# EDGAR Filing Document

**Accession Number:** 0000003794
**File Stem:** 0001410368-25-042028
**Filing Date:** 2025-12
**Character Count:** 152749
**Document Hash:** a9a0179079273f877946c5d3425c35c5
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-042028.hdr.sgml**: 20251223

**ACCESSION NUMBER**: 0001410368-25-042028

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251223

**DATE AS OF CHANGE**: 20251223

**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:** 251597235

**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:** 2025-10-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $755254364.57

**Total Liabilities:** $1833196.99

**Net Assets:** $753421167.58

**Delayed Delivery Securities:** $1012228.93

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -423.68000000 | **1-Year:** -8031.90000000 | **5-Year:** -23776.60000000 | **10-Year:** -19345.24000000 | **30-Year:** -1432.00000000

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

- **3-Month:** -137.77000000 | **1-Year:** -2476.91000000 | **5-Year:** -3192.08000000 | **10-Year:** -1804.41000000 | **30-Year:** -379.55000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000082621 | 1.70%                | -0.33%               | -0.05%               |
| Class ID C000082622 | 1.60%                | -0.32%               | -0.20%               |
| Class ID C000082623 | 1.62%                | -0.22%               | -0.12%               |
| Class ID C000085359 | 1.56%                | -0.23%               | -0.04%               |
| Class ID C000085437 | 1.64%                | -0.31%               | -0.03%               |
| Class ID C000085438 | 1.66%                | -0.22%               | -0.13%               |
| Class ID C000152483 | 1.66%                | -0.32%               | -0.03%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1556681.43              | $6071418.99                                |
| Month 2  | $291061.68               | $-2889986.30                               |
| Month 3  | $1550840.96              | $-4039733.35                               |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AB Issuer LLC                                 | AB Issuer LLC                                                                                                                      | CUSIP: 00091JAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1390492 | PA      | $1317272.89   | 0.17%             | 2051-07-30      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| AES PANAMA GENERATION HL                      | AES Panama Generation Holdings SRL                                                                                                 | CUSIP: 00109AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |    336820 | PA      | $313326.82    | 0.04%             | 2030-05-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                 | AIB Group PLC                                                                                                                      | CUSIP: 00135TAF1<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |   1035000 | PA      | $1065874.05   | 0.14%             | 2031-05-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| ACM Auto Trust                                | ACM Auto Trust 2025-2                                                                                                              | CUSIP: 00161TAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1187374 | PA      | $1183636.79   | 0.16%             | 2028-06-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ACM Auto Trust                                | ACM Auto Trust 2025-3                                                                                                              | CUSIP: 00161UAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1639801 | PA      | $1631308.10   | 0.22%             | 2030-01-22      | Fixed         | 5.01%                 | 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      | $113865.48    | 0.02%             | 2029-10-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| ACM Auto Trust                                | ACM Auto Trust 2024-2                                                                                                              | CUSIP: 00461WAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    325915 | PA      | $325716.17    | 0.04%             | 2029-02-20      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                            | Advance Auto Parts Inc                                                                                                             | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |   1074000 | PA      | $1086963.18   | 0.14%             | 2030-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AEGEA FINANCE SARL                            | Aegea Finance Sarl                                                                                                                 | CUSIP: 00775CAE6<br>LEI: 213800V6WTKUT1XWIZ47 | Long             | DBT              | CORP              | LU        |   1115000 | PA      | $1087794.00   | 0.14%             | 2036-01-20      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                    | Affirm Asset Securitization Trust 2025-X1                                                                                          | CUSIP: 00834MAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    749218 | PA      | $750693.27    | 0.10%             | 2030-04-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                        | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC                                                              | CUSIP: 01309QAC2<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    687000 | PA      | $692372.34    | 0.09%             | 2031-03-31      | Fixed         | 5.50%                 | 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      | $698659.68    | 0.09%             | 2028-07-31      | Fixed         | 7.47%                 | 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        |  14923518 | NS      | $14923517.70  | 1.98%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLY FINANCIAL INC                            | Ally Financial Inc                                                                                                                 | CUSIP: 02005NBT6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    575000 | PA      | $604210.00    | 0.08%             | 2029-06-13      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                            | Ally Financial Inc                                                                                                                 | CUSIP: 02005NBZ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    267000 | PA      | $272281.26    | 0.04%             | 2029-05-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                       | American Electric Power Co Inc                                                                                                     | CUSIP: 025537BA8<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    565000 | PA      | $616369.80    | 0.08%             | 2054-12-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                           | American Express Co                                                                                                                | CUSIP: 025816DP1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    987000 | PA      | $999307.89    | 0.13%             | 2028-02-16      | Fixed         | 5.10%                 | 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        |    120710 | PA      | $120975.33    | 0.02%             | 2028-06-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                         | Applied Materials Inc                                                                                                              | CUSIP: 038222AT2<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |   1118000 | PA      | $1108698.24   | 0.15%             | 2031-01-15      | Fixed         | 4.00%                 | 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        |     68019 | PA      | $68471.33     | 0.01%             | 2028-04-17      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| Arivo Acceptance Auto Loan Receivables Trust  | Arivo Acceptance Auto Loan Receivables Trust 2025-1                                                                                | CUSIP: 039962AF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    906000 | PA      | $904179.94    | 0.12%             | 2029-05-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                         | Athene Global Funding                                                                                                              | CUSIP: 04685A2R1<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     65000 | PA      | $58678.75     | 0.01%             | 2030-11-19      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                         | Athene Global Funding                                                                                                              | CUSIP: 04685A3C3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    308000 | PA      | $287785.96    | 0.04%             | 2028-08-19      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                         | Athene Global Funding                                                                                                              | CUSIP: 04685A3G4<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    117000 | PA      | $110600.10    | 0.01%             | 2029-01-07      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                         | Athene Global Funding                                                                                                              | CUSIP: 04685A3Q2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     49000 | PA      | $50415.61     | 0.01%             | 2029-01-09      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                         | Athene Global Funding                                                                                                              | CUSIP: 04685A3Z2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22637.56     | 0.00%             | 2031-07-11      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                         | Athene Global Funding                                                                                                              | CUSIP: 04685A4R9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    394000 | PA      | $398657.08    | 0.05%             | 2030-07-17      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| AutoNation Finance Trust 2025-1               | AutoNation Finance Trust 2025-1                                                                                                    | CUSIP: 05330QAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1540038 | PA      | $1543118.54   | 0.20%             | 2028-04-10      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                        | Aviation Capital Group LLC                                                                                                         | CUSIP: 05369AAR2<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    202000 | PA      | $202832.24    | 0.03%             | 2027-04-14      | Fixed         | 4.75%                 | 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      | $1309748.76   | 0.17%             | 2028-02-22      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                           | Axon Enterprise Inc                                                                                                                | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    535000 | PA      | $551536.85    | 0.07%             | 2030-03-05      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                           | Axon Enterprise Inc                                                                                                                | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    389000 | PA      | $403424.12    | 0.05%             | 2033-03-05      | Fixed         | 6.25%                 | 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      | $1309315.05   | 0.17%             | 2035-02-20      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                              | BAT Capital Corp                                                                                                                   | CUSIP: 054989AF5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    298000 | PA      | $294698.16    | 0.04%             | 2033-03-22      | Fixed         | 4.62%                 | 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      | $992022.84    | 0.13%             | 2027-07-15      | Fixed         | 6.05%                 | 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      | $181775.30    | 0.02%             | 2034-04-15      | Floating      | 5.98%                 | 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      | $868321.69    | 0.12%             | 2034-04-15      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| BAITEREK NATIONAL MANAGI                      | Baiterek National Managing Holding JSC                                                                                             | CUSIP: 05709VAC8<br>LEI: 984500B4F78F04253804 | Long             | DBT              | NUSS              | KZ        |    739000 | PA      | $729784.67    | 0.10%             | 2030-10-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                 | Ballyrock CLO 27 Ltd                                                                                                               | CUSIP: 05874UAA3<br>LEI: 254900WCB773D35B5908 | Long             | ABS-CBDO         | CORP              | KY        |    580298 | PA      | $580909.05    | 0.08%             | 2037-10-25      | Floating      | 5.21%                 | 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      | $233058.00    | 0.03%             | 2034-11-15      | Fixed         | 7.88%                 | 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      | $206844.00    | 0.03%             | 2029-03-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                            | Banco Santander SA                                                                                                                 | CUSIP: 05964HAV7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    800000 | PA      | $887840.00    | 0.12%             | 2033-08-08      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                            | Banco Santander SA                                                                                                                 | CUSIP: 05964HBD6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $215116.00    | 0.03%             | 2034-03-14      | Fixed         | 6.35%                 | 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        |    394222 | PA      | $416767.49    | 0.06%             | 2041-01-31      | Fixed         | 7.25%                 | 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      | $311926.30    | 0.04%             | 2030-03-20      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                        | Banque Federative du Credit Mutuel SA                                                                                              | CUSIP: 06675DCR1<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   1075000 | PA      | $1084696.50   | 0.14%             | 2028-10-16      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                  | Barclays PLC                                                                                                                       | CUSIP: 06738ECP8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    329000 | PA      | $334991.09    | 0.04%             | 2028-03-12      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                  | Barclays PLC                                                                                                                       | CUSIP: 06738ECV5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    569000 | PA      | $576368.55    | 0.08%             | 2035-09-10      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                              | Bellemeade Re 2022-1 Ltd                                                                                                           | CUSIP: 078774AB2<br>LEI: 2549002JVH34IWRT3X93 | Long             | ABS-MBS          | CORP              | BM        |     33209 | PA      | $33234.95     | 0.00%             | 2032-01-26      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| BHMS Mortgage Trust                           | BHMS Commercial Mortgage Trust 2025-ATLS                                                                                           | CUSIP: 088928AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1218000 | PA      | $1221045.00   | 0.16%             | 2042-08-15      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                     | Boeing Co/The                                                                                                                      | CUSIP: 097023DB8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    454000 | PA      | $444547.72    | 0.06%             | 2028-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                  | Broadcom Inc                                                                                                                       | CUSIP: 11135FBZ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    346000 | PA      | $351667.48    | 0.05%             | 2027-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                  | Broadcom Inc                                                                                                                       | CUSIP: 11135FCA7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    138000 | PA      | $138362.94    | 0.02%             | 2028-02-15      | Fixed         | 4.15%                 | 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        |    117639 | PA      | $117312.50    | 0.02%             | 2027-06-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                  | CaixaBank SA                                                                                                                       | CUSIP: 12803RAH7<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    955000 | PA      | $1016129.55   | 0.13%             | 2035-03-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| CAJUN GLOBAL LLC                              | Cajun Global LLC                                                                                                                   | CUSIP: 12803VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    446600 | PA      | $440215.18    | 0.06%             | 2051-11-20      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                      | Capital One Financial Corp                                                                                                         | CUSIP: 14040HDA0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    949000 | PA      | $1027064.74   | 0.14%             | 2034-06-08      | Fixed         | 6.38%                 | 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        |    323928 | PA      | $324185.82    | 0.04%             | 2028-02-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                   | Cargill Inc                                                                                                                        | CUSIP: 141781CF9<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |   1122000 | PA      | $1116210.48   | 0.15%             | 2030-10-23      | Fixed         | 4.12%                 | 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        |     68460 | PA      | $66327.42     | 0.01%             | 2028-06-12      | Fixed         | 1.02%                 | 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        |    151173 | PA      | $147421.76    | 0.02%             | 2028-09-11      | Fixed         | 2.30%                 | 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      | $1158374.34   | 0.15%             | 2028-09-11      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                      | CenterPoint Energy Houston Electric LLC                                                                                            | CUSIP: 15189XBB3<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     39000 | PA      | $39749.58     | 0.01%             | 2033-04-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                      | CenterPoint Energy Houston Electric LLC                                                                                            | CUSIP: 15189XBF4<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    892000 | PA      | $903025.12    | 0.12%             | 2035-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                      | CenterPoint Energy Houston Electric LLC                                                                                            | CUSIP: 15189XBH0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35228.90     | 0.00%             | 2035-08-15      | Fixed         | 4.95%                 | 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      | $705004.18    | 0.09%             | 2035-10-20      | Fixed         | 5.58%                 | 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      | $297403.75    | 0.04%             | 2035-10-20      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                 | Citigroup Inc                                                                                                                      | CUSIP: 172967NB3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    480000 | PA      | $471979.20    | 0.06%             | 2026-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                 | Citigroup Inc                                                                                                                      | CUSIP: 172967PE5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     43000 | PA      | $45011.97     | 0.01%             | 2028-11-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                 | Citigroup Inc                                                                                                                      | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     85000 | PA      | $88947.40     | 0.01%             | 2036-01-24      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                 | Citigroup Inc                                                                                                                      | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1036000 | PA      | $1042651.12   | 0.14%             | 2028-05-07      | Fixed         | 4.64%                 | 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        |    405857 | PA      | $380950.97    | 0.05%             | 2055-07-26      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds       | Colombia Government International Bonds                                                                                            | CUSIP: 195325DS1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    248000 | PA      | $217868.00    | 0.03%             | 2031-04-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                      | Comision Federal de Electricidad                                                                                                   | CUSIP: 200447AL4<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |   1016000 | PA      | $1000252.00   | 0.13%             | 2029-05-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                              | Fannie Mae Connecticut Avenue Securities                                                                                           | CUSIP: 20753CAB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1710153 | PA      | $1713373.31   | 0.23%             | 2045-07-25      | Floating      | 5.38%                 | 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      | $2358585.58   | 0.31%             | 2042-03-25      | Floating      | 7.68%                 | 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      | $589126.75    | 0.08%             | 2042-03-25      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                              | Fannie Mae Connecticut Avenue Securities                                                                                           | CUSIP: 20754VAB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1128110 | PA      | $1131907.04   | 0.15%             | 2045-03-25      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                              | Fannie Mae Connecticut Avenue Securities                                                                                           | CUSIP: 20754YAA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    611271 | PA      | $611462.57    | 0.08%             | 2045-09-25      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                              | Fannie Mae Connecticut Avenue Securities                                                                                           | CUSIP: 20754YAB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    847565 | PA      | $847041.80    | 0.11%             | 2045-09-25      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                              | Fannie Mae Connecticut Avenue Securities                                                                                           | CUSIP: 20755AAB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    662695 | PA      | $676366.64    | 0.09%             | 2043-01-25      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                              | Fannie Mae Connecticut Avenue Securities                                                                                           | CUSIP: 20755TAA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    451314 | PA      | $452049.28    | 0.06%             | 2045-05-25      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                              | Fannie Mae Connecticut Avenue Securities                                                                                           | CUSIP: 20755TAB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    742150 | PA      | $743429.57    | 0.10%             | 2045-05-25      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                         | Continental Resources Inc/OK                                                                                                       | CUSIP: 212015AV3<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   1803000 | PA      | $1571386.62   | 0.21%             | 2032-04-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                            | Credit Agricole SA                                                                                                                 | CUSIP: 225313AQ8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    677000 | PA      | $714235.00    | 0.09%             | 2035-01-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                            | Credit Agricole SA                                                                                                                 | CUSIP: 22535WAR8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    329000 | PA      | $337471.75    | 0.04%             | 2031-05-27      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                  | UBS Group AG                                                                                                                       | CUSIP: 225401AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    614000 | PA      | $607319.68    | 0.08%             | 2031-04-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                  | UBS Group AG                                                                                                                       | CUSIP: 225401BM9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    259000 | PA      | $258049.47    | 0.03%             | 2031-09-23      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                               | Danske Bank A/S                                                                                                                    | CUSIP: 23636ABJ9<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    419000 | PA      | $421488.86    | 0.06%             | 2030-10-02      | Fixed         | 4.61%                 | 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      | $264518.28    | 0.04%             | 2030-09-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                              | Deutsche Bank AG/New York NY                                                                                                       | CUSIP: 251526DB2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    291000 | PA      | $293732.49    | 0.04%             | 2031-08-04      | Fixed         | 4.95%                 | 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      | $237403.70    | 0.03%             | 2027-07-13      | Fixed         | 7.15%                 | 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      | $263185.80    | 0.03%             | 2029-01-10      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                      | Devon Energy Corp                                                                                                                  | CUSIP: 25179MBG7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    911000 | PA      | $905570.44    | 0.12%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Dext ABS                                      | Dext ABS 2023-1 LLC                                                                                                                | CUSIP: 25216BAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    505843 | PA      | $508087.64    | 0.07%             | 2032-03-15      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| Diamond Issuer LLC                            | Diamond Issuer LLC                                                                                                                 | CUSIP: 25267TAN1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2151875 | PA      | $2050033.86   | 0.27%             | 2051-11-20      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE NA                                | Capital One NA                                                                                                                     | CUSIP: 25466AAN1<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |    327000 | PA      | $338690.25    | 0.04%             | 2028-08-09      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                 | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $18620.00     | 0.00%             |  |  |  | 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      | $494395.00    | 0.07%             | 2035-04-20      | Floating      | 6.98%                 | 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      | $953509.83    | 0.13%             | 2043-07-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                       | Eni SpA                                                                                                                            | CUSIP: 26874RAQ1<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |   1033000 | PA      | $1079629.62   | 0.14%             | 2035-05-19      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                      | Eagle Funding Luxco Sarl                                                                                                           | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |    719000 | PA      | $729864.09    | 0.10%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                  | Ecopetrol SA                                                                                                                       | CUSIP: 279158AT6<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    595000 | PA      | $641856.25    | 0.09%             | 2029-01-19      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                  | Ecopetrol SA                                                                                                                       | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    398000 | PA      | $411870.30    | 0.05%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                      | Electricite de France SA                                                                                                           | CUSIP: 28504KAA5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    415000 | PA      | $480329.30    | 0.06%             | 2033-03-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| ENA MASTER TRUST                              | ENA Master Trust                                                                                                                   | CUSIP: 29249BAA3<br>LEI: 549300CBCHB6Q73VG753 | Long             | DBT              | CORP              | PA        |    303000 | PA      | $232610.07    | 0.03%             | 2048-05-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                          | Enel Finance International NV                                                                                                      | CUSIP: 29278GBF4<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    368000 | PA      | $367021.12    | 0.05%             | 2028-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ENGIE ENERGIA CHILE SA                        | Engie Energia Chile SA                                                                                                             | CUSIP: 29287TAB5<br>LEI: 5493000FIKCC3ZDWTO77 | Long             | DBT              | CORP              | CL        |    240000 | PA      | $255151.20    | 0.03%             | 2034-04-17      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Equify ABS, LLC                               | Equify ABS 2024-1 LLC                                                                                                              | CUSIP: 29445TAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    461273 | PA      | $461517.99    | 0.06%             | 2033-04-18      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae REMICS                                                                                                                  | CUSIP: 3136ALP47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    549829 | PA      | $62623.43     | 0.01%             | 2044-12-25      | Floating      | 1.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae REMICS                                                                                                                  | CUSIP: 3136ATV27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    630854 | PA      | $73220.29     | 0.01%             | 2046-10-25      | Floating      | 1.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae REMICS                                                                                                                  | CUSIP: 3136AXSW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    677930 | PA      | $78093.91     | 0.01%             | 2047-08-25      | Floating      | 1.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae REMICS                                                                                                                  | CUSIP: 3136B0CN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    978951 | PA      | $121055.36    | 0.02%             | 2047-12-25      | Floating      | 1.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac REMICS                                                                                                                 | CUSIP: 3137AJ7M0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1261692 | PA      | $147154.88    | 0.02%             | 2041-11-15      | Floating      | 2.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac REMICS                                                                                                                 | CUSIP: 3137BYRV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    823723 | PA      | $98906.92     | 0.01%             | 2047-06-15      | Floating      | 1.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac REMICS                                                                                                                 | CUSIP: 3137FR3C3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    959787 | PA      | $115260.86    | 0.02%             | 2050-02-25      | Floating      | 1.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac REMICS                                                                                                                 | CUSIP: 3137FTV38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2030407 | PA      | $221649.42    | 0.03%             | 2050-06-25      | Floating      | 1.80%                 | 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        |     39593 | PA      | $39706.01     | 0.01%             | 2028-05-25      | Floating      | 9.10%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                    | Fiserv Inc                                                                                                                         | CUSIP: 337738BP2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    694000 | PA      | $688906.04    | 0.09%             | 2031-02-15      | Fixed         | 4.55%                 | 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        |    306671 | PA      | $306750.26    | 0.04%             | 2028-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                          | Flutter Treasury DAC                                                                                                               | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    683000 | PA      | $692398.08    | 0.09%             | 2031-06-04      | Fixed         | 5.88%                 | 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      | $986642.30    | 0.13%             | 2033-10-17      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                            | Ford Motor Co                                                                                                                      | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    532000 | PA      | $463606.08    | 0.06%             | 2032-02-12      | Fixed         | 3.25%                 | 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      | $516411.49    | 0.07%             | 2034-03-08      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                         | Foundry JV Holdco LLC                                                                                                              | CUSIP: 350930AB9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    303000 | PA      | $318410.58    | 0.04%             | 2030-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Multifamily Structured Credit Risk            | Freddie Mac Mscr Trust Mn1                                                                                                         | CUSIP: 35563FAA9<br>LEI: 549300XWC4JMK6CH6K84 | Long             | ABS-MBS          | USGSE             | US        |     46315 | PA      | $46196.96     | 0.01%             | 2051-01-25      | Floating      | 6.18%                 | 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        |    156283 | PA      | $156623.46    | 0.02%             | 2034-01-25      | Floating      | 5.83%                 | 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        |   2143442 | PA      | $2152182.98   | 0.29%             | 2041-10-25      | Floating      | 5.68%                 | 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      | $1786879.74   | 0.24%             | 2041-12-25      | Floating      | 6.53%                 | 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      | $1109596.15   | 0.15%             | 2042-04-25      | Floating      | 7.08%                 | 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      | $2126237.87   | 0.28%             | 2042-05-25      | Floating      | 7.53%                 | 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      | $3885389.78   | 0.52%             | 2042-06-25      | Floating      | 8.68%                 | 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        |    679963 | PA      | $681241.38    | 0.09%             | 2044-02-25      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                           | Freddie Mac STACR REMIC Trust 2025-DNA2                                                                                            | CUSIP: 35564NHY2<br>LEI: 529900XX8WXEM4FBIH80 | Long             | ABS-MBS          | USGSE             | US        |    419543 | PA      | $420857.91    | 0.06%             | 2045-05-25      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                           | Freddie Mac STACR REMIC Trust 2025-DNA2                                                                                            | CUSIP: 35564NHZ9<br>LEI: 529900XX8WXEM4FBIH80 | Long             | ABS-MBS          | USGSE             | US        |    422615 | PA      | $423129.91    | 0.06%             | 2045-05-25      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                           | Freddie Mac Stacr Remic Trust 2025-Dna3                                                                                            | CUSIP: 35564UAQ0<br>LEI: 5299009HC4IGFM6RXF30 | Long             | ABS-MBS          | USGSE             | US        |   1790028 | PA      | $1791716.74   | 0.24%             | 2045-09-25      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                           | Freddie Mac STACR REMIC Trust 2025-DNA4                                                                                            | CUSIP: 35564UBR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1541507 | PA      | $1542470.44   | 0.20%             | 2045-10-25      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| GCI Funding I LLC                             | GCI Funding I LLC                                                                                                                  | CUSIP: 36166VAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    355544 | PA      | $331908.86    | 0.04%             | 2046-06-18      | Fixed         | 2.38%                 | 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      | $395808.84    | 0.05%             | 2031-01-15      | Fixed         | 4.00%                 | 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      | $852164.04    | 0.11%             | 2032-01-15      | Fixed         | 3.25%                 | 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      | $13754.07     | 0.00%             | 2044-08-10      | Variable      | 5.15%                 | 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        |    262758 | PA      | $261193.76    | 0.03%             | 2026-08-06      | Variable      | 3.76%                 | 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      | $1412980.02   | 0.19%             | 2026-08-17      | Variable      | 3.97%                 | 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      | $39435.14     | 0.01%             | 2026-08-17      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                        | General Motors Financial Co Inc                                                                                                    | CUSIP: 37045XDH6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    101000 | PA      | $96568.12     | 0.01%             | 2028-04-10      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                        | General Motors Financial Co Inc                                                                                                    | CUSIP: 37045XFL5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    658000 | PA      | $656835.34    | 0.09%             | 2028-10-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                          | Glencore Funding LLC                                                                                                               | CUSIP: 378272BQ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    543000 | PA      | $599379.69    | 0.08%             | 2033-10-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                          | Glencore Funding LLC                                                                                                               | CUSIP: 378272BR8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    111000 | PA      | $112683.87    | 0.01%             | 2027-04-04      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                          | Glencore Funding LLC                                                                                                               | CUSIP: 378272BY3<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    206000 | PA      | $209281.58    | 0.03%             | 2028-04-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                          | Glencore Funding LLC                                                                                                               | CUSIP: 378272BZ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     89000 | PA      | $91629.95     | 0.01%             | 2030-04-01      | Fixed         | 5.19%                 | 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        |    149233 | PA      | $149324.46    | 0.02%             | 2027-08-16      | Fixed         | 5.35%                 | 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      | $762235.75    | 0.10%             | 2026-11-10      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Government National Mortgage Association                                                                                           | CUSIP: 38380GH49<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    605338 | PA      | $83479.55     | 0.01%             | 2047-09-20      | Floating      | 2.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Government National Mortgage Association                                                                                           | CUSIP: 38380GHH0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    532243 | PA      | $69740.94     | 0.01%             | 2047-08-20      | Floating      | 2.05%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                             | HSBC Holdings PLC                                                                                                                  | CUSIP: 404280DS5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    591000 | PA      | $693355.29    | 0.09%             | 2033-11-03      | Fixed         | 8.11%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                             | HSBC Holdings PLC                                                                                                                  | CUSIP: 404280EC9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1352000 | PA      | $1543646.00   | 0.20%             | 2034-11-13      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                      | Hilton Domestic Operating Co Inc                                                                                                   | CUSIP: 432833AP6<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    383000 | PA      | $391111.94    | 0.05%             | 2029-03-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                            | Honda Motor Co Ltd                                                                                                                 | CUSIP: 438127AD4<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |   1071000 | PA      | $1077982.92   | 0.14%             | 2028-07-08      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                       | Hyundai Capital America                                                                                                            | CUSIP: 44891ACN5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    486000 | PA      | $508321.98    | 0.07%             | 2028-09-21      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                       | Hyundai Capital America                                                                                                            | CUSIP: 44891ACT2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    252000 | PA      | $254656.08    | 0.03%             | 2027-01-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                       | Hyundai Capital America                                                                                                            | CUSIP: 44891ADB0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    151000 | PA      | $153299.73    | 0.02%             | 2027-06-24      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                       | Hyundai Capital America                                                                                                            | CUSIP: 44891AEA1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    181000 | PA      | $180652.48    | 0.02%             | 2030-09-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                       | Imperial Brands Finance PLC                                                                                                        | CUSIP: 45262BAC7<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    208000 | PA      | $204000.16    | 0.03%             | 2029-07-26      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                       | Imperial Brands Finance PLC                                                                                                        | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    378000 | PA      | $380324.70    | 0.05%             | 2028-06-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                           | Intesa Sanpaolo SpA                                                                                                                | CUSIP: 46115HCD7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    357000 | PA      | $406330.26    | 0.05%             | 2033-11-28      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| ISRAEL ELECTRIC CORP LTD                      | Israel Electric Corp Ltd                                                                                                           | CUSIP: 465077AL9<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |    503000 | PA      | $496632.02    | 0.07%             | 2028-08-14      | Fixed         | 4.25%                 | 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        |    112103 | PA      | $113669.81    | 0.02%             | 2047-04-25      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust    | JPMBB Commercial Mortgage Securities Trust 2014-C22                                                                                | CUSIP: 46642NBF2<br>LEI: 549300UOGMFS1M8XVM16 | Long             | ABS-MBS          | CORP              | US        |   1052074 | PA      | $10.52        | 0.00%             | 2047-09-15      | Variable      | 0.40%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                           | JPMorgan Chase & Co                                                                                                                | CUSIP: 46647PFD3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1121152.50   | 0.15%             | 2031-10-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                  | KBC Group NV                                                                                                                       | CUSIP: 48241FAE4<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |    200000 | PA      | $198930.00    | 0.03%             | 2031-09-23      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| KALLPA GENERACION SA                          | Kallpa Generacion SA                                                                                                               | CUSIP: 48344FAB6<br>LEI: 549300NG1PWEI5BZG095 | Long             | DBT              | CORP              | PE        |    407000 | PA      | $426373.20    | 0.06%             | 2032-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| KIOXIA HOLDINGS CORP                          | Kioxia Holdings Corp                                                                                                               | CUSIP: 49726JAB4<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |   1080000 | PA      | $1127854.80   | 0.15%             | 2033-07-24      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| LGENERGYSOLUTION                              | LG Energy Solution Ltd                                                                                                             | CUSIP: 50205MAG4<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |   1712000 | PA      | $1758788.96   | 0.23%             | 2030-04-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust                 | Lendbuzz Securitization Trust 2025-1                                                                                               | CUSIP: 525938AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1222199 | PA      | $1220144.04   | 0.16%             | 2030-10-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust                 | Lendbuzz Securitization Trust 2023-2                                                                                               | CUSIP: 52608MAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    364132 | PA      | $368067.93    | 0.05%             | 2028-10-16      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust                 | Lendbuzz Securitization Trust 2025-2                                                                                               | CUSIP: 52611JAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1120000 | PA      | $1118795.89   | 0.15%             | 2030-05-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                | Eli Lilly & Co                                                                                                                     | CUSIP: 532457DB1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   1105000 | PA      | $1108779.10   | 0.15%             | 2028-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LIMA METRO LINE 2 FIN LT                      | Lima Metro Line 2 Finance Ltd                                                                                                      | CUSIP: 532522AB5<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | CORP              | KY        |    184300 | PA      | $178164.59    | 0.02%             | 2036-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                      | Lloyds Banking Group PLC                                                                                                           | CUSIP: 539439BD0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1036000 | PA      | $1050835.52   | 0.14%             | 2029-06-13      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Lobel Automobile Receivables Trust            | Lobel Automobile Receivables Trust 2025-1                                                                                          | CUSIP: 53948RAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    756646 | PA      | $757833.22    | 0.10%             | 2027-11-15      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                       | MPLX LP                                                                                                                            | CUSIP: 55336VCC2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    731000 | PA      | $734384.53    | 0.10%             | 2035-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                               | MVW 2021-2 LLC                                                                                                                     | CUSIP: 55400KAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    304054 | PA      | $288359.65    | 0.04%             | 2039-05-20      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                        | Marriott International Inc/MD                                                                                                      | CUSIP: 571903BV4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   1105000 | PA      | $1108160.30   | 0.15%             | 2027-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                | Mastercard Inc                                                                                                                     | CUSIP: 57636QBC7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    656000 | PA      | $655521.12    | 0.09%             | 2035-01-15      | Fixed         | 4.55%                 | 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      | $1634981.65   | 0.22%             | 2030-01-15      | Fixed         | 5.88%                 | 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      | $1320627.82   | 0.18%             | 2030-05-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                        | Mizuho Financial Group Inc                                                                                                         | CUSIP: 60687YDD8<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    344000 | PA      | $355905.84    | 0.05%             | 2030-05-26      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                | Morgan Stanley                                                                                                                     | CUSIP: 61748UAK8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    652000 | PA      | $650415.64    | 0.09%             | 2029-10-18      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| NMEF Funding LLC                              | NMEF Funding 2022-B LLC                                                                                                            | CUSIP: 62890MAB0<br>LEI: 549300LKWL3P0UPHKL72 | Long             | ABS-O            | CORP              | US        |     26423 | PA      | $26440.40     | 0.00%             | 2029-06-15      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                | NRG Energy Inc                                                                                                                     | CUSIP: 629377DA7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    198000 | PA      | $197530.74    | 0.03%             | 2030-10-15      | Fixed         | 4.73%                 | 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      | $377438.49    | 0.05%             | 2036-07-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                             | NatWest Group PLC                                                                                                                  | CUSIP: 639057AB4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    270000 | PA      | $246990.60    | 0.03%             | 2035-11-28      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                             | NatWest Group PLC                                                                                                                  | CUSIP: 639057AV0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    794000 | PA      | $815350.66    | 0.11%             | 2031-05-23      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Neighborly Issuer LLC                         | Neighborly Issuer 2022-1                                                                                                           | CUSIP: 64016NAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1602562 | PA      | $1506847.37   | 0.20%             | 2052-01-30      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Neighborly Issuer LLC                         | Neighborly Issuer 2023-1                                                                                                           | CUSIP: 64016NAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1910962 | PA      | $1939043.52   | 0.26%             | 2053-01-30      | Fixed         | 7.31%                 | 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      | $714152.72    | 0.09%             | 2062-04-20      | Fixed         | 2.90%                 | 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      | $664086.81    | 0.09%             | 2062-04-20      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER                          | Niagara Mohawk Power Corp                                                                                                          | CUSIP: 653522DT6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |   1077000 | PA      | $1084431.30   | 0.14%             | 2030-10-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| OCCU Auto Receivables Trust                   | OCCU Auto Receivables Trust 2025-1                                                                                                 | CUSIP: 67098SAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1669000 | PA      | $1672334.16   | 0.22%             | 2028-04-17      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                      | Occidental Petroleum Corp                                                                                                          | CUSIP: 674599EJ0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    283000 | PA      | $288948.66    | 0.04%             | 2029-08-01      | Fixed         | 5.20%                 | 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      | $1012428.20   | 0.13%             | 2031-05-15      | Fixed         | 2.51%                 | 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      | $456425.44    | 0.06%             | 2037-10-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                      | Octane Receivables Trust 2021-2                                                                                                    | CUSIP: 67578AAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    591055 | PA      | $588687.32    | 0.08%             | 2028-09-20      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| OLEODUCTO CENTRAL SA                          | Oleoducto Central SA                                                                                                               | CUSIP: 680617AC1<br>LEI: 254900W4CPYCQFVH5E92 | Long             | DBT              | CORP              | CO        |    229000 | PA      | $225136.77    | 0.03%             | 2027-07-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                      | Omega Healthcare Investors Inc                                                                                                     | CUSIP: 681936BP4<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |    181000 | PA      | $183653.46    | 0.02%             | 2030-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                     | ONEOK Inc                                                                                                                          | CUSIP: 682680DC4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1097000 | PA      | $1101289.27   | 0.15%             | 2035-10-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                           | Oportun Funding Trust 2024-3                                                                                                       | CUSIP: 68377NAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    216683 | PA      | $216365.92    | 0.03%             | 2029-08-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                           | Oportun Funding Trust 2025-1                                                                                                       | CUSIP: 68377PAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    453662 | PA      | $454191.97    | 0.06%             | 2032-08-16      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                   | Oracle Corp                                                                                                                        | CUSIP: 68389XDA0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    825000 | PA      | $833431.50    | 0.11%             | 2035-08-03      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                   | Oracle Corp                                                                                                                        | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    255000 | PA      | $250945.50    | 0.03%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Pagaya Point of Sale Holdings Grantor Trust   | Pagaya Point of Sale Holdings Grantor Trust 2025-1                                                                                 | CUSIP: 694952AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    564828 | PA      | $570336.09    | 0.08%             | 2034-01-20      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                | Pagaya AI Debt Trust 2024-2                                                                                                        | CUSIP: 694961AA1<br>LEI: 254900ULYEY0HX0PKA54 | Long             | ABS-O            | CORP              | US        |    222092 | PA      | $223304.47    | 0.03%             | 2031-08-15      | Fixed         | 6.32%                 | 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        |    250333 | PA      | $252215.22    | 0.03%             | 2031-10-15      | Fixed         | 6.28%                 | 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        |    475552 | PA      | $479043.19    | 0.06%             | 2032-07-15      | Variable      | 5.16%                 | 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        |    433184 | PA      | $436264.13    | 0.06%             | 2032-12-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                | Pagaya AI Debt Trust 2025-4                                                                                                        | CUSIP: 69547DAB2<br>LEI: 254900ULYEY0HX0PKA54 | Long             | ABS-O            | CORP              | US        |    276670 | PA      | $278684.41    | 0.04%             | 2033-01-17      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                | Pagaya AI Debt Trust 2024-3                                                                                                        | CUSIP: 69547XAA0<br>LEI: 254900ULYEY0HX0PKA54 | Long             | ABS-O            | CORP              | US        |    265993 | PA      | $267336.83    | 0.04%             | 2031-10-15      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                | Pagaya Ai Debt Grantor Trust 2025-6                                                                                                | CUSIP: 69549BAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    895000 | PA      | $894270.31    | 0.12%             | 2033-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                        | Philip Morris International Inc                                                                                                    | CUSIP: 718172DT3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1032000 | PA      | $1036179.60   | 0.14%             | 2030-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                        | Philip Morris International Inc                                                                                                    | CUSIP: 718172DY2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     66000 | PA      | $65058.18     | 0.01%             | 2030-10-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                      | Plains All American Pipeline LP / PAA Finance Corp                                                                                 | CUSIP: 72650RBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1113000 | PA      | $1124686.50   | 0.15%             | 2036-01-15      | Fixed         | 5.60%                 | 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        |   1236693 | PA      | $1237851.54   | 0.16%             | 2027-12-15      | Fixed         | 4.87%                 | 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      | $654859.98    | 0.09%             | 2029-01-25      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                     | Prosus NV                                                                                                                          | CUSIP: 74365PAG3<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    593000 | PA      | $584290.31    | 0.08%             | 2027-01-19      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                       | Public Service Co of Colorado                                                                                                      | CUSIP: 744448DC2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |   1095000 | PA      | $1110757.05   | 0.15%             | 2035-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                         | Qnity Electronics Inc                                                                                                              | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |    854000 | PA      | $868671.72    | 0.12%             | 2032-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                          | Raizen Fuels Finance SA                                                                                                            | CUSIP: 75102XAE6<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |    975000 | PA      | $816562.50    | 0.11%             | 2037-02-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                         | Republic Services Inc                                                                                                              | CUSIP: 760759BL3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |   1022000 | PA      | $1047314.94   | 0.14%             | 2030-06-15      | Fixed         | 4.75%                 | 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        |     31985 | PA      | $31989.26     | 0.00%             | 2030-11-25      | Fixed         | 5.38%                 | 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        |    280489 | PA      | $282525.34    | 0.04%             | 2032-06-25      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| Research-Driven Pagaya Motor Asset Trust I    | Research-Driven Pagaya Motor Asset Trust 2025-4                                                                                    | CUSIP: 76089MAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1820818 | PA      | $1829049.74   | 0.24%             | 2034-04-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                            | Roche Holdings Inc                                                                                                                 | CUSIP: 771196CP5<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    914000 | PA      | $918469.46    | 0.12%             | 2029-09-09      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                       | Romanian Government International Bond                                                                                             | CUSIP: 77586RAY6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   1700000 | PA      | $1739525.00   | 0.23%             | 2030-09-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Receivables Trust                   | SBNA Auto Receivables Trust 2025-SF1                                                                                               | CUSIP: 78437XAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    167404 | PA      | $167547.80    | 0.02%             | 2031-03-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                      | Santander UK Group Holdings PLC                                                                                                    | CUSIP: 80281LAX3<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   1118000 | PA      | $1114869.60   | 0.15%             | 2029-09-22      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                           | Charles Schwab Corp/The                                                                                                            | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   1366000 | PA      | $1351971.18   | 0.18%             | 2026-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                              | Societe Generale SA                                                                                                                | CUSIP: 83368RBV3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    812000 | PA      | $821914.52    | 0.11%             | 2028-01-19      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                              | Societe Generale SA                                                                                                                | CUSIP: 83368RCH3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    542000 | PA      | $551203.16    | 0.07%             | 2029-05-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRUST              | SoFi Consumer Loan Program 2025-4 Trust                                                                                            | CUSIP: 83405UAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1684000 | PA      | $1683179.22   | 0.22%             | 2035-08-25      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| SOLSTICE ADVANCED MATERI                      | Solstice Advanced Materials Inc                                                                                                    | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |    485000 | PA      | $484519.85    | 0.06%             | 2033-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                         | Southwest Airlines Co                                                                                                              | CUSIP: 844741BL1<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    323000 | PA      | $322250.64    | 0.04%             | 2028-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                        | Standard Chartered PLC                                                                                                             | CUSIP: 853254AA8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $387256.00    | 0.05%             | 2027-01-30      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                        | Standard Chartered PLC                                                                                                             | CUSIP: 85325C2D3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    314000 | PA      | $321520.30    | 0.04%             | 2029-01-21      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                        | Standard Chartered PLC                                                                                                             | CUSIP: 85325C2H4<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    332000 | PA      | $341332.52    | 0.05%             | 2031-05-13      | Fixed         | 5.24%                 | 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      | $237670.88    | 0.03%             | 2027-09-10      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                     | Sunoco LP                                                                                                                          | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    651000 | PA      | $651338.52    | 0.09%             | 2031-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                           | Synchrony Financial                                                                                                                | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    321000 | PA      | $326363.91    | 0.04%             | 2031-03-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                             | TSMC Arizona Corp                                                                                                                  | CUSIP: 872898AF8<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |   1009000 | PA      | $1005791.38   | 0.13%             | 2027-04-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TAKEDA US FIN                                 | Takeda US Financing Inc                                                                                                            | CUSIP: 87406BAA0<br>LEI: 254900ZGPIBGBZ2N3A33 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1093984.50   | 0.15%             | 2035-07-07      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                          | Targa Resources Corp                                                                                                               | CUSIP: 87612GAP6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    192000 | PA      | $194707.20    | 0.03%             | 2030-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                          | Targa Resources Corp                                                                                                               | CUSIP: 87612GAQ4<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    211000 | PA      | $216386.83    | 0.03%             | 2036-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                    | TELUS Corp                                                                                                                         | CUSIP: 87971MCM3<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |    681000 | PA      | $725142.42    | 0.10%             | 2055-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TERRAFORM GLOBAL OPERATI                      | Terraform Global Operating LP                                                                                                      | CUSIP: 88104UAC7<br>LEI: 549300LC7QMVR79H5O86 | Long             | DBT              | CORP              | US        |     34000 | PA      | $33758.94     | 0.00%             | 2026-03-01      | Fixed         | 6.12%                 | 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        |    356965 | PA      | $358050.66    | 0.05%             | 2027-06-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                         | Toronto-Dominion Bank/The                                                                                                          | CUSIP: 89116CQJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    317000 | PA      | $321536.27    | 0.04%             | 2034-09-10      | Fixed         | 5.15%                 | 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        |     98356 | PA      | $94179.85     | 0.01%             | 2027-12-15      | Fixed         | 6.36%                 | 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        |   1024180 | PA      | $722046.63    | 0.10%             | 2029-02-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Tricolor Auto Securitization Trust            | Tricolor Auto Securitization Trust                                                                                                 | CUSIP: 89617QAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1568573 | PA      | $1090158.11   | 0.14%             | 2029-01-16      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                  | UBS Group AG                                                                                                                       | CUSIP: 902613AE8<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    239000 | PA      | $211185.18    | 0.03%             | 2032-02-11      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                 | UniCredit SpA                                                                                                                      | CUSIP: 904678AW9<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    204000 | PA      | $201207.24    | 0.03%             | 2027-06-03      | Fixed         | 1.98%                 | 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        |    661670 | PA      | $662108.09    | 0.09%             | 2027-06-10      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                         | Mexico Government International Bond                                                                                               | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    612000 | PA      | $612612.00    | 0.08%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                        | U.S. Treasury Inflation-Indexed Notes                                                                                              | CUSIP: 9128282L3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  24945651 | PA      | $24694245.22  | 3.28%             | 2027-07-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                        | U.S. Treasury Inflation-Indexed Notes                                                                                              | CUSIP: 9128287D6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  53818336 | PA      | $52044012.66  | 6.91%             | 2029-07-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                        | U.S. Treasury Inflation-Indexed Notes                                                                                              | CUSIP: 912828S50<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  29827939 | PA      | $29660156.36  | 3.94%             | 2026-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury                        | U.S. Treasury Inflation-Indexed Notes                                                                                              | CUSIP: 912828V49<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7019644 | PA      | $6942867.10   | 0.92%             | 2027-01-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                        | U.S. Treasury Inflation-Indexed Notes                                                                                              | CUSIP: 912828ZZ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 192416759 | PA      | $182412590.34 | 24.21%            | 2030-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury                        | U.S. Treasury Inflation-Indexed Notes                                                                                              | CUSIP: 91282CFR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  99674750 | PA      | $100842813.41 | 13.38%            | 2027-10-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                        | U.S. Treasury Inflation-Indexed Notes                                                                                              | CUSIP: 91282CGW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  99535824 | PA      | $99496942.32  | 13.21%            | 2028-04-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                        | U.S. Treasury Inflation-Indexed Notes                                                                                              | CUSIP: 91282CJH5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  55002365 | PA      | $56983309.73  | 7.56%             | 2028-10-15      | Fixed         | 2.38%                 | 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      | $1016077.41   | 0.13%             | 2051-05-15      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| VFI ABS LLC                                   | VFI ABS 2025-1 LLC                                                                                                                 | CUSIP: 91824UAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1367615 | PA      | $1371985.73   | 0.18%             | 2030-06-24      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                | Var Energi ASA                                                                                                                     | CUSIP: 92212WAD2<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    867000 | PA      | $917806.20    | 0.12%             | 2028-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                   | Viatris Inc                                                                                                                        | CUSIP: 92556VAD8<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    517000 | PA      | $467502.42    | 0.06%             | 2030-06-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                      | Virginia Electric and Power Co                                                                                                     | CUSIP: 927804GV0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    949000 | PA      | $946181.47    | 0.13%             | 2035-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                   | Vistra Corp                                                                                                                        | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    751000 | PA      | $759005.66    | 0.10%             | 2026-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                      | Vistra Operations Co LLC                                                                                                           | CUSIP: 92840VAQ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    272000 | PA      | $302181.12    | 0.04%             | 2033-10-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                      | Vistra Operations Co LLC                                                                                                           | CUSIP: 92840VAX0<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     23000 | PA      | $22920.65     | 0.00%             | 2028-10-15      | Fixed         | 4.30%                 | 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      | $317275.99    | 0.04%             | 2059-12-15      | Variable      | 4.33%                 | 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      | $499228.17    | 0.07%             | 2049-11-15      | Variable      | 4.39%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                        | Westinghouse Air Brake Technologies Corp                                                                                           | CUSIP: 960386AS9<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $1058773.95   | 0.14%             | 2030-05-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                          | Woodside Finance Ltd                                                                                                               | CUSIP: 980236AT0<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    152000 | PA      | $156072.08    | 0.02%             | 2030-05-19      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                          | Woodside Finance Ltd                                                                                                               | CUSIP: 980236AV5<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    397000 | PA      | $415087.32    | 0.06%             | 2035-05-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                | Wynn Macau Ltd                                                                                                                     | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    483000 | PA      | $482275.50    | 0.06%             | 2028-08-26      | Fixed         | 5.62%                 | 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      | $369495.47    | 0.05%             |  |  |  | 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      | $657792.12    | 0.09%             |  |  |  | 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      | $669544.65    | 0.09%             |  |  |  | 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      | $54634.22     | 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      | $4701079.09   | 0.62%             |  |  |  | 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      | $53822.79     | 0.01%             |  |  |  | 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      | $187318.29    | 0.02%             |  |  |  | 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      | $134693.98    | 0.02%             |  |  |  | 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      | $303258.61    | 0.04%             |  |  |  | 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      | $208656.35    | 0.03%             |  |  |  | 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      | $248080.25    | 0.03%             |  |  |  | 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      | $22029.25     | 0.00%             |  |  |  | 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      | $1351236.89   | 0.18%             |  |  |  | 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      | $33817.86     | 0.00%             |  |  |  | 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      | $106955.45    | 0.01%             |  |  |  | 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      | $189963.46    | 0.03%             |  |  |  | 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      | $24400.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                      | Long: BS34HE0   IRS USD R V 12MUSCPI IS34HF1 CCPINFLATIONZERO / Short: BS34HE0   IRS USD P F  2.84100 IS34HE0 CCPINFLATIONZERO     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  78560000 | OU      | $-251947.42   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.               | Long: SS36VA0   CDS USD R F  1.00000 IS36VA0 CCPCDX / Short: SS36VA0   CDS USD P V 03MEVENT IS36VB1 CCPCDX                         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |  21540000 | OU      | $499460.49    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.               | Long: BS36VI8   CDS USD R V 03MEVENT IS36VJ9 CCPITRAXX / Short: BS36VI8   CDS USD P F  1.00000 IS36VI8 CCPITRAXX                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |  21540000 | OU      | $-368343.07   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                      | Svenska Handelsbanken AB                                                                                                           | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |   1400000 | PA      | $1327088.00   | 0.18%             | 2031-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VZ VENDOR FINANCING                           | VZ Vendor Financing II BV                                                                                                          | CUSIP: 000000000<br>LEI: 724500DRKUUR3GFOSK76 | Long             | DBT              | CORP              | NL        |    561000 | PA      | $609843.06    | 0.08%             | 2029-01-15      | Fixed         | 2.88%                 | 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      | $604364.39    | 0.08%             | 2028-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                        | US 10YR ULTRA FUT DEC25                                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -287 | NC      | $-318227.04   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                        | US ULTRA BOND CBT DEC25                                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -11 | NC      | $-50376.31    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                        | US 2YR NOTE (CBT) DEC25                                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      1041 | NC      | $-202485.41   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                        | US 5YR NOTE (CBT) DEC25                                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       508 | NC      | $-132168.68   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                   | BNP Paribas SA                                                                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    489000 | PA      | $441733.26    | 0.06%             | 2031-02-25      | Fixed         | 4.62%                 | 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        |    228723 | PA      | $236755.73    | 0.03%             | 2034-07-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                           | Braskem Netherlands Finance BV                                                                                                     | CUSIP: 000000000<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |    343000 | PA      | $153921.25    | 0.02%             | 2028-01-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENGIE ENERGIA CHILE SA                        | Engie Energia Chile SA                                                                                                             | CUSIP: 000000000<br>LEI: 5493000FIKCC3ZDWTO77 | Long             | DBT              | CORP              | CL        |    551000 | PA      | $517940.00    | 0.07%             | 2030-01-28      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-11-18

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

**Signature:** Stephen Woetzel

**Name of Signer:** Stephen Woetzel

**Title:** Controller