# EDGAR Filing Document

**Accession Number:** 0001496608
**File Stem:** 0001410368-26-040387
**Filing Date:** 2026-4
**Character Count:** 173947
**Document Hash:** f6fe2418ae962ec315470f0fb0ee799b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-040387.hdr.sgml**: 20260424

**ACCESSION NUMBER**: 0001410368-26-040387

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260424

**DATE AS OF CHANGE**: 20260424

**PERIOD START**: 20261130

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23799
- **FILM NUMBER:** 26895225

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

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

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

## Series and Classes Contracts Data

### AB Corporate Bond ETF (Series ID: S000082568)

| Class ID   | Class Name            | Ticker Symbol   |
|:---|:---|:---|
| C000245884 | AB Corporate Bond ETF | EYEG            |

## Nport-Ex

**AB Active ETFs, Inc.** 

**AB Corporate Bond ETF** 

**Portfolio of Investments** 

**February 28, 2026 (unaudited)** 

---

| | | |
|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  **CORPORATES - INVESTMENT GRADE – 96.6%** |  |  |
|  **Industrial – 50.8%** |  |  |
|  **Basic – 0.8%** |  |  |
|  Dow Chemical Co. (The)<br>4.80%, 01/15/2031 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26942 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 03/15/2035 | 27 | 26828 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.65%, 03/15/2036 | 27 | 27037 |
|  LYB International Finance III LLC<br>6.15%, 05/15/2035 | 7 | 7273 |
|  Nutrien Ltd.<br>4.90%, 03/27/2028 | 130 | 132326 |
|  |  | 220406 |
|  **Capital Goods – 4.1%** |  |  |
|  3M Co.<br>2.875%, 10/15/2027 | 136 | 134154 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.375%, 03/01/2029 | 133 | 130994 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 09/14/2048 | 43 | 34541 |
|  CNH Industrial Capital LLC<br>4.75%, 03/21/2028 | 20 | 20268 |
|  CRH America Finance, Inc.<br>4.40%, 02/09/2031 | 134 | 134951 |
|  Johnson Controls International PLC/Tyco Fire & Security Finance SCA<br>1.75%, 09/15/2030 | 29 | 26235 |
|  Northrop Grumman Corp.<br>3.25%, 01/15/2028 | 135 | 133664 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 05/01/2030 | 132 | 133898 |
|  Parker-Hannifin Corp.<br>3.25%, 06/14/2029 | 24 | 23524 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 09/15/2027 | 132 | 132825 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 09/15/2029 | 131 | 133363 |
|  Regal Rexnord Corp.<br>6.05%, 04/15/2028 | 34 | 35256 |
|  RTX Corp.<br>3.125%, 05/04/2027 | 29 | 28775 |
|  |  | 1102448 |
|  **Communications - Media – 3.4%** |  |  |
|  Charter Communications Operating LLC/Charter Communications Operating Capital<br>6.484%, 10/23/2045 | 128 | 121749 |
|  Cox Communications, Inc.<br>5.80%, 12/15/2053<sup>(a)</sup> | 78 | 68011 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 09/01/2054<sup>(a)</sup> | 145 | 129173 |
|  Meta Platforms, Inc.<br>4.65%, 08/15/2062 | 74 | 60030 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.625%, 11/15/2055 | 138 | 135079 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 05/15/2063 | 36 | 34991 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 11/15/2065 | 137 | 133368 |
|  Paramount Global<br>4.375%, 03/15/2043 | 87 | 54568 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 01/15/2031 | 113 | 105691 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 05/19/2050 | 135 | 85274 |
|  |  | 927934 |

---

------

---

| | | |
|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  **Communications - Telecommunications – 0.2%** |  |  |
|  AT&T, Inc.<br>5.70%, 11/01/2054 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26200 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.05%, 08/15/2056 | 26 | 26458 |
|  |  | 52658 |
|  **Consumer Cyclical - Automotive – 1.7%** |  |  |
|  American Honda Finance Corp.<br>5.15%, 07/09/2032 | 28 | 29050 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series G<br>4.45%, 10/22/2027 | 25 | 25236 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 09/04/2030 | 27 | 27317 |
|  Cummins, Inc.<br>5.15%, 02/20/2034 | 128 | 133624 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 02/20/2054 | 132 | 131726 |
|  General Motors Co.<br>6.60%, 04/01/2036 | 72 | 78996 |
|  Hyundai Capital America<br>4.25%, 09/18/2028<sup>(a)</sup> | 27 | 27118 |
|  |  | 453067 |
|  **Consumer Cyclical - Other – 1.2%** |  |  |
|  JH North America Holdings, Inc.<br>6.125%, 07/31/2032<sup>(a)</sup> | 59 | 60496 |
|  Las Vegas Sands Corp.<br>3.90%, 08/08/2029 | 131 | 128242 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.625%, 06/15/2028 | 20 | 20485 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.90%, 06/01/2027 | 130 | 132232 |
|  |  | 341455 |
|  **Consumer Cyclical - Retailers – 2.0%** |  |  |
|  Genuine Parts Co.<br>4.95%, 08/15/2029 | 131 | 132691 |
|  Home Depot, Inc. (The)<br>5.875%, 12/16/2036 | 122 | 133273 |
|  Lowe's Cos., Inc.<br>1.30%, 04/15/2028 | 143 | 135578 |
|  Tapestry, Inc.<br>5.50%, 03/11/2035 | 128 | 132707 |
|  |  | 534249 |
|  **Consumer Non-Cyclical – 14.6%** |  |  |
|  AbbVie, Inc.<br>5.50%, 03/15/2064 | 109 | 107289 |
|  Altria Group, Inc.<br>3.875%, 09/16/2046 | 23 | 17720 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 08/06/2035 | 27 | 27662 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 02/14/2049 | 108 | 109303 |
|  Amgen, Inc.<br>5.15%, 03/02/2028 | 130 | 133123 |
|  Archer-Daniels-Midland Co.<br>3.25%, 03/27/2030 | 138 | 134263 |
|  BAT Capital Corp.<br>5.282%, 04/02/2050 | 115 | 105486 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 08/15/2055 | 25 | 25971 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.079%, 08/02/2043 | 103 | 117143 |

---

------

---

| | | |
|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Bristol-Myers Squibb Co.<br>4.55%, 02/20/2048 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132196 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.55%, 02/22/2054 | 132 | 130927 |
|  Cardinal Health, Inc.<br>3.41%, 06/15/2027 | 133 | 132161 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 09/15/2030 | 27 | 27375 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.125%, 02/15/2029 | 51 | 52600 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 11/15/2034 | 25 | 25982 |
|  Cargill, Inc.<br>4.125%, 10/23/2030<sup>(a)</sup> | 27 | 27081 |
|  Cencora, Inc.<br>3.45%, 12/15/2027 | 134 | 132994 |
|  Coty, Inc./HFC Prestige Products, Inc./HFC Prestige International US LLC<br>5.60%, 01/15/2031<sup>(a)</sup> | 27 | 27164 |
|  CVS Health Corp.<br>6.20%, 09/15/2055 | 26 | 26660 |
|  Eli Lilly & Co.<br>4.90%, 10/15/2035 | 26 | 26627 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 02/27/2063 | 146 | 132612 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 08/14/2064 | 41 | 38637 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.55%, 10/15/2055 | 26 | 26413 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.60%, 02/12/2065 | 134 | 135195 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.65%, 10/15/2065 | 26 | 26307 |
|  Gilead Sciences, Inc.<br>5.50%, 11/15/2054 | 134 | 133504 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.55%, 10/15/2053 | 92 | 92539 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.60%, 11/15/2064 | 29 | 29056 |
|  Keurig Dr. Pepper, Inc.<br>3.20%, 05/01/2030 | 78 | 74662 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 05/15/2030 | 26 | 26254 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 03/15/2029 | 74 | 75846 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 31\*<br>2.25%, 03/15/2031 | 150 | 135366 |
|  Kimberly-Clark Corp.<br>3.10%, 03/26/2030 | 84 | 81428 |
|  Mars, Inc.<br>5.65%, 05/01/2045<sup>(a)</sup> | 131 | 134068 |
|  Merck & Co., Inc.<br>5.00%, 05/17/2053 | 90 | 83663 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 05/17/2063 | 145 | 134736 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 09/15/2055 | 131 | 133612 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 12/04/2065 | 50 | 50209 |
|  Novartis Capital Corp.<br>4.10%, 11/05/2030 | 133 | 133819 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 11/05/2032 | 60 | 60471 |
|  Philip Morris International, Inc.<br>2.10%, 05/01/2030 | 96 | 88822 |
|  Reynolds American, Inc.<br>5.85%, 08/15/2045 | 134 | 133948 |
|  Royalty Pharma PLC<br>1.75%, 09/02/2027 | 139 | 134516 |
|  Sysco Corp.<br>5.10%, 09/23/2030 | 24 | 24910 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 04/01/2030 | 126 | 134069 |
|  Viatris, Inc.<br>3.85%, 06/22/2040 | 60 | 47252 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 06/22/2050 | 195 | 133444 |
|  |  | 3955085 |

---

------

---

| | | |
|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  **Energy – 6.3%** |  |  |
|  Energy Transfer LP<br>6.20%, 04/01/2055 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25021 |
|  Enterprise Products Operating LLC<br>Series E<br>5.25%, 08/16/2077 | 122 | 122306 |
|  MPLX LP<br>6.20%, 09/15/2055 | 26 | 26406 |
|  ONEOK, Inc.<br>6.625%, 09/01/2053 | 96 | 101778 |
|  Phillips 66<br>5.875%, 05/01/2042 | 131 | 134724 |
|  Santos Finance Ltd.<br>5.75%, 11/13/2035<sup>(a)</sup> | 131 | 133895 |
|  Shell Finance US, Inc.<br>5.50%, 03/25/2040<sup>(a)</sup> | 128 | 133389 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.375%, 12/15/2038<sup>(a)</sup> | 118 | 133817 |
|  Suncor Energy, Inc.<br>6.85%, 06/01/2039 | 119 | 133889 |
|  Targa Resources Corp.<br>4.35%, 01/15/2029 | 134 | 135010 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 07/30/2036 | 63 | 64161 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 02/15/2053 | 124 | 131538 |
|  Williams Cos., Inc. (The)<br>5.65%, 03/15/2033 | 125 | 132220 |
|  Woodside Finance Ltd.<br>5.10%, 09/12/2034 | 134 | 134513 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 05/19/2030 | 130 | 134874 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 05/19/2035 | 20 | 21178 |
|  |  | 1698719 |
|  **Other Industrial – 0.5%** |  |  |
|  LKQ Corp.<br>5.75%, 06/15/2028 | 130 | 133523 |
|  **Services – 3.6%** |  |  |
|  Amazon.com, Inc.<br>3.25%, 05/12/2061 | 124 | 79754 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 04/13/2062 | 172 | 132352 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 08/22/2057 | 164 | 132238 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.55%, 11/20/2065 | 133 | 130086 |
|  Quanta Services, Inc.<br>4.30%, 08/09/2028 | 27 | 27214 |
|  RELX Capital, Inc.<br>4.00%, 03/18/2029 | 133 | 132876 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 03/27/2030 | 27 | 27549 |
|  S&P Global, Inc.<br>2.45%, 03/01/2027 | 136 | 134125 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 03/01/2029 | 36 | 34800 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 05/01/2029 | 133 | 134152 |
|  |  | 965146 |

---

------

---

| | | |
|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  **Technology – 11.0%** |  |  |
|  Alphabet, Inc.<br>5.25%, 05/15/2055 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102802 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 05/15/2065 | 139 | 131680 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 11/15/2075 | 133 | 132917 |
|  Amphenol Corp.<br>3.80%, 11/15/2027 | 27 | 27026 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 02/15/2033 | 27 | 27062 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 02/15/2036 | 27 | 26821 |
|  Apple, Inc.<br>2.55%, 08/20/2060 | 235 | 132140 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.85%, 08/05/2061 | 220 | 132271 |
|  Applied Materials, Inc.<br>1.75%, 06/01/2030 | 144 | 131334 |
|  Broadridge Financial Solutions, Inc.<br>2.60%, 05/01/2031 | 149 | 135065 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 12/01/2029 | 142 | 134451 |
|  Cisco Systems, Inc.<br>5.30%, 02/26/2054 | 136 | 132340 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 02/26/2064 | 139 | 132978 |
|  Gartner, Inc.<br>3.625%, 06/15/2029<sup>(a)</sup> | 69 | 65489 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 07/01/2028<sup>(a)</sup> | 136 | 134039 |
|  Hewlett Packard Enterprise Co.<br>4.40%, 09/25/2027 | 132 | 132777 |
|  Honeywell International, Inc.<br>1.10%, 03/01/2027 | 139 | 135371 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 08/15/2029 | 54 | 52000 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 01/15/2029 | 31 | 31366 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 03/01/2054 | 118 | 113548 |
|  Intel Corp.<br>3.75%, 03/25/2027 | 10 | 9981 |
|  Lam Research Corp.<br>1.90%, 06/15/2030 | 147 | 134937 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 03/15/2029 | 133 | 133589 |
|  NVIDIA Corp.<br>2.85%, 04/01/2030 | 61 | 58675 |
|  Oracle Corp.<br>2.30%, 03/25/2028 | 99 | 94906 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 04/01/2027 | 58 | 57120 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 11/15/2027 | 101 | 99211 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 03/25/2051 | 154 | 101765 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 09/26/2030 | 27 | 26464 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 08/03/2028 | 24 | 24263 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 09/26/2032 | 27 | 26392 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 09/26/2035 | 19 | 18362 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 09/26/2045 | 27 | 24414 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 09/26/2055 | 27 | 23742 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 08/03/2055 | 24 | 21109 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.10%, 09/26/2065 | 27 | 23384 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.125%, 08/03/2065 | 24 | 20762 |
|  Texas Instruments, Inc.<br>5.05%, 05/18/2063 | 24 | 21945 |
|  |  | 2964498 |

---

------

---

| | | |
|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  **Transportation - Airlines – 0.8%** |  |  |
|  Delta Air Lines, Inc./SkyMiles IP Ltd.<br>4.75%, 10/20/2028 <sup>(a)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121119 |
|  United Airlines 2020-1 Class A Pass Through Trust<br>Series 20-1<br>5.875%, 04/15/2029 | 105 | 107355 |
|  |  | 228474 |
|  **Transportation - Services – 0.6%** |  |  |
|  Element Fleet Management Corp.<br>5.037%, 03/25/2030<sup>(a)</sup> | 27 | 27702 |
|  XPO, Inc.<br>6.25%, 06/01/2028<sup>(a)</sup> | 131 | 133422 |
|  |  | 161124 |
|  |  | 13738786 |
|  **Financial Institutions – 38.4%** |  |  |
|  **Banking – 21.3%** |  |  |
|  Ally Financial, Inc.<br>5.737%, 05/15/2029 | 20 | 20540 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.00%, 11/01/2031 | 117 | 132749 |
|  American Express Co.<br>4.351%, 07/20/2029 | 26 | 26232 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.731%, 04/25/2029 | 26 | 26422 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.804%, 10/24/2036 | 27 | 26745 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.918%, 07/20/2033 | 26 | 26588 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.085%, 01/30/2031 | 25 | 25835 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.098%, 02/16/2028 | 130 | 131347 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.667%, 04/25/2036 | 117 | 123830 |
|  Bank of America Corp.<br>3.419%, 12/20/2028 | 84 | 83143 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.705%, 04/24/2028 | 45 | 44851 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.376%, 04/27/2028 | 35 | 35153 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.468%, 01/23/2035 | 126 | 132052 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.518%, 10/25/2035 | 25 | 25672 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.744%, 02/12/2036 | 94 | 98224 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.872%, 09/15/2034 | 58 | 62225 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series G<br>3.593%, 07/21/2028 | 124 | 123276 |
|  Bank of Montreal<br>4.062%, 09/22/2028 | 27 | 27063 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 09/22/2031 | 27 | 27172 |
|  Bank of Nova Scotia (The)<br>4.043%, 09/15/2028 | 27 | 27029 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.338%, 09/15/2031 | 27 | 27076 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 02/14/2031 | 130 | 134637 |
|  Canadian Imperial Bank of Commerce<br>5.245%, 01/13/2031 | 25 | 25942 |
|  Capital One Financial Corp.<br>2.359%, 07/29/2032 | 149 | 131309 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.197%, 09/11/2036 | 56 | 55865 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.183%, 01/30/2036 | 61 | 63442 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.964%, 11/02/2034 | 111 | 130628 |
|  Citigroup, Inc.<br>3.668%, 07/24/2028 | 61 | 60705 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.503%, 09/11/2031 | 26 | 26206 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.658%, 05/24/2028 | 22 | 22158 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.333%, 03/27/2036 | 27 | 27817 |

---

------

---

| | | |
|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.827%, 02/13/2035 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132245 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.02%, 01/24/2036 | 24 | 25185 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.174%, 05/25/2034 | 124 | 132376 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series VAR<br>3.07%, 02/24/2028 | 134 | 132710 |
|  Citizens Financial Group, Inc.<br>5.253%, 03/05/2031 | 16 | 16500 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.718%, 07/23/2032 | 25 | 26337 |
|  Goldman Sachs Group, Inc. (The)<br>2.64%, 02/24/2028 | 135 | 133199 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.615%, 03/15/2028 | 134 | 133354 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.814%, 04/23/2029 | 134 | 133219 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.153%, 10/21/2029 | 27 | 27012 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.223%, 05/01/2029 | 65 | 65162 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.369%, 10/21/2031 | 27 | 27000 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.937%, 04/23/2028 | 28 | 28268 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.939%, 10/21/2036 | 27 | 26880 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.049%, 07/23/2030 | 25 | 25640 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.218%, 04/23/2031 | 26 | 26920 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.33%, 07/23/2035 | 25 | 25747 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.536%, 01/28/2036 | 24 | 25108 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.727%, 04/25/2030 | 13 | 13581 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.851%, 04/25/2035 | 18 | 19204 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.484%, 10/24/2029 | 12 | 12704 |
|  JPMorgan Chase & Co.<br>2.947%, 02/24/2028 | 91 | 90088 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.956%, 05/13/2031 | 136 | 129301 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.54%, 05/01/2028 | 134 | 133199 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.323%, 04/26/2028 | 133 | 133463 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.14%, 01/24/2031 | 24 | 24902 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.571%, 04/22/2028 | 24 | 24414 |
|  M&T Bank Corp.<br>5.179%, 07/08/2031 | 26 | 26848 |
|  Morgan Stanley<br>4.21%, 04/20/2028 | 96 | 96180 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.164%, 04/20/2029 | 130 | 132920 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.173%, 01/16/2030 | 25 | 25692 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.192%, 04/17/2031 | 26 | 26923 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.23%, 01/15/2031 | 24 | 24848 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.449%, 07/20/2029 | 116 | 119613 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.831%, 04/19/2035 | 109 | 116390 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series G<br>2.699%, 01/22/2031 | 76 | 71861 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.772%, 01/24/2029 | 123 | 122497 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series I<br>4.133%, 10/18/2029 | 16 | 16023 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.356%, 10/22/2031 | 27 | 27033 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.892%, 10/22/2036 | 20 | 19896 |
|  PNC Financial Services Group, Inc. (The)<br>5.373%, 07/21/2036 | 27 | 27967 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.575%, 01/29/2036 | 6 | 6320 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.676%, 01/22/2035 | 116 | 122998 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.875%, 10/20/2034 | 117 | 132815 |
|  Royal Bank of Canada<br>4.498%, 08/06/2029 | 27 | 27328 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.696%, 08/06/2031 | 16 | 16345 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series G<br>4.715%, 03/27/2028 | 131 | 132167 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.153%, 02/04/2031 | 24 | 24881 |

---

------

---

| | | |
|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Santander Holdings USA, Inc.<br>6.174%, 01/09/2030 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131502 |
|  State Street Corp.<br>3.031%, 11/01/2034 | 140 | 133708 |
|  Synchrony Financial<br>2.875%, 10/28/2031 | 150 | 134607 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.935%, 08/02/2030 | 55 | 57077 |
|  US Bancorp<br>4.967%, 07/22/2033 | 131 | 133313 |
|  Wells Fargo & Co.<br>3.526%, 03/24/2028 | 134 | 133287 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.078%, 09/15/2029 | 27 | 27007 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.97%, 04/23/2029 | 26 | 26504 |
|  |  | 5750201 |
|  **Brokerage – 1.8%** |  |  |
|  Apollo Global Management, Inc.<br>5.80%, 05/21/2054 | 133 | 126374 |
|  Blue Owl Finance LLC<br>6.25%, 04/18/2034 | 126 | 125930 |
|  Jefferies Financial Group, Inc.<br>6.20%, 04/14/2034 | 99 | 103667 |
|  Raymond James Financial, Inc.<br>5.65%, 09/11/2055 | 133 | 129793 |
|  |  | 485764 |
|  **Finance – 7.1%** |  |  |
|  Apollo Debt Solutions BDC<br>6.90%, 04/13/2029 | 93 | 96683 |
|  Ares Capital Corp.<br>5.10%, 01/15/2031 | 27 | 26348 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 09/01/2030 | 26 | 25723 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 03/01/2029 | 104 | 105912 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 07/15/2029 | 128 | 130790 |
|  Ares Strategic Income Fund<br>4.85%, 01/15/2029<sup>(a)</sup> | 27 | 26549 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 01/15/2031<sup>(a)</sup> | 27 | 26171 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 03/15/2028 | 25 | 25181 |
|  Barings BDC, Inc.<br>5.20%, 09/15/2028 | 27 | 26713 |
|  Blackstone Private Credit Fund<br>5.95%, 07/16/2029 | 129 | 130062 |
|  Blackstone Secured Lending Fund<br>5.125%, 01/31/2031 | 27 | 26175 |
|  Blue Owl Capital Corp.<br>5.95%, 03/15/2029 | 129 | 128481 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.20%, 07/15/2030 | 23 | 22930 |
|  Blue Owl Credit Income Corp.<br>5.80%, 03/15/2030 | 133 | 130417 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.60%, 09/15/2029 | 87 | 87894 |
|  Brookfield Finance, Inc.<br>5.33%, 01/15/2036 | 27 | 26931 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.813%, 03/03/2055 | 27 | 26336 |
|  Carlyle Secured Lending, Inc.<br>5.75%, 02/15/2031 | 27 | 26097 |
|  Franklin BSP Capital Corp.<br>6.00%, 10/02/2030<sup>(a)</sup> | 27 | 26247 |

---

------

---

| | | |
|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  FS KKR Capital Corp.<br>3.125%, 10/12/2028 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131150 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.125%, 01/15/2030 | 25 | 23962 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.875%, 08/15/2029 | 24 | 23691 |
|  Golub Capital Private Credit Fund<br>5.875%, 05/01/2030 | 23 | 23001 |
|  HA Sustainable Infrastructure Capital, Inc.<br>6.375%, 07/01/2034 | 128 | 132282 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 07/15/2035 | 26 | 27306 |
|  HPS Corporate Lending Fund<br>4.90%, 09/11/2028<sup>(a)</sup> | 26 | 25682 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 06/05/2027<sup>(a)</sup> | 26 | 26101 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 11/15/2030<sup>(a)</sup> | 26 | 25599 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.85%, 06/05/2030<sup>(a)</sup> | 26 | 26019 |
|  North Haven Private Income Fund LLC<br>5.125%, 09/25/2028<sup>(a)</sup> | 27 | 26714 |
|  Oaktree Specialty Lending Corp.<br>6.34%, 02/27/2030 | 26 | 25604 |
|  Oaktree Strategic Credit Fund<br>6.19%, 07/15/2030<sup>(a)</sup> | 132 | 131203 |
|  Sixth Street Lending Partners<br>6.125%, 07/15/2030 | 131 | 132679 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 03/11/2029 | 10 | 10329 |
|  |  | 1912962 |
|  **Financial Services – 0.7%** |  |  |
|  Omnis Funding Trust<br>6.722%, 05/15/2055<sup>(a)</sup> | 138 | 143799 |
|  Sammons Financial Group Global Funding<br>4.95%, 06/12/2030<sup>(a)</sup> | 26 | 26507 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 01/10/2028<sup>(a)</sup> | 25 | 25419 |
|  |  | 195725 |
|  **Insurance – 5.9%** |  |  |
|  Athene Holding Ltd.<br>6.25%, 04/01/2054 | 129 | 120375 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.625%, 05/19/2055 | 8 | 7827 |
|  Brighthouse Financial, Inc.<br>4.70%, 06/22/2047 | 36 | 25062 |
|  Centene Corp.<br>2.625%, 08/01/2031 | 15 | 13008 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 10/15/2030 | 148 | 133360 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.375%, 02/15/2030 | 143 | 132677 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 12/15/2029 | 42 | 40972 |
|  CNO Global Funding<br>5.875%, 06/04/2027<sup>(a)</sup> | 24 | 24470 |
|  Health Care Service Corp. A Mutual Legal Reserve Co.<br>2.20%, 06/01/2030<sup>(a)</sup> | 147 | 135228 |
|  Humana, Inc.<br>3.70%, 03/23/2029 | 136 | 133604 |
|  Jackson National Life Global Funding<br>4.55%, 09/09/2030<sup>(a)</sup> | 27 | 27090 |
|  Manulife Financial Corp.<br>4.986%, 12/11/2035 | 134 | 134369 |

---

------

---

| | | |
|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  MetLife, Inc.<br>6.40%, 12/15/2066 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134117 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.25%, 04/08/2068<sup>(a)</sup> | 102 | 121908 |
|  Prudential Financial, Inc.<br>4.50%, 09/15/2047 | 134 | 132184 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 09/15/2048 | 130 | 131317 |
|  SBL Holdings, Inc.<br>7.20%, 10/30/2034<sup>(a)</sup> | 134 | 122810 |
|  Unum Group<br>6.00%, 06/15/2054 | 25 | 24394 |
|  |  | 1594772 |
|  **REITs – 1.6%** |  |  |
|  CBRE Services, Inc.<br>4.80%, 06/15/2030 | 26 | 26503 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 04/01/2029 | 118 | 122550 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 08/15/2034 | 125 | 133624 |
|  Store Capital LLC<br>5.40%, 04/30/2030 | 26 | 26712 |
|  WEA Finance LLC<br>3.50%, 06/15/2029<sup>(a)</sup> | 131 | 127713 |
|  |  | 437102 |
|  |  | 10376526 |
|  **Utility – 7.4%** |  |  |
|  **Electric – 7.2%** |  |  |
|  Eversource Energy<br>5.45%, 03/01/2028 | 128 | 131369 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 02/01/2029 | 127 | 133236 |
|  ITC Holdings Corp.<br>4.95%, 09/22/2027<sup>(a)</sup> | 131 | 132581 |
|  Jersey Central Power & Light Co.<br>4.15%, 01/15/2029<sup>(a)</sup> | 27 | 27062 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 01/15/2031<sup>(a)</sup> | 27 | 27155 |
|  NextEra Energy Capital Holdings, Inc.<br>4.85%, 02/04/2028 | 132 | 134413 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.65%, 05/01/2079 | 123 | 124510 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.90%, 03/15/2055 | 89 | 90437 |
|  Niagara Mohawk Power Corp.<br>4.647%, 10/03/2030<sup>(a)</sup> | 27 | 27434 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.996%, 07/03/2055<sup>(a)</sup> | 132 | 134812 |
|  Pacific Gas & Electric Co.<br>3.75%, 07/01/2028 | 79 | 78468 |
|  PacifiCorp<br>2.90%, 06/15/2052 | 211 | 126224 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 03/15/2051 | 191 | 125598 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 01/15/2049 | 171 | 131415 |
|  San Diego Gas & Electric Co.<br>5.40%, 04/15/2035 | 27 | 28148 |
|  Sempra<br>3.40%, 02/01/2028 | 135 | 133570 |
|  Southern California Edison Co.<br>5.30%, 03/01/2028 | 129 | 131992 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 06/01/2031 | 128 | 133880 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.85%, 11/01/2027 | 70 | 71939 |
|  Xcel Energy, Inc.<br>4.75%, 03/21/2028 | 26 | 26400 |
|  |  | 1950643 |

---

------

---

| | | |
|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  **Other Utility – 0.2%** |  |  |
|  Boston Gas Co.<br>3.15%, 08/01/2027<sup>(a)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37564 |
|  |  | 1988207 |
|  Total Corporates - Investment Grade<br>(cost $25,957,233) |  | 26103519 |
|  | **Shares** |  |
|  **SHORT-TERM INVESTMENTS – 1.3%** |  |  |
|  **Investment Companies – 1.3%** |  |  |
|  AB Fixed Income Shares, Inc. - Government Money Market Portfolio - Class AB, 3.53%<sup>(b) (c) (d)</sup><br>(cost $350,912) | 350912 | 350912 |
|  **Total Investments – 97.9%**<br> (cost $26,308,145)<sup>(e)</sup> |  | 26454431 |
|  Other assets less liabilities – 2.1% |  | 576318 |
|  **Net Assets – 100.0%** |  | $**27030749** |

---

**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 | 50 | June 2026 | $5836719 | $30453 |
| U.S. Long Bond (CBT) Futures | 30 | June 2026 | 3554063 | 32578 |
| U.S. T-Note 5 Yr (CBT) Futures | 171 | June 2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18834047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102867 |
| **Sold Contracts** |  |  |  |  |
| U.S. T-Note 2 Yr (CBT) Futures | 41 | June 2026 | 8580211 | (15054) |
| U.S. T-Note 10 Yr (CBT) Futures | 144 | June 2026 | 16389000 | (70875) |
| U.S. Ultra Bond (CBT) Futures | 17 | June 2026 | 2067094 | (18844) |
|  |  |  |  | $61125 |

---

*(a)* *Security is exempt from registration under Rule 144A or Regulation S of the Securities Act of 1933. These securities are considered restricted, but liquid and may be resold in transactions exempt from registration. At February 28, 2026, the aggregate market value of these securities amounted to $2,837,820 or 10.5% of net assets.* 

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

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

*(d)* *Affiliated investments.* 

*(e)* *As of February 28, 2026, the cost basis of investment securities owned was substantially identical for both book and tax purposes. Gross unrealized appreciation of investments was $464,628 and gross unrealized depreciation of investments was $(257,217), resulting in net unrealized appreciation of $207,411.* 

*Glossary:* 

*CBT – Chicago Board of Trade* 

*HFC – Housing Finance Corporation* 

*REIT – Real Estate Investment Trust* 

------

**AB Active ETFs, Inc.** 

**AB Corporate Bond ETF** 

**February 28, 2026 (unaudited)** 

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

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

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

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

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

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

------

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

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Investments in Securities:** | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets:** |  |  |  |  |
| Corporates - Investment Grade | $— | $26103519 | $— | $26103519 |
| Short-Term Investments | 350912 |  |  | 350912 |
| Total Investments in Securities | 350912 | 26103519 |  | 26454431 |
| **Other Financial Instruments<sup>(a)</sup>:** |  |  |  |  |
| **Assets:** |  |  |  |  |
| Futures | 165898 |  |  | 165898 |
| **Liabilities:** |  |  |  |  |
| Futures | (104773) |  |  | (104773) |
| **Total** | $**412037** | $**26103519** | $**—** | $**26515556** |

---

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

A summary of the Fund's transactions in AB mutual funds for the three months ended February 28, 2026 is as follows:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Fund** | **Market Value**<br> **11/30/2025**<br> **(000)** | **Purchases**<br> **at Cost**<br> **(000)** | **Sales**<br> **Proceeds**<br> **(000)** | **Market Value**<br> **02/28/2026**<br> **(000)** | **Dividend**<br> **Income**<br> **(000)** |
| AB Government Money Market Portfolio | $251 | $2706 | $2606 | $351 | $2 |

---

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

  - **Street Address 1:** ALLIANCEBERNSTEIN LP

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10001

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

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

- **a. Name of Series:** AB Corporate Bond ETF

- **b. EDGAR series identifier (if any):** S000082568

- **c. LEI of Series:** 254900SWUO8JGVSQXB63

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $27037077.02

**Total Liabilities:** $6256.79

**Net Assets:** $27030820.23

**Cash Not Reported:** $170460.67

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -33.52000000 | **1-Year:** -1885.99000000 | **5-Year:** -3924.90000000 | **10-Year:** -5101.50000000 | **30-Year:** -5196.53000000

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

- **3-Month:** -1.04000000 | **1-Year:** -52.24000000 | **5-Year:** -101.89000000 | **10-Year:** -192.95000000 | **30-Year:** -152.09000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000245884 | -0.38%               | 0.23%                | 1.05%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $42416.58                | $-224283.91                                |
| Month 2  | $25948.25                | $-52424.03                                 |
| Month 3  | $30326.89                | $80362.52                                  |

### Schedule of Portfolio Investments

| Name                     | Title                                                                           | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| OAKTREE SPECIALTY LEND   | Oaktree Specialty Lending Corp                                                  | CUSIP: 67401PAE8<br>LEI: 549300J6MGCEU5928620 | Long             | DBT              | CORP              | US        |     26000 | PA      | $25604.28     | 0.09%             | 2030-02-27      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP     | Bank of America Corp                                                            | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35152.95     | 0.13%             | 2028-04-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL  | Raymond James Financial Inc                                                     | CUSIP: 754730AK5<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |    133000 | PA      | $129793.37    | 0.48%             | 2055-09-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC     | Shell Finance US Inc                                                            | CUSIP: 822905AT2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    118000 | PA      | $133816.72    | 0.50%             | 2038-12-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP              | Oracle Corp                                                                     | CUSIP: 68389XBU8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     58000 | PA      | $57120.14     | 0.21%             | 2027-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| SEMPRA                   | Sempra                                                                          | CUSIP: 816851BG3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    135000 | PA      | $133570.35    | 0.49%             | 2028-02-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP     | Bank of America Corp                                                            | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44851.50     | 0.17%             | 2028-04-24      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO | Capital One Financial Corp                                                      | CUSIP: 14040HCG8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    149000 | PA      | $131309.23    | 0.49%             | 2032-07-29      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC           | Home Depot Inc/The                                                              | CUSIP: 437076AS1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    122000 | PA      | $133272.80    | 0.49%             | 2036-12-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade   | US 5YR NOTE (CBT) JUN26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       173 | NC      | $104070.41    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| BOSTON GAS COMPANY       | Boston Gas Co                                                                   | CUSIP: 100743AK9<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |     38000 | PA      | $37563.76     | 0.14%             | 2027-08-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP     | Bank of America Corp                                                            | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     94000 | PA      | $98224.36     | 0.36%             | 2036-02-12      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC  | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25639.75     | 0.09%             | 2030-07-23      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP              | Oracle Corp                                                                     | CUSIP: 68389XCY9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     24000 | PA      | $24263.04     | 0.09%             | 2028-08-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP       | Energy Transfer LP                                                              | CUSIP: 29273VBF6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25020.75     | 0.09%             | 2055-04-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO      | American Express Co                                                             | CUSIP: 025816EK1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26587.86     | 0.10%             | 2033-07-20      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY               | 3M Co                                                                           | CUSIP: 88579YAY7<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    136000 | PA      | $134154.48    | 0.50%             | 2027-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY    | Wells Fargo & Co                                                                | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    134000 | PA      | $133287.12    | 0.49%             | 2028-03-24      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FU | HPS Corporate Lending Fund                                                      | CUSIP: 40440VAL9<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26100.88     | 0.10%             | 2027-06-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL   | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KBK5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    123000 | PA      | $124510.44    | 0.46%             | 2079-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Alliance Bernstein       | AB Fixed Income Shares, Inc. - Government Money Market Portfolio                | CUSIP: 018616748<br>LEI: 5493006YWHO7MNK2U579 | Long             | STIV             | RF                | US        |    350912 | NS      | $350912.08    | 1.30%             |  |  |  | No            |                  1 | On Loan: No      |
| METLIFE INC              | MetLife Inc                                                                     | CUSIP: 59156RAP3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    128000 | PA      | $134117.12    | 0.50%             | 2036-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP     | Parker-Hannifin Corp                                                            | CUSIP: 701094AN4<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     24000 | PA      | $23523.60     | 0.09%             | 2029-06-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SBL HOLDINGS INC         | SBL Holdings Inc                                                                | CUSIP: 78397DAD0<br>LEI: 635400MJW3QDSBJRKQ59 | Long             | DBT              | CORP              | US        |    134000 | PA      | $122809.66    | 0.45%             | 2034-10-30      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC        | Store Capital LLC                                                               | CUSIP: 862123AB2<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              |  | US        |     26000 | PA      | $26711.36     | 0.10%             | 2030-04-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL         | Paramount Global                                                                | CUSIP: 92556HAB3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    113000 | PA      | $105691.16    | 0.39%             | 2031-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP     | Targa Resources Corp                                                            | CUSIP: 87612GAS0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     63000 | PA      | $64160.46     | 0.24%             | 2036-07-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC             | Alphabet Inc                                                                    | CUSIP: 02079KAM9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    106000 | PA      | $102801.98    | 0.38%             | 2055-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP              | Oracle Corp                                                                     | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    154000 | PA      | $101764.74    | 0.38%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III      | LYB International Finance III LLC                                               | CUSIP: 50249AAP8<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7272.93      | 0.03%             | 2035-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC  | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12704.16     | 0.05%             | 2029-10-24      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO         | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CBS7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    132000 | PA      | $132777.48    | 0.49%             | 2027-09-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| SANTOS FINANCE LTD       | Santos Finance Ltd                                                              | CUSIP: 803014AC3<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |    131000 | PA      | $133895.10    | 0.50%             | 2035-11-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY           | Morgan Stanley                                                                  | CUSIP: 61748UAM4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27033.48     | 0.10%             | 2031-10-22      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC       | Meta Platforms Inc                                                              | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    138000 | PA      | $135078.54    | 0.50%             | 2055-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO           | Eli Lilly & Co                                                                  | CUSIP: 532457DG0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26306.80     | 0.10%             | 2065-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FU | HPS Corporate Lending Fund                                                      | CUSIP: 40440VAQ8<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |     26000 | PA      | $25681.76     | 0.10%             | 2028-09-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP     | Bank of America Corp                                                            | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    126000 | PA      | $132051.78    | 0.49%             | 2035-01-23      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC      | Gilead Sciences Inc                                                             | CUSIP: 375558CD3<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    134000 | PA      | $133504.20    | 0.49%             | 2054-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY           | Morgan Stanley                                                                  | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     76000 | PA      | $71861.04     | 0.27%             | 2031-01-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PACIFICORP               | PacifiCorp                                                                      | CUSIP: 695114CX4<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    191000 | PA      | $125597.78    | 0.46%             | 2051-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC        | CBRE Services Inc                                                               | CUSIP: 12505BAH3<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              |  | US        |    118000 | PA      | $122550.08    | 0.45%             | 2029-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP        | State Street Corp                                                               | CUSIP: 857477BF9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    140000 | PA      | $133708.40    | 0.49%             | 2034-11-01      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY               | 3M Co                                                                           | CUSIP: 88579YBG5<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    133000 | PA      | $130994.36    | 0.48%             | 2029-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| WEA FINANCE LLC          | WEA Finance LLC                                                                 | CUSIP: 92928QAF5<br>LEI: 3CYEJKBUJZO3UW777J80 | Long             | DBT              |  | US        |    131000 | PA      | $127713.21    | 0.47%             | 2029-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP            | Amphenol Corp                                                                   | CUSIP: 032095AW1<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27025.65     | 0.10%             | 2027-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| APPLE INC                | Apple Inc                                                                       | CUSIP: 037833EA4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    235000 | PA      | $132140.50    | 0.49%             | 2060-08-20      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BD | Apollo Debt Solutions BDC                                                       | CUSIP: 03770DAB9<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |     93000 | PA      | $96682.80     | 0.36%             | 2029-04-13      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC        | Suncor Energy Inc                                                               | CUSIP: 86722TAB8<br>LEI: 894500XO86FKXQGPYV71 | Long             | DBT              | CORP              | CA        |    119000 | PA      | $133889.28    | 0.50%             | 2039-06-01      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC  | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    134000 | PA      | $133354.12    | 0.49%             | 2028-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT  | Jersey Central Power & Light Co                                                 | CUSIP: 476556DG7<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27154.71     | 0.10%             | 2031-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP              | Oracle Corp                                                                     | CUSIP: 68389XBN4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    101000 | PA      | $99211.29     | 0.37%             | 2027-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| US BANCORP               | US Bancorp                                                                      | CUSIP: 91159HJG6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    131000 | PA      | $133313.46    | 0.49%             | 2033-07-22      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC   | Brookfield Finance Inc                                                          | CUSIP: 11271LAP7<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |     27000 | PA      | $26335.53     | 0.10%             | 2055-03-03      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP    | Novartis Capital Corp                                                           | CUSIP: 66989HAZ1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60470.40     | 0.22%             | 2032-11-05      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO      | American Express Co                                                             | CUSIP: 025816EM7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26745.39     | 0.10%             | 2036-10-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC      | Cardinal Health Inc                                                             | CUSIP: 14149YBJ6<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    133000 | PA      | $132160.77    | 0.49%             | 2027-06-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME   | Blue Owl Credit Income Corp                                                     | CUSIP: 09581CAB7<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |     87000 | PA      | $87894.36     | 0.33%             | 2029-09-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES   | PNC Financial Services Group Inc/The                                            | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6319.80      | 0.02%             | 2036-01-29      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC  | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25746.50     | 0.10%             | 2035-07-23      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA  | Hyundai Capital America                                                         | CUSIP: 44891ADZ7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27117.45     | 0.10%             | 2028-09-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY           | Morgan Stanley                                                                  | CUSIP: 61748UAK8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16022.88     | 0.06%             | 2029-10-18      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC           | Lowe's Cos Inc                                                                  | CUSIP: 548661DX2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    143000 | PA      | $135578.30    | 0.50%             | 2028-04-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP     | Parker-Hannifin Corp                                                            | CUSIP: 701094AR5<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    132000 | PA      | $132825.00    | 0.49%             | 2027-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC     | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAT7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     74000 | PA      | $75846.30     | 0.28%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE   | American Honda Finance Corp                                                     | CUSIP: 02665WFT3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25236.00     | 0.09%             | 2027-10-22      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP     | Targa Resources Corp                                                            | CUSIP: 87612GAD3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    124000 | PA      | $131537.96    | 0.49%             | 2053-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET LENDING PAR | Sixth Street Lending Partners                                                   | CUSIP: 829932AF9<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |    131000 | PA      | $132679.42    | 0.49%             | 2030-07-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC  | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GD27<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27012.15     | 0.10%             | 2029-10-21      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES   | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    117000 | PA      | $132814.89    | 0.49%             | 2034-10-20      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL      | Synchrony Financial                                                             | CUSIP: 87165BAV5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57076.80     | 0.21%             | 2030-08-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY        | Eversource Energy                                                               | CUSIP: 30040WAT5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    128000 | PA      | $131368.96    | 0.49%             | 2028-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL   | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KDG2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    132000 | PA      | $134412.96    | 0.50%             | 2028-02-04      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| XPO INC                  | XPO Inc                                                                         | CUSIP: 98379KAA0<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |    131000 | PA      | $133422.19    | 0.49%             | 2028-05-17      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC    | Texas Instruments Inc                                                           | CUSIP: 882926AA6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     24000 | PA      | $21944.64     | 0.08%             | 2063-05-18      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE   | Blackstone Private Credit Fund                                                  | CUSIP: 09261HBN6<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    129000 | PA      | $130061.67    | 0.48%             | 2029-07-16      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BROADRIDGE FINANCIAL SOL | Broadridge Financial Solutions Inc                                              | CUSIP: 11133TAE3<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | DBT              | CORP              | US        |    149000 | PA      | $135065.52    | 0.50%             | 2031-05-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANCE INC  | CRH America Finance Inc                                                         | CUSIP: 12636YAH5<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    134000 | PA      | $134951.40    | 0.50%             | 2031-02-09      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO      | American Express Co                                                             | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    117000 | PA      | $123830.46    | 0.46%             | 2036-04-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC    | Reynolds American Inc                                                           | CUSIP: 761713BB1<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    134000 | PA      | $133947.74    | 0.50%             | 2045-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO        | General Motors Co                                                               | CUSIP: 37045VAK6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     72000 | PA      | $78996.24     | 0.29%             | 2036-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND  | Blackstone Secured Lending Fund                                                 | CUSIP: 09261XAL6<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26174.88     | 0.10%             | 2031-01-31      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT  | Jersey Central Power & Light Co                                                 | CUSIP: 476556DJ1<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27062.37     | 0.10%             | 2029-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC      | Cardinal Health Inc                                                             | CUSIP: 14149YBU1<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27375.30     | 0.10%             | 2030-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC           | Amazon.com Inc                                                                  | CUSIP: 023135BM7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    164000 | PA      | $132238.12    | 0.49%             | 2057-08-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC        | Cisco Systems Inc                                                               | CUSIP: 17275RBV3<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    139000 | PA      | $132978.52    | 0.49%             | 2064-02-26      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FU | Ares Strategic Income Fund                                                      | CUSIP: 04020EAP2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26549.10     | 0.10%             | 2029-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE   | American Honda Finance Corp                                                     | CUSIP: 02665WGF2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     28000 | PA      | $29050.28     | 0.11%             | 2032-07-09      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC  | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GA95<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     18000 | PA      | $19204.02     | 0.07%             | 2035-04-25      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC           | Amazon.com Inc                                                                  | CUSIP: 023135CK0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    172000 | PA      | $132352.28    | 0.49%             | 2062-04-13      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC           | S&P Global Inc                                                                  | CUSIP: 78409VBJ2<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     36000 | PA      | $34800.48     | 0.13%             | 2029-03-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| OMNIS FUNDING TRUST      | Omnis Funding Trust                                                             | CUSIP: 68218WAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    138000 | PA      | $143798.76    | 0.53%             | 2055-05-15      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC        | Cisco Systems Inc                                                               | CUSIP: 17275RBU5<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    136000 | PA      | $132340.24    | 0.49%             | 2054-02-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| TAPESTRY INC             | Tapestry Inc                                                                    | CUSIP: 876030AL1<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    128000 | PA      | $132706.56    | 0.49%             | 2035-03-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME   | Blue Owl Credit Income Corp                                                     | CUSIP: 09581CAD3<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    133000 | PA      | $130417.14    | 0.48%             | 2030-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC   | Cox Communications Inc                                                          | CUSIP: 224044CT2<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |     78000 | PA      | $68010.54     | 0.25%             | 2053-12-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC              | Cummins Inc                                                                     | CUSIP: 231021AW6<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    128000 | PA      | $133624.32    | 0.49%             | 2034-02-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GLOBAL | Sammons Financial Group Global Funding                                          | CUSIP: 79587J2B8<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25419.75     | 0.09%             | 2028-01-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC           | Merck & Co Inc                                                                  | CUSIP: 58933YCC7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50209.00     | 0.19%             | 2065-12-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC  | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28267.96     | 0.10%             | 2028-04-23      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC     | Shell Finance US Inc                                                            | CUSIP: 822905AV7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    128000 | PA      | $133388.80    | 0.49%             | 2040-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E          | San Diego Gas & Electric Co                                                     | CUSIP: 797440CG7<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     27000 | PA      | $28147.77     | 0.10%             | 2035-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC     | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VBA7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26254.02     | 0.10%             | 2030-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON      | Southern California Edison Co                                                   | CUSIP: 842400JE4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    128000 | PA      | $133880.32    | 0.50%             | 2031-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP | Citizens Financial Group Inc                                                    | CUSIP: 174610BJ3<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16500.32     | 0.06%             | 2031-03-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP        | Ares Capital Corp                                                               | CUSIP: 04010LBK8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     26000 | PA      | $25723.36     | 0.10%             | 2030-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA     | Royal Bank of Canada                                                            | CUSIP: 78017DAF5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    131000 | PA      | $132167.21    | 0.49%             | 2028-03-27      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP             | Centene Corp                                                                    | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     42000 | PA      | $40972.26     | 0.15%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC   | CNH Industrial Capital LLC                                                      | CUSIP: 12592BAU8<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20268.20     | 0.07%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC  | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     24000 | PA      | $25107.60     | 0.09%             | 2036-01-28      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC            | Citigroup Inc                                                                   | CUSIP: 172967NS6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22158.40     | 0.08%             | 2028-05-24      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| MANULIFE FINANCIAL CORP  | Manulife Financial Corp                                                         | CUSIP: 56501RAX4<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |    134000 | PA      | $134368.50    | 0.50%             | 2035-12-11      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FU | HPS Corporate Lending Fund                                                      | CUSIP: 40440VAS4<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |     26000 | PA      | $25599.08     | 0.09%             | 2030-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| LAM RESEARCH CORP        | Lam Research Corp                                                               | CUSIP: 512807AU2<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    133000 | PA      | $133589.19    | 0.49%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD     | Woodside Finance Ltd                                                            | CUSIP: 980236AR4<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    134000 | PA      | $134513.22    | 0.50%             | 2034-09-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS/TYCO FI | Johnson Controls International plc / Tyco Fire & Security Finance SCA           | CUSIP: 47837RAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     29000 | PA      | $26234.56     | 0.10%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL         | Bank of Montreal                                                                | CUSIP: 06368MXV1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     27000 | PA      | $27172.26     | 0.10%             | 2031-09-22      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA      | Bank of Nova Scotia/The                                                         | CUSIP: 06418GAQ0<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    130000 | PA      | $134637.10    | 0.50%             | 2031-02-14      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY           | Morgan Stanley                                                                  | CUSIP: 61747YER2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     96000 | PA      | $96179.52     | 0.36%             | 2028-04-20      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| RELX CAPITAL INC         | RELX Capital Inc                                                                | CUSIP: 74949LAC6<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    133000 | PA      | $132876.31    | 0.49%             | 2029-03-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC       | Meta Platforms Inc                                                              | CUSIP: 30303M8R6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     36000 | PA      | $34990.92     | 0.13%             | 2063-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN | Brighthouse Financial Inc                                                       | CUSIP: 10922NAF0<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |     36000 | PA      | $25061.76     | 0.09%             | 2047-06-22      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP             | Centene Corp                                                                    | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13008.45     | 0.05%             | 2031-08-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT | Apollo Global Management Inc                                                    | CUSIP: 03769MAC0<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |    133000 | PA      | $126373.94    | 0.47%             | 2054-05-21      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL         | Paramount Global                                                                | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     87000 | PA      | $54568.14     | 0.20%             | 2043-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PACIFICORP               | PacifiCorp                                                                      | CUSIP: 695114CT3<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    171000 | PA      | $131415.21    | 0.49%             | 2049-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL      | Synchrony Financial                                                             | CUSIP: 87165BAR4<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    150000 | PA      | $134607.00    | 0.50%             | 2031-10-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BLUE OWL FINANCE LLC     | Blue Owl Finance LLC                                                            | CUSIP: 09581JAT3<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |    126000 | PA      | $125929.44    | 0.47%             | 2034-04-18      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY           | Morgan Stanley                                                                  | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     24000 | PA      | $24847.68     | 0.09%             | 2031-01-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD     | Woodside Finance Ltd                                                            | CUSIP: 980236AV5<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |     20000 | PA      | $21177.80     | 0.08%             | 2035-05-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP      | FS KKR Capital Corp                                                             | CUSIP: 302635AP2<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23962.25     | 0.09%             | 2030-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC        | CBRE Services Inc                                                               | CUSIP: 12505BAJ9<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26503.36     | 0.10%             | 2030-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66              | Phillips 66                                                                     | CUSIP: 718546AH7<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    131000 | PA      | $134724.33    | 0.50%             | 2042-05-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA   | Santander Holdings USA Inc                                                      | CUSIP: 80282KBJ4<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    126000 | PA      | $131502.42    | 0.49%             | 2030-01-09      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP     | Las Vegas Sands Corp                                                            | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20484.60     | 0.08%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP            | Amphenol Corp                                                                   | CUSIP: 032095BA8<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26821.53     | 0.10%             | 2036-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC | Prudential Financial Inc                                                        | CUSIP: 744320BF8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    130000 | PA      | $131316.90    | 0.49%             | 2048-09-15      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORP    | Blue Owl Capital Corp                                                           | CUSIP: 69121KAJ3<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |     23000 | PA      | $22930.08     | 0.08%             | 2030-07-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO      | American Express Co                                                             | CUSIP: 025816DP1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    130000 | PA      | $131346.80    | 0.49%             | 2028-02-16      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| GARTNER INC              | Gartner Inc                                                                     | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    136000 | PA      | $134038.88    | 0.50%             | 2028-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC     | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAJ9<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     78000 | PA      | $74662.38     | 0.28%             | 2030-05-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade   | US ULTRA BOND CBT JUN26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -18 | NC      | $-20156.25    | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP     | Bank of America Corp                                                            | CUSIP: 06051GLU1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     58000 | PA      | $62224.72     | 0.23%             | 2034-09-15      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| AT&T INC                 | AT&T Inc                                                                        | CUSIP: 00206RNE8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26199.45     | 0.10%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL   | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KDM9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     89000 | PA      | $90437.35     | 0.33%             | 2055-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP     | Bank of America Corp                                                            | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     84000 | PA      | $83143.20     | 0.31%             | 2028-12-20      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC   | Brookfield Finance Inc                                                          | CUSIP: 11271LAQ5<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |     27000 | PA      | $26931.42     | 0.10%             | 2036-01-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY           | Morgan Stanley                                                                  | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26923.00     | 0.10%             | 2031-04-17      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON      | Southern California Edison Co                                                   | CUSIP: 842400HS5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71939.00     | 0.27%             | 2027-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO  | Bristol-Myers Squibb Co                                                         | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    132000 | PA      | $130926.84    | 0.48%             | 2054-02-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC            | Citigroup Inc                                                                   | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    124000 | PA      | $132376.20    | 0.49%             | 2034-05-25      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| RELX CAPITAL INC         | RELX Capital Inc                                                                | CUSIP: 74949LAF9<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27548.64     | 0.10%             | 2030-03-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER     | Niagara Mohawk Power Corp                                                       | CUSIP: 653522DV1<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    132000 | PA      | $134811.60    | 0.50%             | 2055-07-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO      | JPMorgan Chase & Co                                                             | CUSIP: 46647PAF3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    134000 | PA      | $133198.68    | 0.49%             | 2028-05-01      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC      | Gilead Sciences Inc                                                             | CUSIP: 375558CE1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     29000 | PA      | $29056.26     | 0.11%             | 2064-11-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET LENDING PAR | Sixth Street Lending Partners                                                   | CUSIP: 829932AB8<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10328.90     | 0.04%             | 2029-03-11      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP      | FS KKR Capital Corp                                                             | CUSIP: 302635AN7<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |     24000 | PA      | $23691.12     | 0.09%             | 2029-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL         | Bank of Montreal                                                                | CUSIP: 06368MXU3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     27000 | PA      | $27062.64     | 0.10%             | 2028-09-22      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC         | Altria Group Inc                                                                | CUSIP: 02209SBV4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27662.04     | 0.10%             | 2035-08-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO      | JPMorgan Chase & Co                                                             | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    133000 | PA      | $133462.84    | 0.49%             | 2028-04-26      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY        | Eversource Energy                                                               | CUSIP: 30040WAW8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    127000 | PA      | $133235.70    | 0.49%             | 2029-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HEALTH CARE SERVICE CORP | Health Care Service Corp A Mutual Legal Reserve Co                              | CUSIP: 42218SAF5<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |    147000 | PA      | $135228.24    | 0.50%             | 2030-06-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER | Enterprise Products Operating LLC                                               | CUSIP: 29379VBN2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    122000 | PA      | $122306.22    | 0.45%             | 2077-08-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                | ONEOK Inc                                                                       | CUSIP: 682680BN2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     96000 | PA      | $101778.24    | 0.38%             | 2053-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade   | US 10YR NOTE (CBT)JUN26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -144 | NC      | $-70875.07    | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| DOW CHEMICAL CO/THE      | Dow Chemical Co/The                                                             | CUSIP: 260543DP5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27037.53     | 0.10%             | 2036-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP              | NVIDIA Corp                                                                     | CUSIP: 67066GAF1<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |     61000 | PA      | $58674.68     | 0.22%             | 2030-04-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| CARGILL INC              | Cargill Inc                                                                     | CUSIP: 141781CF9<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27080.46     | 0.10%             | 2030-10-23      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP      | Kimberly-Clark Corp                                                             | CUSIP: 494368CB7<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |     84000 | PA      | $81427.92     | 0.30%             | 2030-03-26      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC             | Alphabet Inc                                                                    | CUSIP: 02079KAN7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    139000 | PA      | $131680.26    | 0.49%             | 2065-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC      | Cardinal Health Inc                                                             | CUSIP: 14149YBN7<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     51000 | PA      | $52600.38     | 0.19%             | 2029-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP          | CVS Health Corp                                                                 | CUSIP: 126650EL0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26660.14     | 0.10%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO           | Eli Lilly & Co                                                                  | CUSIP: 532457DE5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26627.12     | 0.10%             | 2035-10-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL         | Paramount Global                                                                | CUSIP: 92556HAC1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    135000 | PA      | $85274.10     | 0.32%             | 2050-05-19      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC  | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26919.88     | 0.10%             | 2031-04-23      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GLOBAL | Sammons Financial Group Global Funding                                          | CUSIP: 79587J2C6<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26507.00     | 0.10%             | 2030-06-12      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO      | JPMorgan Chase & Co                                                             | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     24000 | PA      | $24901.68     | 0.09%             | 2031-01-24      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC      | Cardinal Health Inc                                                             | CUSIP: 14149YBS6<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25982.25     | 0.10%             | 2034-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade   | US 10YR ULTRA FUT JUN26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        48 | NC      | $30421.87     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY           | Morgan Stanley                                                                  | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    130000 | PA      | $132919.80    | 0.49%             | 2029-04-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDING | JH North America Holdings Inc                                                   | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |     59000 | PA      | $60496.24     | 0.22%             | 2032-07-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA     | Royal Bank of Canada                                                            | CUSIP: 78017DAC2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     24000 | PA      | $24880.56     | 0.09%             | 2031-02-04      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CARLYLE SECURED LENDING  | Carlyle Secured Lending Inc                                                     | CUSIP: 872280AB8<br>LEI: 5493003POT0JT6WD1D83 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26096.85     | 0.10%             | 2031-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP              | Oracle Corp                                                                     | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26391.96     | 0.10%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC            | Citigroup Inc                                                                   | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     61000 | PA      | $60704.76     | 0.22%             | 2028-07-24      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP              | Oracle Corp                                                                     | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     27000 | PA      | $23741.91     | 0.09%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE      | Dow Chemical Co/The                                                             | CUSIP: 260543DN0<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26941.95     | 0.10%             | 2031-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC  | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GD35<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27000.27     | 0.10%             | 2031-10-21      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C | Archer-Daniels-Midland Co                                                       | CUSIP: 039482AB0<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    138000 | PA      | $134262.96    | 0.50%             | 2030-03-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC         | Altria Group Inc                                                                | CUSIP: 02209SAV5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     23000 | PA      | $17720.35     | 0.07%             | 2046-09-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY    | Wells Fargo & Co                                                                | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26503.88     | 0.10%             | 2029-04-23      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| OAKTREE STRATEGIC CREDIT | Oaktree Strategic Credit Fund                                                   | CUSIP: 67403AAF6<br>LEI: 2549006RRE0JC7G43241 | Long             | DBT              | CORP              | US        |    132000 | PA      | $131202.72    | 0.49%             | 2030-07-15      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    128000 | PA      | $121748.48    | 0.45%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC           | Merck & Co Inc                                                                  | CUSIP: 58933YBM6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     90000 | PA      | $83663.10     | 0.31%             | 2053-05-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA      | Bank of Nova Scotia/The                                                         | CUSIP: 06418GAU1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     27000 | PA      | $27029.43     | 0.10%             | 2028-09-15      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC             | Alphabet Inc                                                                    | CUSIP: 02079KBB2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    133000 | PA      | $132917.54    | 0.49%             | 2075-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP         | BAT Capital Corp                                                                | CUSIP: 05526DCD5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25971.25     | 0.10%             | 2055-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC            | Citigroup Inc                                                                   | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     24000 | PA      | $25185.12     | 0.09%             | 2036-01-24      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY               | 3M Co                                                                           | CUSIP: 88579YBD2<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     43000 | PA      | $34541.04     | 0.13%             | 2048-09-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL  | Honeywell International Inc                                                     | CUSIP: 438516CT1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    118000 | PA      | $113547.86    | 0.42%             | 2054-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO           | Eli Lilly & Co                                                                  | CUSIP: 532457CH9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    146000 | PA      | $132611.80    | 0.49%             | 2063-02-27      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP     | Las Vegas Sands Corp                                                            | CUSIP: 517834AF4<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    131000 | PA      | $128242.45    | 0.47%             | 2029-08-08      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC      | Gilead Sciences Inc                                                             | CUSIP: 375558CA9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     92000 | PA      | $92539.12     | 0.34%             | 2053-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AT&T INC                 | AT&T Inc                                                                        | CUSIP: 00206RMZ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26458.12     | 0.10%             | 2056-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP        | Ares Capital Corp                                                               | CUSIP: 04010LBG7<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    128000 | PA      | $130790.40    | 0.48%             | 2029-07-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC   | Philip Morris International Inc                                                 | CUSIP: 718172CP2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     96000 | PA      | $88822.08     | 0.33%             | 2030-05-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE      | Dow Chemical Co/The                                                             | CUSIP: 260543DL4<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26828.01     | 0.10%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES   | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    116000 | PA      | $122998.28    | 0.46%             | 2035-01-22      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC    | Applied Materials Inc                                                           | CUSIP: 038222AN5<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    144000 | PA      | $131333.76    | 0.49%             | 2030-06-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING       | CNO Global Funding                                                              | CUSIP: 18977W2D1<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |     24000 | PA      | $24469.68     | 0.09%             | 2027-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC           | S&P Global Inc                                                                  | CUSIP: 78409VBH6<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    136000 | PA      | $134124.56    | 0.50%             | 2027-03-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD       | Athene Holding Ltd                                                              | CUSIP: 04686JAH4<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    129000 | PA      | $120375.06    | 0.45%             | 2054-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP             | Centene Corp                                                                    | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    143000 | PA      | $132676.83    | 0.49%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY           | Morgan Stanley                                                                  | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    116000 | PA      | $119613.40    | 0.44%             | 2029-07-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO      | JPMorgan Chase & Co                                                             | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    136000 | PA      | $129300.64    | 0.48%             | 2031-05-13      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2020-1 A PTT  | United Airlines 2020-1 Class A Pass Through Trust                               | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    104845 | PA      | $107355.20    | 0.40%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA     | Royal Bank of Canada                                                            | CUSIP: 78017DAM0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     16000 | PA      | $16344.64     | 0.06%             | 2031-08-06      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| APPLE INC                | Apple Inc                                                                       | CUSIP: 037833EL0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    220000 | PA      | $132270.60    | 0.49%             | 2061-08-05      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC   | Williams Cos Inc/The                                                            | CUSIP: 969457CJ7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    125000 | PA      | $132220.00    | 0.49%             | 2033-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC       | Meta Platforms Inc                                                              | CUSIP: 30303M8K1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     74000 | PA      | $60030.28     | 0.22%             | 2062-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP        | Ares Capital Corp                                                               | CUSIP: 04010LBL6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26348.22     | 0.10%             | 2031-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC        | CBRE Services Inc                                                               | CUSIP: 12505BAG5<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              |  | US        |    125000 | PA      | $133623.75    | 0.49%             | 2034-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| LKQ CORP                 | LKQ Corp                                                                        | CUSIP: 501889AD1<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | DBT              | CORP              | US        |    130000 | PA      | $133523.00    | 0.49%             | 2028-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO | Capital One Financial Corp                                                      | CUSIP: 14040HDJ1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     61000 | PA      | $63441.83     | 0.23%             | 2036-01-30      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP    | Northrop Grumman Corp                                                           | CUSIP: 666807BS0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    132000 | PA      | $133898.16    | 0.50%             | 2030-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| RTX CORP                 | RTX Corp                                                                        | CUSIP: 913017CR8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     29000 | PA      | $28774.67     | 0.11%             | 2027-05-04      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade   | US 2YR NOTE (CBT) JUN26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -41 | NC      | $-15054.71    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORP              | Oracle Corp                                                                     | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     24000 | PA      | $21108.72     | 0.08%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL | Jackson National Life Global Funding                                            | CUSIP: 46849LVH1<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27089.91     | 0.10%             | 2030-09-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MARS INC                 | Mars Inc                                                                        | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    131000 | PA      | $134068.02    | 0.50%             | 2045-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL CAP FND    | Golub Capital Private Credit Fund                                               | CUSIP: 38179RAD7<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23000.92     | 0.09%             | 2030-05-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL  | Honeywell International Inc                                                     | CUSIP: 438516CL8<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     31000 | PA      | $31366.42     | 0.12%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP      | FS KKR Capital Corp                                                             | CUSIP: 302635AK3<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    144000 | PA      | $131149.44    | 0.49%             | 2028-10-12      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC      | Quanta Services Inc                                                             | CUSIP: 74762EAM4<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27213.84     | 0.10%             | 2028-08-09      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| METLIFE INC              | MetLife Inc                                                                     | CUSIP: 59156RBS6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    102000 | PA      | $121908.36    | 0.45%             | 2038-04-08      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INF CAP   | HA Sustainable Infrastructure Capital Inc                                       | CUSIP: 41068XAF7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |    128000 | PA      | $132281.60    | 0.49%             | 2034-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO | Capital One Financial Corp                                                      | CUSIP: 14040HDN2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     56000 | PA      | $55865.04     | 0.21%             | 2036-09-11      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP             | Centene Corp                                                                    | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    148000 | PA      | $133359.84    | 0.49%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC | Prudential Financial Inc                                                        | CUSIP: 744320AW2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    134000 | PA      | $132184.30    | 0.49%             | 2047-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FU | Ares Strategic Income Fund                                                      | CUSIP: 04020EAG2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25181.25     | 0.09%             | 2028-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO           | Eli Lilly & Co                                                                  | CUSIP: 532457CZ9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    134000 | PA      | $135195.28    | 0.50%             | 2065-02-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD     | Woodside Finance Ltd                                                            | CUSIP: 980236AT0<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    130000 | PA      | $134873.70    | 0.50%             | 2030-05-19      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP | Citizens Financial Group Inc                                                    | CUSIP: 174610BH7<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26337.00     | 0.10%             | 2032-07-23      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO      | JPMorgan Chase & Co                                                             | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     91000 | PA      | $90088.18     | 0.33%             | 2028-02-24      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP     | Bank of America Corp                                                            | CUSIP: 06051GGR4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    124000 | PA      | $123275.84    | 0.46%             | 2028-07-21      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD              | Nutrien Ltd                                                                     | CUSIP: 67077MBA5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    130000 | PA      | $132325.70    | 0.49%             | 2028-03-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PACIFICORP               | PacifiCorp                                                                      | CUSIP: 695114CY2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    211000 | PA      | $126224.42    | 0.47%             | 2052-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP     | Las Vegas Sands Corp                                                            | CUSIP: 517834AJ6<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    130000 | PA      | $132232.10    | 0.49%             | 2027-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FU | Ares Strategic Income Fund                                                      | CUSIP: 04020EAR8<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26170.83     | 0.10%             | 2031-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC           | Amazon.com Inc                                                                  | CUSIP: 023135CY0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    133000 | PA      | $130085.97    | 0.48%             | 2065-11-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC  | Jefferies Financial Group Inc                                                   | CUSIP: 47233WEJ4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     99000 | PA      | $103666.86    | 0.38%             | 2034-04-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC           | S&P Global Inc                                                                  | CUSIP: 78409VBG8<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    133000 | PA      | $134151.78    | 0.50%             | 2029-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC   | Pacific Gas and Electric Co                                                     | CUSIP: 694308JK4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     79000 | PA      | $78468.33     | 0.29%             | 2028-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COTY/HFC PRESTIGE/INT US | Coty Inc/HFC Prestige Products Inc/HFC Prestige International US LLC            | CUSIP: 22207AAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     27000 | PA      | $27163.89     | 0.10%             | 2031-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP              | Oracle Corp                                                                     | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26464.32     | 0.10%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA      | Bank of Nova Scotia/The                                                         | CUSIP: 06418GAW7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     27000 | PA      | $27076.41     | 0.10%             | 2031-09-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP     | Targa Resources Corp                                                            | CUSIP: 87612GAR2<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    134000 | PA      | $135010.36    | 0.50%             | 2029-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC   | Cox Communications Inc                                                          | CUSIP: 224044CV7<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    145000 | PA      | $129173.25    | 0.48%             | 2054-09-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY           | Morgan Stanley                                                                  | CUSIP: 61748UAN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19895.60     | 0.07%             | 2036-10-22      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP              | Oracle Corp                                                                     | CUSIP: 68389XDC6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     24000 | PA      | $20761.68     | 0.08%             | 2065-08-03      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC               | AbbVie Inc                                                                      | CUSIP: 00287YDX4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    109000 | PA      | $107288.70    | 0.40%             | 2064-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP         | BAT Capital Corp                                                                | CUSIP: 054989AC2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    103000 | PA      | $117142.93    | 0.43%             | 2043-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC  | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    134000 | PA      | $133218.78    | 0.49%             | 2029-04-23      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP               | Unum Group                                                                      | CUSIP: 91529YAT3<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24394.00     | 0.09%             | 2054-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK   | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607PVQ4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $25942.00     | 0.10%             | 2031-01-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO      | American Express Co                                                             | CUSIP: 025816DY2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25834.75     | 0.10%             | 2031-01-30      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC            | Citigroup Inc                                                                   | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    134000 | PA      | $132709.58    | 0.49%             | 2028-02-24      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INF CAP   | HA Sustainable Infrastructure Capital Inc                                       | CUSIP: 40408AAB7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |     26000 | PA      | $27306.24     | 0.10%             | 2035-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC  | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GD43<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26880.39     | 0.10%             | 2036-10-21      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA     | Royal Bank of Canada                                                            | CUSIP: 78017DAK4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     27000 | PA      | $27327.78     | 0.10%             | 2029-08-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC         | Altria Group Inc                                                                | CUSIP: 02209SBF9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    108000 | PA      | $109302.48    | 0.40%             | 2049-02-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC  | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65161.85     | 0.24%             | 2029-05-01      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC              | Cummins Inc                                                                     | CUSIP: 231021AX4<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    132000 | PA      | $131725.44    | 0.49%             | 2054-02-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY           | Morgan Stanley                                                                  | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    109000 | PA      | $116390.20    | 0.43%             | 2035-04-19      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| BARINGS BDC INC          | Barings BDC Inc                                                                 | CUSIP: 06759LAE3<br>LEI: 549300GSF4KFZP6ONG49 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26712.99     | 0.10%             | 2028-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| LAM RESEARCH CORP        | Lam Research Corp                                                               | CUSIP: 512807AV0<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    147000 | PA      | $134937.18    | 0.50%             | 2030-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO      | JPMorgan Chase & Co                                                             | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     24000 | PA      | $24413.52     | 0.09%             | 2028-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION     | M&T Bank Corp                                                                   | CUSIP: 55261FAY0<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26847.86     | 0.10%             | 2031-07-08      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY           | Morgan Stanley                                                                  | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25692.25     | 0.10%             | 2030-01-16      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC  | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13580.58     | 0.05%             | 2030-04-25      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE   | American Honda Finance Corp                                                     | CUSIP: 02665WGL9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27316.98     | 0.10%             | 2030-09-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC            | Citigroup Inc                                                                   | CUSIP: 172967PG0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    127000 | PA      | $132245.10    | 0.49%             | 2035-02-13      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP    | Novartis Capital Corp                                                           | CUSIP: 66989HAY4<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    133000 | PA      | $133819.28    | 0.50%             | 2030-11-05      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES/SKYMILES | Delta Air Lines Inc / SkyMiles IP Ltd                                           | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    120083 | PA      | $121118.45    | 0.45%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                | Amgen Inc                                                                       | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    130000 | PA      | $133122.60    | 0.49%             | 2028-03-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO      | American Express Co                                                             | CUSIP: 025816EJ4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26231.92     | 0.10%             | 2029-07-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC              | Viatris Inc                                                                     | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    195000 | PA      | $133444.35    | 0.49%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER     | Niagara Mohawk Power Corp                                                       | CUSIP: 653522DT6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27433.89     | 0.10%             | 2030-10-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP     | Parker-Hannifin Corp                                                            | CUSIP: 701094AS3<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    131000 | PA      | $133363.24    | 0.49%             | 2029-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CENCORA INC              | Cencora Inc                                                                     | CUSIP: 03073EAP0<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    134000 | PA      | $132993.66    | 0.49%             | 2027-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BROADRIDGE FINANCIAL SOL | Broadridge Financial Solutions Inc                                              | CUSIP: 11133TAD5<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | DBT              | CORP              | US        |    142000 | PA      | $134451.28    | 0.50%             | 2029-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO         | Genuine Parts Co                                                                | CUSIP: 372460AF2<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    131000 | PA      | $132691.21    | 0.49%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC          | Xcel Energy Inc                                                                 | CUSIP: 98389BBD1<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26399.62     | 0.10%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC           | Merck & Co Inc                                                                  | CUSIP: 58933YBT1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    131000 | PA      | $133612.14    | 0.49%             | 2055-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP              | Oracle Corp                                                                     | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     27000 | PA      | $24413.67     | 0.09%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| INTEL CORP               | Intel Corp                                                                      | CUSIP: 458140BQ2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9980.60      | 0.04%             | 2027-03-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MPLX LP                  | MPLX LP                                                                         | CUSIP: 55336VCD0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26405.60     | 0.10%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON      | Southern California Edison Co                                                   | CUSIP: 842400HU0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    129000 | PA      | $131991.51    | 0.49%             | 2028-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FRANKLIN BSP CAPITAL CO  | Franklin BSP Capital Corp                                                       | CUSIP: 35250VAC8<br>LEI: 549300KJEVMKATLINB36 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26246.97     | 0.10%             | 2030-10-02      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP        | Ares Capital Corp                                                               | CUSIP: 04010LBF9<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    104000 | PA      | $105911.52    | 0.39%             | 2029-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FU | HPS Corporate Lending Fund                                                      | CUSIP: 40440VAN5<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26018.46     | 0.10%             | 2030-06-05      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO | Capital One Financial Corp                                                      | CUSIP: 254709AT5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    111000 | PA      | $130628.13    | 0.48%             | 2034-11-02      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORP    | Blue Owl Capital Corp                                                           | CUSIP: 69121KAH7<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    129000 | PA      | $128481.42    | 0.48%             | 2029-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO  | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DL9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    151000 | PA      | $132195.97    | 0.49%             | 2048-02-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP              | Oracle Corp                                                                     | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     19000 | PA      | $18361.98     | 0.07%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| HUMANA INC               | Humana Inc                                                                      | CUSIP: 444859BT8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    136000 | PA      | $133603.68    | 0.49%             | 2029-03-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC              | Viatris Inc                                                                     | CUSIP: 92556VAE6<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |     60000 | PA      | $47252.40     | 0.17%             | 2040-06-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP            | Amphenol Corp                                                                   | CUSIP: 032095AZ4<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27061.56     | 0.10%             | 2033-02-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP              | Oracle Corp                                                                     | CUSIP: 68389XDT9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     27000 | PA      | $23383.62     | 0.09%             | 2065-09-26      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade   | US LONG BOND(CBT) JUN26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        31 | NC      | $33664.08     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BAT CAPITAL CORP         | BAT Capital Corp                                                                | CUSIP: 05526DBQ7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    115000 | PA      | $105486.05    | 0.39%             | 2050-04-02      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY    | Wells Fargo & Co                                                                | CUSIP: 95000U4A8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27007.02     | 0.10%             | 2029-09-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| GARTNER INC              | Gartner Inc                                                                     | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |     69000 | PA      | $65488.59     | 0.24%             | 2029-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO           | Eli Lilly & Co                                                                  | CUSIP: 532457DF2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26413.40     | 0.10%             | 2055-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP    | Northrop Grumman Corp                                                           | CUSIP: 666807BN1<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    135000 | PA      | $133663.50    | 0.49%             | 2028-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT | Element Fleet Management Corp                                                   | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |     27000 | PA      | $27702.27     | 0.10%             | 2030-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC           | Amazon.com Inc                                                                  | CUSIP: 023135CC8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    124000 | PA      | $79754.32     | 0.30%             | 2061-05-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP     | Bank of America Corp                                                            | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25671.50     | 0.09%             | 2035-10-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES   | PNC Financial Services Group Inc/The                                            | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27967.14     | 0.10%             | 2036-07-21      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION        | Sysco Corp                                                                      | CUSIP: 871829BU0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     24000 | PA      | $24909.84     | 0.09%             | 2030-09-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD       | Athene Holding Ltd                                                              | CUSIP: 04686JAL5<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7827.12      | 0.03%             | 2055-05-19      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP        | ITC Holdings Corp                                                               | CUSIP: 465685AR6<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    131000 | PA      | $132581.17    | 0.49%             | 2027-09-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC           | Merck & Co Inc                                                                  | CUSIP: 58933YBN4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    145000 | PA      | $134735.45    | 0.50%             | 2063-05-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO      | American Express Co                                                             | CUSIP: 025816ED7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26422.50     | 0.10%             | 2029-04-25      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO           | Eli Lilly & Co                                                                  | CUSIP: 532457CT3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     41000 | PA      | $38636.76     | 0.14%             | 2064-08-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC            | Citigroup Inc                                                                   | CUSIP: 17327CBA0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27817.29     | 0.10%             | 2036-03-27      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL  | Honeywell International Inc                                                     | CUSIP: 438516CE4<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    139000 | PA      | $135370.71    | 0.50%             | 2027-03-01      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY           | Morgan Stanley                                                                  | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    123000 | PA      | $122496.93    | 0.45%             | 2029-01-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| NORTH HAVEN PRIVATE INC  | North Haven Private Income Fund LLC                                             | CUSIP: 65960NAC4<br>LEI: 2549002BFPESF1EH2765 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26714.07     | 0.10%             | 2028-09-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP              | Oracle Corp                                                                     | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     99000 | PA      | $94906.35     | 0.35%             | 2028-03-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL  | Honeywell International Inc                                                     | CUSIP: 438516BU9<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     54000 | PA      | $51999.84     | 0.19%             | 2029-08-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC       | Ally Financial Inc                                                              | CUSIP: 02005NBZ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20539.60     | 0.08%             | 2029-05-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC  | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    135000 | PA      | $133199.10    | 0.49%             | 2028-02-24      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC       | Ally Financial Inc                                                              | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    117000 | PA      | $132749.37    | 0.49%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC       | Meta Platforms Inc                                                              | CUSIP: 30303M8Y1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    137000 | PA      | $133368.13    | 0.49%             | 2065-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP       | Regal Rexnord Corp                                                              | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |     34000 | PA      | $35255.62     | 0.13%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC       | Royalty Pharma PLC                                                              | CUSIP: 78081BAJ2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    139000 | PA      | $134515.86    | 0.50%             | 2027-09-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC            | Citigroup Inc                                                                   | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26206.44     | 0.10%             | 2031-09-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC     | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAN0<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    150000 | PA      | $135366.00    | 0.50%             | 2031-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION        | Sysco Corp                                                                      | CUSIP: 871829BL0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    126000 | PA      | $134069.04    | 0.50%             | 2030-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** Stephen Woetzel

**Name of Signer:** Stephen Woetzel

**Title:** Controller