# EDGAR Filing Document

**Accession Number:** 0000832808
**File Stem:** 0001752724-23-047081
**Filing Date:** 2023-2
**Character Count:** 151067
**Document Hash:** d0bc48950ae8eba11e732306f7397201
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-047081.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-047081

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20230930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BERNSTEIN SANFORD C FUND INC
- **CENTRAL INDEX KEY:** 0000832808
- **IRS NUMBER:** 133464161
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05555
- **FILM NUMBER:** 23683851

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

**MAIL ADDRESS:**
- **STREET 1:** ALLIANCEBERNSTEIN LP
- **STREET 2:** 1345 AVENUE OF THE AMERICAS
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10153

## Series and Classes Contracts Data

### Short Duration Plus Portfolio (Series ID: S000011053)

| Class ID   | Class Name                | Ticker Symbol   |
|:---|:---|:---|
| C000030486 | AB Short Duration Class A | ADPAX           |
| C000030488 | AB Short Duration Class C | ADPCX           |
| C000084882 | Short Duration Plus Class |  |

## Nport-Ex

**Sanford C. Bernstein Fund, Inc.** 

**Schedule of Investments** 

**Short Duration Plus Portfolio** 

**December 31, 2022 (unaudited)** 

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  **GOVERNMENTS - TREASURIES – 67.2%** | **GOVERNMENTS - TREASURIES – 67.2%** | **GOVERNMENTS - TREASURIES – 67.2%** | **GOVERNMENTS - TREASURIES – 67.2%** |
|  **United States – 67.2%** | **United States – 67.2%** | **United States – 67.2%** | **United States – 67.2%** |
|  U.S. Treasury Notes<br>0.375%, 11/30/2025  | U.S.$| 96 | $85502 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.75%, 08/31/2026 |  | 1749 | 1550229 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.875%, 01/31/2024 |  | 2481 | 2379534 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 04/30/2024 |  | 12088 | 11744247 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 06/30/2024 |  | 62073 | 60579759 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 08/31/2024 |  | 57972 | 56785288 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 10/31/2027 |  | 2969 | 2983946 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 09/30/2024 |  | 5741 | 5712893 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 12/31/2024 |  | 7801 | 7777841 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 10/31/2024 |  | 11470 | 11441125 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 11/30/2024 |  | 42338 | 42364861 |
|  Total Governments - Treasuries <br>(cost $206,589,731) | Total Governments - Treasuries <br>(cost $206,589,731) | Total Governments - Treasuries <br>(cost $206,589,731) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203405225 |
|  **CORPORATES - INVESTMENT GRADE – 7.5%** | **CORPORATES - INVESTMENT GRADE – 7.5%** | **CORPORATES - INVESTMENT GRADE – 7.5%** | **CORPORATES - INVESTMENT GRADE – 7.5%** |
|  **Financial Institutions – 4.3%** | **Financial Institutions – 4.3%** | **Financial Institutions – 4.3%** | **Financial Institutions – 4.3%** |
|  **Banking – 3.2%** | **Banking – 3.2%** | **Banking – 3.2%** | **Banking – 3.2%** |
|  AIB Group PLC <br>7.583%, 10/14/2026<sup>(a)</sup> |  | 681 | 692999 |
|  Banco Bilbao Vizcaya Argentaria SA <br>5.862%, 09/14/2026 |  | 600 | 599460 |
|  Banco Santander SA <br>4.175%, 03/24/2028 |  | 200 | 185358 |
|  Bank of Ireland Group PLC <br>6.253%, 09/16/2026<sup>(a)</sup> |  | 343 | 341511 |
|  Barclays PLC <br>7.325%, 11/02/2026 |  | 396 | 410569 |
|  Cooperatieve Rabobank UA <br>3.75%, 07/21/2026 |  | 282 | 265582 |
|  Credit Suisse Group AG <br>6.373%, 07/15/2026<sup>(a)</sup> |  | 479 | 449733 |
|  Danske Bank A/S <br>3.773%, 03/28/2025<sup>(a)</sup> |  | 353 | 341471 |
|  Deutsche Bank AG/New York NY<br>3.95%, 02/27/2023 |  | 234 | 233476 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.119%, 07/14/2026 |  | 267 | 265625 |
|  HSBC Holdings PLC<br>2.999%, 03/10/2026 |  | 595 | 559193 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.21%, 08/11/2028 |  | 790 | 760778 |
|  Intesa Sanpaolo SpA <br>7.00%, 11/21/2025<sup>(a)</sup> |  | 201 | 205295 |
|  JPMorgan Chase & Co.<br>4.851%, 07/25/2028 |  | 533 | 520357 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.546%, 12/15/2025 |  | 426 | 426026 |
|  Mitsubishi UFJ Financial Group, Inc. <br>4.788%, 07/18/2025 |  | 267 | 264116 |
|  Morgan Stanley<br>2.475%, 01/21/2028 |  | 303 | 269167 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.21%, 04/20/2028 |  | 175 | 166222 |
|  Nationwide Building Society <br>2.972%, 02/16/2028<sup>(a)</sup> |  | 310 | 272970 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** | **U.S. $ Value** |
|  NatWest Group PLC <br>7.472%, 11/10/2026 | U.S.$| 396 | $| 412347 |
|  Santander Holdings USA, Inc. <br>2.49%, 01/06/2028 |  | 185 |  | 159157 |
|  Santander UK Group Holdings PLC <br>6.833%, 11/21/2026 |  | 407 |  | 412617 |
|  Societe Generale SA <br>2.797%, 01/19/2028<sup>(a)</sup> |  | 367 |  | 320586 |
|  Standard Chartered PLC<br>0.991%, 01/12/2025<sup>(a)</sup> |  | 621 |  | 585038 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.776%, 11/16/2025<sup>(a)</sup> |  | 307 |  | 316677 |
|  UBS Group AG <br>4.488%, 05/12/2026<sup>(a)</sup> |  | 233 |  | 227371 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9663701 |
|  **Finance – 0.6%** | **Finance – 0.6%** | **Finance – 0.6%** | **Finance – 0.6%** | **Finance – 0.6%** |
|  Aviation Capital Group LLC<br>1.95%, 01/30/2026<sup>(a)</sup>  |  | 298 |  | 259606 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.95%, 09/20/2026<sup>(a)</sup> |  | 99 |  | 83664 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 12/15/2024<sup>(a)</sup> |  | 65 |  | 63769 |
|  Azure Orbit IV International Finance Ltd. <br>3.75%, 01/25/2023<sup>(a)</sup> |  | 900 |  | 898911 |
|  Synchrony Financial<br>3.95%, 12/01/2027 |  | 204 |  | 182105 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 06/13/2025 |  | 199 |  | 194136 |
|  |  |  |  | 1682191 |
|  **REITs – 0.5%** | **REITs – 0.5%** | **REITs – 0.5%** | **REITs – 0.5%** | **REITs – 0.5%** |
|  American Tower Corp. <br>3.65%, 03/15/2027 |  | 235 |  | 219800 |
|  Vornado Realty LP <br>2.15%, 06/01/2026 |  | 426 |  | 360873 |
|  WEA Finance LLC/Westfield UK & Europe Finance PLC <br>3.75%, 09/17/2024<sup>(a)</sup> |  | 1072 |  | 1013244 |
|  |  |  |  | 1593917 |
|  |  |  |  | 12939809 |
|  **Industrial – 3.1%** | **Industrial – 3.1%** | **Industrial – 3.1%** | **Industrial – 3.1%** | **Industrial – 3.1%** |
|  **Basic – 0.2%** | **Basic – 0.2%** | **Basic – 0.2%** | **Basic – 0.2%** | **Basic – 0.2%** |
|  Glencore Funding LLC <br>4.625%, 04/29/2024<sup>(a)</sup> |  | 623 |  | 615131 |
|  **Capital Goods – 0.3%** | **Capital Goods – 0.3%** | **Capital Goods – 0.3%** | **Capital Goods – 0.3%** | **Capital Goods – 0.3%** |
|  CNH Industrial Capital LLC <br>3.95%, 05/23/2025 |  | 376 |  | 364483 |
|  Parker-Hannifin Corp. <br>3.65%, 06/15/2024 |  | 389 |  | 380586 |
|  |  |  |  | 745069 |
|  **Communications - Media – 0.2%** | **Communications - Media – 0.2%** | **Communications - Media – 0.2%** | **Communications - Media – 0.2%** | **Communications - Media – 0.2%** |
|  Prosus NV <br>3.257%, 01/19/2027<sup>(a)</sup> |  | 367 |  | 329383 |
|  Warnermedia Holdings, Inc. <br>3.788%, 03/15/2025<sup>(a)</sup> |  | 359 |  | 343247 |
|  |  |  |  | 672630 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  **Consumer Cyclical - Automotive – 0.5%** | **Consumer Cyclical - Automotive – 0.5%** | **Consumer Cyclical - Automotive – 0.5%** | **Consumer Cyclical - Automotive – 0.5%** |
|  Harley-Davidson Financial Services, Inc. <br>3.05%, 02/14/2027<sup>(a)</sup> | U.S.$| 577 | $515630 |
|  Hyundai Capital America <br>2.75%, 09/27/2026<sup>(a)</sup> |  | 1010 | 902668 |
|  |  |  | 1418298 |
|  **Consumer Cyclical - Other – 0.2%** | **Consumer Cyclical - Other – 0.2%** | **Consumer Cyclical - Other – 0.2%** | **Consumer Cyclical - Other – 0.2%** |
|  Las Vegas Sands Corp.<br>2.90%, 06/25/2025 |  | 393 | 363038 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 08/08/2024 |  | 227 | 214551 |
|  |  |  | 577589 |
|  **Consumer Non-Cyclical – 0.4%** | **Consumer Non-Cyclical – 0.4%** | **Consumer Non-Cyclical – 0.4%** | **Consumer Non-Cyclical – 0.4%** |
|  BAT International Finance PLC <br>1.668%, 03/25/2026 |  | 740 | 655188 |
|  Philip Morris International, Inc. <br>5.00%, 11/17/2025 |  | 407 | 409080 |
|  Zoetis, Inc. <br>5.40%, 11/14/2025 |  | 230 | 234614 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1298882 |
|  **Energy – 0.6%** | **Energy – 0.6%** | **Energy – 0.6%** | **Energy – 0.6%** |
|  Canadian Natural Resources Ltd. <br>2.05%, 07/15/2025 |  | 663 | 617034 |
|  Continental Resources, Inc./OK <br>2.268%, 11/15/2026<sup>(a)</sup> |  | 618 | 535942 |
|  Marathon Oil Corp. <br>4.40%, 07/15/2027 |  | 352 | 336135 |
|  Var Energi ASA <br>7.50%, 01/15/2028<sup>(a)</sup> |  | 349 | 355090 |
|  |  |  | 1844201 |
|  **Services – 0.1%** | **Services – 0.1%** | **Services – 0.1%** | **Services – 0.1%** |
|  Amazon.com, Inc. <br>4.55%, 12/01/2027 |  | 412 | 410805 |
|  **Technology – 0.3%** | **Technology – 0.3%** | **Technology – 0.3%** | **Technology – 0.3%** |
|  Kyndryl Holdings, Inc. <br>2.05%, 10/15/2026 |  | 641 | 529985 |
|  TSMC Arizona Corp. <br>3.875%, 04/22/2027 |  | 227 | 216970 |
|  |  |  | 746955 |
|  **Transportation - Airlines – 0.3%** | **Transportation - Airlines – 0.3%** | **Transportation - Airlines – 0.3%** | **Transportation - Airlines – 0.3%** |
|  Delta Air Lines, Inc./SkyMiles IP Ltd. <br>4.50%, 10/20/2025<sup>(a)</sup> |  | 1050 | 1023456 |
|  |  |  | 9353016 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  **Utility – 0.1%** | **Utility – 0.1%** | **Utility – 0.1%** | **Utility – 0.1%** |
|  **Electric – 0.1%** | **Electric – 0.1%** | **Electric – 0.1%** | **Electric – 0.1%** |
|  Public Service Enterprise Group, Inc. <br>5.85%, 11/15/2027 | U.S.$| 266 | $274012 |
|  Total Corporates - Investment Grade <br>(cost $23,481,607) | Total Corporates - Investment Grade <br>(cost $23,481,607) | Total Corporates - Investment Grade <br>(cost $23,481,607) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22566837 |
|  **ASSET-BACKED SECURITIES – 6.5%** | **ASSET-BACKED SECURITIES – 6.5%** | **ASSET-BACKED SECURITIES – 6.5%** | **ASSET-BACKED SECURITIES – 6.5%** |
|  **Autos - Fixed Rate – 4.5%** | **Autos - Fixed Rate – 4.5%** | **Autos - Fixed Rate – 4.5%** | **Autos - Fixed Rate – 4.5%** |
|  ACM Auto Trust <br>Series 2022-1A, Class A <br>3.23%, 04/20/2029<sup>(a)</sup> |  | 140 | 139593 |
|  American Credit Acceptance Receivables Trust <br>Series 2022-3, Class A <br>4.12%, 02/13/2026<sup>(a)</sup> |  | 695 | 690184 |
|  Avis Budget Rental Car Funding AESOP LLC <br>Series 2017-2A, Class D <br>4.56%, 03/20/2024<sup>(a)</sup> |  | 246 | 245184 |
|  Carmax Auto Owner Trust <br>Series 2021-1, Class C <br>0.94%, 12/15/2026 |  | 190 | 171917 |
|  Carvana Auto Receivables Trust <br>Series 2021-N1, Class C <br>1.30%, 01/10/2028 |  | 236 | 216876 |
|  CPS Auto Receivables Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-A, Class C<br>0.83%, 09/15/2026<sup>(a)</sup> |  | 470 | 464130 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-B, Class C<br>1.23%, 03/15/2027<sup>(a)</sup> |  | 389 | 377608 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2022-D, Class A<br>6.09%, 01/15/2027<sup>(a)</sup> |  | 882 | 882258 |
|  Donlen Fleet Lease Funding 2 LLC <br>Series 2021-2, Class C <br>1.20%, 12/11/2034<sup>(a)</sup> |  | 371 | 346494 |
|  Drive Auto Receivables Trust <br>Series 2021-1, Class C <br>1.02%, 06/15/2027 |  | 220 | 215063 |
|  DT Auto Owner Trust <br>Series 2021-2A, Class C <br>1.10%, 02/16/2027<sup>(a)</sup> |  | 185 | 175746 |
|  Exeter Automobile Receivables Trust<br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2020-3A, Class C<br>1.32%, 07/15/2025 |  | 246 | 242745 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-1A, Class C<br>0.74%, 01/15/2026 |  | 435 | 425187 |
|  First Investors Auto Owner Trust <br>Series 2021-1A, Class C <br>1.17%, 03/15/2027<sup>(a)</sup> |  | 351 | 332382 |
|  Flagship Credit Auto Trust <br>Series 2020-4, Class C <br>1.28%, 02/16/2027<sup>(a)</sup> |  | 615 | 588455 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  Ford Credit Auto Owner Trust <br>Series 2021-1, Class C <br>1.91%, 10/17/2033<sup>(a)</sup> | U.S.$| 202 | $177072 |
|  Foursight Capital Automobile Receivables Trust <br>Series 2021-1, Class C <br>1.02%, 09/15/2026<sup>(a)</sup> |  | 229 | 216984 |
|  Hertz Vehicle Financing III LLC <br>Series 2022-1A, Class A <br>1.99%, 06/25/2026<sup>(a)</sup> |  | 562 | 515861 |
|  JPMorgan Chase Bank, NA - CACLN<br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2020-1, Class C<br>1.389%, 01/25/2028<sup>(a)</sup> |  | 111 | 109576 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2020-2, Class D<br>1.487%, 02/25/2028 <sup>(a)</sup> |  | 59 | 57360 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-1, Class B<br>0.875%, 09/25/2028<sup>(a)</sup> |  | 301 | 290751 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-2, Class B<br>0.889%, 12/26/2028<sup>(a)</sup> |  | 244 | 233153 |
|  LAD Auto Receivables Trust <br>Series 2022-1A, Class A <br>5.21%, 06/15/2027<sup>(a)</sup> |  | 533 | 524384 |
|  Prestige Auto Receivables Trust <br>Series 2022-1A, Class A2 <br>5.90%, 07/15/2025<sup>(a)</sup> |  | 848 | 847758 |
|  Research-Driven Pagaya Motor Asset Trust VII <br>Series 2022-3A, Class A <br>5.38%, 11/25/2030<sup>(a)</sup> |  | 636 | 620253 |
|  Santander Bank Auto Credit-Linked Notes<br>6.451%, 12/15/2032<sup>(a)</sup> |  | 458 | 458371 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2022-A, Class B<br>5.281%, 05/15/2032<sup>(a)</sup> |  | 409 | 399739 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2022-B, Class B<br>5.721%, 08/16/2032<sup>(a)</sup> |  | 634 | 632204 |
|  Santander Consumer Auto Receivables Trust <br>Series 2021-AA, Class D <br>1.57%, 01/15/2027<sup>(a)</sup> |  | 727 | 656745 |
|  Santander Drive Auto Receivables Trust <br>Series 2020-4, Class D <br>1.48%, 01/15/2027 |  | 424 | 404571 |
|  United Auto Credit Securitization Trust <br>Series 2022-2, Class A <br>4.39%, 04/10/2025<sup>(a)</sup> |  | 367 | 365213 |
|  Westlake Automobile Receivables Trust<br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2020-3A, Class C<br>1.24%, 11/17/2025<sup>(a)</sup> |  | 657 | 640504 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2022-3A, Class A1<br>4.005%, 10/16/2023<sup>(a)</sup> |  | 784 | 782832 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13447153 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  **Other ABS - Fixed Rate – 1.8%** | **Other ABS - Fixed Rate – 1.8%** | **Other ABS - Fixed Rate – 1.8%** | **Other ABS - Fixed Rate – 1.8%** |
|  Affirm Asset Securitization Trust<br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-B, Class B<br>1.24%, 08/17/2026<sup>(a)</sup> | U.S.$| 198 | $182805 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-Z1, Class A<br>1.07%, 08/15/2025<sup>(a)</sup> |  | 94 | 91664 |
|  Amur Equipment Finance Receivables XI LLC <br>Series 2022-2A, Class A2 <br>5.30%, 06/21/2028<sup>(a)</sup> |  | 281 | 277898 |
|  Atalaya Equipment Leasing Trust <br>Series 2021-1A, Class A2 <br>1.23%, 05/15/2026<sup>(a)</sup> |  | 313 | 304039 |
|  Avant Loans Funding Trust <br>Series 2021-REV1, Class A <br>1.21%, 07/15/2030<sup>(a)</sup> |  | 811 | 772429 |
|  Cajun Global LLC <br>Series 2021-1, Class A2 <br>3.931%, 11/20/2051<sup>(a)</sup> |  | 101 | 85924 |
|  College Ave Student Loans LLC <br>Series 2021-C, Class A2 <br>2.32%, 07/26/2055<sup>(a)</sup> |  | 432 | 368742 |
|  Conn's Receivables Funding LLC <br>Series 2021-A, Class A <br>1.05%, 05/15/2026<sup>(a)</sup> |  | 0 | 466 |
|  Crossroads Asset Trust <br>Series 2021-A, Class B <br>1.12%, 06/20/2025<sup>(a)</sup> |  | 172 | 167723 |
|  Dext ABS LLC <br>Series 2021-1, Class A <br>1.12%, 02/15/2028<sup>(a)</sup> |  | 469 | 448620 |
|  Hardee's Funding LLC <br>Series 2018-1A, Class A23 <br>5.71%, 06/20/2048<sup>(a)</sup> |  | 858 | 790002 |
|  Hpefs Equipment Trust <br>Series 2022-3A, Class A1 <br>4.331%, 10/20/2023<sup>(a)</sup> |  | 511 | 510329 |
|  MVW LLC <br>Series 2021-2A, Class A <br>1.43%, 05/20/2039<sup>(a)</sup> |  | 422 | 374414 |
|  Neighborly Issuer LLC <br>Series 2021-1A, Class A2 <br>3.584%, 04/30/2051<sup>(a)</sup> |  | 223 | 178168 |
|  Nelnet Student Loan Trust<br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-CA, Class AFX<br>1.32%, 04/20/2062<sup>(a)</sup> |  | 368 | 326495 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-DA, Class AFX<br>1.63%, 04/20/2062<sup>(a)</sup> |  | 119 | 107571 |
|  NMEF Funding LLC <br>Series 2022-B, Class A2 <br>6.07%, 06/15/2029<sup>(a)</sup> |  | 306 | 305504 |
|  Upstart Securitization Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-1, Class A<br>0.87%, 03/20/2031<sup>(a)</sup>  |  | 7 | 6917 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-3, Class A<br>0.83%, 07/20/2031<sup>(a)</sup> |  | 152 | 149321 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5449031 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  **Credit Cards - Fixed Rate – 0.2%** | **Credit Cards - Fixed Rate – 0.2%** | **Credit Cards - Fixed Rate – 0.2%** | **Credit Cards - Fixed Rate – 0.2%** |
|  Brex Commercial Charge Card Master Trust <br>Series 2021-1, Class A <br>2.09%, 07/15/2024<sup>(a)</sup> | U.S.$| 555 | $548978 |
|  Mission Lane Credit Card Master Trust <br>Series 2021-A, Class A <br>1.59%, 09/15/2026<sup>(a)</sup> |  | 142 | 137519 |
|  |  |  | 686497 |
|  Total Asset-Backed Securities <br>(cost $20,464,298) | Total Asset-Backed Securities <br>(cost $20,464,298) | Total Asset-Backed Securities <br>(cost $20,464,298) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19582681 |
|  **COLLATERALIZED MORTGAGE OBLIGATIONS – 4.4%** | **COLLATERALIZED MORTGAGE OBLIGATIONS – 4.4%** | **COLLATERALIZED MORTGAGE OBLIGATIONS – 4.4%** | **COLLATERALIZED MORTGAGE OBLIGATIONS – 4.4%** |
|  **Risk Share Floating Rate – 4.0%** | **Risk Share Floating Rate – 4.0%** | **Risk Share Floating Rate – 4.0%** | **Risk Share Floating Rate – 4.0%** |
|  Bellemeade Re Ltd.<br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2019-1A, Class M1B<br>6.139% (LIBOR 1 Month + 1.75%), 03/25/2029<sup>(a) (b)</sup> |  | 17 | 16712 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2019-3A, Class M1B<br>5.989% (LIBOR 1 Month + 1.60%), 07/25/2029<sup>(a) (b)</sup> |  | 34 | 33806 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-1A, Class M1B<br>6.128% (SOFR + 2.20%), 03/25/2031<sup>(a) (b)</sup> |  | 684 | 667902 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-2A, Class M1A<br>5.128% (SOFR + 1.20%), 06/25/2031<sup>(a) (b)</sup> |  | 256 | 253628 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-3A, Class A2<br>4.928% (SOFR + 1.00%), 09/25/2031<sup>(a) (b)</sup> |  | 480 | 454829 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2022-2, Class M1A<br>8.012% (SOFR + 4.00%), 09/27/2032<sup>(a) (b)</sup> |  | 858 | 842639 |
|  Connecticut Avenue Securities Trust<br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-R01, Class 1M1<br>4.678% (SOFR + 0.75%), 10/25/2041<sup>(a) (b)</sup> |  | 73 | 72583 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-R03, Class 1M1<br>4.778% (SOFR + 0.85%), 12/25/2041<sup>(a) (b)</sup> |  | 470 | 460946 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2022-R01, Class 1M1<br>4.928% (SOFR + 1.00%), 12/25/2041<sup>(a) (b)</sup> |  | 1052 | 1038487 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2022-R02, Class 2M1<br>5.128% (SOFR + 1.20%), 01/25/2042<sup>(a) (b)</sup> |  | 355 | 347460 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2022-R05, Class 2M1<br>5.828% (SOFR + 1.90%), 04/25/2042<sup>(a) (b)</sup> | U.S.$| 141 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139534 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2022-R08, Class 1M1<br>6.478% (SOFR + 2.55%), 07/25/2042<sup>(a) (b)</sup> |  | 740 | 742160 |
|  Federal Home Loan Mortgage Corp. Structured Agency Credit Risk Debt Notes |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2015-DNA1, Class M3<br>7.689% (LIBOR 1 Month + 3.30%), 10/25/2027<sup>(b)</sup> |  | 73 | 73660 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-DNA5, Class M2<br>5.578% (SOFR + 1.65%), 01/25/2034<sup>(a) (b)</sup> |  | 161 | 159168 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-DNA6, Class M1<br>4.728% (SOFR + 0.80%), 10/25/2041<sup>(a) (b)</sup> |  | 399 | 393558 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-DNA7, Class M1<br>4.778% (SOFR + 0.85%), 11/25/2041<sup>(a) (b)</sup> |  | 699 | 686475 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-HQA4, Class M1<br>4.878% (SOFR + 0.95%), 12/25/2041<sup>(a) (b)</sup> |  | 457 | 433881 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2022-DNA1, Class M1A<br>4.928% (SOFR + 1.00%), 01/25/2042<sup>(a) (b)</sup> |  | 356 | 346590 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2022-DNA2, Class M1A<br>5.228% (SOFR + 1.30%), 02/25/2042<sup>(a) (b)</sup> |  | 376 | 369672 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2022-DNA4, Class M1A<br>6.128% (SOFR + 2.20%), 05/25/2042<sup>(a) (b)</sup> |  | 321 | 320194 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2022-DNA5, Class M1A<br>6.878% (SOFR + 2.95%), 06/25/2042<sup>(a) (b)</sup> |  | 446 | 450947 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2022-DNA6, Class M1A<br>6.078% (SOFR + 2.15%), 09/25/2042<sup>(a) (b)</sup> |  | 363 | 363599 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2022-DNA7, Class M1A<br>6.428% (SOFR + 2.50%), 03/25/2052<sup>(a) (b)</sup> |  | 947 | 950245 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2022-HQA1, Class M1A<br>6.028% (SOFR + 2.10%), 03/25/2042<sup>(a) (b)</sup> |  | 488 | 481843 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2022-HQA2, Class M1A<br>6.578% (SOFR + 2.65%), 07/25/2042<sup>(a) (b)</sup> |  | 746 | 749771 |
|  Federal National Mortgage Association Connecticut Avenue Securities |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2014-C04, Class 1M2<br>9.289% (LIBOR 1 Month + 4.90%), 11/25/2024<sup>(b)</sup> |  | 177 | 181989 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2015-C01, Class 1M2<br>8.689% (LIBOR 1 Month + 4.30%), 02/25/2025<sup>(b)</sup> | U.S.$| 35 | $35760 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2015-C02, Class 1M2<br>8.389% (LIBOR 1 Month + 4.00%), 05/25/2025<sup>(b)</sup> |  | 10 | 10019 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-R02, Class 2M1<br>4.828% (SOFR + 0.90%), 11/25/2041<sup>(a) (b)</sup> |  | 395 | 387884 |
|  PMT Credit Risk Transfer Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2019-2R, Class A<br>7.137% (LIBOR 1 Month + 2.75%), 05/27/2023<sup>(a) (b)</sup> |  | 68 | 64842 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2019-3R, Class A<br>8.087% (LIBOR 1 Month + 3.70%), 11/27/2031<sup>(a) (b)</sup> |  | 22 | 21063 |
|  Radnor Re Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2019-1, Class M1B<br>6.339% (LIBOR 1 Month + 1.95%), 02/25/2029<sup>(a) (b)</sup> |  | 192 | 189359 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2019-2, Class M1B<br>6.139% (LIBOR 1 Month + 1.75%), 06/25/2029<sup>(a) (b)</sup> |  | 24 | 23847 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2020-1, Class M1A<br>5.339% (LIBOR 1 Month + 0.95%), 01/25/2030<sup>(a) (b)</sup> |  | 33 | 33021 |
|  Traingle Re Ltd. <br>Series 2021-3, Class M1A <br>5.828% (SOFR + 1.90%), 02/25/2034<sup>(a) (b)</sup> |  | 249 | 248209 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;12046282 |
|  **Agency Floating Rate – 0.3%** |  |  |  |
|  Federal Home Loan Mortgage Corp. REMICs |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 4248, Class QF<br>4.818% (LIBOR 1 Month + 0.50%), 06/15/2039<sup>(b)</sup> |  | 259 | 253182 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 4286, Class VF<br>4.768% (LIBOR 1 Month + 0.45%), 12/15/2043<sup>(b)</sup> |  | 222 | 215689 |
|  Federal National Mortgage Association REMICs |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2013-57, Class FN<br>4.739% (LIBOR 1 Month + 0.35%), 06/25/2043<sup>(b)</sup> |  | 164 | 158682 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2014-49, Class AF<br>3.449% (LIBOR 1 Month + 0.32%), 08/25/2044<sup>(b)</sup> |  | 295 | 286663 |
|  |  |  | 914216 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  **Agency Fixed Rate – 0.1%** |  |  |  |
|  Federal Home Loan Mortgage Corp. REMICs <br>Series 4029, Class NE <br>2.50%, 03/15/2041 | U.S.$| 230 | $217436 |
|  **Non-Agency Floating Rate – 0.0%** |  |  |  |
|  JPMorgan Chase Bank, NA <br>Series 2019-CL1, Class M3 <br>6.489% (LIBOR 1 Month + 2.10%), 04/25/2047<sup>(a) (b)</sup> |  | 52 | 49600 |
|  Total Collateralized Mortgage Obligations <br>(cost $13,427,176) |  |  | &nbsp;&nbsp;&nbsp;&nbsp;13227534 |
|  **U.S. TREASURY BILLS – 2.7%** |  |  |  |
|  **United States – 2.7%** |  |  |  |
|  U.S. Treasury Notes <br>4.00%, 12/15/2025 <br>(cost $8,334,830) |  | 8331 | 8287040 |
|  **COMMERCIAL MORTGAGE-BACKED SECURITIES – 2.4%** |  |  |  |
|  **Non-Agency Floating Rate CMBS – 1.3%** |  |  |  |
|  AREIT Trust <br>Series 2022-CRE6, Class A <br>5.076% (SOFR + 1.25%), 01/16/2037<sup>(a) (b)</sup> |  | 774 | 739451 |
|  Ashford Hospitality Trust <br>Series 2018-KEYS, Class A <br>5.318% (LIBOR 1 Month + 1.00%), 06/15/2035<sup>(a) (b)</sup> |  | 113 | 109077 |
|  BBCMS Mortgage Trust <br>Series 2020-BID, Class A <br>6.458% (LIBOR 1 Month + 2.14%), 10/15/2037<sup>(a) (b)</sup> |  | 546 | 526943 |
|  BFLD Trust <br>Series 2021-FPM, Class A <br>5.918% (LIBOR 1 Month + 1.60%), 06/15/2038<sup>(a) (b)</sup> |  | 795 | 758273 |
|  CLNY Trust <br>Series 2019-IKPR, Class D <br>6.343% (LIBOR 1 Month + 2.02%), 11/15/2038<sup>(a) (b)</sup> |  | 180 | 166464 |
|  GCT Commercial Mortgage Trust <br>Series 2021-GCT, Class B <br>5.568% (LIBOR 1 Month + 1.25%), 02/15/2038<sup>(a) (b)</sup> |  | 469 | 421284 |
|  Morgan Stanley Capital I Trust <br>Series 2019-BPR, Class C <br>7.618% (LIBOR 1 Month + 3.30%), 05/15/2036<sup>(a) (b)</sup> |  | 365 | 337349 |
|  Natixis Commercial Mortgage Securities Trust <br>Series 2019-MILE, Class A <br>5.818% (SOFR + 1.50%), 07/15/2036<sup>(a) (b)</sup> |  | 166 | 158415 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  VASA Trust <br>Series 2021-VASA, Class A <br>5.218% (LIBOR 1 Month + 0.90%), 07/15/2039<sup>(a) (b)</sup> | U.S.$| 830 | $765376 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3982632 |
|  **Non-Agency Fixed Rate CMBS – 1.1%** |  |  |  |
|  BAMLL Commercial Mortgage Securities Trust <br>Series 2013-WBRK, Class D <br>3.534%, 03/10/2037<sup>(a)</sup> |  | 185 | 115222 |
|  Citigroup Commercial Mortgage Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2013-GC11, Class B<br>3.732%, 04/10/2046 |  | 350 | 347404 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2013-GC15, Class C<br>5.162%, 09/10/2046 |  | 516 | 498976 |
|  GS Mortgage Securities Trust <br>Series 2011-GC5, Class AS <br>5.154%, 08/10/2044<sup>(a)</sup> |  | 473 | 464703 |
|  GSF |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-1, Class A1<br>1.433%, 08/15/2026<sup>(c) (d)</sup> |  | 381 | 354369 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-1, Class A2<br>2.435%, 08/15/2026<sup>(c) (d)</sup> |  | 538 | 506189 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-1, Class AS<br>2.638%, 08/15/2026<sup>(c) (d)</sup> |  | 18 | 16331 |
|  HFX Funding Issuer <br>Series 2017-1A, Class A3 <br>3.647%, 03/15/2035<sup>(d)</sup> |  | 470 | 435615 |
|  LSTAR Commercial Mortgage Trust <br>Series 2016-4, Class A2 <br>2.579%, 03/10/2049<sup>(a)</sup> |  | 166 | 165445 |
|  Morgan Stanley Capital I Trust <br>Series 2011-C3, Class C <br>5.083%, 07/15/2049<sup>(a)</sup> |  | 40 | 39377 |
|  UBS-Barclays Commercial Mortgage Trust <br>Series 2013-C5, Class C <br>4.065%, 03/10/2046<sup>(a)</sup> |  | 505 | 459663 |
|  Wells Fargo Commercial Mortgage Trust <br>Series 2015-NXS1, Class A2 <br>2.632%, 05/15/2048 |  | 6 | 5991 |
|  |  |  | 3409285 |
|  **Agency CMBS – 0.0%** |  |  |  |
|  Government National Mortgage Association <br>Series 2006-51, Class IO <br>0.938%, 08/16/2046<sup>(e)</sup> |  | 256 | 497 |
|  Total Commercial Mortgage-Backed Securities <br>(cost $7,997,602) |  |  | 7392414 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  **COLLATERALIZED LOAN OBLIGATIONS – 1.4%** |  |  |  |
|  **CLO - Floating Rate – 1.4%** |  |  |  |
|  AGL CLO 12 Ltd. <br>Series 2021-12A, Class A1 <br>5.403% (LIBOR 3 Month + 1.16%), 07/20/2034<sup>(a) (b)</sup> | U.S.$| 686 | $668322 |
|  Dryden 78 CLO Ltd. <br>Series 2020-78A, Class C <br>6.029% (LIBOR 3 Month + 1.95%), 04/17/2033<sup>(a) (b)</sup> |  | 320 | 301248 |
|  Elevation CLO Ltd. <br>Series 2020-11A, Class C <br>6.279% (LIBOR 3 Month + 2.20%), 04/15/2033<sup>(a) (b)</sup> |  | 250 | 227667 |
|  Goldentree Loan Management US CLO 7 Ltd. <br>Series 2020-7A, Class AR <br>5.313% (LIBOR 3 Month + 1.07%), 04/20/2034<sup>(a) (b)</sup> |  | 453 | 439768 |
|  Magnetite XXVI Ltd. <br>Series 2020-26A, Class A1R <br>5.478% (LIBOR 3 Month + 1.12%), 07/25/2034<sup>(a) (b)</sup> |  | 739 | 720808 |
|  Neuberger Berman Loan Advisers CLO Ltd. <br>Series 2021-42A, Class A <br>5.179% (LIBOR 3 Month + 1.10%), 07/16/2035<sup>(a) (b)</sup> |  | 799 | 779649 |
|  OCP CLO Ltd. <br>Series 2020-18A, Class AR <br>5.333% (LIBOR 3 Month + 1.09%), 07/20/2032<sup>(a) (b)</sup> |  | 590 | 576922 |
|  Rad CLO 7 Ltd. <br>Series 2020-7A, Class A1 <br>5.279% (LIBOR 3 Month + 1.20%), 04/17/2033<sup>(a) (b)</sup> |  | 444 | 435594 |
|  Voya CLO Ltd. <br>Series 2019-1A, Class DR <br>6.929% (LIBOR 3 Month + 2.85%), 04/15/2031<sup>(a) (b)</sup> |  | 130 | 112781 |
|  Total Collateralized Loan Obligations <br>(cost $4,401,361) |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4262759 |
|  **AGENCIES – 1.3%** |  |  |  |
|  **Agency Debentures – 1.3%** |  |  |  |
|  Federal Home Loan Banks<br>1.375%, 02/17/2023 |  | 750 | 747128 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 02/13/2024 |  | 445 | 433977 |
|  Federal Home Loan Mortgage Corp. <br>0.25%, 08/24/2023 |  | 2000 | 1941768 |
|  Federal National Mortgage Association <br>2.50%, 02/05/2024 |  | 810 | 790561 |
|  Total Agencies <br>(cost $4,003,439) |  |  | 3913434 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  **MORTGAGE PASS-THROUGHS – 0.5%** |  |  |  |
|  **Agency Fixed Rate 30-Year – 0.5%** |  |  |  |
|  Federal Home Loan Mortgage Corp.<br>Series 2019<br>3.50%, 10/01/2049 | U.S.$| 130 | $120272 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 11/01/2049 |  | 620 | 575614 |
|  Federal National Mortgage Association <br>Series 2010 <br>5.00%, 02/01/2040 |  | 572 | 577781 |
|  Government National Mortgage Association<br>Series 2002<br>7.50%, 03/15/2032 |  | 28 | 29886 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2009<br>5.00%, 10/15/2039 |  | 225 | 225615 |
|  |  |  | 1529168 |
|  **Agency Fixed Rate 15-Year – 0.0%** |  |  |  |
|  Federal Home Loan Mortgage Corp. Gold<br>Series 2011<br>5.00%, 07/01/2025 |  | 9 | 8720 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 03/01/2026 |  | 17 | 17521 |
|  |  |  | 26241 |
|  **Agency ARMs – 0.0%** |  |  |  |
|  Federal National Mortgage Association <br>Series 2007 <br>4.779% (LIBOR 6 Month + 1.31%), 01/01/2037<sup>(b)</sup> |  | 1 | 509 |
|  Total Mortgage Pass-Throughs <br>(cost $1,699,874) |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1555918 |
|  **LOCAL GOVERNMENTS - US MUNICIPAL BONDS – 0.3%** |  |  |  |
|  **United States – 0.3%** |  |  |  |
|  City of New York NY<br>Series 2021<br>0.982%, 08/01/2025 |  | 265 | 240584 |
|  New Jersey Turnpike Authority<br>Series 2021-B<br>1.047%, 01/01/2026 |  | 125 | 112093 |
|  Port Authority of New York & New Jersey<br>Series 2020-A<br>1.086%, 07/01/2023 |  | 280 | 275027 |
|  Tobacco Settlement Finance Authority/WV<br>Series 2020<br>3.00%, 06/01/2035 |  | 248 | 222318 |
|  Total Local Governments - US Municipal Bonds <br>(cost $917,735) |  |  | 850022 |
|  **CORPORATES - NON-INVESTMENT GRADE – 0.1%** |  |  |  |
|  **Financial Institutions – 0.1%** |  |  |  |
|  **Banking – 0.1%** |  |  |  |
|  Credit Suisse AG <br>6.50%, 08/08/2023<sup>(a)</sup> <br>(cost $309,399) |  | 302 | 292254 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  **SHORT-TERM INVESTMENTS – 1.9%** |  |  |  |
|  **Governments - Treasuries – 1.9%** |  |  |  |
|  **Japan – 1.9%** |  |  |  |
|  Japan Treasury Discount Bill <br>Series 1123 <br>Zero Coupon, 03/06/2023 <br>(cost $5,585,416) | JPY | 768750 | $5859405 |
|  **Total Investments – 96.2%** <br> (cost $297,212,468)<sup>(f)</sup> |  |  | 291195523 |
|  Other assets less liabilities – 3.8% |  |  | 11491737 |
|  **Net Assets – 100.0%** |  |  | $**302687260** |

---

**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 | 6 | March 2023 | $709688 | $(4782) |
| U.S. T-Note 2 Yr (CBT) Futures | 246 | March 2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50449219 | 28682 |
| **Sold Contracts** |  |  |  |  |
| 10 Yr Japan Bond (OSE) Futures | 9 | March 2023 | 9975160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196884 |
| U.S. T-Note 5 Yr (CBT) Futures | 220 | March 2023 | 23744531 | 61023 |
| U.S. Ultra Bond (CBT) Futures | 1 | March 2023 | 134313 | 3530 |
|  |  |  |  | $285337 |

---

**FORWARD CURRENCY EXCHANGE CONTRACTS** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Contracts to<br>Deliver<br>(000)** | **Contracts to<br>Deliver<br>(000)** | **In Exchange<br>For<br>(000)** | **In Exchange<br>For<br>(000)** | **Settlement<br>Date** | **Unrealized<br>Appreciation<br>(Depreciation)** |
| Citibank, NA | JPY | 984009 | USD | 7123 | 02/09/2023 | $(409147) |
| UBS AG | USD | 1546 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;211847 | 02/09/2023 | 75194 |
|  |  |  |  |  |  | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(333953) |

---

**CENTRALLY CLEARED CREDIT DEFAULT SWAPS** 

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Description** | **Fixed<br>Rate<br>(Pay)<br>Receive** | **Payment<br>Frequency** | **Implied<br>Credit<br>Spread at<br>December 31,**<br> **2022** | **Notional<br>Amount<br>(000)** | **Notional<br>Amount<br>(000)** | **Market<br>Value** | **Upfront**<br> **Premiums**<br> **Paid/**<br> **(Received)** | **Unrealized<br>Appreciation<br>(Depreciation)** |
| **Buy Contracts** |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-NAHY Series 39, 5 Year Index, 12/20/2027\* | (5.00)% | Quarterly | &nbsp;&nbsp;&nbsp;&nbsp;4.85% | USD | 2770 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(20436) | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66013 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(86449) |

---

*\** *Termination date* 

------

**CENTRALLY CLEARED INTEREST RATE SWAPS** 

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | | | **Rate Type** | **Rate Type** | | | | |
| **Notional**<br> **Amount**<br> **(000)** | **Notional**<br> **Amount**<br> **(000)** | <br>**Termination<br>Date** | **Payments<br>made<br>by the<br>Fund** | **Payments<br>received<br>by the<br>Fund** | <br>**Payment**<br> **Frequency**<br> **Paid/<br>Received** |<br>**Market<br>Value** |<br>**Upfront<br>Premiums<br>Paid/<br>(Received)** |<br>**Unrealized<br>Appreciation<br>(Depreciation)** |
| USD | 2830 | 05/21/2031 | 1.617% | 3 Month<br>LIBOR | Semi-Annual/<br>Quarterly | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;462533 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;462533 |

---

*(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 December 31, 2022, the aggregate market value of these securities amounted to $50,176,223 or 16.6% of net assets.* 

*(b)* *Floating Rate Security. Stated interest/floor/ceiling rate was in effect at December 31, 2022.* 

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

*(d)* *Security is exempt from registration under Rule 144A or Regulation S of the Securities Act of 1933. These securities, which represent 0.44% of net assets as of December 31, 2022, are considered illiquid and restricted. Additional information regarding such securities follows:* 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **144A/Restricted & Illiquid Securities** | **Acquisition<br>Date** | **Cost** | | **Market<br>Value** | | **Percentage<br>of<br>Net Assets** |
|  *GSF <br>Series 2021-1, Class A1 <br>1.433%, 08/15/2026* | *02/25/2021* | $*370352* | | $*354369* | | *0.12%* |
|  *GSF <br>Series 2021-1, Class A2 <br>2.435%, 08/15/2026* | *02/25/2021* | *550921* | | *506189* | | *0.17%* |
|  *GSF <br>Series 2021-1, Class AS <br>2.638%, 08/15/2026* | *02/25/2021* | *18366* | | *16331* | | *0.01%* |
|  *HFX Funding Issuer <br>Series 2017-1A, Class A3 <br>3.647%, 03/15/2035* | *11/19/2020* | *500149* | | *435615* | | *0.14%* |

---

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

*(f)* *As of December 31, 2022, the cost basis of investment securities owned was substantially identical for both book and tax purposes. Gross unrealized appreciation of investments was $1,258,044 and gross unrealized depreciation of investments was $(6,947,521), resulting in net unrealized depreciation of $(5,689,477).* 

*Currency Abbreviations:* 

*JPY – Japanese Yen* 

*USD – United States Dollar* 

*Glossary:* 

*ABS – Asset-Backed Securities* 

*ARMs – Adjustable Rate Mortgages* 

*CBT – Chicago Board of Trade* 

*CDX-NAHY – North American High Yield Credit Default Swap Index* 

*CLO – Collateralized Loan Obligations* 

*CMBS – Commercial Mortgage-Backed Securities* 

*LIBOR – London Interbank Offered Rate* 

*OSE – Osaka Securities Exchange* 

*REIT – Real Estate Investment Trust* 

*REMICs – Real Estate Mortgage Investment Conduits* 

*SOFR – Secured Overnight Financing Rate* 

------

**Sanford C. Bernstein Fund, Inc.** 

**Short Duration Plus Portfolio** 

**December 31, 2022 (unaudited)** 

In accordance with U.S. GAAP regarding fair value measurements, fair value is defined as the price that the Portfolio 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 Portfolio. Unobservable inputs reflect the Portfolio'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 Portfolio's own assumptions in determining the fair value
of investments)

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

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

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

------

The following table summarizes the valuation of the Portfolio's investments by the above fair value hierarchy levels as of December 31, 2022:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Investments in Securities:** | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets:** | **Assets:** | **Assets:** | **Assets:** | **Assets:** |
| Governments - Treasuries | $— | $203405225 | $— | $203405225 |
| Corporates - Investment Grade |  | 22566837 |  | 22566837 |
| Asset-Backed Securities |  | 19582681 |  | 19582681 |
| Collateralized Mortgage Obligations |  | 13227534 |  | 13227534 |
| U.S. Treasury Bills |  | 8287040 |  | 8287040 |
| Commercial Mortgage-Backed Securities |  | 6515525 | 876889 | 7392414 |
| Collateralized Loan Obligations |  | 4262759 |  | 4262759 |
| Agencies |  | 3913434 |  | 3913434 |
| Mortgage Pass-Throughs |  | 1555918 |  | 1555918 |
| Local Governments - US Municipal Bonds |  | 850022 |  | 850022 |
| Corporates - Non-Investment Grade |  | 292254 |  | 292254 |
| Short-Term Investments |  | 5859405 |  | 5859405 |
| Total Investments in Securities |  | 290318634 | 876889 | 291195523 |
| **Other Financial Instruments<sup>(a)</sup>:** |  |  |  |  |
| **Assets:** | **Assets:** | **Assets:** | **Assets:** | **Assets:** |
| Futures | 290119 |  |  | 290119 |
| Forward Currency Exchange Contracts |  | 75194 |  | 75194 |
| Centrally Cleared Interest Rate Swaps |  | 462533 |  | 462533 |
| **Liabilities:** | **Liabilities:** | **Liabilities:** | **Liabilities:** | **Liabilities:** |
| Futures | (4782) |  |  | (4782) |
| Forward Currency Exchange Contracts |  | (409147) |  | (409147) |
| Centrally Cleared Credit Default Swaps |  | (20436) |  | (20436) |
| **Total** | $**285337** | $**290426778** | $**876889** | $**291589004** |

---

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** BERNSTEIN SANFORD C FUND INC

- **b. Investment Company Act file number:** 811-05555

- **c. CIK number of Registrant:** 0000832808

- **d. LEI of Registrant:** 549300GA5IHQHIM7CU60

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

  - **Street Address 1:** ALLIANCEBERNSTEIN LP

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10105

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

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

- **a. Name of Series:** Short Duration Plus Portfolio

- **b. EDGAR series identifier (if any):** S000011053

- **c. LEI of Series:** 549300HCBIZ0OTJC2W76

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

- **a. Date of fiscal year-end:** 2023-09-30

- **b. Date as of which information is reported:** 2022-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $299348608.63

**Total Liabilities:** $3961035.63

**Net Assets:** $295387573.00

**Delayed Delivery Securities:** $3083652.79

**Cash Not Reported:** $5768669.97

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -936.40000000 | **1-Year:** -1090.38000000 | **5-Year:** -2002.40000000 | **10-Year:** -931.13000000 | **30-Year:** -931.13000000

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

- **3-Month:** -7084.80000000 | **1-Year:** -7644.43000000 | **5-Year:** -14818.13000000 | **10-Year:** -7071.92000000 | **30-Year:** -7071.92000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000030486 | -0.31%               | 0.37%                | 0.39%                |
| Class ID C000084882 | -0.35%               | 0.50%                | 0.34%                |
| Class ID C000030488 | -0.33%               | 0.35%                | 0.37%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-4117127.29             | $2719347.59                                |
| Month 2  | $-361.64                 | $1550453.70                                |
| Month 3  | $-188155.67              | $276127.80                                 |

**Designated Index Information**

- **Index Name:** ICE BofA US Treasuries Index (1-3 Years)

- **Index Identifier:** G1O2

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| FEDERAL HOME LOAN BANK                         | Federal Home Loan Banks                                                                                            | CUSIP: 3130AFW94<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    445000 | PA      | $433977.35    | 0.15%             | 2024-02-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                               | Connecticut Avenue Securities Trust 2022-R02                                                                       | CUSIP: 20754BAA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    355275 | PA      | $347459.72    | 0.12%             | 2042-01-25      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                 | Morgan Stanley Capital I Trust 2011-C3                                                                             | CUSIP: 61760RAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     39988 | PA      | $39376.62     | 0.01%             | 2049-07-15      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                                                  | CUSIP: 3136AEHA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    163615 | PA      | $158682.08    | 0.05%             | 2043-06-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                   | Drive Auto Receivables Trust 2021-1                                                                                | CUSIP: 262108AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    220000 | PA      | $215062.65    | 0.07%             | 2027-06-15      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| VASA Trust                                     | VASA Trust 2021-VASA                                                                                               | CUSIP: 92230AAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    830000 | PA      | $765376.28    | 0.26%             | 2039-07-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                         | Aviation Capital Group LLC                                                                                         | CUSIP: 05369AAL5<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     99000 | PA      | $83663.91     | 0.03%             | 2026-09-20      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                                                   | CUSIP: 31339UZQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    226222 | PA      | $210295.97    | 0.07%             | 2049-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                         | Santander Holdings USA Inc                                                                                         | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    185000 | PA      | $159157.35    | 0.05%             | 2028-01-06      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                                                   | CUSIP: 31346YA29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    129642 | PA      | $120271.92    | 0.04%             | 2049-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                               | Bellemeade Re Ltd                                                                                                  | CUSIP: 07876MAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    684390 | PA      | $667902.16    | 0.23%             | 2031-03-25      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                         | Standard Chartered PLC                                                                                             | CUSIP: 853254CL2<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    307000 | PA      | $316676.64    | 0.11%             | 2025-11-16      | Fixed         | 7.78%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                               | Bellemeade Re 2019-3 Ltd                                                                                           | CUSIP: 07877GAB5<br>LEI: 254900SCWI9IDKK5LV64 | Long             | ABS-MBS          | CORP              | BM        |     33823 | PA      | $33806.24     | 0.01%             | 2029-07-25      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                               | Connecticut Avenue Securities Trust 2021-R03                                                                       | CUSIP: 20754AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    469948 | PA      | $460945.57    | 0.16%             | 2041-12-25      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| NMEF Funding LLC                               | NMEF Funding 2022-B LLC                                                                                            | CUSIP: 62890MAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    306000 | PA      | $305503.64    | 0.10%             | 2029-06-15      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| Prestige Auto Receivables Trust                | Prestige Auto Receivables Trust 2022-1                                                                             | CUSIP: 74113RAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    848000 | PA      | $847758.40    | 0.29%             | 2025-07-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| GSF 2021 1 ISSUER LLC                          | GSF 2021 1 ISSUER LLC                                                                                              | CUSIP: 36261CAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    538000 | PA      | $506188.60    | 0.17%             | 2026-08-15      | Variable      | 2.44%                 | No            |                  3 | On Loan: No      |
| AREIT CRE Trust                                | AREIT 2022-CRE6 Trust                                                                                              | CUSIP: 04002VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    774334 | PA      | $739451.21    | 0.25%             | 2037-01-16      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                | MVW 2021-2 LLC                                                                                                     | CUSIP: 55400KAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    422481 | PA      | $374413.42    | 0.13%             | 2039-05-20      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| UBS-Barclays Commercial Mortgage Trust         | UBS-Barclays Commercial Mortgage Trust 2013-C5                                                                     | CUSIP: 90270YAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    505184 | PA      | $459663.39    | 0.16%             | 2046-03-10      | Variable      | 4.07%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                         | Standard Chartered PLC                                                                                             | CUSIP: 853254BY5<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    621000 | PA      | $585037.89    | 0.20%             | 2025-01-12      | Fixed         | 0.99%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                               | Societe Generale SA                                                                                                | CUSIP: 83368RBH4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    367000 | PA      | $320585.51    | 0.11%             | 2028-01-19      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                                                   | CUSIP: 31339U5V8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    220527 | PA      | $204450.57    | 0.07%             | 2049-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                         | US 10YR ULTRA FUT MAR23                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         6 | NC      | $-4781.72     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac - STACR                            | Freddie Mac Structured Agency Credit Risk Debt Notes                                                               | CUSIP: 35564KB24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    746076 | PA      | $749771.12    | 0.25%             | 2042-07-25      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                                                                 | CUSIP: 3137B4VN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    258654 | PA      | $253182.26    | 0.09%             | 2039-06-15      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                            | Freddie Mac STACR REMIC Trust 2022-DNA7                                                                            | CUSIP: 35564KL31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    947081 | PA      | $950245.37    | 0.32%             | 2052-03-25      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                            | Freddie Mac STACR REMIC Trust 2021-HQA4                                                                            | CUSIP: 35564KNK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    457285 | PA      | $433881.08    | 0.15%             | 2041-12-25      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association       | Government National Mortgage Association                                                                           | CUSIP: 38373MWF3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    255669 | PA      | $497.20       | 0.00%             | 2046-08-16      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| Foursight Capital Automobile Receivables Trust | Foursight Capital Automobile Receivables Trust 2021-1                                                              | CUSIP: 35105WAJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    229000 | PA      | $216984.39    | 0.07%             | 2026-09-15      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                   | Barclays PLC                                                                                                       | CUSIP: 06738ECC7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    396000 | PA      | $410568.84    | 0.14%             | 2026-11-02      | Fixed         | 7.33%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                  | AIB Group PLC                                                                                                      | CUSIP: 00135TAC8<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    681000 | PA      | $692999.22    | 0.23%             | 2026-10-14      | Fixed         | 7.58%                 | No            |                  2 | On Loan: No      |
| ACM Auto Trust                                 | ACM Auto Trust 2022-1                                                                                              | CUSIP: 00091QAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    139952 | PA      | $139592.92    | 0.05%             | 2029-04-20      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                                                                                 | CUSIP: 606822CH5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    267000 | PA      | $264116.40    | 0.09%             | 2025-07-18      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                            | Synchrony Financial                                                                                                | CUSIP: 87165BAS2<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    199000 | PA      | $194136.44    | 0.07%             | 2025-06-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                               | Fannie Mae Connecticut Avenue Securities                                                                           | CUSIP: 30711XAP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    177373 | PA      | $181988.95    | 0.06%             | 2024-11-25      | Floating      | 9.29%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | United States Treasury Note/Bond                                                                                   | CUSIP: 91282CFG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  57971900 | PA      | $56785287.67  | 19.22%            | 2024-08-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Neighborly Issuer LLC                          | Neighborly Issuer LLC                                                                                              | CUSIP: 64016NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    222665 | PA      | $178167.53    | 0.06%             | 2051-04-30      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                               | Bellemeade RE 2021-3 Ltd                                                                                           | CUSIP: 078777AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    479987 | PA      | $454828.72    | 0.15%             | 2031-09-25      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BS2J6N8   CDS USD R V 03MEVENT IS2J6O9 CCPCDX / Short: BS2J6N8   CDS USD P F  5.00000 IS2J6N8 CCPCDX         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   2770000 | OU      | $-20435.95    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| AXIS Equipment Finance Receivables LLC         | Amur Equipment Finance Receivables XI LLC                                                                          | CUSIP: 03236XAB3<br>LEI: 549300IFG1NMINYRYF89 | Long             | ABS-O            | CORP              | US        |    281000 | PA      | $277898.15    | 0.09%             | 2028-06-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust          | Westlake Automobile Receivables Trust 2020-3                                                                       | CUSIP: 96042QAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    657000 | PA      | $640504.31    | 0.22%             | 2025-11-17      | Fixed         | 1.24%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                 | CPS Auto Receivables Trust 2021-A                                                                                  | CUSIP: 12656NAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    470066 | PA      | $464130.13    | 0.16%             | 2026-09-15      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | United States Treasury Note/Bond                                                                                   | CUSIP: 91282CFN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5740700 | PA      | $5712893.48   | 1.93%             | 2024-09-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | United States Treasury Note/Bond                                                                                   | CUSIP: 91282CEK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12088000 | PA      | $11744247.50  | 3.98%             | 2024-04-30      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES/SKYMILES                       | Delta Air Lines Inc / SkyMiles IP Ltd                                                                              | CUSIP: 830867AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   1050000 | PA      | $1023456.00   | 0.35%             | 2025-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes        | Santander Bank Auto Credit-Linked Notes Series 2022-A                                                              | CUSIP: 80290CAS3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    409455 | PA      | $399738.83    | 0.14%             | 2032-05-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| United Auto Credit Securitization Trust        | United Auto Credit Securitization Trust 2022-2                                                                     | CUSIP: 90944KAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    366954 | PA      | $365213.26    | 0.12%             | 2025-04-10      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                   | Upstart Securitization Trust 2021-1                                                                                | CUSIP: 91681NAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6939 | PA      | $6917.41      | 0.00%             | 2031-03-20      | Fixed         | 0.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                                                    | CUSIP: 31412CFA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       503 | PA      | $508.37       | 0.00%             | 2037-01-01      | Floating      | 3.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                                                                 | CUSIP: 3137B6VQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    221555 | PA      | $215688.80    | 0.07%             | 2043-12-15      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                 | Carvana Auto Receivables Trust 2021-N1                                                                             | CUSIP: 14687DAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    235501 | PA      | $216875.43    | 0.07%             | 2028-01-10      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                               | Connecticut Avenue Securities Trust 2021-R01                                                                       | CUSIP: 20754RAA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     73226 | PA      | $72583.27     | 0.02%             | 2041-10-25      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                   | GS Mortgage Securities Trust 2011-GC5                                                                              | CUSIP: 36191YAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    473172 | PA      | $464703.45    | 0.16%             | 2044-08-10      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                         | Aviation Capital Group LLC                                                                                         | CUSIP: 05369AAK7<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    298000 | PA      | $259605.68    | 0.09%             | 2026-01-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Genworth Mortgage Insurance Corporation        | Triangle Re 2021-3 Ltd                                                                                             | CUSIP: 89600HAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    249356 | PA      | $248209.17    | 0.08%             | 2034-02-25      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | United States Treasury Note/Bond                                                                                   | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2969100 | PA      | $2983945.50   | 1.01%             | 2027-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HFX FUNDING ISSUER                             | HFX FUNDING ISSUER                                                                                                 | CUSIP: 40422GAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    470000 | PA      | $435614.80    | 0.15%             | 2035-03-15      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                                                                | CUSIP: 46647PDM5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    426000 | PA      | $426025.56    | 0.14%             | 2025-12-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit       | Ford Credit Auto Owner Trust 2021-REV1                                                                             | CUSIP: 345340AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    202000 | PA      | $177071.62    | 0.06%             | 2033-10-17      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                    | Hertz Vehicle Financing III LLC                                                                                    | CUSIP: 42806MAJ8<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    562000 | PA      | $515860.81    | 0.17%             | 2026-06-25      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| Credit Suisse AG                               | Credit Suisse AG                                                                                                   | CUSIP: 22546DAA4<br>LEI: ANGGYXNX0JLX3X63JN86 | Long             | DBT              | CORP              | CH        |    302000 | PA      | $292254.46    | 0.10%             | 2023-08-08      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                     | Affirm Asset Securitization Trust 2021-Z1                                                                          | CUSIP: 00834CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     94321 | PA      | $91664.42     | 0.03%             | 2025-08-15      | Fixed         | 1.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                               | Connecticut Avenue Securities Trust 2022-R01                                                                       | CUSIP: 20754LAA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1051904 | PA      | $1038486.89   | 0.35%             | 2041-12-25      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                       | Santander UK Group Holdings PLC                                                                                    | CUSIP: 80281LAS4<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    407000 | PA      | $412616.60    | 0.14%             | 2026-11-21      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                                                                                  | CUSIP: 404280DA4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    595000 | PA      | $559192.90    | 0.19%             | 2026-03-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                            | Freddie Mac STACR REMIC Trust 2021-DNA6                                                                            | CUSIP: 35564KKR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    398750 | PA      | $393558.04    | 0.13%             | 2041-10-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| College Ave Student Loans                      | College Ave Student Loans 2021-C LLC                                                                               | CUSIP: 19424WAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    431773 | PA      | $368741.87    | 0.12%             | 2055-07-26      | Fixed         | 2.32%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                           | Glencore Funding LLC                                                                                               | CUSIP: 378272AH1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    623000 | PA      | $615131.51    | 0.21%             | 2024-04-29      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                           | Parker-Hannifin Corp                                                                                               | CUSIP: 701094AQ7<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    389000 | PA      | $380585.93    | 0.13%             | 2024-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Crossroads Asset Trust                         | Crossroads Asset Trust 2021-A                                                                                      | CUSIP: 22767CAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    172000 | PA      | $167722.48    | 0.06%             | 2025-06-20      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                   | Voya CLO 2019-1 Ltd                                                                                                | CUSIP: 92917NAS7<br>LEI: 549300KSCKXTOBY0IP86 | Long             | ABS-CBDO         | CORP              | KY        |    130000 | PA      | $112780.98    | 0.04%             | 2031-04-15      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | United States Treasury Note/Bond                                                                                   | CUSIP: 91282CFX4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  42338400 | PA      | $42364861.50  | 14.34%            | 2024-11-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GSF 2021 1 ISSUER LLC                          | GSF 2021 1 ISSUER LLC                                                                                              | CUSIP: 36261CAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     18000 | PA      | $16331.18     | 0.01%             | 2026-08-15      | Variable      | 2.64%                 | No            |                  3 | On Loan: No      |
| Citigroup Commercial Mortgage Trust            | Citigroup Commercial Mortgage Trust 2013-GC15                                                                      | CUSIP: 17321JAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    516418 | PA      | $498976.19    | 0.17%             | 2046-09-10      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | United States Treasury Note/Bond                                                                                   | CUSIP: 91282CEX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  62073400 | PA      | $60579758.81  | 20.51%            | 2024-06-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LSTAR Commercial Mortgage Trust                | LSTAR Commercial Mortgage Trust 2016-4                                                                             | CUSIP: 50219QAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    165697 | PA      | $165444.69    | 0.06%             | 2049-03-10      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Donlen Fleet Lease Funding                     | Donlen Fleet Lease Funding 2 LLC                                                                                   | CUSIP: 257812AF4<br>LEI: 549300ZWUQETU54FDP26 | Long             | ABS-O            | CORP              | US        |    371000 | PA      | $346493.52    | 0.12%             | 2034-12-11      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Radnor Re LTD                                  | Radnor RE 2019-1 Ltd                                                                                               | CUSIP: 75049SAB9<br>LEI: 254900JBDDKUTX6TX151 | Long             | ABS-MBS          | CORP              | BM        |    191559 | PA      | $189359.49    | 0.06%             | 2029-02-25      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust            | Exeter Automobile Receivables Trust 2021-2                                                                         | CUSIP: 30166RAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    434668 | PA      | $425186.79    | 0.14%             | 2026-01-15      | Fixed         | 0.74%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | United States Treasury Note/Bond                                                                                   | CUSIP: 91282CAZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     95500 | PA      | $85502.34     | 0.03%             | 2025-11-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                               | Deutsche Bank AG/New York NY                                                                                       | CUSIP: 25160PAJ6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    267000 | PA      | $265624.95    | 0.09%             | 2026-07-14      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AZURE ORBIT IV INTL FIN                        | Azure Orbit IV International Finance Ltd                                                                           | CUSIP: 000000000<br>LEI: 549300DX1ZQGOMLNIF41 | Long             | DBT              | CORP              | KY        |    900000 | PA      | $898911.00    | 0.30%             | 2023-01-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                 | Amazon.com Inc                                                                                                     | CUSIP: 023135CP9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    412000 | PA      | $410805.20    | 0.14%             | 2027-12-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                           | BAT International Finance PLC                                                                                      | CUSIP: 05530QAN0<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    740000 | PA      | $655188.60    | 0.22%             | 2026-03-25      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation             | JPMorgan Chase Bank NA - CHASE                                                                                     | CUSIP: 46591HAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     51766 | PA      | $49599.87     | 0.02%             | 2047-04-25      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                                                     | CUSIP: 61747YER2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    175000 | PA      | $166222.00    | 0.06%             | 2028-04-20      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                 | Morgan Stanley Capital I Trust 2019-BPR                                                                            | CUSIP: 61769GAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    365000 | PA      | $337348.51    | 0.11%             | 2036-05-15      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                       | Cooperatieve Rabobank UA                                                                                           | CUSIP: 21684AAF3<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    282000 | PA      | $265581.96    | 0.09%             | 2026-07-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                               | Fannie Mae Connecticut Avenue Securities                                                                           | CUSIP: 20755DAA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    739837 | PA      | $742160.00    | 0.25%             | 2042-07-25      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| CAJUN GLOBAL LLC                               | Cajun Global LLC                                                                                                   | CUSIP: 12803VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    101455 | PA      | $85923.76     | 0.03%             | 2051-11-20      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                 | CPS Auto Receivables Trust 2021-B                                                                                  | CUSIP: 12656QAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    389000 | PA      | $377608.25    | 0.13%             | 2027-03-15      | Fixed         | 1.23%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                                                    | CUSIP: 31418MZ39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    572091 | PA      | $577780.56    | 0.20%             | 2040-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                    | Federal Home Loan Mortgage Corp                                                                                    | CUSIP: 3137EAEV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   2000000 | PA      | $1941767.48   | 0.66%             | 2023-08-24      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                       | Banco Bilbao Vizcaya Argentaria SA                                                                                 | CUSIP: 05946KAK7<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $599460.00    | 0.20%             | 2026-09-14      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, NA - CACLN                | JPMorgan Chase Bank NA - CACLN                                                                                     | CUSIP: 48128U2M0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    243960 | PA      | $233153.32    | 0.08%             | 2028-12-26      | Fixed         | 0.89%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                    | Long: BS29BB1   IRS USD R V 03MLIBOR IS29BC2 CCPVANILLA / Short: BS29BB1   IRS USD P F  1.61650 IS29BB1 CCPVANILLA | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2830000 | OU      | $462532.91    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey        | PORT AUTH OF NEW YORK & NEW JERSEY NY                                                                              | CUSIP: 73358W4V3<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    280000 | PA      | $275027.31    | 0.09%             | 2023-07-01      | Fixed         | 1.09%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                              | NatWest Group PLC                                                                                                  | CUSIP: 639057AG3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    396000 | PA      | $412346.88    | 0.14%             | 2026-11-10      | Fixed         | 7.47%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                                                                 | CUSIP: 3137APGN4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    229649 | PA      | $217435.96    | 0.07%             | 2041-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                               | Bellemeade Re 2022-2 Ltd                                                                                           | CUSIP: 07876GAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    857953 | PA      | $842638.54    | 0.29%             | 2032-09-27      | Floating      | 8.01%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                               | Deutsche Bank AG/New York NY                                                                                       | CUSIP: 251526BR9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    234000 | PA      | $233475.84    | 0.08%             | 2023-02-27      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | United States Treasury Note/Bond                                                                                   | CUSIP: 91282CCW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1749200 | PA      | $1550228.50   | 0.52%             | 2026-08-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                    | OCP CLO 2020-18 Ltd                                                                                                | CUSIP: 671078AN3<br>LEI: 254900MN6N176YEZLX15 | Long             | ABS-CBDO         | CORP              | KY        |    590000 | PA      | $576921.47    | 0.20%             | 2032-07-20      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                           | Las Vegas Sands Corp                                                                                               | CUSIP: 517834AG2<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    227000 | PA      | $214551.32    | 0.07%             | 2024-08-08      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                   | Upstart Securitization Trust 2021-3                                                                                | CUSIP: 91679LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    152472 | PA      | $149321.23    | 0.05%             | 2031-07-20      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust                          | Hpefs Equipment Trust 2022-3                                                                                       | CUSIP: 403951AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    510939 | PA      | $510329.27    | 0.17%             | 2023-10-20      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Research-Driven Pagaya Motor Asset Trust I     | Research-Driven Pagaya Motor Asset Trust VII                                                                       | CUSIP: 76088TAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    636482 | PA      | $620252.76    | 0.21%             | 2030-11-25      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                               | Bellemeade Re 2019-1 Ltd                                                                                           | CUSIP: 07876RAB2<br>LEI: 254900K56RF3Z7VQ3U81 | Long             | ABS-MBS          | CORP              | BM        |     16719 | PA      | $16711.85     | 0.01%             | 2029-03-25      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                    | Rad CLO 7 Ltd                                                                                                      | CUSIP: 48661CAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    444380 | PA      | $435593.72    | 0.15%             | 2033-04-17      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Santander Consumer Auto Receivables Trust      | Santander Consumer Auto Receivables Trust 2021-A                                                                   | CUSIP: 80282YAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    727000 | PA      | $656745.05    | 0.22%             | 2027-01-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                               | Fannie Mae Connecticut Avenue Securities                                                                           | CUSIP: 30711XAX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9969 | PA      | $10018.66     | 0.00%             | 2025-05-25      | Floating      | 8.39%                 | No            |                  2 | On Loan: No      |
| Brex Inc                                       | Brex Commercial Charge Card Master Trust                                                                           | CUSIP: 05601DAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    555000 | PA      | $548978.58    | 0.19%             | 2024-07-15      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| Marathon Oil Corp                              | Marathon Oil Corp                                                                                                  | CUSIP: 565849AP1<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | DBT              | CORP              | US        |    352000 | PA      | $336135.36    | 0.11%             | 2027-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                        | Dryden 78 CLO Ltd                                                                                                  | CUSIP: 26253LAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    320000 | PA      | $301247.68    | 0.10%             | 2033-04-17      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust   | American Credit Acceptance Receivables Trust 2022-3                                                                | CUSIP: 02528GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    695104 | PA      | $690184.30    | 0.23%             | 2026-02-13      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                                                                                  | CUSIP: 404280DG1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    790000 | PA      | $760777.90    | 0.26%             | 2028-08-11      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association       | Ginnie Mae I Pool                                                                                                  | CUSIP: 36225BUB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     28447 | PA      | $29886.40     | 0.01%             | 2032-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                                                     | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    303000 | PA      | $269167.02    | 0.09%             | 2028-01-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                       | Neuberger Berman Loan Advisers Clo 42 Ltd                                                                          | CUSIP: 64133WAA3<br>LEI: 549300LGCRX4YI1JNS93 | Long             | ABS-CBDO         | CORP              | KY        |    799055 | PA      | $779649.15    | 0.26%             | 2035-07-16      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Radnor Re LTD                                  | Radnor RE 2020-1 Ltd                                                                                               | CUSIP: 750493AA6<br>LEI: 254900YVLP8CB4GC2O97 | Long             | ABS-MBS          | CORP              | BM        |     33068 | PA      | $33021.15     | 0.01%             | 2030-01-25      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | United States Treasury Note/Bond                                                                                   | CUSIP: 91282CGA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8331300 | PA      | $8287039.97   | 2.81%             | 2025-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | United States Treasury Note/Bond                                                                                   | CUSIP: 91282CDV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2480700 | PA      | $2379533.95   | 0.81%             | 2024-01-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                               | Connecticut Avenue Securities Trust 2022-R05                                                                       | CUSIP: 20754DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    140869 | PA      | $139534.01    | 0.05%             | 2042-04-25      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                            | Freddie Mac STACR REMIC Trust 2021-DNA7                                                                            | CUSIP: 35564KMA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    698544 | PA      | $686475.37    | 0.23%             | 2041-11-25      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust            | Exeter Automobile Receivables Trust 2020-3                                                                         | CUSIP: 30166NAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    245519 | PA      | $242745.40    | 0.08%             | 2025-07-15      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes        | Santander Bank Auto Credit-Linked Notes Series 2022-C                                                              | CUSIP: 80290CBF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    458304 | PA      | $458370.55    | 0.16%             | 2032-12-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                     | Zoetis Inc                                                                                                         | CUSIP: 98978VAU7<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    230000 | PA      | $234613.80    | 0.08%             | 2025-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                         | Aviation Capital Group LLC                                                                                         | CUSIP: 05369AAH4<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63768.90     | 0.02%             | 2024-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                               | Fannie Mae Connecticut Avenue Securities                                                                           | CUSIP: 20754KAA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    395065 | PA      | $387884.32    | 0.13%             | 2041-11-25      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                           | Las Vegas Sands Corp                                                                                               | CUSIP: 517834AH0<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    393000 | PA      | $363037.68    | 0.12%             | 2025-06-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                          | Continental Resources Inc/OK                                                                                       | CUSIP: 212015AU5<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    618000 | PA      | $535941.96    | 0.18%             | 2026-11-15      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| Atalaya Equipment Leasing Fund I LP            | Atalaya Equipment Leasing Trust 21-1                                                                               | CUSIP: 046497AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    313070 | PA      | $304039.38    | 0.10%             | 2026-05-15      | Fixed         | 1.23%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                                                                | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    533000 | PA      | $520357.24    | 0.18%             | 2028-07-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                      | Nelnet Student Loan Trust 2021-D                                                                                   | CUSIP: 64034YAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    119375 | PA      | $107571.40    | 0.04%             | 2062-04-20      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                     | Affirm Asset Securitization Trust 2021-B                                                                           | CUSIP: 00834DAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    198000 | PA      | $182805.36    | 0.06%             | 2026-08-17      | Fixed         | 1.24%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                            | Freddie Mac STACR REMIC Trust 2022-HQA1                                                                            | CUSIP: 35564KTA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    488085 | PA      | $481842.57    | 0.16%             | 2042-03-25      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                  | PURCHASED USD / SOLD JPY                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-409147.07   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                   | AGL CLO 12 Ltd                                                                                                     | CUSIP: 00120BAA8<br>LEI: 54930005OE1IFBESDA27 | Long             | ABS-CBDO         | CORP              | KY        |    685658 | PA      | $668321.82    | 0.23%             | 2034-07-20      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| New Jersey Turnpike Authority                  | NEW JERSEY ST TURNPIKE AUTH TURNPIKE REVENUE                                                                       | CUSIP: 646140DP5<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |    125000 | PA      | $112093.21    | 0.04%             | 2026-01-01      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| PMT Credit Risk Transfer Trust                 | PMT Credit Risk Transfer Trust 2019-3R                                                                             | CUSIP: 69349MAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     22023 | PA      | $21063.02     | 0.01%             | 2031-11-27      | Floating      | 8.09%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, NA - CACLN                | JPMorgan Chase Bank NA - CACLN                                                                                     | CUSIP: 46591HAP5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    111114 | PA      | $109576.35    | 0.04%             | 2028-01-25      | Fixed         | 1.39%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc   | BAMLL Commercial Mortgage Securities Trust 2013-WBRK                                                               | CUSIP: 05525BAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    185000 | PA      | $115221.46    | 0.04%             | 2037-03-10      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | United States Treasury Note/Bond                                                                                   | CUSIP: 91282CGD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3088700 | PA      | $3079530.42   | 1.04%             | 2024-12-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ashford Hospitality Trust                      | Ashford Hospitality Trust 2018-KEYS                                                                                | CUSIP: 04410CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    113307 | PA      | $109077.18    | 0.04%             | 2035-06-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Gold Pool                                                                                              | CUSIP: 3128MC6J9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8748 | PA      | $8719.78      | 0.00%             | 2025-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | United States Treasury Note/Bond                                                                                   | CUSIP: 91282CCU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3984200 | PA      | $3864051.47   | 1.31%             | 2023-08-31      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                     | LAD Auto Receivables Trust 2022-1                                                                                  | CUSIP: 501687AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    532920 | PA      | $524384.07    | 0.18%             | 2027-06-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Dext ABS                                       | Dext ABS 2021-1 LLC                                                                                                | CUSIP: 23345CAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    469210 | PA      | $448620.31    | 0.15%             | 2028-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                             | Banco Santander SA                                                                                                 | CUSIP: 05964HAQ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $185358.00    | 0.06%             | 2028-03-24      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Tobacco Settlement Finance Authority           | TOBACCO SETTLEMENT FIN AUTH WV ASSET BACKED                                                                        | CUSIP: 88880LAV5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    247736 | PA      | $222317.86    | 0.08%             | 2035-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                        | Carmax Auto Owner Trust 2021-1                                                                                     | CUSIP: 14316NAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    190000 | PA      | $171917.24    | 0.06%             | 2026-12-15      | Fixed         | 0.94%                 | No            |                  2 | On Loan: No      |
| VORNADO REALTY LP                              | Vornado Realty LP                                                                                                  | CUSIP: 929043AK3<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              |  | US        |    426000 | PA      | $360873.12    | 0.12%             | 2026-06-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                                                              | CUSIP: 3135G0V34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    810000 | PA      | $790561.38    | 0.27%             | 2024-02-05      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                         | Philip Morris International Inc                                                                                    | CUSIP: 718172CU1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    407000 | PA      | $409079.77    | 0.14%             | 2025-11-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                               | Fannie Mae Connecticut Avenue Securities                                                                           | CUSIP: 30711XAT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35145 | PA      | $35760.29     | 0.01%             | 2025-02-25      | Floating      | 8.69%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                           | Kyndryl Holdings Inc                                                                                               | CUSIP: 50155QAJ9<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    641000 | PA      | $529985.21    | 0.18%             | 2026-10-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                      | Prosus NV                                                                                                          | CUSIP: 74365PAG3<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    367000 | PA      | $329382.50    | 0.11%             | 2027-01-19      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust          | Wells Fargo Commercial Mortgage Trust 2015-NXS1                                                                    | CUSIP: 94989HAF7<br>LEI: 5493002S7XBI8CVRR075 | Long             | ABS-MBS          | CORP              | US        |      6004 | PA      | $5990.90      | 0.00%             | 2048-05-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                              | TSMC Arizona Corp                                                                                                  | CUSIP: 872898AF8<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    227000 | PA      | $216969.44    | 0.07%             | 2027-04-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                            | Freddie Mac Structured Agency Credit Risk Debt Notes                                                               | CUSIP: 3137G0EW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     72917 | PA      | $73660.34     | 0.02%             | 2027-10-25      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                         | CNH Industrial Capital LLC                                                                                         | CUSIP: 12592BAN4<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    376000 | PA      | $364483.12    | 0.12%             | 2025-05-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                         | US 2YR NOTE (CBT) MAR23                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       246 | NC      | $28682.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DT Auto Owner Trust                            | DT Auto Owner Trust 2021-2                                                                                         | CUSIP: 23345EAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    185000 | PA      | $175746.12    | 0.06%             | 2027-02-16      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                        | Hyundai Capital America                                                                                            | CUSIP: 44891CAK9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $902667.30    | 0.31%             | 2026-09-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| First Investors Auto Owner Trust               | First Investors Auto Owner Trust 2021-1                                                                            | CUSIP: 32059FAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    351000 | PA      | $332381.59    | 0.11%             | 2027-03-15      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association       | Ginnie Mae I Pool                                                                                                  | CUSIP: 3620AC6T6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    224995 | PA      | $225615.34    | 0.08%             | 2039-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                         | US 5YR NOTE (CBT) MAR23                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -220 | NC      | $61022.96     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN TREASURY DISC BILL                       | Japan Treasury Discount Bill                                                                                       | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | STIV             | NUSS              | JP        | 768750000 | PA      | $5859405.00   | 1.98%             | 2023-03-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                            | Intesa Sanpaolo SpA                                                                                                | CUSIP: 46115HBU0<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    201000 | PA      | $205295.37    | 0.07%             | 2025-11-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                            | Freddie Mac STACR REMIC Trust 2022-DNA2                                                                            | CUSIP: 35564KRE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    375896 | PA      | $369671.71    | 0.13%             | 2042-02-25      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Elevation CLO Ltd                              | Elevation CLO 2020-11 Ltd                                                                                          | CUSIP: 28621YAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $227667.25    | 0.08%             | 2033-04-15      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| PMT CREDIT RISK TRANSFER TRUST                 | PMT Credit Risk Transfer Trust 2019-2R                                                                             | CUSIP: 69345WAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     67755 | PA      | $64842.11     | 0.02%             | 2023-05-27      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                            | Synchrony Financial                                                                                                | CUSIP: 87165BAM5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    204000 | PA      | $182104.68    | 0.06%             | 2027-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust          | Mission Lane Credit Card Master Trust                                                                              | CUSIP: 60510MAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    142000 | PA      | $137518.62    | 0.05%             | 2026-09-15      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                            | Freddie Mac STACR REMIC Trust 2022-DNA1                                                                            | CUSIP: 35564KPU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    355724 | PA      | $346590.31    | 0.12%             | 2042-01-25      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                                                   | CUSIP: 31346YAV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    173516 | PA      | $160867.31    | 0.05%             | 2049-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Radnor Re LTD                                  | Radnor RE 2019-2 Ltd                                                                                               | CUSIP: 75049TAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |     23874 | PA      | $23847.18     | 0.01%             | 2029-06-25      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO1, LTD        | Goldentree Loan Management US Clo 7 Ltd                                                                            | CUSIP: 38138LAL2<br>LEI: 549300DO8S88M0JNL340 | Long             | ABS-CBDO         | CORP              | KY        |    452820 | PA      | $439768.37    | 0.15%             | 2034-04-20      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Hardee's Funding                               | Hardee's Funding LLC                                                                                               | CUSIP: 411707AF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    858465 | PA      | $790002.25    | 0.27%             | 2048-06-20      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, NA - CACLN                | JPMorgan Chase Bank NA - CACLN                                                                                     | CUSIP: 46591HBR0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300777 | PA      | $290751.19    | 0.10%             | 2028-09-25      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                   | UBS Group AG                                                                                                       | CUSIP: 902613AM0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    233000 | PA      | $227370.72    | 0.08%             | 2026-05-12      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust         | Santander Drive Auto Receivables Trust 2020-4                                                                      | CUSIP: 80286WAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    424000 | PA      | $404571.22    | 0.14%             | 2027-01-15      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| GCT Commercial Mortgage Trust                  | GCT Commercial Mortgage Trust 2021-GCT                                                                             | CUSIP: 36167RAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    469006 | PA      | $421284.22    | 0.14%             | 2038-02-15      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC       | Avis Budget Rental Car Funding AESOP LLC                                                                           | CUSIP: 05377REW0<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    246000 | PA      | $245183.53    | 0.08%             | 2024-03-20      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                          | Bank of Ireland Group PLC                                                                                          | CUSIP: 06279JAC3<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |    343000 | PA      | $341511.38    | 0.12%             | 2026-09-16      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, NA - CACLN                | JPMorgan Chase Bank NA - CACLN                                                                                     | CUSIP: 46591HAY6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     58704 | PA      | $57359.56     | 0.02%             | 2028-02-25      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| Avant Loans Funding Trust                      | Avant Loans Funding Trust 2021-REV1                                                                                | CUSIP: 05353LAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    811000 | PA      | $772429.33    | 0.26%             | 2030-07-15      | Fixed         | 1.21%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust            | Citigroup Commercial Mortgage Trust 2013-GC11                                                                      | CUSIP: 17320DAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $347404.16    | 0.12%             | 2046-04-10      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| GSF 2021 1 ISSUER LLC                          | GSF 2021 1 ISSUER LLC                                                                                              | CUSIP: 36261CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    381408 | PA      | $354369.25    | 0.12%             | 2026-08-15      | Variable      | 1.43%                 | No            |                  3 | On Loan: No      |
| CPS Auto Trust                                 | CPS Auto Receivables Trust 2022-D                                                                                  | CUSIP: 12663UAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    881530 | PA      | $882258.10    | 0.30%             | 2027-01-15      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                      | Nelnet Student Loan Trust 2021-C                                                                                   | CUSIP: 64035GAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    367737 | PA      | $326494.52    | 0.11%             | 2062-04-20      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                         | Federal Home Loan Banks                                                                                            | CUSIP: 3130AJ7E3<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    750000 | PA      | $747127.50    | 0.25%             | 2023-02-17      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Conn Funding II, L.P                           | Conn's Receivables Funding 2021-A LLC                                                                              | CUSIP: 20825GAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       467 | PA      | $465.45       | 0.00%             | 2026-05-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| COLONY MORTGAGE CAPITAL LTD                    | CLNY Trust 2019-IKPR                                                                                               | CUSIP: 12564NAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    180000 | PA      | $166463.86    | 0.06%             | 2038-11-15      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes        | Santander Bank Auto Credit-Linked Notes Series 2022-B                                                              | CUSIP: 80290CAX2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    634230 | PA      | $632204.04    | 0.21%             | 2032-08-16      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                               | Bellemeade Re Ltd                                                                                                  | CUSIP: 07876AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    256126 | PA      | $253627.62    | 0.09%             | 2031-06-25      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                            | Freddie Mac STACR REMIC Trust 2022-DNA5                                                                            | CUSIP: 35564KYN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    445714 | PA      | $450946.65    | 0.15%             | 2042-06-25      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                            | American Tower Corp                                                                                                | CUSIP: 03027XBV1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    235000 | PA      | $219800.20    | 0.07%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                            | Freddie Mac STACR REMIC Trust 2022-DNA6                                                                            | CUSIP: 35564KH36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    363377 | PA      | $363598.62    | 0.12%             | 2042-09-25      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                              | Magnetite XXVI Ltd                                                                                                 | CUSIP: 55954YAJ4<br>LEI: 549300F7COUCG1RROP29 | Long             | ABS-CBDO         | CORP              | KY        |    739474 | PA      | $720808.20    | 0.24%             | 2034-07-25      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                | Danske Bank A/S                                                                                                    | CUSIP: 23636ABD2<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    353000 | PA      | $341471.02    | 0.12%             | 2025-03-28      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust          | Westlake Automobile Receivables Trust 2022-3                                                                       | CUSIP: 96043PAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    783537 | PA      | $782831.89    | 0.27%             | 2023-10-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC    | BBCMS 2020-BID Mortgage Trust                                                                                      | CUSIP: 05493BAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    546000 | PA      | $526943.29    | 0.18%             | 2037-10-15      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Gold Pool                                                                                              | CUSIP: 31294ME80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17481 | PA      | $17521.34     | 0.01%             | 2026-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                            | Freddie Mac STACR REMIC Trust 2021-DNA5                                                                            | CUSIP: 35564KHE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    161386 | PA      | $159168.44    | 0.05%             | 2034-01-25      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                            | Freddie Mac STACR REMIC Trust 2022-DNA4                                                                            | CUSIP: 35564KWS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    321189 | PA      | $320193.69    | 0.11%             | 2042-05-25      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                 | Var Energi ASA                                                                                                     | CUSIP: 92212WAD2<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    349000 | PA      | $355090.05    | 0.12%             | 2028-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                     | Flagship Credit Auto Trust 2020-4                                                                                  | CUSIP: 33845XAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    615000 | PA      | $588455.37    | 0.20%             | 2027-02-16      | Fixed         | 1.28%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                        | Canadian Natural Resources Ltd                                                                                     | CUSIP: 136385AZ4<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    663000 | PA      | $617034.21    | 0.21%             | 2025-07-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                                                  | CUSIP: 3136AKWD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    295385 | PA      | $286663.23    | 0.10%             | 2044-08-25      | Floating      | 3.45%                 | No            |                  2 | On Loan: No      |
| HARLEY-DAVIDSON FINL SER                       | Harley-Davidson Financial Services Inc                                                                             | CUSIP: 41283LBA2<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | DBT              | CORP              | US        |    577000 | PA      | $515630.28    | 0.17%             | 2027-02-14      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| UBS AG                                         | PURCHASED JPY / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | JP        |         1 | NC      | $75193.68     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BFLD Trust                                     | BFLD Trust                                                                                                         | CUSIP: 05554BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    795000 | PA      | $758272.91    | 0.26%             | 2038-06-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                       | Public Service Enterprise Group Inc                                                                                | CUSIP: 744573AV8<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    266000 | PA      | $274011.92    | 0.09%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Securities         | Natixis Commercial Mortgage Securities Trust 2019-MILE                                                             | CUSIP: 63875FAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    165647 | PA      | $158414.67    | 0.05%             | 2036-07-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Osaka Exchange                                 | JPN 10Y BOND(OSE) MAR23                                                                                            | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              |  | JP        |        -9 | NC      | $196884.03    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                       | Warnermedia Holdings Inc                                                                                           | CUSIP: 55903VAU7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    359000 | PA      | $343247.08    | 0.12%             | 2025-03-15      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | United States Treasury Note/Bond                                                                                   | CUSIP: 91282CFQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11469800 | PA      | $11441125.50  | 3.87%             | 2024-10-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| City of New York NY                            | NEW YORK NY                                                                                                        | CUSIP: 64966QZX1<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    265000 | PA      | $240583.62    | 0.08%             | 2025-08-01      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                        | Nationwide Building Society                                                                                        | CUSIP: 63861VAF4<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    310000 | PA      | $272970.50    | 0.09%             | 2028-02-16      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                         | US ULTRA BOND CBT MAR23                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -1 | NC      | $3529.77      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CREDIT SUISSE GROUP AG                         | Credit Suisse Group AG                                                                                             | CUSIP: 225401AY4<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    479000 | PA      | $449733.10    | 0.15%             | 2026-07-15      | Fixed         | 6.37%                 | No            |                  2 | On Loan: No      |
| WEA FINANCE LLC/WESTFIEL                       | WEA Finance LLC / Westfield UK & Europe Finance PLC                                                                | CUSIP: 92890HAC6<br>LEI: N/A                  | Long             | DBT              |  | US        |   1072000 | PA      | $1013243.68   | 0.34%             | 2024-09-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** BERNSTEIN SANFORD C FUND INC

**Signature:** Joseph Mantineo

**Name of Signer:** Joseph Mantineo

**Title:** Treasurer and Chief Financial Officer