Series 2022 <br>5.00%, 02/01/2052 |  | 100 |  | 92558 |
|  Wisconsin Public Finance Authority <br>(Gannon University)<br>Series 2017<br>5.00%, 05/01/2042 |  | 100 |  | 99147 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 05/01/2047 |  | 310 |  | 300706 |

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------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** | **U.S. $ Value** |
|  Wisconsin Public Finance Authority <br>(Samaritan Housing Foundation Obligated Group) <br>Series 2021 <br>4.00%, 06/01/2056<sup>(a)</sup> | $| 100 | $| 63483 |
|  |  |  |  | 1955580 |
|  Total Long-Term Municipal Bonds <br>(cost $44,042,803) | Total Long-Term Municipal Bonds <br>(cost $44,042,803) | Total Long-Term Municipal Bonds <br>(cost $44,042,803) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40871076 |
|  **Short-Term Municipal Notes – 0.5%** | **Short-Term Municipal Notes – 0.5%** | **Short-Term Municipal Notes – 0.5%** | **Short-Term Municipal Notes – 0.5%** | **Short-Term Municipal Notes – 0.5%** |
|  **Iowa – 0.5%** | **Iowa – 0.5%** | **Iowa – 0.5%** | **Iowa – 0.5%** | **Iowa – 0.5%** |
|  Iowa Finance Authority <br>(Iowa Health System Obligated Group) <br>Series 2018 <br>0.92%, 07/01/2041<sup>(f)</sup><br>(cost $350,000) |  | 350 |  | 350000 |
|  Total Municipal Obligations <br>(cost $44,392,803) | Total Municipal Obligations <br>(cost $44,392,803) | Total Municipal Obligations <br>(cost $44,392,803) |  | 41221076 |
|  | **Shares** | **Shares** |  |  |
|  **COMMON STOCKS – 31.8%** | **COMMON STOCKS – 31.8%** | **COMMON STOCKS – 31.8%** | **COMMON STOCKS – 31.8%** | **COMMON STOCKS – 31.8%** |
|  **Information Technology – 7.7%** | **Information Technology – 7.7%** | **Information Technology – 7.7%** | **Information Technology – 7.7%** | **Information Technology – 7.7%** |
|  **Communications Equipment – 0.2%** | **Communications Equipment – 0.2%** | **Communications Equipment – 0.2%** | **Communications Equipment – 0.2%** | **Communications Equipment – 0.2%** |
|  Juniper Networks, Inc. |  | 3372 |  | 112085 |
|  **IT Services – 1.9%** | **IT Services – 1.9%** | **IT Services – 1.9%** | **IT Services – 1.9%** | **IT Services – 1.9%** |
|  Amdocs Ltd. |  | 102 |  | 9064 |
|  Automatic Data Processing, Inc. |  | 667 |  | 176181 |
|  Capgemini SE |  | 449 |  | 81178 |
|  Fidelity National Information Services, Inc. |  | 1013 |  | 73524 |
|  FleetCor Technologies, Inc.<sup>(c)</sup> |  | 65 |  | 12753 |
|  Gartner, Inc.<sup>(c)</sup> |  | 189 |  | 66220 |
|  Genpact Ltd. |  | 1580 |  | 72854 |
|  International Business Machines Corp. |  | 978 |  | 145624 |
|  Mastercard, Inc. - Class A |  | 730 |  | 260172 |
|  Otsuka Corp. |  | 1400 |  | 47121 |
|  Paychex, Inc. |  | 932 |  | 115596 |
|  VeriSign, Inc.<sup>(c)</sup> |  | 413 |  | 82521 |
|  Visa, Inc. - Class A |  | 532 |  | 115444 |
|  |  |  |  | 1258252 |
|  **Semiconductors & Semiconductor Equipment – 0.9%** | **Semiconductors & Semiconductor Equipment – 0.9%** | **Semiconductors & Semiconductor Equipment – 0.9%** | **Semiconductors & Semiconductor Equipment – 0.9%** | **Semiconductors & Semiconductor Equipment – 0.9%** |
|  Broadcom, Inc. |  | 304 |  | 167513 |
|  Enphase Energy, Inc.<sup>(c)</sup> |  | 467 |  | 149716 |
|  KLA Corp. |  | 389 |  | 152935 |
|  Micron Technology, Inc. |  | 1678 |  | 96737 |
|  QUALCOMM, Inc. |  | 130 |  | 16444 |
|  Texas Instruments, Inc. |  | 174 |  | 31400 |
|  |  |  |  | 614745 |
|  **Software – 3.3%** | **Software – 3.3%** | **Software – 3.3%** | **Software – 3.3%** | **Software – 3.3%** |
|  Adobe, Inc.<sup>(c)</sup> |  | 157 |  | 54154 |
|  Autodesk, Inc.<sup>(c)</sup> |  | 593 |  | 119756 |
|  Bentley Systems, Inc. - Class B |  | 1449 |  | 57395 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| **Company** | **Shares** | **U.S. $ Value** | **U.S. $ Value** |
|  Cadence Design Systems, Inc.<sup>(c)</sup> | 761 | $| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130922 |
|  Constellation Software, Inc./Canada | 64 |  | 103175 |
|  Crowdstrike Holdings, Inc. - Class A<sup>(c)</sup> | 252 |  | 29648 |
|  Dropbox, Inc. - Class A<sup>(c)</sup> | 5351 |  | 126069 |
|  Fair Isaac Corp.<sup>(c)</sup> | 75 |  | 46479 |
|  Fortinet, Inc.<sup>(c)</sup> | 2029 |  | 107862 |
|  Microsoft Corp. | 2559 |  | 652903 |
|  NortonLifeLock, Inc. | 9219 |  | 211668 |
|  Oracle Corp. | 1663 |  | 138079 |
|  Palo Alto Networks, Inc.<sup>(c)</sup> | 661 |  | 112304 |
|  Sage Group PLC (The) | 3827 |  | 37120 |
|  ServiceNow, Inc.<sup>(c)</sup> | 435 |  | 181091 |
|  Synopsys, Inc.<sup>(c)</sup> | 219 |  | 74359 |
|  VMware, Inc. - Class A<sup>(c)</sup> | 645 |  | 78361 |
|  |  |  | 2261345 |
|  **Technology Hardware, Storage & Peripherals – 1.4%** | **Technology Hardware, Storage & Peripherals – 1.4%** | **Technology Hardware, Storage & Peripherals – 1.4%** | **Technology Hardware, Storage & Peripherals – 1.4%** |
|  Apple, Inc. | 4906 |  | 726235 |
|  NetApp, Inc. | 1730 |  | 116966 |
|  Ricoh Co., Ltd. | 14500 |  | 115180 |
|  |  |  | 958381 |
|  |  |  | 5204808 |
|  **Health Care – 5.5%** | **Health Care – 5.5%** | **Health Care – 5.5%** | **Health Care – 5.5%** |
|  **Biotechnology – 0.8%** | **Biotechnology – 0.8%** | **Biotechnology – 0.8%** | **Biotechnology – 0.8%** |
|  AbbVie, Inc. | 1611 |  | 259661 |
|  Alnylam Pharmaceuticals, Inc.<sup>(c)</sup> | 34 |  | 7500 |
|  Amgen, Inc. | 456 |  | 130599 |
|  Genmab A/S<sup>(c)</sup> | 15 |  | 6951 |
|  Moderna, Inc.<sup>(c)</sup> | 876 |  | 154097 |
|  |  |  | 558808 |
|  **Health Care Equipment & Supplies – 0.2%** | **Health Care Equipment & Supplies – 0.2%** | **Health Care Equipment & Supplies – 0.2%** | **Health Care Equipment & Supplies – 0.2%** |
|  Coloplast A/S - Class B | 169 |  | 19978 |
|  Hologic, Inc.<sup>(c)</sup> | 1299 |  | 98932 |
|  |  |  | 118910 |
|  **Health Care Providers & Services – 1.8%** | **Health Care Providers & Services – 1.8%** | **Health Care Providers & Services – 1.8%** | **Health Care Providers & Services – 1.8%** |
|  AmerisourceBergen Corp. | 807 |  | 137747 |
|  Cardinal Health, Inc. | 1613 |  | 129314 |
|  Centene Corp.<sup>(c)</sup> | 2315 |  | 201521 |
|  CVS Health Corp. | 1514 |  | 154246 |
|  Elevance Health, Inc. | 96 |  | 51160 |
|  Humana, Inc. | 248 |  | 136375 |
|  McKesson Corp. | 259 |  | 98855 |
|  Molina Healthcare, Inc.<sup>(c)</sup> | 315 |  | 106083 |
|  UnitedHealth Group, Inc. | 323 |  | 176927 |
|  |  |  | 1192228 |
|  **Life Sciences Tools & Services – 0.2%** | **Life Sciences Tools & Services – 0.2%** | **Life Sciences Tools & Services – 0.2%** | **Life Sciences Tools & Services – 0.2%** |
|  Mettler-Toledo International, Inc.<sup>(c)</sup> | 98 |  | 144017 |
|  Sartorius Stedim Biotech | 12 |  | 4096 |
|  Thermo Fisher Scientific, Inc. | 33 |  | 18487 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166600 |

---

------

---

| | | |
|:---|:---|:---|
| **Company** | **Shares** | **U.S. $ Value** |
|  **Pharmaceuticals – 2.5%** | **Pharmaceuticals – 2.5%** | **Pharmaceuticals – 2.5%** |
|  Bayer AG (REG) | 2061 | $119614 |
|  Chugai Pharmaceutical Co., Ltd. | 1400 | 37283 |
|  Eli Lilly & Co. | 712 | 264209 |
|  Johnson & Johnson | 512 | 91136 |
|  Merck & Co., Inc. | 1764 | 194251 |
|  Novo Nordisk A/S - Class B | 2761 | 346335 |
|  Pfizer, Inc. | 3686 | 184779 |
|  Roche Holding AG (BR) | 110 | 44189 |
|  Roche Holding AG (Genusschein) | 865 | 282529 |
|  Takeda Pharmaceutical Co., Ltd. | 3900 | 114673 |
|  |  | 1678998 |
|  |  | 3715544 |
|  **Financials – 4.8%** | **Financials – 4.8%** | **Financials – 4.8%** |
|  **Banks – 1.8%** | **Banks – 1.8%** | **Banks – 1.8%** |
|  Bank Leumi Le-Israel BM | 9311 | 85354 |
|  CaixaBank SA | 1564 | 5815 |
|  Citizens Financial Group, Inc. | 1626 | 68910 |
|  Commerzbank AG<sup>(c)</sup> | 14275 | 119569 |
|  DBS Group Holdings Ltd. | 1900 | 49550 |
|  Fifth Third Bancorp | 525 | 19089 |
|  JPMorgan Chase & Co. | 701 | 96864 |
|  KBC Group NV | 308 | 17061 |
|  KeyCorp | 3954 | 74375 |
|  Mitsubishi UFJ Financial Group, Inc. | 10600 | 57807 |
|  NatWest Group PLC | 30446 | 96828 |
|  Nordea Bank Abp | 10452 | 109840 |
|  Oversea-Chinese Banking Corp., Ltd. | 10100 | 93088 |
|  Resona Holdings, Inc. | 2400 | 11550 |
|  Royal Bank of Canada | 1153 | 114670 |
|  Societe Generale SA | 5045 | 126978 |
|  Toronto-Dominion Bank (The) | 1006 | 66957 |
|  |  | 1214305 |
|  **Capital Markets – 0.6%** | **Capital Markets – 0.6%** | **Capital Markets – 0.6%** |
|  Ameriprise Financial, Inc. | 110 | 36514 |
|  Carlyle Group, Inc. (The) | 2581 | 80450 |
|  Goldman Sachs Group, Inc. (The) | 348 | 134380 |
|  Houlihan Lokey, Inc. | 751 | 73861 |
|  Partners Group Holding AG | 16 | 15942 |
|  Singapore Exchange Ltd. | 5800 | 38822 |
|  |  | 379969 |
|  **Insurance – 2.2%** | **Insurance – 2.2%** | **Insurance – 2.2%** |
|  Admiral Group PLC | 710 | 17358 |
|  Aon PLC - Class A | 98 | 30211 |
|  Aviva PLC | 21018 | 113482 |
|  AXA SA | 1769 | 50007 |
|  Fidelity National Financial, Inc. | 2817 | 113694 |
|  Japan Post Holdings Co., Ltd. | 16100 | 126194 |
|  Japan Post Insurance Co., Ltd. | 7000 | 116415 |
|  Legal & General Group PLC | 14040 | 43069 |
|  Lincoln National Corp. | 1131 | 44041 |
|  Marsh & McLennan Cos., Inc. | 451 | 78104 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| **Company** | **Shares** | **U.S. $ Value** | **U.S. $ Value** |
|  Medibank Pvt Ltd. | 47993 | $| 95755 |
|  MetLife, Inc. | 844 |  | 64735 |
|  NN Group NV | 4028 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172143 |
|  Principal Financial Group, Inc. | 695 |  | 62328 |
|  Progressive Corp. (The) | 544 |  | 71890 |
|  Prudential Financial, Inc. | 1147 |  | 123910 |
|  Sampo Oyj - Class A | 1821 |  | 92221 |
|  Willis Towers Watson PLC | 361 |  | 88864 |
|  |  |  | 1504421 |
|  **Mortgage Real Estate Investment Trusts (REITs) – 0.2%** | **Mortgage Real Estate Investment Trusts (REITs) – 0.2%** | **Mortgage Real Estate Investment Trusts (REITs) – 0.2%** | **Mortgage Real Estate Investment Trusts (REITs) – 0.2%** |
|  Annaly Capital Management, Inc. | 6333 |  | 137236 |
|  |  |  | 3235931 |
|  **Energy – 2.3%** | **Energy – 2.3%** | **Energy – 2.3%** | **Energy – 2.3%** |
|  **Oil, Gas & Consumable Fuels – 2.3%** | **Oil, Gas & Consumable Fuels – 2.3%** | **Oil, Gas & Consumable Fuels – 2.3%** | **Oil, Gas & Consumable Fuels – 2.3%** |
|  Cenovus Energy, Inc. | 2483 |  | 49378 |
|  ConocoPhillips | 1248 |  | 154140 |
|  Coterra Energy, Inc. | 728 |  | 20318 |
|  Devon Energy Corp. | 654 |  | 44812 |
|  Eni SpA | 9868 |  | 147132 |
|  EOG Resources, Inc. | 949 |  | 134692 |
|  Equinor ASA | 7400 |  | 284980 |
|  Exxon Mobil Corp. | 148 |  | 16478 |
|  Inpex Corp. | 1000 |  | 11020 |
|  Keyera Corp. | 706 |  | 16449 |
|  Marathon Petroleum Corp. | 1145 |  | 139472 |
|  Repsol SA | 5420 |  | 83686 |
|  Shell PLC | 4415 |  | 129209 |
|  Suncor Energy, Inc. | 1872 |  | 61553 |
|  Texas Pacific Land Corp. | 26 |  | 67406 |
|  Valero Energy Corp. | 1019 |  | 136159 |
|  Woodside Energy Group Ltd. | 2321 |  | 58616 |
|  |  |  | 1555500 |
|  **Communication Services – 2.0%** | **Communication Services – 2.0%** | **Communication Services – 2.0%** | **Communication Services – 2.0%** |
|  **Diversified Telecommunication Services – 0.7%** | **Diversified Telecommunication Services – 0.7%** | **Diversified Telecommunication Services – 0.7%** | **Diversified Telecommunication Services – 0.7%** |
|  BCE, Inc. | 899 |  | 42813 |
|  Comcast Corp. - Class A | 2079 |  | 76174 |
|  Deutsche Telekom AG (REG) | 1694 |  | 34461 |
|  HKT Trust & HKT Ltd. | 47000 |  | 57308 |
|  Nippon Telegraph & Telephone Corp. | 2400 |  | 66550 |
|  Orange SA | 975 |  | 9907 |
|  Spark New Zealand Ltd. | 37539 |  | 122381 |
|  Telefonica SA | 8347 |  | 31157 |
|  Telstra Group Ltd. | 18616 |  | 50509 |
|  |  |  | 491260 |
|  **Entertainment – 0.3%** | **Entertainment – 0.3%** | **Entertainment – 0.3%** | **Entertainment – 0.3%** |
|  Electronic Arts, Inc. | 1133 |  | 148174 |
|  Ubisoft Entertainment SA<sup>(c)</sup> | 609 |  | 16941 |
|  |  |  | 165115 |
|  **Interactive Media & Services – 0.8%** | **Interactive Media & Services – 0.8%** | **Interactive Media & Services – 0.8%** | **Interactive Media & Services – 0.8%** |
|  Alphabet, Inc. - Class A<sup>(c)</sup> | 1550 |  | 156535 |
|  Alphabet, Inc. - Class C<sup>(c)</sup> | 2628 |  | 266610 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| **Company** | **Shares** | **U.S. $ Value** | **U.S. $ Value** |
|  Auto Trader Group PLC<sup>(a)</sup> | 8005 | $| 55261 |
|  Kakaku.com, Inc. | 1400 |  | 25164 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;503570 |
|  **Media – 0.1%** | **Media – 0.1%** | **Media – 0.1%** | **Media – 0.1%** |
|  Dentsu Group, Inc. | 100 |  | 3238 |
|  Omnicom Group, Inc. | 297 |  | 23689 |
|  Trade Desk, Inc. (The) - Class A<sup>(c)</sup> | 804 |  | 41920 |
|  |  |  | 68847 |
|  **Wireless Telecommunication Services – 0.1%** | **Wireless Telecommunication Services – 0.1%** | **Wireless Telecommunication Services – 0.1%** | **Wireless Telecommunication Services – 0.1%** |
|  SoftBank Corp. | 8077 |  | 87875 |
|  |  |  | 1316667 |
|  **Industrials – 1.9%** | **Industrials – 1.9%** | **Industrials – 1.9%** | **Industrials – 1.9%** |
|  **Aerospace & Defense – 0.3%** | **Aerospace & Defense – 0.3%** | **Aerospace & Defense – 0.3%** | **Aerospace & Defense – 0.3%** |
|  BAE Systems PLC | 11971 |  | 118557 |
|  Dassault Aviation SA | 32 |  | 5087 |
|  Huntington Ingalls Industries, Inc. | 490 |  | 113660 |
|  |  |  | 237304 |
|  **Building Products – 0.2%** | **Building Products – 0.2%** | **Building Products – 0.2%** | **Building Products – 0.2%** |
|  Assa Abloy AB - Class B | 1566 |  | 35908 |
|  Owens Corning | 1298 |  | 115314 |
|  |  |  | 151222 |
|  **Construction & Engineering – 0.1%** | **Construction & Engineering – 0.1%** | **Construction & Engineering – 0.1%** | **Construction & Engineering – 0.1%** |
|  AECOM | 425 |  | 36125 |
|  **Machinery – 0.3%** | **Machinery – 0.3%** | **Machinery – 0.3%** | **Machinery – 0.3%** |
|  Caterpillar, Inc. | 34 |  | 8038 |
|  Cummins, Inc. | 332 |  | 83385 |
|  Snap-on, Inc. | 513 |  | 123428 |
|  |  |  | 214851 |
|  **Marine – 0.3%** | **Marine – 0.3%** | **Marine – 0.3%** | **Marine – 0.3%** |
|  AP Moller - Maersk A/S - Class A | 49 |  | 104030 |
|  AP Moller - Maersk A/S - Class B | 3 |  | 6504 |
|  SITC International Holdings Co., Ltd. | 16000 |  | 35494 |
|  ZIM Integrated Shipping Services Ltd. | 4074 |  | 85635 |
|  |  |  | 231663 |
|  **Professional Services – 0.5%** | **Professional Services – 0.5%** | **Professional Services – 0.5%** | **Professional Services – 0.5%** |
|  Booz Allen Hamilton Holding Corp. | 667 |  | 70969 |
|  RELX PLC (Amsterdam) | 3349 |  | 94511 |
|  Thomson Reuters Corp. | 386 |  | 45451 |
|  Wolters Kluwer NV | 992 |  | 109329 |
|  |  |  | 320260 |
|  **Road & Rail – 0.2%** | **Road & Rail – 0.2%** | **Road & Rail – 0.2%** | **Road & Rail – 0.2%** |
|  Canadian National Railway Co. | 534 |  | 68555 |
|  Knight-Swift Transportation Holdings, Inc. | 1019 |  | 56483 |
|  |  |  | 125038 |
|  |  |  | 1316463 |

---

------

---

| | | |
|:---|:---|:---|
| **Company** | **Shares** | **U.S. $ Value** |
|  **Consumer Discretionary – 1.9%** | **Consumer Discretionary – 1.9%** | **Consumer Discretionary – 1.9%** |
|  **Auto Components – 0.1%** | **Auto Components – 0.1%** | **Auto Components – 0.1%** |
|  Aisin Corp. | 300 | $8268 |
|  Lear Corp. | 577 | 83226 |
|  |  | 91494 |
|  **Automobiles – 0.3%** | **Automobiles – 0.3%** | **Automobiles – 0.3%** |
|  Tesla, Inc.<sup>(c)</sup> | 1123 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;218648 |
|  **Hotels, Restaurants & Leisure – 0.4%** | **Hotels, Restaurants & Leisure – 0.4%** | **Hotels, Restaurants & Leisure – 0.4%** |
|  Booking Holdings, Inc.<sup>(c)</sup> | 55 | 114370 |
|  Domino's Pizza, Inc. | 88 | 34208 |
|  Marriott International, Inc./MD - Class A | 211 | 34889 |
|  MGM Resorts International | 1950 | 71877 |
|  Sodexo SA | 164 | 15707 |
|  |  | 271051 |
|  **Household Durables – 0.1%** | **Household Durables – 0.1%** | **Household Durables – 0.1%** |
|  Persimmon PLC | 1189 | 18416 |
|  PulteGroup, Inc. | 1058 | 47378 |
|  |  | 65794 |
|  **Internet & Direct Marketing Retail – 0.4%** | **Internet & Direct Marketing Retail – 0.4%** | **Internet & Direct Marketing Retail – 0.4%** |
|  Amazon.com, Inc.<sup>(c)</sup> | 1859 | 179468 |
|  ZOZO, Inc. | 2600 | 65641 |
|  |  | 245109 |
|  **Leisure Products – 0.1%** | **Leisure Products – 0.1%** | **Leisure Products – 0.1%** |
|  Bandai Namco Holdings, Inc. | 800 | 53008 |
|  **Specialty Retail – 0.5%** | **Specialty Retail – 0.5%** | **Specialty Retail – 0.5%** |
|  AutoZone, Inc.<sup>(c)</sup> | 72 | 185688 |
|  O'Reilly Automotive, Inc.<sup>(c)</sup> | 41 | 35446 |
|  Ulta Beauty, Inc.<sup>(c)</sup> | 196 | 91109 |
|  |  | 312243 |
|  **Textiles, Apparel & Luxury Goods – 0.0%** | **Textiles, Apparel & Luxury Goods – 0.0%** | **Textiles, Apparel & Luxury Goods – 0.0%** |
|  Pandora A/S | 220 | 16749 |
|  |  | 1274096 |
|  **Consumer Staples – 1.7%** | **Consumer Staples – 1.7%** | **Consumer Staples – 1.7%** |
|  **Beverages – 0.2%** | **Beverages – 0.2%** | **Beverages – 0.2%** |
|  Coca-Cola Co. (The) | 1256 | 79894 |
|  Heineken Holding NV | 213 | 16126 |
|  Keurig Dr Pepper, Inc. | 625 | 24169 |
|  Kirin Holdings Co., Ltd. | 2000 | 31571 |
|  |  | 151760 |
|  **Food & Staples Retailing – 0.5%** | **Food & Staples Retailing – 0.5%** | **Food & Staples Retailing – 0.5%** |
|  George Weston Ltd. | 51 | 6387 |
|  Jeronimo Martins SGPS SA | 2201 | 49108 |
|  Koninklijke Ahold Delhaize NV | 4098 | 119424 |
|  Kroger Co. (The) | 2405 | 118302 |
|  Loblaw Cos., Ltd. | 385 | 34746 |
|  Walmart, Inc. | 223 | 33990 |
|  |  | 361957 |

---

------

---

| | | |
|:---|:---|:---|
| **Company** | **Shares** | **U.S. $ Value** |
|  **Food Products – 0.5%** | **Food Products – 0.5%** | **Food Products – 0.5%** |
|  Archer-Daniels-Midland Co. | 1399 | $136402 |
|  Bunge Ltd. | 1169 | 122558 |
|  Nestle SA (REG) | 365 | 43444 |
|  Salmar ASA | 672 | 23688 |
|  |  | 326092 |
|  **Household Products – 0.2%** | **Household Products – 0.2%** | **Household Products – 0.2%** |
|  Colgate-Palmolive Co. | 830 | 64308 |
|  Procter & Gamble Co. (The) | 498 | 74282 |
|  |  | 138590 |
|  **Tobacco – 0.3%** | **Tobacco – 0.3%** | **Tobacco – 0.3%** |
|  Imperial Brands PLC | 4875 | 125390 |
|  Philip Morris International, Inc. | 357 | 35582 |
|  |  | 160972 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1139371 |
|  **Utilities – 1.5%** | **Utilities – 1.5%** | **Utilities – 1.5%** |
|  **Electric Utilities – 0.5%** | **Electric Utilities – 0.5%** | **Electric Utilities – 0.5%** |
|  American Electric Power Co., Inc. | 565 | 54692 |
|  Endesa SA | 2982 | 55181 |
|  Enel SpA | 4450 | 24007 |
|  NRG Energy, Inc. | 2587 | 109818 |
|  Xcel Energy, Inc. | 675 | 47398 |
|  |  | 291096 |
|  **Gas Utilities – 0.4%** | **Gas Utilities – 0.4%** | **Gas Utilities – 0.4%** |
|  AltaGas Ltd. | 5768 | 96780 |
|  Naturgy Energy Group SA | 2070 | 58201 |
|  UGI Corp. | 3265 | 126192 |
|  |  | 281173 |
|  **Independent Power and Renewable Electricity Producers – 0.2%** | **Independent Power and Renewable Electricity Producers – 0.2%** | **Independent Power and Renewable Electricity Producers – 0.2%** |
|  RWE AG | 2957 | 130170 |
|  **Multi-Utilities – 0.4%** | **Multi-Utilities – 0.4%** | **Multi-Utilities – 0.4%** |
|  CenterPoint Energy, Inc. | 4207 | 130880 |
|  E.ON SE | 2268 | 21745 |
|  Sempra Energy | 823 | 136774 |
|  |  | 289399 |
|  |  | 991838 |
|  **Materials – 1.4%** | **Materials – 1.4%** | **Materials – 1.4%** |
|  **Chemicals – 0.4%** | **Chemicals – 0.4%** | **Chemicals – 0.4%** |
|  Mitsubishi Chemical Group Corp. | 5887 | 31434 |
|  OCI NV | 2669 | 112990 |
|  Sumitomo Chemical Co., Ltd. | 31600 | 115208 |
|  |  | 259632 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| **Company** | **Shares** | **Shares** | **U.S. $ Value** |
|  **Containers & Packaging – 0.1%** |  |  |  |
|  Packaging Corp. of America |  | 257 | $34924 |
|  **Metals & Mining – 0.9%** |  |  |  |
|  Anglo American PLC |  | 2181 | 90675 |
|  BHP Group Ltd. |  | 2138 | 66396 |
|  Fortescue Metals Group Ltd. |  | 10187 | 135586 |
|  Glencore PLC |  | 4042 | 27583 |
|  Nippon Steel Corp. |  | 7600 | 121762 |
|  Rio Tinto Ltd. |  | 1302 | 97200 |
|  Teck Resources Ltd. - Class B |  | 3347 | 124062 |
|  |  |  | 663264 |
|  |  |  | 957820 |
|  **Real Estate – 1.1%** |  |  |  |
|  **Equity Real Estate Investment Trusts (REITs) – 1.0%** |  |  |  |
|  Extra Space Storage, Inc. |  | 553 | 88862 |
|  Iron Mountain, Inc. |  | 2268 | 123220 |
|  Land Securities Group PLC |  | 5614 | 41888 |
|  Link REIT |  | 2900 | 19589 |
|  Medical Properties Trust, Inc. |  | 7965 | 104501 |
|  Nippon Building Fund, Inc. |  | 7 | 32652 |
|  Simon Property Group, Inc. |  | 240 | 28666 |
|  Stockland |  | 42964 | 112173 |
|  Vornado Realty Trust |  | 159 | 4021 |
|  Weyerhaeuser Co. |  | 3481 | 113863 |
|  |  |  | 669435 |
|  **Real Estate Management & Development – 0.1%** |  |  |  |
|  Nomura Real Estate Holdings, Inc. |  | 3300 | 79934 |
|  |  |  | 749369 |
|  Total Common Stocks <br>(cost $20,551,380) |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21457407 |
|  **INVESTMENT COMPANIES – 1.6%** |  |  |  |
|  **Funds and Investment Trusts – 1.6%<sup>(g)</sup>** |  |  |  |
|  Vanguard Global ex-U.S. Real Estate ETF |  | 13474 | 569950 |
|  Vanguard Real Estate ETF |  | 6080 | 535526 |
|  Total Investment Companies <br>(cost $1,273,985)1 |  |  | 1105476 |
|  | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** |  |
|  **CORPORATES - NON-INVESTMENT GRADE – 0.1%** |  |  |  |
|  **Industrial – 0.1%** |  |  |  |
|  **Transportation - Airlines – 0.1%** |  |  |  |
|  American Airlines, Inc./AAdvantage Loyalty IP Ltd. <br>5.75%, 04/20/2029<sup>(a)</sup> <br>(cost $100,000) | $— | 100 | 93380 |

---

------

---

| | | |
|:---|:---|:---|
| **Company** | **Shares** | **U.S. $ Value** |
|  **SHORT-TERM INVESTMENTS – 3.8%** |  |  |
|  **Investment Companies – 3.8%** |  |  |
|  AB Fixed Income Shares, Inc. - Government Money<br>Market Portfolio - Class AB, 3.50%<sup>(g) (h) (i)</sup> <br>(cost $2,525,294) | 2525294 | $2525294 |
|  **Total Investments – 98.5%** <br>(cost $68,843,462)<sup>(j)</sup> |  | 66402633 |
|  Other assets less liabilities – 1.5% |  | 1018485 |
|  **Net Assets – 100.0%** |  | $**67421118** |

---

**FUTURES** 

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Number<br>of<br>Contracts** | **Expiration<br>Month** | **Current<br>Notional** | **Value and<br>Unrealized<br>Appreciation<br>(Depreciation)** |
| **Purchased Contracts** |  |  |  |  |
| 10 Yr Mini Japan Government Bond Futures | 3 | December 2022 | $323246 | $460 |
| Euro STOXX 50 Index Futures | 3 | December 2022 | 123779 | 3836 |
| S&P 500 E-Mini Futures | 5 | December 2022 | 1020313 | 93504 |
| U.S. T-Note 10 Yr (CBT) Futures | 20 | March 2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2270000 | 11958 |
| **Sold Contracts** |  |  |  |  |
| 10 Yr Mini Japan Government Bond Futures | 3 | December 2022 | 323246 | (162) |
|  |  |  |  | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109596 |

---

**FORWARD CURRENCY EXCHANGE CONTRACTS** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Contracts to<br>Deliver<br>(000)** | **Contracts to<br>Deliver<br>(000)** | **In Exchange<br>For<br>(000)** | **In Exchange<br>For<br>(000)** | **Settlement<br>Date** | **Unrealized<br>Appreciation<br>(Depreciation)** |
| Bank of America, NA | KRW | 219650 | USD | 154 | 01/30/2023 | $(14898) |
| Barclays Bank PLC | MYR | 3498 | USD | 784 | 12/15/2022 | (7403) |
| Barclays Bank PLC | USD | 195 | MYR | 890 | 12/15/2022 | 5993 |
| Barclays Bank PLC | USD | 564 | MYR | 2488 | 12/15/2022 | (1009) |
| Barclays Bank PLC | INR | 39426 | USD | 484 | 12/21/2022 | (545) |
| Barclays Bank PLC | TWD | 2712 | USD | 84 | 12/21/2022 | (4590) |
| Barclays Bank PLC | USD | 341 | TWD | 10568 | 12/21/2022 | 4882 |
| Barclays Bank PLC | IDR | 1418908 | USD | 91 | 01/26/2023 | 551 |
| Barclays Bank PLC | PHP | 15667 | USD | 266 | 01/26/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(11184) |
| Barclays Bank PLC | USD | 148 | IDR | 2327607 | 01/26/2023 | 446 |
| Barclays Bank PLC | USD | 159 | KRW | 219650 | 01/30/2023 | 9604 |
| Barclays Bank PLC | USD | 79 | CNH | 570 | 02/16/2023 | 1967 |
| BNP Paribas SA | USD | 475 | IDR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7405372 | 01/26/2023 | (2083) |
| Citibank, NA | USD | 188 | PHP | 11209 | 01/26/2023 | 10668 |
| Deutsche Bank AG | INR | 9133 | USD | 110 | 12/21/2022 | (2116) |
| Deutsche Bank AG | TWD | 5993 | USD | 192 | 12/21/2022 | (4439) |
| Deutsche Bank AG | USD | 209 | TWD | 6700 | 12/21/2022 | 10722 |
| Deutsche Bank AG | CNH | 3788 | USD | 529 | 02/16/2023 | (11573) |
| Goldman Sachs Bank USA | USD | 597 | INR | 48559 | 12/21/2022 | 92 |
| Goldman Sachs Bank USA | USD | 251 | PHP | 14829 | 01/26/2023 | 11981 |
| Goldman Sachs Bank USA | CNH | 1261 | USD | 173 | 02/16/2023 | (6835) |
| JPMorgan Chase Bank, NA | TWD | 4907 | USD | 154 | 12/21/2022 | (6999) |
| JPMorgan Chase Bank, NA | USD | 182 | CNH | 1300 | 02/16/2023 | 3336 |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Contracts to<br>Deliver<br>(000)** | **Contracts to<br>Deliver<br>(000)** | **In Exchange<br>For<br>(000)** | **In Exchange<br>For<br>(000)** | **Settlement<br>Date** | **Unrealized<br>Appreciation<br>(Depreciation)** |
| Morgan Stanley Capital Services, Inc. | MYR | 1758 | USD | 374 | 12/15/2022 | $(23022) |
| Morgan Stanley Capital Services, Inc. | USD | 418 | MYR | 1878 | 12/15/2022 | 6831 |
| Morgan Stanley Capital Services, Inc. | TWD | 1828 | USD | 57 | 12/21/2022 | (2408) |
| Morgan Stanley Capital Services, Inc. | USD | 196 | CLP | 174962 | 01/19/2023 | (967) |
| Morgan Stanley Capital Services, Inc. | IDR | 8314071 | USD | 531 | 01/26/2023 | (10) |
| Morgan Stanley Capital Services, Inc. | PHP | 10371 | USD | 181 | 01/26/2023 | (3076) |
| Morgan Stanley Capital Services, Inc. | USD | 451 | CNH | 3179 | 02/16/2023 | 2423 |
| Standard Chartered Bank | TWD | 1828 | USD | 57 | 12/21/2022 | (2380) |
| State Street Bank & Trust Co. | NOK | 1379 | USD | 130 | 12/01/2022 | (10146) |
| State Street Bank & Trust Co. | USD | 133 | NOK | 1379 | 12/01/2022 | 7246 |
| State Street Bank & Trust Co. | USD | 82 | ZAR | 1430 | 12/15/2022 | 854 |
| State Street Bank & Trust Co. | USD | 249 | ZAR | 4306 | 12/15/2022 | (268) |
| State Street Bank & Trust Co. | ZAR | 5736 | USD | 316 | 12/15/2022 | (15792) |
| State Street Bank & Trust Co. | THB | 23402 | USD | 635 | 01/19/2023 | (32209) |
| State Street Bank & Trust Co. | USD | 660 | THB | 23402 | 01/19/2023 | 7229 |
| UBS AG | CLP | 174962 | USD | 194 | 01/19/2023 | (855) |
|  |  |  |  |  |  | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(79982) |

---

**CENTRALLY CLEARED INFLATION (CPI) SWAPS** 

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| | | | **Rate Type** | **Rate Type** | | | | |
| **Notional<br>Amount<br>(000)** | **Notional<br>Amount<br>(000)** | **Termination<br>Date** | **Payments<br>made<br>by the<br>Fund** | **Payments<br>received<br>by the<br>Fund** | **Payment<br>Frequency**<br> **Paid/<br>Received** | **Market<br>Value** | **Upfront<br>Premiums<br>Paid/<br>(Received)** | **Unrealized<br>Appreciation<br>(Depreciation)** |
| USD | 290 | 01/15/2025 | 2.565% | CPI# | Maturity | $25654 | $— | $25654 |
| USD | 145 | 01/15/2025 | 2.585% | CPI# | Maturity | 12713 |  | 12713 |
| USD | 145 | 01/15/2025 | 2.613% | CPI# | Maturity | 12555 |  | 12555 |
| USD | 100 | 01/15/2026 | CPI# | 3.766% | Maturity | (2786) |  | (2786) |
| USD | 30 | 01/15/2026 | CPI# | 3.765% | Maturity | (837) |  | (837) |
| USD | 700 | 01/15/2027 | CPI# | 3.320% | Maturity | (29830) |  | (29830) |
| USD | 620 | 01/15/2027 | CPI# | 3.466% | Maturity | (20903) | (696) | (20207) |
| USD | 370 | 01/15/2027 | CPI# | 3.323% | Maturity | (15700) |  | (15700) |
| USD | 1170 | 01/15/2028 | 0.735% | CPI# | Maturity | 248368 |  | 248368 |
| USD | 1080 | 01/15/2028 | 1.230% | CPI# | Maturity | 191043 |  | 191043 |
| USD | 310 | 01/15/2028 | 1.230% | CPI# | Maturity | 54836 |  | 54836 |
| USD | 850 | 01/15/2029 | CPI# | 3.390% | Maturity | (18652) |  | (18652) |
| USD | 800 | 01/15/2029 | CPI# | 3.735% | Maturity | 5285 |  | 5285 |
| USD | 710 | 01/15/2029 | CPI# | 3.331% | Maturity | (18999) |  | (18999) |
| USD | 630 | 01/15/2030 | 1.585% | CPI# | Maturity | 105012 |  | 105012 |
| USD | 75 | 01/15/2030 | 1.572% | CPI# | Maturity | 12590 |  | 12590 |
| USD | 75 | 01/15/2030 | 1.587% | CPI# | Maturity | 12488 |  | 12488 |
| USD | 250 | 01/15/2031 | 2.782% | CPI# | Maturity | 16238 |  | 16238 |
| USD | 230 | 01/15/2031 | 2.989% | CPI# | Maturity | 10273 |  | 10273 |
| USD | 220 | 01/15/2031 | 2.680% | CPI# | Maturity | 16465 |  | 16465 |
| USD | 360 | 01/15/2032 | CPI# | 3.064% | Maturity | (11492) |  | (11492) |
| USD | 80 | 04/15/2032 | CPI# | 2.909% | Maturity | (3600) |  | (3600) |
|  |  |  |  |  |  | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600721 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(696) | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;601417 |

---

*#* *Variable interest rate based on the rate of inflation as determined by the Consumer Price Index (CPI).* 

------

**CENTRALLY CLEARED INTEREST RATE SWAPS** 

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | | | **Rate Type** | **Rate Type** | | | | |
| **Notional**<br> **Amount**<br> **(000)** | **Notional**<br> **Amount**<br> **(000)** | <br>**Termination<br>Date** | **Payments<br>made<br>by the<br>Fund** | **Payments<br>received<br>by the<br>Fund** | <br>**Payment<br>Frequency<br>Paid/<br>Received** |<br>**Market<br>Value** |<br>**Upfront<br>Premiums<br>Paid/<br>(Received)** |<br>**Unrealized<br>Appreciation<br>(Depreciation)** |
| USD | 3800 | 01/15/2027 | 1 Day<br>SOFR | 2.982% | Annual | $(96460) | $— | $(96460) |
| USD | 1100 | 01/15/2030 | 1 Day<br>SOFR | 1.982% | Annual | (98520) |  | (98520) |
| USD | 300 | 04/15/2032 | 1.284% | 1 Day<br>SOFR | Annual | 51425 |  | 51425 |
| USD | 400 | 02/15/2041 | 1 Day<br>SOFR | 1.770% | Annual | (84589) |  | (84589) |
|  |  |  |  |  |  | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(228144) | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(228144) |

---

**CREDIT DEFAULT SWAPS** 

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Swap Counterparty & <br>Referenced Obligation** | **Fixed<br>Rate<br>(Pay)<br>Receive** | | **Implied<br>Credit<br>Spread at<br>November 30,<br>2022** | **Notional<br>Amount<br>(000)** | **Notional<br>Amount<br>(000)** | **Market<br>Value** | **Upfront<br>Premiums<br>Paid<br>(Received)** | **Unrealized<br>Appreciation<br>(Depreciation)** |
| **Sale Contracts** | **Sale Contracts** | **Sale Contracts** | **Sale Contracts** | **Sale Contracts** | **Sale Contracts** | **Sale Contracts** | **Sale Contracts** | **Sale Contracts** |
| Citigroup Global Markets, Inc. | Citigroup Global Markets, Inc. | Citigroup Global Markets, Inc. | Citigroup Global Markets, Inc. | Citigroup Global Markets, Inc. | Citigroup Global Markets, Inc. | Citigroup Global Markets, Inc. | Citigroup Global Markets, Inc. | Citigroup Global Markets, Inc. |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BBB- Series 6, 05/11/2063\* | 3.00% | Monthly | &nbsp;&nbsp;&nbsp;&nbsp;7.50% | USD | 5 | $(1251) | $(495) | $(756) |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BBB- Series 6, 05/11/2063\* | 3.00 | Monthly | 7.50 | USD | 47 | (10944) | (5589) | (5355) |
| Credit Suisse International |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BBB- Series 6, 05/11/2063\* | 3.00 | Monthly | 7.50 | USD | 2 | (469) | (187) | (282) |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BBB- Series 6, 05/11/2063\* | 3.00 | Monthly | 7.50 | USD | 3 | (626) | (310) | (316) |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BBB- Series 6, 05/11/2063\* | 3.00 | Monthly | 7.50 | USD | 36 | (8442) | (3377) | (5065) |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BBB- Series 6, 05/11/2063\* | 3.00 | Monthly | 7.50 | USD | 54 | (12664) | (4935) | (7728) |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BBB- Series 6, 05/11/2063\* | 3.00 | Monthly | 7.50 | USD | 92 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(21575) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(10615) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(10960) |
| Goldman Sachs International | Goldman Sachs International |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BBB- Series 6, 05/11/2063\* | 3.00 | Monthly | 7.50 | USD | 5 | (1095) | (557) | (538) |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BBB- Series 6, 05/11/2063\* | 3.00 | Monthly | 7.50 | USD | 17 | (4064) | (2067) | (1997) |

---

------

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Swap Counterparty & <br>Referenced Obligation** | **Fixed<br>Rate<br>(Pay)<br>Receive** | | **Implied<br>Credit<br>Spread at<br>November 30,<br>2022** | **Notional<br>Amount<br>(000)** | **Notional<br>Amount<br>(000)** | **Market<br>Value** | **Upfront<br>Premiums<br>Paid<br>(Received)** | **Unrealized<br>Appreciation<br>(Depreciation)** |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BBB- Series 6, 05/11/2063\* | 3.00% | Monthly | &nbsp;&nbsp;&nbsp;&nbsp;7.50% | USD | 46 | $(10787) | $(4081) | $(6707) |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BBB- Series 6, 05/11/2063\* | 3.00 | Monthly | 7.50 | USD | 99 | (23295) | (13384) | (9911) |
|  |  |  |  |  |  | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(95212) | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(45597) | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(49615) |

---

*\** *Termination date* 

**INTEREST RATE SWAPS** 

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| | | | | **Rate Type** | **Rate Type** | | | | |
| <br>**Swap Counterparty** | **Notional<br>Amount<br>(000)** | **Notional<br>Amount<br>(000)** | <br>**Termination<br>Date** | **Payments<br>made<br>by the<br>Fund** | **Payments<br>received<br>by the<br>Fund** | **Payment<br>Frequency<br>Paid/<br>Received** | **Market<br>Value** | **Upfront<br>Premiums<br>Paid/<br>(Received)** | **Unrealized<br>Appreciation<br>(Depreciation)** |
| Citibank, NA | USD | 195 | 10/09/2029 | 1.125% | SIFMA\* | Quarterly | $&nbsp;&nbsp;&nbsp;&nbsp;21874 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | $21874 |

---

*\** *Variable interest rate based on the Securities Industry & Financial Markets Association (SIFMA) Municipal Swap Index.* 

*(a)* *Security is exempt from registration under Rule 144A or Regulation S of the Securities Act of 1933. These securities are considered restricted, but liquid and may be resold in transactions exempt from registration. At November 30, 2022, the aggregate market value of these securities amounted to $5,086,559 or 7.5% of net assets.* 

*(b)* *When-Issued or delayed delivery security.* 

*(c)* *Non-income producing security.* 

*(d)* *Defaulted.* 

*(e)* *Defaulted matured security.* 

*(f)* *Variable Rate Demand Notes are instruments whose interest rates change on a specific date (such as coupon date or interest payment date) or whose interest rates vary with changes in a designated base rate (such as the prime interest rate). This instrument is payable on demand and is secured by letters of credit or other credit support agreements from major banks.* 

*(g)* *To obtain a copy of the fund's shareholder report, please go to the Securities and Exchange Commission's website at www.sec.gov. Additionally, shareholder reports for AB funds can be obtained by calling AB at (800) 227-4618.* 

*(h)* *Affiliated investments.* 

*(i)* *The rate shown represents the 7-day yield as of period end.* 

*(j)* *As of November 30, 2022, the cost basis of investment securities owned was substantially identical for both book and tax purposes. Gross unrealized appreciation of investments was $2,999,913 and gross unrealized depreciation of investments was $(5,065,596), resulting in net unrealized depreciation of $(2,065,683).* 

*As of November 30, 2022, the Fund's percentages of investments in municipal bonds that are insured and in insured municipal bonds that have been pre-refunded or escrowed to maturity are 5.3% and 0.0%, respectively.* 

*Currency Abbreviations:* 

*CLP – Chilean Peso* 

*CNH – Chinese Yuan Renminbi (Offshore)* 

*IDR – Indonesian Rupiah* 

------

*INR – Indian Rupee* 

*KRW – South Korean Won* 

*MYR – Malaysian Ringgit* 

*NOK – Norwegian Krone* 

*PHP – Philippine Peso* 

*THB – Thailand Baht* 

*TWD – New Taiwan Dollar* 

*USD – United States Dollar* 

*ZAR – South African Rand* 

*Glossary:* 

*AGM – Assured Guaranty Municipal* 

*CBT – Chicago Board of Trade* 

*CDX-CMBX.NA – North American Commercial Mortgage-Backed Index* 

*CPI – Consumer Price Index* 

*ETF – Exchange Traded Fund* 

*ETM – Escrowed to Maturity* 

*REG – Registered Shares* 

*REIT – Real Estate Investment Trust* 

*SOFR – Secured Overnight Financing Rate* 

------

**AB Tax-Managed All Market Income Portfolio** 

**November 30, 2022 (unaudited)** 

In accordance with U.S. GAAP regarding fair value measurements, fair value is defined as the price that the Fund would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants at the measurement date. U.S. GAAP establishes a framework for measuring fair value, and a three-level hierarchy for fair value measurements based upon the transparency of inputs to the valuation of an asset or liability (including those valued based on their market values). Inputs may be observable or unobservable and refer broadly to the assumptions that market participants would use in pricing the asset or liability. Observable inputs reflect the assumptions market participants would use in pricing the asset or liability based on market data obtained from sources independent of the Fund. Unobservable inputs reflect the Fund's own assumptions about the assumptions that market participants would use in pricing the asset or liability based on the best information available in the circumstances. Each investment is assigned a level based upon the observability of the inputs which are significant to the overall valuation. The three-tier hierarchy of inputs is summarized below.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 1 - quoted prices in active markets for identical investments

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 2 - other significant observable inputs (including quoted prices for similar investments, interest rates,
prepayment speeds, credit risk, etc.)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 3 - significant unobservable inputs (including the Fund's own assumptions in determining the fair value of
investments)

The fair value of debt instruments, such as bonds, and over-the-counter derivatives is generally based on market price quotations, recently executed market transactions (where observable) or industry recognized modeling techniques and are generally classified as Level 2. Pricing vendor inputs to Level 2 valuations may include quoted prices for similar investments in active markets, interest rate curves, coupon rates, currency rates, yield curves, option adjusted spreads, default rates, credit spreads and other unique security features in order to estimate the relevant cash flows which is then discounted to calculate fair values. If these inputs are unobservable and significant to the fair value, these investments will be classified as Level 3. In addition, non-agency rated investments are classified as Level 3.

Other fixed income investments, including non-U.S. government and corporate debt, are generally valued using quoted market prices, if available, which are typically impacted by current interest rates, maturity dates and any perceived credit risk of the issuer. Additionally, in the absence of quoted market prices, these inputs are used by pricing vendors to derive a valuation based upon industry or proprietary models which incorporate issuer specific data with relevant yield/spread comparisons with more widely quoted bonds with similar key characteristics. Those investments for which there are observable inputs are classified as Level 2. Where the inputs are not observable, the investments are classified as Level 3.

Where readily available market prices or relevant bid prices are not available for certain equity investments, such investments may be valued based on similar publicly traded investments, movements in relevant indices since last available prices or based upon underlying company fundamentals and comparable company data (such as multiples to earnings or other multiples to equity). Where an investment is valued using an observable input, by pricing vendors, such as another publicly traded security, the investment will be classified as Level 2. If management determines that an adjustment is appropriate based on restrictions on resale, illiquidity or uncertainty, and such adjustment is a significant component of the valuation, the investment will be classified as Level 3. An investment will also be classified as Level 3 where management uses company fundamentals and other significant inputs to determine the valuation.

------

The following table summarizes the valuation of the Fund's investments by the above fair value hierarchy levels as of November 30, 2022:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Investments in Securities:** | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets:** | **Assets:** | **Assets:** | **Assets:** | **Assets:** |
| Long-Term Municipal Bonds | $— | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40871076 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | $40871076 |
| Short-Term Municipal Notes |  | 350000 |  | 350000 |
| Common Stocks: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Information Technology | 4924209 | 280599 |  | 5204808 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Health Care | 2739896 | 975648 |  | 3715544 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Financials | 1581083 | 1654848 |  | 3235931 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Energy | 840857 | 714643 |  | 1555500 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Communication Services | 755915 | 560752 |  | 1316667 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Industrials | 807043 | 509420 |  | 1316463 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Consumer Discretionary | 1096307 | 177789 |  | 1274096 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Consumer Staples | 730620 | 408751 |  | 1139371 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Utilities | 702534 | 289304 |  | 991838 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Materials | 158986 | 798834 |  | 957820 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Real Estate | 463133 | 286236 |  | 749369 |
| Investment Companies | 1105476 |  |  | 1105476 |
| Corporates - Non-Investment Grade |  | 93380 |  | 93380 |
| Short-Term Investments | 2525294 |  |  | 2525294 |
| Total Investments in Securities | 18431353 | 47971280 |  | 66402633 |
| **Other Financial Instruments<sup>(a)</sup>:** |  |  |  |  |
| **Assets:** | **Assets:** | **Assets:** | **Assets:** | **Assets:** |
| Futures | 109758 |  |  | 109758 |
| Forward Currency Exchange Contracts |  | 84825 |  | 84825 |
| Centrally Cleared Inflation (CPI) Swaps |  | 723520 |  | 723520 |
| Centrally Cleared Interest Rate Swaps |  | 51425 |  | 51425 |
| Interest Rate Swaps |  | 21874 |  | 21874 |
| **Liabilities:** | **Liabilities:** | **Liabilities:** | **Liabilities:** | **Liabilities:** |
| Futures | (162) |  |  | (162) |
| Forward Currency Exchange Contracts |  | (164807) |  | (164807) |
| Centrally Cleared Inflation (CPI) Swaps |  | (122799) |  | (122799) |
| Centrally Cleared Interest Rate Swaps |  | (279569) |  | (279569) |
| Credit Default Swaps |  | (95212) |  | (95212) |
| **Total** | $**18540949** | $**48190537** | $**—** | $**66731486** |

---

*<sup>(a)</sup>* *Other financial instruments are derivative instruments, such as futures, forwards and swaps, which are valued at the unrealized appreciation (depreciation) on the instrument. Other financial instruments may also include swaps with upfront premiums, written options and written swaptions which are valued at market value.* 

------

A summary of the Fund's transactions in AB mutual funds for the three months ended November 30, 2022 is as follows:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Fund** | **Market Value**<br>**08/31/2022**<br>**(000)** | **Purchases**<br>**at Cost**<br>**(000)** | **Sales**<br>**Proceeds**<br>**(000)** | **Market Value**<br>**11/30/2022**<br>**(000)** | **Dividend**<br>**Income**<br>**(000)** |
| Government Money Market Portfolio | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;661 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10176 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8312 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2525 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |

---

## 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 PORTFOLIOS

- **b. Investment Company Act file number:** 811-05088

- **c. CIK number of Registrant:** 0000812015

- **d. LEI of Registrant:** 549300SL79FN46SWRF45

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

  - **Street Address 1:** ALLIANCEBERNSTEIN LP

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10105

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

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

- **a. Name of Series:** AB Tax-Managed All Market Income Portfolio

- **b. EDGAR series identifier (if any):** S000010513

- **c. LEI of Series:** 61CWTZS6M04BYSN9H228

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

- **a. Date of fiscal year-end:** 2023-08-31

- **b. Date as of which information is reported:** 2022-11-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $68494567.53

**Total Liabilities:** $744642.36

**Net Assets:** $67749925.17

**Delayed Delivery Securities:** $208522.00

**Cash Not Reported:** $490454.87

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -10721.29000000 | **1-Year:** -18451.90000000 | **5-Year:** -36498.64000000 | **10-Year:** -36691.83000000 | **30-Year:** -29688.24000000

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

- **3-Month:** -9209.44000000 | **1-Year:** -18008.31000000 | **5-Year:** -29730.82000000 | **10-Year:** -29151.22000000 | **30-Year:** -21686.89000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000029022 | -7.65%               | -0.61%               | 5.90%                |
| Class ID C000029024 | -7.73%               | -0.57%               | 5.79%                |
| Class ID C000029025 | -7.71%               | -0.49%               | 5.90%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1017034.36             | $-3997658.53                               |
| Month 2  | $-345169.59              | $794630.10                                 |
| Month 3  | $-1126949.80             | $4546473.72                                |

**Designated Index Information**

- **Index Name:** 50% MSCI ACWI/50% BBG Global Agg (USD Hedged)

- **Index Identifier:** .MIWD00000GUS,LEGATRUH:IND

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Hastings Campus Housing Finance Authority                                        | HASTINGS CAMPUS HSG FIN AUTH CA CAMPUS HSG REVENUE                                                                             | CUSIP: 418338AB5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $122969.18    | 0.18%             | 2061-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maryland Economic Development Corp                                               | MARYLAND ST ECON DEV CORP PRIV ACTIVITY REVENUE                                                                                | CUSIP: 57422JCA4<br>LEI: 549300JJ16DDBSZWSN94 | Long             | DBT              | MUN               | US        |    300000 | PA      | $309663.33    | 0.46%             | 2055-06-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                      | Long: SS2C1M1   IRS USD R F  3.32000 IS2C1M1 CCPINFLATIONZERO / Short: SS2C1M1   IRS USD P V 12MUSCPI IS2C1N2 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    700000 | OU      | $-29829.57    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                                                                      | Long: BS281C9   IRS USD R V 12MUSCPI IS281D0 CCPINFLATIONZERO / Short: BS281C9   IRS USD P F  2.58500 IS281C9 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    145000 | OU      | $12712.66     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ZOZO Inc                                                                         | ZOZO Inc                                                                                                                       | CUSIP: 000000000<br>LEI: 549300GC7XPQMZA0OW13 | Long             | EC               | CORP              | JP        |      2600 | NS      | $65641.24     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                                             | PUERTO RICO ELEC PWR AUTH PWR REVENUE                                                                                          | CUSIP: 74526QPP1<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |    245000 | PA      | $244879.44    | 0.36%             | 2031-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Florida Higher Educational Facilities Financial Authority                        | FLORIDA ST HGR EDUCTNL FACS FINANCIAL AUTH REVENUE                                                                             | CUSIP: 34073TMJ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    315000 | PA      | $314501.20    | 0.46%             | 2049-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Palm Beach County Health Facilities Authority                                    | PALM BEACH CNTY FL HLTH FACS AUTH HOSP REVENUE                                                                                 | CUSIP: 69651ABY9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    280000 | PA      | $287247.32    | 0.42%             | 2038-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSCDA Community Improvement Authority                                            | CSCDA CMNTY IMPT AUTH CA ESSENTIAL HSG REVENUE                                                                                 | CUSIP: 126292BR1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $66886.75     | 0.10%             | 2057-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Imperial Brands PLC                                                              | Imperial Brands PLC                                                                                                            | CUSIP: 000000000<br>LEI: 549300DFVPOB67JL3A42 | Long             | EC               | CORP              | GB        |      4875 | NS      | $125390.18    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| City & County of Denver CO Airport System Revenue                                | DENVER CITY & CNTY CO ARPT REVENUE                                                                                             | CUSIP: 249182LB0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    545000 | PA      | $587097.38    | 0.87%             | 2028-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Nassau NY                                                              | NASSAU CNTY NY                                                                                                                 | CUSIP: 63165T2R5<br>LEI: 549300ICRCGQYCPS7T40 | Long             | DBT              | MUN               | US        |    190000 | PA      | $181966.04    | 0.27%             | 2042-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hidalgo County Regional Mobility Authority                                       | HIDALGO CNTY TX REGL MOBILITY AUTH TOLL & VEHICLE REGISTRATI                                                                   | CUSIP: 42934ACJ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $13165.65     | 0.02%             | 2055-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SoftBank Corp                                                                    | SoftBank Corp                                                                                                                  | CUSIP: 000000000<br>LEI: 353800M1YCTS9JRBJ535 | Long             | EC               | CORP              | JP        |      8077 | NS      | $87874.87     | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Metropolitan Government Nashville & Davidson County Health & Educational Facs Bd | MET GOVT NASHVILLE & DAVIDSON CNTY TN HLTH & EDUCTNL FAC BRD                                                                   | CUSIP: 59212TAH9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $37600.00     | 0.06%             | 2049-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                      | Long: SS2DTP3   IRS USD R F  1.76950 IS2DTP3 CCPOIS / Short: SS2DTP3   IRS USD P V 00MSOFR IS2DTQ4 CCPOIS                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    400000 | OU      | $-84589.13    | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Fidelity National Financial Inc                                                  | Fidelity National Financial Inc                                                                                                | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |      2817 | NS      | $113694.12    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Co Inc                                                   | American Electric Power Co Inc                                                                                                 | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |       565 | NS      | $54692.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Alnylam Pharmaceuticals Inc                                                      | Alnylam Pharmaceuticals Inc                                                                                                    | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |        34 | NS      | $7500.06      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arizona Industrial Development Authority                                         | ARIZONA ST INDL DEV AUTH ECON DEV REVENUE                                                                                      | CUSIP: 040523AF9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $70000.00     | 0.10%             | 2050-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                              | PURCHASED USD / SOLD IDR                                                                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-9.60        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                                           | PURCHASED USD / SOLD CNH                                                                                                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |         1 | NC      | $-6834.58     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chugai Pharmaceutical Co Ltd                                                     | Chugai Pharmaceutical Co Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 529900T9LAII161DCN95 | Long             | EC               | CORP              | JP        |      1400 | NS      | $37282.82     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| KBC Group NV                                                                     | KBC Group NV                                                                                                                   | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | EC               | CORP              | BE        |       308 | NS      | $17061.25     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                      | PUERTO RICO CMWLTH                                                                                                             | CUSIP: 74514L3E5<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |     15469 | PA      | $15534.14     | 0.02%             | 2023-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                                             | Progressive Corp/The                                                                                                           | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |       544 | NS      | $71889.60     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Glendale Industrial Development Authority                                        | GLENDALE AZ INDL DEV AUTH                                                                                                      | CUSIP: 378286JM1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    235000 | PA      | $205629.70    | 0.30%             | 2040-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Nassau NY                                                              | NASSAU CNTY NY                                                                                                                 | CUSIP: 63165TZR9<br>LEI: 549300ICRCGQYCPS7T40 | Long             | DBT              | MUN               | US        |    225000 | PA      | $242607.31    | 0.36%             | 2026-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Main Street Natural Gas Inc                                                      | MAIN STREET NATURAL GAS INC GA GAS SUPPLY REVENUE                                                                              | CUSIP: 56035DEE8<br>LEI: 549300NY5M0QVZ6X4U26 | Long             | DBT              | MUN               | US        |    345000 | PA      | $355889.24    | 0.53%             | 2052-12-01      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Singapore Exchange Derivatives Clearing Limited                                  | 10YR MINI JGB FUT DEC22                                                                                                        | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DIR              |  | SG        |        -3 | NC      | $-162.22      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                                                                              | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |       512 | NS      | $91136.00     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                                                | PURCHASED CNH / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CN        |         1 | NC      | $1966.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Indiana Finance Authority                                                        | INDIANA ST FIN AUTH REVENUE                                                                                                    | CUSIP: 45506EEQ2<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |    100000 | PA      | $78174.82     | 0.12%             | 2037-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NetApp Inc                                                                       | NetApp Inc                                                                                                                     | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |      1730 | NS      | $116965.30    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| BAE Systems PLC                                                                  | BAE Systems PLC                                                                                                                | CUSIP: 000000000<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | EC               | CORP              | GB        |     11971 | NS      | $118557.59    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| San Francisco City & County Airport Comm-San Francisco International Airport     | SAN FRANCISCO CALIF CITY &CNTY ARPTS COMMN INTL ARPT REV                                                                       | CUSIP: 79766DKT5<br>LEI: 54930055TIDYHNDP4F84 | Long             | DBT              | MUN               | US        |    220000 | PA      | $228142.82    | 0.34%             | 2025-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Heineken Holding NV                                                              | Heineken Holding NV                                                                                                            | CUSIP: 000000000<br>LEI: 724500M1WJLFM9TYBS04 | Long             | EC               | CORP              | NL        |       213 | NS      | $16125.81     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                                         | PURCHASED CNH / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CN        |         1 | NC      | $3335.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vermont Economic Development Authority                                           | VERMONT ST ECON DEV AUTH SOLID WST DISP REVENUE                                                                                | CUSIP: 924157AA8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $96801.21     | 0.14%             | 2036-04-01      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UnitedHealth Group Inc                                                                                                         | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |       323 | NS      | $176926.48    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Aisin Corp                                                                       | Aisin Corp                                                                                                                     | CUSIP: 000000000<br>LEI: 3538004IOK08PDY6I723 | Long             | EC               | CORP              | JP        |       300 | NS      | $8267.91      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ricoh Co Ltd                                                                     | Ricoh Co Ltd                                                                                                                   | CUSIP: 000000000<br>LEI: 549300HFIB2GRUMDID72 | Long             | EC               | CORP              | JP        |     14500 | NS      | $115180.14    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | Philip Morris International Inc                                                                                                | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |       357 | NS      | $35582.19     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| International Business Machines Corp                                             | International Business Machines Corp                                                                                           | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |       978 | NS      | $145624.20    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Land Securities Group PLC                                                        | Land Securities Group PLC                                                                                                      | CUSIP: 000000000<br>LEI: 213800V8IAVKS37D6B88 | Long             | EC               |  | GB        |      5614 | NS      | $41888.23     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Douglas County Housing Partnership                                               | DOUGLAS CNTY CO HSG PARTNERSHIP                                                                                                | CUSIP: 25889FAB5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $74585.83     | 0.11%             | 2041-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                                               | Valero Energy Corp                                                                                                             | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |      1019 | NS      | $136158.78    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                                                    | PURCHASED USD / SOLD NOK                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-10146.30    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                          | Marathon Petroleum Corp                                                                                                        | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |      1145 | NS      | $139472.45    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Persimmon PLC                                                                    | Persimmon PLC                                                                                                                  | CUSIP: 000000000<br>LEI: 213800XI72Y57UWN6F31 | Long             | EC               | CORP              | GB        |      1189 | NS      | $18416.24     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | Mitsubishi UFJ Financial Group Inc                                                                                             | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | EC               | CORP              | JP        |     10600 | NS      | $57807.53     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| California School Finance Authority                                              | CALIFORNIA ST SCH FIN AUTH CHRT SCH REVENUE                                                                                    | CUSIP: 13058TGF1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $229642.13    | 0.34%             | 2054-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                              | PURCHASED USD / SOLD MYR                                                                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-8477.20     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Partners Group Holding AG                                                        | Partners Group Holding AG                                                                                                      | CUSIP: 000000000<br>LEI: 549300I3IVVWZWDHI788 | Long             | EC               | CORP              | CH        |        16 | NS      | $15941.91     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Paychex Inc                                                                      | Paychex Inc                                                                                                                    | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |       932 | NS      | $115595.96    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Bank USA                                                           | PURCHASED PHP / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | PH        |         1 | NC      | $7763.95      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Otsuka Corp                                                                      | Otsuka Corp                                                                                                                    | CUSIP: 000000000<br>LEI: 529900RG9DJ58J3UIE72 | Long             | EC               | CORP              | JP        |      1400 | NS      | $47121.18     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| North Broward Hospital District                                                  | NORTH BROWARD FL HOSP DIST                                                                                                     | CUSIP: 657883DL5<br>LEI: 549300HZL14T4Q7UDP41 | Long             | DBT              | MUN               | US        |    115000 | PA      | $117357.96    | 0.17%             | 2037-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                                   | Long: IS1NBC5   CDS USD R F  3.00000 IS1NBC5 CMBX / Short: IS1NBC5   CDS USD P V 01MEVENT IS1NBD6 CMBX                         | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DCR              |  | US        |      5322 | OU      | $-1250.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                      | Long: SS2EX32   IRS USD R F  1.98200 IS2EX32 CCPOIS / Short: SS2EX32   IRS USD P V 00MSOFR IS2EX43 CCPOIS                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   1100000 | OU      | $-98520.07    | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| CMFA Special Finance Agency                                                      | CMFA SPL FIN AGY CA ESSENTIAL HSG REVENUE                                                                                      | CUSIP: 12574WAJ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $76660.02     | 0.11%             | 2058-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Buckeye Tobacco Settlement Financing Authority                                   | BUCKEYE OH TOBACCO SETTLEMENT FING AUTH                                                                                        | CUSIP: 118217CZ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    985000 | PA      | $902483.30    | 1.33%             | 2055-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | AbbVie Inc                                                                                                                     | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      1611 | NS      | $259660.98    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Kakaku.com Inc                                                                   | Kakaku.com Inc                                                                                                                 | CUSIP: 000000000<br>LEI: 353800KA15Y0DCPWYY65 | Long             | EC               | CORP              | JP        |      1400 | NS      | $25163.73     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| New York Liberty Development Corp                                                | LIBERTY DEV CORP NY REVENUE                                                                                                    | CUSIP: 531127AC2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $219512.30    | 0.32%             | 2035-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| King County Public Hospital District No 1                                        | KING CNTY WA PUBLIC HOSP DIST #1                                                                                               | CUSIP: 494782LB9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    265000 | PA      | $289996.10    | 0.43%             | 2031-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Richmond Redevelopment & Housing Authority                                       | RICHMOND VA REDEV & HSG AUTH REVENUE                                                                                           | CUSIP: 765411AB9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    220000 | PA      | $197895.81    | 0.29%             | 2037-01-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                         | PUBLIC FIN AUTH WI REVENUE                                                                                                     | CUSIP: 74442PTL9<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    100000 | PA      | $63482.64     | 0.09%             | 2056-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Indiana Finance Authority                                                        | INDIANA ST FIN AUTH EXEMPT FAC REVENUE                                                                                         | CUSIP: 45470DAA5<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |    185000 | PA      | $139156.82    | 0.21%             | 2039-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Japan Post Insurance Co Ltd                                                      | Japan Post Insurance Co Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 54930042SK2Z708BA841 | Long             | EC               | CORP              | JP        |      7000 | NS      | $116415.31    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Exchange Ltd                                                           | Singapore Exchange Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 549300IQ650PPXM76X03 | Long             | EC               | CORP              | SG        |      5800 | NS      | $38821.69     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Rio Tinto Ltd                                                                    | Rio Tinto Ltd                                                                                                                  | CUSIP: 000000000<br>LEI: 529900X2VMAQT2PE0V24 | Long             | EC               | CORP              | AU        |      1302 | NS      | $97200.32     | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                                                                      | Long: SS2C596   IRS USD R F  3.46600 IS2C596 CCPINFLATIONZERO / Short: SS2C596   IRS USD P V 12MUSCPI IS2C5A7 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    620000 | OU      | $-20901.97    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Michigan Finance Authority                                                       | MICHIGAN ST FIN AUTH REVENUE                                                                                                   | CUSIP: 59447PD99<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |    500000 | PA      | $516791.20    | 0.76%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | Thermo Fisher Scientific Inc                                                                                                   | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |        33 | NS      | $18487.26     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Allentown Neighborhood Improvement Zone Development Authority                    | ALLENTOWN PA NEIGHBORHOOD IMPTZONE DEV AUTH TAX REV                                                                            | CUSIP: 018444AY5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    220000 | PA      | $199047.38    | 0.29%             | 2042-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Endesa SA                                                                        | Endesa SA                                                                                                                      | CUSIP: 000000000<br>LEI: 549300LHK07F2CHV4X31 | Long             | EC               | CORP              | ES        |      2982 | NS      | $55181.21     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Illinois Finance Authority                                                       | ILLINOIS ST FIN AUTH STUDENT HSG & ACADEMIC FAC REVENUE                                                                        | CUSIP: 45203KAP0<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |    210000 | PA      | $188778.87    | 0.28%             | 2047-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Constellation Software Inc/Canada                                                | Constellation Software Inc/Canada                                                                                              | CUSIP: 21037X100<br>LEI: 549300B6PYHMCTDWQV29 | Long             | EC               | CORP              | CA        |        64 | NS      | $103174.58    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Keyera Corp                                                                      | Keyera Corp                                                                                                                    | CUSIP: 493271100<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       706 | NS      | $16448.75     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Puerto Rico Sales Tax Financing Corp Sales Tax Revenue                           | PUERTO RICO SALES TAX FING CORP SALES TAX REVENUE                                                                              | CUSIP: 74529JRH0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $76790.74     | 0.11%             | 2040-07-01      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                                                | EOG Resources Inc                                                                                                              | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |       949 | NS      | $134691.57    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Limited                                                                      | Long: SS2CPI5   IRS USD R F  3.33100 IS2CPI5 CCPINFLATIONZERO / Short: SS2CPI5   IRS USD P V 12MUSCPI IS2CPJ6 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    710000 | OU      | $-18999.00    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Shell PLC                                                                        | Shell PLC                                                                                                                      | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |      4415 | NS      | $129208.51    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Owens Corning                                                                    | Owens Corning                                                                                                                  | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |      1298 | NS      | $115314.32    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Commonwealth of Puerto Rico                                                      | PUERTO RICO CMWLTH                                                                                                             | CUSIP: 74514L3G0<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |     30572 | PA      | $31275.20     | 0.05%             | 2027-07-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                                            | Micron Technology Inc                                                                                                          | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |      1678 | NS      | $96736.70     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Jeronimo Martins SGPS SA                                                         | Jeronimo Martins SGPS SA                                                                                                       | CUSIP: 000000000<br>LEI: 259400A8SZP10GB5IB19 | Long             | EC               | CORP              | PT        |      2201 | NS      | $49107.68     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                                             | PUERTO RICO ELEC PWR AUTH PWR REVENUE                                                                                          | CUSIP: 74526QVE9<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |    100000 | PA      | $74375.00     | 0.11%             | 2038-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Irving Hospital Authority                                                        | IRVING TX HOSP AUTH                                                                                                            | CUSIP: 463794KH9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $507170.25    | 0.75%             | 2044-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Connecticut Special Tax Revenue                                         | CONNECTICUT ST SPL TAX OBLIG REVENUE                                                                                           | CUSIP: 207758PP2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1135000 | PA      | $1137334.01   | 1.68%             | 2027-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tennessee Housing Development Agency                                             | TENNESSEE HSG DEV AGY RSDL FIN PROGRAM REVENUE                                                                                 | CUSIP: 880461SC3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    135000 | PA      | $135107.03    | 0.20%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Snap-on Inc                                                                      | Snap-on Inc                                                                                                                    | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |       513 | NS      | $123427.80    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Limited                                                                      | Long: SS2BYW9   IRS USD R F  2.90900 IS2BYW9 CCPINFLATIONZERO / Short: SS2BYW9   IRS USD P V 12MUSCPI IS2BYX0 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     80000 | OU      | $-3599.49     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank Leumi Le-Israel BM                                                          | Bank Leumi Le-Israel BM                                                                                                        | CUSIP: 000000000<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | EC               | CORP              | IL        |      9311 | NS      | $85353.96     | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Novo Nordisk A/S                                                                 | Novo Nordisk A/S                                                                                                               | CUSIP: 000000000<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |      2761 | NS      | $346334.44    | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                                             | PUERTO RICO ELEC PWR AUTH PWR REVENUE                                                                                          | CUSIP: 74526QZM7<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |     15000 | PA      | $11025.00     | 0.02%             | 2021-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse International                                                      | Long: IS1N8C4   CDS USD R F  3.00000 IS1N8C4 CMBX / Short: IS1N8C4   CDS USD P V 01MEVENT IS1N8D5 CMBX                         | CUSIP: 000000000<br>LEI: E58DKGMJYYYJLN8C3868 | N/A              | DCR              |  | GB        |     53887 | OU      | $-12663.53    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| City of Baltimore MD                                                             | BALTIMORE MD SPL OBLIG                                                                                                         | CUSIP: 05923TBY4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $99847.86     | 0.15%             | 2038-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GDB Debt Recovery Authority of Puerto Rico                                       | GDB DEBT RECOVERY AUTH OF CMWLTH PUERTO RICO                                                                                   | CUSIP: 36829QAA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70889 | PA      | $59192.32     | 0.09%             | 2040-08-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Omnicom Group Inc                                                                | Omnicom Group Inc                                                                                                              | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |       297 | NS      | $23688.72     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                                                | PURCHASED USD / SOLD MYR                                                                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-2092.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                                                                      | Long: BS283G7   IRS USD R V 12MUSCPI IS283H8 CCPINFLATIONZERO / Short: BS283G7   IRS USD P F  2.61250 IS283G7 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    145000 | OU      | $12555.40     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                                   | Long: IS1PAM4   CDS USD R F  3.00000 IS1PAM4 CMBX / Short: IS1PAM4   CDS USD P V 01MEVENT IS1PAN5 CMBX                         | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DCR              |  | US        |     46569 | OU      | $-10943.78    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| DBS Group Holdings Ltd                                                           | DBS Group Holdings Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 5493007FKT78NKPM5V55 | Long             | EC               | CORP              | SG        |      1900 | NS      | $49549.62     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                  | Xcel Energy Inc                                                                                                                | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |       675 | NS      | $47398.50     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                                         | PURCHASED USD / SOLD TWD                                                                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-6999.12     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                                | PURCHASED MYR / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |         1 | NC      | $5984.75      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tempe Industrial Development Authority                                           | TEMPE AZ INDL DEV AUTH REVENUE                                                                                                 | CUSIP: 87972MAX0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $96973.25     | 0.14%             | 2047-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Sales Tax Financing Corp Sales Tax Revenue                           | PUERTO RICO SALES TAX FING CORP SALES TAX REVENUE                                                                              | CUSIP: 74529JPX7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    772000 | PA      | $730551.86    | 1.08%             | 2058-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                                                                   | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |      2079 | NS      | $76174.56     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | Toronto-Dominion Bank/The                                                                                                      | CUSIP: 891160509<br>LEI: PT3QB789TSUIDF371261 | Long             | EC               | CORP              | CA        |      1006 | NS      | $66956.98     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Amdocs Ltd                                                                       | Amdocs Ltd                                                                                                                     | CUSIP: 000000000<br>LEI: 549300HQV672RJ7RQV66 | Long             | EC               | CORP              | GG        |        59 | NS      | $5242.74      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| State of Nevada Department of Business & Industry                                | DIRECTOR OF THE ST OF NEVADA DEPT OF BUSINESS & INDUSTRY ENV                                                                   | CUSIP: 25461PAE3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $89073.07     | 0.13%             | 2038-02-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                    | Marriott International Inc/MD                                                                                                  | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |       211 | NS      | $34888.85     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomura Real Estate Holdings Inc                                                  | Nomura Real Estate Holdings Inc                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3300 | NS      | $79933.89     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| ZIM Integrated Shipping Services Ltd                                             | ZIM Integrated Shipping Services Ltd                                                                                           | CUSIP: 000000000<br>LEI: 21380089EIJRELKAIL21 | Long             | EC               | CORP              | IL        |      4074 | NS      | $85635.48     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Commonwealth of Puerto Rico                                                      | PUERTO RICO CMWLTH                                                                                                             | CUSIP: 74514L3J4<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |     29212 | PA      | $29945.57     | 0.04%             | 2031-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Dropbox Inc                                                                      | Dropbox Inc                                                                                                                    | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |      5351 | NS      | $126069.56    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                                                | PURCHASED TWD / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TW        |         1 | NC      | $4882.10      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                              | PURCHASED USD / SOLD PHP                                                                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-3076.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Orange SA                                                                        | Orange SA                                                                                                                      | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | EC               | CORP              | FR        |       975 | NS      | $9907.13      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lear Corp                                                                        | Lear Corp                                                                                                                      | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |       577 | NS      | $83226.48     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                                                              | Societe Generale SA                                                                                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EC               | CORP              | FR        |      5045 | NS      | $126977.72    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                                                                      | Long: BS2AU39   IRS USD R V 12MUSCPI IS2AU40 CCPINFLATIONZERO / Short: BS2AU39   IRS USD P F  2.68000 IS2AU39 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    220000 | OU      | $16464.85     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Yamhill County Hospital Authority                                                | YAMHILL CNTY OR HOSP AUTH                                                                                                      | CUSIP: 98464UBB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $59903.34     | 0.09%             | 2026-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FleetCor Technologies Inc                                                        | FleetCor Technologies Inc                                                                                                      | CUSIP: 339041105<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |        65 | NS      | $12753.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| California Housing Finance Agency                                                | CALIFORNIA HSG FIN AGY MUNI CTFS                                                                                               | CUSIP: 13033DAJ4<br>LEI: 549300BOPCVLBA552Z14 | Long             | DBT              | MUN               | US        |     98494 | PA      | $85049.31     | 0.13%             | 2036-08-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Enphase Energy Inc                                                               | Enphase Energy Inc                                                                                                             | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |       467 | NS      | $149715.53    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Coterra Energy Inc                                                               | Coterra Energy Inc                                                                                                             | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |       728 | NS      | $20318.48     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                                                    | PURCHASED USD / SOLD ZAR                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-11383.65    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                            | Texas Instruments Inc                                                                                                          | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |       174 | NS      | $31400.04     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| County of Washington OH                                                          | WASHINGTON CNTY OH HOSP REVENUE                                                                                                | CUSIP: 938154DX6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $98664.59     | 0.15%             | 2052-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                                     | Centene Corp                                                                                                                   | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |      2315 | NS      | $201520.75    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                                                     | Alphabet Inc                                                                                                                   | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      1550 | NS      | $156534.50    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| County of Cuyahoga OH                                                            | CUYAHOGA CNTY OH HOSP REVENUE                                                                                                  | CUSIP: 2322655Q7<br>LEI: 549300GHDK9DGLUNJU89 | Long             | DBT              | MUN               | US        |    560000 | PA      | $567169.23    | 0.84%             | 2042-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                                             | PUERTO RICO ELEC PWR AUTH PWR REVENUE                                                                                          | CUSIP: 74526QYD8<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |     55000 | PA      | $40700.00     | 0.06%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Metropolitan Pier & Exposition Authority                                         | MET PIER & EXPOSITION AUTH IL REVENUE                                                                                          | CUSIP: 592250AQ7<br>LEI: 254900I3VDCQ58UGBR15 | Long             | DBT              | MUN               | US        |    325000 | PA      | $73268.26     | 0.11%             | 2050-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                               | Cenovus Energy Inc                                                                                                             | CUSIP: 15135U109<br>LEI: 549300F4XPHJ7NOSP309 | Long             | EC               | CORP              | CA        |      2483 | NS      | $49377.58     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Puerto Rico Electric Power Authority                                             | PUERTO RICO ELEC PWR AUTH PWR REVENUE                                                                                          | CUSIP: 74526QYX4<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |     25000 | PA      | $18437.50     | 0.03%             | 2024-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp                                                            | Lincoln National Corp                                                                                                          | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |      1131 | NS      | $44041.14     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Suisse International                                                      | Long: IS1NCU0   CDS USD R F  3.00000 IS1NCU0 CMBX / Short: IS1NCU0   CDS USD P V 01MEVENT IS1NCV1 CMBX                         | CUSIP: 000000000<br>LEI: E58DKGMJYYYJLN8C3868 | N/A              | DCR              |  | GB        |      1996 | OU      | $-469.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Genmab A/S                                                                       | Genmab A/S                                                                                                                     | CUSIP: 000000000<br>LEI: 529900MTJPDPE4MHJ122 | Long             | EC               | CORP              | DK        |        15 | NS      | $6950.92      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ARC70 II TRUST                                                                   | ARC70 II TR CA                                                                                                                 | CUSIP: 03880NAA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $83273.46     | 0.12%             | 2059-12-01      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                         | Visa Inc                                                                                                                       | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |       532 | NS      | $115444.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Pandora A/S                                                                      | Pandora A/S                                                                                                                    | CUSIP: 000000000<br>LEI: 5299007OWYZ6I1E46843 | Long             | EC               | CORP              | DK        |       220 | NS      | $16748.77     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Legal & General Group PLC                                                        | Legal & General Group PLC                                                                                                      | CUSIP: 000000000<br>LEI: 213800JH9QQWHLO99821 | Long             | EC               | CORP              | GB        |     14040 | NS      | $43069.04     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Carlyle Group Inc/The                                                            | Carlyle Group Inc/The                                                                                                          | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Long             | EC               | CORP              | US        |      2581 | NS      | $80449.77     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                                                | PURCHASED MYR / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |         1 | NC      | $-658.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sodexo SA                                                                        | Sodexo SA                                                                                                                      | CUSIP: 000000000<br>LEI: 969500LCBOG12HXPYM84 | Long             | EC               | CORP              | FR        |       164 | NS      | $15706.86     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                                                                 | Roche Holding AG                                                                                                               | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |       865 | NS      | $282529.64    | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                                                   | NRG Energy Inc                                                                                                                 | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |      2587 | NS      | $109818.15    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank N.A.                                                                    | Long: IS1WUB4   IRS USD R V 01MMUNIP IS1WUC5 VANILLA / Short: IS1WUB4   IRS USD P F  1.12500 IS1WUB4 VANILLA                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |    195000 | OU      | $21873.65     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                                                                      | Long: BS23VV3   IRS USD R V 12MUSCPI IS23VW4 CCPINFLATIONZERO / Short: BS23VV3   IRS USD P F  1.58500 IS23VV3 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    630000 | OU      | $105012.15    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                         | PUBLIC FIN AUTH WI HOTEL REVENUE                                                                                               | CUSIP: 74447DAC1<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    100000 | PA      | $92558.35     | 0.14%             | 2052-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co                                                        | Archer-Daniels-Midland Co                                                                                                      | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |      1399 | NS      | $136402.50    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc                                                              | Elevance Health Inc                                                                                                            | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |        96 | NS      | $51160.32     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Indiana Finance Authority                                                        | INDIANA ST FIN AUTH REVENUE                                                                                                    | CUSIP: 45506EED1<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |    100000 | PA      | $76520.53     | 0.11%             | 2043-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Nippon Telegraph & Telephone Corp                                                | Nippon Telegraph & Telephone Corp                                                                                              | CUSIP: 000000000<br>LEI: 353800VHQU5VIXVUA841 | Long             | EC               | CORP              | JP        |      2700 | NS      | $74868.26     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Illinois Finance Authority                                                       | ILLINOIS ST FIN AUTH REVENUE                                                                                                   | CUSIP: 45204EFC7<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |    415000 | PA      | $426796.71    | 0.63%             | 2041-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tarrant County Cultural Education Facilities Finance Corp                        | TARRANT CNTY TX CULTURAL EDU FACS FIN CORP REVENUE                                                                             | CUSIP: 87638TEV1<br>LEI: 549300ROY505NVTMMI25 | Long             | DBT              | MUN               | US        |    300000 | PA      | $300395.31    | 0.44%             | 2044-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HKT Trust & HKT Ltd                                                              | HKT Trust & HKT Ltd                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | XX        |     47000 | NS      | $57308.07     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                          | Procter & Gamble Co/The                                                                                                        | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |       498 | NS      | $74281.68     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                                                      | Long: IS1N5S9   CDS USD R F  3.00000 IS1N5S9 CMBX / Short: IS1N5S9   CDS USD P V 01MEVENT IS1N5T0 CMBX                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |     45904 | OU      | $-10787.45    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Tarrant County Cultural Education Facilities Finance Corp                        | TARRANT CNTY TX CULTURAL EDU FACS FIN CORP RETMNT FAC REVENU                                                                   | CUSIP: 87638RKD8<br>LEI: 549300ROY505NVTMMI25 | Long             | DBT              | MUN               | US        |    180000 | PA      | $126423.05    | 0.19%             | 2054-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Oklahoma Development Finance Authority                                           | OKLAHOMA ST DEV FIN AUTH HLTHSYS REVENUE                                                                                       | CUSIP: 67884XCX3<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |    100000 | PA      | $94198.85     | 0.14%             | 2044-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse International                                                      | Long: IS1PCY0   CDS USD R F  3.00000 IS1PCY0 CMBX / Short: IS1PCY0   CDS USD P V 01MEVENT IS1PCZ1 CMBX                         | CUSIP: 000000000<br>LEI: E58DKGMJYYYJLN8C3868 | N/A              | DCR              |  | GB        |     91808 | OU      | $-21574.88    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Education                                                       | CHICAGO IL BRD OF EDU                                                                                                          | CUSIP: 167505QY5<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |    100000 | PA      | $106199.20    | 0.16%             | 2044-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Sales Tax Financing Corp Sales Tax Revenue                           | PUERTO RICO SALES TAX FING CORP SALES TAX REVENUE                                                                              | CUSIP: 74529JQC2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      6000 | PA      | $4828.41      | 0.01%             | 2027-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NatWest Group PLC                                                                                                              | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | EC               | CORP              | GB        |     30446 | NS      | $96827.73     | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| OCI NV                                                                           | OCI NV                                                                                                                         | CUSIP: 000000000<br>LEI: 549300NCMRGIBJYUOE57 | Long             | EC               | CORP              | NL        |      2669 | NS      | $112989.46    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Medibank Pvt Ltd                                                                 | Medibank Pvt Ltd                                                                                                               | CUSIP: 000000000<br>LEI: BDYVSUPTML83OLINBJ17 | Long             | EC               | CORP              | AU        |     47993 | NS      | $95754.78     | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                                             | PUERTO RICO ELEC PWR AUTH PWR REVENUE                                                                                          | CUSIP: 74526QKW1<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |     65000 | PA      | $47937.50     | 0.07%             | 2032-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AP Moller - Maersk A/S                                                           | AP Moller - Maersk A/S                                                                                                         | CUSIP: 000000000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |        49 | NS      | $104030.10    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Cummins Inc                                                                      | Cummins Inc                                                                                                                    | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |       332 | NS      | $83385.12     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Teck Resources Ltd                                                               | Teck Resources Ltd                                                                                                             | CUSIP: 878742204<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | EC               | CORP              | CA        |      3347 | NS      | $124061.57    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNSTONE HOTEL INVESTORS                                                         | Sunstone Hotel Investors Inc                                                                                                   | CUSIP: 867892804<br>LEI: 529900ZQ2V52V96ATF67 | Long             | EP               |  | US        |      3096 | NS      | $60031.13     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                                                                   | Microsoft Corp                                                                                                                 | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      2559 | NS      | $652903.26    | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Suncor Energy Inc                                                                | Suncor Energy Inc                                                                                                              | CUSIP: 867224107<br>LEI: 549300W70ZOQDVLCHY06 | Long             | EC               | CORP              | CA        |      1872 | NS      | $61553.40     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Enel SpA                                                                         | Enel SpA                                                                                                                       | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | EC               | CORP              | IT        |      4450 | NS      | $24006.79     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Packaging Corp of America                                                        | Packaging Corp of America                                                                                                      | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |       257 | NS      | $34923.73     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Houlihan Lokey Inc                                                               | Houlihan Lokey Inc                                                                                                             | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               | CORP              | US        |       751 | NS      | $73860.85     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Commonwealth of Puerto Rico                                                      | PUERTO RICO CMWLTH                                                                                                             | CUSIP: 74514L4C8<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |    155000 | PA      | $69168.75     | 0.10%             | 2051-11-01      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                    | PURCHASED THB / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | TH        |         1 | NC      | $2422.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CMFA Special Finance Agency                                                      | CMFA SPL FIN AGY CA ESSENTIAL HSG REVENUE                                                                                      | CUSIP: 12574WAD2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $64617.31     | 0.10%             | 2056-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Capital Projects Finance Authority/FL                                            | CAPITAL PROJS FL FIN AUTH STUDENT HSG REVENUE                                                                                  | CUSIP: 140427BQ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $499050.45    | 0.74%             | 2034-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Trade Desk Inc/The                                                               | Trade Desk Inc/The                                                                                                             | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Long             | EC               | CORP              | US        |       804 | NS      | $41920.56     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Village Community Development District No 13                                     | VLG FL CDD #13 SPL ASSMNT REVENUE                                                                                              | CUSIP: 92708HAL8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $90419.84     | 0.13%             | 2026-05-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| New York State Thruway Authority                                                 | NEW YORK ST THRUWAY AUTH                                                                                                       | CUSIP: 650009T78<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    295000 | PA      | $316929.65    | 0.47%             | 2039-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Moderna Inc                                                                      | Moderna Inc                                                                                                                    | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |       876 | NS      | $154097.16    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Berks County Industrial Development Authority                                    | BERKS CNTY PA INDL DEV AUTH HLTH SYS REVENUE                                                                                   | CUSIP: 08451PAX9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $67752.98     | 0.10%             | 2047-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                         | PUBLIC FIN AUTH WI HGR EDU FACS REVENUE                                                                                        | CUSIP: 74445FAH7<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    100000 | PA      | $99146.63     | 0.15%             | 2042-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries Inc                                                | Huntington Ingalls Industries Inc                                                                                              | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |       490 | NS      | $113660.40    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Colorado Health Facilities Authority                                             | COLORADO ST HLTH FACS AUTH REVENUE                                                                                             | CUSIP: 19648FTD6<br>LEI: 5493002JB6DRFRZPEQ21 | Long             | DBT              | MUN               | US        |    100000 | PA      | $79409.75     | 0.12%             | 2041-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Capital Trust Agency Inc                                                         | CAPITAL TRUST AGY FL REVENUE                                                                                                   | CUSIP: 14052WDN4<br>LEI: 549300F49UWS7X0OGQ59 | Long             | DBT              | MUN               | US        |    100000 | PA      | $88626.06     | 0.13%             | 2056-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AECOM                                                                            | AECOM                                                                                                                          | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |       425 | NS      | $36125.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson PLC                                                         | Willis Towers Watson PLC                                                                                                       | CUSIP: 000000000<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | IE        |       361 | NS      | $88863.76     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Dentsu Group Inc                                                                 | Dentsu Group Inc                                                                                                               | CUSIP: 000000000<br>LEI: 5299007PBBE83ZLJZG91 | Long             | EC               | CORP              | JP        |       100 | NS      | $3238.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State of Illinois                                                                | ILLINOIS ST                                                                                                                    | CUSIP: 452153DA4<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    220000 | PA      | $231805.57    | 0.34%             | 2042-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Adobe Inc                                                                        | Adobe Inc                                                                                                                      | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |       157 | NS      | $54154.01     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                                                                          | KeyCorp                                                                                                                        | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |      3954 | NS      | $74374.74     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                           | US 10YR NOTE (CBT)MAR23                                                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        20 | NC      | $11957.57     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodside Energy Group Ltd                                                        | Woodside Energy Group Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 2549005ZC5RXAOO7FH41 | Long             | EC               | CORP              | AU        |      2321 | NS      | $58615.79     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| City of Detroit MI                                                               | DETROIT MI                                                                                                                     | CUSIP: 2510933Q1<br>LEI: 549300BQRJP7MKKHOY28 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15283.71     | 0.02%             | 2036-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Baytown Municipal Development District                                           | BAYTOWN MUNI DEV DIST TX                                                                                                       | CUSIP: 073201AB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $79895.22     | 0.12%             | 2050-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                                             | PUERTO RICO ELEC PWR AUTH PWR REVENUE                                                                                          | CUSIP: 74526QVX7<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |     70000 | PA      | $51800.00     | 0.08%             | 2040-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                                           | AXA SA                                                                                                                         | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EC               | CORP              | FR        |      1769 | NS      | $50007.09     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                      | Long: IS1LA44   CDS USD R F  3.00000 IS1LA44 CMBX / Short: IS1LA44   CDS USD P V 01MEVENT IS1LA55 CMBX                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |     99126 | OU      | $-23294.63    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Florida Development Finance Corp                                                 | FLORIDA ST DEV FIN CORP                                                                                                        | CUSIP: 340618DE4<br>LEI: 549300HC854CNBLMWC48 | Long             | DBT              | MUN               | US        |    560000 | PA      | $557694.87    | 0.82%             | 2056-12-01      | Floating      | 2.90%                 | No            |                  2 | On Loan: No      |
| New York Transportation Development Corp                                         | NEW YORK ST TRANSPRTN DEV CORP SPL FAC REVENUE                                                                                 | CUSIP: 650116AQ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    460000 | PA      | $460931.82    | 0.68%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                    | PURCHASED THB / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | TH        |         1 | NC      | $4806.51      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tobacco Settlement Financing Corp/VA                                             | TOBACCO SETTLEMENT FING CORP VA                                                                                                | CUSIP: 88880NAU3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    410000 | PA      | $382071.83    | 0.56%             | 2047-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | Alphabet Inc                                                                                                                   | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      2628 | NS      | $266610.60    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| AltaGas Ltd                                                                      | AltaGas Ltd                                                                                                                    | CUSIP: 021361100<br>LEI: 549300D7A8QA85Z2MH11 | Long             | EC               | CORP              | CA        |      5768 | NS      | $96780.11     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Brazoria County Industrial Development Corp                                      | BRAZORIA CNTY TX INDL DEV CORP SOLID WST DISP FACS REVENUE                                                                     | CUSIP: 10604PAE3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $97657.39     | 0.14%             | 2042-06-01      | Floating      | 10.00%                | No            |                  2 | On Loan: No      |
| SITC International Holdings Co Ltd                                               | SITC International Holdings Co Ltd                                                                                             | CUSIP: 000000000<br>LEI: 529900JUV4MOM9CE3V12 | Long             | EC               | CORP              | KY        |     16000 | NS      | $35493.69     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Ubisoft Entertainment SA                                                         | Ubisoft Entertainment SA                                                                                                       | CUSIP: 000000000<br>LEI: 969500I7C8V1LBIMSM05 | Long             | EC               | CORP              | FR        |       609 | NS      | $16941.28     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Admiral Group PLC                                                                | Admiral Group PLC                                                                                                              | CUSIP: 000000000<br>LEI: 213800FGVM7Z9EJB2685 | Long             | EC               | CORP              | GB        |       710 | NS      | $17358.05     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                                             | PUERTO RICO ELEC PWR AUTH PWR REVENUE                                                                                          | CUSIP: 74526QZZ8<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |     40000 | PA      | $29500.00     | 0.04%             | 2029-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dassault Aviation SA                                                             | Dassault Aviation SA                                                                                                           | CUSIP: 000000000<br>LEI: 969500CVFTUT88V8QN95 | Long             | EC               | CORP              | FR        |        32 | NS      | $5086.63      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Stockland                                                                        | Stockland                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |     42964 | NS      | $112173.54    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Puerto Rico Industrial Tourist Educational Medical & Envirml Ctl Facs Fing Auth  | PUERTO RICO INDL TOURIST EDUCTNL MED & ENVRNMNTL CONTROL FAC                                                                   | CUSIP: 74527JAC1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    205000 | PA      | $212352.78    | 0.31%             | 2026-06-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                          | PURCHASED USD / SOLD TWD                                                                                                       | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |         1 | NC      | $-2380.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Texas Private Activity Bond Surface Transportation Corp                          | TEXAS ST PRIV ACTIVITY BOND SURFACE TRANSPRTN CORP REVENUE                                                                     | CUSIP: 882667AN8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    230000 | PA      | $227349.80    | 0.34%             | 2058-06-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sempra Energy                                                                    | Sempra Energy                                                                                                                  | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |       823 | NS      | $136774.37    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Finance Authority                                                         | PUBLIC FIN AUTH WI HOTEL REVENUE                                                                                               | CUSIP: 74447DAG2<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    150000 | PA      | $141292.47    | 0.21%             | 2062-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                                                          | O'Reilly Automotive Inc                                                                                                        | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |        41 | NS      | $35446.14     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| City of Atlanta GA Airport Passenger Facility Charge                             | ATLANTA GA ARPT PASSENGER FAC CHARGE REVENUE                                                                                   | CUSIP: 04780TCS1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    625000 | PA      | $638893.88    | 0.94%             | 2028-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS Health Corp                                                                                                                | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |      1514 | NS      | $154246.32    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Puerto Rico Sales Tax Financing Corp Sales Tax Revenue                           | PUERTO RICO SALES TAX FING CORP SALES TAX REVENUE                                                                              | CUSIP: 74529JRJ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $13551.31     | 0.02%             | 2040-07-01      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Telstra Group Ltd                                                                | Telstra Group Ltd                                                                                                              | CUSIP: 000000000<br>LEI: PCTXNQGRJVR3OG33JG65 | Long             | EC               | CORP              | AU        |     18616 | NS      | $50509.22     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Michigan Finance Authority                                                       | MICHIGAN ST FIN AUTH REVENUE                                                                                                   | CUSIP: 59447TM26<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |    155000 | PA      | $13096.71     | 0.02%             | 2065-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                              | PURCHASED CLP / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | CL        |         1 | NC      | $-966.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Buckeye Tobacco Settlement Financing Authority                                   | BUCKEYE OH TOBACCO SETTLEMENT FING AUTH                                                                                        | CUSIP: 118217DA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    395000 | PA      | $46173.21     | 0.07%             | 2057-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Economic Development Authority                                        | NEW JERSEY ST ECON DEV AUTH REVENUE                                                                                            | CUSIP: 64577BN26<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |    415000 | PA      | $417385.01    | 0.62%             | 2047-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Gartner Inc                                                                      | Gartner Inc                                                                                                                    | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |       189 | NS      | $66219.93     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | Marsh & McLennan Cos Inc                                                                                                       | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |       451 | NS      | $78104.18     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Principal Financial Group Inc                                                    | Principal Financial Group Inc                                                                                                  | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |       695 | NS      | $62327.60     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                                                                      | Walmart Inc                                                                                                                    | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |       223 | NS      | $33989.66     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                                                   | PURCHASED IDR / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | ID        |         1 | NC      | $-2082.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Children's Trust Fund                                                            | THE CHILDRENS TRUST FUND PR TOBACCO SETTLEMENT REVENUE                                                                         | CUSIP: 16876QBL2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $132176.00    | 0.20%             | 2057-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | Coca-Cola Co/The                                                                                                               | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |      1256 | NS      | $79894.16     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortinet Inc                                                                     | Fortinet Inc                                                                                                                   | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |      2029 | NS      | $107861.64    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                                                    | PURCHASED USD / SOLD ZAR                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-4408.43     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Kentucky Economic Development Finance Authority                                  | KENTUCKY ST ECON DEV FIN AUTH                                                                                                  | CUSIP: 49126KKC4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    315000 | PA      | $322988.49    | 0.48%             | 2037-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | Royal Bank of Canada                                                                                                           | CUSIP: 780087102<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | EC               | CORP              | CA        |      1153 | NS      | $114669.99    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Arizona Industrial Development Authority                                         | ARIZONA ST INDL DEV AUTH REVENUE                                                                                               | CUSIP: 04052ABH8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    137134 | PA      | $131965.16    | 0.19%             | 2033-05-20      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                 | Exxon Mobil Corp                                                                                                               | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |       148 | NS      | $16478.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                                      | Long: SS2GOL3   IRS USD R F  2.98200 IS2GOL3 CCPOIS / Short: SS2GOL3   IRS USD P V 00MSOFR IS2GOM4 CCPOIS                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   3800000 | OU      | $-96460.28    | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                                                                      | Long: BS21YN0   IRS USD R V 12MUSCPI IS21YO1 CCPINFLATIONZERO / Short: BS21YN0   IRS USD P F  1.23000 IS21YN0 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1080000 | OU      | $191042.70    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                              | PURCHASED MYR / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | MY        |         1 | NC      | $475.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nestle SA                                                                        | Nestle SA                                                                                                                      | CUSIP: 000000000<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |       365 | NS      | $43443.59     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                                             | PUERTO RICO ELEC PWR AUTH PWR REVENUE                                                                                          | CUSIP: 74526QXP2<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |     25000 | PA      | $18500.00     | 0.03%             | 2024-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Port of Greater Cincinnati Development Authority                                 | PORT OF GTR CINCINNATI DEV AUTH OH EDU REVENUE                                                                                 | CUSIP: 73421LAA9<br>LEI: 549300IK2RCZBY62ST97 | Long             | DBT              | MUN               | US        |    100000 | PA      | $91972.35     | 0.14%             | 2056-06-15      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| Iowa Finance Authority                                                           | IOWA ST FIN AUTH REVENUE                                                                                                       | CUSIP: 46246K4S8<br>LEI: 549300NQVL49BTHOW391 | Long             | DBT              | MUN               | US        |    100000 | PA      | $87029.58     | 0.13%             | 2043-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Spark New Zealand Ltd                                                            | Spark New Zealand Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 529900HUN51H3Y7QBB66 | Long             | EC               | CORP              | NZ        |     37539 | NS      | $122381.23    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                      | PUERTO RICO CMWLTH                                                                                                             | CUSIP: 74514L3Q8<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |      9262 | PA      | $8507.37      | 0.01%             | 2024-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Colorado Health Facilities Authority                                             | COLORADO ST HLTH FACS AUTH REVENUE                                                                                             | CUSIP: 19648FTH7<br>LEI: 5493002JB6DRFRZPEQ21 | Long             | DBT              | MUN               | US        |    100000 | PA      | $79999.91     | 0.12%             | 2049-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wolters Kluwer NV                                                                | Wolters Kluwer NV                                                                                                              | CUSIP: 000000000<br>LEI: 724500TEM53I0U077B74 | Long             | EC               | CORP              | NL        |       992 | NS      | $109328.70    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Main Street Natural Gas Inc                                                      | MAIN STREET NATURAL GAS INC GA GAS SUPPLY REVENUE                                                                              | CUSIP: 56035DAW2<br>LEI: 549300NY5M0QVZ6X4U26 | Long             | DBT              | MUN               | US        |    450000 | PA      | $451633.37    | 0.67%             | 2048-08-01      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                      | Long: SS2D890   IRS USD R F  3.32300 IS2D890 CCPINFLATIONZERO / Short: SS2D890   IRS USD P V 12MUSCPI IS2D8A1 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    370000 | OU      | $-15699.62    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Education                                                       | CHICAGO IL BRD OF EDU                                                                                                          | CUSIP: 167505PL4<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |    525000 | PA      | $500527.18    | 0.74%             | 2042-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                         | PUBLIC FIN AUTH WI REVENUE                                                                                                     | CUSIP: 74442PCQ6<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    160000 | PA      | $145515.34    | 0.21%             | 2048-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                              | PURCHASED USD / SOLD MYR                                                                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-9297.23     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RELX PLC                                                                         | RELX PLC                                                                                                                       | CUSIP: 000000000<br>LEI: 549300WSX3VBUFFJOO66 | Long             | EC               | CORP              | GB        |      3349 | NS      | $94511.38     | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | PURCHASED TWD / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | TW        |         1 | NC      | $10721.94     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Link REIT                                                                        | Link REIT                                                                                                                      | CUSIP: 000000000<br>LEI: 529900XUE70U36QX5M62 | Long             | EC               |  | HK        |      2900 | NS      | $19588.92     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Assa Abloy AB                                                                    | Assa Abloy AB                                                                                                                  | CUSIP: 000000000<br>LEI: 549300YECS8HKCIMMB67 | Long             | EC               | CORP              | SE        |      1566 | NS      | $35907.42     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| New Jersey Turnpike Authority                                                    | NEW JERSEY ST TURNPIKE AUTH TURNPIKE REVENUE                                                                                   | CUSIP: 646140DJ9<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |    500000 | PA      | $493993.40    | 0.73%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Texas Pacific Land Corp                                                          | Texas Pacific Land Corp                                                                                                        | CUSIP: 88262P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        26 | NS      | $67406.04     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Sage Group PLC/The                                                               | Sage Group PLC/The                                                                                                             | CUSIP: 000000000<br>LEI: 2138005RN5XYLTF8G138 | Long             | EC               | CORP              | GB        |      3827 | NS      | $37119.89     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Repsol SA                                                                        | Repsol SA                                                                                                                      | CUSIP: 000000000<br>LEI: BSYCX13Y0NOTV14V9N85 | Long             | EC               | CORP              | ES        |      5420 | NS      | $83686.54     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Metropolitan Pier & Exposition Authority                                         | MET PIER & EXPOSITION AUTH IL REVENUE                                                                                          | CUSIP: 592250AP9<br>LEI: 254900I3VDCQ58UGBR15 | Long             | DBT              | MUN               | US        |    350000 | PA      | $133134.26    | 0.20%             | 2041-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Resona Holdings Inc                                                              | Resona Holdings Inc                                                                                                            | CUSIP: 000000000<br>LEI: 52990067JE75XZCYYT81 | Long             | EC               | CORP              | JP        |      2400 | NS      | $11550.33     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                         | PUBLIC FIN AUTH WI EXEMPT FACS REVENUE                                                                                         | CUSIP: 74443QAB8<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    265000 | PA      | $267068.11    | 0.39%             | 2024-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Uptown Development Authority                                                     | UPTOWN DEV AUTH TX INCR CONTRACT REVENUE                                                                                       | CUSIP: 916856GR2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    325000 | PA      | $326846.46    | 0.48%             | 2040-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lees Summit Industrial Development Authority                                     | LEES SUMMIT MO INDL DEV AUTH SENIOR LIVING FACS REVENUE                                                                        | CUSIP: 524292AR0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    245000 | PA      | $210337.30    | 0.31%             | 2046-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                   | NEW JERSEY ST TRANSPRTN TRUST FUND AUTH                                                                                        | CUSIP: 6461364V0<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |    250000 | PA      | $259477.53    | 0.38%             | 2038-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cadence Design Systems Inc                                                       | Cadence Design Systems Inc                                                                                                     | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |       761 | NS      | $130922.44    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Juniper Networks Inc                                                             | Juniper Networks Inc                                                                                                           | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |      3372 | NS      | $112085.28    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Thomson Reuters Corp                                                             | Thomson Reuters Corp                                                                                                           | CUSIP: 884903709<br>LEI: 549300561UZND4C7B569 | Long             | EC               | CORP              | CA        |       386 | NS      | $45451.09     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Exchange Derivatives Clearing Limited                                  | 10YR MINI JGB FUT DEC22                                                                                                        | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DIR              |  | SG        |         3 | NC      | $459.84       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                                                 | PURCHASED USD / SOLD CNH                                                                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-11573.31    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                              | PURCHASED USD / SOLD TWD                                                                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-2407.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bentley Systems Inc                                                              | Bentley Systems Inc                                                                                                            | CUSIP: 08265T208<br>LEI: 549300WVEHPGE0Z56F71 | Long             | EC               | CORP              | US        |      1449 | NS      | $57394.89     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Minneapolis-St Paul Metropolitan Airports Commission                             | MINNEAPOLIS-SAINT PAUL MN MET ARPTS COMMISSION ARPT REVENUE                                                                    | CUSIP: 603827L20<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    230000 | PA      | $217946.00    | 0.32%             | 2041-01-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | Mastercard Inc                                                                                                                 | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |       730 | NS      | $260172.00    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Salmar ASA                                                                       | Salmar ASA                                                                                                                     | CUSIP: 000000000<br>LEI: 5967007LIEEXZXGDBK67 | Long             | EC               | CORP              | NO        |       672 | NS      | $23687.52     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                      | PUERTO RICO CMWLTH                                                                                                             | CUSIP: 74514L3M7<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |     21370 | PA      | $17804.26     | 0.03%             | 2037-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Booz Allen Hamilton Holding Corp                                                 | Booz Allen Hamilton Holding Corp                                                                                               | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |       667 | NS      | $70968.80     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                                                                     | Broadcom Inc                                                                                                                   | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |       304 | NS      | $167513.12    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc                                                                        | Amgen Inc                                                                                                                      | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |       456 | NS      | $130598.40    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Post Holdings Co Ltd                                                       | Japan Post Holdings Co Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 5299003D9N4JBS256X18 | Long             | EC               | CORP              | JP        |     16100 | NS      | $126194.60    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                      | Long: IS1PBA9   CDS USD R F  3.00000 IS1PBA9 CMBX / Short: IS1PBA9   CDS USD P V 01MEVENT IS1PBB0 CMBX                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |      4657 | OU      | $-1094.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                    | PURCHASED ZAR / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | ZA        |         1 | NC      | $-267.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| New Hope Cultural Education Facilities Finance Corp                              | NEW HOPE CULTURAL EDU FACS FIN CORP TX SENIOR LIVING REVENUE                                                                   | CUSIP: 64542PEQ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $31500.00     | 0.05%             | 2053-12-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CSCDA Community Improvement Authority                                            | CSCDA CMNTY IMPT AUTH CA ESSENTIAL HSG REVENUE                                                                                 | CUSIP: 126292AM3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $73212.19     | 0.11%             | 2056-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                      | Long: BS2D7L5   IRS USD R V 00MSOFR IS2D7M6 CCPOIS / Short: BS2D7L5   IRS USD P F  1.28350 IS2D7L5 CCPOIS                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    300000 | OU      | $51425.00     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Puerto Rico Sales Tax Financing Corp Sales Tax Revenue                           | PUERTO RICO SALES TAX FING CORP SALES TAX REVENUE                                                                              | CUSIP: 74529JQD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      6000 | PA      | $4357.54      | 0.01%             | 2029-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia Tobacco Settlement Financing Corp                           | DIST OF COLUMBIA TOBACCO SETTLEMENT FING CORP                                                                                  | CUSIP: 254842BD8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $89377.90     | 0.13%             | 2055-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Government Nashville & Davidson County Industrial Development Board | MET GOVT NASHVILLE & DAVIDSON CNTY TN INDL DEV BRD SPL ASSMN                                                                   | CUSIP: 59211SAA7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $77599.12     | 0.11%             | 2051-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Michigan Tobacco Settlement Finance Authority                                    | MICHIGAN ST TOBACCO SETTLEMENT FIN AUTH                                                                                        | CUSIP: 594751AM1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1600000 | PA      | $71599.04     | 0.11%             | 2058-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Nippon Building Fund Inc                                                         | Nippon Building Fund Inc                                                                                                       | CUSIP: 000000000<br>LEI: 52990053R8NL2MB32172 | Long             | EC               |  | JP        |         9 | NS      | $41980.76     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Tesla Inc                                                                        | Tesla Inc                                                                                                                      | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |      1123 | NS      | $218648.10    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                                                             | PURCHASED USD / SOLD KRW                                                                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-14897.87    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Illinois Finance Authority                                                       | ILLINOIS ST FIN AUTH REVENUE                                                                                                   | CUSIP: 45204FKR5<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |    100000 | PA      | $78956.16     | 0.12%             | 2042-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Education                                                       | CHICAGO IL BRD OF EDU                                                                                                          | CUSIP: 167505RP3<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |    100000 | PA      | $109263.83    | 0.16%             | 2042-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Inpex Corp                                                                       | Inpex Corp                                                                                                                     | CUSIP: 000000000<br>LEI: 353800VHYYADPR6MXQ47 | Long             | EC               | CORP              | JP        |      1000 | NS      | $11019.63     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                                              | Deutsche Telekom AG                                                                                                            | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | EC               | CORP              | DE        |      1694 | NS      | $34460.59     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                                             | PUERTO RICO ELEC PWR AUTH PWR REVENUE                                                                                          | CUSIP: 74526QVA7<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |     45000 | PA      | $33356.25     | 0.05%             | 2024-07-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                      | Long: SS2COQ6   IRS USD R F  3.39000 IS2COQ6 CCPINFLATIONZERO / Short: SS2COQ6   IRS USD P V 12MUSCPI IS2COR7 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    850000 | OU      | $-18651.69    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Aviva PLC                                                                        | Aviva PLC                                                                                                                      | CUSIP: 000000000<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | EC               | CORP              | GB        |     21018 | NS      | $113481.79    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Wisconsin Health & Educational Facilities Authority                              | WISCONSIN ST HLTH & EDUCTNL FACS AUTH REVENUE                                                                                  | CUSIP: 97712JED1<br>LEI: 549300ISNGXS0VHGVD41 | Long             | DBT              | MUN               | US        |    100000 | PA      | $74485.11     | 0.11%             | 2047-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of Georgia                                                                 | GEORGIA ST                                                                                                                     | CUSIP: 373385HW6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $103899.38    | 0.15%             | 2038-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CSCDA Community Improvement Authority                                            | CSCDA CMNTY IMPT AUTH CA ESSENTIAL HSG REVENUE                                                                                 | CUSIP: 126292BU4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $65780.90     | 0.10%             | 2058-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Knight-Swift Transportation Holdings Inc                                         | Knight-Swift Transportation Holdings Inc                                                                                       | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1019 | NS      | $56483.17     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                                                | PURCHASED MYR / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |         1 | NC      | $-351.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Auto Trader Group PLC                                                            | Auto Trader Group PLC                                                                                                          | CUSIP: 000000000<br>LEI: 213800QLK9BZILB1DI86 | Long             | EC               | CORP              | GB        |      8005 | NS      | $55260.98     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                                                         | American Airlines Inc/AAdvantage Loyalty IP Ltd                                                                                | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    100000 | PA      | $93380.00     | 0.14%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Tobacco Settlement Financing Corp                                                | TOBACCO SETTLEMENT FING CORP NJ                                                                                                | CUSIP: 888808HT2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    515000 | PA      | $497732.15    | 0.73%             | 2046-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Inc                                                                | Iron Mountain Inc                                                                                                              | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               |  | US        |      2268 | NS      | $123220.44    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Limited                                                                      | Long: BS20V36   IRS USD R V 12MUSCPI IS20V47 CCPINFLATIONZERO / Short: BS20V36   IRS USD P F   .73500 IS20V36 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1170000 | OU      | $248367.96    | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| California Community Housing Agency                                              | CALIFORNIA CMNTY HSG AGY ESSENTIAL HSG REVENUE                                                                                 | CUSIP: 13013FBB9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $65128.29     | 0.10%             | 2057-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Vornado Realty Trust                                                             | Vornado Realty Trust                                                                                                           | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               |  | US        |       159 | NS      | $4021.11      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| County of Miami-Dade FL Aviation Revenue                                         | MIAMI-DADE CNTY FL AVIATION REVENUE                                                                                            | CUSIP: 59333PN79<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    665000 | PA      | $691397.11    | 1.02%             | 2025-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                                                    | Koninklijke Ahold Delhaize NV                                                                                                  | CUSIP: 000000000<br>LEI: 724500C9GNBV20UYRX36 | Long             | EC               | CORP              | NL        |      4098 | NS      | $119424.31    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                           | PURCHASED USD / SOLD CLP                                                                                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-854.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BCE Inc                                                                          | BCE Inc                                                                                                                        | CUSIP: 05534B760<br>LEI: 5493001I9203PRB5KR45 | Long             | EC               | CORP              | CA        |       899 | NS      | $42813.02     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bandai Namco Holdings Inc                                                        | Bandai Namco Holdings Inc                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       800 | NS      | $53008.30     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| City of Detroit MI                                                               | DETROIT MI                                                                                                                     | CUSIP: 2510933R9<br>LEI: 549300BQRJP7MKKHOY28 | Long             | DBT              | MUN               | US        |     50000 | PA      | $50761.21     | 0.07%             | 2037-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                | ILLINOIS ST                                                                                                                    | CUSIP: 452152P88<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    230000 | PA      | $236052.86    | 0.35%             | 2024-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cape Girardeau County Industrial Development Authority                           | CAPE GIRARDEAU CNTY MO INDL DEV AUTH HLTH CARE FACS REVENUE                                                                    | CUSIP: 139404GT8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    450000 | PA      | $459275.04    | 0.68%             | 2036-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Sparks NV                                                                | SPARKS NV TOURISM IMPT DIST #1 REVENUE                                                                                         | CUSIP: 846562AD8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $88561.06     | 0.13%             | 2028-06-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| New York Counties Tobacco Trust V                                                | NEW YORK CNTYS NY TOBACCO TRUST V                                                                                              | CUSIP: 649441AB8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    550000 | PA      | $72084.43     | 0.11%             | 2050-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                   | Commerzbank AG                                                                                                                 | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | EC               | CORP              | DE        |     14275 | NS      | $119568.91    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                     | CaixaBank SA                                                                                                                   | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | EC               | CORP              | ES        |      1564 | NS      | $5814.66      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Domino's Pizza Inc                                                               | Domino's Pizza Inc                                                                                                             | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |        88 | NS      | $34208.24     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago O'Hare International Airport                                             | CHICAGO IL O'HARE INTERNATIONAL ARPT SPL FAC REVENUE                                                                           | CUSIP: 167590EY0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $107949.26    | 0.16%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                                | PURCHASED USD / SOLD IDR                                                                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $551.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                      | S+P500 EMINI FUT DEC22                                                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |         5 | NC      | $93505.45     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                                                | PURCHASED MYR / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |         1 | NC      | $8.19         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARMADA HOFFLER PROPERTIE                                                         | Armada Hoffler Properties Inc                                                                                                  | CUSIP: 04208T207<br>LEI: 549300WQRSIV6XZT9313 | Long             | EP               |  | US        |      2100 | NS      | $43050.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | Goldman Sachs Group Inc/The                                                                                                    | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |       348 | NS      | $134380.20    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Commonwealth of Puerto Rico                                                      | PUERTO RICO CMWLTH                                                                                                             | CUSIP: 74514L3H8<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |     30075 | PA      | $30778.19     | 0.05%             | 2029-07-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                                                | EURO STOXX 50 DEC22                                                                                                            | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |         3 | NC      | $5528.45      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Philadelphia Authority for Industrial Development                                | PHILADELPHIA PA AUTH FOR INDL DEV CHRT SCH REVENUE                                                                             | CUSIP: 71780CAZ3<br>LEI: 549300DIY68KQZEW7M79 | Long             | DBT              | MUN               | US        |    100000 | PA      | $93563.01     | 0.14%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Chemical Group Corp                                                   | Mitsubishi Chemical Group Corp                                                                                                 | CUSIP: 000000000<br>LEI: 353800YNKX4RQUGAR072 | Long             | EC               | CORP              | JP        |      5887 | NS      | $31434.15     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ServiceNow Inc                                                                   | ServiceNow Inc                                                                                                                 | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |       435 | NS      | $181090.50    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| CenterPoint Energy Inc                                                           | CenterPoint Energy Inc                                                                                                         | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |      4207 | NS      | $130879.77    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard Real Estate ETF                                                         | Vanguard Real Estate ETF                                                                                                       | CUSIP: 922908553<br>LEI: B1HNOZOSPCLXHIVBEI82 | Long             | EC               | RF                | US        |      6080 | NS      | $535526.40    | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Railsplitter Tobacco Settlement Authority                                        | RAILSPLITTER IL TOBACCO SETTLEMENT AUTH                                                                                        | CUSIP: 75076PAV7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    365000 | PA      | $369111.03    | 0.54%             | 2023-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                      | PUERTO RICO CMWLTH                                                                                                             | CUSIP: 74514L3N5<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |     29054 | PA      | $23266.02     | 0.03%             | 2041-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                       | Fidelity National Information Services Inc                                                                                     | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |      1013 | NS      | $73523.54     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Hidalgo County Regional Mobility Authority                                       | HIDALGO CNTY TX REGL MOBILITY AUTH TOLL & VEHICLE REGISTRATI                                                                   | CUSIP: 42934AAZ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $85077.04     | 0.13%             | 2051-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                      | PUERTO RICO CMWLTH                                                                                                             | CUSIP: 74514L3T2<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |    317240 | PA      | $144344.34    | 0.21%             | 2043-11-01      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                                           | PURCHASED PHP / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | PH        |         1 | NC      | $4217.51      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| New Hope Cultural Education Facilities Finance Corp                              | NEW HOPE CULTURAL ED FACS FIN CORP TX RETIREMENT FAC REVENUE                                                                   | CUSIP: 64542UDV3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    325000 | PA      | $311661.35    | 0.46%             | 2037-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSCDA Community Improvement Authority                                            | CSCDA CMNTY IMPT AUTH CA ESSENTIAL HSG REVENUE                                                                                 | CUSIP: 126292CM1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $80120.56     | 0.12%             | 2059-07-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Roche Holding AG                                                                 | Roche Holding AG                                                                                                               | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |       110 | NS      | $44188.57     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | MetLife Inc                                                                                                                    | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |       844 | NS      | $64734.80     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| State of Illinois                                                                | ILLINOIS ST                                                                                                                    | CUSIP: 452152Q20<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    250000 | PA      | $260684.30    | 0.38%             | 2028-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MGM Resorts International                                                        | MGM Resorts International                                                                                                      | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |      1950 | NS      | $71877.00     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Telefonica SA                                                                    | Telefonica SA                                                                                                                  | CUSIP: 000000000<br>LEI: 549300EEJH4FEPDBBR25 | Long             | EC               | CORP              | ES        |      8347 | NS      | $31156.66     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CSCDA Community Improvement Authority                                            | CSCDA CMNTY IMPT AUTH CA ESSENTIAL HSG REVENUE                                                                                 | CUSIP: 126292BN0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $69276.93     | 0.10%             | 2057-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Iowa Finance Authority                                                           | IOWA ST FIN AUTH MIDWSTRN DISASTER AREA REVENUE                                                                                | CUSIP: 46246SAV7<br>LEI: 549300NQVL49BTHOW391 | Long             | DBT              | MUN               | US        |    300000 | PA      | $288984.18    | 0.43%             | 2050-12-01      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| California Community Housing Agency                                              | CALIFORNIA CMNTY HSG AGY ESSENTIAL HSG REVENUE                                                                                 | CUSIP: 13013FAL8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $121886.21    | 0.18%             | 2056-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | Pfizer Inc                                                                                                                     | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |      3686 | NS      | $184779.18    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| VeriSign Inc                                                                     | VeriSign Inc                                                                                                                   | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |       413 | NS      | $82521.53     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| E.ON SE                                                                          | E.ON SE                                                                                                                        | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | EC               | CORP              | DE        |      2268 | NS      | $21744.56     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Metropolitan Pier & Exposition Authority                                         | MET PIER & EXPOSITION AUTH IL REVENUE                                                                                          | CUSIP: 592250CZ5<br>LEI: 254900I3VDCQ58UGBR15 | Long             | DBT              | MUN               | US        |    150000 | PA      | $26911.58     | 0.04%             | 2054-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Turnpike Authority                                                    | NEW JERSEY ST TURNPIKE AUTH TURNPIKE REVENUE                                                                                   | CUSIP: 6461394Y8<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |    675000 | PA      | $697264.07    | 1.03%             | 2029-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BHP Group Ltd                                                                    | BHP Group Ltd                                                                                                                  | CUSIP: 000000000<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |      2138 | NS      | $66396.33     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Molina Healthcare Inc                                                            | Molina Healthcare Inc                                                                                                          | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |       315 | NS      | $106082.55    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Commonwealth of Puerto Rico                                                      | PUERTO RICO CMWLTH                                                                                                             | CUSIP: 74514L3P0<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |     30216 | PA      | $23240.63     | 0.03%             | 2046-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | Oracle Corp                                                                                                                    | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |      1663 | NS      | $138078.89    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Decatur Hospital Authority                                                       | DECATUR TX HOSP AUTH                                                                                                           | CUSIP: 243323CA8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $207775.53    | 0.31%             | 2044-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| George Weston Ltd                                                                | George Weston Ltd                                                                                                              | CUSIP: 961148509<br>LEI: 549300FAHC3L1QKNT280 | Long             | EC               | CORP              | CA        |        51 | NS      | $6386.61      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| North Broward Hospital District                                                  | NORTH BROWARD FL HOSP DIST                                                                                                     | CUSIP: 657883DP6<br>LEI: 549300HZL14T4Q7UDP41 | Long             | DBT              | MUN               | US        |    310000 | PA      | $309722.83    | 0.46%             | 2048-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| North Carolina Turnpike Authority                                                | NORTH CAROLINA ST TURNPIKE AUTH                                                                                                | CUSIP: 65830RCW7<br>LEI: 549300FCT1PN0GJGQ240 | Long             | DBT              | MUN               | US        |    175000 | PA      | $179120.57    | 0.26%             | 2024-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                          | Eni SpA                                                                                                                        | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | EC               | CORP              | IT        |      9868 | NS      | $147131.85    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANSPRTN AUTH NY REVENUE                                                                                                  | CUSIP: 59261AJQ1<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    245000 | PA      | $250648.60    | 0.37%             | 2030-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kalispel Tribe of Indians                                                        | KALISPEL TRIBE OF INDIANS PRIORITY DIST WA REVENUE                                                                             | CUSIP: 48340PAU6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    155000 | PA      | $162353.71    | 0.24%             | 2038-01-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Virginia Small Business Financing Authority                                      | VIRGINIA ST SMALL BUSINESS FING AUTH SOL WST DISP FAC REVENU                                                                   | CUSIP: 928106AR4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $95769.56     | 0.14%             | 2029-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                      | Long: SS2DII9   IRS USD R F  3.06350 IS2DII9 CCPINFLATIONZERO / Short: SS2DII9   IRS USD P V 12MUSCPI IS2DIJ0 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    360000 | OU      | $-11491.59    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Steel Corp                                                                | Nippon Steel Corp                                                                                                              | CUSIP: 000000000<br>LEI: 35380065QWQ4U2V3PA33 | Long             | EC               | CORP              | JP        |      7600 | NS      | $121761.89    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Vermont Economic Development Authority                                           | VERMONT ST ECON DEV AUTH MTGEREVENUE                                                                                           | CUSIP: 92415TBQ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    235000 | PA      | $205341.68    | 0.30%             | 2047-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Autodesk Inc                                                                     | Autodesk Inc                                                                                                                   | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |       593 | NS      | $119756.35    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Crowdstrike Holdings Inc                                                         | Crowdstrike Holdings Inc                                                                                                       | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |       252 | NS      | $29647.80     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon PLC                                                                          | Aon PLC                                                                                                                        | CUSIP: 000000000<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | IE        |        98 | NS      | $30211.44     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital Inc                                                                  | Gen Digital Inc                                                                                                                | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |      9219 | NS      | $211668.24    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Limited                                                                      | Long: BS23W54   IRS USD R V 12MUSCPI IS23W65 CCPINFLATIONZERO / Short: BS23W54   IRS USD P F  1.58700 IS23W54 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     75000 | OU      | $12487.88     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                              | PURCHASED CNH / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | CN        |         1 | NC      | $2422.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                    | PURCHASED ZAR / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | ZA        |         1 | NC      | $853.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Illinois Finance Authority                                                       | ILLINOIS ST FIN AUTH REVENUE                                                                                                   | CUSIP: 45204FNN1<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |    250000 | PA      | $212503.33    | 0.31%             | 2046-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                              | Cardinal Health Inc                                                                                                            | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |      1613 | NS      | $129314.21    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| AmerisourceBergen Corp                                                           | AmerisourceBergen Corp                                                                                                         | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |       807 | NS      | $137746.83    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| State of Minnesota                                                               | MINNESOTA ST                                                                                                                   | CUSIP: 60412AWU3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    255000 | PA      | $263504.76    | 0.39%             | 2039-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                                         | GOLDEN ST TOBACCO SECURITIZATION CORP CA TOBACCO SETTLEMENT                                                                    | CUSIP: 38122NB84<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    730000 | PA      | $78261.11     | 0.12%             | 2066-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                                                         | Bayer AG                                                                                                                       | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | EC               | CORP              | DE        |      2061 | NS      | $119614.05    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Black Belt Energy Gas District                                                   | BLACK BELT ENERGY GAS DIST ALGAS PREPAY REVENUE                                                                                | CUSIP: 09182RAR2<br>LEI: 549300I8V0Z68JQCB679 | Long             | DBT              | MUN               | US        |    265000 | PA      | $263961.20    | 0.39%             | 2049-12-01      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                                                    | PURCHASED PHP / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | PH        |         1 | NC      | $10667.77     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                                | PURCHASED USD / SOLD INR                                                                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-545.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| District of Columbia Tobacco Settlement Financing Corp                           | DIST OF COLUMBIA TOBACCO SETTLEMENT FING CORP                                                                                  | CUSIP: 254842BE6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    625000 | PA      | $47048.00     | 0.07%             | 2055-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp                                                                | Devon Energy Corp                                                                                                              | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |       654 | NS      | $44812.08     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Bank USA                                                           | PURCHASED INR / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | IN        |         1 | NC      | $92.43        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                                                                      | Long: BS23XF1   IRS USD R V 12MUSCPI IS23XG2 CCPINFLATIONZERO / Short: BS23XF1   IRS USD P F  1.57200 IS23XF1 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     75000 | OU      | $12589.60     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| State of Illinois                                                                | ILLINOIS ST                                                                                                                    | CUSIP: 452153CD9<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    430000 | PA      | $389626.74    | 0.58%             | 2039-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Capgemini SE                                                                     | Capgemini SE                                                                                                                   | CUSIP: 000000000<br>LEI: 96950077L0TN7BAROX36 | Long             | EC               | CORP              | FR        |       449 | NS      | $81178.01     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Palo Alto Networks Inc                                                           | Palo Alto Networks Inc                                                                                                         | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |       661 | NS      | $112303.90    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| County of Allen OH Hospital Facilities Revenue                                   | ALLEN CNTY OH HOSP FACS REVENUE                                                                                                | CUSIP: 01757LFT8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    315000 | PA      | $343613.25    | 0.51%             | 2028-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Iowa Finance Authority                                                           | IOWA ST FIN AUTH REVENUE                                                                                                       | CUSIP: 46246K5E8<br>LEI: 549300NQVL49BTHOW391 | Long             | DBT              | MUN               | US        |    350000 | PA      | $350000.00    | 0.52%             | 2041-07-01      | Floating      | 0.92%                 | No            |                  2 | On Loan: No      |
| RWE AG                                                                           | RWE AG                                                                                                                         | CUSIP: 000000000<br>LEI: 529900GB7KCA94ACC940 | Long             | EC               | CORP              | DE        |      2957 | NS      | $130170.01    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| City of Milwaukee WI                                                             | MILWAUKEE WI                                                                                                                   | CUSIP: 602366N93<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    670000 | PA      | $771325.64    | 1.14%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Commonwealth Aqueduct & Sewer Authority                              | PUERTO RICO CMWLTH AQUEDUCT & SWR AUTH REVENUE                                                                                 | CUSIP: 745160PX3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10198.34     | 0.02%             | 2024-07-01      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Washington State Housing Finance Commission                                      | WASHINGTON ST HSG FIN COMMISSION NONPROFIT HSG REVENUE                                                                         | CUSIP: 939783TJ5<br>LEI: 549300YL1HU59NREG764 | Long             | DBT              | MUN               | US        |    315000 | PA      | $256960.21    | 0.38%             | 2046-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                                                     | Citizens Financial Group Inc                                                                                                   | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |      1626 | NS      | $68909.88     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group Inc                                                         | Simon Property Group Inc                                                                                                       | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               |  | US        |       240 | NS      | $28665.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                                                | PURCHASED USD / SOLD MYR                                                                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-1211.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Puerto Rico Sales Tax Financing Corp Sales Tax Revenue                           | PUERTO RICO SALES TAX FING CORP SALES TAX REVENUE                                                                              | CUSIP: 74529JQG3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    419000 | PA      | $105074.77    | 0.16%             | 2046-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Economic Development Financing Authority                            | PENNSYLVANIA ST ECON DEV FING AUTH REVENUE                                                                                     | CUSIP: 70869PHV2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    220000 | PA      | $222933.81    | 0.33%             | 2034-12-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wyandotte County-Kansas City Unified Government                                  | WYANDOTTE CNTY/KANSAS CITY KS UNIF GOVT CMNTY IMPT DIST                                                                        | CUSIP: 982707AA9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    245000 | PA      | $218834.22    | 0.32%             | 2040-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                              | PURCHASED MYR / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | MY        |         1 | NC      | $6355.48      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sampo Oyj                                                                        | Sampo Oyj                                                                                                                      | CUSIP: 000000000<br>LEI: 743700UF3RL386WIDA22 | Long             | EC               | CORP              | FI        |      1821 | NS      | $92221.20     | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Suisse International                                                      | Long: IS1PDS1   CDS USD R F  3.00000 IS1PDS1 CMBX / Short: IS1PDS1   CDS USD P V 01MEVENT IS1PDT2 CMBX                         | CUSIP: 000000000<br>LEI: E58DKGMJYYYJLN8C3868 | N/A              | DCR              |  | GB        |      2661 | OU      | $-625.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AP Moller - Maersk A/S                                                           | AP Moller - Maersk A/S                                                                                                         | CUSIP: 000000000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |         3 | NS      | $6503.87      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth of Pennsylvania                                                     | PENNSYLVANIA ST                                                                                                                | CUSIP: 70914PD74<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    600000 | PA      | $611761.44    | 0.90%             | 2023-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                      | Long: BS2BFX7   IRS USD R V 12MUSCPI IS2BFY8 CCPINFLATIONZERO / Short: BS2BFX7   IRS USD P F  2.78200 IS2BFX7 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    250000 | OU      | $16238.27     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Illinois Finance Authority                                                       | ILLINOIS ST FIN AUTH REVENUE                                                                                                   | CUSIP: 45204FHC2<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |    448200 | PA      | $322494.51    | 0.48%             | 2060-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Cape Coral Health Facilities Authority                                           | CAPE CORAL FL HLTH FACS AUTH                                                                                                   | CUSIP: 13937TCG0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    270000 | PA      | $243858.03    | 0.36%             | 2050-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Lower Alabama Gas District/The                                                   | LOWER AL GAS DIST GAS PROJ REVENUE                                                                                             | CUSIP: 547804AE4<br>LEI: 549300YTI1NTDG2OVU42 | Long             | DBT              | MUN               | US        |    100000 | PA      | $102981.78    | 0.15%             | 2046-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PulteGroup Inc                                                                   | PulteGroup Inc                                                                                                                 | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1058 | NS      | $47377.24     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortescue Metals Group Ltd                                                       | Fortescue Metals Group Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 529900VEJFORCO6I4826 | Long             | EC               | CORP              | AU        |     10187 | NS      | $135585.56    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Ulta Beauty Inc                                                                  | Ulta Beauty Inc                                                                                                                | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |       196 | NS      | $91108.64     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Augusta Development Authority                                                    | AUGUSTA GA DEV AUTH REVENUE                                                                                                    | CUSIP: 05115CAH7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $146934.06    | 0.22%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia Small Business Financing Authority                                      | VIRGINIA ST SMALL BUSINESS FING AUTH SOL WST DISP FAC REVENU                                                                   | CUSIP: 928106AS2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $92606.75     | 0.14%             | 2042-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                  | Caterpillar Inc                                                                                                                | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |        34 | NS      | $8037.94      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                                                | PURCHASED USD / SOLD TWD                                                                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-4589.69     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| California Community Housing Agency                                              | CALIFORNIA CMNTY HSG AGY ESSENTIAL HSG REVENUE                                                                                 | CUSIP: 13013FBJ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $52673.60     | 0.08%             | 2065-08-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Oversea-Chinese Banking Corp Ltd                                                 | Oversea-Chinese Banking Corp Ltd                                                                                               | CUSIP: 000000000<br>LEI: 5493007O3QFXCPOGWK22 | Long             | EC               | CORP              | SG        |     10100 | NS      | $93088.38     | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Capital Trust Agency Inc                                                         | CAPITAL TRUST AGY FL RETMNT FAC REVENUE                                                                                        | CUSIP: 14054TAJ1<br>LEI: 549300F49UWS7X0OGQ59 | Long             | DBT              | MUN               | US        |    240000 | PA      | $188878.51    | 0.28%             | 2046-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM Inc                                                                                                                   | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |       130 | NS      | $16443.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Harris County-Houston Sports Authority                                           | HARRIS CNTY-HOUSTON TX SPORTS AUTH REVENUE                                                                                     | CUSIP: 413890CZ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    615000 | PA      | $638360.47    | 0.94%             | 2025-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NN Group NV                                                                      | NN Group NV                                                                                                                    | CUSIP: 000000000<br>LEI: 724500OHYNDT9OY6Q215 | Long             | EC               | CORP              | NL        |      4028 | NS      | $172142.46    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| CMFA Special Finance Agency                                                      | CMFA SPL FIN AGY CA ESSENTIAL HSG REVENUE                                                                                      | CUSIP: 12574WAA8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $81151.44     | 0.12%             | 2056-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UGI Corp                                                                         | UGI Corp                                                                                                                       | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |      3265 | NS      | $126192.25    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Michigan State Hospital Finance Authority                                        | MICHIGAN ST HOSP FIN AUTH                                                                                                      | CUSIP: 59465HUJ3<br>LEI: 54930011MIBQ2P7ZNM19 | Long             | DBT              | MUN               | US        |    445000 | PA      | $455325.87    | 0.67%             | 2023-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                     | AutoZone Inc                                                                                                                   | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |        72 | NS      | $185688.00    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial Inc                                                         | Ameriprise Financial Inc                                                                                                       | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |       110 | NS      | $36514.50     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corp                                                                         | KLA Corp                                                                                                                       | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |       389 | NS      | $152935.35    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Glencore PLC                                                                     | Glencore PLC                                                                                                                   | CUSIP: 000000000<br>LEI: 2138002658CPO9NBH955 | Long             | EC               | CORP              | JE        |      4042 | NS      | $27583.09     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                      | PUERTO RICO CMWLTH                                                                                                             | CUSIP: 74514L3K1<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |     27701 | PA      | $24076.72     | 0.04%             | 2033-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                      | Long: SS2EQS8   IRS USD R F  3.73500 IS2EQS8 CCPINFLATIONZERO / Short: SS2EQS8   IRS USD P V 12MUSCPI IS2EQT9 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    800000 | OU      | $5284.95      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                     | Takeda Pharmaceutical Co Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 549300ZLMVP4X0OGR454 | Long             | EC               | CORP              | JP        |      3900 | NS      | $114672.57    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Electronic Arts Inc                                                              | Electronic Arts Inc                                                                                                            | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |      1133 | NS      | $148173.74    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corp                                                                    | McKesson Corp                                                                                                                  | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |       259 | NS      | $98855.12     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                                                      | Long: IS1PBC1   CDS USD R F  3.00000 IS1PBC1 CMBX / Short: IS1PBC1   CDS USD P V 01MEVENT IS1PBD2 CMBX                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |     17297 | OU      | $-4064.83     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | Humana Inc                                                                                                                     | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |       248 | NS      | $136375.20    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co/The                                                                    | Kroger Co/The                                                                                                                  | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |      2405 | NS      | $118301.95    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Puerto Rico Electric Power Authority                                             | PUERTO RICO ELEC PWR AUTH PWR REVENUE                                                                                          | CUSIP: 74526QKX9<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |    110000 | PA      | $81125.00     | 0.12%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Education                                                       | CHICAGO IL BRD OF EDU                                                                                                          | CUSIP: 167505RN8<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |    135000 | PA      | $149234.56    | 0.22%             | 2030-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                      | Long: BS281O1   IRS USD R V 12MUSCPI IS281P2 CCPINFLATIONZERO / Short: BS281O1   IRS USD P F  2.56500 IS281O1 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    290000 | OU      | $25653.90     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                                     | Synopsys Inc                                                                                                                   | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |       219 | NS      | $74359.26     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian National Railway Co                                                     | Canadian National Railway Co                                                                                                   | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |       534 | NS      | $68554.78     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Puerto Rico Sales Tax Financing Corp Sales Tax Revenue                           | PUERTO RICO SALES TAX FING CORP SALES TAX REVENUE                                                                              | CUSIP: 74529JQB4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      2000 | PA      | $1857.06      | 0.00%             | 2024-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | Apple Inc                                                                                                                      | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |      4906 | NS      | $726235.18    | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| New Jersey Health Care Facilities Financing Authority                            | NEW JERSEY ST HLTH CARE FACS FING AUTH REVENUE                                                                                 | CUSIP: 645790MC7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    375000 | PA      | $392976.94    | 0.58%             | 2042-07-01      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                         | MASSACHUSETTS ST DEV FIN AGY REVENUE                                                                                           | CUSIP: 57584Y3Q0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    520000 | PA      | $573892.44    | 0.85%             | 2038-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Broward FL Airport System Revenue                                      | BROWARD CNTY FL ARPT SYS REVENUE                                                                                               | CUSIP: 114894YM4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $525292.25    | 0.78%             | 2036-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                              | PURCHASED USD / SOLD MYR                                                                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-5248.00     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                                             | PUERTO RICO ELEC PWR AUTH PWR REVENUE                                                                                          | CUSIP: 74526QYZ9<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |     65000 | PA      | $48100.00     | 0.07%             | 2028-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Guam Power Authority                                                             | GUAM PWR AUTH REVENUE                                                                                                          | CUSIP: 400653KJ9<br>LEI: 549300IPOV320QCKW060 | Long             | DBT              | MUN               | US        |    200000 | PA      | $203675.28    | 0.30%             | 2043-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                | ILLINOIS ST                                                                                                                    | CUSIP: 452152G96<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    340000 | PA      | $352633.18    | 0.52%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                                | PURCHASED USD / SOLD PHP                                                                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-11184.32    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Medical Properties Trust Inc                                                     | Medical Properties Trust Inc                                                                                                   | CUSIP: 58463J304<br>LEI: 254900U6E39J1MQCCY14 | Long             | EC               |  | US        |      7965 | NS      | $104500.80    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                                                | PURCHASED IDR / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ID        |         1 | NC      | $446.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| River Islands Public Financing Authority                                         | RIVER ISLANDS CA PUBLIC FING AUTH SPL TAX                                                                                      | CUSIP: 76827QHK2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $96601.12     | 0.14%             | 2052-09-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Automatic Data Processing Inc                                                    | Automatic Data Processing Inc                                                                                                  | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |       667 | NS      | $176181.38    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliance Bernstein                                                               | AB Fixed Income Shares, Inc. - Government Money Market Portfolio                                                               | CUSIP: 018616748<br>LEI: 5493006YWHO7MNK2U579 | Long             | STIV             | RF                | US        |   2525294 | NS      | $2525293.72   | 3.73%             |  |  |  | No            |                  1 | On Loan: No      |
| CITY OFFICE REIT                                                                 | City Office REIT Inc                                                                                                           | CUSIP: 178587200<br>LEI: 5493003J7157VP25NL57 | Long             | EP               |  | US        |      1715 | NS      | $32447.63     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                                                    | PURCHASED USD / SOLD THB                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-32209.43    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Kentucky Economic Development Finance Authority                                  | KENTUCKY ST ECON DEV FIN AUTH                                                                                                  | CUSIP: 49126KLA7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    410000 | PA      | $425743.18    | 0.63%             | 2037-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | Prudential Financial Inc                                                                                                       | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |      1147 | NS      | $123910.41    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| New York City Transitional Finance Authority Building Aid Revenue                | NEW YORK CITY NY TRANSITIONAL FIN AUTH BLDG AID REVENUE                                                                        | CUSIP: 64972HY48<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    195000 | PA      | $214492.77    | 0.32%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSCDA Community Improvement Authority                                            | CSCDA CMNTY IMPT AUTH CA ESSENTIAL HSG REVENUE                                                                                 | CUSIP: 126292BQ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $67710.17     | 0.10%             | 2057-05-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Kentucky Public Energy Authority                                                 | KENTUCKY ST PUBLIC ENERGY AUTH GAS SPLY REVENUE                                                                                | CUSIP: 74440DCM4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    220000 | PA      | $216415.39    | 0.32%             | 2050-02-01      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| Naturgy Energy Group SA                                                          | Naturgy Energy Group SA                                                                                                        | CUSIP: 000000000<br>LEI: TL2N6M87CW970S5SV098 | Long             | EC               | CORP              | ES        |      2070 | NS      | $58200.55     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                                | PURCHASED KRW / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | KR        |         1 | NC      | $8980.05      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                                | PURCHASED KRW / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | KR        |         1 | NC      | $623.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Saul Centers Inc                                                                 | Saul Centers Inc                                                                                                               | CUSIP: 804395804<br>LEI: N/A                  | Long             | EP               |  | US        |      1701 | NS      | $34020.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Chemical Co Ltd                                                         | Sumitomo Chemical Co Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 353800RSAU9BD8U4DM91 | Long             | EC               | CORP              | JP        |     31600 | NS      | $115208.33    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | Fifth Third Bancorp                                                                                                            | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |       525 | NS      | $19089.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sartorius Stedim Biotech                                                         | Sartorius Stedim Biotech                                                                                                       | CUSIP: 000000000<br>LEI: 52990006IVXY7GCSSR39 | Long             | EC               | CORP              | FR        |        12 | NS      | $4095.64      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| California Statewide Communities Development Authority                           | CALIFORNIA ST STWD CMNTYS DEV AUTH CLG HSG REVENUE                                                                             | CUSIP: 13081CAE8<br>LEI: 549300KTNI2GCJNX2U48 | Long             | DBT              | MUN               | US        |    100000 | PA      | $85515.34     | 0.13%             | 2052-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                                             | PUERTO RICO ELEC PWR AUTH PWR REVENUE                                                                                          | CUSIP: 74526QVC3<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |     90000 | PA      | $66375.00     | 0.10%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mettler-Toledo International Inc                                                 | Mettler-Toledo International Inc                                                                                               | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |        98 | NS      | $144016.88    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordea Bank Abp                                                                  | Nordea Bank Abp                                                                                                                | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | EC               | CORP              | FI        |     10452 | NS      | $109840.08    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Crawford County Hospital Authority                                               | CRAWFORD CNTY PA HOSP AUTH                                                                                                     | CUSIP: 225004AR1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    215000 | PA      | $217496.56    | 0.32%             | 2051-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                      | Long: BS21Z37   IRS USD R V 12MUSCPI IS21Z48 CCPINFLATIONZERO / Short: BS21Z37   IRS USD P F  1.23000 IS21Z37 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    310000 | OU      | $54836.33     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co                                                                  | Weyerhaeuser Co                                                                                                                | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               |  | US        |      3481 | NS      | $113863.51    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Extra Space Storage Inc                                                          | Extra Space Storage Inc                                                                                                        | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               |  | US        |       553 | NS      | $88861.57     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Limited                                                                      | Long: SS2CPE1   IRS USD R F  3.76500 IS2CPE1 CCPINFLATIONZERO / Short: SS2CPE1   IRS USD P V 12MUSCPI IS2CPF2 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     30000 | OU      | $-837.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| New Jersey Economic Development Authority                                        | NEW JERSEY ST ECON DEV AUTH SPL FAC REVENUE                                                                                    | CUSIP: 64578CCF6<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |    415000 | PA      | $406302.89    | 0.60%             | 2047-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Alachua County Health Facilities Authority                                       | ALACHUA CNTY FL HLTH FACS AUTH CCRC                                                                                            | CUSIP: 010684BJ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $85220.57     | 0.13%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Westchester County Local Development Corp                                        | WESTCHESTER CNTY NY LOCAL DEV CORP REVENUE                                                                                     | CUSIP: 95737TEY8<br>LEI: 549300KOSU8OC75V9238 | Long             | DBT              | MUN               | US        |    100000 | PA      | $96361.20     | 0.14%             | 2026-07-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Build NYC Resource Corp                                                          | BUILD NYC RESOURCE CORP NY REVENUE                                                                                             | CUSIP: 12008ESC1<br>LEI: 549300GROJFKMNLWEK84 | Long             | DBT              | MUN               | US        |    100000 | PA      | $86660.89     | 0.13%             | 2056-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                             | Booking Holdings Inc                                                                                                           | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |        55 | NS      | $114369.75    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                                                 | PURCHASED USD / SOLD TWD                                                                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-4438.82     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                             | Keurig Dr Pepper Inc                                                                                                           | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |       882 | NS      | $34106.94     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                                                                   | Merck & Co Inc                                                                                                                 | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      1764 | NS      | $194251.68    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                                                    | PURCHASED NOK / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | NO        |         1 | NC      | $7245.85      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vanguard Global ex-U.S. Real Estate ETF                                          | Vanguard Global ex-U.S. Real Estate ETF                                                                                        | CUSIP: 922042676<br>LEI: 9REVU8EQQSK7LWENPV85 | Long             | EC               | RF                | US        |     13474 | NS      | $569950.20    | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co                                                             | Colgate-Palmolive Co                                                                                                           | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |       830 | NS      | $64308.40     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Coloplast A/S                                                                    | Coloplast A/S                                                                                                                  | CUSIP: 000000000<br>LEI: 529900NN7SOJ5QG82X67 | Long             | EC               | CORP              | DK        |       169 | NS      | $19978.65     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | Eli Lilly & Co                                                                                                                 | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |       712 | NS      | $264208.96    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Suisse International                                                      | Long: IS1NQY2   CDS USD R F  3.00000 IS1NQY2 CMBX / Short: IS1NQY2   CDS USD P V 01MEVENT IS1NQZ3 CMBX                         | CUSIP: 000000000<br>LEI: E58DKGMJYYYJLN8C3868 | N/A              | DCR              |  | GB        |     35925 | OU      | $-8442.34     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bunge Ltd                                                                        | Bunge Ltd                                                                                                                      | CUSIP: 000000000<br>LEI: 5493007M0RIN8HY3MM77 | Long             | EC               | CORP              | BM        |      1169 | NS      | $122557.96    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                                                                            | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |       701 | NS      | $96864.18     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                                                                   | Amazon.com Inc                                                                                                                 | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |      1859 | NS      | $179467.86    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinor ASA                                                                      | Equinor ASA                                                                                                                    | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |      7400 | NS      | $284979.92    | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                      | PUERTO RICO CMWLTH                                                                                                             | CUSIP: 74514L3R6<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |     35647 | PA      | $19507.11     | 0.03%             | 2033-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Anglo American PLC                                                               | Anglo American PLC                                                                                                             | CUSIP: 000000000<br>LEI: 549300S9XF92D1X8ME43 | Long             | EC               | CORP              | GB        |      2181 | NS      | $90675.35     | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                                | PURCHASED USD / SOLD MYR                                                                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-1222.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| City of New Orleans LA                                                           | NEW ORLEANS LA                                                                                                                 | CUSIP: 64763FYX1<br>LEI: 54930084B6KHR5PR2651 | Long             | DBT              | MUN               | US        |    440000 | PA      | $478751.64    | 0.71%             | 2035-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Grand Rapids Economic Development Corp                                           | GRAND RAPIDS MI ECON DEV CORP                                                                                                  | CUSIP: 386247AY6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    325000 | PA      | $266253.10    | 0.39%             | 2047-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                                | PURCHASED USD / SOLD MYR                                                                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-2876.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fair Isaac Corp                                                                  | Fair Isaac Corp                                                                                                                | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |        75 | NS      | $46479.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic Inc                                                                      | Hologic Inc                                                                                                                    | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |      1299 | NS      | $98931.84     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| VMware Inc                                                                       | VMware Inc                                                                                                                     | CUSIP: 928563402<br>LEI: 549300BUDHS3LRWBE814 | Long             | EC               | CORP              | US        |       645 | NS      | $78361.05     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| County of Miami OH                                                               | MIAMI CNTY OH HOSP FACS REVENUE                                                                                                | CUSIP: 593328FG7<br>LEI: 549300YAYSF4ZQH3JU54 | Long             | DBT              | MUN               | US        |    195000 | PA      | $207309.10    | 0.31%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Genpact Ltd                                                                      | Genpact Ltd                                                                                                                    | CUSIP: 000000000<br>LEI: 529900OSEC6Q0L4L5B35 | Long             | EC               | CORP              | BM        |      1580 | NS      | $72853.80     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Limited                                                                      | Long: SS2DIC3   IRS USD R F  3.76600 IS2DIC3 CCPINFLATIONZERO / Short: SS2DIC3   IRS USD P V 12MUSCPI IS2DID4 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    100000 | OU      | $-2786.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                      | PUERTO RICO CMWLTH                                                                                                             | CUSIP: 74514L3F2<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |     30850 | PA      | $31272.93     | 0.05%             | 2025-07-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | PURCHASED USD / SOLD INR                                                                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-2115.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                                                                      | Long: BS2CZ96   IRS USD R V 12MUSCPI IS2CZA7 CCPINFLATIONZERO / Short: BS2CZ96   IRS USD P F  2.98850 IS2CZ96 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    230000 | OU      | $10272.75     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                      | PUERTO RICO CMWLTH                                                                                                             | CUSIP: 74514L3L9<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |     24899 | PA      | $21173.82     | 0.03%             | 2035-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                         | PUBLIC FIN AUTH WI HGR EDU FACS REVENUE                                                                                        | CUSIP: 74445FAJ3<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    310000 | PA      | $300705.67    | 0.44%             | 2047-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Annaly Capital Management Inc                                                    | Annaly Capital Management Inc                                                                                                  | CUSIP: 000000000<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               |  | US        |      6333 | NS      | $137236.11    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Loblaw Cos Ltd                                                                   | Loblaw Cos Ltd                                                                                                                 | CUSIP: 539481101<br>LEI: 5493008LN3O1DIDTSH67 | Long             | EC               | CORP              | CA        |       269 | NS      | $24277.29     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kirin Holdings Co Ltd                                                            | Kirin Holdings Co Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 353800GBVL72LLMTYM96 | Long             | EC               | CORP              | JP        |      2000 | NS      | $31571.18     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Illinois Finance Authority                                                       | ILLINOIS ST FIN AUTH REVENUE                                                                                                   | CUSIP: 45204EVQ8<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |    425000 | PA      | $429718.48    | 0.63%             | 2049-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Salt Lake City UT Airport Revenue                                        | SALT LAKE CITY UT ARPT REVENUE                                                                                                 | CUSIP: 795576HL4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    255000 | PA      | $257759.20    | 0.38%             | 2048-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                                                   | ConocoPhillips                                                                                                                 | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |      1248 | NS      | $154140.48    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol Industrial Development Board                                             | BRISTOL TN INDL DEV BRD ST SALES TAX REVENUE                                                                                   | CUSIP: 11023PAA2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    280000 | PA      | $256354.06    | 0.38%             | 2042-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-30

**Name of Applicant:** AB PORTFOLIOS

**Signature:** Joseph Mantineo

**Name of Signer:** Joseph Mantineo

**Title:** Treasurer and Chief Financial Officer