# EDGAR Filing Document

**Accession Number:** 0000003794
**File Stem:** 0001752724-25-159298
**Filing Date:** 2025-6
**Character Count:** 147367
**Document Hash:** 327f9a50431fe8fce2e666342418ac67
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-159298.hdr.sgml**: 20250626

**ACCESSION NUMBER**: 0001752724-25-159298

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250626

**DATE AS OF CHANGE**: 20250626

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** AB BOND FUND, INC.
- **CENTRAL INDEX KEY:** 0000003794

**ORGANIZATION NAME:**
- **EIN:** 132754393
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02383
- **FILM NUMBER:** 251079011

**BUSINESS ADDRESS:**
- **STREET 1:** ALLIANCEBERNSTEIN LP
- **STREET 2:** 66 HUDSON BOULEVARD EAST, 26TH FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10001
- **BUSINESS PHONE:** 2129691000

**MAIL ADDRESS:**
- **STREET 1:** ALLIANCEBERNSTEIN LP
- **STREET 2:** 66 HUDSON BOULEVARD EAST, 26TH FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10001

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ALLIANCEBERNSTEIN BOND FUND INC
- **DATE OF NAME CHANGE:** 20030319

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ALLIANCE BOND FUND INC
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### AB Bond Inflation Strategy (Series ID: S000027378)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000082621 | Class A       | ABNAX           |
| C000082622 | Class C       | ABNCX           |
| C000082623 | Advisor Class | ABNYX           |
| C000085359 | Class 1       | ABNOX           |
| C000085437 | Class I       | ANBIX           |
| C000085438 | Class 2       | ABNTX           |
| C000152483 | Class Z       | ABNZX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** AB BOND FUND, INC.

- **b. Investment Company Act file number:** 811-02383

- **c. CIK number of Registrant:** 0000003794

- **d. LEI of Registrant:** 549300RYJMGGIS1UBQ97

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

  - **Street Address 1:** ALLIANCEBERNSTEIN LP

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10001

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

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

- **a. Name of Series:** AB Bond Inflation Strategy

- **b. EDGAR series identifier (if any):** S000027378

- **c. LEI of Series:** 0QWYN1X8473Z4B5GZO43

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

- **a. Date of fiscal year-end:** 2025-10-31

- **b. Date as of which information is reported:** 2025-04-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $707228727.08

**Total Liabilities:** $17471412.91

**Net Assets:** $689757314.17

**Delayed Delivery Securities:** $1288096.33

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -454.27000000 | **1-Year:** -6514.84000000 | **5-Year:** -21181.86000000 | **10-Year:** -21158.32000000 | **30-Year:** -2223.18000000

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

- **3-Month:** -216.58000000 | **1-Year:** -3277.14000000 | **5-Year:** -4768.77000000 | **10-Year:** -1944.31000000 | **30-Year:** -1305.54000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000085437 | 1.88%                | 1.09%                | 0.48%                |
| Class ID C000082621 | 1.84%                | 1.06%                | 0.45%                |
| Class ID C000082622 | 1.75%                | 0.94%                | 0.39%                |
| Class ID C000082623 | 1.86%                | 1.08%                | 0.47%                |
| Class ID C000152483 | 1.80%                | 1.10%                | 0.49%                |
| Class ID C000085438 | 1.81%                | 1.11%                | 0.49%                |
| Class ID C000085359 | 1.80%                | 1.10%                | 0.48%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $248668.41               | $10719216.16                               |
| Month 2  | $30220.92                | $1231464.13                                |
| Month 3  | $67217.81                | $-389440.28                                |

**Designated Index Information**

- **Index Name:** Bloomberg US Treasury Inflation Notes: 1-10 Year

- **Index Identifier:** LTI1TRUU:IND

### Schedule of Portfolio Investments

| Name                                          | Title                                                                                                                              | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Ballyrock Ltd                                 | Ballyrock CLO 27 Ltd                                                                                                               | CUSIP: 05874UAA3<br>LEI: 254900WCB773D35B5908 | Long             | ABS-CBDO         | CORP              | KY        |    580298 | PA      | $579686.95    | 0.08%             | 2037-10-25      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                       | Imperial Brands Finance PLC                                                                                                        | CUSIP: 45262BAH6<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    914000 | PA      | $924675.52    | 0.13%             | 2034-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                  | CaixaBank SA                                                                                                                       | CUSIP: 12803RAH7<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    955000 | PA      | $989332.25    | 0.14%             | 2035-03-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                      | CenterPoint Energy Houston Electric LLC                                                                                            | CUSIP: 15189XBF4<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    892000 | PA      | $885756.00    | 0.13%             | 2035-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                        | Santander Holdings USA Inc                                                                                                         | CUSIP: 80282KBQ8<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    496000 | PA      | $500885.60    | 0.07%             | 2031-03-20      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX                         | Chile Electricity Lux Mpc II Sarl                                                                                                  | CUSIP: 16882LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    683276 | PA      | $677126.52    | 0.10%             | 2035-10-20      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| CENCOSUD SA                                   | Cencosud SA                                                                                                                        | CUSIP: 15132HAJ0<br>LEI: 549300NLTGCFV7482429 | Long             | DBT              | CORP              | CL        |    308000 | PA      | $312774.00    | 0.05%             | 2031-05-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HSBC Securities USA, Inc.                     | REVERSE REPO HSBC                                                                                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Short            | RA               | CORP              | US        | -15131250 | PA      | $-15131250.00 | -2.19%            |  |  |  | No            |                  1 | On Loan: No      |
| CATERPILLAR FINL SERVICE                      | Caterpillar Financial Services Corp                                                                                                | CUSIP: 14913UAX8<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46070.10     | 0.01%             | 2030-01-08      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                         | Athene Global Funding                                                                                                              | CUSIP: 04685A3C3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    308000 | PA      | $282586.92    | 0.04%             | 2028-08-19      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                | Mastercard Inc                                                                                                                     | CUSIP: 57636QBC7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    656000 | PA      | $640551.20    | 0.09%             | 2035-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                      | Long: BS2LDR7   IRS USD R V 00MSOFR IS2LDS8 CCPOIS / Short: BS2LDR7   IRS USD P F  1.47000 IS2LDR7 CCPOIS                          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1080000 | OU      | $47816.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                      | Long: BS2LDT9   IRS USD R V 00MSOFR IS2LDU0 CCPOIS / Short: BS2LDT9   IRS USD P F  1.39400 IS2LDT9 CCPOIS                          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  40300000 | OU      | $5815488.79   | 0.84%             |  |  |  | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds       | Colombia Government International Bonds                                                                                            | CUSIP: 195325DS1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    248000 | PA      | $199702.00    | 0.03%             | 2031-04-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                        | Pacific Gas and Electric Co                                                                                                        | CUSIP: 694308KQ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    151000 | PA      | $153397.88    | 0.02%             | 2029-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                | Carvana Auto Receivables Trust 2024-P4                                                                                             | CUSIP: 14076LAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    792740 | PA      | $792340.83    | 0.11%             | 2028-02-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Discover Bank                                 | Discover Bank                                                                                                                      | CUSIP: 25466AAN1<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |    327000 | PA      | $334968.99    | 0.05%             | 2028-08-09      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| United States Treasury                        | U.S. Treasury Inflation-Indexed Notes                                                                                              | CUSIP: 91282CCM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11864119 | PA      | $10869108.48  | 1.58%             | 2031-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Brex Inc                                      | Brex Commercial Charge Card Master Trust                                                                                           | CUSIP: 05601DAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    987000 | PA      | $996293.39    | 0.14%             | 2027-07-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| NMEF Funding LLC                              | NMEF Funding 2022-B LLC                                                                                                            | CUSIP: 62890MAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    170075 | PA      | $170445.05    | 0.02%             | 2029-06-15      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                           | Freddie Mac STACR REMIC Trust 2021-DNA6                                                                                            | CUSIP: 35564KKY4<br>LEI: 5493000ISONLNOUKGB71 | Long             | ABS-MBS          | USGSE             | US        |   2459783 | PA      | $2455946.10   | 0.36%             | 2041-10-25      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                   | Vistra Corp                                                                                                                        | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    751000 | PA      | $758893.01    | 0.11%             | 2026-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                       | GLP Capital LP / GLP Financing II Inc                                                                                              | CUSIP: 361841AR0<br>LEI: N/A                  | Long             | DBT              |  | US        |    949000 | PA      | $818019.02    | 0.12%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                            | Dominican Republic International Bond                                                                                              | CUSIP: 25714PEF1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    922000 | PA      | $828933.32    | 0.12%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| University of California                      | UNIV OF CALIFORNIA CA REVENUES                                                                                                     | CUSIP: 91412HKE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1465000 | PA      | $979021.26    | 0.14%             | 2051-05-15      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                              | Fannie Mae Connecticut Avenue Securities                                                                                           | CUSIP: 20755AAB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    753610 | PA      | $768215.19    | 0.11%             | 2043-01-25      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury                        | U.S. Treasury Inflation-Indexed Notes                                                                                              | CUSIP: 9128287D6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  53002836 | PA      | $50915849.10  | 7.38%             | 2029-07-15      | Fixed         | 0.25%                 | 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        |   1421000 | PA      | $1409855.95   | 0.20%             | 2026-08-17      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                              | Hewlett Packard Enterprise Co                                                                                                      | CUSIP: 42824CBS7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    373000 | PA      | $372765.01    | 0.05%             | 2027-09-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                        | Aviation Capital Group LLC                                                                                                         | CUSIP: 05367AAH6<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    246000 | PA      | $245687.58    | 0.04%             | 2025-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX                         | Chile Electricity Lux Mpc II Sarl                                                                                                  | CUSIP: 16882LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    287000 | PA      | $287825.13    | 0.04%             | 2035-10-20      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                            | Ally Financial Inc                                                                                                                 | CUSIP: 02005NBT6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    575000 | PA      | $597471.00    | 0.09%             | 2029-06-13      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                         | Athene Global Funding                                                                                                              | CUSIP: 04685A3G4<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    117000 | PA      | $108389.97    | 0.02%             | 2029-01-07      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                       | Goldman Sachs Group Inc/The                                                                                                        | CUSIP: 38141GYU2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    775000 | PA      | $740977.50    | 0.11%             | 2026-11-10      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                         | Athene Global Funding                                                                                                              | CUSIP: 04685A3V1<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    387000 | PA      | $390815.82    | 0.06%             | 2026-05-08      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FIEMEX ENERGIA - BANC AC                      | FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple                                                                   | CUSIP: 05974EAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    395712 | PA      | $391853.44    | 0.06%             | 2041-01-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                     | Nelnet Student Loan Trust 2021-D                                                                                                   | CUSIP: 64034YAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    793000 | PA      | $698966.54    | 0.10%             | 2062-04-20      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury                        | U.S. Treasury Inflation-Indexed Notes                                                                                              | CUSIP: 91282CJY8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  32917817 | PA      | $32543634.15  | 4.72%             | 2034-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                      | OCP SA                                                                                                                             | CUSIP: 67091TAH8<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    555000 | PA      | $552169.50    | 0.08%             | 2030-04-30      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                          | Las Vegas Sands Corp                                                                                                               | CUSIP: 517834AN7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    175000 | PA      | $175313.25    | 0.03%             | 2030-06-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                             | General Mills Inc                                                                                                                  | CUSIP: 370334CX0<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    278000 | PA      | $279590.16    | 0.04%             | 2027-01-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                           | Axon Enterprise Inc                                                                                                                | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    389000 | PA      | $396955.05    | 0.06%             | 2033-03-05      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                        | Standard Chartered PLC                                                                                                             | CUSIP: 85325C2D3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    314000 | PA      | $319903.20    | 0.05%             | 2029-01-21      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust         | Wells Fargo Commercial Mortgage Trust 2016-NXS6                                                                                    | CUSIP: 95000KBH7<br>LEI: 549300CFP9NBBMZH1008 | Long             | ABS-MBS          | CORP              | US        |    525000 | PA      | $500150.60    | 0.07%             | 2049-11-15      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| AEGEA FINANCE SARL                            | Aegea Finance Sarl                                                                                                                 | CUSIP: 000000000<br>LEI: 213800V6WTKUT1XWIZ47 | Long             | DBT              | CORP              | LU        |    374000 | PA      | $369839.25    | 0.05%             | 2029-05-20      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.               | Long: SS333F0   CDS USD R F  1.00000 IS333F0 CCPCDX / Short: SS333F0   CDS USD P V 03MEVENT IS333G1 CCPCDX                         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |  21540000 | OU      | $342595.14    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ENA MASTER TRUST                              | ENA Master Trust                                                                                                                   | CUSIP: 29249BAA3<br>LEI: 549300CBCHB6Q73VG753 | Long             | DBT              | CORP              | PA        |    303000 | PA      | $222705.00    | 0.03%             | 2048-05-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust    | JPMBB Commercial Mortgage Securities Trust 2014-C22                                                                                | CUSIP: 46642NBF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1332577 | PA      | $13.86        | 0.00%             | 2047-09-15      | Variable      | 0.40%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                   | Long: BS2LFH1   IRS USD R V 00MSOFR IS2LFI2 CCPOIS / Short: BS2LFH1   IRS USD P F   .34500 IS2LFH1 CCPOIS                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  20920000 | OU      | $2128043.28   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                              | Deutsche Bank AG/New York NY                                                                                                       | CUSIP: 251526CX5<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    261000 | PA      | $261300.15    | 0.04%             | 2030-09-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                      | BX Commercial Mortgage Trust 2019-IMC                                                                                              | CUSIP: 05608BAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    185485 | PA      | $182007.16    | 0.03%             | 2034-04-15      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                      | Devon Energy Corp                                                                                                                  | CUSIP: 25179MBG7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    911000 | PA      | $853616.11    | 0.12%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                           | Freddie Mac STACR REMIC Trust 2022-DNA2                                                                                            | CUSIP: 35564KRF8<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-MBS          | USGSE             | US        |   2467886 | PA      | $2519168.67   | 0.37%             | 2042-02-25      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                              | Bellemeade Re 2022-1 Ltd                                                                                                           | CUSIP: 078774AB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    686748 | PA      | $688823.76    | 0.10%             | 2032-01-26      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                         | Quikrete Holdings Inc                                                                                                              | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    460000 | PA      | $463086.60    | 0.07%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae REMICS                                                                                                                  | CUSIP: 3136ALP47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    579432 | PA      | $60182.54     | 0.01%             | 2044-12-25      | Floating      | 1.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae REMICS                                                                                                                  | CUSIP: 3136ATV27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    664088 | PA      | $76691.03     | 0.01%             | 2046-10-25      | Floating      | 1.53%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                   | Oracle Corp                                                                                                                        | CUSIP: 68389XDA0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    825000 | PA      | $828539.25    | 0.12%             | 2035-08-03      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                           | Intesa Sanpaolo SpA                                                                                                                | CUSIP: 46115HCD7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    357000 | PA      | $396109.35    | 0.06%             | 2033-11-28      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                       | GLP Capital LP / GLP Financing II Inc                                                                                              | CUSIP: 361841AQ2<br>LEI: N/A                  | Long             | DBT              |  | US        |    414000 | PA      | $384241.68    | 0.06%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac REMICS                                                                                                                 | CUSIP: 3137FTV38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2151227 | PA      | $252086.86    | 0.04%             | 2050-06-25      | Floating      | 1.63%                 | No            |                  2 | On Loan: No      |
| Tesla Auto Lease Trust                        | Tesla Auto Lease Trust 2024-A                                                                                                      | CUSIP: 88166VAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    517000 | PA      | $519530.92    | 0.08%             | 2027-06-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit      | Ford Credit Auto Owner Trust 2021-REV1                                                                                             | CUSIP: 345340AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $971195.70    | 0.14%             | 2033-10-17      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                              | Fannie Mae Connecticut Avenue Securities                                                                                           | CUSIP: 30711XBF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    257011 | PA      | $261466.09    | 0.04%             | 2028-04-25      | Floating      | 10.17%                | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                              | Bellemeade Re 2021-2 Ltd                                                                                                           | CUSIP: 078777AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1187001 | PA      | $1187232.59   | 0.17%             | 2031-09-25      | Floating      | 5.35%                 | 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        |    259888 | PA      | $260251.40    | 0.04%             | 2028-06-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| D.R. HORTON INC                               | DR Horton Inc                                                                                                                      | CUSIP: 23331ABT5<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    788000 | PA      | $791869.08    | 0.11%             | 2030-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust        | Santander Drive Auto Receivables Trust 2024-4                                                                                      | CUSIP: 802919AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    531114 | PA      | $531771.75    | 0.08%             | 2027-07-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| FHF Trust 2021-2                              | FHF Trust 2021-2                                                                                                                   | CUSIP: 30322JAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      9556 | PA      | $9539.31      | 0.00%             | 2026-12-15      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.               | Long: BS33435   CDS USD R V 03MEVENT IS33446 CCPITRAXX / Short: BS33435   CDS USD P F  1.00000 IS33435 CCPITRAXX                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |  21540000 | OU      | $-104605.52   | -0.02%            |  |  |  | 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        |     39020 | PA      | $39020.75     | 0.01%             | 2032-05-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                | Carvana Auto Receivables Trust 2021-N4                                                                                             | CUSIP: 14687HAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    199226 | PA      | $193404.46    | 0.03%             | 2028-09-11      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                      | Long: BS2WZZ2   IRS USD R V 12MUSCPI IS2X005 CCP INFLATION ZERO / Short: BS2WZZ2   IRS USD P F  2.58300 BS2WZZ2 CCP INFLATION ZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  27630000 | OU      | $309330.28    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                              | Fannie Mae Connecticut Avenue Securities                                                                                           | CUSIP: 20753XAB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2282827 | PA      | $2358457.06   | 0.34%             | 2042-03-25      | Floating      | 7.85%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                 | DISH DBS Corp                                                                                                                      | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1067000 | PA      | $896674.79    | 0.13%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                       | Hyundai Capital America                                                                                                            | CUSIP: 44891ACN5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    486000 | PA      | $502130.34    | 0.07%             | 2028-09-21      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Arivo Acceptance Auto Loan Receivables Trust  | Arivo Acceptance Auto Loan Receivables Trust 2024-1                                                                                | CUSIP: 039943AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    123702 | PA      | $124444.59    | 0.02%             | 2028-04-17      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                   | Long: BS2LEH4   IRS USD R V 00MSOFR IS2LEI5 CCPOIS / Short: BS2LEH4   IRS USD P F  2.00000 IS2LEH4 CCPOIS                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   1160000 | OU      | $32208.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                              | Fannie Mae Connecticut Avenue Securities                                                                                           | CUSIP: 20754KAB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1221326 | PA      | $1222095.44   | 0.18%             | 2041-11-25      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| HFX FUNDING ISSUER                            | HFX FUNDING ISSUER                                                                                                                 | CUSIP: 40422GAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11245 | PA      | $11189.60     | 0.00%             | 2035-03-15      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust | BHG Securitization Trust 2022-A                                                                                                    | CUSIP: 054977AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1350000 | PA      | $1287757.98   | 0.19%             | 2035-02-20      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS NC                      | Duke Energy Carolinas NC Storm Funding LLC                                                                                         | CUSIP: 26443KAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1183000 | PA      | $916848.66    | 0.13%             | 2041-07-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Dext ABS                                      | Dext ABS 2023-1 LLC                                                                                                                | CUSIP: 25216BAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    891645 | PA      | $894982.01    | 0.13%             | 2032-03-15      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                         | Athene Global Funding                                                                                                              | CUSIP: 04685A3Z2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22295.46     | 0.00%             | 2031-07-11      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                | Carvana Auto Receivables Trust 2021-N3                                                                                             | CUSIP: 14687GAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     91473 | PA      | $88031.02     | 0.01%             | 2028-06-12      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                      | Long: BS315D6   IRS USD R V 12MUSCPI IS315E7 CCPINFLATIONZERO / Short: BS315D6   IRS USD P F  2.53000 IS315D6 CCPINFLATIONZERO     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   4940000 | OU      | $60486.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                           | Freddie Mac STACR REMIC Trust 2021-HQA4                                                                                            | CUSIP: 35564KNS4<br>LEI: 5493000ISE4NWBTOSK36 | Long             | ABS-MBS          | USGSE             | US        |   1765360 | PA      | $1775298.98   | 0.26%             | 2041-12-25      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                      | Octane Receivables Trust 2021-2                                                                                                    | CUSIP: 67578AAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1508000 | PA      | $1488544.54   | 0.22%             | 2028-09-20      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                      | Volkswagen Group of America Finance LLC                                                                                            | CUSIP: 928668CP5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   1022000 | PA      | $1024718.52   | 0.15%             | 2028-03-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                           | Braskem Netherlands Finance BV                                                                                                     | CUSIP: 10554TAJ4<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |    364000 | PA      | $322777.00    | 0.05%             | 2034-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                        | Marriott International Inc/MD                                                                                                      | CUSIP: 571903BT9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19965.40     | 0.00%             | 2032-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                        | Mizuho Financial Group Inc                                                                                                         | CUSIP: 60687YDD8<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    344000 | PA      | $352059.92    | 0.05%             | 2030-05-26      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Israel Electric Corp Ltd                      | Israel Electric Corp Ltd                                                                                                           | CUSIP: 465077AL9<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |    503000 | PA      | $487648.44    | 0.07%             | 2028-08-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                 | UniCredit SpA                                                                                                                      | CUSIP: 904678AU3<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |   1071000 | PA      | $1061071.83   | 0.15%             | 2026-09-22      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| ALEXANDER FUND TRUST II                       | Alexander Funding Trust II                                                                                                         | CUSIP: 014916AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    656000 | PA      | $696199.68    | 0.10%             | 2028-07-31      | Fixed         | 7.47%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Government National Mortgage Association                                                                                           | CUSIP: 38380GHH0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    569413 | PA      | $79804.65     | 0.01%             | 2047-08-20      | Floating      | 1.77%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                     | Prosus NV                                                                                                                          | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    205000 | PA      | $188856.25    | 0.03%             | 2030-01-21      | Fixed         | 3.68%                 | 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        |     40000 | PA      | $39332.58     | 0.01%             | 2026-08-17      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| Research-Driven Pagaya Motor Asset Trust I    | Research-Driven Pagaya Motor Trust 2024-1                                                                                          | CUSIP: 76088YAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    408148 | PA      | $412241.88    | 0.06%             | 2032-06-25      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                | Pagaya AI Debt Grantor Trust 2024-5                                                                                                | CUSIP: 69544LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    367608 | PA      | $371000.40    | 0.05%             | 2031-10-15      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                      | Long: BS30276   IRS USD R V 12MUSCPI BS30276 CCP INFLATION ZERO / Short: BS30276   IRS USD P F  2.42950 IS30287 CCP INFLATION ZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  27280000 | OU      | $388227.68    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                | CPS Auto Receivables Trust 2022-A                                                                                                  | CUSIP: 12659WAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     15093 | PA      | $15074.60     | 0.00%             | 2029-04-16      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                      | Santander UK Group Holdings PLC                                                                                                    | CUSIP: 80281LAU9<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    517000 | PA      | $512662.37    | 0.07%             | 2030-09-11      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                    | Affirm Asset Securitization Trust 2024-X1                                                                                          | CUSIP: 00834XAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150266 | PA      | $150440.78    | 0.02%             | 2029-05-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                   | Cargill Inc                                                                                                                        | CUSIP: 141781BZ6<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    632000 | PA      | $638155.68    | 0.09%             | 2032-10-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                              | Societe Generale SA                                                                                                                | CUSIP: 83368RBV3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    812000 | PA      | $819364.84    | 0.12%             | 2028-01-19      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                           | Moody's Corp                                                                                                                       | CUSIP: 615369BA2<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    472000 | PA      | $469286.00    | 0.07%             | 2034-08-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                   | BNP Paribas SA                                                                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    489000 | PA      | $412960.50    | 0.06%             | 2031-02-25      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                        | American Honda Finance Corp                                                                                                        | CUSIP: 02665WFY2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1021000 | PA      | $1029147.58   | 0.15%             | 2030-03-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust         | Mission Lane Credit Card Master Trust                                                                                              | CUSIP: 60510MBK3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1308000 | PA      | $1314623.97   | 0.19%             | 2030-05-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                            | BMW US Capital LLC                                                                                                                 | CUSIP: 05565ECU7<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   1022000 | PA      | $1027518.80   | 0.15%             | 2027-03-19      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                        | Santander Holdings USA Inc                                                                                                         | CUSIP: 80282KBN5<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14055.16     | 0.00%             | 2029-03-20      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                         | Bank of Ireland Group PLC                                                                                                          | CUSIP: 06279JAD1<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |    301000 | PA      | $308582.19    | 0.04%             | 2030-03-20      | Fixed         | 5.60%                 | 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        |    117455 | PA      | $117254.28    | 0.02%             | 2047-04-25      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust                 | Lendbuzz Securitization Trust 2023-2                                                                                               | CUSIP: 52608MAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    540902 | PA      | $550411.67    | 0.08%             | 2028-10-16      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORG                              | Organon & Co / Organon Foreign Debt Co-Issuer BV                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    550000 | PA      | $593197.91    | 0.09%             | 2028-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Prestige Auto Receivables Trust               | Prestige Auto Receivables Trust 2025-1                                                                                             | CUSIP: 74113UAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1380000 | PA      | $1380502.47   | 0.20%             | 2027-12-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                    | GLS Auto Receivables Issuer Trust 2024-3                                                                                           | CUSIP: 37989AAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    694249 | PA      | $695324.92    | 0.10%             | 2027-08-16      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                              | Fannie Mae Connecticut Avenue Securities                                                                                           | CUSIP: 20753YCK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    573097 | PA      | $588454.68    | 0.09%             | 2042-03-25      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                      | Banco Bilbao Vizcaya Argentaria SA                                                                                                 | CUSIP: 05946KAQ4<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $205246.00    | 0.03%             | 2029-03-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CAJUN GLOBAL LLC                              | Cajun Global LLC                                                                                                                   | CUSIP: 12803VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    450080 | PA      | $435447.27    | 0.06%             | 2051-11-20      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| ACM Auto Trust                                | ACM Auto Trust 2024-1                                                                                                              | CUSIP: 00161CAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     43314 | PA      | $43373.55     | 0.01%             | 2031-01-21      | Fixed         | 7.71%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                   | Long: BS2LFJ3   IRS USD R V 00MSOFR IS2LFK4 CCPOIS / Short: BS2LFJ3   IRS USD P F  2.00000 IS2LFJ3 CCPOIS                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    715000 | OU      | $36323.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust         | Wells Fargo Commercial Mortgage Trust 2016-LC25                                                                                    | CUSIP: 95000JBB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    330000 | PA      | $308272.60    | 0.04%             | 2059-12-15      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                      | Long: BS2LDP5   IRS USD R V 00MSOFR IS2LDQ6 CCPOIS / Short: BS2LDP5   IRS USD P F  1.45100 IS2LDP5 CCPOIS                          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1080000 | OU      | $48322.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                | Pagaya AI Debt Trust 2024-3                                                                                                        | CUSIP: 69547XAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    395887 | PA      | $399336.83    | 0.06%             | 2031-10-15      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                     | Boeing Co/The                                                                                                                      | CUSIP: 097023DB8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    454000 | PA      | $437133.90    | 0.06%             | 2028-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                      | Banco Bilbao Vizcaya Argentaria SA                                                                                                 | CUSIP: 05946KAN1<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $223926.00    | 0.03%             | 2034-11-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                          | Waste Management Inc                                                                                                               | CUSIP: 94106LCB3<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    971000 | PA      | $983137.50    | 0.14%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                            | Roche Holdings Inc                                                                                                                 | CUSIP: 771196CP5<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    914000 | PA      | $916303.28    | 0.13%             | 2029-09-09      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                          | Las Vegas Sands Corp                                                                                                               | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    326000 | PA      | $325869.60    | 0.05%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                | Pagaya AI Debt Trust 2024-2                                                                                                        | CUSIP: 694961AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    337813 | PA      | $340945.45    | 0.05%             | 2031-08-15      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                       | American Electric Power Co Inc                                                                                                     | CUSIP: 025537BA8<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    565000 | PA      | $571000.30    | 0.08%             | 2054-12-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                      | Comision Federal de Electricidad                                                                                                   | CUSIP: 200447AL4<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |   1016000 | PA      | $975563.20    | 0.14%             | 2029-05-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                           | Axon Enterprise Inc                                                                                                                | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    535000 | PA      | $545683.95    | 0.08%             | 2030-03-05      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                           | Freddie Mac STACR REMIC Trust 2024-DNA1                                                                                            | CUSIP: 35564NAX1<br>LEI: 529900N6M839KA246662 | Long             | ABS-MBS          | USGSE             | US        |    870152 | PA      | $869612.71    | 0.13%             | 2044-02-25      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                        | Marlette Funding Trust 2024-1                                                                                                      | CUSIP: 57108VAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    142998 | PA      | $143302.80    | 0.02%             | 2034-07-17      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                           | American Express Co                                                                                                                | CUSIP: 025816DP1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    987000 | PA      | $999298.02    | 0.14%             | 2028-02-16      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                          | Glencore Funding LLC                                                                                                               | CUSIP: 378272BQ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    543000 | PA      | $577578.24    | 0.08%             | 2033-10-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                              | Bellemeade Re 2022-2 Ltd                                                                                                           | CUSIP: 07876GAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1074828 | PA      | $1084445.87   | 0.16%             | 2032-09-27      | Floating      | 8.35%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                   | OCP CLO 2024-34 Ltd                                                                                                                | CUSIP: 67570MAA8<br>LEI: 213800MLX1S56O7NHK45 | Long             | ABS-CBDO         | CORP              | JE        |    455634 | PA      | $455389.78    | 0.07%             | 2037-10-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                       | Hyundai Capital America                                                                                                            | CUSIP: 44891ACT2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    252000 | PA      | $253786.68    | 0.04%             | 2027-01-08      | Fixed         | 5.25%                 | 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        |    303574 | PA      | $303632.86    | 0.04%             | 2030-11-25      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                | Carvana Auto Receivables Trust 2021-P4                                                                                             | CUSIP: 14687KAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1206000 | PA      | $1142082.12   | 0.17%             | 2028-09-11      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                      | Caterpillar Financial Services Corp                                                                                                | CUSIP: 14913UAN0<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    911000 | PA      | $917540.98    | 0.13%             | 2026-10-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                  | Broadcom Inc                                                                                                                       | CUSIP: 11135FCA7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    138000 | PA      | $137508.72    | 0.02%             | 2028-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                          | Raizen Fuels Finance SA                                                                                                            | CUSIP: 75102XAE6<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |    975000 | PA      | $955305.00    | 0.14%             | 2037-02-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                             | HSBC Holdings PLC                                                                                                                  | CUSIP: 404280DS5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    591000 | PA      | $673125.36    | 0.10%             | 2033-11-03      | Fixed         | 8.11%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                         | Continental Resources Inc/OK                                                                                                       | CUSIP: 212015AV3<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   1803000 | PA      | $1453362.24   | 0.21%             | 2032-04-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                           | Freddie Mac STACR Debt Notes 2015-HQA2                                                                                             | CUSIP: 3137G0HJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     48399 | PA      | $49119.72     | 0.01%             | 2028-05-25      | Floating      | 9.27%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                      | Svenska Handelsbanken AB                                                                                                           | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |   1400000 | PA      | $1238888.00   | 0.18%             | 2031-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GLOBO COMMUNICACOES PART                      | Globo Comunicacao e Participacoes SA                                                                                               | CUSIP: 000000000<br>LEI: 52990054HEKS017PVR75 | Long             | DBT              | CORP              | BR        |    232000 | PA      | $216411.92    | 0.03%             | 2030-01-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Government National Mortgage Association                                                                                           | CUSIP: 38380GH49<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    643806 | PA      | $87961.03     | 0.01%             | 2047-09-20      | Floating      | 1.77%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                        | Standard Chartered PLC                                                                                                             | CUSIP: 853254AA8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $374588.00    | 0.05%             | 2027-01-30      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| GCI Funding I LLC                             | GCI Funding I LLC                                                                                                                  | CUSIP: 36166VAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    381657 | PA      | $348091.06    | 0.05%             | 2046-06-18      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac REMICS                                                                                                                 | CUSIP: 3137AJ7M0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1347761 | PA      | $151121.62    | 0.02%             | 2041-11-15      | Floating      | 2.14%                 | No            |                  2 | On Loan: No      |
| Alliance Bernstein                            | AB Fixed Income Shares, Inc. - Government Money Market Portfolio                                                                   | CUSIP: 018616748<br>LEI: 5493006YWHO7MNK2U579 | Long             | STIV             | RF                | US        |  49246497 | NS      | $49246497.40  | 7.14%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC SERVICES INC                         | Republic Services Inc                                                                                                              | CUSIP: 760759BL3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |   1022000 | PA      | $1037892.10   | 0.15%             | 2030-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                        | U.S. Treasury Inflation-Indexed Notes                                                                                              | CUSIP: 912828V49<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6913229 | PA      | $6860299.70   | 0.99%             | 2027-01-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Equify ABS, LLC                               | Equify ABS 2024-1 LLC                                                                                                              | CUSIP: 29445TAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    685695 | PA      | $685328.44    | 0.10%             | 2033-04-18      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                          | Glencore Funding LLC                                                                                                               | CUSIP: 378272BY3<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    206000 | PA      | $207928.16    | 0.03%             | 2028-04-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Multifamily Structured Credit Risk            | Freddie Mac Multifamily Structured Credit Risk                                                                                     | CUSIP: 35563FAA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     81781 | PA      | $81470.04     | 0.01%             | 2051-01-25      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| ACM Auto Trust                                | ACM Auto Trust 2024-2                                                                                                              | CUSIP: 00461WAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    802640 | PA      | $802979.21    | 0.12%             | 2029-02-20      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                       | Honeywell International Inc                                                                                                        | CUSIP: 000000000<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |   1853000 | PA      | $2171005.67   | 0.31%             | 2034-11-02      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                            | Credit Agricole SA                                                                                                                 | CUSIP: 225313AQ8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    677000 | PA      | $687879.39    | 0.10%             | 2035-01-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC           | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-294470.69   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Neighborly Issuer LLC                         | Neighborly Issuer 2023-1                                                                                                           | CUSIP: 64016NAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1920788 | PA      | $1953248.23   | 0.28%             | 2053-01-30      | Fixed         | 7.31%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                      | Long: BS2G167   IRS USD R V 12MUSCPI IS2G178 CCPINFLATIONZERO / Short: BS2G167   IRS USD P F  3.26250 IS2G167 CCPINFLATIONZERO     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  61010000 | OU      | $666598.92    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| AB Issuer LLC                                 | AB Issuer LLC                                                                                                                      | CUSIP: 00091JAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1420290 | PA      | $1323928.01   | 0.19%             | 2051-07-30      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                        | US 10YR ULTRA FUT JUN25                                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -292 | NC      | $-568476.30   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Lobel Automobile Receivables Trust            | Lobel Automobile Receivables Trust 2025-1                                                                                          | CUSIP: 53948RAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1563087 | PA      | $1563617.06   | 0.23%             | 2027-11-15      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                  | Barclays PLC                                                                                                                       | CUSIP: 06738ECP8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    329000 | PA      | $335550.39    | 0.05%             | 2028-03-12      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                             | HSBC Holdings PLC                                                                                                                  | CUSIP: 404280EC9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1352000 | PA      | $1488024.72   | 0.22%             | 2034-11-13      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury                        | U.S. Treasury Inflation-Indexed Notes                                                                                              | CUSIP: 9128282L3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  24567404 | PA      | $24379309.58  | 3.53%             | 2027-07-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                  | Barclays PLC                                                                                                                       | CUSIP: 06738ECV5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    569000 | PA      | $552294.16    | 0.08%             | 2035-09-10      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| BX Trust                                      | BX Commercial Mortgage Trust 2019-IMC                                                                                              | CUSIP: 05608BAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    895177 | PA      | $873916.55    | 0.13%             | 2034-04-15      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| NEW MOUNTAIN CLO LTD                          | New Mountain CLO 3 Ltd                                                                                                             | CUSIP: 647550AA0<br>LEI: 549300CEYMYPINCEX579 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $499880.00    | 0.07%             | 2034-10-20      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                             | General Mills Inc                                                                                                                  | CUSIP: 370334DA9<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    686000 | PA      | $693792.96    | 0.10%             | 2030-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| OCHSNER LSU HEALTH SYST                       | Ochsner LSU Health System of North Louisiana                                                                                       | CUSIP: 67555JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1190000 | PA      | $959901.60    | 0.14%             | 2031-05-15      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                  | UBS Group AG                                                                                                                       | CUSIP: 225401AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    614000 | PA      | $595248.44    | 0.09%             | 2031-04-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                       | Hyundai Capital America                                                                                                            | CUSIP: 44891ADB0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    151000 | PA      | $152318.23    | 0.02%             | 2027-06-24      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                   | Long: BS2LFV5   IRS USD R V 00MSOFR IS2LFW6 CCPOIS / Short: BS2LFV5   IRS USD P F  3.50000 IS2LFV5 CCPOIS                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    595000 | OU      | $26415.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                      | Warnermedia Holdings Inc                                                                                                           | CUSIP: 55903VBA0<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    939000 | PA      | $913834.80    | 0.13%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                    | Affirm Asset Securitization Trust 2021-Z2                                                                                          | CUSIP: 00834TAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5308 | PA      | $5283.60      | 0.00%             | 2026-11-16      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| United States Treasury                        | U.S. Treasury Inflation-Indexed Notes                                                                                              | CUSIP: 91282CLE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17062829 | PA      | $17052831.22  | 2.47%             | 2034-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                      | Electricite de France SA                                                                                                           | CUSIP: 28504KAA5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    415000 | PA      | $462766.50    | 0.07%             | 2033-03-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                         | Wells Fargo & Co                                                                                                                   | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1506000 | PA      | $1353246.42   | 0.20%             | 2033-03-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                 | Citigroup Inc                                                                                                                      | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85203.15     | 0.01%             | 2036-01-24      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| College Ave Student Loans                     | College Ave Student Loans 2021-C LLC                                                                                               | CUSIP: 19424WAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    437102 | PA      | $397385.43    | 0.06%             | 2055-07-26      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                   | Long: BS2LEJ6   IRS USD R V 00MSOFR IS2LEK7 CCPOIS / Short: BS2LEJ6   IRS USD P F  1.97000 IS2LEJ6 CCPOIS                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   2106000 | OU      | $55489.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United Auto Credit Securitization Trust       | United Auto Credit Securitization Trust 2025-1                                                                                     | CUSIP: 90945JAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1472165 | PA      | $1471478.41   | 0.21%             | 2027-06-10      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                            | Ford Motor Co                                                                                                                      | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    532000 | PA      | $434856.80    | 0.06%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| VIRGOLINO DE OLIVEIRA FI                      | Virgolino de Oliveira Finance SA                                                                                                   | CUSIP: 92824BAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    650452 | PA      | $65.05        | 0.00%             | 2018-01-28      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| TORONTO-DOMINION BANK                         | Toronto-Dominion Bank/The                                                                                                          | CUSIP: 89116CQJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    317000 | PA      | $315291.37    | 0.05%             | 2034-09-10      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                   | Long: BS2LF93   IRS USD R V 00MSOFR IS2LFA4 CCPOIS / Short: BS2LF93   IRS USD P F  1.17000 IS2LF93 CCPOIS                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   5400000 | OU      | $281596.00    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                         | Athene Global Funding                                                                                                              | CUSIP: 04685A2R1<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     65000 | PA      | $57216.25     | 0.01%             | 2030-11-19      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                        | US 5YR NOTE (CBT) JUN25                                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -188 | NC      | $118454.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LIMA METRO LINE 2 FIN LT                      | Lima Metro Line 2 Finance Ltd                                                                                                      | CUSIP: 532522AB5<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | CORP              | KY        |    191159 | PA      | $176431.80    | 0.03%             | 2036-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                         | Athene Global Funding                                                                                                              | CUSIP: 04685A3Q2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     49000 | PA      | $50145.62     | 0.01%             | 2029-01-09      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| VOLCAN CIA MINERA SAA-CM                      | Volcan Cia Minera SAA                                                                                                              | CUSIP: 92863UAC0<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |    126000 | PA      | $118636.88    | 0.02%             | 2030-01-24      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                   | Long: BS2LFF9   IRS USD R V 00MSOFR IS2LFG0 CCPOIS / Short: BS2LFF9   IRS USD P F  1.30000 IS2LFF9 CCPOIS                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   3170000 | OU      | $325917.14    | 0.05%             |  |  |  | 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        |    209596 | PA      | $209776.42    | 0.03%             | 2027-06-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                            | Banco Santander SA                                                                                                                 | CUSIP: 05964HBD6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $203992.00    | 0.03%             | 2034-03-14      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                  | GS Mortgage Securities Trust 2011-GC5                                                                                              | CUSIP: 36191YAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     18714 | PA      | $13358.04     | 0.00%             | 2044-08-10      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                           | Charles Schwab Corp/The                                                                                                            | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   1366000 | PA      | $1320279.98   | 0.19%             | 2026-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                     | Nelnet Student Loan Trust 2021-C                                                                                                   | CUSIP: 64035GAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    757855 | PA      | $652148.78    | 0.09%             | 2062-04-20      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                        | Marriott International Inc/MD                                                                                                      | CUSIP: 571903BU6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     64000 | PA      | $62427.52     | 0.01%             | 2037-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                      | Occidental Petroleum Corp                                                                                                          | CUSIP: 674599EJ0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    283000 | PA      | $279241.76    | 0.04%             | 2029-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac REMICS                                                                                                                 | CUSIP: 3137BYRV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    880985 | PA      | $114625.35    | 0.02%             | 2047-06-15      | Floating      | 1.69%                 | No            |                  2 | On Loan: No      |
| Neighborly Issuer LLC                         | Neighborly Issuer 2022-1                                                                                                           | CUSIP: 64016NAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1610888 | PA      | $1475207.12   | 0.21%             | 2052-01-30      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| LIMA METRO LINE 2 FIN LT                      | Lima Metro Line 2 Finance Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | CORP              | KY        |    238596 | PA      | $238559.91    | 0.03%             | 2034-07-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                  | Ecopetrol SA                                                                                                                       | CUSIP: 279158AT6<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   1134000 | PA      | $1182195.00   | 0.17%             | 2029-01-19      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                      | Lloyds Banking Group PLC                                                                                                           | CUSIP: 539439AU3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1010000 | PA      | $1008525.40   | 0.15%             | 2025-09-27      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                 | Citigroup Inc                                                                                                                      | CUSIP: 172967PE5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     43000 | PA      | $44183.79     | 0.01%             | 2028-11-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II                      | Principal Life Global Funding II                                                                                                   | CUSIP: 74256LEY1<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |    639000 | PA      | $651505.23    | 0.09%             | 2029-01-25      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust         | Mission Lane Credit Card Master Trust                                                                                              | CUSIP: 60510MBE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1624000 | PA      | $1633804.90   | 0.24%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                     | Prosus NV                                                                                                                          | CUSIP: 74365PAG3<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    593000 | PA      | $577989.69    | 0.08%             | 2027-01-19      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                           | American Tower Corp                                                                                                                | CUSIP: 03027XCG3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    432000 | PA      | $441529.92    | 0.06%             | 2029-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                | Wynn Macau Ltd                                                                                                                     | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    483000 | PA      | $459787.02    | 0.07%             | 2028-08-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                             | TSMC Arizona Corp                                                                                                                  | CUSIP: 872898AF8<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |   1009000 | PA      | $1000423.50   | 0.15%             | 2027-04-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ENGIE ENERGIA CHILE SA                        | Engie Energia Chile SA                                                                                                             | CUSIP: 000000000<br>LEI: 5493000FIKCC3ZDWTO77 | Long             | DBT              | CORP              | CL        |    751000 | PA      | $679655.00    | 0.10%             | 2030-01-28      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Tricolor Auto Securitization Trust            | Tricolor Auto Securitization Trust 2025-1                                                                                          | CUSIP: 89617CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1360163 | PA      | $1360299.22   | 0.20%             | 2029-02-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                      | Ford Motor Credit Co LLC                                                                                                           | CUSIP: 345397E66<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    511000 | PA      | $482501.53    | 0.07%             | 2034-03-08      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                   | Long: BS2LFD7   IRS USD R V 00MSOFR IS2LFE8 CCPOIS / Short: BS2LFD7   IRS USD P F  1.98500 IS2LFD7 CCPOIS                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   5395000 | OU      | $414837.35    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| VZ VENDOR FINANCING                           | VZ Vendor Financing II BV                                                                                                          | CUSIP: 000000000<br>LEI: 724500DRKUUR3GFOSK76 | Long             | DBT              | CORP              | NL        |    561000 | PA      | $576043.61    | 0.08%             | 2029-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                         | Continental Resources Inc/OK                                                                                                       | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    796000 | PA      | $784545.56    | 0.11%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                 | PURCHASED EUR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |         1 | NC      | $-155.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                | Morgan Stanley                                                                                                                     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $1127525.32   | 0.16%             | 2027-10-29      | Fixed         | 0.41%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                           | Synchrony Financial                                                                                                                | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    321000 | PA      | $320062.68    | 0.05%             | 2031-03-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                          | Glencore Funding LLC                                                                                                               | CUSIP: 378272BR8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    111000 | PA      | $112558.44    | 0.02%             | 2027-04-04      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                        | Aviation Capital Group LLC                                                                                                         | CUSIP: 05369AAD3<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6978.44      | 0.00%             | 2025-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury                        | U.S. Treasury Inflation-Indexed Notes                                                                                              | CUSIP: 91282CHP9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  79730043 | PA      | $77126358.51  | 11.18%            | 2033-07-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                 | UniCredit SpA                                                                                                                      | CUSIP: 904678AW9<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    204000 | PA      | $197592.36    | 0.03%             | 2027-06-03      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                        | Philip Morris International Inc                                                                                                    | CUSIP: 718172DT3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1032000 | PA      | $1027108.32   | 0.15%             | 2030-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                               | Israel Government International Bond                                                                                               | CUSIP: 46514Y8A8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    380000 | PA      | $382876.60    | 0.06%             | 2030-02-14      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                           | Freddie Mac STACR REMIC Trust 2022-DNA4                                                                                            | CUSIP: 35564KWT2<br>LEI: 5493000IS4CDPWRMWB65 | Long             | ABS-MBS          | USGSE             | US        |   2051355 | PA      | $2125716.62   | 0.31%             | 2042-05-25      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                      | Capital One Financial Corp                                                                                                         | CUSIP: 14040HDA0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    949000 | PA      | $990955.29    | 0.14%             | 2034-06-08      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                   | Hertz Vehicle Financing III LLC                                                                                                    | CUSIP: 42806MAL3<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    553333 | PA      | $551135.79    | 0.08%             | 2026-06-25      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                 | Citigroup Inc                                                                                                                      | CUSIP: 172967NB3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    480000 | PA      | $457872.00    | 0.07%             | 2026-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Diamond Issuer LLC                            | Diamond Issuer LLC                                                                                                                 | CUSIP: 25267TAN1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2151875 | PA      | $2015283.23   | 0.29%             | 2051-11-20      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                   | Long: BS2LFB5   IRS USD R V 00MSOFR IS2LFC6 CCPOIS / Short: BS2LFB5   IRS USD P F  2.23500 IS2LFB5 CCPOIS                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   7030000 | OU      | $162700.05    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                      | CenterPoint Energy Houston Electric LLC                                                                                            | CUSIP: 15189XBB3<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     79000 | PA      | $78879.13     | 0.01%             | 2033-04-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                            | Banco Santander SA                                                                                                                 | CUSIP: 05964HAV7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    800000 | PA      | $852520.00    | 0.12%             | 2033-08-08      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                           | Freddie Mac STACR REMIC Trust 2022-DNA3                                                                                            | CUSIP: 35564KUX5<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-MBS          | USGSE             | US        |   1068552 | PA      | $1096733.99   | 0.16%             | 2042-04-25      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                               | MVW 2021-2 LLC                                                                                                                     | CUSIP: 55400KAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    364634 | PA      | $342295.89    | 0.05%             | 2039-05-20      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                              | Deutsche Bank AG/New York NY                                                                                                       | CUSIP: 25160PAQ0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    258000 | PA      | $261377.22    | 0.04%             | 2029-01-10      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                      | Long: BS2GTS5   IRS USD R V 12MUSCPI IS2GTT6 CCPINFLATIONZERO / Short: BS2GTS5   IRS USD P F  2.77750 IS2GTS5 CCPINFLATIONZERO     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  29760000 | OU      | $779078.11    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                | CPS Auto Receivables Trust 2021-C                                                                                                  | CUSIP: 12598CAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    398647 | PA      | $395031.98    | 0.06%             | 2027-06-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                       | Dryden 98 CLO Ltd                                                                                                                  | CUSIP: 26248AAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $471620.00    | 0.07%             | 2035-04-20      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                        | General Motors Financial Co Inc                                                                                                    | CUSIP: 37045XER3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    999000 | PA      | $1008350.64   | 0.15%             | 2031-02-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TR BK LT                      | Sumitomo Mitsui Trust Bank Ltd                                                                                                     | CUSIP: 86563VBT5<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    236000 | PA      | $236656.08    | 0.03%             | 2027-09-10      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                      | Hilton Domestic Operating Co Inc                                                                                                   | CUSIP: 432833AP6<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    383000 | PA      | $387136.40    | 0.06%             | 2029-03-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                       | Dell International LLC / EMC Corp                                                                                                  | CUSIP: 24703TAN6<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    340000 | PA      | $340802.40    | 0.05%             | 2032-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                      | Sumitomo Mitsui Financial Group Inc                                                                                                | CUSIP: 86562MDM9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    564000 | PA      | $579013.68    | 0.08%             | 2029-07-09      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                           | Oportun Funding Trust 2025-1                                                                                                       | CUSIP: 68377PAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    897018 | PA      | $895632.50    | 0.13%             | 2032-08-16      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| LGENERGYSOLUTION                              | LG Energy Solution Ltd                                                                                                             | CUSIP: 50205MAG4<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |   1712000 | PA      | $1698732.00   | 0.25%             | 2030-04-02      | Fixed         | 5.38%                 | 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        |    477799 | PA      | $471190.88    | 0.07%             | 2026-08-06      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                        | Aviation Capital Group LLC                                                                                                         | CUSIP: 05369AAR2<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    202000 | PA      | $201852.54    | 0.03%             | 2027-04-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                          | Glencore Funding LLC                                                                                                               | CUSIP: 378272BZ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     89000 | PA      | $90103.60     | 0.01%             | 2030-04-01      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                              | Fannie Mae Connecticut Avenue Securities                                                                                           | CUSIP: 20754VAB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1413397 | PA      | $1417301.52   | 0.21%             | 2045-03-25      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC      | Avis Budget Rental Car Funding AESOP LLC                                                                                           | CUSIP: 05377RGU2<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   1294000 | PA      | $1310245.26   | 0.19%             | 2028-02-22      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac REMICS                                                                                                                 | CUSIP: 3137FR3C3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1049923 | PA      | $124313.71    | 0.02%             | 2050-02-25      | Floating      | 1.58%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                | Pagaya AI Debt Grantor Trust 2025-3                                                                                                | CUSIP: 69544TAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    433272 | PA      | $434122.00    | 0.06%             | 2032-12-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| United States Treasury                        | U.S. Treasury Inflation-Indexed Notes                                                                                              | CUSIP: 91282CEZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3172018 | PA      | $2943285.70   | 0.43%             | 2032-07-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                              | Deutsche Bank AG/New York NY                                                                                                       | CUSIP: 25160PAN7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    233000 | PA      | $239048.68    | 0.03%             | 2027-07-13      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                           | Oportun Funding Trust 2024-3                                                                                                       | CUSIP: 68377NAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    587898 | PA      | $588084.88    | 0.09%             | 2029-08-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust                 | Lendbuzz Securitization Trust 2025-1                                                                                               | CUSIP: 525938AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1419000 | PA      | $1425047.07   | 0.21%             | 2030-10-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AES PANAMA GENERATION HL                      | AES Panama Generation Holdings SRL                                                                                                 | CUSIP: 00109AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |    339444 | PA      | $296609.38    | 0.04%             | 2030-05-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Tricolor Auto Securitization Trust            | Tricolor Auto Securitization Trust 2024-2                                                                                          | CUSIP: 89616PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    229578 | PA      | $230405.54    | 0.03%             | 2027-12-15      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae REMICS                                                                                                                  | CUSIP: 3136AXSW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    722309 | PA      | $82714.51     | 0.01%             | 2047-08-25      | Floating      | 1.68%                 | 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        |   1383000 | PA      | $1384728.75   | 0.20%             | 2037-10-15      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                | Pagaya AI Debt Grantor Trust 2025-1                                                                                                | CUSIP: 69544NAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1236581 | PA      | $1237099.00   | 0.18%             | 2032-07-15      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| KALLPA GENERACION SA                          | Kallpa Generacion SA                                                                                                               | CUSIP: 48344FAB6<br>LEI: 549300NG1PWEI5BZG095 | Long             | DBT              | CORP              | PE        |    407000 | PA      | $410459.50    | 0.06%             | 2032-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                | Var Energi ASA                                                                                                                     | CUSIP: 92212WAE0<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    680000 | PA      | $744783.60    | 0.11%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                           | Freddie Mac STACR REMIC Trust 2021-DNA5                                                                                            | CUSIP: 35564KHE2<br>LEI: 5493000ISU5NYXNHD479 | Long             | ABS-MBS          | USGSE             | US        |    218807 | PA      | $219480.84    | 0.03%             | 2034-01-25      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                | Var Energi ASA                                                                                                                     | CUSIP: 92212WAD2<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    867000 | PA      | $912647.55    | 0.13%             | 2028-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Atalaya Equipment Leasing Fund I LP           | Atalaya Equipment Leasing Trust 21-1                                                                                               | CUSIP: 046497AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     26918 | PA      | $26884.49     | 0.00%             | 2027-02-15      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                      | Long: BS2GTU7   IRS USD R V 12MUSCPI IS2GTV8 CCPINFLATIONZERO / Short: BS2GTU7   IRS USD P F  2.77000 IS2GTU7 CCPINFLATIONZERO     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  29760000 | OU      | $790650.29    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| ENGIE ENERGIA CHILE SA                        | Engie Energia Chile SA                                                                                                             | CUSIP: 29287TAB5<br>LEI: 5493000FIKCC3ZDWTO77 | Long             | DBT              | CORP              | CL        |    240000 | PA      | $246780.00    | 0.04%             | 2034-04-17      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                   | Viatris Inc                                                                                                                        | CUSIP: 92556VAD8<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    517000 | PA      | $447375.61    | 0.06%             | 2030-06-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                        | Marriott International Inc/MD                                                                                                      | CUSIP: 571903BS1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    910000 | PA      | $895157.90    | 0.13%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                        | US 2YR NOTE (CBT) JUN25                                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      1411 | NC      | $3018849.10   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| HARLEY-DAVIDSON FINL SER                      | Harley-Davidson Financial Services Inc                                                                                             | CUSIP: 41283LBA2<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | DBT              | CORP              | US        |   1942000 | PA      | $1860474.84   | 0.27%             | 2027-02-14      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| OLEODUCTO CENTRAL SA                          | Oleoducto Central SA                                                                                                               | CUSIP: 680617AC1<br>LEI: 254900W4CPYCQFVH5E92 | Long             | DBT              | CORP              | CO        |    229000 | PA      | $221415.52    | 0.03%             | 2027-07-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                   | Long: BS2LF71   IRS USD R V 00MSOFR IS2LF82 CCPOIS / Short: BS2LF71   IRS USD P F  2.41000 IS2LF71 CCPOIS                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   1490000 | OU      | $178637.66    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                 | Citigroup Inc                                                                                                                      | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    917000 | PA      | $907784.15    | 0.13%             | 2030-09-19      | Fixed         | 4.54%                 | 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        |    391372 | PA      | $369536.68    | 0.05%             | 2036-07-15      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae REMICS                                                                                                                  | CUSIP: 3136B0CN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1034205 | PA      | $129179.57    | 0.02%             | 2047-12-25      | Floating      | 1.73%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                      | Santander UK Group Holdings PLC                                                                                                    | CUSIP: 80281LAV7<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    223000 | PA      | $228621.83    | 0.03%             | 2031-04-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                               | Danske Bank A/S                                                                                                                    | CUSIP: 23636ABJ9<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    419000 | PA      | $415258.33    | 0.06%             | 2030-10-02      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| United States Treasury                        | U.S. Treasury Inflation-Indexed Notes                                                                                              | CUSIP: 912828ZZ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 233951336 | PA      | $219292822.78 | 31.79%            | 2030-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                  | Broadcom Inc                                                                                                                       | CUSIP: 11135FBZ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    346000 | PA      | $351484.10    | 0.05%             | 2027-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                     | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C25                                                                        | CUSIP: 61765TAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7015539 | PA      | $7182.51      | 0.00%             | 2048-10-15      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                           | Freddie Mac STACR REMIC Trust 2022-DNA5                                                                                            | CUSIP: 35564KYP8<br>LEI: 5493000IS349P4O9HR58 | Long             | ABS-MBS          | USGSE             | US        |   3680636 | PA      | $3893148.56   | 0.56%             | 2042-06-25      | Floating      | 8.85%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                        | US ULTRA BOND CBT JUN25                                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -54 | NC      | $25229.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS GROUP AG                                  | UBS Group AG                                                                                                                       | CUSIP: 225401AY4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1025000 | PA      | $1027706.00   | 0.15%             | 2026-07-15      | Fixed         | 6.37%                 | No            |                  2 | On Loan: No      |
| AS MILEAGE PLAN IP LTD                        | AS Mileage Plan IP Ltd                                                                                                             | CUSIP: 00218QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    114000 | PA      | $110494.50    | 0.02%             | 2029-10-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                              | Fannie Mae Connecticut Avenue Securities                                                                                           | CUSIP: 20754LAB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2898843 | PA      | $2911488.91   | 0.42%             | 2041-12-25      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| TERRAFORM GLOBAL OPERATI                      | Terraform Global Operating LP                                                                                                      | CUSIP: 88104UAC7<br>LEI: 549300LC7QMVR79H5O86 | Long             | DBT              | CORP              | US        |     42000 | PA      | $41069.28     | 0.01%             | 2026-03-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                             | NatWest Group PLC                                                                                                                  | CUSIP: 639057AB4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    270000 | PA      | $238650.30    | 0.03%             | 2035-11-28      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| United States Treasury                        | U.S. Treasury Inflation-Indexed Notes                                                                                              | CUSIP: 912828S50<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  41941127 | PA      | $41800231.17  | 6.06%             | 2026-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| United Auto Credit Securitization Trust       | United Auto Credit Securitization Trust 2024-1                                                                                     | CUSIP: 90945DAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     11707 | PA      | $11710.54     | 0.00%             | 2026-08-10      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                      | Vistra Operations Co LLC                                                                                                           | CUSIP: 92840VAQ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    272000 | PA      | $292051.84    | 0.04%             | 2033-10-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                    | Flagship Credit Auto Trust 2024-3                                                                                                  | CUSIP: 33843YAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    464478 | PA      | $465419.07    | 0.07%             | 2028-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-05-23

**Name of Applicant:** AB BOND FUND, INC.

**Signature:** Stephen Woetzel

**Name of Signer:** Stephen Woetzel

**Title:** Controller