# EDGAR Filing Document

**Accession Number:** 0001274676
**File Stem:** 0001752724-23-070273
**Filing Date:** 2023-3
**Character Count:** 259317
**Document Hash:** ac01ba422db3f947244fd16a405ace63
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-070273.hdr.sgml**: 20230328

**ACCESSION NUMBER**: 0001752724-23-070273

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230328

**DATE AS OF CHANGE**: 20230328

**PERIOD START**: 20230430

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** AB CORPORATE SHARES
- **CENTRAL INDEX KEY:** 0001274676
- **IRS NUMBER:** 000000000
- **FISCAL YEAR END:** 0430

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21497
- **FILM NUMBER:** 23770467

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

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ALLIANCEBERNSTEIN CORPORATE SHARES
- **DATE OF NAME CHANGE:** 20031230

## Series and Classes Contracts Data

### AB CORPORATE INCOME SHARES (Series ID: S000010876)

| Class ID   | Class Name                 | Ticker Symbol   |
|:---|:---|:---|
| C000030134 | AB CORPORATE INCOME SHARES | ACISX           |

## Nport-Ex

**AB Corporate Income Shares** 

**Portfolio of Investments** 

**January 31, 2023 (unaudited)** 

---

| | | |
|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  **CORPORATES - INVESTMENT GRADE – 95.9%** | **CORPORATES - INVESTMENT GRADE – 95.9%** | **CORPORATES - INVESTMENT GRADE – 95.9%** |
|  **Industrial – 54.4%** | **Industrial – 54.4%** | **Industrial – 54.4%** |
|  **Basic – 4.1%** | **Basic – 4.1%** | **Basic – 4.1%** |
|  Anglo American Capital PLC<br>3.875%, 03/16/2029<sup>(a)</sup> | $221 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205944 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.625%, 04/01/2030<sup>(a)</sup> | 435 | 445481 |
|  Celanese US Holdings LLC<br>5.90%, 07/05/2024 | 165 | 165962 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.05%, 03/15/2025 | 165 | 166289 |
|  Celulosa Arauco y Constitucion SA <br>4.25%, 04/30/2029<sup>(a)</sup> | 246 | 232747 |
|  Dow Chemical Co. (The) <br>6.90%, 05/15/2053 | 455 | 539694 |
|  EIDP, Inc. <br>1.70%, 07/15/2025 | 433 | 404513 |
|  Equate Petrochemical BV <br>2.625%, 04/28/2028<sup>(a)</sup> | 317 | 281694 |
|  Freeport Indonesia PT<br>4.763%, 04/14/2027<sup>(a)</sup> | 240 | 232826 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.315%, 04/14/2032<sup>(a)</sup> | 240 | 227426 |
|  Georgia-Pacific LLC <br>3.734%, 07/15/2023<sup>(a)</sup> | 828 | 821997 |
|  Glencore Funding LLC<br>1.625%, 09/01/2025<sup>(a)</sup> | 521 | 477997 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 04/29/2024<sup>(a)</sup> | 175 | 173738 |
|  Inversiones CMPC SA <br>3.85%, 01/13/2030<sup>(a)</sup> | 210 | 194355 |
|  LyondellBasell Industries NV <br>4.625%, 02/26/2055 | 792 | 682221 |
|  Mosaic Co. (The) <br>5.625%, 11/15/2043 | 170 | 170753 |
|  Sealed Air Corp. <br>1.573%, 10/15/2026<sup>(a)</sup> | 545 | 479360 |
|  Westlake Corp. <br>3.375%, 08/15/2061 | 710 | 460684 |
|  |  | 6363681 |
|  **Capital Goods – 3.8%** | **Capital Goods – 3.8%** | **Capital Goods – 3.8%** |
|  Caterpillar Financial Services Corp.<br>0.65%, 07/07/2023 | 860 | 844288 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 01/17/2025 | 595 | 601152 |
|  CNH Industrial Capital LLC<br>1.95%, 07/02/2023 | 310 | 305675 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 05/23/2025 | 177 | 173327 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 10/14/2025 | 303 | 308039 |
|  Eaton Corp. <br>4.70%, 08/23/2052 | 335 | 326250 |
|  John Deere Capital Corp.<br>2.60%, 03/07/2024 | 385 | 376819 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 01/20/2028 | 736 | 751780 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 10/11/2029 | 223 | 229920 |
|  Johnson Controls International PLC <br>4.50%, 02/15/2047 | 440 | 396937 |
|  Northrop Grumman Corp. <br>3.25%, 08/01/2023 | 840 | 833918 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** | **U.S. $ Value** |
|  Regal Rexnord Corp.<br>6.30%, 02/15/2030<sup>(a)</sup> | $| 82 | $| 83487 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.40%, 04/15/2033<sup>(a)</sup> |  | 97 |  | 99334 |
|  Westinghouse Air Brake Technologies Corp. <br>4.40%, 03/15/2024 |  | 602 |  | 594373 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5925299 |
|  **Communications - Media – 5.2%** | **Communications - Media – 5.2%** | **Communications - Media – 5.2%** | **Communications - Media – 5.2%** | **Communications - Media – 5.2%** |
|  Charter Communications Operating LLC/Charter Communications Operating Capital<br>3.50%, 06/01/2041 |  | 495 |  | 346634 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 04/01/2051 |  | 225 |  | 148910 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.125%, 07/01/2049 |  | 299 |  | 246678 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 04/01/2053 |  | 300 |  | 251424 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.375%, 05/01/2047 |  | 519 |  | 442385 |
|  Comcast Corp.<br>2.937%, 11/01/2056 |  | 522 |  | 356594 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 11/01/2039 |  | 558 |  | 464289 |
|  Discovery Communications LLC<br>4.65%, 05/15/2050 |  | 59 |  | 46088 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 09/20/2047 |  | 468 |  | 390261 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 05/15/2049 |  | 82 |  | 69338 |
|  FactSet Research Systems, Inc. <br>2.90%, 03/01/2027 |  | 515 |  | 481237 |
|  Fox Corp.<br>3.05%, 04/07/2025 |  | 23 |  | 22181 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.576%, 01/25/2049 |  | 346 |  | 334329 |
|  Interpublic Group of Cos., Inc. (The) <br>3.375%, 03/01/2041 |  | 340 |  | 258567 |
|  Meta Platforms, Inc. <br>4.65%, 08/15/2062 |  | 515 |  | 452757 |
|  Netflix, Inc. <br>4.875%, 04/15/2028 |  | 705 |  | 704401 |
|  Paramount Global <br>4.20%, 05/19/2032 |  | 225 |  | 193529 |
|  Prosus NV<br>3.257%, 01/19/2027<sup>(a)</sup> |  | 237 |  | 215077 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.68%, 01/21/2030<sup>(a)</sup> |  | 210 |  | 180994 |
|  Tencent Holdings Ltd. <br>2.39%, 06/03/2030<sup>(a)</sup> |  | 397 |  | 333544 |
|  Thomson Reuters Corp. <br>5.65%, 11/23/2043 |  | 220 |  | 214146 |
|  Time Warner Cable Enterprises LLC <br>8.375%, 03/15/2023 |  | 967 |  | 970974 |
|  Walt Disney Co. (The)<br>4.00%, 10/01/2023 |  | 40 |  | 39702 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.40%, 12/15/2035 |  | 161 |  | 185266 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.875%, 04/26/2023 |  | 105 |  | 105886 |
|  Warnermedia Holdings, Inc. <br>5.05%, 03/15/2042<sup>(a)</sup> |  | 305 |  | 260406 |
|  Weibo Corp. <br>3.50%, 07/05/2024 |  | 373 |  | 360714 |
|  |  |  |  | 8076311 |

---

------

---

| | | |
|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  **Communications - Telecommunications – 0.6%** | **Communications - Telecommunications – 0.6%** | **Communications - Telecommunications – 0.6%** |
|  AT&T, Inc.<br>3.50%, 09/15/2053 | $179 | $132369 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.55%, 01/15/2028 | 100 | 105586 |
|  Corning, Inc.<br>4.75%, 03/15/2042 | 455 | 433542 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 11/15/2079 | 195 | 187777 |
|  Rogers Communications, Inc. <br>4.50%, 03/15/2043 | 4 | 3447 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;862721 |
|  **Consumer Cyclical - Automotive – 1.6%** | **Consumer Cyclical - Automotive – 1.6%** | **Consumer Cyclical - Automotive – 1.6%** |
|  General Motors Co. <br>5.95%, 04/01/2049 | 115 | 110327 |
|  General Motors Financial Co., Inc.<br>4.15%, 06/19/2023 | 116 | 115568 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.05%, 10/10/2025 | 303 | 308760 |
|  Harley-Davidson Financial Services, Inc. <br>3.05%, 02/14/2027<sup>(a)</sup> | 831 | 760224 |
|  Hyundai Capital America <br>5.875%, 04/07/2025<sup>(a)</sup> | 160 | 161621 |
|  Mercedes-Benz Finance North America LLC <br>5.50%, 11/27/2024<sup>(a)</sup> | 530 | 537420 |
|  Toyota Motor Credit Corp. <br>5.45%, 11/10/2027 | 440 | 459180 |
|  |  | 2453100 |
|  **Consumer Cyclical - Entertainment – 0.2%** | **Consumer Cyclical - Entertainment – 0.2%** | **Consumer Cyclical - Entertainment – 0.2%** |
|  Hasbro, Inc. <br>5.10%, 05/15/2044 | 355 | 316507 |
|  **Consumer Cyclical - Other – 0.7%** | **Consumer Cyclical - Other – 0.7%** | **Consumer Cyclical - Other – 0.7%** |
|  Las Vegas Sands Corp.<br>2.90%, 06/25/2025 | 685 | 640735 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 08/08/2029 | 390 | 349046 |
|  MDC Holdings, Inc. <br>6.00%, 01/15/2043 | 140 | 124172 |
|  |  | 1113953 |
|  **Consumer Cyclical - Restaurants – 0.5%** | **Consumer Cyclical - Restaurants – 0.5%** | **Consumer Cyclical - Restaurants – 0.5%** |
|  McDonald's Corp.<br>3.625%, 09/01/2049 | 215 | 175840 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 09/01/2048 | 185 | 172207 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 05/26/2045 | 280 | 265082 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 12/09/2035 | 220 | 220169 |
|  |  | 833298 |
|  **Consumer Cyclical - Retailers – 1.6%** | **Consumer Cyclical - Retailers – 1.6%** | **Consumer Cyclical - Retailers – 1.6%** |
|  AutoNation, Inc. <br>3.85%, 03/01/2032 | 515 | 435675 |
|  AutoZone, Inc. <br>3.125%, 04/21/2026 | 795 | 759336 |
|  Lowe's Cos., Inc. <br>5.80%, 09/15/2062 | 565 | 587843 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** | **U.S. $ Value** |
|  Ross Stores, Inc.<br>4.70%, 04/15/2027 | $| 160 | $| 159203 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 04/15/2030 |  | 115 |  | 111486 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 04/15/2050 |  | 175 |  | 168551 |
|  Walmart, Inc. <br>3.95%, 06/28/2038 |  | 320 |  | 307434 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2529528 |
|  **Consumer Non-Cyclical – 13.0%** | **Consumer Non-Cyclical – 13.0%** | **Consumer Non-Cyclical – 13.0%** | **Consumer Non-Cyclical – 13.0%** | **Consumer Non-Cyclical – 13.0%** |
|  AbbVie, Inc. <br>4.40%, 11/06/2042 |  | 350 |  | 323102 |
|  Altria Group, Inc.<br>3.40%, 05/06/2030 |  | 180 |  | 159377 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 02/04/2061 |  | 300 |  | 207402 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 02/14/2049 |  | 180 |  | 170190 |
|  AmerisourceBergen Corp.<br>0.737%, 03/15/2023 |  | 277 |  | 275643 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 03/01/2045 |  | 165 |  | 145921 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 12/15/2047 |  | 295 |  | 266125 |
|  Amgen, Inc.<br>4.40%, 02/22/2062 |  | 570 |  | 488980 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 03/01/2053 |  | 335 |  | 318099 |
|  BAT Capital Corp.<br>2.259%, 03/25/2028 |  | 307 |  | 263870 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.39%, 08/15/2037 |  | 323 |  | 266097 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.906%, 04/02/2030 |  | 394 |  | 372740 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.65%, 03/16/2052 |  | 195 |  | 174153 |
|  BAT International Finance PLC <br>4.448%, 03/16/2028 |  | 395 |  | 378181 |
|  Baxalta, Inc. <br>4.00%, 06/23/2025 |  | 765 |  | 750802 |
|  Baxter International, Inc. <br>0.868%, 12/01/2023 |  | 545 |  | 526623 |
|  Biogen, Inc. <br>4.05%, 09/15/2025 |  | 385 |  | 378336 |
|  Bristol-Myers Squibb Co.<br>3.625%, 05/15/2024 |  | 833 |  | 824095 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 03/15/2052 |  | 480 |  | 405446 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 03/15/2062 |  | 485 |  | 409927 |
|  Cardinal Health, Inc.<br>4.50%, 11/15/2044 |  | 305 |  | 263319 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 09/15/2045 |  | 305 |  | 277385 |
|  Cargill, Inc.<br>3.625%, 04/22/2027<sup>(a)</sup> |  | 560 |  | 544578 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 04/22/2052<sup>(a)</sup> |  | 350 |  | 330039 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.125%, 10/11/2032<sup>(a)</sup> |  | 166 |  | 172891 |
|  Cigna Corp.<br>3.00%, 07/15/2023 |  | 71 |  | 70359 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 08/15/2038 |  | 530 |  | 519008 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.875%, 05/15/2027 |  | 53 |  | 59577 |
|  CommonSpirit Health <br>4.35%, 11/01/2042 |  | 44 |  | 39009 |
|  CVS Health Corp. <br>5.125%, 07/20/2045 |  | 315 |  | 303162 |
|  Gilead Sciences, Inc.<br>0.75%, 09/29/2023 |  | 203 |  | 197397 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 10/01/2050 |  | 175 |  | 122276 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 03/01/2026 |  | 781 |  | 761288 |

---

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---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** | **U.S. $ Value** |
|  Hershey Co. (The)<br>0.90%, 06/01/2025 | $| 898 | $| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;828387 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.125%, 11/15/2049 |  | 245 |  | 191242 |
|  Johnson & Johnson <br>5.85%, 07/15/2038 |  | 240 |  | 281513 |
|  McKesson Corp. <br>1.30%, 08/15/2026 |  | 926 |  | 826483 |
|  Merck & Co., Inc.<br>2.75%, 02/10/2025 |  | 707 |  | 685267 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 12/10/2061 |  | 205 |  | 142805 |
|  Molson Coors Brewing Co. <br>4.20%, 07/15/2046 |  | 210 |  | 175808 |
|  Mylan, Inc. <br>4.20%, 11/29/2023 |  | 682 |  | 676435 |
|  Newell Brands, Inc. <br>6.375%, 09/15/2027 |  | 320 |  | 321728 |
|  Ochsner LSU Health System of North Louisiana <br>Series 2021 <br>2.51%, 05/15/2031 |  | 264 |  | 198737 |
|  PepsiCo, Inc.<br>0.40%, 10/07/2023 |  | 787 |  | 763500 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 07/18/2032 |  | 330 |  | 322440 |
|  Philip Morris International, Inc.<br>5.00%, 11/17/2025 |  | 375 |  | 380047 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.625%, 11/17/2029 |  | 69 |  | 72066 |
|  Pilgrim's Pride Corp. <br>3.50%, 03/01/2032<sup>(a)</sup> |  | 400 |  | 325584 |
|  Sysco Corp.<br>2.45%, 12/14/2031 |  | 425 |  | 356222 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 12/14/2051 |  | 460 |  | 331448 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.60%, 04/01/2050 |  | 227 |  | 263297 |
|  Thermo Fisher Scientific, Inc. <br>0.797%, 10/18/2023 |  | 1258 |  | 1221845 |
|  Wyeth LLC <br>5.95%, 04/01/2037 |  | 240 |  | 272234 |
|  Zimmer Biomet Holdings, Inc. <br>1.45%, 11/22/2024 |  | 803 |  | 757807 |
|  |  |  |  | 20160292 |
|  **Energy – 4.9%** | **Energy – 4.9%** | **Energy – 4.9%** | **Energy – 4.9%** | **Energy – 4.9%** |
|  BP Capital Markets America, Inc.<br>2.939%, 06/04/2051 |  | 485 |  | 346809 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 02/24/2050 |  | 660 |  | 481615 |
|  Conocophillips Co. <br>3.80%, 03/15/2052 |  | 405 |  | 346927 |
|  Continental Resources, Inc./OK<br>2.875%, 04/01/2032<sup>(a)</sup> |  | 304 |  | 237728 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 06/01/2044 |  | 495 |  | 394540 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 01/15/2031<sup>(a)</sup> |  | 221 |  | 216940 |
|  Ecopetrol SA<br>5.875%, 09/18/2023 |  | 64 |  | 63840 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 05/28/2045 |  | 25 |  | 17903 |
|  Enable Midstream Partners LP <br>5.00%, 05/15/2044 |  | 41 |  | 36025 |
|  Energy Transfer LP<br>3.90%, 07/15/2026 |  | 440 |  | 423672 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 05/15/2045 |  | 135 |  | 123177 |

---

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| | | | | |
|:---|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** | **U.S. $ Value** |
|  Eni SpA <br>5.70%, 10/01/2040<sup>(a)</sup> | $| 420 | $| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;402326 |
|  Enterprise Products Operating LLC <br>4.80%, 02/01/2049 |  | 85 |  | 78911 |
|  Exxon Mobil Corp.<br>4.114%, 03/01/2046 |  | 514 |  | 468634 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.327%, 03/19/2050 |  | 220 |  | 207148 |
|  Flex Intermediate Holdco LLC<br>3.363%, 06/30/2031<sup>(a)</sup> |  | 215 |  | 175539 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.317%, 12/30/2039<sup>(a)</sup> |  | 215 |  | 163826 |
|  Kinder Morgan, Inc. <br>5.55%, 06/01/2045 |  | 485 |  | 473423 |
|  Marathon Oil Corp. <br>6.60%, 10/01/2037 |  | 305 |  | 323410 |
|  MPLX LP <br>5.20%, 12/01/2047 |  | 144 |  | 131505 |
|  ONEOK, Inc. <br>6.10%, 11/15/2032 |  | 127 |  | 133396 |
|  Pioneer Natural Resources Co. <br>2.15%, 01/15/2031 |  | 560 |  | 464050 |
|  Suncor Energy, Inc.<br>6.50%, 06/15/2038 |  | 305 |  | 333203 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.85%, 06/01/2039 |  | 215 |  | 238824 |
|  Targa Resources Corp. <br>6.25%, 07/01/2052 |  | 495 |  | 502658 |
|  Tengizchevroil Finance Co. International Ltd. <br>3.25%, 08/15/2030<sup>(a)</sup> |  | 265 |  | 199744 |
|  Var Energi ASA <br>7.50%, 01/15/2028<sup>(a)</sup> |  | 292 |  | 307639 |
|  Western Midstream Operating LP<br>4.65%, 07/01/2026 |  | 81 |  | 78110 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 04/01/2044 |  | 149 |  | 131038 |
|  |  |  |  | 7502560 |
|  **Services – 3.1%** | **Services – 3.1%** | **Services – 3.1%** | **Services – 3.1%** | **Services – 3.1%** |
|  Alibaba Group Holding Ltd.<br>2.125%, 02/09/2031 |  | 400 |  | 328196 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 02/09/2041 |  | 300 |  | 206820 |
|  Amazon.com, Inc.<br>4.10%, 04/13/2062 |  | 280 |  | 245599 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 08/22/2057 |  | 170 |  | 155773 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 12/01/2027 |  | 531 |  | 537807 |
|  Block Financial LLC <br>2.50%, 07/15/2028 |  | 430 |  | 377441 |
|  Booking Holdings, Inc. <br>4.625%, 04/13/2030 |  | 800 |  | 803728 |
|  Global Payments, Inc. <br>2.90%, 11/15/2031 |  | 545 |  | 454465 |
|  Mastercard, Inc. <br>2.00%, 03/03/2025 |  | 804 |  | 765199 |
|  Moody's Corp. <br>5.25%, 07/15/2044 |  | 135 |  | 137616 |
|  PayPal Holdings, Inc. <br>5.25%, 06/01/2062 |  | 395 |  | 389735 |

---

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| | | | | |
|:---|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** | **U.S. $ Value** |
|  S&P Global, Inc.<br>2.90%, 03/01/2032<sup>(a)</sup> | $| 226 | $| 200157 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 05/01/2029<sup>(a)</sup> |  | 90 |  | 88508 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 08/01/2028<sup>(a)</sup> |  | 20 |  | 20252 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4711296 |
|  **Technology – 14.1%** | **Technology – 14.1%** | **Technology – 14.1%** | **Technology – 14.1%** | **Technology – 14.1%** |
|  Analog Devices, Inc. <br>2.95%, 04/01/2025 |  | 36 |  | 34910 |
|  Apple, Inc.<br>2.45%, 08/04/2026 |  | 782 |  | 737864 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 05/11/2050 |  | 170 |  | 120297 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 02/23/2026 |  | 840 |  | 816085 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 08/08/2062 |  | 345 |  | 307792 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 05/06/2044 |  | 871 |  | 869476 |
|  Baidu, Inc.<br>1.625%, 02/23/2027 |  | 435 |  | 381247 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.075%, 04/07/2025 |  | 265 |  | 252709 |
|  Broadcom, Inc.<br>3.137%, 11/15/2035<sup>(a)</sup> |  | 466 |  | 361756 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.187%, 11/15/2036<sup>(a)</sup> |  | 573 |  | 438030 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.926%, 05/15/2037<sup>(a)</sup> |  | 452 |  | 414954 |
|  CDW LLC/CDW Finance Corp. <br>2.67%, 12/01/2026 |  | 788 |  | 709310 |
|  Cisco Systems, Inc. <br>2.20%, 09/20/2023 |  | 773 |  | 760253 |
|  Dell International LLC/EMC Corp. <br>8.35%, 07/15/2046 |  | 42 |  | 50752 |
|  Entegris Escrow Corp. <br>4.75%, 04/15/2029<sup>(a)</sup> |  | 395 |  | 370597 |
|  Fidelity National Information Services, Inc. <br>0.375%, 03/01/2023 |  | 1295 |  | 1290377 |
|  HP, Inc.<br>4.20%, 04/15/2032 |  | 390 |  | 348145 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 01/15/2033 |  | 695 |  | 682692 |
|  Infor, Inc. <br>1.75%, 07/15/2025<sup>(a)</sup> |  | 95 |  | 86393 |
|  Intel Corp.<br>4.75%, 03/25/2050 |  | 454 |  | 419555 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 08/05/2062 |  | 675 |  | 631557 |
|  International Business Machines Corp.<br>4.25%, 05/15/2049 |  | 570 |  | 504895 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 02/06/2026 |  | 620 |  | 620632 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 07/27/2052 |  | 660 |  | 642094 |
|  KLA Corp.<br>4.95%, 07/15/2052 |  | 500 |  | 502675 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 07/15/2062 |  | 380 |  | 393536 |
|  Kyndryl Holdings, Inc. <br>2.05%, 10/15/2026 |  | 1080 |  | 931241 |
|  Lam Research Corp. <br>3.75%, 03/15/2026 |  | 142 |  | 139188 |
|  Micron Technology, Inc. <br>6.75%, 11/01/2029 |  | 359 |  | 382209 |
|  Microsoft Corp.<br>2.00%, 08/08/2023 |  | 848 |  | 835433 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.40%, 08/08/2026 |  | 864 |  | 815115 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 08/08/2056 |  | 225 |  | 206626 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** | **U.S. $ Value** |
|  NXP BV/NXP Funding LLC <br>5.55%, 12/01/2028 | $| 1176 | $| 1211445 |
|  NXP BV/NXP Funding LLC/NXP USA, Inc. <br>2.70%, 05/01/2025 |  | 24 |  | 22821 |
|  Oracle Corp.<br>2.50%, 04/01/2025 |  | 619 |  | 590254 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 04/01/2040 |  | 436 |  | 345517 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 03/25/2041 |  | 233 |  | 184398 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 04/01/2060 |  | 94 |  | 67983 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 11/15/2047 |  | 537 |  | 425911 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.375%, 07/15/2040 |  | 143 |  | 139622 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.125%, 07/08/2039 |  | 254 |  | 267871 |
|  QUALCOMM, Inc. <br>6.00%, 05/20/2053 |  | 585 |  | 671492 |
|  SK Hynix, Inc. <br>2.375%, 01/19/2031<sup>(a)</sup> |  | 390 |  | 293792 |
|  Skyworks Solutions, Inc. <br>3.00%, 06/01/2031 |  | 259 |  | 213403 |
|  Take-Two Interactive Software, Inc. <br>3.30%, 03/28/2024 |  | 263 |  | 257766 |
|  Texas Instruments, Inc.<br>4.10%, 08/16/2052 |  | 239 |  | 227650 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 02/15/2028 |  | 450 |  | 459171 |
|  TSMC Arizona Corp. <br>4.50%, 04/22/2052 |  | 345 |  | 338962 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21776453 |
|  **Transportation - Airlines – 0.1%** | **Transportation - Airlines – 0.1%** | **Transportation - Airlines – 0.1%** | **Transportation - Airlines – 0.1%** | **Transportation - Airlines – 0.1%** |
|  Delta Air Lines, Inc./SkyMiles IP Ltd. <br>4.50%, 10/20/2025<sup>(a)</sup> |  | 120 |  | 118614 |
|  **Transportation - Services – 0.9%** | **Transportation - Services – 0.9%** | **Transportation - Services – 0.9%** | **Transportation - Services – 0.9%** | **Transportation - Services – 0.9%** |
|  ENA Master Trust <br>4.00%, 05/19/2048<sup>(a)</sup> |  | 370 |  | 289872 |
|  ERAC USA Finance LLC <br>3.85%, 11/15/2024<sup>(a)</sup> |  | 711 |  | 691888 |
|  Penske Truck Leasing Co. Lp/PTL Finance Corp.<br>3.90%, 02/01/2024<sup>(a)</sup> |  | 300 |  | 295002 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 04/01/2027<sup>(a)</sup> |  | 117 |  | 112358 |
|  |  |  |  | 1389120 |
|  |  |  |  | 84132733 |
|  **Financial Institutions – 34.5%** | **Financial Institutions – 34.5%** | **Financial Institutions – 34.5%** | **Financial Institutions – 34.5%** | **Financial Institutions – 34.5%** |
|  **Banking – 23.4%** | **Banking – 23.4%** | **Banking – 23.4%** | **Banking – 23.4%** | **Banking – 23.4%** |
|  AIB Group PLC <br>7.583%, 10/14/2026<sup>(a)</sup> |  | 455 |  | 470907 |
|  Ally Financial, Inc. <br>8.00%, 11/01/2031 |  | 192 |  | 210735 |
|  Australia & New Zealand Banking Group Ltd. <br>4.82%, 02/03/2025<sup>(a)</sup> |  | 543 |  | 543755 |
|  Banco de Credito del Peru S.A. <br>3.125%, 07/01/2030<sup>(a)</sup> |  | 274 |  | 251728 |

---

------

---

| | | |
|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  Banco Santander SA <br>1.722%, 09/14/2027 | $600 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525642 |
|  Bank of America Corp.<br>2.592%, 04/29/2031 | 575 | 491625 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.884%, 10/22/2030 | 450 | 394403 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.384%, 04/02/2026 | 390 | 377126 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.846%, 03/08/2037 | 510 | 445031 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.97%, 03/05/2029 | 520 | 495908 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.974%, 02/07/2030 | 390 | 369002 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.271%, 07/23/2029 | 727 | 702987 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.827%, 07/22/2026 | 495 | 493807 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.204%, 11/10/2028 | 585 | 616964 |
|  Bank of Ireland Group PLC <br>6.253%, 09/16/2026<sup>(a)</sup> | 320 | 324435 |
|  Bank of Nova Scotia (The) <br>4.75%, 02/02/2026 | 461 | 460751 |
|  Barclays PLC<br>7.385%, 11/02/2028 | 499 | 540562 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.437%, 11/02/2033 | 275 | 309782 |
|  BBVA Bancomer SA/Texas <br>5.875%, 09/13/2034<sup>(a)</sup> | 330 | 316759 |
|  BNP Paribas SA<br>2.591%, 01/20/2028<sup>(a)</sup> | 450 | 408271 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 02/25/2031<sup>(a) (b)</sup> | 223 | 182842 |
|  BPCE SA<br>5.029%, 01/15/2025<sup>(a)</sup> | 488 | 487878 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.975%, 01/18/2027<sup>(a)</sup> | 322 | 325954 |
|  Capital One Financial Corp.<br>4.985%, 07/24/2026 | 335 | 332725 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.468%, 02/01/2029 | 146 | 146860 |
|  Citigroup, Inc.<br>2.666%, 01/29/2031 | 400 | 344216 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 02/18/2026<sup>(b)</sup> | 344 | 314000 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.14%, 05/24/2025 | 345 | 340888 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series W<br>4.00%, 12/10/2025<sup>(b)</sup> | 368 | 343248 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series Y<br>4.15%, 11/15/2026<sup>(b)</sup> | 569 | 508544 |
|  Credit Suisse Group AG<br>4.55%, 04/17/2026 | 790 | 728957 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.373%, 07/15/2026<sup>(a)</sup> | 738 | 716546 |
|  Danske Bank A/S<br>4.298%, 04/01/2028<sup>(a)</sup> | 250 | 240668 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.466%, 01/09/2026<sup>(a)</sup> | 350 | 355233 |
|  Deutsche Bank AG/New York NY<br>2.311%, 11/16/2027 | 910 | 809227 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.119%, 07/14/2026 | 173 | 175323 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.72%, 01/18/2029 | 238 | 250445 |
|  Discover Bank <br>4.682%, 08/09/2028 | 385 | 373562 |
|  Discover Financial Services <br>6.70%, 11/29/2032 | 175 | 187010 |
|  Goldman Sachs Group, Inc. (The)<br>1.542%, 09/10/2027 | 881 | 777676 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.948%, 10/21/2027 | 340 | 304256 |

---

------

---

| | | |
|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Series V<br>4.125%, 11/10/2026<sup>(b)</sup> | $248 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;221251 |
|  HSBC Holdings PLC<br>2.013%, 09/22/2028 | 285 | 246736 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.206%, 08/17/2029 | 335 | 283758 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.251%, 11/22/2027 | 355 | 318410 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.973%, 05/22/2030 | 342 | 315078 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.583%, 06/19/2029 | 970 | 939765 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 12/17/2030<sup>(b)</sup> | 267 | 224958 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.755%, 06/09/2028 | 420 | 412931 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.762%, 03/29/2033 | 242 | 223109 |
|  Intesa Sanpaolo SpA <br>7.00%, 11/21/2025<sup>(a)</sup> | 224 | 231423 |
|  JPMorgan Chase & Co.<br>2.947%, 02/24/2028 | 405 | 375415 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.702%, 05/06/2030 | 335 | 311865 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.323%, 04/26/2028 | 560 | 547758 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.546%, 12/15/2025 | 765 | 771181 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.00%, 04/29/2027 | 520 | 592628 |
|  KBC Group NV <br>5.796%, 01/19/2029<sup>(a)</sup> | 209 | 212037 |
|  Lloyds Banking Group PLC <br>7.953%, 11/15/2033 | 516 | 589489 |
|  M&T Bank Corp. <br>3.50%, 09/01/2026<sup>(b)</sup> | 264 | 222132 |
|  Mitsubishi UFJ Financial Group, Inc.<br>1.64%, 10/13/2027 | 828 | 730371 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.852%, 01/19/2033 | 375 | 314430 |
|  Mizuho Financial Group, Inc. <br>5.414%, 09/13/2028 | 560 | 572186 |
|  Morgan Stanley<br>2.484%, 09/16/2036 | 500 | 386970 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.62%, 04/17/2025 | 555 | 544938 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.622%, 04/01/2031 | 125 | 114894 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.431%, 01/23/2030 | 440 | 428371 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.123%, 02/01/2029 | 330 | 333571 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.296%, 10/18/2028 | 595 | 628897 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.342%, 10/18/2033 | 210 | 230870 |
|  National Australia Bank Ltd. <br>3.347%, 01/12/2037<sup>(a)</sup> | 665 | 537845 |
|  Nationwide Building Society <br>2.972%, 02/16/2028<sup>(a)</sup> | 404 | 368125 |
|  NatWest Group PLC <br>7.472%, 11/10/2026 | 234 | 247542 |
|  PNC Financial Services Group, Inc. (The)<br>4.626%, 06/06/2033 | 245 | 236104 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.068%, 01/24/2034 | 149 | 150232 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series O<br>8.492% (LIBOR 3 Month + 3.68%), 05/01/2023<sup>(b) (c)</sup> | 358 | 360592 |
|  Santander Holdings USA, Inc.<br>2.49%, 01/06/2028 | 213 | 187649 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 07/13/2027 | 320 | 311286 |
|  Societe Generale SA <br>2.797%, 01/19/2028<sup>(a)</sup> | 795 | 716414 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** | **U.S. $ Value** |
|  Standard Chartered PLC<br>1.456%, 01/14/2027<sup>(a)</sup> | $| 345 | $| 307561 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.971%, 03/30/2026<sup>(a)</sup> |  | 245 |  | 236856 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.17%, 01/09/2027<sup>(a)</sup> |  | 287 |  | 293868 |
|  State Street Corp. <br>4.857%, 01/26/2026 |  | 289 |  | 289978 |
|  Synchrony Bank <br>5.625%, 08/23/2027 |  | 250 |  | 248883 |
|  Truist Financial Corp. <br>Series Q <br>5.10%, 03/01/2030<sup>(b)</sup> |  | 382 |  | 371896 |
|  UBS Group AG <br>4.703%, 08/05/2027<sup>(a)</sup> |  | 335 |  | 330541 |
|  Wells Fargo & Co.<br>3.908%, 04/25/2026 |  | 553 |  | 540110 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series BB<br>3.90%, 03/15/2026<sup>(b)</sup> |  | 805 |  | 741510 |
|  Western Union Co. (The) <br>2.75%, 03/15/2031 |  | 490 |  | 389584 |
|  Westpac Banking Corp.<br>3.02%, 11/18/2036 |  | 630 |  | 493265 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.11%, 07/24/2034 |  | 475 |  | 429058 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36110559 |
|  **Brokerage – 0.9%** | **Brokerage – 0.9%** | **Brokerage – 0.9%** | **Brokerage – 0.9%** | **Brokerage – 0.9%** |
|  Charles Schwab Corp. (The)<br>Series G<br>5.375%, 06/01/2025<sup>(b)</sup> |  | 97 |  | 96576 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series I<br>4.00%, 06/01/2026<sup>(b)</sup> |  | 595 |  | 548007 |
|  Jefferies Financial Group, Inc. <br>5.50%, 10/18/2023 |  | 444 |  | 443623 |
|  Nomura Holdings, Inc. <br>5.709%, 01/09/2026 |  | 322 |  | 326263 |
|  |  |  |  | 1414469 |
|  **Finance – 1.8%** | **Finance – 1.8%** | **Finance – 1.8%** | **Finance – 1.8%** | **Finance – 1.8%** |
|  Aircastle Ltd.<br>2.85%, 01/26/2028<sup>(a)</sup> |  | 664 |  | 578191 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 06/15/2026 |  | 21 |  | 20244 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 08/11/2025<sup>(a)</sup> |  | 210 |  | 205472 |
|  Aviation Capital Group LLC<br>1.95%, 01/30/2026<sup>(a)</sup> |  | 274 |  | 243592 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.95%, 09/20/2026<sup>(a)</sup> |  | 391 |  | 340088 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 11/01/2027<sup>(a)</sup> |  | 116 |  | 103916 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 01/30/2024<sup>(a)</sup> |  | 220 |  | 215930 |
|  Synchrony Financial<br>2.875%, 10/28/2031 |  | 368 |  | 286455 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 12/01/2027 |  | 558 |  | 516100 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 06/13/2025 |  | 267 |  | 262004 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 03/19/2029 |  | 57 |  | 54420 |
|  |  |  |  | 2826412 |
|  **Insurance – 5.6%** | **Insurance – 5.6%** | **Insurance – 5.6%** | **Insurance – 5.6%** | **Insurance – 5.6%** |
|  ACE Capital Trust II <br>9.70%, 04/01/2030 |  | 345 |  | 434707 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** | **U.S. $ Value** |
|  Allstate Corp. (The) <br>Series B <br>5.75%, 08/15/2053 | $| 712 | $| 701064 |
|  Berkshire Hathaway, Inc. <br>2.75%, 03/15/2023 |  | 395 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;393989 |
|  Guardian Life Insurance Co. of America (The) <br>3.70%, 01/22/2070<sup>(a)</sup> |  | 210 |  | 152683 |
|  Hartford Financial Services Group, Inc. (The) <br>Series ICON <br>6.731% (LIBOR 3 Month + 2.12%), 02/12/2047<sup>(a) (c)</sup> |  | 535 |  | 457345 |
|  Humana, Inc. <br>5.75%, 03/01/2028 |  | 264 |  | 275307 |
|  Massachusetts Mutual Life Insurance Co. <br>5.077%, 02/15/2069<sup>(a)</sup> |  | 170 |  | 156830 |
|  MassMutual Global Funding II<br>0.60%, 04/12/2024<sup>(a)</sup> |  | 420 |  | 399084 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.85%, 06/09/2023<sup>(a)</sup> |  | 270 |  | 266080 |
|  Met Tower Global Funding <br>0.70%, 04/05/2024<sup>(a)</sup> |  | 705 |  | 670631 |
|  MetLife Capital Trust IV <br>7.875%, 12/15/2037<sup>(a)</sup> |  | 150 |  | 165000 |
|  MetLife, Inc. <br>Series D <br>5.875%, 03/15/2028<sup>(b)</sup> |  | 170 |  | 169828 |
|  Nationwide Mutual Insurance Co. <br>9.375%, 08/15/2039<sup>(a)</sup> |  | 120 |  | 164618 |
|  New York Life Insurance Co. <br>4.45%, 05/15/2069<sup>(a)</sup> |  | 180 |  | 159973 |
|  Nippon Life Insurance Co. <br>2.75%, 01/21/2051<sup>(a)</sup> |  | 490 |  | 414045 |
|  Peachtree Corners Funding Trust <br>3.976%, 02/15/2025<sup>(a)</sup> |  | 110 |  | 107139 |
|  Prudential Financial, Inc.<br>5.20%, 03/15/2044 |  | 547 |  | 536312 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.375%, 05/15/2045 |  | 260 |  | 254935 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.625%, 06/15/2043 |  | 689 |  | 684990 |
|  Reinsurance Group of America, Inc. <br>3.15%, 06/15/2030 |  | 383 |  | 338897 |
|  Swiss Re Finance Luxembourg SA <br>5.00%, 04/02/2049<sup>(a)</sup> |  | 400 |  | 387660 |
|  UnitedHealth Group, Inc.<br>4.95%, 05/15/2062 |  | 345 |  | 347788 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.05%, 02/15/2063 |  | 290 |  | 339196 |
|  Voya Financial, Inc. <br>5.65%, 05/15/2053 |  | 690 |  | 687088 |
|  |  |  |  | 8665189 |
|  **REITs – 2.8%** | **REITs – 2.8%** | **REITs – 2.8%** | **REITs – 2.8%** | **REITs – 2.8%** |
|  American Homes 4 Rent LP <br>4.25%, 02/15/2028 |  | 5 |  | 4794 |
|  Boston Properties LP <br>6.75%, 12/01/2027 |  | 288 |  | 305081 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** | **U.S. $ Value** |
|  Essential Properties LP <br>2.95%, 07/15/2031 | $| 454 | $| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;344277 |
|  GLP Capital LP/GLP Financing II, Inc.<br>5.25%, 06/01/2025 |  | 313 |  | 310643 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.375%, 04/15/2026 |  | 114 |  | 113882 |
|  Kilroy Realty LP <br>3.45%, 12/15/2024 |  | 40 |  | 38690 |
|  Office Properties Income Trust <br>3.45%, 10/15/2031 |  | 426 |  | 296637 |
|  Public Storage <br>4.774% (SOFR + 0.47%), 04/23/2024<sup>(c)</sup> |  | 335 |  | 333985 |
|  Realty Income Corp. <br>4.60%, 02/06/2024 |  | 1016 |  | 1012078 |
|  Regency Centers LP <br>3.75%, 06/15/2024 |  | 33 |  | 32165 |
|  SITE Centers Corp.<br>4.25%, 02/01/2026 |  | 178 |  | 170939 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 06/01/2027 |  | 295 |  | 283032 |
|  Spirit Realty LP<br>3.20%, 02/15/2031 |  | 385 |  | 325267 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 07/15/2029 |  | 132 |  | 118986 |
|  Vornado Realty LP<br>2.15%, 06/01/2026 |  | 425 |  | 369929 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 06/01/2031 |  | 358 |  | 277020 |
|  |  |  |  | 4337405 |
|  |  |  |  | 53354034 |
|  **Utility – 7.0%** | **Utility – 7.0%** | **Utility – 7.0%** | **Utility – 7.0%** | **Utility – 7.0%** |
|  **Electric – 6.4%** | **Electric – 6.4%** | **Electric – 6.4%** | **Electric – 6.4%** | **Electric – 6.4%** |
|  Abu Dhabi National Energy Co. PJSC <br>4.375%, 04/23/2025<sup>(a)</sup> |  | 215 |  | 213495 |
|  AEP Texas, Inc. <br>4.70%, 05/15/2032 |  | 404 |  | 402590 |
|  AES Panama Generation Holdings SRL <br>4.375%, 05/31/2030<sup>(a)</sup> |  | 200 |  | 178038 |
|  Alfa Desarrollo SpA <br>4.55%, 09/27/2051<sup>(a)</sup> |  | 219 |  | 176301 |
|  American Transmission Systems <br>2.65%, 01/15/2032<sup>(a)</sup> |  | 455 |  | 388602 |
|  CenterPoint Energy, Inc. <br>4.75% (SOFR + 0.65%), 05/13/2024<sup>(c)</sup> |  | 310 |  | 306658 |
|  Commonwealth Edison Co.<br>5.30%, 02/01/2053 |  | 294 |  | 313689 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 133<br>3.85%, 03/15/2052 |  | 185 |  | 157333 |
|  Consolidated Edison Co. of New York, Inc.<br>3.60%, 06/15/2061 |  | 220 |  | 172383 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 05/15/2058 |  | 290 |  | 260005 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series A<br>4.125%, 05/15/2049 |  | 280 |  | 243079 |
|  Duke Energy Carolinas LLC <br>3.45%, 04/15/2051 |  | 400 |  | 314668 |
|  Duke Energy Corp. <br>4.20%, 06/15/2049 |  | 218 |  | 184633 |
|  Duke Energy Progress LLC <br>4.00%, 04/01/2052 |  | 134 |  | 114766 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** | **U.S. $ Value** |
|  Empresas Publicas de Medellin ESP <br>4.25%, 07/18/2029<sup>(a)</sup> | $| 200 | $| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;163913 |
|  Enel Chile SA <br>4.875%, 06/12/2028 |  | 62 |  | 60810 |
|  Enel Finance International NV <br>7.75%, 10/14/2052<sup>(a)</sup> |  | 260 |  | 308766 |
|  Engie Energia Chile SA <br>3.40%, 01/28/2030<sup>(a)</sup> |  | 425 |  | 354822 |
|  Fells Point Funding Trust <br>3.046%, 01/31/2027<sup>(a)</sup> |  | 261 |  | 242860 |
|  Florida Power & Light Co.<br>3.95%, 03/01/2048 |  | 632 |  | 558024 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.347% (SOFR + 0.25%), 05/10/2023<sup>(c)</sup> |  | 140 |  | 139885 |
|  Georgia Power Co.<br>4.30%, 03/15/2042 |  | 340 |  | 306700 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 05/15/2032 |  | 165 |  | 164248 |
|  Kentucky Utilities Co. <br>3.30%, 06/01/2050 |  | 52 |  | 39148 |
|  National Rural Utilities Cooperative Finance Corp.<br>3.45%, 06/15/2025 |  | 365 |  | 355116 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.35%, 02/08/2024 |  | 590 |  | 564193 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 11/15/2023 |  | 265 |  | 262186 |
|  NextEra Energy Capital Holdings, Inc. <br>5.65%, 05/01/2079 |  | 404 |  | 384956 |
|  Niagara Mohawk Power Corp. <br>5.783%, 09/16/2052<sup>(a)</sup> |  | 320 |  | 343837 |
|  Public Service Electric and Gas Co. <br>3.80%, 03/01/2046 |  | 385 |  | 329402 |
|  Public Service Enterprise Group, Inc. <br>8.625%, 04/15/2031 |  | 248 |  | 297935 |
|  San Diego Gas & Electric Co. <br>Series WWW <br>2.95%, 08/15/2051 |  | 215 |  | 156617 |
|  Southern California Edison Co. <br>0.70%, 04/03/2023 |  | 400 |  | 396804 |
|  Southern Co. (The) <br>2.95%, 07/01/2023 |  | 412 |  | 408374 |
|  Southern Power Co. <br>Series F <br>4.95%, 12/15/2046 |  | 77 |  | 70415 |
|  Virginia Electric & Power Co. <br>8.875%, 11/15/2038 |  | 233 |  | 328122 |
|  WEC Energy Group, Inc. <br>4.75%, 01/09/2026 |  | 301 |  | 301668 |
|  |  |  |  | 9965041 |
|  **Natural Gas – 0.6%** | **Natural Gas – 0.6%** | **Natural Gas – 0.6%** | **Natural Gas – 0.6%** | **Natural Gas – 0.6%** |
|  Atmos Energy Corp. <br>3.375%, 09/15/2049 |  | 325 |  | 254455 |
|  GNL Quintero SA <br>4.634%, 07/31/2029<sup>(a)</sup> |  | 153 |  | 149710 |
|  NiSource, Inc. <br>5.65%, 02/01/2045 |  | 60 |  | 62879 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** | **U.S. $ Value** |
|  Piedmont Natural Gas Co., Inc. <br>5.05%, 05/15/2052 | $| 435 | $| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;420454 |
|  |  |  |  | 887498 |
|  |  |  |  | 10852539 |
|  Total Corporates - Investment Grade <br>(cost $160,319,347) | Total Corporates - Investment Grade <br>(cost $160,319,347) | Total Corporates - Investment Grade <br>(cost $160,319,347) |  | 148339306 |
|  **QUASI-SOVEREIGNS – 1.1%** | **QUASI-SOVEREIGNS – 1.1%** | **QUASI-SOVEREIGNS – 1.1%** | **QUASI-SOVEREIGNS – 1.1%** | **QUASI-SOVEREIGNS – 1.1%** |
|  **Quasi-Sovereign Bonds – 1.1%** | **Quasi-Sovereign Bonds – 1.1%** | **Quasi-Sovereign Bonds – 1.1%** | **Quasi-Sovereign Bonds – 1.1%** | **Quasi-Sovereign Bonds – 1.1%** |
|  **Chile – 0.4%** | **Chile – 0.4%** | **Chile – 0.4%** | **Chile – 0.4%** | **Chile – 0.4%** |
|  Empresa de Transporte de Pasajeros Metro SA<br>3.65%, 05/07/2030<sup>(a)</sup> |  | 350 |  | 322722 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 05/07/2050<sup>(a)</sup> |  | 295 |  | 264873 |
|  |  |  |  | 587595 |
|  **Mexico – 0.4%** | **Mexico – 0.4%** | **Mexico – 0.4%** | **Mexico – 0.4%** | **Mexico – 0.4%** |
|  Comision Federal de Electricidad <br>3.348%, 02/09/2031<sup>(a)</sup> |  | 321 |  | 262678 |
|  Petroleos Mexicanos<br>6.50%, 01/23/2029 |  | 135 |  | 121912 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 09/21/2047 |  | 112 |  | 77420 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.95%, 01/28/2060 |  | 169 |  | 115655 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.69%, 01/23/2050 |  | 80 |  | 59740 |
|  |  |  |  | 637405 |
|  **Peru – 0.1%** | **Peru – 0.1%** | **Peru – 0.1%** | **Peru – 0.1%** | **Peru – 0.1%** |
|  Corp. Financiera de Desarrollo SA <br>2.40%, 09/28/2027<sup>(a)</sup> |  | 250 |  | 214250 |
|  **Qatar – 0.2%** | **Qatar – 0.2%** | **Qatar – 0.2%** | **Qatar – 0.2%** | **Qatar – 0.2%** |
|  QatarEnergy <br>3.125%, 07/12/2041<sup>(a)</sup> |  | 277 |  | 218882 |
|  Total Quasi-Sovereigns <br>(cost $2,008,734) | Total Quasi-Sovereigns <br>(cost $2,008,734) | Total Quasi-Sovereigns <br>(cost $2,008,734) |  | 1658132 |
|  **GOVERNMENTS - SOVEREIGN BONDS – 0.7%** | **GOVERNMENTS - SOVEREIGN BONDS – 0.7%** | **GOVERNMENTS - SOVEREIGN BONDS – 0.7%** | **GOVERNMENTS - SOVEREIGN BONDS – 0.7%** | **GOVERNMENTS - SOVEREIGN BONDS – 0.7%** |
|  **Colombia – 0.4%** | **Colombia – 0.4%** | **Colombia – 0.4%** | **Colombia – 0.4%** | **Colombia – 0.4%** |
|  Colombia Government International Bond<br>3.125%, 04/15/2031 |  | 562 |  | 424767 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 05/15/2049 |  | 200 |  | 140912 |
|  |  |  |  | 565679 |
|  **Mexico – 0.2%** | **Mexico – 0.2%** | **Mexico – 0.2%** | **Mexico – 0.2%** | **Mexico – 0.2%** |
|  Mexico Government International Bond<br>4.60%, 01/23/2046 |  | 200 |  | 165500 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 03/08/2044 |  | 120 |  | 103050 |
|  |  |  |  | 268550 |
|  **Peru – 0.0%** | **Peru – 0.0%** | **Peru – 0.0%** | **Peru – 0.0%** | **Peru – 0.0%** |
|  Peruvian Government International Bond <br>2.392%, 01/23/2026 |  | 53 |  | 49267 |

---

------

---

| | | |
|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  **Qatar – 0.1%** |  |  |
|  Qatar Government International Bond <br>4.817%, 03/14/2049<sup>(a)</sup> | $228 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;226860 |
|  **Uruguay – 0.0%** |  |  |
|  Uruguay Government International Bond <br>4.375%, 01/23/2031 | 54 | 53734 |
|  Total Governments - Sovereign Bonds <br>(cost $1,404,324) |  | 1164090 |
|  **CORPORATES - NON-INVESTMENT GRADE – 0.7%** |  |  |
|  **Industrial – 0.5%** |  |  |
|  **Consumer Cyclical - Automotive – 0.2%** |  |  |
|  Ford Motor Credit Co. LLC <br>3.81%, 01/09/2024 | 395 | 387152 |
|  **Consumer Non-Cyclical – 0.3%** |  |  |
|  Perrigo Finance Unlimited Co. <br>4.375%, 03/15/2026 | 420 | 398605 |
|  |  | 785757 |
|  **Financial Institutions – 0.2%** |  |  |
|  **REITs – 0.2%** |  |  |
|  Diversified Healthcare Trust <br>4.75%, 02/15/2028 | 407 | 247794 |
|  Total Corporates - Non-Investment Grade <br>(cost $1,176,375) |  | 1033551 |
|  **Total Investments – 98.4%** <br> (cost $164,908,780)<sup>(d)</sup> |  | 152195079 |
|  Other assets less liabilities – 1.6% |  | 2502629 |
|  **Net Assets – 100.0%** |  | $**154697708** |

---

**FUTURES** 

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Number<br>of<br>Contracts** | **Expiration<br>Month** | **Current<br>Notional** | **Value and<br>Unrealized<br>Appreciation<br>(Depreciation)** |
| **Purchased Contracts** |  |  |  |  |
| U.S. 10 Yr Ultra Futures | 40 | March 2023 | $4848125 | $72742 |
| U.S. T-Note 5 Yr (CBT) Futures | 103 | March 2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11251946 | 118867 |
| U.S. Ultra Bond (CBT) Futures | 41 | March 2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5811750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145095 |
| **Sold Contracts** |  |  |  |  |
| U.S. T-Note 2 Yr (CBT) Futures | 34 | March 2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6992047 | (28464) |
| U.S. T-Note 10 Yr (CBT) Futures | 9 | March 2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1030641 | (14552) |
|  |  |  |  | $293688 |

---

------

**CENTRALLY CLEARED CREDIT DEFAULT SWAPS** 

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **<br>Description** | **Fixed<br>Rate<br>(Pay)<br>Receive** | **Payment<br>Frequency** | **Implied<br>Credit<br>Spread at<br>January 31,**<br> **2023** | **Notional<br>Amount<br>(000)** | **Notional<br>Amount<br>(000)** | **Market<br>Value** | **Upfront<br>Premiums**<br> **Paid**<br> **(Received)** | **Unrealized<br>Appreciation<br>(Depreciation)** |
| **Sale Contracts** | **Sale Contracts** | **Sale Contracts** | **Sale Contracts** | **Sale Contracts** | **Sale Contracts** | **Sale Contracts** | **Sale Contracts** | **Sale Contracts** |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-NAIG Series 39, 5 Year Index, 12/20/2027\* | 1.00% | Quarterly | 0.71% | USD | 3280 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45056 | $3119 | $41937 |

---

*\** *Termination date* 

**CENTRALLY CLEARED INTEREST RATE SWAPS** 

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | | | **Rate Type** | **Rate Type** | | | | |
| **Notional**<br> **Amount**<br> **(000)** | **Notional**<br> **Amount**<br> **(000)** | <br>**Termination<br>Date** | **Payments<br>made<br>by the<br>Fund** | **Payments<br>received<br>by the<br>Fund** |<br>**Payment<br>Frequency<br>Paid/<br>Received** |<br>**Market<br>Value** |<br>**Upfront<br>Premiums<br>Paid<br>(Received)** |<br>**Unrealized<br>Appreciation<br>(Depreciation)** |
| USD | 60 | 11/04/2044 | 3 Month<br>LIBOR | 3.049% | Quarterly/<br> Semi-Annual | $(3968) | $— | $(3968) |
| USD | 60 | 05/05/2045 | 3 Month<br>LIBOR | 2.562% | Quarterly/<br>Semi-Annual | (8602) |  | (8602) |
| USD | 60 | 06/02/2046 | 3 Month<br>LIBOR | 2.186% | Quarterly/<br>Semi-Annual | (12317) |  | (12317) |
| USD | 690 | 07/15/2046 | 3 Month<br>LIBOR | 1.783% | Quarterly/<br>Semi-Annual | (185054) |  | (185054) |
| USD | 270 | 09/02/2046 | 3 Month<br>LIBOR | 1.736% | Quarterly/<br>Semi-Annual | (74540) |  | (74540) |
| USD | 50 | 11/02/2046 | 3 Month<br>LIBOR | 2.086% | Quarterly/<br>Semi-Annual | (11211) |  | (11211) |
|  |  |  |  |  |  | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(295692) | $— | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(295692) |

---

*(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 January 31, 2023, the aggregate market value of these securities amounted to $30,343,211 or 19.6% of net assets.* 

*(b)* *Securities are perpetual and, thus, do not have a predetermined maturity date. The date shown, if applicable, reflects the next call date.* 

*(c)* *Floating Rate Security. Stated interest/floor/ceiling rate was in effect at January 31, 2023.* 

*(d)* *As of January 31, 2023, the cost basis of investment securities owned was substantially identical for both book and tax purposes. Gross unrealized appreciation of investments was $1,300,949 and gross unrealized depreciation of investments was $(13,974,717), resulting in net unrealized depreciation of $(12,673,768).* 

*Glossary:* 

*CBT – Chicago Board of Trade* 

*CDX-NAIG – North American Investment Grade Credit Default Swap Index* 

*LIBOR – London Interbank Offered Rate* 

*PJSC – Public Joint Stock Company* 

*REIT – Real Estate Investment Trust* 

*SOFR – Secured Overnight Financing Rate* 

------

**AB Corporate Income Shares** 

**January 31, 2023 (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.

------

The following table summarizes the valuation of the Fund's investments by the above fair value hierarchy levels as of January 31, 2023:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Investments in Securities:** | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets:** | **Assets:** | **Assets:** | **Assets:** | **Assets:** |
| Corporates - Investment Grade | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182842 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148156464 | $&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;— | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148339306 |
| Quasi-Sovereigns |  | 1658132 |  | 1658132 |
| Governments - Sovereign Bonds |  | 1164090 |  | 1164090 |
| Corporates - Non-Investment Grade |  | 1033551 |  | 1033551 |
| Total Investments in Securities | 182842 | 152012237 |  | 152195079 |
| **Other Financial Instruments<sup>(a)</sup>:** |  |  |  |  |
| **Assets:** | **Assets:** | **Assets:** | **Assets:** | **Assets:** |
| Futures | 336704 |  |  | 336704 |
| Centrally Cleared Credit Default Swaps |  | 45056 |  | 45056 |
| **Liabilities:** | **Liabilities:** | **Liabilities:** | **Liabilities:** | **Liabilities:** |
| Futures | (43016) |  |  | (43016) |
| Centrally Cleared Interest Rate Swaps |  | (295692) |  | (295692) |
| **Total** | $**476530** | $**151761601** | $**—** | $**152238131** |

---

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

## 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 CORPORATE SHARES

- **b. Investment Company Act file number:** 811-21497

- **c. CIK number of Registrant:** 0001274676

- **d. LEI of Registrant:** 549300BBBXET1QJ4NU38

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

  - **Street Address 1:** ALLIANCEBERNSTEIN LP

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10105

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

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

- **a. Name of Series:** AB Corporate Income Shares

- **b. EDGAR series identifier (if any):** S000010876

- **c. LEI of Series:** 5493006SM2VQF4F57O64

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

- **a. Date of fiscal year-end:** 2023-04-30

- **b. Date as of which information is reported:** 2023-01-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $157711259.73

**Total Liabilities:** $2911732.13

**Net Assets:** $154799527.60

**Delayed Delivery Securities:** $1768372.92

**Cash Not Reported:** $3431884.54

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -10.56000000 | **1-Year:** -442.72000000 | **5-Year:** -5458.85000000 | **10-Year:** -3304.22000000 | **30-Year:** -16804.63000000

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

- **3-Month:** -24.57000000 | **1-Year:** -1212.19000000 | **5-Year:** -8281.59000000 | **10-Year:** -13588.42000000 | **30-Year:** -53442.83000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000030134 | 5.05%                | -0.15%               | 4.35%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1363612.43             | $7474588.27                                |
| Month 2  | $-524944.21              | $-52300.30                                 |
| Month 3  | $-696719.27              | $5899082.98                                |

**Designated Index Information**

- **Index Name:** Bloomberg US Credit Unhedged

- **Index Identifier:** LUCRTRUU: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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| SYNCHRONY BANK                  | Synchrony Bank                                                                                                     | CUSIP: 87166FAE3<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248882.50    | 0.16%             | 2027-08-23      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL        | Penske Truck Leasing Co Lp / PTL Finance Corp                                                                      | CUSIP: 709599AX2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    117000 | PA      | $112357.44    | 0.07%             | 2027-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| WESTERN UNION CO/THE            | Western Union Co/The                                                                                               | CUSIP: 959802BA6<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |    490000 | PA      | $389584.30    | 0.25%             | 2031-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| APPLE INC                       | Apple Inc                                                                                                          | CUSIP: 037833DW7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    170000 | PA      | $120297.10    | 0.08%             | 2050-05-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                  | Morgan Stanley                                                                                                     | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    125000 | PA      | $114893.75    | 0.07%             | 2031-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SKYWORKS SOLUTIONS INC          | Skyworks Solutions Inc                                                                                             | CUSIP: 83088MAL6<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | DBT              | CORP              | US        |    259000 | PA      | $213403.05    | 0.14%             | 2031-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                    | Broadcom Inc                                                                                                       | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    573000 | PA      | $438029.85    | 0.28%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP          | Mizuho Financial Group Inc                                                                                         | CUSIP: 60687YCL1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    560000 | PA      | $572185.60    | 0.37%             | 2028-09-13      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| GNL Quintero SA                 | GNL Quintero SA                                                                                                    | CUSIP: 36190CAA5<br>LEI: 549300JJJIQXE6E1QY27 | Long             | DBT              | CORP              | CL        |    152960 | PA      | $149709.60    | 0.10%             | 2029-07-31      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                  | Microsoft Corp                                                                                                     | CUSIP: 594918BQ6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    848000 | PA      | $835432.64    | 0.54%             | 2023-08-08      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EQUATE PETROCHEMICAL BV         | Equate Petrochemical BV                                                                                            | CUSIP: 29441WAD7<br>LEI: 635400Y3Z5R4NJSMQ630 | Long             | DBT              | CORP              | NL        |    317000 | PA      | $281694.13    | 0.18%             | 2028-04-28      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| ACE Capital Trust II            | ACE Capital Trust II                                                                                               | CUSIP: 00440FAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    345000 | PA      | $434706.90    | 0.28%             | 2030-04-01      | Fixed         | 9.70%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES           | TransCanada PipeLines Ltd                                                                                          | CUSIP: 89352HAD1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     67000 | PA      | $73348.92     | 0.05%             | 2037-10-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| VORNADO REALTY LP               | Vornado Realty LP                                                                                                  | CUSIP: 929043AL1<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              |  | US        |    358000 | PA      | $277020.40    | 0.18%             | 2031-06-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES          | PNC Financial Services Group Inc/The                                                                               | CUSIP: 693475BE4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    245000 | PA      | $236104.05    | 0.15%             | 2033-06-06      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: SS0V7J9   IRS USD R F  2.56200 IS0V7J9 CCPVANILLA / Short: SS0V7J9   IRS USD P V 03MLIBOR IS0V7K0 CCPVANILLA | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     60000 | OU      | $-8601.54     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP         | Australia & New Zealand Banking Group Ltd                                                                          | CUSIP: 05252ADF5<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    543000 | PA      | $543754.77    | 0.35%             | 2025-02-03      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC               | HSBC Holdings PLC                                                                                                  | CUSIP: 404280DF3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    420000 | PA      | $412931.40    | 0.27%             | 2028-06-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co        | Florida Power & Light Co                                                                                           | CUSIP: 341081FQ5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    632000 | PA      | $558024.40    | 0.36%             | 2048-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC        | Thermo Fisher Scientific Inc                                                                                       | CUSIP: 883556CP5<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   1258000 | PA      | $1221845.08   | 0.79%             | 2023-10-18      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                    | Comcast Corp                                                                                                       | CUSIP: 20030NCY5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    558000 | PA      | $464289.48    | 0.30%             | 2039-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                     | MetLife Inc                                                                                                        | CUSIP: 59156RBT4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    170000 | PA      | $169828.30    | 0.11%             | 2028-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA              | Banco Santander SA                                                                                                 | CUSIP: 05964HAN5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $525642.00    | 0.34%             | 2027-09-14      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF        | Take-Two Interactive Software Inc                                                                                  | CUSIP: 874054AE9<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    263000 | PA      | $257766.30    | 0.17%             | 2024-03-28      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| SPIRIT REALTY LP                | Spirit Realty LP                                                                                                   | CUSIP: 84861TAD0<br>LEI: 549300GTBVIBJRX5BW73 | Long             | DBT              |  | US        |    132000 | PA      | $118986.12    | 0.08%             | 2029-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA            | Colombia Government International Bond                                                                             | CUSIP: 195325DS1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    562000 | PA      | $424766.63    | 0.27%             | 2031-04-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC        | Celanese US Holdings LLC                                                                                           | CUSIP: 15089QAL8<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    165000 | PA      | $166288.65    | 0.11%             | 2025-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP          | Aviation Capital Group LLC                                                                                         | CUSIP: 05369AAL5<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    391000 | PA      | $340087.89    | 0.22%             | 2026-09-20      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Discover Bank                   | Discover Bank                                                                                                      | CUSIP: 25466AAN1<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |    385000 | PA      | $373561.65    | 0.24%             | 2028-08-09      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                      | AbbVie Inc                                                                                                         | CUSIP: 00287YAM1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    350000 | PA      | $323102.50    | 0.21%             | 2042-11-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA          | Santander Holdings USA Inc                                                                                         | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    198000 | PA      | $174434.04    | 0.11%             | 2028-01-06      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL          | NextEra Energy Capital Holdings Inc                                                                                | CUSIP: 65339KBK5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    404000 | PA      | $384955.44    | 0.25%             | 2079-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC          | Standard Chartered PLC                                                                                             | CUSIP: 853254CL2<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    273000 | PA      | $284637.99    | 0.18%             | 2025-11-16      | Fixed         | 7.78%                 | No            |                  2 | On Loan: No      |
| Apple Inc                       | Apple Inc                                                                                                          | CUSIP: 037833AT7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    871000 | PA      | $869475.75    | 0.56%             | 2044-05-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP            | Bank of America Corp                                                                                               | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    585000 | PA      | $616964.40    | 0.40%             | 2028-11-10      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ALFA DESARROLLO SPA             | Alfa Desarrollo SpA                                                                                                | CUSIP: 01538TAA3<br>LEI: 2549006BJAN34R520038 | Long             | DBT              | CORP              | CL        |    219198 | PA      | $176300.97    | 0.11%             | 2051-09-27      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC          | Standard Chartered PLC                                                                                             | CUSIP: 853254CQ1<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    287000 | PA      | $293867.91    | 0.19%             | 2027-01-09      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                | Altria Group Inc                                                                                                   | CUSIP: 02209SBJ1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    180000 | PA      | $159377.40    | 0.10%             | 2030-05-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO          | General Motors Financial Co Inc                                                                                    | CUSIP: 37045XCL8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    116000 | PA      | $115568.48    | 0.07%             | 2023-06-19      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC             | Global Payments Inc                                                                                                | CUSIP: 37940XAH5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    545000 | PA      | $454464.60    | 0.29%             | 2031-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                   | Citigroup Inc                                                                                                      | CUSIP: 172967MV0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    344000 | PA      | $313999.76    | 0.20%             | 2026-02-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE ENTRMN        | Time Warner Cable Enterprises LLC                                                                                  | CUSIP: 88731EAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    967000 | PA      | $970974.37    | 0.63%             | 2023-03-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON             | Southern California Edison Co                                                                                      | CUSIP: 842400GZ0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    400000 | PA      | $396804.00    | 0.26%             | 2023-04-03      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                | Peruvian Government International Bond                                                                             | CUSIP: 715638DE9<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     53000 | PA      | $49266.81     | 0.03%             | 2026-01-23      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT           | Freeport Indonesia PT                                                                                              | CUSIP: 69377FAB2<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |    240000 | PA      | $227426.40    | 0.15%             | 2032-04-14      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS             | Petroleos Mexicanos                                                                                                | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     80000 | PA      | $59740.00     | 0.04%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP            | Bank of America Corp                                                                                               | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    575000 | PA      | $491625.00    | 0.32%             | 2031-04-29      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC         | Goldman Sachs Group Inc/The                                                                                        | CUSIP: 38141GYU2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    248000 | PA      | $221250.72    | 0.14%             | 2026-11-10      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC               | Kinder Morgan Inc                                                                                                  | CUSIP: 49456BAH4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    485000 | PA      | $473423.05    | 0.31%             | 2045-06-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP        | Charter Communications Operating LLC / Charter Communications Operating Capital                                    | CUSIP: 161175CK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $251424.00    | 0.16%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                        | AT&T Inc                                                                                                           | CUSIP: 00206RGN6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105586.00    | 0.07%             | 2028-01-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE INSURANCE         | New York Life Insurance Co                                                                                         | CUSIP: 64952GAQ1<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |    180000 | PA      | $159973.20    | 0.10%             | 2069-05-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| MOLSON COORS BEVERAGE           | Molson Coors Beverage Co                                                                                           | CUSIP: 60871RAH3<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |    210000 | PA      | $175807.80    | 0.11%             | 2046-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                | Societe Generale SA                                                                                                | CUSIP: 83368RBH4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    795000 | PA      | $716414.25    | 0.46%             | 2028-01-19      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC         | Consolidated Edison Co of New York Inc                                                                             | CUSIP: 209111GB3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    220000 | PA      | $172383.20    | 0.11%             | 2061-06-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP            | Westpac Banking Corp                                                                                               | CUSIP: 961214FG3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    335000 | PA      | $331438.95    | 0.21%             | 2033-08-10      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP         | John Deere Capital Corp                                                                                            | CUSIP: 24422EUX5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    385000 | PA      | $376818.75    | 0.24%             | 2024-03-07      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                    | Broadcom Inc                                                                                                       | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    466000 | PA      | $361755.80    | 0.23%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial             | Synchrony Financial                                                                                                | CUSIP: 87165BAP8<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     57000 | PA      | $54419.61     | 0.04%             | 2029-03-19      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                     | Southern Co/The                                                                                                    | CUSIP: 842587CU9<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    412000 | PA      | $408374.40    | 0.26%             | 2023-07-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade          | US 10YR ULTRA FUT MAR23                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        35 | NC      | $73685.74     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC HOLDINGS PLC               | HSBC Holdings PLC                                                                                                  | CUSIP: 404280CV9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    335000 | PA      | $283758.40    | 0.18%             | 2029-08-17      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| ENA MASTER TRUST                | ENA Master Trust                                                                                                   | CUSIP: 29249BAA3<br>LEI: 549300CBCHB6Q73VG753 | Long             | DBT              | CORP              | PA        |    370000 | PA      | $289871.88    | 0.19%             | 2048-05-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS             | Petroleos Mexicanos                                                                                                | CUSIP: 71654QDF6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    169000 | PA      | $115655.15    | 0.07%             | 2060-01-28      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP        | National Rural Utilities Cooperative Finance Corp                                                                  | CUSIP: 637432MV4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    265000 | PA      | $262185.70    | 0.17%             | 2023-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES           | TransCanada PipeLines Ltd                                                                                          | CUSIP: 8935268Z9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     88000 | PA      | $107768.32    | 0.07%             | 2039-01-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp            | Bank of America Corp                                                                                               | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    520000 | PA      | $495908.40    | 0.32%             | 2029-03-05      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc               | Suncor Energy Inc                                                                                                  | CUSIP: 86722TAB8<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    215000 | PA      | $238824.15    | 0.15%             | 2039-06-01      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE        | Caterpillar Financial Services Corp                                                                                | CUSIP: 14913R2Y2<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    595000 | PA      | $601152.30    | 0.39%             | 2025-01-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                   | McKesson Corp                                                                                                      | CUSIP: 581557BR5<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    926000 | PA      | $826482.78    | 0.53%             | 2026-08-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| IBM CORP                        | International Business Machines Corp                                                                               | CUSIP: 459200KC4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    570000 | PA      | $504894.60    | 0.33%             | 2049-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE MUTUAL INSURA        | Nationwide Mutual Insurance Co                                                                                     | CUSIP: 638671AK3<br>LEI: Z7LVXXWM8HZPKF5T2355 | Long             | DBT              | CORP              | US        |    120000 | PA      | $164618.40    | 0.11%             | 2039-08-15      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                   | Westlake Corp                                                                                                      | CUSIP: 960413BA9<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    710000 | PA      | $460683.50    | 0.30%             | 2061-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                   | AIB Group PLC                                                                                                      | CUSIP: 00135TAC8<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    455000 | PA      | $470906.80    | 0.30%             | 2026-10-14      | Fixed         | 7.58%                 | No            |                  2 | On Loan: No      |
| MetLife Capital Trust IV        | MetLife Capital Trust IV                                                                                           | CUSIP: 591560AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $165000.00    | 0.11%             | 2037-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC            | Glencore Funding LLC                                                                                               | CUSIP: 378272AX6<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    521000 | PA      | $477996.66    | 0.31%             | 2025-09-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC               | Cisco Systems Inc                                                                                                  | CUSIP: 17275RBH4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    773000 | PA      | $760253.23    | 0.49%             | 2023-09-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC              | Analog Devices Inc                                                                                                 | CUSIP: 032654AS4<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |     36000 | PA      | $34909.56     | 0.02%             | 2025-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC        | Warnermedia Holdings Inc                                                                                           | CUSIP: 55903VAN3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    305000 | PA      | $260405.95    | 0.17%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                    | Broadcom Inc                                                                                                       | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    452000 | PA      | $414954.08    | 0.27%             | 2037-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP        | Sumitomo Mitsui Financial Group Inc                                                                                | CUSIP: 86562MCT5<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    736000 | PA      | $747614.08    | 0.48%             | 2026-01-13      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                    | Ecopetrol SA                                                                                                       | CUSIP: 279158AJ8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     25000 | PA      | $17903.13     | 0.01%             | 2045-05-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC        | Celanese US Holdings LLC                                                                                           | CUSIP: 15089QAR5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    165000 | PA      | $165961.95    | 0.11%             | 2024-07-05      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL             | Synchrony Financial                                                                                                | CUSIP: 87165BAS2<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    267000 | PA      | $262004.43    | 0.17%             | 2025-06-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Apple Inc                       | Apple Inc                                                                                                          | CUSIP: 037833BY5<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    840000 | PA      | $816085.20    | 0.53%             | 2026-02-23      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING           | Alibaba Group Holding Ltd                                                                                          | CUSIP: 01609WAX0<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $328196.00    | 0.21%             | 2031-02-09      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP          | Aviation Capital Group LLC                                                                                         | CUSIP: 05369AAA9<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    116000 | PA      | $103916.28    | 0.07%             | 2027-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION               | Sysco Corp                                                                                                         | CUSIP: 871829BQ9<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    425000 | PA      | $356222.25    | 0.23%             | 2031-12-14      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| BLOCK FINANCIAL LLC             | Block Financial LLC                                                                                                | CUSIP: 093662AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    430000 | PA      | $377441.10    | 0.24%             | 2028-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HP INC                          | HP Inc                                                                                                             | CUSIP: 40434LAN5<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    695000 | PA      | $682691.55    | 0.44%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP          | Mitsubishi UFJ Financial Group Inc                                                                                 | CUSIP: 606822BZ6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    828000 | PA      | $730370.52    | 0.47%             | 2027-10-13      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK           | Toronto-Dominion Bank/The                                                                                          | CUSIP: 89115A2K7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    442000 | PA      | $447794.62    | 0.29%             | 2026-01-09      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC         | Jefferies Financial Group Inc                                                                                      | CUSIP: 527288BE3<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    444000 | PA      | $443622.60    | 0.29%             | 2023-10-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Biogen Inc                      | Biogen Inc                                                                                                         | CUSIP: 09062XAF0<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    385000 | PA      | $378335.65    | 0.24%             | 2025-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                     | PepsiCo Inc                                                                                                        | CUSIP: 713448FB9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    787000 | PA      | $763500.18    | 0.49%             | 2023-10-07      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| INTERPUBLIC GROUP COS           | Interpublic Group of Cos Inc/The                                                                                   | CUSIP: 460690BS8<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |    340000 | PA      | $258566.60    | 0.17%             | 2041-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC             | Nomura Holdings Inc                                                                                                | CUSIP: 65535HBG3<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    322000 | PA      | $326263.28    | 0.21%             | 2026-01-09      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| United Mexican States           | Mexico Government International Bond                                                                               | CUSIP: 91086QBB3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    120000 | PA      | $103050.00    | 0.07%             | 2044-03-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Mylan Inc                       | Mylan Inc                                                                                                          | CUSIP: 628530BD8<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |    682000 | PA      | $676434.88    | 0.44%             | 2023-11-29      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC        | Ford Motor Credit Co LLC                                                                                           | CUSIP: 345397YG2<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    395000 | PA      | $387151.35    | 0.25%             | 2024-01-09      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                 | Sealed Air Corp                                                                                                    | CUSIP: 81211KAZ3<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    545000 | PA      | $479360.20    | 0.31%             | 2026-10-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| Hasbro Inc                      | Hasbro Inc                                                                                                         | CUSIP: 418056AU1<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    355000 | PA      | $316507.35    | 0.20%             | 2044-05-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                     | Walmart Inc                                                                                                        | CUSIP: 931142EB5<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    320000 | PA      | $307433.60    | 0.20%             | 2038-06-28      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CORP FINANCIERA DE DESAR        | Corp Financiera de Desarrollo SA                                                                                   | CUSIP: 21987DAE4<br>LEI: 254900BOM7T4MG6T0J30 | Long             | DBT              | NUSS              | PE        |    250000 | PA      | $214250.00    | 0.14%             | 2027-09-28      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV         | Fidelity National Information Services Inc                                                                         | CUSIP: 31620MBP0<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   1295000 | PA      | $1290376.85   | 0.83%             | 2023-03-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Corning Inc                     | Corning Inc                                                                                                        | CUSIP: 219350AW5<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    455000 | PA      | $433542.20    | 0.28%             | 2042-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL        | Penske Truck Leasing Co Lp / PTL Finance Corp                                                                      | CUSIP: 709599BB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $295002.00    | 0.19%             | 2024-02-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCE        | Pioneer Natural Resources Co                                                                                       | CUSIP: 723787AR8<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    560000 | PA      | $464049.60    | 0.30%             | 2031-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY        | Uruguay Government International Bond                                                                              | CUSIP: 917288BK7<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     53896 | PA      | $53734.31     | 0.03%             | 2031-01-23      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MET TOWER GLOBAL FUNDING        | Met Tower Global Funding                                                                                           | CUSIP: 58989V2C7<br>LEI: 635400OFJCY9IOGBGY57 | Long             | DBT              | CORP              | US        |    705000 | PA      | $670631.25    | 0.43%             | 2024-04-05      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES/SKYMILES        | Delta Air Lines Inc / SkyMiles IP Ltd                                                                              | CUSIP: 830867AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    120084 | PA      | $118614.17    | 0.08%             | 2025-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FUNDIN        | MassMutual Global Funding II                                                                                       | CUSIP: 57629WDB3<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |    420000 | PA      | $399084.00    | 0.26%             | 2024-04-12      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE         | Walt Disney Co/The                                                                                                 | CUSIP: 254687CR5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39702.00     | 0.03%             | 2023-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade          | US ULTRA BOND CBT MAR23                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        48 | NC      | $177803.48    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCEDES-BENZ FIN NA            | Mercedes-Benz Finance North America LLC                                                                            | CUSIP: 58769JAA5<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    530000 | PA      | $537420.00    | 0.35%             | 2024-11-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TRANSMISSION SY        | American Transmission Systems Inc                                                                                  | CUSIP: 030288AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    455000 | PA      | $388601.85    | 0.25%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD            | Tencent Holdings Ltd                                                                                               | CUSIP: 88032XAU8<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |    397000 | PA      | $333543.52    | 0.22%             | 2030-06-03      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                     | Oracle Corp                                                                                                        | CUSIP: 68389XAH8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    254000 | PA      | $267870.94    | 0.17%             | 2039-07-08      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP          | Aviation Capital Group LLC                                                                                         | CUSIP: 05369AAK7<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    274000 | PA      | $243591.48    | 0.16%             | 2026-01-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| CORNING INC                     | Corning Inc                                                                                                        | CUSIP: 219350BQ7<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    195000 | PA      | $187777.20    | 0.12%             | 2079-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                 | CVS Health Corp                                                                                                    | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    315000 | PA      | $303162.30    | 0.20%             | 2045-07-20      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                 | Danske Bank A/S                                                                                                    | CUSIP: 23636ABC4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    250000 | PA      | $240667.50    | 0.16%             | 2028-04-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                    | NiSource Inc                                                                                                       | CUSIP: 65473QBD4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62879.40     | 0.04%             | 2045-02-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO             | JPMorgan Chase & Co                                                                                                | CUSIP: 46647PDM5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    765000 | PA      | $771181.20    | 0.50%             | 2025-12-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                  | Amazon.com Inc                                                                                                     | CUSIP: 023135BM7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    170000 | PA      | $155772.70    | 0.10%             | 2057-08-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE             | Dow Chemical Co/The                                                                                                | CUSIP: 260543DH3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    130000 | PA      | $154198.20    | 0.10%             | 2053-05-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP         | John Deere Capital Corp                                                                                            | CUSIP: 24422EWN5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    223000 | PA      | $229919.69    | 0.15%             | 2029-10-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                 | Hershey Co/The                                                                                                     | CUSIP: 427866BB3<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    245000 | PA      | $191242.10    | 0.12%             | 2049-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| State of Qatar                  | Qatar Government International Bond                                                                                | CUSIP: 74727PBB6<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    228000 | PA      | $226860.00    | 0.15%             | 2049-03-14      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II         | GLP Capital LP / GLP Financing II Inc                                                                              | CUSIP: 361841AH2<br>LEI: N/A                  | Long             | DBT              |  | US        |    114000 | PA      | $113881.44    | 0.07%             | 2026-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc. | Long: SS2IEY2   CDS USD R F  1.00000 IS2IEY2 CCPCDX / Short: SS2IEY2   CDS USD P V 03MEVENT IS2IEZ3 CCPCDX         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   3280000 | OU      | $45055.97     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP            | Boston Properties LP                                                                                               | CUSIP: 10112RBG8<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    288000 | PA      | $305081.28    | 0.20%             | 2027-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                      | Cigna Corp                                                                                                         | CUSIP: 125523AX8<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     53000 | PA      | $59577.30     | 0.04%             | 2027-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| HP INC                          | HP Inc                                                                                                             | CUSIP: 40434LAL9<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    390000 | PA      | $348145.20    | 0.22%             | 2032-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                  | Amazon.com Inc                                                                                                     | CUSIP: 023135CK0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    280000 | PA      | $245599.20    | 0.16%             | 2062-04-13      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PEACHTREE FUNDING TRUST         | Peachtree Corners Funding Trust                                                                                    | CUSIP: 70466WAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $107138.90    | 0.07%             | 2025-02-15      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL          | Anglo American Capital PLC                                                                                         | CUSIP: 034863BB5<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    221000 | PA      | $205944.38    | 0.13%             | 2029-03-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP               | TSMC Arizona Corp                                                                                                  | CUSIP: 872898AJ0<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    345000 | PA      | $338962.50    | 0.22%             | 2052-04-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                  | Mastercard Inc                                                                                                     | CUSIP: 57636QAN4<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    804000 | PA      | $765198.96    | 0.49%             | 2025-03-03      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS          | BBVA Bancomer SA/Texas                                                                                             | CUSIP: 05533UAG3<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |    330000 | PA      | $316758.75    | 0.20%             | 2034-09-13      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia            | Colombia Government International Bond                                                                             | CUSIP: 195325DQ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    200000 | PA      | $140912.50    | 0.09%             | 2049-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA             | Bank of Nova Scotia/The                                                                                            | CUSIP: 06417XAN1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    461000 | PA      | $460751.06    | 0.30%             | 2026-02-02      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade          | US 10YR NOTE (CBT)MAR23                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -9 | NC      | $-14551.58    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| PILGRIM'S PRIDE CORP            | Pilgrim's Pride Corp                                                                                               | CUSIP: 72147KAG3<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    400000 | PA      | $325584.00    | 0.21%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS        | Santander UK Group Holdings PLC                                                                                    | CUSIP: 80281LAS4<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    745000 | PA      | $770732.30    | 0.50%             | 2026-11-21      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                       | Amgen Inc                                                                                                          | CUSIP: 031162DK3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    335000 | PA      | $318099.25    | 0.21%             | 2053-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMERISOURCEBERGEN CORP          | AmerisourceBergen Corp                                                                                             | CUSIP: 03073EAS4<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    277000 | PA      | $275642.70    | 0.18%             | 2023-03-15      | Fixed         | 0.74%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                     | BNP Paribas SA                                                                                                     | CUSIP: 09659W2T0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    450000 | PA      | $408271.50    | 0.26%             | 2028-01-20      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC            | Glencore Funding LLC                                                                                               | CUSIP: 378272AH1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    175000 | PA      | $173738.25    | 0.11%             | 2024-04-29      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: SS14LG2   IRS USD R F  2.18550 IS14LG2 CCPVANILLA / Short: SS14LG2   IRS USD P V 03MLIBOR IS14LH3 CCPVANILLA | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     60000 | OU      | $-12317.20    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ESSENTIAL PROPER                | Essential Properties LP                                                                                            | CUSIP: 29670VAA7<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              |  | US        |    454000 | PA      | $344277.28    | 0.22%             | 2031-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: SS17E06   IRS USD R F  1.73600 IS17E06 CCPVANILLA / Short: SS17E06   IRS USD P V 03MLIBOR IS17E17 CCPVANILLA | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    270000 | OU      | $-74539.66    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| QUALCOMM INC                    | QUALCOMM Inc                                                                                                       | CUSIP: 747525BT9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    585000 | PA      | $671492.25    | 0.43%             | 2053-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                       | Prosus NV                                                                                                          | CUSIP: 74365PAA6<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    210000 | PA      | $180993.75    | 0.12%             | 2030-01-21      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO         | Piedmont Natural Gas Co Inc                                                                                        | CUSIP: 720186AP0<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    435000 | PA      | $420453.60    | 0.27%             | 2052-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                      | Humana Inc                                                                                                         | CUSIP: 444859BU5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    264000 | PA      | $275307.12    | 0.18%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                       | ONEOK Inc                                                                                                          | CUSIP: 682680BG7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    127000 | PA      | $133395.72    | 0.09%             | 2032-11-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| HARTFORD FINL SVCS GRP          | Hartford Financial Services Group Inc/The                                                                          | CUSIP: 416515BC7<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    535000 | PA      | $457344.75    | 0.30%             | 2047-02-12      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                     | Cargill Inc                                                                                                        | CUSIP: 141781BZ6<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    166000 | PA      | $172890.66    | 0.11%             | 2032-10-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                | Deutsche Bank AG/New York NY                                                                                       | CUSIP: 25160PAJ6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    173000 | PA      | $175323.39    | 0.11%             | 2026-07-14      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP              | Energy Transfer LP                                                                                                 | CUSIP: 86765BAQ2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    135000 | PA      | $123176.70    | 0.08%             | 2045-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY           | Wells Fargo & Co                                                                                                   | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    805000 | PA      | $741509.65    | 0.48%             | 2026-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                     | BNP Paribas SA                                                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    223000 | PA      | $182842.16    | 0.12%             | 2031-02-25      | Fixed         | 4.62%                 | No            |                  1 | On Loan: No      |
| AMAZON.COM INC                  | Amazon.com Inc                                                                                                     | CUSIP: 023135CP9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    531000 | PA      | $537807.42    | 0.35%             | 2027-12-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                  | S&P Global Inc                                                                                                     | CUSIP: 78409VAY0<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20252.20     | 0.01%             | 2028-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP          | Mitsubishi UFJ Financial Group Inc                                                                                 | CUSIP: 606822CD4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    375000 | PA      | $314430.00    | 0.20%             | 2033-01-19      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| TENGIZCHEVROIL FIN CO IN        | Tengizchevroil Finance Co International Ltd                                                                        | CUSIP: 88034QAC1<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | CORP              | BM        |    265000 | PA      | $199743.75    | 0.13%             | 2030-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE         | Walt Disney Co/The                                                                                                 | CUSIP: 254687EB8<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    161000 | PA      | $185265.92    | 0.12%             | 2035-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP            | Bank of America Corp                                                                                               | CUSIP: 06051GHX0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    450000 | PA      | $394402.50    | 0.25%             | 2030-10-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP            | Westpac Banking Corp                                                                                               | CUSIP: 961214EX7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    630000 | PA      | $493264.80    | 0.32%             | 2036-11-18      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO          | General Motors Financial Co Inc                                                                                    | CUSIP: 37045XDZ6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    303000 | PA      | $308760.03    | 0.20%             | 2025-10-10      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp           | Northrop Grumman Corp                                                                                              | CUSIP: 666807BG6<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    840000 | PA      | $833918.40    | 0.54%             | 2023-08-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                | BAT Capital Corp                                                                                                   | CUSIP: 05526DBV6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    195000 | PA      | $174152.55    | 0.11%             | 2052-03-16      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| LYONDELLBASELL IND NV           | LyondellBasell Industries NV                                                                                       | CUSIP: 552081AM3<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | DBT              | CORP              | NL        |    792000 | PA      | $682220.88    | 0.44%             | 2055-02-26      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                    | UBS Group AG                                                                                                       | CUSIP: 902613AS7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    335000 | PA      | $330541.15    | 0.21%             | 2027-08-05      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                  | Merck & Co Inc                                                                                                     | CUSIP: 58933YAR6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    391000 | PA      | $378980.66    | 0.24%             | 2025-02-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY          | ConocoPhillips Co                                                                                                  | CUSIP: 20826FAV8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    405000 | PA      | $346927.05    | 0.22%             | 2052-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL             | Synchrony Financial                                                                                                | CUSIP: 87165BAR4<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    368000 | PA      | $286454.88    | 0.19%             | 2031-10-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT        | Western Midstream Operating LP                                                                                     | CUSIP: 958254AF1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     81000 | PA      | $78109.92     | 0.05%             | 2026-07-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES          | PNC Financial Services Group Inc/The                                                                               | CUSIP: 693475BM6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    149000 | PA      | $150232.23    | 0.10%             | 2034-01-24      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION         | Exxon Mobil Corp                                                                                                   | CUSIP: 30231GBG6<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    220000 | PA      | $207147.60    | 0.13%             | 2050-03-19      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| BPCE SA                         | BPCE SA                                                                                                            | CUSIP: 05578AAZ1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    488000 | PA      | $487878.00    | 0.32%             | 2025-01-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC        | Duke Energy Progress LLC                                                                                           | CUSIP: 26442UAP9<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    134000 | PA      | $114765.64    | 0.07%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BAIDU INC                       | Baidu Inc                                                                                                          | CUSIP: 056752AV0<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |    435000 | PA      | $381247.05    | 0.25%             | 2027-02-23      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| BAIDU INC                       | Baidu Inc                                                                                                          | CUSIP: 056752AQ1<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |    265000 | PA      | $252709.30    | 0.16%             | 2025-04-07      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                   | Aircastle Ltd                                                                                                      | CUSIP: 00928QAS0<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |     21000 | PA      | $20244.42     | 0.01%             | 2026-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP              | Regal Rexnord Corp                                                                                                 | CUSIP: 758750AE3<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |     82000 | PA      | $83487.48     | 0.05%             | 2030-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                  | Microsoft Corp                                                                                                     | CUSIP: 594918BR4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    864000 | PA      | $815114.88    | 0.53%             | 2026-08-08      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA          | NXP BV / NXP Funding LLC / NXP USA Inc                                                                             | CUSIP: 62954HAW8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     24000 | PA      | $22820.64     | 0.01%             | 2025-05-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| WEIBO CORP                      | Weibo Corp                                                                                                         | CUSIP: 948596AD3<br>LEI: 549300Q9ID4640FE0422 | Long             | DBT              | CORP              | KY        |    373000 | PA      | $360714.31    | 0.23%             | 2024-07-05      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS        | Discovery Communications LLC                                                                                       | CUSIP: 25470DAT6<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    468000 | PA      | $390260.52    | 0.25%             | 2047-09-20      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FACTSET RESEARCH SYSTEMS        | FactSet Research Systems Inc                                                                                       | CUSIP: 303075AA3<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | DBT              | CORP              | US        |    515000 | PA      | $481236.60    | 0.31%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC               | NatWest Group PLC                                                                                                  | CUSIP: 639057AG3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    234000 | PA      | $247541.58    | 0.16%             | 2026-11-10      | Fixed         | 7.47%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                | Deutsche Bank AG/New York NY                                                                                       | CUSIP: 251526CP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    910000 | PA      | $809226.60    | 0.52%             | 2027-11-16      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                      | Cigna Corp                                                                                                         | CUSIP: 125523BV1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     71000 | PA      | $70358.87     | 0.05%             | 2023-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                      | Cigna Corp                                                                                                         | CUSIP: 125523AJ9<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    530000 | PA      | $519007.80    | 0.34%             | 2038-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER         | Reinsurance Group of America Inc                                                                                   | CUSIP: 759351AP4<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    383000 | PA      | $338897.55    | 0.22%             | 2030-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC               | HSBC Holdings PLC                                                                                                  | CUSIP: 404280CC1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    342000 | PA      | $315077.76    | 0.20%             | 2030-05-22      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC           | Micron Technology Inc                                                                                              | CUSIP: 595112BV4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    359000 | PA      | $382209.35    | 0.25%             | 2029-11-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS        | Public Service Enterprise Group Inc                                                                                | CUSIP: 744573AS5<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    248000 | PA      | $297934.80    | 0.19%             | 2031-04-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO DEL PER        | Banco de Credito del Peru S.A.                                                                                     | CUSIP: 05971U2C0<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |    274000 | PA      | $251727.91    | 0.16%             | 2030-07-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent           | American Homes 4 Rent LP                                                                                           | CUSIP: 02666TAA5<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |      5000 | PA      | $4794.10      | 0.00%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP            | Targa Resources Corp                                                                                               | CUSIP: 87612KAC6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    495000 | PA      | $502657.65    | 0.32%             | 2052-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC         | Consolidated Edison Co of New York Inc                                                                             | CUSIP: 209111FV0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    280000 | PA      | $243079.20    | 0.16%             | 2049-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP        | Charter Communications Operating LLC / Charter Communications Operating Capital                                    | CUSIP: 161175BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    495000 | PA      | $346633.65    | 0.22%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION         | Exxon Mobil Corp                                                                                                   | CUSIP: 30231GAW2<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    514000 | PA      | $468634.36    | 0.30%             | 2046-03-01      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc             | Cardinal Health Inc                                                                                                | CUSIP: 14149YBB3<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    305000 | PA      | $263318.70    | 0.17%             | 2044-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc        | Prudential Financial Inc                                                                                           | CUSIP: 744320AM4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    689000 | PA      | $684990.02    | 0.44%             | 2043-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp            | Bank of America Corp                                                                                               | CUSIP: 06051GHM4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    727000 | PA      | $702987.19    | 0.45%             | 2029-07-23      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO             | JPMorgan Chase & Co                                                                                                | CUSIP: 059438AK7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    520000 | PA      | $592628.40    | 0.38%             | 2027-04-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                  | Public Storage                                                                                                     | CUSIP: 74460WAB3<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    335000 | PA      | $333984.95    | 0.22%             | 2024-04-23      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp               | Lam Research Corp                                                                                                  | CUSIP: 512807AS7<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    142000 | PA      | $139188.40    | 0.09%             | 2026-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EMPRESA DE TRANSPORTE ME        | Empresa de Transporte de Pasajeros Metro SA                                                                        | CUSIP: 000000000<br>LEI: 959800T4M5QUPYMSCH69 | Long             | DBT              | CORP              | CL        |    295000 | PA      | $264873.13    | 0.17%             | 2050-05-07      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA         | Hyundai Capital America                                                                                            | CUSIP: 44891ABK2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    160000 | PA      | $161620.80    | 0.10%             | 2025-04-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES           | Continental Resources Inc/OK                                                                                       | CUSIP: 212015AV3<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    304000 | PA      | $237728.00    | 0.15%             | 2032-04-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                   | Citigroup Inc                                                                                                      | CUSIP: 172967NQ0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    345000 | PA      | $340887.60    | 0.22%             | 2025-05-24      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO        | Florida Power & Light Co                                                                                           | CUSIP: 341081GD3<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    140000 | PA      | $139885.20    | 0.09%             | 2023-05-10      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO        | Virginia Electric and Power Co                                                                                     | CUSIP: 927804FG4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    233000 | PA      | $328122.25    | 0.21%             | 2038-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                    | KBC Group NV                                                                                                       | CUSIP: 48241FAB0<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |    209000 | PA      | $212036.77    | 0.14%             | 2029-01-19      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP           | Truist Financial Corp                                                                                              | CUSIP: 89832QAF6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    382000 | PA      | $371896.10    | 0.24%             | 2030-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                     | PepsiCo Inc                                                                                                        | CUSIP: 713448FM5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    330000 | PA      | $322439.70    | 0.21%             | 2032-07-18      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                | BAT Capital Corp                                                                                                   | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    307000 | PA      | $263869.57    | 0.17%             | 2028-03-25      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                       | Amgen Inc                                                                                                          | CUSIP: 031162DG2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    570000 | PA      | $488980.20    | 0.32%             | 2062-02-22      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO             | JPMorgan Chase & Co                                                                                                | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    560000 | PA      | $547758.40    | 0.35%             | 2028-04-26      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP         | John Deere Capital Corp                                                                                            | CUSIP: 24422EWR6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    736000 | PA      | $751779.84    | 0.49%             | 2028-01-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC        | Lloyds Banking Group PLC                                                                                           | CUSIP: 539439AW9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    516000 | PA      | $589488.72    | 0.38%             | 2033-11-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Marathon Oil Corp               | Marathon Oil Corp                                                                                                  | CUSIP: 565849AE6<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | DBT              | CORP              | US        |    305000 | PA      | $323409.80    | 0.21%             | 2037-10-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Thomson Reuters Corp            | Thomson Reuters Corp                                                                                               | CUSIP: 884903BP9<br>LEI: 549300561UZND4C7B569 | Long             | DBT              | CORP              | CA        |    220000 | PA      | $214145.80    | 0.14%             | 2043-11-23      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC            | BAT International Finance PLC                                                                                      | CUSIP: 05530QAP5<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    395000 | PA      | $378180.90    | 0.24%             | 2028-03-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP        | Charter Communications Operating LLC / Charter Communications Operating Capital                                    | CUSIP: 161175BS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    299000 | PA      | $246677.99    | 0.16%             | 2049-07-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                 | McDonald's Corp                                                                                                    | CUSIP: 58013MFK5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    215000 | PA      | $175839.90    | 0.11%             | 2049-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                     | Oracle Corp                                                                                                        | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    436000 | PA      | $345516.92    | 0.22%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP         | Dell International LLC / EMC Corp                                                                                  | CUSIP: 24703TAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     42000 | PA      | $50752.38     | 0.03%             | 2046-07-15      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA          | BP Capital Markets America Inc                                                                                     | CUSIP: 10373QBG4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    660000 | PA      | $481615.20    | 0.31%             | 2050-02-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                | Georgia Power Co                                                                                                   | CUSIP: 373334KQ3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    165000 | PA      | $164247.60    | 0.11%             | 2032-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC        | Comision Federal de Electricidad                                                                                   | CUSIP: 200447AH3<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    321000 | PA      | $262678.31    | 0.17%             | 2031-02-09      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                | Altria Group Inc                                                                                                   | CUSIP: 02209SBP7<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    300000 | PA      | $207402.00    | 0.13%             | 2061-02-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                     | Cargill Inc                                                                                                        | CUSIP: 141781BX1<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    350000 | PA      | $330039.50    | 0.21%             | 2052-04-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                    | Comcast Corp                                                                                                       | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    522000 | PA      | $356593.86    | 0.23%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING           | Alibaba Group Holding Ltd                                                                                          | CUSIP: 01609WAY8<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    300000 | PA      | $206820.00    | 0.13%             | 2041-02-09      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP               | Atmos Energy Corp                                                                                                  | CUSIP: 049560AS4<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    325000 | PA      | $254455.50    | 0.16%             | 2049-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION             | Moody's Corp                                                                                                       | CUSIP: 615369AE5<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    135000 | PA      | $137616.30    | 0.09%             | 2044-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC               | Newell Brands Inc                                                                                                  | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    320000 | PA      | $321728.00    | 0.21%             | 2027-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| United Mexican States           | Mexico Government International Bond                                                                               | CUSIP: 91086QBF4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $165500.00    | 0.11%             | 2046-01-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC        | Baxter International Inc                                                                                           | CUSIP: 071813CE7<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    545000 | PA      | $526622.60    | 0.34%             | 2023-12-01      | Fixed         | 0.87%                 | No            |                  2 | On Loan: No      |
| Southern Power Co               | Southern Power Co                                                                                                  | CUSIP: 843646AU4<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |     77000 | PA      | $70414.96     | 0.05%             | 2046-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                | Kilroy Realty LP                                                                                                   | CUSIP: 49427RAM4<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |     40000 | PA      | $38690.00     | 0.02%             | 2024-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| GUARDIAN LIFE INSURANCE         | Guardian Life Insurance Co of America/The                                                                          | CUSIP: 401378AD6<br>LEI: N1YIDVMMKBHFYCCAIX69 | Long             | DBT              | CORP              | US        |    210000 | PA      | $152682.60    | 0.10%             | 2070-01-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Enel Chile SA                   | Enel Chile SA                                                                                                      | CUSIP: 29278DAA3<br>LEI: 549300YM5CWCAUVOPB53 | Long             | DBT              | CORP              | CL        |     62000 | PA      | $60810.38     | 0.04%             | 2028-06-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade          | US 5YR NOTE (CBT) MAR23                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        99 | NC      | $119309.84    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP            | Bank of America Corp                                                                                               | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    510000 | PA      | $445031.10    | 0.29%             | 2037-03-08      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| FELLS POINT FUNDING TR          | Fells Point Funding Trust                                                                                          | CUSIP: 314382AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    261000 | PA      | $242860.19    | 0.16%             | 2027-01-31      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC            | Booking Holdings Inc                                                                                               | CUSIP: 09857LAR9<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |    800000 | PA      | $803728.00    | 0.52%             | 2030-04-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP          | Aviation Capital Group LLC                                                                                         | CUSIP: 05369AAF8<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    220000 | PA      | $215930.00    | 0.14%             | 2024-01-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Enel Americas SA                | Enel Americas SA                                                                                                   | CUSIP: 29274FAF1<br>LEI: 549300LKH11TFCJLZK20 | Long             | DBT              | CORP              | CL        |     53000 | PA      | $51469.63     | 0.03%             | 2026-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION               | Sysco Corp                                                                                                         | CUSIP: 871829BN6<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    227000 | PA      | $263297.30    | 0.17%             | 2050-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS ESCROW CORP            | Entegris Escrow Corp                                                                                               | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    395000 | PA      | $370596.90    | 0.24%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FLEX INTERMEDIATE HOLDCO        | Flex Intermediate Holdco LLC                                                                                       | CUSIP: 33939HAA7<br>LEI: 549300290TQIGM30A243 | Long             | DBT              | CORP              | US        |    215000 | PA      | $175538.90    | 0.11%             | 2031-06-30      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC          | CNH Industrial Capital LLC                                                                                         | CUSIP: 12592BAP9<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    303000 | PA      | $308038.89    | 0.20%             | 2025-10-14      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| OCHSNER LSU HEALTH SYST         | Ochsner LSU Health System of North Louisiana                                                                       | CUSIP: 67555JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    264000 | PA      | $198736.56    | 0.13%             | 2031-05-15      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                  | AutoNation Inc                                                                                                     | CUSIP: 05329RAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    515000 | PA      | $435674.55    | 0.28%             | 2032-03-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| KENTUCKY UTILITIES CO           | Kentucky Utilities Co                                                                                              | CUSIP: 491674BM8<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |     52000 | PA      | $39147.68     | 0.03%             | 2050-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                  | Morgan Stanley                                                                                                     | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    440000 | PA      | $428370.80    | 0.28%             | 2030-01-23      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC               | HSBC Holdings PLC                                                                                                  | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    285000 | PA      | $246735.90    | 0.16%             | 2028-09-22      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP        | Toyota Motor Credit Corp                                                                                           | CUSIP: 89236TKL8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    440000 | PA      | $459179.60    | 0.30%             | 2027-11-10      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC          | Standard Chartered PLC                                                                                             | CUSIP: 853254CJ7<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    245000 | PA      | $236856.20    | 0.15%             | 2026-03-30      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                 | Hershey Co/The                                                                                                     | CUSIP: 427866BF4<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    898000 | PA      | $828387.04    | 0.54%             | 2025-06-01      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO         | Bristol-Myers Squibb Co                                                                                            | CUSIP: 110122DB1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    833000 | PA      | $824095.23    | 0.53%             | 2024-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                  | Morgan Stanley                                                                                                     | CUSIP: 61747YEQ4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    555000 | PA      | $544937.85    | 0.35%             | 2025-04-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC             | Gilead Sciences Inc                                                                                                | CUSIP: 375558BT9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    175000 | PA      | $122276.00    | 0.08%             | 2050-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Eni SpA                         | Eni SpA                                                                                                            | CUSIP: 26874RAC2<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |    420000 | PA      | $402326.40    | 0.26%             | 2040-10-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO         | Bristol-Myers Squibb Co                                                                                            | CUSIP: 110122DX3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    485000 | PA      | $409926.85    | 0.26%             | 2062-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP            | Bank of America Corp                                                                                               | CUSIP: 06051GKM0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    390000 | PA      | $377126.10    | 0.24%             | 2026-04-02      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CELULOSA ARAUCO CONSTITU        | Celulosa Arauco y Constitucion SA                                                                                  | CUSIP: 151191AZ6<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $197600.00    | 0.13%             | 2024-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP            | Las Vegas Sands Corp                                                                                               | CUSIP: 517834AF4<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    390000 | PA      | $349046.10    | 0.23%             | 2029-08-08      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                   | Aircastle Ltd                                                                                                      | CUSIP: 00928QAU5<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    664000 | PA      | $578191.28    | 0.37%             | 2028-01-26      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC          | UnitedHealth Group Inc                                                                                             | CUSIP: 91324PEL2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    345000 | PA      | $347787.60    | 0.22%             | 2062-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP            | Las Vegas Sands Corp                                                                                               | CUSIP: 517834AH0<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    685000 | PA      | $640735.30    | 0.41%             | 2025-06-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC               | HSBC Holdings PLC                                                                                                  | CUSIP: 404280CN7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    267000 | PA      | $224958.18    | 0.15%             | 2030-12-17      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC          | Standard Chartered PLC                                                                                             | CUSIP: 853254BZ2<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    345000 | PA      | $307560.60    | 0.20%             | 2027-01-14      | Fixed         | 1.46%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc             | Cardinal Health Inc                                                                                                | CUSIP: 14149YBD9<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    305000 | PA      | $277385.30    | 0.18%             | 2045-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC           | Texas Instruments Inc                                                                                              | CUSIP: 882508BQ6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    239000 | PA      | $227649.89    | 0.15%             | 2052-08-16      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                  | Lowe's Cos Inc                                                                                                     | CUSIP: 548661EN3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    565000 | PA      | $587842.95    | 0.38%             | 2062-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC         | Consolidated Edison Co of New York Inc                                                                             | CUSIP: 209111FQ1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    290000 | PA      | $260005.30    | 0.17%             | 2058-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO        | Capital One Financial Corp                                                                                         | CUSIP: 14040HCU7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    335000 | PA      | $332725.35    | 0.21%             | 2026-07-24      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                   | Citigroup Inc                                                                                                      | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    400000 | PA      | $344216.00    | 0.22%             | 2031-01-29      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC            | WEC Energy Group Inc                                                                                               | CUSIP: 92939UAK2<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    301000 | PA      | $301668.22    | 0.19%             | 2026-01-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT        | Western Midstream Operating LP                                                                                     | CUSIP: 958254AD6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    149000 | PA      | $131038.05    | 0.08%             | 2044-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FUNDING LLC          | NXP BV / NXP Funding LLC                                                                                           | CUSIP: 62947QBC1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   1176000 | PA      | $1211444.64   | 0.78%             | 2028-12-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II         | GLP Capital LP / GLP Financing II Inc                                                                              | CUSIP: 361841AJ8<br>LEI: N/A                  | Long             | DBT              |  | US        |    313000 | PA      | $310643.11    | 0.20%             | 2025-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP        | National Rural Utilities Cooperative Finance Corp                                                                  | CUSIP: 63743HEU2<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    590000 | PA      | $564193.40    | 0.36%             | 2024-02-08      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC            | ERAC USA Finance LLC                                                                                               | CUSIP: 26884TAL6<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    711000 | PA      | $691888.32    | 0.45%             | 2024-11-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| EMPRESAS PUBLIC MEDELLIN        | Empresas Publicas de Medellin ESP                                                                                  | CUSIP: 29246BAE8<br>LEI: 549300SU25TO8EMXB434 | Long             | DBT              | CORP              | CO        |    200000 | PA      | $163912.50    | 0.11%             | 2029-07-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP             | Charles Schwab Corp/The                                                                                            | CUSIP: 808513BD6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     97000 | PA      | $96576.11     | 0.06%             | 2025-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| INFOR INC                       | Infor Inc                                                                                                          | CUSIP: 45674CAA1<br>LEI: 549300Q3IIYBYI4RHD64 | Long             | DBT              | CORP              | US        |     95000 | PA      | $86393.00     | 0.06%             | 2025-07-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Wyeth LLC                       | Wyeth LLC                                                                                                          | CUSIP: 983024AN0<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |    240000 | PA      | $272234.40    | 0.18%             | 2037-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP              | Regal Rexnord Corp                                                                                                 | CUSIP: 758750AF0<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |     97000 | PA      | $99333.82     | 0.06%             | 2033-04-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP            | Bank of America Corp                                                                                               | CUSIP: 06051GLA5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    495000 | PA      | $493807.05    | 0.32%             | 2026-07-22      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                  | Merck & Co Inc                                                                                                     | CUSIP: 58933YBG9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    205000 | PA      | $142805.05    | 0.09%             | 2061-12-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                     | Oracle Corp                                                                                                        | CUSIP: 68389XBQ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    537000 | PA      | $425910.81    | 0.28%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC          | CenterPoint Energy Inc                                                                                             | CUSIP: 15189TAZ0<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    310000 | PA      | $306658.20    | 0.20%             | 2024-05-13      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA          | BP Capital Markets America Inc                                                                                     | CUSIP: 10373QBP4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    485000 | PA      | $346808.95    | 0.22%             | 2051-06-04      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| BPCE SA                         | BPCE SA                                                                                                            | CUSIP: 05583JAN2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    322000 | PA      | $325954.16    | 0.21%             | 2027-01-18      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES          | PNC Financial Services Group Inc/The                                                                               | CUSIP: 693475AK1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    358000 | PA      | $360591.92    | 0.23%             | 2023-05-01      | Variable      | 8.49%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP             | Charles Schwab Corp/The                                                                                            | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    595000 | PA      | $548006.90    | 0.35%             | 2026-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SWISS RE FINANCE LUX            | Swiss Re Finance Luxembourg SA                                                                                     | CUSIP: 000000000<br>LEI: 549300CLQZ6TM98LW631 | Long             | DBT              | CORP              | LU        |    400000 | PA      | $387660.00    | 0.25%             | 2049-04-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC              | Meta Platforms Inc                                                                                                 | CUSIP: 30303M8K1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    515000 | PA      | $452757.10    | 0.29%             | 2062-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                | BAT Capital Corp                                                                                                   | CUSIP: 05526DBN4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    394000 | PA      | $372739.76    | 0.24%             | 2030-04-02      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO        | Capital One Financial Corp                                                                                         | CUSIP: 14040HCX1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    146000 | PA      | $146859.94    | 0.09%             | 2029-02-01      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| AmerisourceBergen Corp          | AmerisourceBergen Corp                                                                                             | CUSIP: 03073EAN5<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    165000 | PA      | $145921.05    | 0.09%             | 2045-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SITE Centers Corp               | SITE Centers Corp                                                                                                  | CUSIP: 23317HAF9<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | DBT              |  | US        |    295000 | PA      | $283031.85    | 0.18%             | 2027-06-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION            | M&T Bank Corp                                                                                                      | CUSIP: 55261FAN4<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    264000 | PA      | $222132.24    | 0.14%             | 2026-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| APPLE INC                       | Apple Inc                                                                                                          | CUSIP: 037833ER7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    345000 | PA      | $307791.75    | 0.20%             | 2062-08-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                  | Morgan Stanley                                                                                                     | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    330000 | PA      | $333570.60    | 0.22%             | 2029-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade          | US 2YR NOTE (CBT) MAR23                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -34 | NC      | $-28464.05    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| VORNADO REALTY LP               | Vornado Realty LP                                                                                                  | CUSIP: 929043AK3<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              |  | US        |    425000 | PA      | $369928.50    | 0.24%             | 2026-06-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| AT&T INC                        | AT&T Inc                                                                                                           | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    179000 | PA      | $132368.71    | 0.09%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                     | Netflix Inc                                                                                                        | CUSIP: 64110LAS5<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    705000 | PA      | $704400.75    | 0.46%             | 2028-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Baxalta Inc                     | Baxalta Inc                                                                                                        | CUSIP: 07177MAB9<br>LEI: 5493000JW8DCO3T45R55 | Long             | DBT              | CORP              | US        |    765000 | PA      | $750801.60    | 0.49%             | 2025-06-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc             | Gilead Sciences Inc                                                                                                | CUSIP: 375558BF9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    781000 | PA      | $761287.56    | 0.49%             | 2026-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc          | Berkshire Hathaway Inc                                                                                             | CUSIP: 084670BR8<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |    395000 | PA      | $393988.80    | 0.25%             | 2023-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc        | Prudential Financial Inc                                                                                           | CUSIP: 744320AN2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    547000 | PA      | $536311.62    | 0.35%             | 2044-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS        | Discovery Communications LLC                                                                                       | CUSIP: 25470DBH1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     59000 | PA      | $46088.44     | 0.03%             | 2050-05-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AmerisourceBergen Corp          | AmerisourceBergen Corp                                                                                             | CUSIP: 03073EAQ8<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    295000 | PA      | $266125.40    | 0.17%             | 2047-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                       | Mosaic Co/The                                                                                                      | CUSIP: 61945CAE3<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    170000 | PA      | $170753.10    | 0.11%             | 2043-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC          | Philip Morris International Inc                                                                                    | CUSIP: 718172CU1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    375000 | PA      | $380047.50    | 0.25%             | 2025-11-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE T        | Diversified Healthcare Trust                                                                                       | CUSIP: 81721MAM1<br>LEI: N/A                  | Long             | DBT              |  | US        |    407000 | PA      | $247793.81    | 0.16%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ROSS STORES INC                 | Ross Stores Inc                                                                                                    | CUSIP: 778296AE3<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |    175000 | PA      | $168551.25    | 0.11%             | 2050-04-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC            | Kyndryl Holdings Inc                                                                                               | CUSIP: 50155QAJ9<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $931240.80    | 0.60%             | 2026-10-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE         | Walt Disney Co/The                                                                                                 | CUSIP: 254687CP9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    105000 | PA      | $105886.20    | 0.07%             | 2023-04-26      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO          | Commonwealth Edison Co                                                                                             | CUSIP: 202795JY7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    294000 | PA      | $313689.18    | 0.20%             | 2053-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE          | Westinghouse Air Brake Technologies Corp                                                                           | CUSIP: 960386AN0<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    602000 | PA      | $594372.66    | 0.38%             | 2024-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO             | JPMorgan Chase & Co                                                                                                | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    405000 | PA      | $375414.75    | 0.24%             | 2028-02-24      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                       | Prosus NV                                                                                                          | CUSIP: 74365PAG3<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    237000 | PA      | $215077.50    | 0.14%             | 2027-01-19      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO          | Commonwealth Edison Co                                                                                             | CUSIP: 202795JV3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    185000 | PA      | $157333.25    | 0.10%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CELULOSA ARAUCO CONSTITU        | Celulosa Arauco y Constitucion SA                                                                                  | CUSIP: 151191BE2<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |    246000 | PA      | $232746.75    | 0.15%             | 2029-04-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC               | HSBC Holdings PLC                                                                                                  | CUSIP: 404280BT5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    970000 | PA      | $939765.10    | 0.61%             | 2029-06-19      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos             | Petroleos Mexicanos                                                                                                | CUSIP: 71654QCP5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    135000 | PA      | $121911.75    | 0.08%             | 2029-01-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENGIE ENERGIA CHILE SA          | Engie Energia Chile SA                                                                                             | CUSIP: 000000000<br>LEI: 5493000FIKCC3ZDWTO77 | Long             | DBT              | CORP              | CL        |    425000 | PA      | $354821.88    | 0.23%             | 2030-01-28      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER            | Niagara Mohawk Power Corp                                                                                          | CUSIP: 65364UAS5<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    320000 | PA      | $343836.80    | 0.22%             | 2052-09-16      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                 | McDonald's Corp                                                                                                    | CUSIP: 58013MEV2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    280000 | PA      | $265081.60    | 0.17%             | 2045-05-26      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                   | Allstate Corp/The                                                                                                  | CUSIP: 020002BB6<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    712000 | PA      | $701063.68    | 0.45%             | 2053-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT           | Freeport Indonesia PT                                                                                              | CUSIP: 69377FAA4<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |    240000 | PA      | $232826.40    | 0.15%             | 2027-04-14      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                     | Oracle Corp                                                                                                        | CUSIP: 68389XBZ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    233000 | PA      | $184398.53    | 0.12%             | 2041-03-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES           | Continental Resources Inc/OK                                                                                       | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    221000 | PA      | $216940.23    | 0.14%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MPLX LP                         | MPLX LP                                                                                                            | CUSIP: 55336VBP4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    144000 | PA      | $131505.12    | 0.08%             | 2047-12-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA             | Bank of Nova Scotia/The                                                                                            | CUSIP: 06417XAL5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    454000 | PA      | $457473.10    | 0.30%             | 2024-12-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC          | CNH Industrial Capital LLC                                                                                         | CUSIP: 12592BAN4<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    177000 | PA      | $173327.25    | 0.11%             | 2025-05-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| KLA CORP                        | KLA Corp                                                                                                           | CUSIP: 482480AM2<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502675.00    | 0.32%             | 2052-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Apple Inc                       | Apple Inc                                                                                                          | CUSIP: 037833BZ2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    782000 | PA      | $737863.92    | 0.48%             | 2026-08-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                | Georgia Power Co                                                                                                   | CUSIP: 373334JW2<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    340000 | PA      | $306700.40    | 0.20%             | 2042-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                     | Oracle Corp                                                                                                        | CUSIP: 68389XBT1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    619000 | PA      | $590253.64    | 0.38%             | 2025-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                    | AutoZone Inc                                                                                                       | CUSIP: 053332AT9<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    795000 | PA      | $759336.30    | 0.49%             | 2026-04-21      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO         | Bristol-Myers Squibb Co                                                                                            | CUSIP: 110122DW5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    480000 | PA      | $405446.40    | 0.26%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP              | Energy Transfer LP                                                                                                 | CUSIP: 86765BAT6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    440000 | PA      | $423671.60    | 0.27%             | 2026-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp            | Bank of America Corp                                                                                               | CUSIP: 06051GHQ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    390000 | PA      | $369002.40    | 0.24%             | 2030-02-07      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Georgia-Pacific LLC             | Georgia-Pacific LLC                                                                                                | CUSIP: 37331NAD3<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |    828000 | PA      | $821997.00    | 0.53%             | 2023-07-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC         | Public Service Electric and Gas Co                                                                                 | CUSIP: 74456QBQ8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    385000 | PA      | $329402.15    | 0.21%             | 2046-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| MASS MUTUAL LIFE INS CO         | Massachusetts Mutual Life Insurance Co                                                                             | CUSIP: 575767AM0<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |    170000 | PA      | $156830.10    | 0.10%             | 2069-02-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                 | McDonald's Corp                                                                                                    | CUSIP: 58013MEZ3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    220000 | PA      | $220169.40    | 0.14%             | 2035-12-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC                    | SK Hynix Inc                                                                                                       | CUSIP: 78392BAC1<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |    390000 | PA      | $293791.88    | 0.19%             | 2031-01-19      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                  | S&P Global Inc                                                                                                     | CUSIP: 78409VBC7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    226000 | PA      | $200156.90    | 0.13%             | 2032-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS          | Zimmer Biomet Holdings Inc                                                                                         | CUSIP: 98956PAU6<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    803000 | PA      | $757807.16    | 0.49%             | 2024-11-22      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                  | Microsoft Corp                                                                                                     | CUSIP: 594918BU7<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    225000 | PA      | $206626.50    | 0.13%             | 2056-08-08      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC        | Lloyds Banking Group PLC                                                                                           | CUSIP: 53944YAT0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    335000 | PA      | $330380.35    | 0.21%             | 2026-08-11      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                   | Citigroup Inc                                                                                                      | CUSIP: 172967NB3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    569000 | PA      | $508543.75    | 0.33%             | 2026-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA             | Intesa Sanpaolo SpA                                                                                                | CUSIP: 46115HBU0<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    224000 | PA      | $231423.36    | 0.15%             | 2025-11-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                | Altria Group Inc                                                                                                   | CUSIP: 02209SBF9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    180000 | PA      | $170190.00    | 0.11%             | 2049-02-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG          | Credit Suisse Group AG                                                                                             | CUSIP: 225433AR2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    790000 | PA      | $728956.70    | 0.47%             | 2026-04-17      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN        | Rogers Communications Inc                                                                                          | CUSIP: 775109AX9<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |      4000 | PA      | $3446.60      | 0.00%             | 2043-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                 | McDonald's Corp                                                                                                    | CUSIP: 58013MFH2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    185000 | PA      | $172207.25    | 0.11%             | 2048-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                      | Intel Corp                                                                                                         | CUSIP: 458140CC2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    675000 | PA      | $631557.00    | 0.41%             | 2062-08-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                  | Morgan Stanley                                                                                                     | CUSIP: 61747YEY7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    210000 | PA      | $230869.80    | 0.15%             | 2033-10-18      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial             | Synchrony Financial                                                                                                | CUSIP: 87165BAM5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    558000 | PA      | $516099.78    | 0.33%             | 2027-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                     | Oracle Corp                                                                                                        | CUSIP: 68389XAM7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    143000 | PA      | $139622.34    | 0.09%             | 2040-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| IBM CORP                        | International Business Machines Corp                                                                               | CUSIP: 459200KV2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    660000 | PA      | $642094.20    | 0.41%             | 2052-07-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                    | Barclays PLC                                                                                                       | CUSIP: 06738ECD5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    499000 | PA      | $540561.71    | 0.35%             | 2028-11-02      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                | Deutsche Bank AG/New York NY                                                                                       | CUSIP: 251526CS6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    238000 | PA      | $250445.02    | 0.16%             | 2029-01-18      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS           | Duke Energy Carolinas LLC                                                                                          | CUSIP: 26442CBC7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    400000 | PA      | $314668.00    | 0.20%             | 2051-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP        | Charter Communications Operating LLC / Charter Communications Operating Capital                                    | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $148909.50    | 0.10%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC         | Goldman Sachs Group Inc/The                                                                                        | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    340000 | PA      | $304255.80    | 0.20%             | 2027-10-21      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| EIDP INC                        | EIDP Inc                                                                                                           | CUSIP: 263534CN7<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |    433000 | PA      | $404512.93    | 0.26%             | 2025-07-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                  | Morgan Stanley                                                                                                     | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    595000 | PA      | $628897.15    | 0.41%             | 2028-10-18      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| MDC Holdings Inc                | MDC Holdings Inc                                                                                                   | CUSIP: 552676AQ1<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |    140000 | PA      | $124171.60    | 0.08%             | 2043-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC               | HSBC Holdings PLC                                                                                                  | CUSIP: 404280CX5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    355000 | PA      | $318410.15    | 0.21%             | 2027-11-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| General Motors Co               | General Motors Co                                                                                                  | CUSIP: 37045VAT7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    115000 | PA      | $110327.55    | 0.07%             | 2049-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE             | CDW LLC / CDW Finance Corp                                                                                         | CUSIP: 12513GBG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    445000 | PA      | $400562.30    | 0.26%             | 2026-12-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos             | Petroleos Mexicanos                                                                                                | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    112000 | PA      | $77420.00     | 0.05%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC          | UnitedHealth Group Inc                                                                                             | CUSIP: 91324PET5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    290000 | PA      | $339195.60    | 0.22%             | 2063-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                   | Citigroup Inc                                                                                                      | CUSIP: 172967MU2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    368000 | PA      | $343248.32    | 0.22%             | 2025-12-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EATON CORP                      | Eaton Corp                                                                                                         | CUSIP: 278062AJ3<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    335000 | PA      | $326249.80    | 0.21%             | 2052-08-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP           | Bank of Ireland Group PLC                                                                                          | CUSIP: 06279JAC3<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |    320000 | PA      | $324435.20    | 0.21%             | 2026-09-16      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| INVERSIONES CMPC SA             | Inversiones CMPC SA                                                                                                | CUSIP: 46128MAN1<br>LEI: 549300G475ACIABB4385 | Long             | DBT              | CORP              | CL        |    210000 | PA      | $194355.00    | 0.13%             | 2030-01-13      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP         | Dell International LLC / EMC Corp                                                                                  | CUSIP: 24703TAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2026-06-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                  | S&P Global Inc                                                                                                     | CUSIP: 78409VAZ7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     90000 | PA      | $88507.80     | 0.06%             | 2029-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health             | CommonSpirit Health                                                                                                | CUSIP: 14916RAD6<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     44000 | PA      | $39008.64     | 0.03%             | 2042-11-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC               | HSBC Holdings PLC                                                                                                  | CUSIP: 404280DC0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    242000 | PA      | $223109.48    | 0.14%             | 2033-03-29      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                 | Danske Bank A/S                                                                                                    | CUSIP: 23636ABF7<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    350000 | PA      | $355232.50    | 0.23%             | 2026-01-09      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                     | Cargill Inc                                                                                                        | CUSIP: 141781BV5<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    560000 | PA      | $544577.60    | 0.35%             | 2027-04-22      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc               | Suncor Energy Inc                                                                                                  | CUSIP: 867229AE6<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    305000 | PA      | $333203.35    | 0.22%             | 2038-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                    | Ecopetrol SA                                                                                                       | CUSIP: 279158AC3<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     64000 | PA      | $63840.00     | 0.04%             | 2023-09-18      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC          | CNH Industrial Capital LLC                                                                                         | CUSIP: 12592BAK0<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    310000 | PA      | $305675.50    | 0.20%             | 2023-07-02      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: SS0QR16   IRS USD R F  3.04900 IS0QR16 CCPVANILLA / Short: SS0QR16   IRS USD P V 03MLIBOR IS0QR27 CCPVANILLA | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     60000 | OU      | $-3968.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                | Paramount Global                                                                                                   | CUSIP: 92556HAD9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    225000 | PA      | $193529.25    | 0.13%             | 2032-05-19      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SPIRIT REALTY LP                | Spirit Realty LP                                                                                                   | CUSIP: 84861TAG3<br>LEI: 549300GTBVIBJRX5BW73 | Long             | DBT              |  | US        |    385000 | PA      | $325267.25    | 0.21%             | 2031-02-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK         | National Australia Bank Ltd                                                                                        | CUSIP: 632525BB6<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    665000 | PA      | $537845.35    | 0.35%             | 2037-01-12      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP            | Westpac Banking Corp                                                                                               | CUSIP: 961214EF6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    475000 | PA      | $429058.00    | 0.28%             | 2034-07-24      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                      | Intel Corp                                                                                                         | CUSIP: 458140BM1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    454000 | PA      | $419555.02    | 0.27%             | 2050-03-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES           | Continental Resources Inc/OK                                                                                       | CUSIP: 212015AQ4<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    495000 | PA      | $394539.75    | 0.25%             | 2044-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                 | San Diego Gas & Electric Co                                                                                        | CUSIP: 797440CA0<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    215000 | PA      | $156616.75    | 0.10%             | 2051-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL          | Anglo American Capital PLC                                                                                         | CUSIP: 034863AW0<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    435000 | PA      | $445481.33    | 0.29%             | 2030-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AES PANAMA GENERATION HL        | AES Panama Generation Holdings SRL                                                                                 | CUSIP: 00109AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |    200000 | PA      | $178037.50    | 0.12%             | 2030-05-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                | BAT Capital Corp                                                                                                   | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    323000 | PA      | $266097.09    | 0.17%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: SS19GH3   IRS USD R F  2.08600 IS19GH3 CCPVANILLA / Short: SS19GH3   IRS USD P V 03MLIBOR IS19GI4 CCPVANILLA | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     50000 | OU      | $-11211.37    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP              | Realty Income Corp                                                                                                 | CUSIP: 756109BD5<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |   1016000 | PA      | $1012078.24   | 0.65%             | 2024-02-06      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP               | State Street Corp                                                                                                  | CUSIP: 857477BZ5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    289000 | PA      | $289978.32    | 0.19%             | 2026-01-26      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| FOX CORP                        | Fox Corp                                                                                                           | CUSIP: 35137LAK1<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    346000 | PA      | $334329.42    | 0.22%             | 2049-01-25      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                  | Var Energi ASA                                                                                                     | CUSIP: 92212WAE0<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    292000 | PA      | $319795.48    | 0.21%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC             | Gilead Sciences Inc                                                                                                | CUSIP: 375558BW2<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    203000 | PA      | $197397.20    | 0.13%             | 2023-09-29      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                  | Var Energi ASA                                                                                                     | CUSIP: 92212WAD2<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    292000 | PA      | $307639.52    | 0.20%             | 2028-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: SS15QS2   IRS USD R F  1.78300 IS15QS2 CCPVANILLA / Short: SS15QS2   IRS USD P V 03MLIBOR IS15QT3 CCPVANILLA | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    690000 | OU      | $-185054.32   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| NIPPON LIFE INSURANCE           | Nippon Life Insurance Co                                                                                           | CUSIP: 654579AH4<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |    490000 | PA      | $414045.10    | 0.27%             | 2051-01-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP              | Regency Centers LP                                                                                                 | CUSIP: 75884RAT0<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |     33000 | PA      | $32165.43     | 0.02%             | 2024-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| QATAR ENERGY                    | QatarEnergy                                                                                                        | CUSIP: 74730DAE3<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |    277000 | PA      | $218881.94    | 0.14%             | 2041-07-12      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP        | National Rural Utilities Cooperative Finance Corp                                                                  | CUSIP: 63743HFE7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    365000 | PA      | $355115.80    | 0.23%             | 2025-06-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP              | Energy Transfer LP                                                                                                 | CUSIP: 292480AJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     41000 | PA      | $36025.47     | 0.02%             | 2044-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                     | Oracle Corp                                                                                                        | CUSIP: 68389XBY0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     94000 | PA      | $67982.68     | 0.04%             | 2060-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE        | Caterpillar Financial Services Corp                                                                                | CUSIP: 14913R2D8<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    860000 | PA      | $844287.80    | 0.55%             | 2023-07-07      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA          | Santander Holdings USA Inc                                                                                         | CUSIP: 80282KAP1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    320000 | PA      | $311286.40    | 0.20%             | 2027-07-13      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson               | Johnson & Johnson                                                                                                  | CUSIP: 478160AT1<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    240000 | PA      | $281512.80    | 0.18%             | 2038-07-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITE        | Perrigo Finance Unlimited Co                                                                                       | CUSIP: 71429MAB1<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |    420000 | PA      | $398605.20    | 0.26%             | 2026-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HARLEY-DAVIDSON FINL SER        | Harley-Davidson Financial Services Inc                                                                             | CUSIP: 41283LBA2<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | DBT              | CORP              | US        |    831000 | PA      | $760223.73    | 0.49%             | 2027-02-14      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| FOX CORP                        | Fox Corp                                                                                                           | CUSIP: 35137LAM7<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |     23000 | PA      | $22181.20     | 0.01%             | 2025-04-07      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FUNDIN        | MassMutual Global Funding II                                                                                       | CUSIP: 57629WCU2<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |    270000 | PA      | $266079.60    | 0.17%             | 2023-06-09      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                   | AEP Texas Inc                                                                                                      | CUSIP: 00108WAP5<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    404000 | PA      | $402590.04    | 0.26%             | 2032-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                | Duke Energy Corp                                                                                                   | CUSIP: 26441CBF1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    218000 | PA      | $184632.92    | 0.12%             | 2049-06-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SITE Centers Corp               | SITE Centers Corp                                                                                                  | CUSIP: 23317HAE2<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | DBT              |  | US        |    178000 | PA      | $170938.74    | 0.11%             | 2026-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ROSS STORES INC                 | Ross Stores Inc                                                                                                    | CUSIP: 778296AD5<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |    115000 | PA      | $111485.60    | 0.07%             | 2030-04-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC           | Texas Instruments Inc                                                                                              | CUSIP: 882508BV5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    450000 | PA      | $459171.00    | 0.30%             | 2028-02-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY         | Nationwide Building Society                                                                                        | CUSIP: 63861VAF4<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    404000 | PA      | $368124.80    | 0.24%             | 2028-02-16      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| FLEX INTERMEDIATE HOLDCO        | Flex Intermediate Holdco LLC                                                                                       | CUSIP: 33939HAB5<br>LEI: 549300290TQIGM30A243 | Long             | DBT              | CORP              | US        |    215000 | PA      | $163825.70    | 0.11%             | 2039-12-30      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| EMPRESA DE TRANSPORTE ME        | Empresa de Transporte de Pasajeros Metro SA                                                                        | CUSIP: 29246QAD7<br>LEI: 959800T4M5QUPYMSCH69 | Long             | DBT              | CORP              | CL        |    350000 | PA      | $322721.88    | 0.21%             | 2030-05-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc        | Prudential Financial Inc                                                                                           | CUSIP: 744320AV4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    260000 | PA      | $254935.20    | 0.16%             | 2045-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| OFFICE PPTY INCOME TRST         | Office Properties Income Trust                                                                                     | CUSIP: 67623CAF6<br>LEI: N/A                  | Long             | DBT              |  | US        |    426000 | PA      | $296636.58    | 0.19%             | 2031-10-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                    | Barclays PLC                                                                                                       | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    275000 | PA      | $309782.00    | 0.20%             | 2033-11-02      | Fixed         | 7.44%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER        | Enterprise Products Operating LLC                                                                                  | CUSIP: 29379VBU6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     85000 | PA      | $78911.45     | 0.05%             | 2049-02-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP        | Charter Communications Operating LLC / Charter Communications Operating Capital                                    | CUSIP: 161175BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    519000 | PA      | $442385.22    | 0.29%             | 2047-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DISCOVER FINANCIAL SVS          | Discover Financial Services                                                                                        | CUSIP: 254709AS7<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |    175000 | PA      | $187010.25    | 0.12%             | 2032-11-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc              | Ally Financial Inc                                                                                                 | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    192000 | PA      | $210735.36    | 0.14%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| IBM CORP                        | International Business Machines Corp                                                                               | CUSIP: 459200KW0<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    620000 | PA      | $620632.40    | 0.40%             | 2026-02-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS        | Discovery Communications LLC                                                                                       | CUSIP: 25470DBG3<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     82000 | PA      | $69337.56     | 0.04%             | 2049-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG          | Credit Suisse Group AG                                                                                             | CUSIP: 225401AY4<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    738000 | PA      | $716546.34    | 0.46%             | 2026-07-15      | Fixed         | 6.37%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC          | Philip Morris International Inc                                                                                    | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     69000 | PA      | $72066.36     | 0.05%             | 2029-11-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION               | Sysco Corp                                                                                                         | CUSIP: 871829BR7<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    460000 | PA      | $331448.40    | 0.21%             | 2051-12-14      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ROSS STORES INC                 | Ross Stores Inc                                                                                                    | CUSIP: 778296AC7<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |    160000 | PA      | $159203.20    | 0.10%             | 2027-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                   | Aircastle Ltd                                                                                                      | CUSIP: 00928QAT8<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    210000 | PA      | $205472.40    | 0.13%             | 2025-08-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ABU DHABI NATIONAL ENERG        | Abu Dhabi National Energy Co PJSC                                                                                  | CUSIP: 00388WAF8<br>LEI: 213800UNJSVQFNUYYW03 | Long             | DBT              | CORP              | AE        |    215000 | PA      | $213495.00    | 0.14%             | 2025-04-23      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Voya Financial Inc              | Voya Financial Inc                                                                                                 | CUSIP: 45685EAG1<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |    690000 | PA      | $687088.20    | 0.44%             | 2053-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY           | Wells Fargo & Co                                                                                                   | CUSIP: 95000U2X0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    553000 | PA      | $540109.57    | 0.35%             | 2026-04-25      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-28

**Name of Applicant:** AB CORPORATE SHARES

**Signature:** Joseph Mantineo

**Name of Signer:** Joseph Mantineo

**Title:** Treasurer and Chief Financial Officer