# EDGAR Filing Document

**Accession Number:** 0001496608
**File Stem:** 0001410368-26-040416
**Filing Date:** 2026-4
**Character Count:** 426813
**Document Hash:** bee985a7975ef559336f48612b3c2bb5
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-040416.hdr.sgml**: 20260424

**ACCESSION NUMBER**: 0001410368-26-040416

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260424

**DATE AS OF CHANGE**: 20260424

**PERIOD START**: 20261130

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23799
- **FILM NUMBER:** 26895268

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

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

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

## Series and Classes Contracts Data

### AB Core Plus Bond ETF (Series ID: S000082567)

| Class ID   | Class Name            | Ticker Symbol   |
|:---|:---|:---|
| C000245883 | AB Core Plus Bond ETF | CPLS            |

## Nport-Ex

**AB Active ETFs, Inc.** 

**AB Core Plus Bond ETF** 

**Portfolio of Investments** 

**February 28, 2026 (unaudited)** 

---

| | | |
|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  **GOVERNMENTS - TREASURIES – 43.2%** | **GOVERNMENTS - TREASURIES – 43.2%** | **GOVERNMENTS - TREASURIES – 43.2%** |
|  **United States – 43.2%** | **United States – 43.2%** | **United States – 43.2%** |
|  U.S. Treasury Bonds<br>1.125%, 08/15/2040 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2971 | $1931150 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.375%, 11/15/2040 | 1467 | 985182 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.375%, 11/15/2049 | 342 | 228606 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.875%, 05/15/2049 | 1175 | 875191 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 02/15/2048 | 2559 | 1975628 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 02/15/2049 | 51 | 38991 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.125%, 05/15/2048 | 7012 | 5523046 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.375%, 11/15/2048 | 2141 | 1755285 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 08/15/2053 | 725 | 665187 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 11/15/2054 | 64 | 62530 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 02/15/2055 | 2576 | 2569560 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 08/15/2055 | 1925 | 1960492 |
|  U.S. Treasury Notes<br>1.25%, 04/30/2028 | 1414 | 1351475 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.375%, 03/31/2029 | 2049 | 1987850 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 08/15/2032 | 1001 | 947587 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.875%, 05/15/2032 | 2443 | 2336691 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.125%, 08/31/2029 | 1949 | 1929358 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 06/30/2029 | 6084 | 6052154 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 01/31/2028 | 1204 | 1206352 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 10/15/2028 | 353 | 353965 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 04/30/2030 | 538 | 538462 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 02/15/2033 | 357 | 352091 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 06/30/2030 | 578 | 584051 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 10/31/2032 | 759 | 761253 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 09/30/2029 | 5288 | 5364841 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 11/30/2029 | 4396 | 4460910 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 12/31/2029 | 2500 | 2537500 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 02/28/2030 | 11207 | 11429389 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 07/31/2032 | 950 | 967590 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 10/31/2026 | 171 | 171528 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 01/31/2027 | 3204 | 3220521 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 10/31/2029 | 971 | 993682 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 11/30/2029 | 7164 | 7333026 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 08/31/2030 | 1113 | 1141521 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 12/31/2026 | 6170 | 6204947 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 11/15/2034 | 6952 | 7143180 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 05/15/2035 | 2299 | 2357912 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 08/15/2035 | 187 | 191646 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 05/15/2034 | 799 | 829587 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 05/15/2027 | 1385 | 1401230 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 02/15/2035 | 431 | 454705 |
|  Total Governments - Treasuries <br>(cost $91,771,880) | Total Governments - Treasuries <br>(cost $91,771,880) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93175852 |
|  **CORPORATES - INVESTMENT GRADE – 36.4%** | **CORPORATES - INVESTMENT GRADE – 36.4%** | **CORPORATES - INVESTMENT GRADE – 36.4%** |
|  **Industrial – 18.1%** | **Industrial – 18.1%** | **Industrial – 18.1%** |
|  **Basic – 0.4%** | **Basic – 0.4%** | **Basic – 0.4%** |
|  Glencore Funding LLC<br>4.907%, 04/01/2028<sup>(a)</sup> | 63 | 64144 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.186%, 04/01/2030<sup>(a)</sup> | 29 | 29992 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.338%, 04/04/2027<sup>(a)</sup> | 293 | 297181 |
|  LYB International Finance III LLC <br>5.125%, 01/15/2031 | 78 | 79296 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** | **U.S. $ Value** |
|  Rio Tinto Finance USA PLC<br>4.875%, 03/14/2030 | $| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | $| 67127 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 03/14/2032 |  | 65 |  | 67558 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 03/14/2035 |  | 65 |  | 67928 |
|  Steel Dynamics, Inc. <br>4.00%, 12/15/2028 |  | 78 |  | 78050 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;751276 |
|  **Capital Goods – 1.4%** | **Capital Goods – 1.4%** | **Capital Goods – 1.4%** | **Capital Goods – 1.4%** | **Capital Goods – 1.4%** |
|  ABB Finance USA, Inc. <br>4.375%, 05/08/2042 |  | 466 |  | 423916 |
|  Caterpillar Financial Services Corp.<br>3.95%, 11/14/2028 |  | 78 |  | 78399 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 01/08/2030 |  | 25 |  | 25957 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series K<br>4.10%, 08/15/2028 |  | 69 |  | 69607 |
|  CNH Industrial Capital LLC<br>4.375%, 03/07/2031 |  | 72 |  | 71911 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 03/21/2028 |  | 46 |  | 46617 |
|  CRH America Finance, Inc.<br>4.40%, 02/09/2031 |  | 75 |  | 75532 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 02/09/2036 |  | 75 |  | 75903 |
|  General Electric Co. <br>4.30%, 07/29/2030 |  | 59 |  | 59961 |
|  Howmet Aerospace, Inc.<br>3.75%, 03/03/2028 |  | 81 |  | 80910 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 04/15/2029 |  | 81 |  | 81087 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 04/15/2036 |  | 81 |  | 81239 |
|  John Deere Capital Corp.<br>4.375%, 10/15/2030 |  | 59 |  | 60020 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 01/07/2028 |  | 25 |  | 25460 |
|  Johnson Controls International PLC/Tyco Fire & Security Finance SCA <br>2.00%, 09/16/2031 |  | 409 |  | 364534 |
|  Lockheed Martin Corp.<br>4.15%, 08/15/2028 |  | 60 |  | 60586 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 08/15/2030 |  | 60 |  | 61088 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 02/15/2064 |  | 529 |  | 498244 |
|  Parker-Hannifin Corp. <br>4.10%, 03/01/2047 |  | 496 |  | 419745 |
|  Republic Services, Inc. <br>4.75%, 07/15/2030 |  | 65 |  | 66797 |
|  RTX Corp. <br>3.125%, 05/04/2027 |  | 131 |  | 129982 |
|  Textron, Inc. <br>4.95%, 03/15/2036 |  | 78 |  | 78436 |
|  Westinghouse Air Brake Technologies Corp. <br>4.90%, 05/29/2030 |  | 60 |  | 61772 |
|  |  |  |  | 2997703 |
|  **Communications - Media – 1.0%** | **Communications - Media – 1.0%** | **Communications - Media – 1.0%** | **Communications - Media – 1.0%** | **Communications - Media – 1.0%** |
|  Meta Platforms, Inc.<br>4.20%, 11/15/2030 |  | 70 |  | 70652 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 11/15/2032 |  | 70 |  | 71169 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 08/15/2062 |  | 521 |  | 422646 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.55%, 08/15/2064 |  | 416 |  | 391722 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.625%, 11/15/2055 |  | 70 |  | 68518 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** | **U.S. $ Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 05/15/2063 | $| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;408 | $| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;396564 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 11/15/2065 |  | 66 |  | 64250 |
|  Omnicom Group, Inc.<br>4.20%, 03/02/2029 |  | 85 |  | 85147 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 06/02/2033 |  | 85 |  | 84729 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 06/02/2036 |  | 85 |  | 84265 |
|  Paramount Global<br>4.85%, 07/01/2042 |  | 448 |  | 303874 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 08/15/2044 |  | 48 |  | 30834 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 05/19/2050 |  | 154 |  | 97276 |
|  |  |  |  | 2171646 |
|  **Communications - Telecommunications – 0.2%** | **Communications - Telecommunications – 0.2%** | **Communications - Telecommunications – 0.2%** | **Communications - Telecommunications – 0.2%** | **Communications - Telecommunications – 0.2%** |
|  AT&T, Inc.<br>2.30%, 06/01/2027 |  | 135 |  | 132420 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 04/30/2033 |  | 80 |  | 81108 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.125%, 04/30/2036 |  | 80 |  | 81122 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.85%, 04/30/2046 |  | 80 |  | 80702 |
|  T-Mobile USA, Inc. <br>2.625%, 02/15/2029 |  | 10 |  | 9622 |
|  Verizon Communications, Inc. <br>4.75%, 01/15/2033 |  | 78 |  | 79101 |
|  |  |  |  | 464075 |
|  **Consumer Cyclical - Automotive – 2.0%** | **Consumer Cyclical - Automotive – 2.0%** | **Consumer Cyclical - Automotive – 2.0%** | **Consumer Cyclical - Automotive – 2.0%** | **Consumer Cyclical - Automotive – 2.0%** |
|  American Honda Finance Corp.<br>4.15%, 01/08/2029 |  | 72 |  | 72372 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 09/01/2028 |  | 69 |  | 69522 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 01/08/2031 |  | 72 |  | 72706 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 07/09/2027 |  | 60 |  | 60571 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 01/08/2036 |  | 72 |  | 72613 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series G<br>4.50%, 09/04/2030 |  | 69 |  | 69810 |
|  BMW US Capital LLC<br>4.15%, 08/11/2027<sup>(a)</sup> |  | 70 |  | 70313 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 08/11/2030<sup>(a)</sup> |  | 70 |  | 70934 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 03/21/2028<sup>(a)</sup> |  | 65 |  | 66078 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 03/21/2030<sup>(a)</sup> |  | 61 |  | 63031 |
|  Daimler Truck Finance North America LLC<br>4.15%, 01/12/2029<sup>(a)</sup> |  | 150 |  | 150429 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 04/12/2031<sup>(a)</sup> |  | 150 |  | 150871 |
|  Ford Motor Co.<br>3.25%, 02/12/2032 |  | 410 |  | 368709 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 01/15/2043 |  | 586 |  | 471314 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.291%, 12/08/2046 |  | 492 |  | 419799 |
|  General Motors Co.<br>5.40%, 04/01/2048 |  | 638 |  | 587923 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 04/01/2049 |  | 115 |  | 113252 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 10/02/2043 |  | 485 |  | 497561 |
|  Honda Motor Co., Ltd. <br>4.436%, 07/08/2028 |  | 60 |  | 60679 |
|  Hyundai Capital America<br>4.25%, 09/18/2028<sup>(a)</sup> |  | 71 |  | 71309 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 09/24/2027<sup>(a)</sup> |  | 25 |  | 25110 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 09/18/2030<sup>(a)</sup> |  | 71 |  | 71569 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** | **U.S. $ Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 09/26/2029<sup>(a)</sup> | $| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17 | $| 17237 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 06/24/2030<sup>(a)</sup> |  | 54 |  | 55707 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 03/27/2030<sup>(a)</sup> |  | 63 |  | 65122 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 06/24/2029<sup>(a)</sup> |  | 25 |  | 25887 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 03/19/2029<sup>(a)</sup> |  | 9 |  | 9307 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.10%, 09/21/2028<sup>(a)</sup> |  | 179 |  | 187298 |
|  PACCAR Financial Corp.<br>4.00%, 08/08/2028 |  | 70 |  | 70599 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series R<br>4.00%, 11/07/2028 |  | 79 |  | 79559 |
|  Toyota Motor Credit Corp.<br>4.05%, 09/05/2028 |  | 69 |  | 69556 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series B<br>3.75%, 01/12/2028 |  | 72 |  | 72122 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 01/10/2031 |  | 72 |  | 72518 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4401387 |
|  **Consumer Cyclical - Other – 0.4%** | **Consumer Cyclical - Other – 0.4%** | **Consumer Cyclical - Other – 0.4%** | **Consumer Cyclical - Other – 0.4%** | **Consumer Cyclical - Other – 0.4%** |
|  Las Vegas Sands Corp. <br>5.625%, 06/15/2028 |  | 44 |  | 45066 |
|  Marriott International, Inc./MD<br>4.20%, 07/15/2027 |  | 71 |  | 71316 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 05/01/2033 |  | 82 |  | 81773 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 04/15/2029 |  | 293 |  | 300164 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 05/01/2038 |  | 63 |  | 62427 |
|  Voyager Parent LLC <br>9.25%, 07/01/2032<sup>(a)</sup> |  | 334 |  | 356578 |
|  |  |  |  | 917324 |
|  **Consumer Cyclical - Restaurants – 0.1%** | **Consumer Cyclical - Restaurants – 0.1%** | **Consumer Cyclical - Restaurants – 0.1%** | **Consumer Cyclical - Restaurants – 0.1%** | **Consumer Cyclical - Restaurants – 0.1%** |
|  McDonald's Corp.<br>4.40%, 02/12/2031 |  | 51 |  | 51823 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 05/15/2030 |  | 65 |  | 66574 |
|  Starbucks Corp. <br>4.50%, 05/15/2028 |  | 59 |  | 59680 |
|  |  |  |  | 178077 |
|  **Consumer Cyclical - Retailers – 0.2%** | **Consumer Cyclical - Retailers – 0.2%** | **Consumer Cyclical - Retailers – 0.2%** | **Consumer Cyclical - Retailers – 0.2%** | **Consumer Cyclical - Retailers – 0.2%** |
|  7-Eleven, Inc. <br>1.30%, 02/10/2028<sup>(a)</sup> |  | 144 |  | 136835 |
|  Home Depot, Inc. (The)<br>3.75%, 09/15/2028 |  | 72 |  | 72360 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 09/15/2030 |  | 72 |  | 72269 |
|  Lowe's Cos., Inc.<br>3.95%, 10/15/2027 |  | 55 |  | 55174 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 10/15/2028 |  | 64 |  | 64169 |
|  Walmart, Inc.<br>4.10%, 04/28/2027 |  | 62 |  | 62387 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 04/28/2030 |  | 62 |  | 63303 |
|  |  |  |  | 526497 |
|  **Consumer Non-Cyclical – 5.4%** | **Consumer Non-Cyclical – 5.4%** | **Consumer Non-Cyclical – 5.4%** | **Consumer Non-Cyclical – 5.4%** | **Consumer Non-Cyclical – 5.4%** |
|  Abbott Laboratories<br>4.65%, 03/15/2036 |  | 83 |  | 82954 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 03/15/2038 |  | 83 |  | 82710 |

---

------

---

| | | |
|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  AbbVie, Inc.<br>3.775%, 03/03/2028 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85117 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 03/15/2031 | 85 | 85262 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 03/15/2033 | 85 | 85369 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 03/15/2036 | 85 | 85468 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.55%, 03/15/2056 | 85 | 85496 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.65%, 03/15/2066 | 85 | 85302 |
|  Altria Group, Inc.<br>4.45%, 05/06/2050 | 490 | 397174 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 08/06/2030 | 70 | 71132 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 02/14/2049 | 419 | 424053 |
|  Amgen, Inc.<br>4.20%, 02/19/2031 | 81 | 81237 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 02/19/2036 | 81 | 81437 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 02/19/2046 | 81 | 80546 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.65%, 02/19/2056 | 81 | 80844 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 03/02/2063 | 397 | 392887 |
|  Astrazeneca Finance LLC<br>4.00%, 03/02/2031 | 85 | 85132 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 03/02/2033 | 85 | 85220 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 03/02/2036 | 85 | 84986 |
|  BAT Capital Corp.<br>2.259%, 03/25/2028 | 55 | 53201 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 03/22/2033 | 19 | 19070 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.282%, 04/02/2050 | 335 | 307285 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.65%, 03/16/2052 | 288 | 275973 |
|  Baxter International, Inc. <br>4.90%, 12/15/2030 | 78 | 78452 |
|  Bunge Ltd. Finance Corp. <br>4.55%, 08/04/2030 | 69 | 70101 |
|  Campbell's Co. (The) <br>4.55%, 03/21/2031 | 80 | 80028 |
|  Cardinal Health, Inc. <br>4.50%, 09/15/2030 | 66 | 66917 |
|  Cargill, Inc.<br>4.125%, 10/23/2030<sup>(a)</sup> | 77 | 77229 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 02/11/2028<sup>(a)</sup> | 20 | 20331 |
|  Cencora, Inc.<br>3.95%, 02/13/2029 | 85 | 85044 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 11/15/2030 | 85 | 85320 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 02/13/2033 | 85 | 85604 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 02/13/2036 | 85 | 85582 |
|  Constellation Brands, Inc. <br>4.80%, 05/01/2030 | 62 | 63556 |
|  DENTSPLY SIRONA, Inc. <br>3.25%, 06/01/2030 | 329 | 308628 |
|  Eli Lilly & Co.<br>4.15%, 03/15/2059 | 487 | 391850 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 10/15/2035 | 71 | 72713 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 02/27/2063 | 182 | 165311 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 02/09/2064 | 37 | 34359 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 08/14/2064 | 590 | 555992 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.55%, 10/15/2055 | 71 | 72129 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.65%, 10/15/2065 | 92 | 93086 |
|  Estee Lauder Cos., Inc. (The) <br>5.15%, 05/15/2053 | 444 | 415282 |
|  GE HealthCare Technologies, Inc. <br>4.15%, 12/15/2028 | 79 | 79344 |

---

------

---

| | | |
|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  HCA, Inc.<br>4.30%, 11/15/2030 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31047 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 11/15/2032 | 77 | 77052 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 03/01/2028 | 59 | 60199 |
|  Japan Tobacco, Inc.<br>4.85%, 05/15/2028<sup>(a)</sup> | 150 | 152904 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 06/15/2030<sup>(a)</sup> | 150 | 156471 |
|  Johnson & Johnson<br>4.85%, 03/01/2032 | 59 | 61870 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 03/01/2035 | 59 | 62061 |
|  Keurig Dr. Pepper, Inc. <br>4.60%, 05/15/2030 | 62 | 62606 |
|  Mars, Inc.<br>4.60%, 03/01/2028<sup>(a)</sup> | 39 | 39588 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 03/01/2030<sup>(a)</sup> | 67 | 68853 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 03/01/2032<sup>(a)</sup> | 67 | 69322 |
|  McCormick & Co., Inc./MD <br>4.15%, 02/15/2029 | 80 | 80550 |
|  McKesson Corp.<br>4.65%, 05/30/2030 | 60 | 61401 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 05/30/2032 | 60 | 62375 |
|  Merck & Co., Inc.<br>2.90%, 12/10/2061 | 161 | 95355 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 12/04/2032 | 79 | 80042 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 12/04/2035 | 79 | 79766 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 09/15/2035 | 69 | 70740 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 05/17/2053 | 96 | 89241 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 05/17/2063 | 453 | 420932 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 03/15/2046 | 79 | 79942 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.55%, 12/04/2055 | 79 | 79153 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 12/04/2065 | 419 | 420751 |
|  Novartis Capital Corp.<br>3.90%, 11/05/2028 | 76 | 76334 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 11/05/2030 | 76 | 76468 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 11/05/2032 | 76 | 76596 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 11/05/2045 | 76 | 75232 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 11/05/2055 | 76 | 75230 |
|  PepsiCo, Inc.<br>4.30%, 07/23/2030 | 59 | 60178 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 02/07/2028 | 20 | 20303 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 02/07/2030 | 20 | 20553 |
|  Philip Morris International, Inc.<br>2.10%, 05/01/2030 | 144 | 133233 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 10/29/2030 | 77 | 76808 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 04/28/2028 | 62 | 62413 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 10/29/2032 | 77 | 76781 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 04/30/2030 | 62 | 62768 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 10/29/2035 | 77 | 76185 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 02/13/2034 | 196 | 205239 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.375%, 02/15/2033 | 286 | 301696 |
|  Stryker Corp. <br>4.70%, 02/10/2028 | 20 | 20295 |
|  Sysco Corp.<br>4.40%, 07/25/2031 | 41 | 41148 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 09/23/2030 | 56 | 58123 |
|  Thermo Fisher Scientific, Inc.<br>4.20%, 03/01/2031 | 74 | 74545 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** | **U.S. $ Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 06/15/2033 | $| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84 | $| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84979 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.902%, 02/12/2036 |  | 84 |  | 85404 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.546%, 02/12/2046 |  | 84 |  | 85630 |
|  Tyson Foods, Inc. <br>3.55%, 06/02/2027 |  | 132 |  | 131384 |
|  Utah Acquisition Sub, Inc. <br>5.25%, 06/15/2046 |  | 91 |  | 76697 |
|  Viatris, Inc.<br>3.85%, 06/22/2040 |  | 506 |  | 398495 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 06/22/2050 |  | 577 |  | 394858 |
|  |  |  |  | 11574509 |
|  **Energy – 1.4%** | **Energy – 1.4%** | **Energy – 1.4%** | **Energy – 1.4%** | **Energy – 1.4%** |
|  Canadian Natural Resources Ltd. <br>6.25%, 03/15/2038 |  | 363 |  | 391957 |
|  Chevron USA, Inc.<br>3.95%, 08/13/2027 |  | 69 |  | 69363 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 08/13/2028 |  | 69 |  | 69694 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 10/15/2030 |  | 69 |  | 70264 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.405%, 02/26/2027 |  | 37 |  | 37272 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.475%, 02/26/2028 |  | 60 |  | 60962 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.687%, 04/15/2030 |  | 60 |  | 61842 |
|  ConocoPhillips Co. <br>5.65%, 01/15/2065 |  | 140 |  | 137326 |
|  Enbridge, Inc.<br>4.20%, 11/20/2028 |  | 78 |  | 78441 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 02/15/2031 |  | 78 |  | 78761 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 06/20/2028 |  | 59 |  | 59813 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 06/20/2030 |  | 17 |  | 17493 |
|  Energy Transfer LP<br>4.55%, 01/15/2031 |  | 79 |  | 79781 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 01/15/2036 |  | 79 |  | 80262 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 05/15/2054 |  | 402 |  | 387846 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.30%, 01/15/2056 |  | 79 |  | 79871 |
|  Enterprise Products Operating LLC <br>Series E <br>5.25%, 08/16/2077 |  | 129 |  | 129324 |
|  MPLX LP <br>4.80%, 02/15/2031 |  | 67 |  | 68399 |
|  Plains All American Pipeline LP/PAA Finance Corp. <br>4.70%, 01/15/2031 |  | 65 |  | 66002 |
|  Shell Finance US, Inc. <br>5.125%, 10/15/2041<sup>(a)</sup> |  | 370 |  | 367399 |
|  Suncor Energy, Inc. <br>6.85%, 06/01/2039 |  | 495 |  | 556934 |
|  Targa Resources Corp. <br>4.35%, 04/15/2031 |  | 26 |  | 25998 |
|  Woodside Finance Ltd. <br>4.90%, 05/19/2028 |  | 60 |  | 61027 |
|  |  |  |  | 3036031 |
|  **Other Industrial – 0.5%** | **Other Industrial – 0.5%** | **Other Industrial – 0.5%** | **Other Industrial – 0.5%** | **Other Industrial – 0.5%** |
|  Ferguson Finance PLC <br>3.25%, 06/02/2030<sup>(a)</sup> |  | 238 |  | 228692 |
|  President & Fellows of Harvard College <br>6.50%, 01/15/2039<sup>(a)</sup> |  | 165 |  | 191506 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** | **U.S. $ Value** |
|  University of Southern California <br>4.976%, 10/01/2053 | $| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;324 | $| 311195 |
|  Washington University (The) <br>4.349%, 04/15/2122 |  | 440 |  | 346012 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1077405 |
|  **Services – 1.0%** | **Services – 1.0%** | **Services – 1.0%** | **Services – 1.0%** | **Services – 1.0%** |
|  Amazon.com, Inc.<br>2.70%, 06/03/2060 |  | 140 |  | 79110 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 05/12/2061 |  | 587 |  | 377547 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 11/20/2030 |  | 78 |  | 78568 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 04/13/2062 |  | 500 |  | 384745 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 08/22/2057 |  | 474 |  | 382200 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 03/20/2033 |  | 78 |  | 78612 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 11/20/2035 |  | 78 |  | 78365 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 11/20/2055 |  | 78 |  | 76733 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.55%, 11/20/2065 |  | 154 |  | 150626 |
|  Cintas Corp. No. 2 <br>4.20%, 05/01/2028 |  | 62 |  | 62542 |
|  eBay, Inc. <br>4.25%, 03/06/2029 |  | 76 |  | 76528 |
|  Mastercard, Inc.<br>4.55%, 03/15/2028 |  | 59 |  | 59981 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 03/15/2032 |  | 59 |  | 61617 |
|  Quanta Services, Inc. <br>4.30%, 08/09/2028 |  | 70 |  | 70554 |
|  RELX Capital, Inc. <br>4.75%, 03/27/2030 |  | 63 |  | 64280 |
|  Verisk Analytics, Inc. <br>4.45%, 03/15/2031 |  | 83 |  | 83315 |
|  |  |  |  | 2165323 |
|  **Technology – 3.5%** | **Technology – 3.5%** | **Technology – 3.5%** | **Technology – 3.5%** | **Technology – 3.5%** |
|  Alphabet, Inc.<br>3.70%, 02/15/2029 |  | 84 |  | 84066 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 11/15/2030 |  | 76 |  | 76670 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 02/15/2031 |  | 84 |  | 84577 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 11/15/2032 |  | 76 |  | 77023 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 02/15/2033 |  | 84 |  | 84722 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 11/15/2035 |  | 43 |  | 43529 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 02/15/2036 |  | 84 |  | 85367 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 05/15/2055 |  | 71 |  | 68858 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 05/15/2065 |  | 445 |  | 421566 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 11/15/2045 |  | 76 |  | 76296 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 11/15/2055 |  | 29 |  | 28812 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 02/15/2046 |  | 84 |  | 85632 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.65%, 02/15/2056 |  | 84 |  | 85901 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 11/15/2075 |  | 421 |  | 420739 |
|  Amphenol Corp.<br>3.80%, 11/15/2027 |  | 77 |  | 77073 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 11/15/2028 |  | 77 |  | 77189 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 11/15/2030 |  | 77 |  | 77358 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 06/12/2028 |  | 60 |  | 60762 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 02/15/2033 |  | 77 |  | 77176 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 02/15/2036 |  | 77 |  | 76491 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 01/15/2035 |  | 251 |  | 257418 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 11/15/2055 |  | 77 |  | 74514 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.375%, 11/15/2054 |  | 281 |  | 276729 |

---

------

---

| | | |
|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  Analog Devices, Inc. <br>4.50%, 06/15/2030 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61327 |
|  Apple, Inc.<br>2.55%, 08/20/2060 | 742 | 417227 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 02/08/2061 | 451 | 268480 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.85%, 08/05/2061 | 648 | 389597 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 08/08/2062 | 488 | 388624 |
|  Applied Materials, Inc.<br>4.00%, 01/15/2031 | 71 | 71015 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 01/15/2036 | 71 | 70617 |
|  Broadcom, Inc.<br>4.20%, 10/15/2030 | 54 | 54262 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 01/15/2031 | 72 | 72629 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 07/15/2030 | 60 | 61300 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 01/15/2033 | 72 | 72765 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 04/15/2028 | 25 | 25504 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 07/15/2032 | 27 | 27800 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 07/12/2027 | 114 | 115898 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 04/15/2030 | 25 | 25913 |
|  Cisco Systems, Inc.<br>4.55%, 02/24/2028 | 59 | 59978 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 02/26/2054 | 400 | 389236 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 02/26/2064 | 407 | 389369 |
|  Dell International LLC/EMC Corp.<br>4.15%, 02/15/2029 | 73 | 73229 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 02/15/2031 | 73 | 73337 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 04/01/2028 | 55 | 55861 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 04/01/2030 | 55 | 56553 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 04/01/2032 | 55 | 57100 |
|  Hewlett Packard Enterprise Co.<br>4.05%, 09/15/2027 | 72 | 72120 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 09/15/2028 | 72 | 72161 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 10/15/2030 | 72 | 72094 |
|  Intel Corp. <br>3.75%, 03/25/2027 | 128 | 127752 |
|  International Business Machines Corp.<br>4.65%, 02/10/2028 | 100 | 101494 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 07/27/2052 | 261 | 230293 |
|  NXP BV/NXP Funding LLC/NXP USA, Inc. <br>4.30%, 08/19/2028 | 67 | 67419 |
|  Oracle Corp.<br>4.45%, 09/26/2030 | 71 | 69591 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 08/03/2028 | 20 | 20219 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 02/04/2031 | 81 | 80830 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 02/03/2032 | 9 | 9033 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 05/04/2033 | 81 | 81322 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 02/04/2036 | 67 | 67022 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.10%, 09/26/2065 | 71 | 61490 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.70%, 02/04/2056 | 81 | 78500 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.85%, 02/04/2066 | 14 | 13426 |
|  Roper Technologies, Inc. <br>4.25%, 09/15/2028 | 67 | 67262 |
|  Salesforce, Inc. <br>1.50%, 07/15/2028 | 141 | 133552 |
|  Texas Instruments, Inc. <br>4.50%, 05/23/2030 | 60 | 61250 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** | **U.S. $ Value** |
|  Tyco Electronics Group SA <br>4.50%, 02/09/2031 | $| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62 | $| 63093 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7606012 |
|  **Transportation - Airlines – 0.3%** | **Transportation - Airlines – 0.3%** | **Transportation - Airlines – 0.3%** | **Transportation - Airlines – 0.3%** | **Transportation - Airlines – 0.3%** |
|  Delta Air Lines, Inc./SkyMiles IP Ltd. <br>4.75%, 10/20/2028<sup>(a)</sup> |  | 272 |  | 274597 |
|  Southwest Airlines Co. <br>4.375%, 11/15/2028 |  | 23 |  | 23169 |
|  United Airlines 2024-1 Class AA Pass Through Trust <br>Series AA <br>5.45%, 08/15/2038 |  | 275 |  | 286315 |
|  |  |  |  | 584081 |
|  **Transportation - Railroads – 0.0%** | **Transportation - Railroads – 0.0%** | **Transportation - Railroads – 0.0%** | **Transportation - Railroads – 0.0%** | **Transportation - Railroads – 0.0%** |
|  Burlington Northern Santa Fe LLC <br>5.55%, 03/15/2056 |  | 79 |  | 79297 |
|  **Transportation - Services – 0.3%** | **Transportation - Services – 0.3%** | **Transportation - Services – 0.3%** | **Transportation - Services – 0.3%** | **Transportation - Services – 0.3%** |
|  Element Fleet Management Corp.<br>4.641%, 11/24/2030<sup>(a)</sup> |  | 78 |  | 78792 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.037%, 03/25/2030<sup>(a)</sup> |  | 63 |  | 64639 |
|  Fedex Freight Holding Co., Inc.<br>4.30%, 03/15/2029<sup>(a)</sup> |  | 80 |  | 80183 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 03/15/2031<sup>(a)</sup> |  | 80 |  | 80433 |
|  Penske Truck Leasing Co. LP/PTL Finance Corp.<br>4.55%, 01/15/2031<sup>(a)</sup> |  | 72 |  | 72463 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 07/01/2029<sup>(a)</sup> |  | 9 |  | 9291 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 02/01/2030<sup>(a)</sup> |  | 24 |  | 24828 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 03/30/2029<sup>(a)</sup> |  | 57 |  | 58926 |
|  Ryder System, Inc. <br>4.30%, 12/01/2030 |  | 77 |  | 77302 |
|  |  |  |  | 546857 |
|  |  |  |  | 39077500 |
|  **Financial Institutions – 16.4%** | **Financial Institutions – 16.4%** | **Financial Institutions – 16.4%** | **Financial Institutions – 16.4%** | **Financial Institutions – 16.4%** |
|  **Banking – 10.8%** | **Banking – 10.8%** | **Banking – 10.8%** | **Banking – 10.8%** | **Banking – 10.8%** |
|  American Express Co.<br>4.351%, 07/20/2029 |  | 59 |  | 59526 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.731%, 04/25/2029 |  | 62 |  | 63007 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.804%, 10/24/2036 |  | 77 |  | 76274 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.918%, 07/20/2033 |  | 59 |  | 60334 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.016%, 04/25/2031 |  | 62 |  | 63962 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.098%, 02/16/2028 |  | 292 |  | 295025 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.412%, 02/08/2041 |  | 80 |  | 81666 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.667%, 04/25/2036 |  | 62 |  | 65620 |
|  Banco Santander SA<br>2.749%, 12/03/2030 |  | 400 |  | 367900 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.35%, 03/14/2034 |  | 400 |  | 431812 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.921%, 08/08/2033 |  | 400 |  | 444256 |
|  Bank of America Corp.<br>2.496%, 02/13/2031 |  | 166 |  | 155841 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.687%, 04/22/2032 |  | 315 |  | 291762 |

---

------

---

| | | |
|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.972%, 02/04/2033 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;332 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;306718 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.419%, 12/20/2028 | 55 | 54439 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.705%, 04/24/2028 | 129 | 128574 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.623%, 05/09/2029 | 59 | 59814 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.425%, 08/15/2035 | 416 | 425905 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.511%, 01/24/2036 | 26 | 27254 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.518%, 10/25/2035 | 296 | 303951 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.744%, 02/12/2036 | 20 | 20899 |
|  Bank of Montreal<br>4.062%, 09/22/2028 | 71 | 71165 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 09/22/2031 | 71 | 71453 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.203%, 02/01/2028 | 61 | 62532 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series J<br>4.439%, 01/14/2032 | 72 | 72402 |
|  Bank of New York Mellon Corp. (The) <br>Series J <br>4.967%, 04/26/2034 | 297 | 304642 |
|  Bank of Nova Scotia (The)<br>4.043%, 09/15/2028 | 72 | 72078 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.338%, 09/15/2031 | 72 | 72204 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.932%, 02/14/2029 | 20 | 20359 |
|  Banque Federative du Credit Mutuel SA <br>4.541%, 01/15/2031<sup>(a)</sup> | 200 | 201076 |
|  BNP Paribas SA<br>4.916%, 01/15/2034<sup>(a)</sup> | 200 | 200962 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.906%, 11/19/2035<sup>(a)</sup> | 428 | 445702 |
|  Canadian Imperial Bank of Commerce<br>4.243%, 09/08/2028 | 69 | 69328 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.58%, 09/08/2031 | 69 | 70011 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.857%, 03/30/2029 | 63 | 64102 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.245%, 01/13/2031 | 25 | 25942 |
|  Capital One Financial Corp.<br>4.493%, 09/11/2031 | 72 | 72030 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.722%, 01/30/2032 | 46 | 46356 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.197%, 09/11/2036 | 72 | 71826 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.399%, 01/30/2037 | 80 | 80704 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.468%, 02/01/2029 | 250 | 256310 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.183%, 01/30/2036 | 127 | 132084 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.377%, 06/08/2034 | 282 | 305790 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.964%, 11/02/2034 | 291 | 342458 |
|  Citigroup, Inc.<br>2.976%, 11/05/2030 | 376 | 360317 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.52%, 10/27/2028 | 118 | 117087 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.503%, 09/11/2031 | 71 | 71564 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.542%, 09/19/2030 | 298 | 301454 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.658%, 05/24/2028 | 52 | 52374 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.786%, 03/04/2029 | 60 | 60875 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.174%, 09/11/2036 | 71 | 72196 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.333%, 03/27/2036 | 31 | 31938 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.827%, 02/13/2035 | 288 | 299894 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.174%, 05/25/2034 | 286 | 305319 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.27%, 11/17/2033 | 29 | 31812 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series VAR<br>3.07%, 02/24/2028 | 30 | 29711 |
|  Citizens Financial Group, Inc.<br>5.253%, 03/05/2031 | 36 | 37126 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.841%, 01/23/2030 | 118 | 123351 |

---

------

---

| | | |
|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  Deutsche Bank AG/New York NY<br>4.469%, 12/10/2031 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150871 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.725%, 02/06/2032 | 150 | 151246 |
|  Fifth Third Financial Corp. <br>5.982%, 01/30/2030 | 232 | 243171 |
|  First Citizens BancShares, Inc./NC <br>4.869%, 03/03/2032 | 85 | 84716 |
|  Goldman Sachs Group, Inc. (The)<br>2.383%, 07/21/2032 | 403 | 363397 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.615%, 04/22/2032 | 336 | 308515 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 10/21/2032 | 257 | 233880 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.615%, 03/15/2028 | 129 | 128378 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.153%, 10/21/2029 | 75 | 75034 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.369%, 10/21/2031 | 75 | 75001 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.937%, 04/23/2028 | 33 | 33316 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.939%, 10/21/2036 | 75 | 74668 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.049%, 07/23/2030 | 24 | 24614 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.065%, 01/21/2037 | 78 | 78526 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.207%, 01/28/2031 | 95 | 98377 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.218%, 04/23/2031 | 62 | 64194 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.541%, 01/21/2047 | 78 | 77594 |
|  HSBC Holdings PLC<br>2.357%, 08/18/2031 | 374 | 344245 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.874%, 11/18/2035 | 320 | 335840 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.399%, 11/13/2034 | 313 | 358038 |
|  JPMorgan Chase & Co.<br>2.963%, 01/25/2033 | 331 | 306731 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.882%, 07/24/2038 | 411 | 372300 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.323%, 04/26/2028 | 53 | 53184 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.103%, 04/22/2031 | 61 | 63250 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.14%, 01/24/2031 | 26 | 26977 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.193%, 02/05/2037 | 80 | 80842 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.502%, 01/24/2036 | 26 | 27332 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.571%, 04/22/2028 | 22 | 22379 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.576%, 07/23/2036 | 60 | 62360 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.581%, 04/22/2030 | 68 | 71021 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.717%, 09/14/2033 | 284 | 301066 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.766%, 04/22/2035 | 20 | 21391 |
|  M&T Bank Corp. <br>5.179%, 07/08/2031 | 60 | 61957 |
|  Macquarie Bank Ltd. <br>3.915%, 02/03/2028<sup>(a)</sup> | 80 | 80310 |
|  Mitsubishi HC Finance America LLC <br>4.558%, 01/14/2031<sup>(a)</sup> | 200 | 202310 |
|  Morgan Stanley<br>3.622%, 04/01/2031 | 88 | 86024 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.994%, 04/12/2029 | 61 | 62103 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.042%, 07/19/2030 | 25 | 25696 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.073%, 01/30/2037 | 80 | 80675 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.192%, 04/17/2031 | 61 | 63165 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.23%, 01/15/2031 | 26 | 26918 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 04/21/2034 | 185 | 191469 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.297%, 04/20/2037 | 410 | 420045 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.32%, 07/19/2035 | 161 | 166583 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.449%, 07/20/2029 | 84 | 86617 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.587%, 01/18/2036 | 26 | 27325 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.652%, 04/13/2028 | 76 | 77356 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.656%, 04/18/2030 | 14 | 14622 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.664%, 04/17/2036 | 61 | 64462 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.831%, 04/19/2035 | 24 | 25627 |

---

------

---

| | | |
|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Series G<br>2.239%, 07/21/2032 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;344 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;308458 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series I<br>4.133%, 10/18/2029 | 43 | 43061 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.356%, 10/22/2031 | 75 | 75093 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.892%, 10/22/2036 | 75 | 74608 |
|  National Australia Bank Ltd.<br>2.332%, 08/21/2030<sup>(a)</sup> | 397 | 364414 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.99%, 05/21/2031<sup>(a)</sup> | 394 | 366534 |
|  Northern Trust Corp. <br>4.15%, 11/19/2030 | 78 | 78598 |
|  PNC Financial Services Group, Inc. (The)<br>4.075%, 01/26/2029 | 78 | 78223 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.626%, 06/06/2033 | 309 | 308317 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.899%, 05/13/2031 | 59 | 60575 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.222%, 01/29/2031 | 24 | 24916 |
|  Regions Banks <br>6.45%, 06/26/2037 | 361 | 395364 |
|  Royal Bank of Canada<br>3.995%, 11/03/2028 | 78 | 78090 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series G<br>4.715%, 03/27/2028 | 63 | 63561 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.965%, 01/24/2029 | 26 | 26519 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.97%, 05/02/2031 | 63 | 65002 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.153%, 02/04/2031 | 26 | 26954 |
|  Santander Holdings USA, Inc.<br>5.473%, 03/20/2029 | 68 | 69499 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.741%, 03/20/2031 | 31 | 32238 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.174%, 01/09/2030 | 260 | 271354 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.499%, 03/09/2029 | 18 | 18746 |
|  Societe Generale SA <br>7.367%, 01/10/2053<sup>(a)</sup> | 273 | 299063 |
|  Standard Chartered PLC <br>4.529%, 06/05/2032<sup>(a)</sup> | 200 | 200342 |
|  State Street Corp.<br>4.536%, 02/28/2028 | 60 | 60950 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.729%, 02/28/2030 | 60 | 61660 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.784%, 10/23/2036 | 77 | 76871 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.821%, 01/26/2034 | 296 | 301772 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.834%, 04/24/2030 | 62 | 63884 |
|  Synchrony Financial<br>5.935%, 08/02/2030 | 10 | 10378 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 07/29/2036 | 400 | 407564 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.25%, 02/02/2033 | 382 | 403018 |
|  Toronto-Dominion Bank (The)<br>3.913%, 01/13/2028 | 72 | 72064 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.109%, 10/13/2028 | 75 | 75337 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.411%, 01/13/2031 | 72 | 72852 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.574%, 06/02/2028 | 59 | 59816 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.808%, 06/03/2030 | 59 | 60640 |
|  Truist Financial Corp. <br>5.071%, 05/20/2031 | 59 | 60844 |
|  UBS Group AG<br>4.151%, 12/23/2029<sup>(a)</sup> | 200 | 200222 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.398%, 09/23/2031<sup>(a)</sup> | 200 | 200568 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** | **U.S. $ Value** |
|  US Bancorp<br>4.839%, 02/01/2034 | $| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;299 | $| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;303315 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.967%, 07/22/2033 |  | 298 |  | 303263 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.046%, 02/12/2031 |  | 20 |  | 20649 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.083%, 05/15/2031 |  | 60 |  | 62035 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 07/23/2030 |  | 25 |  | 25844 |
|  Wells Fargo & Co.<br>3.35%, 03/02/2033 |  | 326 |  | 306134 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.584%, 05/22/2028 |  | 5 |  | 4974 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.078%, 09/15/2029 |  | 72 |  | 72019 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.808%, 07/25/2028 |  | 51 |  | 51540 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.96%, 01/23/2037 |  | 78 |  | 78269 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.97%, 04/23/2029 |  | 62 |  | 63202 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 04/23/2031 |  | 62 |  | 64172 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.244%, 01/24/2031 |  | 118 |  | 122472 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.433%, 01/23/2047 |  | 78 |  | 77275 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.574%, 07/25/2029 |  | 284 |  | 293900 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.605%, 04/23/2036 |  | 21 |  | 22098 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.707%, 04/22/2028 |  | 76 |  | 77395 |
|  Zions Bancorp NA <br>6.816%, 11/19/2035 |  | 391 |  | 415688 |
|  |  |  |  | 23169004 |
|  **Brokerage – 0.5%** | **Brokerage – 0.5%** | **Brokerage – 0.5%** | **Brokerage – 0.5%** | **Brokerage – 0.5%** |
|  Affiliated Managers Group, Inc. <br>5.50%, 02/15/2036 |  | 80 |  | 80730 |
|  Apollo Global Management, Inc. <br>4.60%, 01/15/2031 |  | 79 |  | 79518 |
|  BGC Group, Inc. <br>6.15%, 04/02/2030 |  | 55 |  | 57233 |
|  Blackstone Holdings Finance Co. LLC <br>2.50%, 01/10/2030<sup>(a)</sup> |  | 384 |  | 361632 |
|  Blue Owl Finance LLC <br>6.25%, 04/18/2034 |  | 336 |  | 335812 |
|  Charles Schwab Corp. (The) <br>4.343%, 11/14/2031 |  | 78 |  | 78403 |
|  LPL Holdings, Inc. <br>5.20%, 03/15/2030 |  | 60 |  | 61364 |
|  |  |  |  | 1054692 |
|  **Finance – 1.0%** | **Finance – 1.0%** | **Finance – 1.0%** | **Finance – 1.0%** | **Finance – 1.0%** |
|  Apollo Debt Solutions BDC <br>5.20%, 12/08/2028<sup>(a)</sup> |  | 80 |  | 79686 |
|  Ares Capital Corp.<br>5.10%, 01/15/2031 |  | 69 |  | 67334 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 09/01/2030 |  | 59 |  | 58372 |
|  Ares Strategic Income Fund<br>4.85%, 01/15/2029<sup>(a)</sup> |  | 72 |  | 70798 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 01/15/2031<sup>(a)</sup> |  | 72 |  | 69789 |
|  Barings BDC, Inc. <br>5.20%, 09/15/2028 |  | 72 |  | 71235 |
|  Blackstone Reg Finance Co. LLC<br>4.30%, 11/03/2030 |  | 78 |  | 77837 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 02/15/2036 |  | 78 |  | 77215 |
|  Blackstone Secured Lending Fund<br>5.125%, 01/31/2031 |  | 75 |  | 72708 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 09/04/2029 |  | 83 |  | 82405 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** | **U.S. $ Value** |
|  Blue Owl Credit Income Corp. <br>5.80%, 03/15/2030 | $| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | $| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24514 |
|  Blue Owl Technology Finance Corp. <br>6.125%, 01/23/2031 |  | 78 |  | 74656 |
|  Brookfield Finance, Inc. <br>5.33%, 01/15/2036 |  | 66 |  | 65832 |
|  Carlyle Secured Lending, Inc. <br>5.75%, 02/15/2031 |  | 34 |  | 32863 |
|  Franklin BSP Capital Corp. <br>6.00%, 10/02/2030<sup>(a)</sup> |  | 71 |  | 69020 |
|  FS KKR Capital Corp. <br>6.875%, 08/15/2029 |  | 24 |  | 23691 |
|  Goldman Sachs BDC, Inc. <br>5.10%, 01/28/2029 |  | 78 |  | 76896 |
|  Goldman Sachs Private Credit Corp.<br>5.05%, 02/23/2028<sup>(a)</sup> |  | 82 |  | 81462 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 01/31/2031<sup>(a)</sup> |  | 78 |  | 76663 |
|  Golub Capital Private Credit Fund <br>5.45%, 08/15/2028<sup>(a)</sup> |  | 60 |  | 60019 |
|  HA Sustainable Infrastructure Capital, Inc. <br>6.75%, 07/15/2035 |  | 60 |  | 63014 |
|  HPS Corporate Lending Fund<br>4.90%, 09/11/2028<sup>(a)</sup> |  | 71 |  | 70131 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 04/02/2029<sup>(a)</sup> |  | 72 |  | 71435 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 06/05/2027<sup>(a)</sup> |  | 55 |  | 55213 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 11/15/2030<sup>(a)</sup> |  | 71 |  | 69905 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.65%, 04/02/2031<sup>(a)</sup> |  | 72 |  | 71327 |
|  Main Street Capital Corp. <br>5.40%, 08/15/2028 |  | 66 |  | 66303 |
|  North Haven Private Income Fund LLC <br>5.125%, 09/25/2028<sup>(a)</sup> |  | 70 |  | 69259 |
|  Oaktree Specialty Lending Corp. <br>6.34%, 02/27/2030 |  | 59 |  | 58102 |
|  Sixth Street Specialty Lending, Inc. <br>5.625%, 08/15/2030 |  | 59 |  | 58634 |
|  USAA Capital Corp. <br>4.375%, 06/01/2028<sup>(a)</sup> |  | 150 |  | 151900 |
|  |  |  |  | 2118218 |
|  **Financial Services – 0.1%** | **Financial Services – 0.1%** | **Financial Services – 0.1%** | **Financial Services – 0.1%** | **Financial Services – 0.1%** |
|  Intercontinental Exchange, Inc.<br>3.95%, 12/01/2028 |  | 79 |  | 79180 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 03/15/2031 |  | 79 |  | 79518 |
|  Lincoln Financial Global Funding <br>4.625%, 08/18/2030<sup>(a)</sup> |  | 69 |  | 69404 |
|  Sammons Financial Group Global Funding<br>4.95%, 06/12/2030<sup>(a)</sup> |  | 60 |  | 61170 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 01/10/2028<sup>(a)</sup> |  | 25 |  | 25420 |
|  |  |  |  | 314692 |
|  **Insurance – 3.5%** | **Insurance – 3.5%** | **Insurance – 3.5%** | **Insurance – 3.5%** | **Insurance – 3.5%** |
|  American National Global Funding <br>5.25%, 06/03/2030<sup>(a)</sup> |  | 59 |  | 60149 |

---

------

---

| | | |
|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  Athene Global Funding <br>5.583%, 01/09/2029<sup>(a)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;211 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215990 |
|  Athene Holding Ltd.<br>3.45%, 05/15/2052 | 1382 | 845286 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 05/25/2051 | 403 | 276664 |
|  Brighthouse Financial, Inc. <br>4.70%, 06/22/2047 | 631 | 439277 |
|  Brown & Brown, Inc. <br>4.70%, 06/23/2028 | 60 | 60643 |
|  CNO Global Funding <br>4.70%, 12/11/2030<sup>(a)</sup> | 80 | 80254 |
|  Corebridge Global Funding<br>4.45%, 10/02/2030<sup>(a)</sup> | 71 | 71196 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 01/09/2031<sup>(a)</sup> | 72 | 72257 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 06/06/2030<sup>(a)</sup> | 59 | 60142 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 01/07/2028<sup>(a)</sup> | 25 | 25395 |
|  Elevance Health, Inc. <br>4.00%, 09/15/2028 | 72 | 72126 |
|  F&G Annuities & Life, Inc. <br>6.25%, 10/04/2034 | 383 | 365700 |
|  F&G Global Funding<br>4.50%, 01/09/2029<sup>(a)</sup> | 72 | 71473 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 09/08/2028<sup>(a)</sup> | 69 | 68794 |
|  GA Global Funding Trust<br>4.50%, 09/18/2030<sup>(a)</sup> | 150 | 148109 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 04/01/2032<sup>(a)</sup> | 150 | 152110 |
|  Guardian Life Global Funding<br>4.066%, 09/05/2028<sup>(a)</sup> | 69 | 69137 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.327%, 10/06/2030<sup>(a)</sup> | 74 | 74498 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.402%, 12/11/2030<sup>(a)</sup> | 80 | 80758 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.673%, 09/05/2032<sup>(a)</sup> | 69 | 69661 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.798%, 04/28/2030<sup>(a)</sup> | 62 | 63580 |
|  Health Care Service Corp. A Mutual Legal Reserve Co. <br>5.875%, 06/15/2054<sup>(a)</sup> | 363 | 352364 |
|  Jackson National Life Global Funding <br>4.70%, 06/05/2028<sup>(a)</sup> | 150 | 151620 |
|  Lincoln National Corp. <br>5.35%, 11/15/2035 | 76 | 74190 |
|  Massachusetts Mutual Life Insurance Co. <br>3.729%, 10/15/2070<sup>(a)</sup> | 588 | 384099 |
|  Met Tower Global Funding <br>4.00%, 01/14/2029<sup>(a)</sup> | 150 | 150197 |
|  Mutual of Omaha Cos. Global Funding <br>4.546%, 01/13/2031<sup>(a)</sup> | 72 | 72445 |
|  New York Life Global Funding<br>4.15%, 07/25/2028<sup>(a)</sup> | 59 | 59364 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 04/25/2028<sup>(a)</sup> | 62 | 62663 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 06/03/2030<sup>(a)</sup> | 59 | 60347 |
|  Northwestern Mutual Global Funding<br>4.125%, 08/25/2028<sup>(a)</sup> | 71 | 71395 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 01/13/2031<sup>(a)</sup> | 72 | 72490 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 06/03/2030<sup>(a)</sup> | 59 | 60125 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** | **U.S. $ Value** |
|  Pacific Life Global Funding II<br>4.375%, 02/03/2031<sup>(a)</sup> | $| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | $| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80974 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 05/01/2028<sup>(a)</sup> |  | 62 |  | 62664 |
|  Pricoa Global Funding I<br>4.35%, 11/25/2030<sup>(a)</sup> |  | 150 |  | 151516 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 05/28/2030<sup>(a)</sup> |  | 150 |  | 152800 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 08/26/2032<sup>(a)</sup> |  | 150 |  | 151528 |
|  Principal Life Global Funding II<br>4.25%, 08/18/2028<sup>(a)</sup> |  | 69 |  | 69243 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 01/13/2031<sup>(a)</sup> |  | 72 |  | 72582 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 01/09/2028<sup>(a)</sup> |  | 130 |  | 131954 |
|  Protective Life Global Funding<br>4.161%, 01/15/2029<sup>(a)</sup> |  | 150 |  | 150147 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.803%, 06/05/2030<sup>(a)</sup> |  | 150 |  | 153124 |
|  Prudential Financial, Inc.<br>4.50%, 09/15/2047 |  | 301 |  | 296921 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 09/15/2048 |  | 292 |  | 294958 |
|  RGA Global Funding<br>4.35%, 08/25/2028<sup>(a)</sup> |  | 71 |  | 71419 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 11/25/2030<sup>(a)</sup> |  | 78 |  | 78558 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 08/25/2032<sup>(a)</sup> |  | 71 |  | 72056 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 01/09/2030<sup>(a)</sup> |  | 25 |  | 25905 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.448%, 05/24/2029<sup>(a)</sup> |  | 24 |  | 24923 |
|  Trustage Financial Group, Inc. <br>4.625%, 04/15/2032<sup>(a)</sup> |  | 370 |  | 363296 |
|  Western-Southern Global Funding <br>4.50%, 07/16/2028<sup>(a)</sup> |  | 60 |  | 60580 |
|  |  |  |  | 7479646 |
|  **REITs – 0.5%** | **REITs – 0.5%** | **REITs – 0.5%** | **REITs – 0.5%** | **REITs – 0.5%** |
|  American Homes 4 Rent LP <br>4.95%, 06/15/2030 |  | 59 |  | 60152 |
|  CBRE Services, Inc.<br>4.80%, 06/15/2030 |  | 62 |  | 63200 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 01/15/2033 |  | 79 |  | 79928 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 08/15/2034 |  | 245 |  | 261903 |
|  EPR Properties <br>4.75%, 11/15/2030 |  | 76 |  | 76163 |
|  Essex Portfolio LP <br>4.875%, 02/15/2036 |  | 80 |  | 79102 |
|  GLP Capital LP/GLP Financing II, Inc. <br>5.625%, 03/01/2036 |  | 85 |  | 85003 |
|  Omega Healthcare Investors, Inc. <br>5.20%, 07/01/2030 |  | 11 |  | 11275 |
|  Phillips Edison Grocery Center Operating Partnership I LP <br>4.75%, 03/15/2033 |  | 85 |  | 85108 |
|  Realty Income Corp. <br>3.95%, 02/01/2029 |  | 71 |  | 71138 |
|  Regency Centers LP <br>4.50%, 03/15/2033 |  | 22 |  | 21996 |
|  Simon Property Group LP <br>4.375%, 10/01/2030 |  | 67 |  | 67821 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** | **U.S. $ Value** |
|  Store Capital LLC <br>4.95%, 02/11/2031<sup>(a)</sup> | $| 81 | $| 81740 |
|  VICI Properties LP <br>4.75%, 04/01/2028 |  | 55 |  | 55549 |
|  WP Carey, Inc. <br>4.65%, 07/15/2030 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39 |  | 39547 |
|  |  |  |  | 1139625 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35275877 |
|  **Utility – 1.9%** | **Utility – 1.9%** | **Utility – 1.9%** | **Utility – 1.9%** | **Utility – 1.9%** |
|  **Electric – 1.5%** | **Electric – 1.5%** | **Electric – 1.5%** | **Electric – 1.5%** | **Electric – 1.5%** |
|  AEP Transmission Co. LLC <br>5.15%, 04/01/2034 |  | 34 |  | 35127 |
|  Black Hills Corp. <br>4.55%, 01/31/2031 |  | 71 |  | 71697 |
|  CenterPoint Energy Houston Electric LLC <br>Series AR <br>4.85%, 04/01/2036 |  | 51 |  | 51183 |
|  Connecticut Light & Power Co. (The) <br>4.95%, 01/15/2030 |  | 25 |  | 25828 |
|  Dominion Energy, Inc. <br>4.60%, 05/15/2028 |  | 59 |  | 59832 |
|  Duke Energy Florida LLC <br>4.20%, 12/01/2030 |  | 79 |  | 79509 |
|  Edison International <br>4.80%, 03/15/2031 |  | 83 |  | 82957 |
|  Eversource Energy <br>4.45%, 12/15/2030 |  | 75 |  | 75489 |
|  National Rural Utilities Cooperative Finance Corp.<br>3.95%, 12/10/2027 |  | 79 |  | 79253 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 12/10/2030 |  | 79 |  | 79661 |
|  Series D<br>4.05%, 02/09/2029 |  | 80 |  | 80383 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 08/25/2028 |  | 71 |  | 71490 |
|  NextEra Energy Capital Holdings, Inc.<br>4.40%, 03/01/2031 |  | 80 |  | 80858 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.685%, 09/01/2027 |  | 35 |  | 35399 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 02/04/2028 |  | 20 |  | 20366 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.85%, 03/01/2056 |  | 80 |  | 80442 |
|  Niagara Mohawk Power Corp. <br>4.647%, 10/03/2030 <sup>(a)</sup> |  | 60 |  | 60964 |
|  NRG Energy, Inc. <br>4.734%, 10/15/2030 <sup>(a)</sup> |  | 14 |  | 14143 |
|  NSTAR Electric Co. <br>4.85%, 03/01/2030 |  | 60 |  | 61760 |
|  Oncor Electric Delivery Co. LLC<br>4.65%, 11/01/2029 |  | 25 |  | 25567 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 04/01/2035<sup>(a)</sup> |  | 47 |  | 48905 |
|  Pacific Gas & Electric Co.<br>5.05%, 10/15/2032 |  | 74 |  | 75424 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.55%, 05/15/2029 |  | 294 |  | 305701 |
|  PacifiCorp<br>3.30%, 03/15/2051 |  | 127 |  | 83513 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 01/15/2049 |  | 55 |  | 42268 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 02/15/2050 |  | 31 |  | 23563 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 03/15/2029 |  | 81 |  | 81581 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** | **U.S. $ Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 12/01/2053 | $| 443 | $| 397176 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 05/15/2054 |  | 431 |  | 394205 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.80%, 01/15/2055 |  | 327 |  | 311278 |
|  Pinnacle West Capital Corp.<br>4.90%, 05/15/2028 |  | 60 |  | 61118 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 05/15/2030 |  | 60 |  | 62144 |
|  Public Service Co. of New Hampshire <br>4.40%, 07/01/2028 |  | 59 |  | 59743 |
|  San Diego Gas & Electric Co. <br>5.40%, 04/15/2035 |  | 63 |  | 65678 |
|  Union Electric Co. <br>4.80%, 03/15/2036 |  | 83 |  | 83231 |
|  Wisconsin Electric Power Co. <br>3.95%, 03/01/2029 |  | 34 |  | 34077 |
|  Xcel Energy, Inc. <br>4.75%, 03/21/2028 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63 |  | 63968 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3365481 |
|  **Natural Gas – 0.4%** | **Natural Gas – 0.4%** | **Natural Gas – 0.4%** | **Natural Gas – 0.4%** | **Natural Gas – 0.4%** |
|  Boston Gas Co. <br>4.487%, 02/15/2042<sup>(a)</sup> |  | 464 |  | 405453 |
|  Brooklyn Union Gas Co. (The) <br>4.504%, 03/10/2046<sup>(a)</sup> |  | 455 |  | 385881 |
|  |  |  |  | 791334 |
|  |  |  |  | 4156815 |
|  Total Corporates - Investment Grade <br>(cost $77,680,747) | Total Corporates - Investment Grade <br>(cost $77,680,747) | Total Corporates - Investment Grade <br>(cost $77,680,747) |  | 78510192 |
|  **CORPORATES - NON-INVESTMENT GRADE – 6.4%** | **CORPORATES - NON-INVESTMENT GRADE – 6.4%** | **CORPORATES - NON-INVESTMENT GRADE – 6.4%** | **CORPORATES - NON-INVESTMENT GRADE – 6.4%** | **CORPORATES - NON-INVESTMENT GRADE – 6.4%** |
|  **Industrial – 6.0%** | **Industrial – 6.0%** | **Industrial – 6.0%** | **Industrial – 6.0%** | **Industrial – 6.0%** |
|  **Basic – 0.3%** | **Basic – 0.3%** | **Basic – 0.3%** | **Basic – 0.3%** | **Basic – 0.3%** |
|  Celanese US Holdings LLC <br>7.00%, 02/15/2031 |  | 25 |  | 25768 |
|  Cleveland-Cliffs, Inc.<br>6.75%, 04/15/2030<sup>(a)</sup> |  | 119 |  | 120661 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.625%, 01/15/2034<sup>(a)</sup> |  | 393 |  | 403359 |
|  Clydesdale Acquisition Holdings, Inc. <br>8.75%, 04/15/2030<sup>(a)</sup> |  | 124 |  | 123849 |
|  |  |  |  | 673637 |
|  **Capital Goods – 0.2%** | **Capital Goods – 0.2%** | **Capital Goods – 0.2%** | **Capital Goods – 0.2%** | **Capital Goods – 0.2%** |
|  MIWD Holdco II LLC/MIWD Finance Corp. <br>5.50%, 02/01/2030<sup>(a)</sup> |  | 394 |  | 368855 |
|  Smyrna Ready Mix Concrete LLC <br>6.00%, 11/01/2028<sup>(a)</sup> |  | 129 |  | 128993 |
|  |  |  |  | 497848 |
|  **Communications - Media – 0.9%** | **Communications - Media – 0.9%** | **Communications - Media – 0.9%** | **Communications - Media – 0.9%** | **Communications - Media – 0.9%** |
|  DIRECTV Financing LLC <br>8.875%, 02/01/2030<sup>(a)</sup> |  | 357 |  | 357271 |
|  DIRECTV Financing LLC/Directv Financing Co-Obligor, Inc. <br>10.00%, 02/15/2031<sup>(a)</sup> |  | 366 |  | 374348 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** | **U.S. $ Value** |
|  Discovery Global Holdings, Inc. <br>5.05%, 03/15/2042 | $| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;547 | $| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;384328 |
|  VZ Secured Financing BV <br>5.00%, 01/15/2032<sup>(a)</sup> |  | 457 |  | 406259 |
|  Ziggo Bond Co. BV <br>5.125%, 02/28/2030<sup>(a)</sup> |  | 468 |  | 406154 |
|  |  |  |  | 1928360 |
|  **Consumer Cyclical - Automotive – 0.7%** | **Consumer Cyclical - Automotive – 0.7%** | **Consumer Cyclical - Automotive – 0.7%** | **Consumer Cyclical - Automotive – 0.7%** | **Consumer Cyclical - Automotive – 0.7%** |
|  American Axle & Manufacturing, Inc.<br>5.00%, 10/01/2029 |  | 109 |  | 106304 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.75%, 10/15/2033<sup>(a)</sup> |  | 375 |  | 381000 |
|  Nissan Motor Acceptance Co. LLC<br>5.625%, 09/29/2028<sup>(a)</sup> |  | 53 |  | 53342 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.125%, 09/30/2030<sup>(a)</sup> |  | 52 |  | 52116 |
|  Nissan Motor Co., Ltd.<br>4.81%, 09/17/2030<sup>(a)</sup> |  | 325 |  | 309062 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.125%, 07/17/2035<sup>(a)</sup> |  | 200 |  | 217920 |
|  ZF North America Capital, Inc. <br>6.75%, 04/23/2030<sup>(a)</sup> |  | 370 |  | 373904 |
|  |  |  |  | 1493648 |
|  **Consumer Cyclical - Other – 0.2%** | **Consumer Cyclical - Other – 0.2%** | **Consumer Cyclical - Other – 0.2%** | **Consumer Cyclical - Other – 0.2%** | **Consumer Cyclical - Other – 0.2%** |
|  Marriott Ownership Resorts, Inc. <br>6.50%, 10/01/2033<sup>(a)</sup> |  | 411 |  | 398074 |
|  **Consumer Non-Cyclical – 1.4%** | **Consumer Non-Cyclical – 1.4%** | **Consumer Non-Cyclical – 1.4%** | **Consumer Non-Cyclical – 1.4%** | **Consumer Non-Cyclical – 1.4%** |
|  Accendra Health, Inc. <br>6.625%, 04/01/2030<sup>(a)</sup> |  | 59 |  | 28630 |
|  B&G Foods, Inc. <br>8.00%, 09/15/2028<sup>(a)</sup> |  | 360 |  | 349286 |
|  CHS/Community Health Systems, Inc.<br>4.75%, 02/15/2031<sup>(a)</sup> |  | 137 |  | 125729 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 05/15/2030<sup>(a)</sup> |  | 327 |  | 314280 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.75%, 01/15/2034<sup>(a)</sup> |  | 115 |  | 121159 |
| &nbsp;&nbsp;&nbsp;&nbsp; 10.875%, 01/15/2032<sup>(a)</sup> |  | 215 |  | 233314 |
|  HAH Group Holding Co. LLC <br>9.75%, 10/01/2031<sup>(a)</sup> |  | 401 |  | 357407 |
|  Organon & Co./Organon Foreign Debt Co-Issuer BV <br>7.875%, 05/15/2034<sup>(a)</sup> |  | 451 |  | 420233 |
|  Paradigm Parent LLC & Paradigm Parent CO-Issuer, Inc. <br>8.75%, 04/17/2032<sup>(a)</sup> |  | 451 |  | 391207 |
|  US Acute Care Solutions LLC <br>9.75%, 05/15/2029<sup>(a)</sup> |  | 385 |  | 385104 |
|  Viking Baked Goods Acquisition Corp. <br>8.625%, 11/01/2031<sup>(a)</sup> |  | 300 |  | 303801 |
|  |  |  |  | 3030150 |

---

------

---

| | | |
|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  **Energy – 1.7%** | **Energy – 1.7%** | **Energy – 1.7%** |
|  Crescent Energy Finance LLC<br>7.375%, 01/15/2033<sup>(a)</sup> | $400 | $397516 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.875%, 04/15/2032<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;354 | 359908 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.375%, 01/15/2034<sup>(a)</sup> | 55 | 56780 |
|  Ferrellgas LP/Ferrellgas Finance Corp. <br>9.25%, 01/15/2031<sup>(a)</sup> | 395 | 409742 |
|  Hilcorp Energy I LP/Hilcorp Finance Co.<br>6.875%, 05/15/2034<sup>(a)</sup> | 404 | 394890 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.25%, 02/15/2035<sup>(a)</sup> | 401 | 397419 |
|  Moss Creek Resources Holdings, Inc. <br>8.25%, 09/01/2031<sup>(a)</sup> | 417 | 411783 |
|  Nabors Industries, Inc.<br>7.625%, 11/15/2032<sup>(a)</sup> | 406 | 417112 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.875%, 08/15/2031<sup>(a)</sup> | 397 | 411173 |
|  SM Energy Co.<br>8.75%, 07/01/2031<sup>(a)</sup> | 349 | 365937 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.625%, 06/15/2033<sup>(a)</sup> | 55 | 60803 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3683063 |
|  **Other Industrial – 0.2%** | **Other Industrial – 0.2%** | **Other Industrial – 0.2%** |
|  S&S Holdings LLC <br>8.375%, 10/01/2031<sup>(a)</sup> | 369 | 346495 |
|  **Services – 0.1%** | **Services – 0.1%** | **Services – 0.1%** |
|  Prime Security Services Borrower LLC/Prime Finance, Inc. <br>3.375%, 08/31/2027<sup>(a)</sup> | 133 | 130919 |
|  **Transportation - Airlines – 0.1%** | **Transportation - Airlines – 0.1%** | **Transportation - Airlines – 0.1%** |
|  JetBlue Airways Corp./JetBlue Loyalty LP <br>9.875%, 09/20/2031<sup>(a)</sup> | 266 | 270025 |
|  **Transportation - Services – 0.2%** | **Transportation - Services – 0.2%** | **Transportation - Services – 0.2%** |
|  Hertz Corp. (The) <br>12.625%, 07/15/2029<sup>(a)</sup> | 413 | 380344 |
|  |  | 12832563 |
|  **Utility – 0.2%** | **Utility – 0.2%** | **Utility – 0.2%** |
|  **Electric – 0.2%** | **Electric – 0.2%** | **Electric – 0.2%** |
|  NRG Energy, Inc. <br>5.75%, 01/15/2034<sup>(a)</sup> | 71 | 72004 |
|  XPLR Infrastructure Operating Partners LP <br>7.75%, 04/15/2034<sup>(a)</sup> | 378 | 391789 |
|  |  | 463793 |
|  **Natural Gas – 0.0%** | **Natural Gas – 0.0%** | **Natural Gas – 0.0%** |
|  AmeriGas Partners LP/AmeriGas Finance Corp. <br>9.50%, 06/01/2030<sup>(a)</sup> | 25 | 26772 |
|  |  | 490565 |

---

------

---

| | | |
|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  **Financial Institutions – 0.2%** | **Financial Institutions – 0.2%** | **Financial Institutions – 0.2%** |
|  **Finance – 0.2%** | **Finance – 0.2%** | **Finance – 0.2%** |
|  Navient Corp. <br>5.625%, 08/01/2033 | $420 | $345105 |
|  **Financial Services – 0.0%** | **Financial Services – 0.0%** | **Financial Services – 0.0%** |
|  Herc Holdings, Inc. <br>7.00%, 06/15/2030<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38 | 39811 |
|  **REITs – 0.0%** | **REITs – 0.0%** | **REITs – 0.0%** |
|  Rithm Capital Corp. <br>8.00%, 07/15/2030<sup>(a)</sup> | 59 | 59103 |
|  |  | 444019 |
|  Total Corporates - Non-Investment Grade <br>(cost $13,673,712) | Total Corporates - Non-Investment Grade <br>(cost $13,673,712) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13767147 |
|  **MORTGAGE PASS-THROUGHS – 4.5%** | **MORTGAGE PASS-THROUGHS – 4.5%** | **MORTGAGE PASS-THROUGHS – 4.5%** |
|  **Agency Fixed Rate 30-Year – 4.5%** | **Agency Fixed Rate 30-Year – 4.5%** | **Agency Fixed Rate 30-Year – 4.5%** |
|  Federal Home Loan Mortgage Corp. <br>Series 2022 <br>3.00%, 03/01/2052 | 712 | 651217 |
|  Federal Home Loan Mortgage Corp. Gold<br>Series 2005<br>5.50%, 01/01/2035 | 47 | 48995 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2007<br>5.50%, 07/01/2035 | 7 | 6962 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2016<br>4.00%, 02/01/2046 | 333 | 331865 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2017<br>4.00%, 07/01/2044 | 201 | 200585 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2018<br>4.50%, 03/01/2048 | 109 | 110193 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 11/01/2048 | 231 | 231519 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 11/01/2048 | 130 | 132937 |
|  Federal National Mortgage Association<br>Series 2003<br>5.50%, 04/01/2033 | 13 | 13303 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 07/01/2033 | 29 | 29674 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2004<br>5.50%, 04/01/2034 | 4 | 3784 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 05/01/2034 | 9 | 9035 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 11/01/2034 | 13 | 13851 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 01/01/2035 | 128 | 133898 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2005<br>5.50%, 02/01/2035 | 18 | 18953 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2007<br>5.50%, 08/01/2037 | 88 | 91653 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2012<br>3.50%, 02/01/2042 | 95 | 92096 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2013<br>3.50%, 04/01/2043 | 515 | 496620 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2018<br>4.50%, 09/01/2048 | 146 | 146917 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021<br>2.00%, 07/01/2051 | 1581 | 1321903 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 12/01/2051 | 698 | 582618 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2022<br>2.50%, 03/01/2052 | 1120 | 985372 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** | **U.S. $ Value** |
|  Government National Mortgage Association<br>Series 2023<br>5.50%, 04/20/2053 | $| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;406 | $| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;414747 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2026<br>2.00%, 03/01/2056, TBA |  | 395 |  | 334577 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 03/01/2056, TBA |  | 394 |  | 347603 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 03/01/2056, TBA |  | 195 |  | 178801 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 03/01/2056, TBA |  | 150 |  | 140730 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 03/01/2056, TBA |  | 344 |  | 339836 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 03/01/2056, TBA |  | 414 |  | 415455 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 03/01/2056, TBA |  | 88 |  | 89785 |
|  Uniform Mortgage-Backed Security<br>Series 2026<br>5.00%, 03/01/2056, TBA |  | 134 |  | 134607 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 03/01/2056, TBA |  | 525 |  | 533449 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 03/01/2056, TBA |  | 877 |  | 899576 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 03/01/2056, TBA |  | 192 |  | 199388 |
|  Total Mortgage Pass-Throughs <br>(cost $9,911,940) | Total Mortgage Pass-Throughs <br>(cost $9,911,940) | Total Mortgage Pass-Throughs <br>(cost $9,911,940) |  | 9682504 |
|  **COLLATERALIZED LOAN OBLIGATIONS – 1.7%** | **COLLATERALIZED LOAN OBLIGATIONS – 1.7%** | **COLLATERALIZED LOAN OBLIGATIONS – 1.7%** | **COLLATERALIZED LOAN OBLIGATIONS – 1.7%** | **COLLATERALIZED LOAN OBLIGATIONS – 1.7%** |
|  **CLO - Floating Rate – 1.7%** | **CLO - Floating Rate – 1.7%** | **CLO - Floating Rate – 1.7%** | **CLO - Floating Rate – 1.7%** | **CLO - Floating Rate – 1.7%** |
|  Elmwood CLO 45 Ltd. <br>Series 2025-8A, Class A1 <br>5.139% (CME Term SOFR 3 Month + 1.25%), 10/17/2038<sup>(a) (b)</sup> |  | 750 |  | 752842 |
|  Flatiron CLO 25 Ltd. <br>Series 2024-2A, Class A <br>5.018% (CME Term SOFR 3 Month + 1.35%), 10/17/2037<sup>(a) (b)</sup> |  | 460 |  | 461186 |
|  Neuberger Berman Loan Advisers CLO 59 Ltd. <br>Series 2024-59A, Class A1 <br>4.961% (CME Term SOFR 3 Month + 1.29%), 01/23/2039<sup>(a) (b)</sup> |  | 500 |  | 501739 |
|  Pikes Peak CLO 18 <br>Series 2025-18A, Class A1 <br>4.888% (CME Term SOFR 3 Month + 1.22%), 04/20/2038<sup>(a) (b)</sup> |  | 500 |  | 500742 |
|  Pikes Peak CLO 8 <br>Series 2021-8A, Class A1R <br>4.998% (CME Term SOFR 3 Month + 1.33%), 01/20/2038<sup>(a) (b)</sup> |  | 300 |  | 300756 |
|  Signal Peak CLO 14 Ltd. <br>Series 2024-14A, Class A <br>4.969% (CME Term SOFR 3 Month + 1.30%), 01/22/2038<sup>(a) (b)</sup> |  | 300 |  | 300000 |
|  Silver Point CLO 12 Ltd. <br>Series 2025-12A, Class A1 <br>5.288% (CME Term SOFR 3 Month + 1.31%), 10/15/2038<sup>(a) (b)</sup> |  | 750 |  | 749547 |
|  Total Collateralized Loan Obligations <br>(cost $3,563,817) | Total Collateralized Loan Obligations <br>(cost $3,563,817) | Total Collateralized Loan Obligations <br>(cost $3,563,817) |  | 3566812 |

---

------

---

| | | |
|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  **ASSET-BACKED SECURITIES – 1.6%** | **ASSET-BACKED SECURITIES – 1.6%** | **ASSET-BACKED SECURITIES – 1.6%** |
|  **Autos - Fixed Rate – 0.9%** | **Autos - Fixed Rate – 0.9%** | **Autos - Fixed Rate – 0.9%** |
|  Arivo Acceptance Auto Loan Receivables Trust <br>Series 2024-1A, Class A <br>6.46%, 04/17/2028<sup>(a)</sup> | $21 | $20639 |
|  Avis Budget Rental Car Funding AESOP LLC <br>Series 2023-3A, Class A <br>5.44%, 02/22/2028<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;479834 |
|  Carvana Auto Receivables Trust<br>Series 2021-N3, Class C<br>1.02%, 06/12/2028 | 22 | 21374 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-N4, Class D<br>2.30%, 09/11/2028 | 36 | 35028 |
|  Enterprise Fleet Financing LLC <br>Series 2023-2, Class A2 <br>5.56%, 04/22/2030<sup>(a)</sup> | 100 | 100372 |
|  FHF Trust <br>Series 2023-1A, Class A2 <br>6.57%, 06/15/2028<sup>(a)</sup> | 24 | 24199 |
|  Flagship Credit Auto Trust <br>Series 2020-1, Class E <br>3.52%, 06/15/2027<sup>(a)</sup> | 333 | 332565 |
|  Ford Credit Auto Owner Trust <br>Series 2021-1, Class D <br>2.31%, 10/17/2033<sup>(a)</sup> | 542 | 540064 |
|  Lendbuzz Securitization Trust<br>Series 2023-1A, Class A2<br>6.92%, 08/15/2028<sup>(a)</sup> | 128 | 129128 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2023-2A, Class A2<br>7.09%, 10/16/2028<sup>(a)</sup> | 56 | 56961 |
|  Research-Driven Pagaya Motor Trust <br>Series 2024-1A, Class A <br>7.09%, 06/25/2032<sup>(a)</sup> | 57 | 56683 |
|  Santander Drive Auto Receivables Trust <br>Series 2023-3, Class B <br>5.61%, 07/17/2028 | 96 | 96041 |
|  Tesla Auto Lease Trust <br>Series 2024-A, Class A3 <br>5.30%, 06/21/2027<sup>(a)</sup> | 50 | 49947 |
|  Tricolor Auto Securitization Trust <br>Series 2024-2A, Class A <br>6.36%, 12/15/2027<sup>(c) (d) (e) (f) (g)</sup> | 28 | 26335 |
|  US Bank NA <br>Series 2023-1, Class B <br>6.789%, 08/25/2032<sup>(a)</sup> | 70 | 71007 |
|  |  | 2040177 |
|  **Other ABS - Fixed Rate – 0.7%** | **Other ABS - Fixed Rate – 0.7%** | **Other ABS - Fixed Rate – 0.7%** |
|  College Ave Student Loans LLC <br>Series 2021-C, Class C <br>3.06%, 07/26/2055<sup>(a)</sup> | 142 | 134519 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** | **U.S. $ Value** |
|  Dext ABS LLC <br>Series 2023-1, Class A2 <br>5.99%, 03/15/2032<sup>(a)</sup> | $| 61 | $| 61048 |
|  Diamond Issuer LLC <br>Series 2021-1A, Class B <br>2.701%, 11/20/2051<sup>(a)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;566 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;549644 |
|  GCI Funding I LLC <br>Series 2021-1, Class A <br>2.38%, 06/18/2046<sup>(a)</sup> |  | 178 |  | 167840 |
|  Granite Park Equipment Leasing LLC <br>Series 2023-1A, Class A3 <br>6.46%, 09/20/2032<sup>(a)</sup> |  | 26 |  | 26373 |
|  MVW LLC <br>Series 2021-2A, Class C <br>2.23%, 05/20/2039<sup>(a)</sup> |  | 206 |  | 197243 |
|  Nelnet Student Loan Trust <br>Series 2021-BA, Class B <br>2.68%, 04/20/2062<sup>(a)</sup> |  | 220 |  | 199455 |
|  Pagaya AI Debt Trust<br>Series 2024-2, Class A<br>6.319%, 08/15/2031<sup>(a)</sup> |  | 40 |  | 40189 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2024-3, Class A<br>6.258%, 10/15/2031<sup>(a)</sup> |  | 71 |  | 70630 |
|  |  |  |  | 1446941 |
|  Total Asset-Backed Securities <br>(cost $3,545,609) | Total Asset-Backed Securities <br>(cost $3,545,609) | Total Asset-Backed Securities <br>(cost $3,545,609) |  | 3487118 |
|  **COMMERCIAL MORTGAGE-BACKED SECURITIES – 1.4%** | **COMMERCIAL MORTGAGE-BACKED SECURITIES – 1.4%** | **COMMERCIAL MORTGAGE-BACKED SECURITIES – 1.4%** | **COMMERCIAL MORTGAGE-BACKED SECURITIES – 1.4%** | **COMMERCIAL MORTGAGE-BACKED SECURITIES – 1.4%** |
|  **Non-Agency Fixed Rate CMBS – 1.4%** | **Non-Agency Fixed Rate CMBS – 1.4%** | **Non-Agency Fixed Rate CMBS – 1.4%** | **Non-Agency Fixed Rate CMBS – 1.4%** | **Non-Agency Fixed Rate CMBS – 1.4%** |
|  BANK5 <br>Series 2025-5YR14, Class A3 <br>5.646%, 04/15/2058 |  | 600 |  | 632699 |
|  BMO Mortgage Trust <br>Series 2025-5C10, Class A3 <br>5.578%, 05/15/2058 |  | 500 |  | 525240 |
|  GSF 2021 1 Issuer LLC 08/26 1<br>Series 2021-1, Class A1<br>1.433%, 08/15/2026<sup>(e)</sup> |  | 21 |  | 21028 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-1, Class A2<br>2.435%, 08/15/2026<sup>(e)</sup> |  | 719 |  | 712306 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-1, Class AS<br>2.638%, 08/15/2026<sup>(e)</sup> |  | 25 |  | 24491 |
|  Wells Fargo Commercial Mortgage Trust<br>Series 2024-5C2, Class A3<br>5.92%, 11/15/2057 |  | 500 |  | 529099 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-5C5, Class A3<br>5.59%, 07/15/2058 |  | 500 |  | 526662 |
|  |  |  |  | 2971525 |

---

------

---

| | | |
|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  **Agency CMBS – 0.0%** | **Agency CMBS – 0.0%** | **Agency CMBS – 0.0%** |
|  Government National Mortgage Association <br>Series 2006-39, Class IO <br>0.162%, 07/16/2046<sup>(h)</sup> | $103 | $2 |
|  Total Commercial Mortgage-Backed Securities <br>(cost $2,960,234) | Total Commercial Mortgage-Backed Securities <br>(cost $2,960,234) | 2971527 |
|  **COLLATERALIZED MORTGAGE OBLIGATIONS – 0.2%** | **COLLATERALIZED MORTGAGE OBLIGATIONS – 0.2%** | **COLLATERALIZED MORTGAGE OBLIGATIONS – 0.2%** |
|  **Risk Share Floating Rate – 0.2%** | **Risk Share Floating Rate – 0.2%** | **Risk Share Floating Rate – 0.2%** |
|  Bellemeade Re Ltd. <br>Series 2023-1, Class M1A <br>5.867% (CME Term SOFR + 2.20%), 10/25/2033<sup>(a) (b)</sup> | 43 | 43230 |
|  Connecticut Avenue Securities Trust<br>Series 2023-R02, Class 1M1<br>5.967% (CME Term SOFR + 2.30%), 01/25/2043<sup>(a) (b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131830 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2024-R02, Class 1M1<br>4.767% (CME Term SOFR + 1.10%), 02/25/2044<sup>(a) (b)</sup> | 52 | 51768 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2024-R04, Class 1M1<br>4.767% (CME Term SOFR + 1.10%), 05/25/2044<sup>(a) (b)</sup> | 57 | 57370 |
|  Federal Home Loan Mortgage Corp. Structured Agency Credit Risk Debt Notes<br>Series 2024-DNA1, Class M1<br>5.017% (CME Term SOFR + 1.35%), 02/25/2044<sup>(a) (b)</sup> | 131 | 130757 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2024-HQA1, Class M1<br>4.917% (CME Term SOFR + 1.25%), 03/25/2044<sup>(a) (b)</sup> | 109 | 109089 |
|  |  | 524044 |
|  **Non-Agency Floating Rate – 0.0%** | **Non-Agency Floating Rate – 0.0%** | **Non-Agency Floating Rate – 0.0%** |
|  Federal Home Loan Mortgage Corp. Mscr Trust Mn1 <br>Series 2021-MN1, Class M1 <br>5.667% (CME Term SOFR + 2.00%), 01/25/2051<sup>(a) (b)</sup> | 22 | 21920 |
|  Total Collateralized Mortgage Obligations <br>(cost $542,323) | Total Collateralized Mortgage Obligations <br>(cost $542,323) | 545964 |
|  **EMERGING MARKETS - CORPORATE BONDS – 0.1%** | **EMERGING MARKETS - CORPORATE BONDS – 0.1%** | **EMERGING MARKETS - CORPORATE BONDS – 0.1%** |
|  **Industrial – 0.1%** | **Industrial – 0.1%** | **Industrial – 0.1%** |
|  **Energy – 0.1%** | **Energy – 0.1%** | **Energy – 0.1%** |
|  Raizen Fuels Finance SA <br>6.25%, 07/08/2032<sup>(a)</sup> <br>(cost $282,987) | 359 | 167610 |

---

------

---

| | | |
|:---|:---|:---|
| **Company** | **Shares** | **U.S. $ Value** |
|  **SHORT-TERM INVESTMENTS – 5.9%** |  |  |
|  **Investment Companies – 5.9%** |  |  |
|  AB Fixed Income Shares, Inc. - Government Money Market Portfolio - Class AB, 3.53%<sup>(i) (j) (k)</sup> <br>(cost $12,687,631) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12687631 | $12687631 |
|  **Total Investments – 101.4%** <br> (cost $216,620,880)<sup>(l)</sup> |  | 218562357 |
|  Other assets less liabilities – (1.4)% |  | (3007146) |
|  **Net Assets – 100.0%** |  | $**215555211** |

---

**FUTURES** 

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Number<br>of<br>Contracts** | **Expiration<br>Month** | **Current<br>Notional** | **Value and<br>Unrealized<br>Appreciation<br>(Depreciation)** |
| **Purchased Contracts** | **Purchased Contracts** | **Purchased Contracts** | **Purchased Contracts** | **Purchased Contracts** |
| U.S. 10 Yr Ultra Futures | 56 | June 2026 | $6537125 | $32562 |
| U.S. Long Bond (CBT) Futures | 102 | June 2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12083814 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110766 |
| U.S. T-Note 2 Yr (CBT) Futures | 1 | June 2026 | 209273 | 47 |
| U.S. T-Note 5 Yr (CBT) Futures | 21 | June 2026 | 2312953 | 12633 |
| **Sold Contracts** | **Sold Contracts** | **Sold Contracts** | **Sold Contracts** | **Sold Contracts** |
| U.S. T-Note 10 Yr (CBT) Futures | 73 | June 2026 | 8308313 | (35461) |
| U.S. Ultra Bond (CBT) Futures | 86 | June 2026 | 10457063 | (94219) |
|  |  |  |  | $26328 |

---

*(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 February 28, 2026, the aggregate market value of these securities amounted to $34,692,448 or 16.1% of net assets.* 

*(b)* *Floating Rate Security. Stated interest/floor/ceiling rate was in effect at February 28, 2026.* 

*(c)* *Security in which significant unobservable inputs (Level 3) were used in determining fair value.* 

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

*(e)* *Security is exempt from registration under Rule 144A or Regulation S of the Securities Act of 1933. These securities, which represent 0.36% of net assets as of February 28, 2026, are considered illiquid and restricted. Additional information regarding such securities follows:* 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **144A/Restricted & Illiquid Securities** | **Acquisition<br>Date** | **Cost** | | **Market<br>Value** | | **Percentage<br>of<br>Net Assets** |
|  *GSF 2021 1 Issuer LLC 08/26 1<br>Series 2021-1, Class A1 <br>1.433%, 08/15/2026* | *06/04/2021-08/03/2023* | $*20139* | | $*21028* | | *0.01%* |
|  *GSF 2021 1 Issuer LLC 08/26 1<br>Series 2021-1, Class A2 <br>2.435%, 08/15/2026* | *02/25/2021-09/06/2022* | *721228* | | *712306* | | *0.33%* |
|  *GSF 2021 1 Issuer LLC 08/26 1<br>Series 2021-1, Class AS <br>2.638%, 08/15/2026* | *02/05/2021-04/01/2021* | *25065* | | *24491* | | *0.01%* |
|  *Tricolor Auto Securitization Trust<br>Series 2024-2A, Class A <br>6.36%, 12/15/2027* | *05/14/2024* | *28165* | | *26335* | | *0.01%* |

---

------

*(f)* *Fair valued by the Adviser.* 

*(g)* *Defaulted.* 

*(h)* *IO - Interest Only.* 

*(i)* *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.* 

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

*(k)* *Affiliated investments.* 

*(l)* *As of February 28, 2026, the cost basis of investment securities owned was substantially identical for both book and tax purposes. Gross unrealized appreciation of investments was $3,217,162 and gross unrealized depreciation of investments was $(1,249,357), resulting in net unrealized appreciation of $1,967,805.* 

*Glossary:* 

*ABS – Asset-Backed Securities* 

*CBT – Chicago Board of Trade* 

*CLO – Collateralized Loan Obligations* 

*CMBS – Commercial Mortgage-Backed Securities* 

*CME – Chicago Mercantile Exchange* 

*REIT – Real Estate Investment Trust* 

*SOFR – Secured Overnight Financing Rate* 

*TBA – To Be Announced* 

------

**AB Active ETFs, Inc.** 

**AB Core Plus Bond ETF** 

**February 28, 2026 (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.

Valuations of mortgage-backed or other asset backed securities, by pricing vendors, are based on both proprietary and industry recognized models and discounted cash flow techniques. Significant inputs to the valuation of these instruments are value of the collateral, the rates and timing of delinquencies, the rates and timing of prepayments, and default and loss expectations, which are driven in part by housing prices for residential mortgages. Significant inputs are determined based on relative value analyses, which incorporate comparisons to instruments with similar collateral and risk profiles, including relevant indices. Mortgage and asset backed securities for which management has collected current observable data through pricing services are generally categorized within Level 2. Those investments for which current observable data has not been provided are classified as Level 3.

------

The following table summarizes the valuation of the Fund's investments by the above fair value hierarchy levels as of February 28, 2026:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Investments in Securities:** | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets:** |  |  |  |  |
| Governments - Treasuries | $— | $93175852 | $&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;— | $93175852 |
| Corporates - Investment Grade |  | 78510192 |  | 78510192 |
| Corporates - Non-Investment Grade |  | 13767147 |  | 13767147 |
| Mortgage Pass-Throughs |  | 9682504 |  | 9682504 |
| Collateralized Loan Obligations |  | 3566812 |  | 3566812 |
| Asset-Backed Securities |  | 3460783 | 26335 | 3487118 |
| Commercial Mortgage-Backed Securities |  | 2971527 |  | 2971527 |
| Collateralized Mortgage Obligations |  | 545964 |  | 545964 |
| Emerging Markets - Corporate Bonds |  | 167610 |  | 167610 |
| Short-Term Investments | 12687631 |  |  | 12687631 |
| Total Investments in Securities | 12687631 | 205848391 | 26335 | 218562357 |
| **Other Financial Instruments<sup>(a)</sup>:** |  |  |  |  |
| **Assets:** |  |  |  |  |
| Futures | 156008 |  |  | 156008 |
| **Liabilities:** |  |  |  |  |
| Futures | (129680) |  |  | (129680) |
| **Total** | $**12713959** | $**205848391** | $**26335** | $**218588685** |

---

*<sup>(a)</sup>* *Other financial instruments include derivative instruments, such as futures, forwards and swaps. Derivative instruments 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 February 28, 2026 is as follows:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Fund** | **Market Value<br>11/30/2025<br>(000)** | **Purchases<br>at Cost<br>(000)** | **Sales<br>Proceeds<br>(000)** | **Market Value<br>02/28/2026<br>(000)** | **Dividend<br>Income<br>(000)** |
| AB Government Money Market Portfolio | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10995 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12406 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10713 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12688 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101 |

---

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

  - **Street Address 1:** ALLIANCEBERNSTEIN LP

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10001

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

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

- **a. Name of Series:** AB Core Plus Bond ETF

- **b. EDGAR series identifier (if any):** S000082567

- **c. LEI of Series:** 2549009RYFB2CMWFBA42

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

- **a. Date of fiscal year-end:** 2026-11-30

- **b. Date as of which information is reported:** 2026-02-28

**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:** $221743750.16

**Total Liabilities:** $6188663.20

**Net Assets:** $215555086.96

**Delayed Delivery Securities:** $1252611.81

**Cash Not Reported:** $185022.76

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -131.15000000 | **1-Year:** -4658.47000000 | **5-Year:** -17366.65000000 | **10-Year:** -19438.19000000 | **30-Year:** -18324.09000000

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

- **3-Month:** -67.81000000 | **1-Year:** -1190.26000000 | **5-Year:** -3699.31000000 | **10-Year:** -2072.62000000 | **30-Year:** -564.87000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000245883 | -0.25%               | 0.13%                | 1.35%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $52899.47                | $-1255638.40                               |
| Month 2  | $-92023.62               | $-363856.06                                |
| Month 3  | $23469.11                | $1859194.53                                |

**Designated Index Information**

- **Index Name:** Bloomberg US Aggregate Index

- **Index Identifier:** LBUSTRUU: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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| OAKTREE SPECIALTY LEND                       | Oaktree Specialty Lending Corp                                        | CUSIP: 67401PAE8<br>LEI: 549300J6MGCEU5928620 | Long             | DBT              | CORP              | US        |     59000 | PA      | $58102.02     | 0.03%             | 2030-02-27      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                          | Elevance Health Inc                                                   | CUSIP: 036752BH5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     72000 | PA      | $72126.00     | 0.03%             | 2028-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                                                       | CUSIP: 3140XGCD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1120109 | PA      | $985371.54    | 0.46%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Notes                                                   | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11207000 | PA      | $11429388.91  | 5.30%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                          | JPMorgan Chase & Co                                                   | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62359.80     | 0.03%             | 2036-07-23      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                      | Nissan Motor Acceptance Co LLC                                        | CUSIP: 65480CAL9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     52000 | PA      | $52115.96     | 0.02%             | 2030-09-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                             | LPL Holdings Inc                                                      | CUSIP: 50212YAL8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61363.80     | 0.03%             | 2030-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                       | American Honda Finance Corp                                           | CUSIP: 02665WGK1<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     69000 | PA      | $69521.64     | 0.03%             | 2028-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FERGUSON FINANCE PLC                         | Ferguson Finance PLC                                                  | CUSIP: 314890AB0<br>LEI: 2138003A7ZEU931DZL61 | Long             | DBT              | CORP              | GB        |    238000 | PA      | $228691.82    | 0.11%             | 2030-06-02      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                 | Alphabet Inc                                                          | CUSIP: 02079KBA4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     29000 | PA      | $28812.37     | 0.01%             | 2055-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Bonds                                                   | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2141000 | PA      | $1755285.47   | 0.81%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                               | Morgan Stanley                                                        | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     88000 | PA      | $86024.40     | 0.04%             | 2031-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                             | Altria Group Inc                                                      | CUSIP: 02209SBK8<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    490000 | PA      | $397174.40    | 0.18%             | 2050-05-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                     | Hilcorp Energy I LP / Hilcorp Finance Co                              | CUSIP: 431318BG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    401000 | PA      | $397419.07    | 0.18%             | 2035-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                    | Nelnet Student Loan Trust 2021-B                                      | CUSIP: 64034QAC2<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |    220000 | PA      | $199454.90    | 0.09%             | 2062-04-20      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                       | Santander Holdings USA Inc                                            | CUSIP: 80282KBQ8<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     31000 | PA      | $32238.14     | 0.01%             | 2031-03-20      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| GUARDIAN LIFE GLOB FUND                      | Guardian Life Global Funding                                          | CUSIP: 40139LBP7<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80758.40     | 0.04%             | 2030-12-11      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                     | Intercontinental Exchange Inc                                         | CUSIP: 45865VAC4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     79000 | PA      | $79518.24     | 0.04%             | 2031-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                         | Bank of America Corp                                                  | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    129000 | PA      | $128574.30    | 0.06%             | 2028-04-24      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                                                       | CUSIP: 3140QLGX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1580837 | PA      | $1321903.31   | 0.61%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                           | F&G Global Funding                                                    | CUSIP: 30321L2M3<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |     72000 | PA      | $71472.96     | 0.03%             | 2029-01-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                  | Freddie Mac Gold Pool                                                 | CUSIP: 3132Y3ZC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    129893 | PA      | $132937.16    | 0.06%             | 2048-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                       | PNC Financial Services Group Inc/The                                  | CUSIP: 693475BE4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    309000 | PA      | $308317.11    | 0.14%             | 2033-06-06      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                          | JPMorgan Chase & Co                                                   | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     61000 | PA      | $63249.68     | 0.03%             | 2031-04-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                              | Tyson Foods Inc                                                       | CUSIP: 902494BC6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    132000 | PA      | $131383.56    | 0.06%             | 2027-06-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                            | State Street Corp                                                     | CUSIP: 857477CW1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61659.60     | 0.03%             | 2030-02-28      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                             | Societe Generale SA                                                   | CUSIP: 83368RBT8<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    273000 | PA      | $299063.31    | 0.14%             | 2053-01-10      | Fixed         | 7.37%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                     | Intercontinental Exchange Inc                                         | CUSIP: 45865VAA8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     79000 | PA      | $79180.12     | 0.04%             | 2028-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                     | Caterpillar Financial Services Corp                                   | CUSIP: 14913UAX8<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25956.75     | 0.01%             | 2030-01-08      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Notes                                                   | CUSIP: 91282CEV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6084000 | PA      | $6052154.09   | 2.81%             | 2029-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                       | US 5YR NOTE (CBT) JUN26                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        21 | NC      | $12632.83     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                         | Bank of America Corp                                                  | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20898.80     | 0.01%             | 2036-02-12      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                        | Wells Fargo & Co                                                      | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4973.95      | 0.00%             | 2028-05-22      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                | Citigroup Inc                                                         | CUSIP: 17327CAW3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60874.80     | 0.03%             | 2029-03-04      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                        | Toronto-Dominion Bank/The                                             | CUSIP: 89115KAM2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     72000 | PA      | $72852.48     | 0.03%             | 2031-01-13      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                      | Goldman Sachs Group Inc/The                                           | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     24000 | PA      | $24614.16     | 0.01%             | 2030-07-23      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                          | JPMorgan Chase & Co                                                   | CUSIP: 46647PFK7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80842.40     | 0.04%             | 2037-02-05      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                  | Oracle Corp                                                           | CUSIP: 68389XCY9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20219.20     | 0.01%             | 2028-08-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                      | Duke Energy Florida LLC                                               | CUSIP: 26444HAT8<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     79000 | PA      | $79509.55     | 0.04%             | 2030-12-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                     | New York Life Global Funding                                          | CUSIP: 64953BBW7<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |     62000 | PA      | $62662.78     | 0.03%             | 2028-04-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                       | Pacific Gas and Electric Co                                           | CUSIP: 694308KQ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    294000 | PA      | $305701.20    | 0.14%             | 2029-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                          | Northern Trust Corp                                                   | CUSIP: 665859AY0<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |     78000 | PA      | $78598.26     | 0.04%             | 2030-11-19      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                          | American Express Co                                                   | CUSIP: 025816EK1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     59000 | PA      | $60333.99     | 0.03%             | 2033-07-20      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                      | Corebridge Global Funding                                             | CUSIP: 00138CBJ6<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |     71000 | PA      | $71195.96     | 0.03%             | 2030-10-02      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                               | Mastercard Inc                                                        | CUSIP: 57636QBF0<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     59000 | PA      | $59980.58     | 0.03%             | 2028-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FU                     | HPS Corporate Lending Fund                                            | CUSIP: 40440VAL9<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55213.40     | 0.03%             | 2027-06-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                       | GE HealthCare Technologies Inc                                        | CUSIP: 36266GAD9<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |     79000 | PA      | $79344.44     | 0.04%             | 2028-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                     | CHS/Community Health Systems Inc                                      | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    137000 | PA      | $125729.01    | 0.06%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HAH GROUP HOLDING CO LLC                     | HAH Group Holding Co LLC                                              | CUSIP: 40518JAA7<br>LEI: 254900FFJQHW9R90FL74 | Long             | DBT              | CORP              | US        |    401000 | PA      | $357407.29    | 0.17%             | 2031-10-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                     | National Rural Utilities Cooperative Finance Corp                     | CUSIP: 63743HGC0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     79000 | PA      | $79661.23     | 0.04%             | 2030-12-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MUTUAL OF OMAHA GLOBAL                       | Mutual of Omaha Cos Global Funding                                    | CUSIP: 62829D2H2<br>LEI: 635400AL5J3F1ZPTAN95 | Long             | DBT              | CORP              | US        |     72000 | PA      | $72444.96     | 0.03%             | 2031-01-13      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Alliance Bernstein                           | AB Fixed Income Shares, Inc. - Government Money Market Portfolio      | CUSIP: 018616748<br>LEI: 5493006YWHO7MNK2U579 | Long             | STIV             | RF                | US        |  12687631 | NS      | $12687630.96  | 5.89%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Notes                                                   | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1001000 | PA      | $947587.27    | 0.44%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANCE INC                      | CRH America Finance Inc                                               | CUSIP: 12636YAJ1<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75903.00     | 0.04%             | 2036-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                               | Morgan Stanley                                                        | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    185000 | PA      | $191469.45    | 0.09%             | 2034-04-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL                       | Protective Life Global Funding                                        | CUSIP: 74368CCC6<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153124.50    | 0.07%             | 2030-06-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                       | Bank of New York Mellon Corp/The                                      | CUSIP: 06406RBR7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    297000 | PA      | $304641.81    | 0.14%             | 2034-04-26      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                        | Wells Fargo & Co                                                      | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     21000 | PA      | $22097.67     | 0.01%             | 2036-04-23      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                               | Eli Lilly & Co                                                        | CUSIP: 532457BU1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    487000 | PA      | $391849.94    | 0.18%             | 2059-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                            | State Street Corp                                                     | CUSIP: 857477DB6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     62000 | PA      | $63883.56     | 0.03%             | 2030-04-24      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                         | Bank of America Corp                                                  | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    166000 | PA      | $155840.80    | 0.07%             | 2031-02-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                   | Flagship Credit Auto Trust 2020-1                                     | CUSIP: 33843FAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    332897 | PA      | $332565.29    | 0.15%             | 2027-06-15      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                           | RGA Global Funding                                                    | CUSIP: 76209PAG8<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25905.00     | 0.01%             | 2030-01-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                     | Organon & Co / Organon Foreign Debt Co-Issuer BV                      | CUSIP: 68622FAB7<br>LEI: 549300SH15FO4Y2G3V63 | Long             | DBT              | CORP              | US        |    451000 | PA      | $420232.78    | 0.19%             | 2034-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                              | Chevron USA Inc                                                       | CUSIP: 166756BH8<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |     69000 | PA      | $69694.14     | 0.03%             | 2028-08-13      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                       | NextEra Energy Capital Holdings Inc                                   | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35399.35     | 0.02%             | 2027-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                 | Alphabet Inc                                                          | CUSIP: 02079KAM9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     71000 | PA      | $68857.93     | 0.03%             | 2055-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                               | Amazon.com Inc                                                        | CUSIP: 023135CT1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     78000 | PA      | $78567.84     | 0.04%             | 2030-11-20      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                       | Philip Morris International Inc                                       | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    286000 | PA      | $301695.68    | 0.14%             | 2033-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                             | Fannie Mae Connecticut Avenue Securities                              | CUSIP: 20755AAB8<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    128610 | PA      | $131830.15    | 0.06%             | 2043-01-25      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                      | Hyundai Capital America                                               | CUSIP: 44891ADF1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25109.50     | 0.01%             | 2027-09-24      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GSF 2021 1 ISSUER LLC                        | GSF 2021 1 ISSUER LLC                                                 | CUSIP: 36261CAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    719000 | PA      | $712306.04    | 0.33%             | 2026-08-17      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                               | Lowe's Cos Inc                                                        | CUSIP: 548661ET0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55174.35     | 0.03%             | 2027-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                          | American Express Co                                                   | CUSIP: 025816EF2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     62000 | PA      | $63962.30     | 0.03%             | 2031-04-25      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                           | Voyager Parent LLC                                                    | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |    334000 | PA      | $356578.40    | 0.17%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                           | BMW US Capital LLC                                                    | CUSIP: 05565EDC6<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70934.50     | 0.03%             | 2030-08-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                      | Goldman Sachs Group Inc/The                                           | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    403000 | PA      | $363397.19    | 0.17%             | 2032-07-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                               | Morgan Stanley                                                        | CUSIP: 61748UAM4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75093.00     | 0.03%             | 2031-10-22      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                           | Meta Platforms Inc                                                    | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68518.10     | 0.03%             | 2055-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT                     | Element Fleet Management Corp                                         | CUSIP: 286181AR3<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |     78000 | PA      | $78792.48     | 0.04%             | 2030-11-24      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                          | JPMorgan Chase & Co                                                   | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    284000 | PA      | $301065.56    | 0.14%             | 2033-09-14      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                  | Cargill Inc                                                           | CUSIP: 141781CE2<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20331.00     | 0.01%             | 2028-02-11      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                               | Eli Lilly & Co                                                        | CUSIP: 532457DG0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     92000 | PA      | $93085.60     | 0.04%             | 2065-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FU                     | HPS Corporate Lending Fund                                            | CUSIP: 40440VAQ8<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |     71000 | PA      | $70130.96     | 0.03%             | 2028-09-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                   | PacifiCorp                                                            | CUSIP: 695114CX4<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    127000 | PA      | $83512.66     | 0.04%             | 2051-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                        | PACCAR Financial Corp                                                 | CUSIP: 69371RU20<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |     79000 | PA      | $79558.53     | 0.04%             | 2028-11-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                    | Amgen Inc                                                             | CUSIP: 031162DW7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     81000 | PA      | $81437.40     | 0.04%             | 2036-02-19      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                 | WP Carey Inc                                                          | CUSIP: 92936UAN9<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |     39000 | PA      | $39546.78     | 0.02%             | 2030-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                       | Standard Chartered PLC                                                | CUSIP: 85325C2N1<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $200342.00    | 0.09%             | 2032-06-05      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                 | UBS Group AG                                                          | CUSIP: 225401BM9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $200568.00    | 0.09%             | 2031-09-23      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                         | Edison International                                                  | CUSIP: 281020BD8<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     83000 | PA      | $82956.84     | 0.04%             | 2031-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                           | VICI Properties LP                                                    | CUSIP: 925650AJ2<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |     55000 | PA      | $55549.45     | 0.03%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                               | Morgan Stanley                                                        | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25696.25     | 0.01%             | 2030-07-19      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                         | Lockheed Martin Corp                                                  | CUSIP: 539830CE7<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    529000 | PA      | $498243.94    | 0.23%             | 2064-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association               | US Bank NA                                                            | CUSIP: 90357PAV6<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | ABS-O            | CORP              | US        |     70311 | PA      | $71006.70     | 0.03%             | 2032-08-25      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                         | Bank of America Corp                                                  | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    315000 | PA      | $291762.45    | 0.14%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                | Amphenol Corp                                                         | CUSIP: 032095AW1<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     77000 | PA      | $77073.15     | 0.04%             | 2027-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                     | Penske Truck Leasing Co Lp / PTL Finance Corp                         | CUSIP: 709599CB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     24000 | PA      | $24827.76     | 0.01%             | 2030-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                               | Morgan Stanley                                                        | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     61000 | PA      | $62102.88     | 0.03%             | 2029-04-12      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                        | Nabors Industries Inc                                                 | CUSIP: 62957HAR6<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    406000 | PA      | $417112.22    | 0.19%             | 2032-11-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                  | Freddie Mac Gold Pool                                                 | CUSIP: 3132XXD22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    109442 | PA      | $110193.39    | 0.05%             | 2048-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| USAA CAPITAL CORP                            | USAA Capital Corp                                                     | CUSIP: 90327QDA4<br>LEI: 5493007XLF4LU3U2W757 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151900.50    | 0.07%             | 2028-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                    | Apple Inc                                                             | CUSIP: 037833EA4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    742000 | PA      | $417226.60    | 0.19%             | 2060-08-20      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                           | CNO Global Funding                                                    | CUSIP: 18977W2J8<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80254.40     | 0.04%             | 2030-12-11      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Notes                                                   | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2299000 | PA      | $2357911.88   | 1.09%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                   | US Bancorp                                                            | CUSIP: 91159HJS0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25844.25     | 0.01%             | 2030-07-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                      | MPLX LP                                                               | CUSIP: 55336VCA6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     67000 | PA      | $68398.96     | 0.03%             | 2031-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC                            | Suncor Energy Inc                                                     | CUSIP: 86722TAB8<br>LEI: 894500XO86FKXQGPYV71 | Long             | DBT              | CORP              | CA        |    495000 | PA      | $556934.40    | 0.26%             | 2039-06-01      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                      | Goldman Sachs Group Inc/The                                           | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    129000 | PA      | $128378.22    | 0.06%             | 2028-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                | Amphenol Corp                                                         | CUSIP: 032095AS0<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    281000 | PA      | $276728.80    | 0.13%             | 2054-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                     | New York Life Global Funding                                          | CUSIP: 64952WFP3<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |     59000 | PA      | $59364.03     | 0.03%             | 2028-07-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                       | Westinghouse Air Brake Technologies Corp                              | CUSIP: 960386AS9<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61772.40     | 0.03%             | 2030-05-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                         | Parker-Hannifin Corp                                                  | CUSIP: 701094AL8<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    496000 | PA      | $419744.96    | 0.19%             | 2047-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| HCA INC                                      | HCA Inc                                                               | CUSIP: 404119CY3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     59000 | PA      | $60198.88     | 0.03%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                   | US Bancorp                                                            | CUSIP: 91159HJG6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    298000 | PA      | $303262.68    | 0.14%             | 2033-07-22      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                           | RGA Global Funding                                                    | CUSIP: 76209PAE3<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |     24000 | PA      | $24922.80     | 0.01%             | 2029-05-24      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HCA INC                                      | HCA Inc                                                               | CUSIP: 404119DE6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     77000 | PA      | $77052.36     | 0.04%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                       | Philip Morris International Inc                                       | CUSIP: 718172DZ9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     77000 | PA      | $76780.55     | 0.04%             | 2032-10-29      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                       | Verizon Communications Inc                                            | CUSIP: 92343VHF4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     78000 | PA      | $79101.36     | 0.04%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                        | Novartis Capital Corp                                                 | CUSIP: 66989HAZ1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     76000 | PA      | $76595.84     | 0.04%             | 2032-11-05      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Notes                                                   | CUSIP: 91282CME8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6170000 | PA      | $6204947.25   | 2.88%             | 2026-12-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                          | American Express Co                                                   | CUSIP: 025816EM7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     77000 | PA      | $76273.89     | 0.04%             | 2036-10-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                               | Morgan Stanley                                                        | CUSIP: 61748UAT9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80675.20     | 0.04%             | 2037-01-30      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                      | Connecticut Light and Power Co/The                                    | CUSIP: 207597ET8<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25828.00     | 0.01%             | 2030-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                         | Cleveland-Cliffs Inc                                                  | CUSIP: 18589GAA3<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    393000 | PA      | $403359.48    | 0.19%             | 2034-01-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                   | AbbVie Inc                                                            | CUSIP: 00287YEE5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85261.80     | 0.04%             | 2031-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                     | AT&T Inc                                                              | CUSIP: 00206RNH1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81121.60     | 0.04%             | 2036-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                      | Astrazeneca Finance LLC                                               | CUSIP: 04636NAR4<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85220.15     | 0.04%             | 2033-03-02      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                      | Hyundai Capital America                                               | CUSIP: 44891ADZ7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     71000 | PA      | $71308.85     | 0.03%             | 2028-09-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                               | EPR Properties                                                        | CUSIP: 26884UAH2<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |     76000 | PA      | $76163.40     | 0.04%             | 2030-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                    | Apple Inc                                                             | CUSIP: 037833EG1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    451000 | PA      | $268480.30    | 0.12%             | 2061-02-08      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                              | Chevron USA Inc                                                       | CUSIP: 166756AZ9<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |     37000 | PA      | $37272.32     | 0.02%             | 2027-02-26      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                               | Morgan Stanley                                                        | CUSIP: 61748UAK8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     43000 | PA      | $43061.49     | 0.02%             | 2029-10-18      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust        | Wells Fargo Commercial Mortgage Trust 2025-5C5                        | CUSIP: 95004MAC1<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $526661.65    | 0.24%             | 2058-07-15      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                             | Fannie Mae Connecticut Avenue Securities                              | CUSIP: 20754GAA8<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     51768 | PA      | $51768.35     | 0.02%             | 2044-02-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Tesla Auto Lease Trust                       | Tesla Auto Lease Trust 2024-A                                         | CUSIP: 88166VAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     49811 | PA      | $49947.12     | 0.02%             | 2027-06-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                      | Dell International LLC / EMC Corp                                     | CUSIP: 24703TAL0<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55860.75     | 0.03%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HCA INC                                      | HCA Inc                                                               | CUSIP: 404119DD8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     31000 | PA      | $31046.81     | 0.01%             | 2030-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                      | AEP Transmission Co LLC                                               | CUSIP: 00115AAR0<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     34000 | PA      | $35127.10     | 0.02%             | 2034-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit     | Ford Credit Auto Owner Trust 2021-REV1                                | CUSIP: 345340AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    542000 | PA      | $540063.87    | 0.25%             | 2033-10-17      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                       | NextEra Energy Capital Holdings Inc                                   | CUSIP: 65339KDY3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80858.40     | 0.04%             | 2031-03-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                           | Energy Transfer LP                                                    | CUSIP: 29273VBL3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     79000 | PA      | $79871.37     | 0.04%             | 2056-01-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2024-1 AA PTT                     | United Airlines 2024-1 Class AA Pass Through Trust                    | CUSIP: 90932WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275345 | PA      | $286315.18    | 0.13%             | 2037-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                             | Altria Group Inc                                                      | CUSIP: 02209SBU6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71131.90     | 0.03%             | 2030-08-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Bonds                                                   | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7012000 | PA      | $5523045.63   | 2.56%             | 2048-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                                                       | CUSIP: 3138EHUP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     94905 | PA      | $92096.01     | 0.04%             | 2042-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                     | Thermo Fisher Scientific Inc                                          | CUSIP: 883556DJ8<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     84000 | PA      | $85404.48     | 0.04%             | 2036-02-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                           | BMO 2025-5C10 Mortgage Trust                                          | CUSIP: 05615BAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $525239.65    | 0.24%             | 2058-05-15      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                        | Toronto-Dominion Bank/The                                             | CUSIP: 89115KAD2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     59000 | PA      | $59815.97     | 0.03%             | 2028-06-02      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                               | Merck & Co Inc                                                        | CUSIP: 58933YBZ7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     79000 | PA      | $79765.51     | 0.04%             | 2035-12-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                    | Uniform Mortgage-Backed Security, TBA                                 | CUSIP: 01F052631<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    525000 | PA      | $533449.25    | 0.25%             | 2056-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                           | RGA Global Funding                                                    | CUSIP: 76209PAJ2<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |     71000 | PA      | $72056.48     | 0.03%             | 2032-08-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OMNICOM GROUP INC                            | Omnicom Group Inc                                                     | CUSIP: 681919BV7<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85147.05     | 0.04%             | 2029-03-02      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                       | Clydesdale Acquisition Holdings Inc                                   | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    124000 | PA      | $123848.72    | 0.06%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                            | HSBC Holdings PLC                                                     | CUSIP: 404280EL9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    320000 | PA      | $335840.00    | 0.16%             | 2035-11-18      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust               | Carvana Auto Receivables Trust 2021-N4                                | CUSIP: 14687HAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     35715 | PA      | $35028.36     | 0.02%             | 2028-09-11      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Notes                                                   | CUSIP: 91282CNR8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    950000 | PA      | $967589.85    | 0.45%             | 2032-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| College Ave Student Loans                    | College Ave Student Loans 2021-C LLC                                  | CUSIP: 19424WAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    141764 | PA      | $134519.18    | 0.06%             | 2055-07-26      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                      | Goldman Sachs Group Inc/The                                           | CUSIP: 38141GD27<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75033.75     | 0.03%             | 2029-10-21      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                           | Regency Centers LP                                                    | CUSIP: 75884RBF9<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |     22000 | PA      | $21996.04     | 0.01%             | 2033-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                              | McDonald's Corp                                                       | CUSIP: 58013MGB4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     51000 | PA      | $51822.63     | 0.02%             | 2031-02-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PRICOA GLOBAL FUNDING 1                      | Pricoa Global Funding I                                               | CUSIP: 74153WCZ0<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151516.50    | 0.07%             | 2030-11-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                           | Energy Transfer LP                                                    | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    402000 | PA      | $387845.58    | 0.18%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                          | Synchrony Financial                                                   | CUSIP: 87165BAV5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10377.60     | 0.00%             | 2030-08-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                      | Goldman Sachs Group Inc/The                                           | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    257000 | PA      | $233880.28    | 0.11%             | 2032-10-21      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                           | F&G Global Funding                                                    | CUSIP: 30321L2K7<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |     69000 | PA      | $68793.69     | 0.03%             | 2028-09-08      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                      | Crescent Energy Finance LLC                                           | CUSIP: 45344LAG8<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56780.35     | 0.03%             | 2034-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                                                       | CUSIP: 31385XJW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28603 | PA      | $29674.08     | 0.01%             | 2033-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                       | NextEra Energy Capital Holdings Inc                                   | CUSIP: 65339KDG2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20365.60     | 0.01%             | 2028-02-04      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARE                     | First Citizens BancShares Inc/NC                                      | CUSIP: 31959XAJ2<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84716.10     | 0.04%             | 2032-03-03      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                       | American Honda Finance Corp                                           | CUSIP: 02665WGD7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60571.20     | 0.03%             | 2027-07-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                      | Canadian Natural Resources Ltd                                        | CUSIP: 136385AL5<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    363000 | PA      | $391956.51    | 0.18%             | 2038-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                 | Enbridge Inc                                                          | CUSIP: 29250NCN3<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     78000 | PA      | $78760.50     | 0.04%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                      | Hyundai Capital America                                               | CUSIP: 44891ACN5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    179000 | PA      | $187298.44    | 0.09%             | 2028-09-21      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                              | Chevron USA Inc                                                       | CUSIP: 166756BJ4<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |     69000 | PA      | $70264.08     | 0.03%             | 2030-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Arivo Acceptance Auto Loan Receivables Trust | Arivo Acceptance Auto Loan Receivables Trust 2024-1                   | CUSIP: 039943AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     20540 | PA      | $20639.42     | 0.01%             | 2028-04-17      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                 | Stryker Corp                                                          | CUSIP: 863667BK6<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20295.40     | 0.01%             | 2028-02-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                               | Amazon.com Inc                                                        | CUSIP: 023135CW4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     78000 | PA      | $76733.28     | 0.04%             | 2055-11-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                   | US Bancorp                                                            | CUSIP: 91159HJL5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    299000 | PA      | $303314.57    | 0.14%             | 2034-02-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                              | Nissan Motor Co Ltd                                                   | CUSIP: 654744AD3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    325000 | PA      | $309062.00    | 0.14%             | 2030-09-17      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANCE INC                      | CRH America Finance Inc                                               | CUSIP: 12636YAH5<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75532.50     | 0.04%             | 2031-02-09      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL                       | Protective Life Global Funding                                        | CUSIP: 74368CCD4<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150147.00    | 0.07%             | 2029-01-15      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                          | American Express Co                                                   | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     62000 | PA      | $65619.56     | 0.03%             | 2036-04-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                     | AT&T Inc                                                              | CUSIP: 00206RNG3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81108.00     | 0.04%             | 2033-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                 | Alphabet Inc                                                          | CUSIP: 02079KAX5<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     76000 | PA      | $77022.96     | 0.04%             | 2032-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                      | Hyundai Capital America                                               | CUSIP: 44891ADW4<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     54000 | PA      | $55706.94     | 0.03%             | 2030-06-24      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                      | Goldman Sachs Group Inc/The                                           | CUSIP: 38141GC36<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     95000 | PA      | $98377.25     | 0.05%             | 2031-01-28      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                      | Blackstone Secured Lending Fund                                       | CUSIP: 09261XAL6<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72708.00     | 0.03%             | 2031-01-31      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                           | BMW US Capital LLC                                                    | CUSIP: 05565ECY9<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     61000 | PA      | $63030.69     | 0.03%             | 2030-03-21      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                                  | Textron Inc                                                           | CUSIP: 883203CF6<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |     78000 | PA      | $78436.02     | 0.04%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                          | Abbott Laboratories                                                   | CUSIP: 002824BU3<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |     83000 | PA      | $82953.52     | 0.04%             | 2036-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                     | Penske Truck Leasing Co Lp / PTL Finance Corp                         | CUSIP: 709599CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9000 | PA      | $9291.06      | 0.00%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                               | Merck & Co Inc                                                        | CUSIP: 58933YCA1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     79000 | PA      | $79941.68     | 0.04%             | 2046-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Dext ABS                                     | Dext ABS 2023-1 LLC                                                   | CUSIP: 25216BAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     60776 | PA      | $61048.41     | 0.03%             | 2032-03-15      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| FEDEX FREIGHT HOLDING CO                     | Fedex Freight Holding Co Inc                                          | CUSIP: 314352AC9<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80432.80     | 0.04%             | 2031-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| VIKING BAKED GOODS ACQUI                     | Viking Baked Goods Acquisition Corp                                   | CUSIP: 92676AAA5<br>LEI: 254900DBFD2H1FJK0893 | Long             | DBT              | CORP              | US        |    300000 | PA      | $303801.00    | 0.14%             | 2031-11-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                  | Freddie Mac Gold Pool                                                 | CUSIP: 3132Y3ZL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    230506 | PA      | $231518.61    | 0.11%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                          | Cardinal Health Inc                                                   | CUSIP: 14149YBU1<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     66000 | PA      | $66917.40     | 0.03%             | 2030-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER                     | Wisconsin Electric Power Co                                           | CUSIP: 976656CV8<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |     34000 | PA      | $34076.84     | 0.02%             | 2029-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                     | Caterpillar Financial Services Corp                                   | CUSIP: 14913UBB5<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     69000 | PA      | $69606.51     | 0.03%             | 2028-08-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                               | Amazon.com Inc                                                        | CUSIP: 023135BM7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    474000 | PA      | $382200.42    | 0.18%             | 2057-08-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust               | Carvana Auto Receivables Trust 2021-N3                                | CUSIP: 14687GAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     21888 | PA      | $21373.75     | 0.01%             | 2028-06-12      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                            | Cisco Systems Inc                                                     | CUSIP: 17275RBV3<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    407000 | PA      | $389368.76    | 0.18%             | 2064-02-26      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD                           | Macquarie Bank Ltd                                                    | CUSIP: 55608PBZ6<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |     80000 | PA      | $80310.40     | 0.04%             | 2028-02-03      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| CAMPBELLS COMPANY/THE                        | Campbell's Company/The                                                | CUSIP: 134462AA8<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80028.00     | 0.04%             | 2031-03-21      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                       | Marriott International Inc/MD                                         | CUSIP: 571903BV4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     71000 | PA      | $71315.95     | 0.03%             | 2027-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FU                     | Ares Strategic Income Fund                                            | CUSIP: 04020EAP2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |     72000 | PA      | $70797.60     | 0.03%             | 2029-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                        | Wells Fargo & Co                                                      | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    118000 | PA      | $122472.20    | 0.06%             | 2031-01-24      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                        | Directv Financing LLC / Directv Financing Co-Obligor Inc              | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    366000 | PA      | $374348.46    | 0.17%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                           | Steel Dynamics Inc                                                    | CUSIP: 858119BU3<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     78000 | PA      | $78049.92     | 0.04%             | 2028-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                   | PacifiCorp                                                            | CUSIP: 695114DE5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    327000 | PA      | $311277.84    | 0.14%             | 2055-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                               | Amazon.com Inc                                                        | CUSIP: 023135CK0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    500000 | PA      | $384745.00    | 0.18%             | 2062-04-13      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                            | Johnson & Johnson                                                     | CUSIP: 478160DL5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     59000 | PA      | $62060.92     | 0.03%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                         | Lockheed Martin Corp                                                  | CUSIP: 539830CK3<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60586.20     | 0.03%             | 2028-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                  | Oracle Corp                                                           | CUSIP: 68389XDZ5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     67000 | PA      | $67022.11     | 0.03%             | 2036-02-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CINTAS CORPORATION NO. 2                     | Cintas Corp No 2                                                      | CUSIP: 17252MAR1<br>LEI: 549300QVUQTTKMTE0G41 | Long             | DBT              | CORP              | US        |     62000 | PA      | $62542.50     | 0.03%             | 2028-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                               | Morgan Stanley                                                        | CUSIP: 61747YES0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    410000 | PA      | $420045.00    | 0.19%             | 2037-04-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                   | AbbVie Inc                                                            | CUSIP: 00287YEJ4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85301.75     | 0.04%             | 2066-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                        | Wells Fargo & Co                                                      | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     62000 | PA      | $64172.48     | 0.03%             | 2031-04-23      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                         | Royal Bank of Canada                                                  | CUSIP: 78017DAN8<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     78000 | PA      | $78089.70     | 0.04%             | 2028-11-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MARS INC                                     | Mars Inc                                                              | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     67000 | PA      | $68853.22     | 0.03%             | 2030-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                            | Cisco Systems Inc                                                     | CUSIP: 17275RBU5<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    400000 | PA      | $389236.00    | 0.18%             | 2054-02-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                           | RGA Global Funding                                                    | CUSIP: 76209PAH6<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |     71000 | PA      | $71418.90     | 0.03%             | 2028-08-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                       | Canadian Imperial Bank of Commerce                                    | CUSIP: 13607PH98<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     63000 | PA      | $64101.87     | 0.03%             | 2029-03-31      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                 | Alphabet Inc                                                          | CUSIP: 02079KBL0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     84000 | PA      | $84722.40     | 0.04%             | 2033-02-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                       | Blue Owl Credit Income Corp                                           | CUSIP: 09581CAD3<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24514.50     | 0.01%             | 2030-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GLOBAL                     | Sammons Financial Group Global Funding                                | CUSIP: 79587J2B8<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25419.75     | 0.01%             | 2028-01-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                               | Merck & Co Inc                                                        | CUSIP: 58933YCC7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    419000 | PA      | $420751.42    | 0.20%             | 2065-12-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                                                       | CUSIP: 31371K3A7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12827 | PA      | $13302.61     | 0.01%             | 2033-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                    | Uniform Mortgage-Backed Security, TBA                                 | CUSIP: 01F060634<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    877000 | PA      | $899575.91    | 0.42%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                           | Realty Income Corp                                                    | CUSIP: 756109CW2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |     71000 | PA      | $71138.45     | 0.03%             | 2029-02-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GF                         | American National Global Funding                                      | CUSIP: 02771D2B9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     59000 | PA      | $60149.32     | 0.03%             | 2030-06-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BD                     | Apollo Debt Solutions BDC                                             | CUSIP: 03770DAH6<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79685.60     | 0.04%             | 2028-12-08      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                        | Wells Fargo & Co                                                      | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     51000 | PA      | $51539.58     | 0.02%             | 2028-07-25      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II                     | Principal Life Global Funding II                                      | CUSIP: 7425APAD7<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |     69000 | PA      | $69242.88     | 0.03%             | 2028-08-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                               | Morgan Stanley                                                        | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    161000 | PA      | $166583.48    | 0.08%             | 2035-07-19      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                               | Merck & Co Inc                                                        | CUSIP: 58933YBY0<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     79000 | PA      | $80042.01     | 0.04%             | 2032-12-04      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                      | Goldman Sachs Group Inc/The                                           | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     33000 | PA      | $33315.81     | 0.02%             | 2028-04-23      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Bonds                                                   | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1175000 | PA      | $875191.41    | 0.41%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                        | Toronto-Dominion Bank/The                                             | CUSIP: 89115KAK6<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     72000 | PA      | $72064.08     | 0.03%             | 2028-01-13      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                      | VZ Secured Financing BV                                               | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |    457000 | PA      | $406259.29    | 0.19%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                         | Howmet Aerospace Inc                                                  | CUSIP: 443201AF5<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |     81000 | PA      | $80910.09     | 0.04%             | 2028-03-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                             | Black Hills Corp                                                      | CUSIP: 092113AY5<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |     71000 | PA      | $71697.22     | 0.03%             | 2031-01-31      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BOSTON GAS COMPANY                           | Boston Gas Co                                                         | CUSIP: 100743AJ2<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |    464000 | PA      | $405452.48    | 0.19%             | 2042-02-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                  | BNP Paribas SA                                                        | CUSIP: 09659T2D2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    428000 | PA      | $445702.08    | 0.21%             | 2035-11-19      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                              | San Diego Gas & Electric Co                                           | CUSIP: 797440CG7<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     63000 | PA      | $65678.13     | 0.03%             | 2035-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                        | Applied Materials Inc                                                 | CUSIP: 038222AU9<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |     71000 | PA      | $70616.60     | 0.03%             | 2036-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                         | Keurig Dr Pepper Inc                                                  | CUSIP: 49271VBA7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     62000 | PA      | $62605.74     | 0.03%             | 2030-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                      | Oncor Electric Delivery Co LLC                                        | CUSIP: 68233JCW2<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25567.00     | 0.01%             | 2029-11-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Notes                                                   | CUSIP: 91282CPF2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    759000 | PA      | $761253.28    | 0.35%             | 2032-10-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FEDEX FREIGHT HOLDING CO                     | Fedex Freight Holding Co Inc                                          | CUSIP: 314352AA3<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80183.20     | 0.04%             | 2029-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                     | Jackson National Life Global Funding                                  | CUSIP: 46849CJP7<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151620.00    | 0.07%             | 2028-06-05      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                       | Daimler Truck Finance North America LLC                               | CUSIP: 233853BK5<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150429.00    | 0.07%             | 2029-01-12      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Signal Peak CLO, LLC                         | Signal Peak CLO 14 Ltd                                                | CUSIP: 82667FAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $300000.00    | 0.14%             | 2038-01-22      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| GSF 2021 1 ISSUER LLC                        | GSF 2021 1 ISSUER LLC                                                 | CUSIP: 36261CAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     25000 | PA      | $24490.89     | 0.01%             | 2026-08-17      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| Research-Driven Pagaya Motor Asset Trust I   | Research-Driven Pagaya Motor Trust 2024-1                             | CUSIP: 76088YAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     56570 | PA      | $56682.66     | 0.03%             | 2032-06-25      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                         | Bank of America Corp                                                  | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     26000 | PA      | $27254.24     | 0.01%             | 2036-01-24      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                     | Citizens Financial Group Inc                                          | CUSIP: 174610BJ3<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     36000 | PA      | $37125.72     | 0.02%             | 2031-03-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                            | Ares Capital Corp                                                     | CUSIP: 04010LBK8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     59000 | PA      | $58372.24     | 0.03%             | 2030-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                            | NSTAR Electric Co                                                     | CUSIP: 67021CAX5<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61759.80     | 0.03%             | 2030-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD FINANCL CORP                     | Fifth Third Financial Corp                                            | CUSIP: 200340AW7<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |    232000 | PA      | $243170.80    | 0.11%             | 2030-01-30      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                 | UBS Group AG                                                          | CUSIP: 225401BK3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $200222.00    | 0.09%             | 2029-12-23      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                               | Morgan Stanley                                                        | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     26000 | PA      | $27324.70     | 0.01%             | 2036-01-18      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                         | Royal Bank of Canada                                                  | CUSIP: 78017DAF5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     63000 | PA      | $63561.33     | 0.03%             | 2028-03-27      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                  | Oracle Corp                                                           | CUSIP: 68389XDX0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     81000 | PA      | $80829.90     | 0.04%             | 2031-02-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BROOKLYN UNION GAS CO                        | Brooklyn Union Gas Co/The                                             | CUSIP: 114259AP9<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |    455000 | PA      | $385880.95    | 0.18%             | 2046-03-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                   | US Bancorp                                                            | CUSIP: 91159HJV3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62035.20     | 0.03%             | 2031-05-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Bank5                                        | BANK5 2025-5YR14                                                      | CUSIP: 06604MAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $632699.16    | 0.29%             | 2058-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                             | T-Mobile USA Inc                                                      | CUSIP: 87264ABS3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9622.00      | 0.00%             | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                       | CNH Industrial Capital LLC                                            | CUSIP: 12592BAU8<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |     46000 | PA      | $46616.86     | 0.02%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                             | Bank of Montreal                                                      | CUSIP: 06368LGV2<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     61000 | PA      | $62531.71     | 0.03%             | 2028-02-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                               | Salesforce Inc                                                        | CUSIP: 79466LAH7<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    141000 | PA      | $133552.38    | 0.06%             | 2028-07-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                | Citigroup Inc                                                         | CUSIP: 172967NS6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     52000 | PA      | $52374.40     | 0.02%             | 2028-05-24      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                  | Cencora Inc                                                           | CUSIP: 03073EBD6<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85603.50     | 0.04%             | 2033-02-13      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FU                     | HPS Corporate Lending Fund                                            | CUSIP: 40440VAS4<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |     71000 | PA      | $69905.18     | 0.03%             | 2030-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| US ACUTE CARE SOLUTIONS                      | US Acute Care Solutions LLC                                           | CUSIP: 90367UAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    385000 | PA      | $385103.95    | 0.18%             | 2029-05-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                          | Synchrony Financial                                                   | CUSIP: 87165BAU7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    382000 | PA      | $403017.64    | 0.19%             | 2033-02-02      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| OMNICOM GROUP INC                            | Omnicom Group Inc                                                     | CUSIP: 681919BW5<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84728.85     | 0.04%             | 2033-06-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                       | Santander Holdings USA Inc                                            | CUSIP: 80282KBN5<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     68000 | PA      | $69498.72     | 0.03%             | 2029-03-20      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                             | Bank of Montreal                                                      | CUSIP: 06368MXV1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     71000 | PA      | $71452.98     | 0.03%             | 2031-09-22      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| MARRIOTT OWNERSHIP RESOR                     | Marriott Ownership Resorts Inc                                        | CUSIP: 57164PAK2<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |    411000 | PA      | $398074.05    | 0.18%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINA                     | Blackstone Holdings Finance Co LLC                                    | CUSIP: 09256BAL1<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    384000 | PA      | $361632.00    | 0.17%             | 2030-01-10      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                           | Meta Platforms Inc                                                    | CUSIP: 30303M8R6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    408000 | PA      | $396563.76    | 0.18%             | 2063-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust                | Lendbuzz Securitization Trust 2023-2                                  | CUSIP: 52608MAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     56266 | PA      | $56960.97     | 0.03%             | 2028-10-16      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                 | Alphabet Inc                                                          | CUSIP: 02079KAY3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     43000 | PA      | $43529.33     | 0.02%             | 2035-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association     | Government National Mortgage Association                              | CUSIP: 38373MVZ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    102560 | PA      | $1.79         | 0.00%             | 2046-07-16      | Variable      | 0.16%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                         | Bank of America Corp                                                  | CUSIP: 06051GMB2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    416000 | PA      | $425904.96    | 0.20%             | 2035-08-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                     | Neuberger Berman Loan Advisers CLO 59 Ltd                             | CUSIP: 640962AA4<br>LEI: 254900ERHU6RJHYSL744 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $501739.50    | 0.23%             | 2039-01-23      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| S&S HOLDINGS LLC                             | S&S Holdings LLC                                                      | CUSIP: 78525CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    369000 | PA      | $346494.69    | 0.16%             | 2031-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                        | RIO TINTO FIN USA PLC                                                 | CUSIP: 76720AAT3<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     65000 | PA      | $67558.40     | 0.03%             | 2032-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & CO                               | McCormick & Co Inc/MD                                                 | CUSIP: 579780AV9<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80550.40     | 0.04%             | 2029-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                               | Merck & Co Inc                                                        | CUSIP: 58933YCB9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     79000 | PA      | $79153.26     | 0.04%             | 2055-12-04      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BDC INC                        | Goldman Sachs BDC Inc                                                 | CUSIP: 38147UAG2<br>LEI: 6D01AGSGBNZIJSN77043 | Long             | DBT              | CORP              | US        |     78000 | PA      | $76896.30     | 0.04%             | 2029-01-28      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                      | National Australia Bank Ltd                                           | CUSIP: 632525AU5<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    397000 | PA      | $364414.24    | 0.17%             | 2030-08-21      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                      | Hyundai Capital America                                               | CUSIP: 44891ADG9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17237.15     | 0.01%             | 2029-09-26      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN                     | Brighthouse Financial Inc                                             | CUSIP: 10922NAF0<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |    631000 | PA      | $439276.96    | 0.20%             | 2047-06-22      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                   | AbbVie Inc                                                            | CUSIP: 00287YEG0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85467.50     | 0.04%             | 2036-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PRICOA GLOBAL FUNDING 1                      | Pricoa Global Funding I                                               | CUSIP: 74153WCY3<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151528.50    | 0.07%             | 2032-08-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WESTERN-SOUTHERN GLOBAL                      | Western-Southern Global Funding                                       | CUSIP: 95954A2B8<br>LEI: 635400PFYEGVSGK4VB37 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60579.60     | 0.03%             | 2028-07-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                               | NRG Energy Inc                                                        | CUSIP: 629377DC3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     71000 | PA      | $72003.94     | 0.03%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                        | Toronto-Dominion Bank/The                                             | CUSIP: 89115KAE0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $75337.50     | 0.03%             | 2028-10-13      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                             | BAT Capital Corp                                                      | CUSIP: 05526DBV6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    288000 | PA      | $275973.12    | 0.13%             | 2052-03-16      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MET TOWER GLOBAL FUNDING                     | Met Tower Global Funding                                              | CUSIP: 58989V2M5<br>LEI: 635400OFJCY9IOGBGY57 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150196.50    | 0.07%             | 2029-01-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                        | Texas Instruments Inc                                                 | CUSIP: 882508CK8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61249.80     | 0.03%             | 2030-05-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                      | Crescent Energy Finance LLC                                           | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    400000 | PA      | $397516.00    | 0.18%             | 2033-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                           | BMW US Capital LLC                                                    | CUSIP: 05565ECW3<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66077.70     | 0.03%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                   | PacifiCorp                                                            | CUSIP: 695114CT3<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     55000 | PA      | $42268.05     | 0.02%             | 2049-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PUB SVC NEW HAMP                             | Public Service Co of New Hampshire                                    | CUSIP: 744538AH2<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |     59000 | PA      | $59743.40     | 0.03%             | 2028-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                         | Royal Bank of Canada                                                  | CUSIP: 78017DAA6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     26000 | PA      | $26518.70     | 0.01%             | 2029-01-24      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust               | Pagaya AI Debt Trust 2024-3                                           | CUSIP: 69547XAA0<br>LEI: 254900ULYEY0HX0PKA54 | Long             | ABS-O            | CORP              | US        |     70568 | PA      | $70629.94     | 0.03%             | 2031-10-15      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                           | Energy Transfer LP                                                    | CUSIP: 29273VBJ8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     79000 | PA      | $79781.31     | 0.04%             | 2031-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                | Amphenol Corp                                                         | CUSIP: 032095AT8<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60762.00     | 0.03%             | 2028-06-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                  | Oracle Corp                                                           | CUSIP: 68389XEB7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     81000 | PA      | $78499.53     | 0.04%             | 2056-02-04      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                 | Navient Corp                                                          | CUSIP: 78442FAZ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    420000 | PA      | $345105.60    | 0.16%             | 2033-08-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BLUE OWL FINANCE LLC                         | Blue Owl Finance LLC                                                  | CUSIP: 09581JAT3<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |    336000 | PA      | $335811.84    | 0.16%             | 2034-04-18      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                               | Morgan Stanley                                                        | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26918.32     | 0.01%             | 2031-01-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| MASS MUTUAL LIFE INS CO                      | Massachusetts Mutual Life Insurance Co                                | CUSIP: 575767AN8<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |    588000 | PA      | $384099.24    | 0.18%             | 2070-10-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                               | Morgan Stanley                                                        | CUSIP: 61747YFP5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     76000 | PA      | $77355.84     | 0.04%             | 2028-04-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                            | CBRE Services Inc                                                     | CUSIP: 12505BAJ9<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |     62000 | PA      | $63200.32     | 0.03%             | 2030-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                       | Santander Holdings USA Inc                                            | CUSIP: 80282KBJ4<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    260000 | PA      | $271354.20    | 0.13%             | 2030-01-09      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| REGIONS BANKS                                | Regions Banks                                                         | CUSIP: 75913MAA7<br>LEI: EQTWLK1G7ODGC2MGLV11 | Long             | DBT              | CORP              | US        |    361000 | PA      | $395363.59    | 0.18%             | 2037-06-26      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                  | Freddie Mac Pool                                                      | CUSIP: 3133B6UF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    711561 | PA      | $651217.47    | 0.30%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                         | Las Vegas Sands Corp                                                  | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     44000 | PA      | $45066.12     | 0.02%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                | Amphenol Corp                                                         | CUSIP: 032095BA8<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     77000 | PA      | $76491.03     | 0.04%             | 2036-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust               | Pagaya AI Debt Trust 2024-2                                           | CUSIP: 694961AA1<br>LEI: 254900ULYEY0HX0PKA54 | Long             | ABS-O            | CORP              | US        |     40151 | PA      | $40188.69     | 0.02%             | 2031-08-15      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association     | Ginnie Mae II Pool                                                    | CUSIP: 36179XX68<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    406415 | PA      | $414747.26    | 0.19%             | 2053-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                            | General Motors Co                                                     | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    485000 | PA      | $497561.50    | 0.23%             | 2043-10-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                | Amphenol Corp                                                         | CUSIP: 032095BB6<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     77000 | PA      | $74514.44     | 0.03%             | 2055-11-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRET                     | Smyrna Ready Mix Concrete LLC                                         | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |    129000 | PA      | $128993.55    | 0.06%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                               | Morgan Stanley                                                        | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     61000 | PA      | $64462.36     | 0.03%             | 2036-04-17      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                          | Freddie Mac STACR REMIC Trust 2024-DNA1                               | CUSIP: 35564NAX1<br>LEI: 529900N6M839KA246662 | Long             | ABS-MBS          | USGSE             | US        |    130506 | PA      | $130757.03    | 0.06%             | 2044-02-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                     | Prudential Financial Inc                                              | CUSIP: 744320BF8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    292000 | PA      | $294957.96    | 0.14%             | 2048-09-15      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                                                       | CUSIP: 31402C4G4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8692 | PA      | $9034.65      | 0.00%             | 2034-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                          | American Express Co                                                   | CUSIP: 025816DP1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    292000 | PA      | $295025.12    | 0.14%             | 2028-02-16      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| GUARDIAN LIFE GLOB FUND                      | Guardian Life Global Funding                                          | CUSIP: 40139LBK8<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |     62000 | PA      | $63579.76     | 0.03%             | 2030-04-28      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| PHILLIPS EDISON GROCERY                      | Phillips Edison Grocery Center Operating Partnership I LP             | CUSIP: 71845JAE8<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              |  | US        |     85000 | PA      | $85107.95     | 0.04%             | 2033-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                      | Oncor Electric Delivery Co LLC                                        | CUSIP: 68233JCZ5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     47000 | PA      | $48904.91     | 0.02%             | 2035-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                        | Southwest Airlines Co                                                 | CUSIP: 844741BL1<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23168.59     | 0.01%             | 2028-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                               | Amazon.com Inc                                                        | CUSIP: 023135BU9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    140000 | PA      | $79109.80     | 0.04%             | 2060-06-03      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Notes                                                   | CUSIP: 91282CPC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    353000 | PA      | $353965.24    | 0.16%             | 2028-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                      | Corebridge Global Funding                                             | CUSIP: 00138CBF4<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |     59000 | PA      | $60141.65     | 0.03%             | 2030-06-06      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                       | Philip Morris International Inc                                       | CUSIP: 718172DY2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     77000 | PA      | $76807.50     | 0.04%             | 2030-10-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                        | Wells Fargo & Co                                                      | CUSIP: 95000U4F7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     78000 | PA      | $77274.60     | 0.04%             | 2047-01-23      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                      | American Axle & Manufacturing Inc                                     | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    375000 | PA      | $381000.00    | 0.18%             | 2033-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                     | Thermo Fisher Scientific Inc                                          | CUSIP: 883556DH2<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     84000 | PA      | $84979.44     | 0.04%             | 2033-06-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                             | Hewlett Packard Enterprise Co                                         | CUSIP: 42824CCB3<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     72000 | PA      | $72119.52     | 0.03%             | 2027-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                      | Hyundai Capital America                                               | CUSIP: 44891AEA1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     71000 | PA      | $71569.42     | 0.03%             | 2030-09-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                 | Broadcom Inc                                                          | CUSIP: 11135FCF6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25912.75     | 0.01%             | 2030-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                       | Canadian Imperial Bank of Commerce                                    | CUSIP: 13607QFD9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     69000 | PA      | $69327.75     | 0.03%             | 2028-09-08      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                       | Marriott International Inc/MD                                         | CUSIP: 571903BY8<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     82000 | PA      | $81772.86     | 0.04%             | 2033-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                       | US ULTRA BOND CBT JUN26                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -83 | NC      | $-94312.50    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| SM ENERGY CO                                 | SM Energy Co                                                          | CUSIP: 17888HAD5<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     55000 | PA      | $60802.50     | 0.03%             | 2033-06-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                | Citigroup Inc                                                         | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     71000 | PA      | $72196.35     | 0.03%             | 2036-09-11      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                      | Corebridge Global Funding                                             | CUSIP: 00138CBD9<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25394.50     | 0.01%             | 2028-01-07      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Notes                                                   | CUSIP: 91282CFJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1949000 | PA      | $1929357.74   | 0.90%             | 2029-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                       | Pacific Gas and Electric Co                                           | CUSIP: 694308KY2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     74000 | PA      | $75423.76     | 0.03%             | 2032-10-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                        | Wells Fargo & Co                                                      | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    284000 | PA      | $293900.24    | 0.14%             | 2029-07-25      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FU                     | HPS Corporate Lending Fund                                            | CUSIP: 40440VAV7<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |     72000 | PA      | $71327.52     | 0.03%             | 2031-04-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                         | Howmet Aerospace Inc                                                  | CUSIP: 443201AH1<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |     81000 | PA      | $81238.95     | 0.04%             | 2036-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                             | Fannie Mae Connecticut Avenue Securities                              | CUSIP: 20753GAB7<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     57352 | PA      | $57369.72     | 0.03%             | 2044-05-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                         | Bank of America Corp                                                  | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54439.00     | 0.03%             | 2028-12-20      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                       | Brookfield Finance Inc                                                | CUSIP: 11271LAQ5<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |     66000 | PA      | $65832.36     | 0.03%             | 2036-01-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                               | Morgan Stanley                                                        | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     61000 | PA      | $63165.50     | 0.03%             | 2031-04-17      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PART/FIN CORP                       | AmeriGas Partners LP / AmeriGas Finance Corp                          | CUSIP: 030981AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $26771.50     | 0.01%             | 2030-05-20      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                           | Ford Motor Co                                                         | CUSIP: 345370CS7<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    492000 | PA      | $419799.00    | 0.19%             | 2046-12-08      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                      | Goldman Sachs Group Inc/The                                           | CUSIP: 38145GAT7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     78000 | PA      | $77593.62     | 0.04%             | 2047-01-21      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                  | BNP Paribas SA                                                        | CUSIP: 09659W3E2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $200962.00    | 0.09%             | 2034-01-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                | Citigroup Inc                                                         | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    286000 | PA      | $305319.30    | 0.14%             | 2034-05-25      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                     | International Business Machines Corp                                  | CUSIP: 459200LF6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101494.00    | 0.05%             | 2028-02-10      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust       | Santander Drive Auto Receivables Trust 2023-3                         | CUSIP: 80285XAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     95758 | PA      | $96041.32     | 0.04%             | 2028-07-17      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| RELX CAPITAL INC                             | RELX Capital Inc                                                      | CUSIP: 74949LAF9<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |     63000 | PA      | $64280.16     | 0.03%             | 2030-03-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                 | Broadcom Inc                                                          | CUSIP: 11135FDA6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     72000 | PA      | $72764.64     | 0.03%             | 2033-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                           | RGA Global Funding                                                    | CUSIP: 76209PAK9<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |     78000 | PA      | $78557.70     | 0.04%             | 2030-11-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                          | FS KKR Capital Corp                                                   | CUSIP: 302635AN7<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |     24000 | PA      | $23691.12     | 0.01%             | 2029-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                             | Bank of Montreal                                                      | CUSIP: 06368MXU3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     71000 | PA      | $71164.72     | 0.03%             | 2028-09-22      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                             | BAT Capital Corp                                                      | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53200.95     | 0.02%             | 2028-03-25      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                             | Hewlett Packard Enterprise Co                                         | CUSIP: 42824CCA5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     72000 | PA      | $72094.32     | 0.03%             | 2030-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                     | National Rural Utilities Cooperative Finance Corp                     | CUSIP: 63743HGB2<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     79000 | PA      | $79252.80     | 0.04%             | 2027-12-10      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                          | Abbott Laboratories                                                   | CUSIP: 002824BV1<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |     83000 | PA      | $82709.50     | 0.04%             | 2038-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                          | JPMorgan Chase & Co                                                   | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21391.00     | 0.01%             | 2035-04-22      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                          | JPMorgan Chase & Co                                                   | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     53000 | PA      | $53184.44     | 0.02%             | 2028-04-26      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| GCI Funding I LLC                            | GCI Funding I LLC                                                     | CUSIP: 36166VAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    177707 | PA      | $167839.75    | 0.08%             | 2046-06-18      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS PRIVATE CR                     | Goldman Sachs Private Credit Corp                                     | CUSIP: 38152BAG6<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |     78000 | PA      | $76663.08     | 0.04%             | 2031-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                   | PacifiCorp                                                            | CUSIP: 695114DA3<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    431000 | PA      | $394205.53    | 0.18%             | 2054-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                                                       | CUSIP: 31418D7E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    697784 | PA      | $582617.48    | 0.27%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                           | BMW US Capital LLC                                                    | CUSIP: 05565EDA0<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70312.90     | 0.03%             | 2027-08-11      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Silver Point CLO, Ltd                        | Silver Point CLO 12 Ltd                                               | CUSIP: 82809MAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $749547.00    | 0.35%             | 2038-10-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                     | Enterprise Products Operating LLC                                     | CUSIP: 29379VBN2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    129000 | PA      | $129323.79    | 0.06%             | 2077-08-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                        | Republic Services Inc                                                 | CUSIP: 760759BL3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66796.60     | 0.03%             | 2030-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                       | US 10YR NOTE (CBT)JUN26                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -72 | NC      | $-35429.72    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| HSBC HOLDINGS PLC                            | HSBC Holdings PLC                                                     | CUSIP: 404280CK3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    374000 | PA      | $344244.56    | 0.16%             | 2031-08-18      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                     | Toyota Motor Credit Corp                                              | CUSIP: 89236TPF6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     72000 | PA      | $72122.40     | 0.03%             | 2028-01-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                  | Cargill Inc                                                           | CUSIP: 141781CF9<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |     77000 | PA      | $77229.46     | 0.04%             | 2030-10-23      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                       | Philip Morris International Inc                                       | CUSIP: 718172DJ5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    196000 | PA      | $205239.44    | 0.10%             | 2034-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                          | General Electric Co                                                   | CUSIP: 369604BZ5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |     59000 | PA      | $59960.52     | 0.03%             | 2030-07-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                     | Capital One Financial Corp                                            | CUSIP: 14040HDP7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     46000 | PA      | $46355.58     | 0.02%             | 2032-01-30      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                           | Honda Motor Co Ltd                                                    | CUSIP: 438127AD4<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |     60000 | PA      | $60679.20     | 0.03%             | 2028-07-08      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                 | Alphabet Inc                                                          | CUSIP: 02079KAN7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    445000 | PA      | $421566.30    | 0.20%             | 2065-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                  | Oracle Corp                                                           | CUSIP: 68389XCZ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9032.85      | 0.00%             | 2032-02-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                         | Glencore Funding LLC                                                  | CUSIP: 378272BY3<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     63000 | PA      | $64144.08     | 0.03%             | 2028-04-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Multifamily Structured Credit Risk           | Freddie Mac Mscr Trust Mn1                                            | CUSIP: 35563FAA9<br>LEI: 549300XWC4JMK6CH6K84 | Long             | ABS-MBS          | USGSE             | US        |     21965 | PA      | $21920.54     | 0.01%             | 2051-01-25      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                           | Energy Transfer LP                                                    | CUSIP: 29273VBK5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     79000 | PA      | $80261.63     | 0.04%             | 2036-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                  | Walmart Inc                                                           | CUSIP: 931142FN8<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     62000 | PA      | $63303.24     | 0.03%             | 2030-04-28      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                            | Union Electric Co                                                     | CUSIP: 906548DB5<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     83000 | PA      | $83230.74     | 0.04%             | 2036-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE REG FINANCE                       | Blackstone Reg Finance Co LLC                                         | CUSIP: 092914AC4<br>LEI: 254900S2G1V55FTA4590 | Long             | DBT              | CORP              | US        |     78000 | PA      | $77214.54     | 0.04%             | 2036-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                            | State Street Corp                                                     | CUSIP: 857477CU5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60949.80     | 0.03%             | 2028-02-28      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                         | Bank of America Corp                                                  | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    332000 | PA      | $306718.20    | 0.14%             | 2033-02-04      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                           | Banco Santander SA                                                    | CUSIP: 05971KAG4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $367900.00    | 0.17%             | 2030-12-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                               | Eli Lilly & Co                                                        | CUSIP: 532457DE5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     71000 | PA      | $72712.52     | 0.03%             | 2035-10-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                  | PepsiCo Inc                                                           | CUSIP: 713448GA0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20303.20     | 0.01%             | 2028-02-07      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ACCENDRA HEALTH INC                          | Accendra Health Inc                                                   | CUSIP: 690732AG7<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |     59000 | PA      | $28630.34     | 0.01%             | 2030-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                          | Charles Schwab Corp/The                                               | CUSIP: 808513CK9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     78000 | PA      | $78403.26     | 0.04%             | 2031-11-14      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                         | Bank of America Corp                                                  | CUSIP: 06051GMT3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     59000 | PA      | $59813.61     | 0.03%             | 2029-05-09      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS PRIVATE CR                     | Goldman Sachs Private Credit Corp                                     | CUSIP: 38152BAJ0<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |     82000 | PA      | $81462.08     | 0.04%             | 2028-02-23      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                             | Paramount Global                                                      | CUSIP: 92556HAC1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    154000 | PA      | $97275.64     | 0.05%             | 2050-05-19      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JAPAN TOBACCO INC                            | Japan Tobacco Inc                                                     | CUSIP: 471105AC0<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |    150000 | PA      | $152904.00    | 0.07%             | 2028-05-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                              | Chevron USA Inc                                                       | CUSIP: 166756BG0<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |     69000 | PA      | $69362.94     | 0.03%             | 2027-08-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                      | Goldman Sachs Group Inc/The                                           | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     62000 | PA      | $64193.56     | 0.03%             | 2031-04-23      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| BLUE OWL TECHNOLOGY FINA                     | Blue Owl Technology Finance Corp                                      | CUSIP: 095924AC0<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |     78000 | PA      | $74656.14     | 0.03%             | 2031-01-23      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| HEALTH CARE SERVICE CORP                     | Health Care Service Corp A Mutual Legal Reserve Co                    | CUSIP: 42218SAM0<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |    363000 | PA      | $352364.10    | 0.16%             | 2054-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PARADIGM PRNT/CO-ISSUER                      | Paradigm Parent LLC and Paradigm Parent CO-Issuer Inc                 | CUSIP: 69902PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    451000 | PA      | $391206.42    | 0.18%             | 2032-04-17      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| PRES & FELLOWS OF HARVAR                     | President and Fellows of Harvard College                              | CUSIP: 740816AG8<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |    165000 | PA      | $191505.60    | 0.09%             | 2039-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GLOBAL                     | Sammons Financial Group Global Funding                                | CUSIP: 79587J2C6<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61170.00     | 0.03%             | 2030-06-12      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                          | JPMorgan Chase & Co                                                   | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26976.82     | 0.01%             | 2031-01-24      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                       | US 10YR ULTRA FUT JUN26                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        52 | NC      | $32500.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BUNGE LTD FINANCE CORP                       | Bunge Ltd Finance Corp                                                | CUSIP: 120568BQ2<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |     69000 | PA      | $70101.24     | 0.03%             | 2030-08-04      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ABB FINANCE USA INC                          | ABB Finance USA Inc                                                   | CUSIP: 00037BAC6<br>LEI: 5493002Y01YAFV45F528 | Long             | DBT              | CORP              | US        |    466000 | PA      | $423915.54    | 0.20%             | 2042-05-08      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                         | Royal Bank of Canada                                                  | CUSIP: 78017DAC2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     26000 | PA      | $26953.94     | 0.01%             | 2031-02-04      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CARLYLE SECURED LENDING                      | Carlyle Secured Lending Inc                                           | CUSIP: 872280AB8<br>LEI: 5493003POT0JT6WD1D83 | Long             | DBT              | CORP              | US        |     34000 | PA      | $32862.70     | 0.02%             | 2031-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                     | Constellation Brands Inc                                              | CUSIP: 21036PBS6<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     62000 | PA      | $63556.20     | 0.03%             | 2030-05-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                     | AT&T Inc                                                              | CUSIP: 00206RJX1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    135000 | PA      | $132420.15    | 0.06%             | 2027-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                               | Home Depot Inc/The                                                    | CUSIP: 437076DJ8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     72000 | PA      | $72269.28     | 0.03%             | 2030-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                      | Hyundai Capital America                                               | CUSIP: 44891ADQ7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     63000 | PA      | $65121.84     | 0.03%             | 2030-03-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                         | Royal Bank of Canada                                                  | CUSIP: 78017DAH1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     63000 | PA      | $65001.51     | 0.03%             | 2031-05-02      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Notes                                                   | CUSIP: 91282CKR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1385000 | PA      | $1401230.47   | 0.65%             | 2027-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                            | HSBC Holdings PLC                                                     | CUSIP: 404280EC9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    313000 | PA      | $358037.57    | 0.17%             | 2034-11-13      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                      | Blackstone Secured Lending Fund                                       | CUSIP: 09261XAM4<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |     83000 | PA      | $82404.89     | 0.04%             | 2029-09-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                              | MVW 2021-2 LLC                                                        | CUSIP: 55400KAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    206205 | PA      | $197242.99    | 0.09%             | 2039-05-20      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                     | CHS/Community Health Systems Inc                                      | CUSIP: 12543DBQ2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    115000 | PA      | $121159.40    | 0.06%             | 2034-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                  | Freddie Mac Gold Pool                                                 | CUSIP: 3128M43N1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6681 | PA      | $6961.66      | 0.00%             | 2035-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PRICOA GLOBAL FUNDING 1                      | Pricoa Global Funding I                                               | CUSIP: 74153WCW7<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152800.50    | 0.07%             | 2030-05-28      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                     | Omega Healthcare Investors Inc                                        | CUSIP: 681936BP4<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |     11000 | PA      | $11274.56     | 0.01%             | 2030-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                       | Marriott International Inc/MD                                         | CUSIP: 571903BL6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    293000 | PA      | $300163.85    | 0.14%             | 2029-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                     | National Rural Utilities Cooperative Finance Corp                     | CUSIP: 63743HFZ0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     71000 | PA      | $71489.90     | 0.03%             | 2028-08-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                               | Starbucks Corp                                                        | CUSIP: 855244BN8<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     59000 | PA      | $59680.27     | 0.03%             | 2028-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                   | PacifiCorp                                                            | CUSIP: 695114DH8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     81000 | PA      | $81581.58     | 0.04%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DISCOVERY HOLDINGS INC                       | Discovery Global Holdings Inc                                         | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    547000 | PA      | $384327.67    | 0.18%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                      | Goldman Sachs Group Inc/The                                           | CUSIP: 38141GD35<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75000.75     | 0.03%             | 2031-10-21      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                        | Nabors Industries Inc                                                 | CUSIP: 62957HAQ8<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    397000 | PA      | $411172.90    | 0.19%             | 2031-08-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                      | Hyundai Capital America                                               | CUSIP: 44891ADC8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25886.50     | 0.01%             | 2029-06-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                        | Truist Financial Corp                                                 | CUSIP: 89788MAU6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     59000 | PA      | $60844.34     | 0.03%             | 2031-05-20      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                         | Lockheed Martin Corp                                                  | CUSIP: 539830CL1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61088.40     | 0.03%             | 2030-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL GLBL                     | Northwestern Mutual Global Funding                                    | CUSIP: 66815L2X6<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |     71000 | PA      | $71394.76     | 0.03%             | 2028-08-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                           | Athene Holding Ltd                                                    | CUSIP: 04686JAE1<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |   1382000 | PA      | $845286.48    | 0.39%             | 2052-05-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB                         | Utah Acquisition Sub Inc                                              | CUSIP: 62854AAP9<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |     91000 | PA      | $76696.62     | 0.04%             | 2046-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                        | Wells Fargo & Co                                                      | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     62000 | PA      | $63201.56     | 0.03%             | 2029-04-23      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                            | Johnson & Johnson                                                     | CUSIP: 478160DK7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     59000 | PA      | $61869.76     | 0.03%             | 2032-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Notes                                                   | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    187000 | PA      | $191645.78    | 0.09%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ZIGGO BOND CO BV                             | Ziggo Bond Co BV                                                      | CUSIP: 98953GAD7<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |    468000 | PA      | $406153.80    | 0.19%             | 2030-02-28      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                   | AbbVie Inc                                                            | CUSIP: 00287YEH8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85496.40     | 0.04%             | 2056-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                     | Thermo Fisher Scientific Inc                                          | CUSIP: 883556DC3<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     74000 | PA      | $74544.64     | 0.03%             | 2031-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Bonds                                                   | CUSIP: 912810SK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    342000 | PA      | $228605.63    | 0.11%             | 2049-11-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL GLBL                     | Northwestern Mutual Global Funding                                    | CUSIP: 66815L2Z1<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |     72000 | PA      | $72489.60     | 0.03%             | 2031-01-13      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                                                       | CUSIP: 31402C4H2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3642 | PA      | $3784.04      | 0.00%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                  | Walmart Inc                                                           | CUSIP: 931142FL2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     62000 | PA      | $62386.88     | 0.03%             | 2027-04-28      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                        | Wells Fargo & Co                                                      | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     76000 | PA      | $77395.36     | 0.04%             | 2028-04-22      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                           | Essex Portfolio LP                                                    | CUSIP: 29717PBD8<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |     80000 | PA      | $79102.40     | 0.04%             | 2036-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                           | Meta Platforms Inc                                                    | CUSIP: 30303MAB8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70652.40     | 0.03%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association     | Ginnie Mae                                                            | CUSIP: 21H050631<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    414000 | PA      | $415455.46    | 0.19%             | 2055-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                    | Amgen Inc                                                             | CUSIP: 031162DY3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     81000 | PA      | $80843.67     | 0.04%             | 2056-02-19      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                               | Merck & Co Inc                                                        | CUSIP: 58933YBM6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     96000 | PA      | $89240.64     | 0.04%             | 2053-05-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                          | Bank of Nova Scotia/The                                               | CUSIP: 06418GAU1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     72000 | PA      | $72078.48     | 0.03%             | 2028-09-15      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Notes                                                   | CUSIP: 91282CGH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1204000 | PA      | $1206351.57   | 0.56%             | 2028-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                 | Alphabet Inc                                                          | CUSIP: 02079KBB2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    421000 | PA      | $420738.98    | 0.20%             | 2075-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                | Amphenol Corp                                                         | CUSIP: 032095AY7<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     77000 | PA      | $77358.05     | 0.04%             | 2030-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                 | Alphabet Inc                                                          | CUSIP: 02079KBP1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     84000 | PA      | $85900.92     | 0.04%             | 2056-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                                                       | CUSIP: 31402QYV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18208 | PA      | $18952.60     | 0.01%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                        | Wells Fargo & Co                                                      | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    326000 | PA      | $306133.56    | 0.14%             | 2033-03-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                      | GA Global Funding Trust                                               | CUSIP: 36143L2V6<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148108.50    | 0.07%             | 2030-09-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                        | Novartis Capital Corp                                                 | CUSIP: 66989HBC1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     76000 | PA      | $75230.12     | 0.03%             | 2055-11-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                          | JPMorgan Chase & Co                                                   | CUSIP: 46647PAJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    411000 | PA      | $372300.24    | 0.17%             | 2038-07-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MOSS CREEK RESOURCES HLD                     | Moss Creek Resources Holdings Inc                                     | CUSIP: 61965RAC9<br>LEI: 54930037SLMSPWKYIX36 | Long             | DBT              | CORP              | US        |    417000 | PA      | $411783.33    | 0.19%             | 2031-09-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                      | Goldman Sachs Group Inc/The                                           | CUSIP: 38145GAS9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     78000 | PA      | $78526.50     | 0.04%             | 2037-01-21      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                          | Freddie Mac STACR REMIC Trust 2024-HQA1                               | CUSIP: 35564NBX0<br>LEI: 529900PGKDI4ZEXFQ523 | Long             | ABS-MBS          | USGSE             | US        |    108973 | PA      | $109088.69    | 0.05%             | 2044-03-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                               | Eli Lilly & Co                                                        | CUSIP: 532457CH9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    182000 | PA      | $165310.60    | 0.08%             | 2063-02-27      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                | McKesson Corp                                                         | CUSIP: 581557BW4<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61401.00     | 0.03%             | 2030-05-30      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                   | PacifiCorp                                                            | CUSIP: 695114CV8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     31000 | PA      | $23562.79     | 0.01%             | 2050-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Notes                                                   | CUSIP: 91282CGM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    357000 | PA      | $352091.25    | 0.16%             | 2033-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| 7-ELEVEN INC                                 | 7-Eleven Inc                                                          | CUSIP: 817826AD2<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |    144000 | PA      | $136834.56    | 0.06%             | 2028-02-10      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| RITHM CAPITAL CORP                           | Rithm Capital Corp                                                    | CUSIP: 64828TAC6<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              |  | US        |     59000 | PA      | $59103.25     | 0.03%             | 2030-07-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                                                       | CUSIP: 3138WPG65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    514744 | PA      | $496620.19    | 0.23%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                       | Philip Morris International Inc                                       | CUSIP: 718172CP2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    144000 | PA      | $133233.12    | 0.06%             | 2030-05-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                            | General Motors Co                                                     | CUSIP: 37045VAQ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    638000 | PA      | $587923.38    | 0.27%             | 2048-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                        | Toronto-Dominion Bank/The                                             | CUSIP: 89115KAB6<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     59000 | PA      | $60639.61     | 0.03%             | 2030-06-03      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                 | Broadcom Inc                                                          | CUSIP: 11135FCW9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     54000 | PA      | $54261.90     | 0.03%             | 2030-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                   | PacifiCorp                                                            | CUSIP: 695114CZ9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    443000 | PA      | $397176.08    | 0.18%             | 2053-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                           | Ford Motor Co                                                         | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    410000 | PA      | $368708.90    | 0.17%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                 | Enbridge Inc                                                          | CUSIP: 29250NCM5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     78000 | PA      | $78441.48     | 0.04%             | 2028-11-20      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II                     | Principal Life Global Funding II                                      | CUSIP: 74256LFE4<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |     72000 | PA      | $72582.48     | 0.03%             | 2031-01-13      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                         | Verisk Analytics Inc                                                  | CUSIP: 92345YAP1<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |     83000 | PA      | $83314.57     | 0.04%             | 2031-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                 | Broadcom Inc                                                          | CUSIP: 11135FCK5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61300.20     | 0.03%             | 2030-07-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                       | American Honda Finance Corp                                           | CUSIP: 02665WGR6<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     72000 | PA      | $72371.52     | 0.03%             | 2029-01-08      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                           | Meta Platforms Inc                                                    | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    416000 | PA      | $391722.24    | 0.18%             | 2064-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                  | Freddie Mac Gold Pool                                                 | CUSIP: 31335AY51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    332858 | PA      | $331865.46    | 0.15%             | 2046-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                         | Woodside Finance Ltd                                                  | CUSIP: 980236AX1<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |     60000 | PA      | $61026.60     | 0.03%             | 2028-05-19      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MIWD HLDCO II/MIWD FIN                       | MIWD Holdco II LLC / MIWD Finance Corp                                | CUSIP: 55337PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    394000 | PA      | $368854.92    | 0.17%             | 2030-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                         | Targa Resources Corp                                                  | CUSIP: 87612GAT8<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     26000 | PA      | $25998.44     | 0.01%             | 2031-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                             | Hewlett Packard Enterprise Co                                         | CUSIP: 42824CBZ1<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     72000 | PA      | $72161.28     | 0.03%             | 2028-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                          | JPMorgan Chase & Co                                                   | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     26000 | PA      | $27331.98     | 0.01%             | 2036-01-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Notes                                                   | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    431000 | PA      | $454705.00    | 0.21%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                              | Nissan Motor Co Ltd                                                   | CUSIP: 654922AD5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $217920.00    | 0.10%             | 2035-07-17      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Bonds                                                   | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1925000 | PA      | $1960492.19   | 0.91%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                | McKesson Corp                                                         | CUSIP: 581557BX2<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62375.40     | 0.03%             | 2032-05-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                 | Broadcom Inc                                                          | CUSIP: 11135FCZ2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     72000 | PA      | $72629.28     | 0.03%             | 2031-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GUARDIAN LIFE GLOB FUND                      | Guardian Life Global Funding                                          | CUSIP: 40139LBN2<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |     74000 | PA      | $74498.02     | 0.03%             | 2030-10-06      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                     | Hilcorp Energy I LP / Hilcorp Finance Co                              | CUSIP: 431318BE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    404000 | PA      | $394889.80    | 0.18%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                     | CenterPoint Energy Houston Electric LLC                               | CUSIP: 15189XBL1<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     51000 | PA      | $51182.58     | 0.02%             | 2036-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                  | Cencora Inc                                                           | CUSIP: 03073EBE4<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85582.25     | 0.04%             | 2036-02-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                             | BAT Capital Corp                                                      | CUSIP: 054989AF5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19070.30     | 0.01%             | 2033-03-22      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                               | Morgan Stanley                                                        | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     84000 | PA      | $86616.60     | 0.04%             | 2029-07-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                               | Merck & Co Inc                                                        | CUSIP: 58933YBG9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    161000 | PA      | $95355.47     | 0.04%             | 2061-12-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP S                     | Tyco Electronics Group SA                                             | CUSIP: 902133BC0<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |     62000 | PA      | $63093.06     | 0.03%             | 2031-02-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Notes                                                   | CUSIP: 91282CFY2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4396000 | PA      | $4460909.71   | 2.07%             | 2029-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Pikes Peak CLO                               | Pikes Peak CLO 18                                                     | CUSIP: 720916AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500741.50    | 0.23%             | 2038-04-20      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                               | Home Depot Inc/The                                                    | CUSIP: 437076DH2<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     72000 | PA      | $72360.00     | 0.03%             | 2028-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Diamond Issuer LLC                           | Diamond Issuer LLC                                                    | CUSIP: 25267TAQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    565855 | PA      | $549644.10    | 0.25%             | 2051-11-20      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                        | Athene Global Funding                                                 | CUSIP: 04685A3Q2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    211000 | PA      | $215990.15    | 0.10%             | 2029-01-09      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                            | Cisco Systems Inc                                                     | CUSIP: 17275RBW1<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |     59000 | PA      | $59977.63     | 0.03%             | 2028-02-24      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Granite Park Equipment Leasing LLC           | Granite Park Equipment Leasing 2023-1 LLC                             | CUSIP: 387422AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     26349 | PA      | $26373.27     | 0.01%             | 2032-09-20      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                     | National Rural Utilities Cooperative Finance Corp                     | CUSIP: 63743HGE6<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80383.20     | 0.04%             | 2029-02-09      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                       | American Honda Finance Corp                                           | CUSIP: 02665WGS4<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     72000 | PA      | $72706.32     | 0.03%             | 2031-01-08      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                           | Banco Santander SA                                                    | CUSIP: 05964HBD6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $431812.00    | 0.20%             | 2034-03-14      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                             | Deutsche Bank AG/New York NY                                          | CUSIP: 251526DD8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    150000 | PA      | $150871.50    | 0.07%             | 2031-12-10      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                        | PACCAR Financial Corp                                                 | CUSIP: 69371RT97<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70598.50     | 0.03%             | 2028-08-08      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                    | Apple Inc                                                             | CUSIP: 037833EL0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    648000 | PA      | $389597.04    | 0.18%             | 2061-08-05      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                               | Morgan Stanley                                                        | CUSIP: 61747YFQ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14622.16     | 0.01%             | 2030-04-18      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                  | Oracle Corp                                                           | CUSIP: 68389XDY8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     81000 | PA      | $81321.57     | 0.04%             | 2033-05-04      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                           | Meta Platforms Inc                                                    | CUSIP: 30303M8K1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    521000 | PA      | $422645.62    | 0.20%             | 2062-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                            | Ares Capital Corp                                                     | CUSIP: 04010LBL6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     69000 | PA      | $67334.34     | 0.03%             | 2031-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                     | Capital One Financial Corp                                            | CUSIP: 14040HCX1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256310.00    | 0.12%             | 2029-02-01      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS/LOYALTY                      | JetBlue Airways Corp / JetBlue Loyalty LP                             | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    266000 | PA      | $270024.58    | 0.13%             | 2031-08-12      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| HERTZ CORP/THE                               | Hertz Corp/The                                                        | CUSIP: 428040DC0<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |    413000 | PA      | $380344.09    | 0.18%             | 2029-07-15      | Fixed         | 12.62%                | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                            | CBRE Services Inc                                                     | CUSIP: 12505BAG5<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              |  | US        |    245000 | PA      | $261902.55    | 0.12%             | 2034-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| First Help Financial LLC                     | FHF Trust 2023-1                                                      | CUSIP: 30331GAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     24087 | PA      | $24199.28     | 0.01%             | 2028-06-15      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                    | Apple Inc                                                             | CUSIP: 037833ER7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    488000 | PA      | $388623.68    | 0.18%             | 2062-08-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| B&G FOODS INC                                | B&G Foods Inc                                                         | CUSIP: 05508WAC9<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |    360000 | PA      | $349286.40    | 0.16%             | 2028-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                    | Uniform Mortgage-Backed Security, TBA                                 | CUSIP: 01F050635<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    134000 | PA      | $134607.18    | 0.06%             | 2055-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                 | Enbridge Inc                                                          | CUSIP: 29250NCJ2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     17000 | PA      | $17493.00     | 0.01%             | 2030-06-20      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                     | Capital One Financial Corp                                            | CUSIP: 14040HDQ5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80704.00     | 0.04%             | 2037-01-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                              | Chevron USA Inc                                                       | CUSIP: 166756BD7<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61842.00     | 0.03%             | 2030-04-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                     | Capital One Financial Corp                                            | CUSIP: 14040HDJ1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    127000 | PA      | $132083.81    | 0.06%             | 2036-01-30      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                    | Amgen Inc                                                             | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    397000 | PA      | $392887.08    | 0.18%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                     | Penske Truck Leasing Co Lp / PTL Finance Corp                         | CUSIP: 709599CC6<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |     72000 | PA      | $72462.96     | 0.03%             | 2031-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                     | RTX Corp                                                              | CUSIP: 913017CR8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    131000 | PA      | $129982.13    | 0.06%             | 2027-05-04      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                       | US 2YR NOTE (CBT) JUN26                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -1 | NC      | $-367.19      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EVERSOURCE ENERGY                            | Eversource Energy                                                     | CUSIP: 30040WBB3<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75489.00     | 0.04%             | 2030-12-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET SPECIALTY                       | Sixth Street Specialty Lending Inc                                    | CUSIP: 83012AAD1<br>LEI: 549300TX61566GJWCN05 | Long             | DBT              | CORP              | US        |     59000 | PA      | $58633.61     | 0.03%             | 2030-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                                                       | CUSIP: 3140Q9T37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    146222 | PA      | $146917.14    | 0.07%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association     | Ginnie Mae                                                            | CUSIP: 21H030633<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    195000 | PA      | $178800.92    | 0.08%             | 2055-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                          | Quanta Services Inc                                                   | CUSIP: 74762EAM4<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70554.40     | 0.03%             | 2028-08-09      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association     | Ginnie Mae                                                            | CUSIP: 21H020634<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    395000 | PA      | $334576.81    | 0.16%             | 2055-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                 | Alphabet Inc                                                          | CUSIP: 02079KBK2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     84000 | PA      | $84577.08     | 0.04%             | 2031-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                     | Capital One Financial Corp                                            | CUSIP: 14040HDN2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     72000 | PA      | $71826.48     | 0.03%             | 2036-09-11      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                     | Prudential Financial Inc                                              | CUSIP: 744320AW2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    301000 | PA      | $296921.45    | 0.14%             | 2047-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                        | Directv Financing LLC                                                 | CUSIP: 25461LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    357000 | PA      | $357271.32    | 0.17%             | 2030-01-30      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                             | Paramount Global                                                      | CUSIP: 124857AJ2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    448000 | PA      | $303873.92    | 0.14%             | 2042-07-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                              | Chevron USA Inc                                                       | CUSIP: 166756BB1<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60962.40     | 0.03%             | 2028-02-26      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                       | Philip Morris International Inc                                       | CUSIP: 718172EA3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     77000 | PA      | $76185.34     | 0.04%             | 2035-10-29      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Notes                                                   | CUSIP: 91282CFL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5288000 | PA      | $5364841.25   | 2.49%             | 2029-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                      | Crescent Energy Finance LLC                                           | CUSIP: 516806AK2<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    354000 | PA      | $359908.26    | 0.17%             | 2032-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                           | Analog Devices Inc                                                    | CUSIP: 032654BE4<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61327.20     | 0.03%             | 2030-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                          | Dominion Energy Inc                                                   | CUSIP: 25746UDY2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     59000 | PA      | $59831.90     | 0.03%             | 2028-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ZIONS BANCORP NA                             | Zions Bancorp NA                                                      | CUSIP: 98971DAC4<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |    391000 | PA      | $415687.74    | 0.19%             | 2035-11-19      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                                                       | CUSIP: 31410GV67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     88053 | PA      | $91653.20     | 0.04%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GF II                           | Pacific Life Global Funding II                                        | CUSIP: 6944PL3M9<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80973.60     | 0.04%             | 2031-02-03      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                          | Bank of Nova Scotia/The                                               | CUSIP: 06418GAP2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $20358.80     | 0.01%             | 2029-02-14      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                      | GLP Capital LP / GLP Financing II Inc                                 | CUSIP: 361841AX7<br>LEI: N/A                  | Long             | DBT              |  | US        |     50000 | PA      | $50002.00     | 0.02%             | 2036-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Notes                                                   | CUSIP: 91282CGZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    538000 | PA      | $538462.35    | 0.25%             | 2030-04-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                       | XPLR Infrastructure Operating Partners LP                             | CUSIP: 98379YAA0<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    378000 | PA      | $391789.44    | 0.18%             | 2034-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                           | Ford Motor Co                                                         | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    586000 | PA      | $471313.94    | 0.22%             | 2043-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GUARDIAN LIFE GLOB FUND                      | Guardian Life Global Funding                                          | CUSIP: 40139LBL6<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |     69000 | PA      | $69661.02     | 0.03%             | 2032-09-05      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                               | Morgan Stanley                                                        | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    344000 | PA      | $308457.92    | 0.14%             | 2032-07-21      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FU                     | Ares Strategic Income Fund                                            | CUSIP: 04020EAR8<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |     72000 | PA      | $69788.88     | 0.03%             | 2031-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                        | Novartis Capital Corp                                                 | CUSIP: 66989HAX6<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     76000 | PA      | $76334.40     | 0.04%             | 2028-11-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                               | Amazon.com Inc                                                        | CUSIP: 023135CY0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    154000 | PA      | $150625.86    | 0.07%             | 2065-11-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                     | Burlington Northern Santa Fe LLC                                      | CUSIP: 12189LBN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     79000 | PA      | $79297.04     | 0.04%             | 2056-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                 | Alphabet Inc                                                          | CUSIP: 02079KAZ0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     76000 | PA      | $76296.40     | 0.04%             | 2045-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                  | Freddie Mac Gold Pool                                                 | CUSIP: 3128MJBE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     46934 | PA      | $48994.65     | 0.02%             | 2035-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Notes                                                   | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    799000 | PA      | $829586.72    | 0.38%             | 2034-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                   | US Bancorp                                                            | CUSIP: 91159HJT8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20649.20     | 0.01%             | 2031-02-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                  | Oracle Corp                                                           | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     71000 | PA      | $69591.36     | 0.03%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                         | Cleveland-Cliffs Inc                                                  | CUSIP: 185899AN1<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    119000 | PA      | $120661.24    | 0.06%             | 2030-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                          | Bank of Nova Scotia/The                                               | CUSIP: 06418GAW7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     72000 | PA      | $72203.76     | 0.03%             | 2031-09-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                | Amphenol Corp                                                         | CUSIP: 032095AR2<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    251000 | PA      | $257418.07    | 0.12%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                       | PNC Financial Services Group Inc/The                                  | CUSIP: 693475CB9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     24000 | PA      | $24916.08     | 0.01%             | 2031-01-29      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                       | Banque Federative du Credit Mutuel SA                                 | CUSIP: 06675DCU4<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $201076.00    | 0.09%             | 2031-01-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                      | Astrazeneca Finance LLC                                               | CUSIP: 04636NAS2<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84985.55     | 0.04%             | 2036-03-02      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                         | Glencore Funding LLC                                                  | CUSIP: 378272BR8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    293000 | PA      | $297181.11    | 0.14%             | 2027-04-04      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                      | Dell International LLC / EMC Corp                                     | CUSIP: 24703DBS9<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     73000 | PA      | $73337.26     | 0.03%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                               | Amazon.com Inc                                                        | CUSIP: 023135CV6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     78000 | PA      | $78365.04     | 0.04%             | 2035-11-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                          | JPMorgan Chase & Co                                                   | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     68000 | PA      | $71020.56     | 0.03%             | 2030-04-22      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                               | Morgan Stanley                                                        | CUSIP: 61748UAN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74608.50     | 0.03%             | 2036-10-22      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                      | Corebridge Global Funding                                             | CUSIP: 00138CBM9<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |     72000 | PA      | $72257.04     | 0.03%             | 2031-01-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                          | Synchrony Financial                                                   | CUSIP: 87165BAY9<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    400000 | PA      | $407564.00    | 0.19%             | 2036-07-29      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Bonds                                                   | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     64000 | PA      | $62530.00     | 0.03%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                       | American Honda Finance Corp                                           | CUSIP: 02665WGT2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     72000 | PA      | $72612.72     | 0.03%             | 2036-01-08      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                          | American Express Co                                                   | CUSIP: 025816ES4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81665.60     | 0.04%             | 2041-02-08      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Bonds                                                   | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2971000 | PA      | $1931150.00   | 0.90%             | 2040-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                       | Philip Morris International Inc                                       | CUSIP: 718172DT3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     62000 | PA      | $62767.56     | 0.03%             | 2030-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                  | PepsiCo Inc                                                           | CUSIP: 713448GH5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     59000 | PA      | $60178.23     | 0.03%             | 2030-07-23      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                       | Canadian Imperial Bank of Commerce                                    | CUSIP: 13607PVQ4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $25942.00     | 0.01%             | 2031-01-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                              | McDonald's Corp                                                       | CUSIP: 58013MFZ2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66574.30     | 0.03%             | 2030-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                       | Canadian Imperial Bank of Commerce                                    | CUSIP: 13607QFE7<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     69000 | PA      | $70010.85     | 0.03%             | 2031-09-08      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Notes                                                   | CUSIP: 91282CEE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2049000 | PA      | $1987850.16   | 0.92%             | 2029-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                | Citigroup Inc                                                         | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29711.10     | 0.01%             | 2028-02-24      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                     | CHS/Community Health Systems Inc                                      | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    215000 | PA      | $233313.70    | 0.11%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| MASTERCARD INC                               | Mastercard Inc                                                        | CUSIP: 57636QBG8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     59000 | PA      | $61617.24     | 0.03%             | 2032-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association     | Ginnie Mae                                                            | CUSIP: 21H032639<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    150000 | PA      | $140730.48    | 0.07%             | 2054-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INF CAP                       | HA Sustainable Infrastructure Capital Inc                             | CUSIP: 40408AAB7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |     60000 | PA      | $63014.40     | 0.03%             | 2035-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL CAP FND                        | Golub Capital Private Credit Fund                                     | CUSIP: 38179RAE5<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60018.60     | 0.03%             | 2028-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                      | Goldman Sachs Group Inc/The                                           | CUSIP: 38141GD43<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74667.75     | 0.03%             | 2036-10-21      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                     | Capital One Financial Corp                                            | CUSIP: 14040HDA0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    282000 | PA      | $305789.52    | 0.14%             | 2034-06-08      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MARS INC                                     | Mars Inc                                                              | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     67000 | PA      | $69321.55     | 0.03%             | 2032-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                             | Deutsche Bank AG/New York NY                                          | CUSIP: 25160PAR8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    150000 | PA      | $151246.50    | 0.07%             | 2032-02-06      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                   | AbbVie Inc                                                            | CUSIP: 00287YEF2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85368.90     | 0.04%             | 2033-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                             | Altria Group Inc                                                      | CUSIP: 02209SBF9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    419000 | PA      | $424053.14    | 0.20%             | 2049-02-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                 | Alphabet Inc                                                          | CUSIP: 02079KAW7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     76000 | PA      | $76670.32     | 0.04%             | 2030-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Notes                                                   | CUSIP: 91282CMA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7164000 | PA      | $7333025.63   | 3.40%             | 2029-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                     | Plains All American Pipeline LP / PAA Finance Corp                    | CUSIP: 72650RBR2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $66001.65     | 0.03%             | 2031-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Bonds                                                   | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     51000 | PA      | $38991.09     | 0.02%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                      | Nissan Motor Acceptance Co LLC                                        | CUSIP: 65480CAK1<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     53000 | PA      | $53342.38     | 0.02%             | 2028-09-29      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                     | Prime Security Services Borrower LLC / Prime Finance Inc              | CUSIP: 74166MAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    133000 | PA      | $130918.55    | 0.06%             | 2027-08-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNIV SOUTHERN CALIFORNIA                     | University of Southern California                                     | CUSIP: 914886AH9<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |    324000 | PA      | $311195.52    | 0.14%             | 2053-10-01      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                  | Cencora Inc                                                           | CUSIP: 03073EBB0<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85319.60     | 0.04%             | 2030-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                      | Astrazeneca Finance LLC                                               | CUSIP: 04636NAQ6<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85131.75     | 0.04%             | 2031-03-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                            | Sysco Corp                                                            | CUSIP: 871829BW6<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     41000 | PA      | $41148.01     | 0.02%             | 2031-07-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Notes                                                   | CUSIP: 91282CBZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1414000 | PA      | $1351474.69   | 0.63%             | 2028-04-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                            | Brown & Brown Inc                                                     | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60642.60     | 0.03%             | 2028-06-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                            | CBRE Services Inc                                                     | CUSIP: 12505BAL4<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              |  | US        |     79000 | PA      | $79927.46     | 0.04%             | 2033-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                               | Morgan Stanley                                                        | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     24000 | PA      | $25627.20     | 0.01%             | 2035-04-19      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                        | American Homes 4 Rent LP                                              | CUSIP: 02666TAK3<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |     59000 | PA      | $60151.68     | 0.03%             | 2030-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                       | ConocoPhillips Co                                                     | CUSIP: 20826FBN5<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    140000 | PA      | $137326.00    | 0.06%             | 2065-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| DENTSPLY SIRONA INC                          | DENTSPLY SIRONA Inc                                                   | CUSIP: 24906PAA7<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |    329000 | PA      | $308628.32    | 0.14%             | 2030-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BARINGS BDC INC                              | Barings BDC Inc                                                       | CUSIP: 06759LAE3<br>LEI: 549300GSF4KFZP6ONG49 | Long             | DBT              | CORP              | US        |     72000 | PA      | $71234.64     | 0.03%             | 2028-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                     | Celanese US Holdings LLC                                              | CUSIP: 15089QBC7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25767.50     | 0.01%             | 2031-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                          | JPMorgan Chase & Co                                                   | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22379.06     | 0.01%             | 2028-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                         | M&T Bank Corp                                                         | CUSIP: 55261FAY0<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61956.60     | 0.03%             | 2031-07-08      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                     | International Business Machines Corp                                  | CUSIP: 459200KV2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    261000 | PA      | $230293.35    | 0.11%             | 2052-07-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                       | Daimler Truck Finance North America LLC                               | CUSIP: 233853BL3<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150871.50    | 0.07%             | 2031-04-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                             | Bellemeade Re 2023-1 Ltd                                              | CUSIP: 07876XAA1<br>LEI: 2549002JVH34IWRT3X93 | Long             | ABS-MBS          | CORP              | BM        |     43149 | PA      | $43229.66     | 0.02%             | 2033-10-25      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                           | Banco Santander SA                                                    | CUSIP: 05964HAV7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $444256.00    | 0.21%             | 2033-08-08      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                     | Citizens Financial Group Inc                                          | CUSIP: 174610BF1<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    118000 | PA      | $123351.30    | 0.06%             | 2030-01-23      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST CAPITAL                        | Pinnacle West Capital Corp                                            | CUSIP: 723484AM3<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61117.80     | 0.03%             | 2028-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                       | American Honda Finance Corp                                           | CUSIP: 02665WGL9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     69000 | PA      | $69810.06     | 0.03%             | 2030-09-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MARS INC                                     | Mars Inc                                                              | CUSIP: 571676AX3<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     39000 | PA      | $39587.73     | 0.02%             | 2028-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                         | Howmet Aerospace Inc                                                  | CUSIP: 443201AG3<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |     81000 | PA      | $81087.48     | 0.04%             | 2029-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                | Citigroup Inc                                                         | CUSIP: 172967PG0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    288000 | PA      | $299894.40    | 0.14%             | 2035-02-13      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                | Citigroup Inc                                                         | CUSIP: 17308CC53<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    376000 | PA      | $360317.04    | 0.17%             | 2030-11-05      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                       | PNC Financial Services Group Inc/The                                  | CUSIP: 693475CD5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     59000 | PA      | $60574.71     | 0.03%             | 2031-05-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                        | Novartis Capital Corp                                                 | CUSIP: 66989HAY4<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     76000 | PA      | $76468.16     | 0.04%             | 2030-11-05      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES/SKYMILES                     | Delta Air Lines Inc / SkyMiles IP Ltd                                 | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    272250 | PA      | $274596.80    | 0.13%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                     | Caterpillar Financial Services Corp                                   | CUSIP: 14913UBD1<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     78000 | PA      | $78399.36     | 0.04%             | 2028-11-14      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                      | Simon Property Group LP                                               | CUSIP: 828807DZ7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |     67000 | PA      | $67820.75     | 0.03%             | 2030-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                               | Lowe's Cos Inc                                                        | CUSIP: 548661EU7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     64000 | PA      | $64168.96     | 0.03%             | 2028-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II                     | Principal Life Global Funding II                                      | CUSIP: 74256LFC8<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |    130000 | PA      | $131953.90    | 0.06%             | 2028-01-09      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                           | Meta Platforms Inc                                                    | CUSIP: 30303MAC6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71169.00     | 0.03%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                             | Ryder System Inc                                                      | CUSIP: 78355HLG2<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     77000 | PA      | $77301.84     | 0.04%             | 2030-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association     | Ginnie Mae                                                            | CUSIP: 21H022630<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    394000 | PA      | $347602.64    | 0.16%             | 2055-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                     | Toyota Motor Credit Corp                                              | CUSIP: 89236TPH2<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     72000 | PA      | $72518.40     | 0.03%             | 2031-01-10      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                          | American Express Co                                                   | CUSIP: 025816EJ4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     59000 | PA      | $59526.28     | 0.03%             | 2029-07-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                            | General Motors Co                                                     | CUSIP: 37045VAT7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    115000 | PA      | $113252.00    | 0.05%             | 2049-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                  | Viatris Inc                                                           | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    577000 | PA      | $394858.41    | 0.18%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                           | Athene Holding Ltd                                                    | CUSIP: 04686JAD3<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    403000 | PA      | $276663.53    | 0.13%             | 2051-05-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER                         | Niagara Mohawk Power Corp                                             | CUSIP: 653522DT6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60964.20     | 0.03%             | 2030-10-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                            | Store Capital LLC                                                     | CUSIP: 862123AC0<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              |  | US        |     81000 | PA      | $81739.53     | 0.04%             | 2031-02-11      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Notes                                                   | CUSIP: 91282CHW4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1113000 | PA      | $1141520.63   | 0.53%             | 2030-08-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                               | Eli Lilly & Co                                                        | CUSIP: 532457CN6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     37000 | PA      | $34358.57     | 0.02%             | 2064-02-09      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                      | American Axle & Manufacturing Inc                                     | CUSIP: 02406PBB5<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    109000 | PA      | $106304.43    | 0.05%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                      | Dell International LLC / EMC Corp                                     | CUSIP: 24703TAN6<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57100.45     | 0.03%             | 2032-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                 | Alphabet Inc                                                          | CUSIP: 02079KBN6<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     84000 | PA      | $85632.12     | 0.04%             | 2046-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association     | Ginnie Mae                                                            | CUSIP: 21H042638<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    344000 | PA      | $339835.91    | 0.16%             | 2055-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                             | Paramount Global                                                      | CUSIP: 124857AK9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     48000 | PA      | $30833.76     | 0.01%             | 2044-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                              | Xcel Energy Inc                                                       | CUSIP: 98389BBD1<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     63000 | PA      | $63968.31     | 0.03%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Pikes Peak CLO                               | Pikes Peak CLO 8                                                      | CUSIP: 72133CAL6<br>LEI: 549300NJA5BS4BQQJL72 | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $300756.00    | 0.14%             | 2038-01-20      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                | Citigroup Inc                                                         | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     29000 | PA      | $31811.84     | 0.01%             | 2033-11-17      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust        | Wells Fargo Commercial Mortgage Trust 2024-5C2                        | CUSIP: 95003UAD2<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $529098.75    | 0.25%             | 2057-11-15      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Notes                                                   | CUSIP: 91282CMH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3204000 | PA      | $3220520.63   | 1.49%             | 2027-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GSF 2021 1 ISSUER LLC                        | GSF 2021 1 ISSUER LLC                                                 | CUSIP: 36261CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     21067 | PA      | $21028.64     | 0.01%             | 2026-08-06      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Notes                                                   | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6952000 | PA      | $7143180.00   | 3.31%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GUARDIAN LIFE GLOB FUND                      | Guardian Life Global Funding                                          | CUSIP: 40139LBM4<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |     69000 | PA      | $69137.31     | 0.03%             | 2028-09-05      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                   | Intel Corp                                                            | CUSIP: 458140BQ2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    128000 | PA      | $127751.68    | 0.06%             | 2027-03-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                      | Dell International LLC / EMC Corp                                     | CUSIP: 24703DBR1<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     73000 | PA      | $73229.22     | 0.03%             | 2029-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                      | John Deere Capital Corp                                               | CUSIP: 24422EYF0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     59000 | PA      | $60020.11     | 0.03%             | 2030-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                     | Baxter International Inc                                              | CUSIP: 071813DD8<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     78000 | PA      | $78452.40     | 0.04%             | 2030-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                         | Glencore Funding LLC                                                  | CUSIP: 378272BZ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     29000 | PA      | $29991.51     | 0.01%             | 2030-04-01      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                       | NextEra Energy Capital Holdings Inc                                   | CUSIP: 65339KDX5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80441.60     | 0.04%             | 2056-03-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Notes                                                   | CUSIP: 91282CGB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $2537500.00   | 1.18%             | 2029-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                               | NRG Energy Inc                                                        | CUSIP: 629377DA7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14142.66     | 0.01%             | 2030-10-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                       | Philip Morris International Inc                                       | CUSIP: 718172DR7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     62000 | PA      | $62412.92     | 0.03%             | 2028-04-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC     | Avis Budget Rental Car Funding AESOP LLC                              | CUSIP: 05377RGU2<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    475000 | PA      | $479834.12    | 0.22%             | 2028-02-22      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL GLBL                     | Northwestern Mutual Global Funding                                    | CUSIP: 66815L2W8<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |     59000 | PA      | $60125.13     | 0.03%             | 2030-06-03      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| FRANKLIN BSP CAPITAL CO                      | Franklin BSP Capital Corp                                             | CUSIP: 35250VAC8<br>LEI: 549300KJEVMKATLINB36 | Long             | DBT              | CORP              | US        |     71000 | PA      | $69019.81     | 0.03%             | 2030-10-02      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                 | Alphabet Inc                                                          | CUSIP: 02079KBM8<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     84000 | PA      | $85366.68     | 0.04%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Notes                                                   | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2443000 | PA      | $2336691.34   | 1.08%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                     | Capital One Financial Corp                                            | CUSIP: 254709AT5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    291000 | PA      | $342457.53    | 0.16%             | 2034-11-02      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                        | Applied Materials Inc                                                 | CUSIP: 038222AT2<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |     71000 | PA      | $71014.91     | 0.03%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Notes                                                   | CUSIP: 91282CLS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    171000 | PA      | $171527.70    | 0.08%             | 2026-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                      | Hyundai Capital America                                               | CUSIP: 44891ACY1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9306.72      | 0.00%             | 2029-03-19      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                  | Viatris Inc                                                           | CUSIP: 92556VAE6<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    506000 | PA      | $398495.24    | 0.18%             | 2040-06-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                | Amphenol Corp                                                         | CUSIP: 032095AZ4<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     77000 | PA      | $77175.56     | 0.04%             | 2033-02-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                  | Oracle Corp                                                           | CUSIP: 68389XDT9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     71000 | PA      | $61490.26     | 0.03%             | 2065-09-26      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                       | US LONG BOND(CBT) JUN26                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       104 | NC      | $112937.55    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                                                       | CUSIP: 31402DP79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13295 | PA      | $13851.07     | 0.01%             | 2034-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                          | JPMorgan Chase & Co                                                   | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    331000 | PA      | $306731.08    | 0.14%             | 2033-01-25      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                 | Enbridge Inc                                                          | CUSIP: 29250NCH6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     59000 | PA      | $59813.02     | 0.03%             | 2028-06-20      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                             | BAT Capital Corp                                                      | CUSIP: 05526DBQ7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    335000 | PA      | $307285.45    | 0.14%             | 2050-04-02      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                       | CNH Industrial Capital LLC                                            | CUSIP: 12592BAW4<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |     72000 | PA      | $71910.72     | 0.03%             | 2031-03-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                       | Marriott International Inc/MD                                         | CUSIP: 571903BZ5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     63000 | PA      | $62426.70     | 0.03%             | 2038-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                     | CHS/Community Health Systems Inc                                      | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    327000 | PA      | $314279.70    | 0.15%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Tricolor Auto Securitization Trust           | Tricolor Auto Securitization Trust 2024-2                             | CUSIP: 89616PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     28165 | PA      | $26334.73     | 0.01%             | 2027-12-15      | Fixed         | 6.36%                 | No            |                  3 | On Loan: No      |
| MITSUBISHI HC FIN AMER                       | Mitsubishi HC Finance America LLC                                     | CUSIP: 606790AE3<br>LEI: 3538008O2MCHLB9FAL82 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202310.00    | 0.09%             | 2031-01-14      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT                     | Apollo Global Management Inc                                          | CUSIP: 03769MAF3<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |     79000 | PA      | $79518.24     | 0.04%             | 2031-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                     | AT&T Inc                                                              | CUSIP: 00206RNJ7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80701.60     | 0.04%             | 2046-04-30      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| TRUSTAGE FINANCIAL GROUP                     | Trustage Financial Group Inc                                          | CUSIP: 89787EAA9<br>LEI: 549300X7YNHNZXTI6F10 | Long             | DBT              | CORP              | US        |    370000 | PA      | $363295.60    | 0.17%             | 2032-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                        | Wells Fargo & Co                                                      | CUSIP: 95000U4A8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     72000 | PA      | $72018.72     | 0.03%             | 2029-09-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Notes                                                   | CUSIP: 91282CLR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    971000 | PA      | $993681.96    | 0.46%             | 2029-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                            | State Street Corp                                                     | CUSIP: 857477CA9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    296000 | PA      | $301772.00    | 0.14%             | 2034-01-26      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS/TYCO FI                     | Johnson Controls International plc / Tyco Fire & Security Finance SCA | CUSIP: 47837RAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    409000 | PA      | $364533.52    | 0.17%             | 2031-09-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                               | Eli Lilly & Co                                                        | CUSIP: 532457DF2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     71000 | PA      | $72128.90     | 0.03%             | 2055-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                     | Capital One Financial Corp                                            | CUSIP: 14040HDM4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     72000 | PA      | $72029.52     | 0.03%             | 2031-09-11      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                      | National Australia Bank Ltd                                           | CUSIP: 632525AY7<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    394000 | PA      | $366534.26    | 0.17%             | 2031-05-21      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| BGC GROUP INC                                | BGC Group Inc                                                         | CUSIP: 05555LAD3<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57233.00     | 0.03%             | 2030-04-02      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Bonds                                                   | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2559000 | PA      | $1975627.97   | 0.92%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT                     | Element Fleet Management Corp                                         | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |     63000 | PA      | $64638.63     | 0.03%             | 2030-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                   | AbbVie Inc                                                            | CUSIP: 00287YED7<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85117.30     | 0.04%             | 2028-03-03      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                  | Cencora Inc                                                           | CUSIP: 03073EBC8<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85044.20     | 0.04%             | 2029-02-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                     | Toyota Motor Credit Corp                                              | CUSIP: 89236TNR2<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     69000 | PA      | $69556.14     | 0.03%             | 2028-09-05      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| MAIN STREET CAPITAL CORP                     | Main Street Capital Corp                                              | CUSIP: 56035LAK0<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |     66000 | PA      | $66302.94     | 0.03%             | 2028-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                | Citigroup Inc                                                         | CUSIP: 172967LS8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    118000 | PA      | $117086.68    | 0.05%             | 2028-10-27      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                 | Alphabet Inc                                                          | CUSIP: 02079KBJ5<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     84000 | PA      | $84065.52     | 0.04%             | 2029-02-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                               | Amazon.com Inc                                                        | CUSIP: 023135CC8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    587000 | PA      | $377546.66    | 0.18%             | 2061-05-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                         | Bank of America Corp                                                  | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    296000 | PA      | $303950.56    | 0.14%             | 2035-10-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                             | Bank of Montreal                                                      | CUSIP: 06368ME67<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     72000 | PA      | $72402.48     | 0.03%             | 2032-01-14      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                            | Sysco Corp                                                            | CUSIP: 871829BU0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     56000 | PA      | $58122.96     | 0.03%             | 2030-09-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                         | Shell Finance US Inc                                                  | CUSIP: 822905AX3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    370000 | PA      | $367398.90    | 0.17%             | 2041-10-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                    | Amgen Inc                                                             | CUSIP: 031162DX5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     81000 | PA      | $80546.40     | 0.04%             | 2046-02-19      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LINCOLN FIN GLBL FUNDING                     | Lincoln Financial Global Funding                                      | CUSIP: 53359KAC5<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |     69000 | PA      | $69403.65     | 0.03%             | 2030-08-18      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                      | Goldman Sachs Group Inc/The                                           | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    336000 | PA      | $308515.20    | 0.14%             | 2032-04-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                                                       | CUSIP: 31402QWA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    128409 | PA      | $133898.19    | 0.06%             | 2035-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                      | John Deere Capital Corp                                               | CUSIP: 24422EXZ7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25460.50     | 0.01%             | 2028-01-07      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                     | Penske Truck Leasing Co Lp / PTL Finance Corp                         | CUSIP: 709599BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     57000 | PA      | $58926.60     | 0.03%             | 2029-03-30      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Bonds                                                   | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2576000 | PA      | $2569560.00   | 1.19%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| OMNICOM GROUP INC                            | Omnicom Group Inc                                                     | CUSIP: 681919BX3<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84265.60     | 0.04%             | 2036-06-02      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GF II                           | Pacific Life Global Funding II                                        | CUSIP: 69448TAC5<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |     62000 | PA      | $62664.02     | 0.03%             | 2028-05-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                            | State Street Corp                                                     | CUSIP: 857477DE0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     77000 | PA      | $76871.41     | 0.04%             | 2036-10-23      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                  | Freddie Mac Gold Pool                                                 | CUSIP: 31335A6X1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    201293 | PA      | $200585.37    | 0.09%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                               | Merck & Co Inc                                                        | CUSIP: 58933YBN4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    453000 | PA      | $420932.13    | 0.20%             | 2063-05-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                | Amphenol Corp                                                         | CUSIP: 032095AX9<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     77000 | PA      | $77188.65     | 0.04%             | 2028-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Bonds                                                   | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1467000 | PA      | $985182.19    | 0.46%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                        | Rio Tinto Finance USA PLC                                             | CUSIP: 76720AAS5<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     65000 | PA      | $67126.80     | 0.03%             | 2030-03-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                          | American Express Co                                                   | CUSIP: 025816ED7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     62000 | PA      | $63007.50     | 0.03%             | 2029-04-25      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                | Citigroup Inc                                                         | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    298000 | PA      | $301453.82    | 0.14%             | 2030-09-19      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                       | Roper Technologies Inc                                                | CUSIP: 776696AK2<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     67000 | PA      | $67261.97     | 0.03%             | 2028-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                          | Estee Lauder Cos Inc/The                                              | CUSIP: 29736RAU4<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    444000 | PA      | $415282.08    | 0.19%             | 2053-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                               | Eli Lilly & Co                                                        | CUSIP: 532457CT3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    590000 | PA      | $555992.40    | 0.26%             | 2064-08-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                        | Novartis Capital Corp                                                 | CUSIP: 66989HBB3<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     76000 | PA      | $75232.40     | 0.03%             | 2045-11-05      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                        | Lincoln National Corp                                                 | CUSIP: 534187BZ1<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     76000 | PA      | $74189.68     | 0.03%             | 2035-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Bonds                                                   | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    725000 | PA      | $665187.50    | 0.31%             | 2053-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                 | Broadcom Inc                                                          | CUSIP: 11135FCL3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27799.74     | 0.01%             | 2032-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                | Citigroup Inc                                                         | CUSIP: 17327CBA0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     31000 | PA      | $31938.37     | 0.01%             | 2036-03-27      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                 | Broadcom Inc                                                          | CUSIP: 11135FCE9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25503.50     | 0.01%             | 2028-04-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Notes                                                   | CUSIP: 91282CHJ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    578000 | PA      | $584050.94    | 0.27%             | 2030-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                    | Uniform Mortgage-Backed Security, TBA                                 | CUSIP: 01F062630<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    192000 | PA      | $199387.51    | 0.09%             | 2055-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                        | Wells Fargo & Co                                                      | CUSIP: 95000U4E0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     78000 | PA      | $78269.10     | 0.04%             | 2037-01-23      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                               | Merck & Co Inc                                                        | CUSIP: 58933YBS3<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     69000 | PA      | $70739.49     | 0.03%             | 2035-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                          | LYB International Finance III LLC                                     | CUSIP: 50249AAQ6<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     78000 | PA      | $79296.36     | 0.04%             | 2031-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| JAPAN TOBACCO INC                            | Japan Tobacco Inc                                                     | CUSIP: 471105AD8<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |    150000 | PA      | $156471.00    | 0.07%             | 2030-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NORTH HAVEN PRIVATE INC                      | North Haven Private Income Fund LLC                                   | CUSIP: 65960NAC4<br>LEI: 2549002BFPESF1EH2765 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69258.70     | 0.03%             | 2028-09-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                       | NXP BV / NXP Funding LLC / NXP USA Inc                                | CUSIP: 62954HBF4<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |     67000 | PA      | $67419.42     | 0.03%             | 2028-08-19      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                  | Oracle Corp                                                           | CUSIP: 68389XEC5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13425.72     | 0.01%             | 2066-02-04      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association     | Ginnie Mae                                                            | CUSIP: 21H060630<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     88000 | PA      | $89785.12     | 0.04%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                  | PepsiCo Inc                                                           | CUSIP: 713448GB8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20553.00     | 0.01%             | 2030-02-07      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                               | Amazon.com Inc                                                        | CUSIP: 023135CU8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     78000 | PA      | $78611.52     | 0.04%             | 2033-03-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                         | Raizen Fuels Finance SA                                               | CUSIP: 000000000<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |    359000 | PA      | $167609.92    | 0.08%             | 2032-07-08      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                 | Broadcom Inc                                                          | CUSIP: 11135FBZ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    114000 | PA      | $115898.10    | 0.05%             | 2027-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST CAPITAL                        | Pinnacle West Capital Corp                                            | CUSIP: 723484AN1<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62143.80     | 0.03%             | 2030-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FERRELLGAS LP/FERRELLGAS                     | Ferrellgas LP / Ferrellgas Finance Corp                               | CUSIP: 315292AU6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    395000 | PA      | $409741.40    | 0.19%             | 2031-01-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                       | PNC Financial Services Group Inc/The                                  | CUSIP: 693475CG8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     78000 | PA      | $78223.08     | 0.04%             | 2029-01-26      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO Ltd                             | Flatiron CLO 25 Ltd                                                   | CUSIP: 33883XAA8<br>LEI: 254900Z25NHHRUZ9O184 | Long             | ABS-CBDO         | CORP              | KY        |    460000 | PA      | $461185.88    | 0.21%             | 2037-10-17      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC               | Enterprise Fleet Financing 2023-2 LLC                                 | CUSIP: 29375NAB1<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |     99907 | PA      | $100371.78    | 0.05%             | 2030-04-22      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                | ZF North America Capital Inc                                          | CUSIP: 98877DAF2<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    370000 | PA      | $373903.50    | 0.17%             | 2030-04-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FU                     | HPS Corporate Lending Fund                                            | CUSIP: 40440VAU9<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |     72000 | PA      | $71434.80     | 0.03%             | 2029-04-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                            | Herc Holdings Inc                                                     | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     38000 | PA      | $39810.70     | 0.02%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                           | Meta Platforms Inc                                                    | CUSIP: 30303M8Y1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     66000 | PA      | $64250.34     | 0.03%             | 2065-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                      | GA Global Funding Trust                                               | CUSIP: 36143L2T1<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152110.50    | 0.07%             | 2032-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE REG FINANCE                       | Blackstone Reg Finance Co LLC                                         | CUSIP: 092914AB6<br>LEI: 254900S2G1V55FTA4590 | Long             | DBT              | CORP              | US        |     78000 | PA      | $77836.98     | 0.04%             | 2030-11-03      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                     | eBay Inc                                                              | CUSIP: 278642BD4<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |     76000 | PA      | $76528.20     | 0.04%             | 2029-03-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                        | RIO TINTO FIN USA PLC                                                 | CUSIP: 76720AAU0<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     65000 | PA      | $67927.60     | 0.03%             | 2035-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust                | Lendbuzz Securitization Trust 2023-1                                  | CUSIP: 52608LAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    127678 | PA      | $129127.75    | 0.06%             | 2028-08-15      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 45 Ltd                           | Elmwood CLO 45 Ltd                                                    | CUSIP: 29005LAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $752841.75    | 0.35%             | 2038-10-17      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                | Citigroup Inc                                                         | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     71000 | PA      | $71563.74     | 0.03%             | 2031-09-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                     | New York Life Global Funding                                          | CUSIP: 64952WFN8<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |     59000 | PA      | $60346.97     | 0.03%             | 2030-06-03      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| F&G ANNUITIES & LIFE INC                     | F&G Annuities & Life Inc                                              | CUSIP: 30190AAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    383000 | PA      | $365699.89    | 0.17%             | 2034-10-04      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                      | Dell International LLC / EMC Corp                                     | CUSIP: 24703TAM8<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56553.20     | 0.03%             | 2030-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                     | Thermo Fisher Scientific Inc                                          | CUSIP: 883556DK5<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     84000 | PA      | $85629.60     | 0.04%             | 2046-02-12      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                       | Santander Holdings USA Inc                                            | CUSIP: 80282KBF2<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18745.74     | 0.01%             | 2029-03-09      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WASHINGTON UNIVERSITY                        | Washington University/The                                             | CUSIP: 940663AD9<br>LEI: 2V765680J33YAZOYW441 | Long             | DBT              | CORP              | US        |    440000 | PA      | $346011.60    | 0.16%             | 2122-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AFFILIATED MANAGERS GROU                     | Affiliated Managers Group Inc                                         | CUSIP: 008252AS7<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80730.40     | 0.04%             | 2036-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                 | SM Energy Co                                                          | CUSIP: 17888HAB9<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    349000 | PA      | $365936.97    | 0.17%             | 2031-06-30      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                    | Amgen Inc                                                             | CUSIP: 031162DV9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     81000 | PA      | $81236.52     | 0.04%             | 2031-02-19      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-27

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

**Signature:** Stephen Woetzel

**Name of Signer:** Stephen Woetzel

**Title:** Controller