# EDGAR Filing Document

**Accession Number:** 0000003794
**File Stem:** 0001410368-26-032453
**Filing Date:** 2026-3
**Character Count:** 208607
**Document Hash:** 8db2d99fdf380ef8855b2a87650d6843
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-032453.hdr.sgml**: 20260326

**ACCESSION NUMBER**: 0001410368-26-032453

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260326

**DATE AS OF CHANGE**: 20260326

**PERIOD START**: 20261031

**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:** 26798428

**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           |

## Nport-Ex

**AB Bond Inflation Strategy** 

**Portfolio of Investments** 

**January 31, 2026 (unaudited)** 

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  **INFLATION-LINKED SECURITIES – 75.4%** |  |  |  |
|  **United States – 75.4%** |  |  |  |
|  U.S. Treasury Inflation Index<br>0.125%, 07/15/2030 (TIPS) | U.S.$| 266418 | $254450377 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.25%, 07/15/2029 (TIPS) |  | 53848 | 52484639 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.125%, 10/15/2030 (TIPS) |  | &nbsp;&nbsp;&nbsp;&nbsp;69452 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69150391 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.25%, 04/15/2028 (TIPS) |  | 99590 | 100072590 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.625%, 10/15/2027 (TIPS) |  | 58207 | 59107626 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.375%, 10/15/2028 (TIPS) |  | 55033 | 57173638 |
|  Total Inflation-Linked Securities <br>(cost $587,521,964) |  |  | 592439261 |
|  **CORPORATES - INVESTMENT GRADE – 10.5%** |  |  |  |
|  **Industrial – 4.8%** |  |  |  |
|  **Basic – 0.1%** |  |  |  |
|  Glencore Funding LLC<br>4.907%, 04/01/2028<sup>(a)</sup> |  | 206 | 209613 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.186%, 04/01/2030<sup>(a)</sup> |  | 89 | 91598 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.338%, 04/04/2027<sup>(a)</sup> |  | 111 | 112755 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 10/06/2033<sup>(a)</sup> |  | 543 | 599309 |
|  |  |  | 1013275 |
|  **Capital Goods – 0.3%** |  |  |  |
|  Boeing Co. (The) <br>3.25%, 02/01/2028 |  | 454 | 447267 |
|  Republic Services, Inc. <br>4.75%, 07/15/2030 |  | 1022 | 1044750 |
|  Westinghouse Air Brake Technologies Corp. <br>4.90%, 05/29/2030 |  | 1035 | 1056631 |
|  |  |  | 2548648 |
|  **Communications - Media – 0.1%** |  |  |  |
|  Prosus NV <br>3.257%, 01/19/2027<sup>(a)</sup> |  | 593 | 585587 |
|  **Communications - Telecommunications – 0.1%** |  |  |  |
|  TELUS Corp. <br>7.00%, 10/15/2055 |  | 681 | 712190 |
|  **Consumer Cyclical - Automotive – 0.5%** |  |  |  |
|  American Honda Finance Corp. <br>4.15%, 01/08/2029 |  | 63 | 63145 |
|  Ford Motor Co. <br>3.25%, 02/12/2032 |  | 532 | 473826 |
|  General Motors Financial Co., Inc.<br>2.40%, 04/10/2028 |  | 101 | 97449 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 10/06/2029 |  | 230 | 233846 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.55%, 07/15/2029 |  | 421 | 437145 |
|  Honda Motor Co., Ltd. <br>4.436%, 07/08/2028 |  | 1071 | 1081035 |
|  Hyundai Capital America<br>4.50%, 09/18/2030<sup>(a)</sup> |  | 181 | 180991 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 01/08/2027<sup>(a)</sup> |  | 252 | 255029 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.275%, 06/24/2027<sup>(a)</sup> |  | 151 | 153408 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.10%, 09/21/2028<sup>(a)</sup> |  | 486 | 507982 |
|  |  |  | 3483856 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  **Consumer Cyclical - Other – 0.2%** |  |  |  |
|  Flutter Treasury DAC <br>5.875%, 06/04/2031<sup>(a)</sup> | U.S.$| 683 | $694352 |
|  Marriott International, Inc./MD <br>4.20%, 07/15/2027 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1108613 |
|  |  |  | 1802965 |
|  **Consumer Cyclical - Retailers – 0.0%** |  |  |  |
|  AutoNation, Inc. <br>4.45%, 01/15/2029 |  | 238 | 238326 |
|  **Consumer Non-Cyclical – 1.1%** |  |  |  |
|  BAT Capital Corp. <br>4.625%, 03/22/2033 |  | 298 | 295005 |
|  Baxter International, Inc. <br>5.65%, 12/15/2035 |  | 668 | 672990 |
|  Cargill, Inc. <br>4.125%, 10/23/2030<sup>(a)</sup> |  | 1122 | 1115246 |
|  Imperial Brands Finance PLC<br>3.875%, 07/26/2029<sup>(a)</sup> |  | 208 | 204732 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 06/30/2028<sup>(a)</sup> |  | 378 | 381364 |
|  Novartis Capital Corp. <br>3.90%, 11/05/2028 |  | 1132 | 1135339 |
|  Ochsner LSU Health System of North Louisiana <br>Series 2021 <br>2.51%, 05/15/2031 |  | 1190 | 1018557 |
|  Philip Morris International, Inc.<br>4.00%, 10/29/2030 |  | 66 | 65268 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 04/30/2030 |  | 1032 | 1037872 |
|  Roche Holdings, Inc.<br>4.075%, 12/02/2030<sup>(a)</sup> |  | 213 | 212325 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.203%, 09/09/2029<sup>(a)</sup> |  | 914 | 919511 |
|  Takeda US Financing, Inc. <br>5.20%, 07/07/2035 |  | 1075 | 1087739 |
|  |  |  | 8145948 |
|  **Energy – 1.2%** |  |  |  |
|  Cenovus Energy, Inc.<br>4.65%, 03/20/2031 |  | 276 | 275677 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 03/20/2036 |  | 291 | 290427 |
|  Continental Resources, Inc./OK <br>2.875%, 04/01/2032<sup>(a)</sup> |  | 1803 | 1583954 |
|  Eni SpA <br>5.75%, 05/19/2035<sup>(a)</sup> |  | 1033 | 1082346 |
|  MPLX LP <br>5.40%, 09/15/2035 |  | 731 | 736972 |
|  ONEOK, Inc. <br>5.40%, 10/15/2035 |  | 1097 | 1105732 |
|  Plains All American Pipeline LP/PAA Finance Corp. <br>5.60%, 01/15/2036 |  | 1113 | 1128716 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  Raizen Fuels Finance SA <br>6.70%, 02/25/2037<sup>(a)</sup> | U.S.$| 975 | $792566 |
|  Targa Resources Corp.<br>4.35%, 01/15/2029 |  | 425 | 427180 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 09/15/2030 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195894 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.65%, 02/15/2036 |  | 211 | 216813 |
|  Var Energi ASA <br>7.50%, 01/15/2028<sup>(a)</sup> |  | 867 | 916072 |
|  Woodside Finance Ltd.<br>5.40%, 05/19/2030 |  | 152 | 156384 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 05/19/2035 |  | 397 | 412991 |
|  |  |  | 9321724 |
|  **Services – 0.3%** |  |  |  |
|  Amazon.com, Inc. <br>3.90%, 11/20/2028 |  | 1138 | 1141937 |
|  Global Payments, Inc.<br>4.875%, 11/15/2030 |  | 302 | 301976 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 11/15/2032 |  | 310 | 310257 |
|  Mastercard, Inc. <br>4.55%, 01/15/2035 |  | 656 | 651277 |
|  |  |  | 2405447 |
|  **Technology – 0.8%** |  |  |  |
|  Alphabet, Inc.<br>4.70%, 11/15/2035 |  | 142 | 141296 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 11/15/2055 |  | 252 | 246138 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 11/15/2075 |  | 252 | 247217 |
|  Applied Materials, Inc. <br>4.00%, 01/15/2031 |  | 1118 | 1107647 |
|  Broadcom, Inc. <br>4.30%, 01/15/2031 |  | 1091 | 1090040 |
|  Fiserv, Inc. <br>4.55%, 02/15/2031 |  | 694 | 689656 |
|  Foundry JV Holdco LLC <br>5.90%, 01/25/2030<sup>(a)</sup> |  | 303 | 317529 |
|  Oracle Corp.<br>5.20%, 09/26/2035 |  | 703 | 670036 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 08/03/2035 |  | 825 | 804449 |
|  TSMC Arizona Corp. <br>3.875%, 04/22/2027 |  | 1009 | 1008526 |
|  |  |  | 6322534 |
|  **Transportation - Airlines – 0.0%** |  |  |  |
|  AS Mileage Plan IP Ltd. <br>5.021%, 10/20/2029<sup>(a)</sup> |  | 114 | 115316 |
|  **Transportation - Railroads – 0.1%** |  |  |  |
|  Lima Metro Line 2 Finance Ltd.<br>4.35%, 04/05/2036<sup>(a)</sup> |  | 181 | 174973 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 07/05/2034<sup>(a)</sup> |  | 224 | 230949 |
|  |  |  | 405922 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  **Transportation - Services – 0.0%** |  |  |  |
|  ENA Master Trust <br>4.00%, 05/19/2048<sup>(a)</sup> | U.S.$| 303 | $233268 |
|  |  |  | 37335006 |
|  **Financial Institutions – 4.2%** |  |  |  |
|  **Banking – 3.6%** |  |  |  |
|  AIB Group PLC <br>5.32%, 05/15/2031<sup>(a)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1069083 |
|  Ally Financial, Inc.<br>5.737%, 05/15/2029 |  | 267 | 274011 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.992%, 06/13/2029 |  | 575 | 606366 |
|  American Express Co. <br>5.098%, 02/16/2028 |  | 987 | 998351 |
|  Banco Bilbao Vizcaya Argentaria SA<br>5.381%, 03/13/2029 |  | 200 | 207316 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.883%, 11/15/2034 |  | 200 | 232520 |
|  Banco Santander SA<br>6.35%, 03/14/2034 |  | 200 | 214632 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.921%, 08/08/2033 |  | 800 | 883128 |
|  Bank of Ireland Group PLC <br>5.601%, 03/20/2030<sup>(a)</sup> |  | 301 | 312841 |
|  Banque Federative du Credit Mutuel SA<br>4.541%, 01/15/2031<sup>(a)</sup> |  | 672 | 670663 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.591%, 10/16/2028<sup>(a)</sup> |  | 875 | 884660 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.106%, 01/15/2036<sup>(a)</sup> |  | 232 | 231336 |
|  Barclays PLC<br>5.335%, 09/10/2035 |  | 569 | 575669 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.674%, 03/12/2028 |  | 329 | 334567 |
|  BNP Paribas SA <br>4.625%, 02/25/2031<sup>(a) (b)</sup> |  | 489 | 456193 |
|  CaixaBank SA <br>6.037%, 06/15/2035<sup>(a)</sup> |  | 955 | 1014124 |
|  Capital One Financial Corp. <br>6.377%, 06/08/2034 |  | 949 | 1018495 |
|  Capital One NA <br>5.974%, 08/09/2028 |  | 327 | 340096 |
|  Citigroup, Inc.<br>4.643%, 05/07/2028 |  | 1036 | 1043905 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.02%, 01/24/2036 |  | 85 | 88704 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series AA<br>7.625%, 11/15/2028<sup>(b)</sup> |  | 43 | 45090 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series Y<br>4.15%, 11/15/2026<sup>(b)</sup> |  | 480 | 475944 |
|  Credit Agricole SA<br>4.656%, 01/12/2032<sup>(a)</sup> |  | 418 | 418209 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.222%, 05/27/2031<sup>(a)</sup> |  | 329 | 337689 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.251%, 01/10/2035<sup>(a)</sup> |  | 353 | 373294 |
|  Danske Bank A/S <br>4.613%, 10/02/2030<sup>(a)</sup> |  | 419 | 422042 |
|  Deutsche Bank AG/New York NY<br>4.95%, 08/04/2031 |  | 291 | 294443 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.999%, 09/11/2030 |  | 261 | 265442 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.373%, 01/10/2029 |  | 258 | 263490 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.146%, 07/13/2027 |  | 233 | 236115 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  Goldman Sachs Group, Inc. (The) <br>Series V <br>4.125%, 11/10/2026<sup>(b)</sup> | U.S.$| 775 | $768738 |
|  HSBC Holdings PLC<br>7.399%, 11/13/2034 |  | 1352 | 1536927 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.113%, 11/03/2033 |  | 591 | 691139 |
|  Intesa Sanpaolo SpA <br>7.20%, 11/28/2033<sup>(a)</sup> |  | 357 | 408551 |
|  KBC Group NV <br>4.454%, 09/23/2031<sup>(a)</sup> |  | 200 | 199302 |
|  Lloyds Banking Group PLC <br>4.818%, 06/13/2029 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1052369 |
|  Morgan Stanley<br>4.238%, 01/09/2030 |  | 289 | 289910 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series I<br>4.133%, 10/18/2029 |  | 652 | 651276 |
|  NatWest Group PLC<br>3.032%, 11/28/2035 |  | 270 | 249653 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.115%, 05/23/2031 |  | 794 | 814152 |
|  Santander UK Group Holdings PLC <br>4.32%, 09/22/2029 |  | 1118 | 1119420 |
|  Societe Generale SA<br>5.249%, 05/22/2029<sup>(a)</sup> |  | 542 | 552856 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.519%, 01/19/2028<sup>(a)</sup> |  | 812 | 822296 |
|  Standard Chartered PLC<br>5.438% (CME Term SOFR 3 Month + 1.77%), 01/30/2027<sup>(a) (b) (c)</sup> |  | 400 | 388448 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.545%, 01/21/2029<sup>(a)</sup> |  | 314 | 321982 |
|  Svenska Handelsbanken AB <br>4.75%, 03/01/2031<sup>(a) (b)</sup> |  | 1400 | 1339142 |
|  Synchrony Financial <br>5.45%, 03/06/2031 |  | 321 | 327295 |
|  Toronto-Dominion Bank (The) <br>5.146%, 09/10/2034 |  | 317 | 322405 |
|  UBS Group AG<br>2.095%, 02/11/2032<sup>(a)</sup> |  | 239 | 212019 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.194%, 04/01/2031<sup>(a)</sup> |  | 614 | 607921 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series .14A<br>6.625%, 01/08/2031<sup>(a) (b)</sup> |  | 439 | 441529 |
|  UniCredit SpA <br>1.982%, 06/03/2027<sup>(a)</sup> |  | 204 | 202478 |
|  |  |  | 27908226 |
|  **Brokerage – 0.2%** |  |  |  |
|  Charles Schwab Corp. (The) <br>Series I <br>4.00%, 06/01/2026<sup>(b)</sup> |  | 1366 | 1359894 |
|  **Finance – 0.0%** |  |  |  |
|  Aviation Capital Group LLC <br>4.75%, 04/14/2027<sup>(a)</sup> |  | 202 | 203125 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  **Financial Services – 0.0%** |  |  |  |
|  Lincoln Financial Global Funding <br>4.20%, 01/12/2029<sup>(a)</sup> | U.S.$| 167 | $166858 |
|  **Insurance – 0.2%** |  |  |  |
|  Athene Global Funding<br>1.985%, 08/19/2028<sup>(a)</sup> |  | 308 | 290453 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.55%, 11/19/2030<sup>(a)</sup> |  | 65 | 58742 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.717%, 01/07/2029<sup>(a)</sup> |  | 117 | 111140 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.033%, 07/17/2030<sup>(a)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;394 | 397467 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.526%, 07/11/2031<sup>(a)</sup> |  | 22 | 22576 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.583%, 01/09/2029<sup>(a)</sup> |  | 49 | 50410 |
|  Principal Life Global Funding II <br>5.10%, 01/25/2029<sup>(a)</sup> |  | 639 | 654803 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1585591 |
|  **REITs – 0.2%** |  |  |  |
|  GLP Capital LP/GLP Financing II, Inc.<br>3.25%, 01/15/2032 |  | 949 | 859272 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 01/15/2031 |  | 414 | 396190 |
|  Omega Healthcare Investors, Inc. <br>5.20%, 07/01/2030 |  | 181 | 184191 |
|  |  |  | 1439653 |
|  |  |  | 32663347 |
|  **Utility – 1.5%** |  |  |  |
|  **Electric – 1.5%** |  |  |  |
|  AES Panama Generation Holdings SRL <br>4.375%, 05/31/2030<sup>(a)</sup> |  | 334 | 314061 |
|  Alexander Funding Trust II <br>7.467%, 07/31/2028<sup>(a)</sup> |  | 656 | 698200 |
|  American Electric Power Co., Inc.<br>6.95%, 12/15/2054 |  | 399 | 427836 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series D<br>6.05%, 03/15/2056 |  | 254 | 252207 |
|  CenterPoint Energy Houston Electric LLC<br>4.95%, 04/01/2033 |  | 39 | 39634 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 03/01/2035 |  | 892 | 901197 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series AQ<br>4.95%, 08/15/2035 |  | 35 | 35067 |
|  Duke Energy Carolinas NC Storm Funding LLC <br>Series A-2 <br>2.617%, 07/01/2043 |  | 1183 | 938699 |
|  Electricite de France SA <br>9.125%, 03/15/2033<sup>(a) (b)</sup> |  | 415 | 490065 |
|  Enel Finance International NV <br>4.125%, 09/30/2028<sup>(a)</sup> |  | 368 | 367941 |
|  FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple <br>7.25%, 01/31/2041<sup>(a)</sup> |  | 394 | 410034 |
|  Israel Electric Corp., Ltd.<br>5.633%, 01/28/2038<sup>(a)</sup> |  | 272 | 271491 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series G<br>4.25%, 08/14/2028<sup>(a)</sup> |  | 503 | 497814 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  LG Energy Solution Ltd. <br>5.375%, 04/02/2030<sup>(a)</sup> | U.S.$| 1712 | $1762774 |
|  Niagara Mohawk Power Corp. <br>4.647%, 10/03/2030<sup>(a)</sup> |  | 1077 | 1083828 |
|  Public Service Co. of Colorado <br>5.15%, 09/15/2035 |  | 1095 | 1105797 |
|  Public Service Electric & Gas Co. <br>Series R <br>4.20%, 01/01/2031 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1167 | 1163756 |
|  Virginia Electric & Power Co. <br>Series C <br>4.90%, 09/15/2035 |  | 949 | 942670 |
|  Vistra Operations Co. LLC<br>4.30%, 10/15/2028<sup>(a)</sup> |  | 23 | 23004 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.95%, 10/15/2033<sup>(a)</sup> |  | 272 | 301561 |
|  |  |  | 12027636 |
|  Total Corporates - Investment Grade <br>(cost $81,171,375) |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82025989 |
|  **ASSET-BACKED SECURITIES – 5.0%** |  |  |  |
|  **Autos - Fixed Rate – 2.2%** |  |  |  |
|  ACM Auto Trust<br>Series 2024-2A, Class A<br>6.06%, 02/20/2029<sup>(a)</sup> |  | 131 | 131578 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-2A, Class A<br>5.55%, 06/20/2028<sup>(a)</sup> |  | 902 | 903206 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-3A, Class A<br>5.01%, 01/22/2030<sup>(a)</sup> |  | 1169 | 1167688 |
|  Arivo Acceptance Auto Loan Receivables Trust<br>Series 2024-1A, Class A<br>6.46%, 04/17/2028<sup>(a)</sup> |  | 46 | 45916 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-1A, Class A2<br>4.92%, 05/15/2029<sup>(a)</sup> |  | 906 | 908682 |
|  AutoNation Finance Trust <br>Series 2025-1A, Class A2 <br>4.72%, 04/10/2028<sup>(a)</sup> |  | 1063 | 1065372 |
|  Avis Budget Rental Car Funding AESOP LLC <br>Series 2023-3A, Class A <br>5.44%, 02/22/2028<sup>(a)</sup> |  | 1294 | 1308708 |
|  Carvana Auto Receivables Trust<br>Series 2021-N3, Class C<br>1.02%, 06/12/2028 |  | 58 | 56265 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-N4, Class D<br>2.30%, 09/11/2028 |  | 130 | 127157 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-P4, Class D<br>2.61%, 09/11/2028 |  | 1206 | 1169373 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2024-P4, Class A2<br>4.62%, 02/10/2028 |  | 118 | 118437 |
|  CPS Auto Receivables Trust <br>Series 2021-C, Class D <br>1.69%, 06/15/2027<sup>(a)</sup> |  | 2 | 2461 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  Flagship Credit Auto Trust <br>Series 2024-3, Class A <br>4.88%, 11/15/2028<sup>(a)</sup> | U.S.$| 232 | $231444 |
|  Ford Credit Auto Owner Trust <br>Series 2021-1, Class D <br>2.31%, 10/17/2033<sup>(a)</sup> |  | 1000 | 994365 |
|  Lendbuzz Securitization Trust<br>Series 2023-2A, Class A2<br>7.09%, 10/16/2028<sup>(a)</sup> |  | 288 | 291652 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-1A, Class A2<br>5.10%, 10/15/2030<sup>(a)</sup> |  | 1033 | 1035850 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-2A, Class A2<br>5.18%, 05/15/2030<sup>(a)</sup> |  | 1052 | 1057528 |
|  Lobel Automobile Receivables Trust <br>Series 2025-1, Class A <br>5.06%, 11/15/2027<sup>(a)</sup> |  | 433 | 433967 |
|  OCCU Auto Receivables Trust <br>Series 2025-1A, Class A2 <br>4.82%, 04/17/2028<sup>(a)</sup> |  | 1462 | 1465500 |
|  Octane Receivables Trust <br>Series 2021-2A, Class B <br>2.02%, 09/20/2028<sup>(a)</sup> |  | 187 | 187043 |
|  Prestige Auto Receivables Trust <br>Series 2025-1A, Class A2 <br>4.87%, 12/15/2027<sup>(a)</sup> |  | 814 | 814019 |
|  Research-Driven Pagaya Motor Asset Trust <br>Series 2025-4A, Class A2 <br>5.124%, 04/25/2034<sup>(a)</sup> |  | 1821 | 1829417 |
|  Research-Driven Pagaya Motor Trust <br>Series 2024-1A, Class A <br>7.09%, 06/25/2032<sup>(a)</sup> |  | 225 | 226147 |
|  SBNA Auto Receivables Trust <br>Series 2025-SF1, Class B <br>5.12%, 03/17/2031<sup>(a)</sup> |  | 36 | 36328 |
|  Tesla Auto Lease Trust <br>Series 2024-A, Class A3 <br>5.30%, 06/21/2027<sup>(a)</sup> |  | 221 | 221898 |
|  Tricolor Auto Securitization Trust<br>Series 2024-2A, Class A<br>6.36%, 12/15/2027<sup>(d) (e) (f) (g) (h)</sup> |  | 98 | 91963 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-1A, Class A<br>4.94%, 02/15/2029<sup>(d) (e) (f) (g) (h)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1024 | 591547 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-2A, Class A<br>5.12%, 01/16/2029<sup>(d) (e) (f) (g) (h)</sup> |  | 1569 | 951282 |
|  United Auto Credit Securitization Trust <br>Series 2025-1, Class A <br>4.80%, 06/10/2027<sup>(a)</sup> |  | 330 | 330020 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17794813 |
|  **Other ABS - Fixed Rate – 2.2%** |  |  |  |
|  AB Issuer LLC <br>Series 2021-1, Class A2 <br>3.734%, 07/30/2051<sup>(a)</sup> |  | 1387 | 1319021 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  Affirm Asset Securitization Trust <br>Series 2025-X1, Class A <br>5.08%, 04/15/2030<sup>(a)</sup> | U.S.$| 377 | $377935 |
|  Amur Equipment Finance Receivables XI LLC <br>Series 2022-2A, Class A2 <br>5.30%, 06/21/2028<sup>(a)</sup> |  | 64 | 63940 |
|  BHG Securitization Trust <br>Series 2022-A, Class D <br>3.56%, 02/20/2035<sup>(a)</sup> |  | 1350 | 1317794 |
|  College Ave Student Loans LLC <br>Series 2021-C, Class B <br>2.72%, 07/26/2055<sup>(a)</sup> |  | 384 | 357143 |
|  Dext ABS LLC <br>Series 2023-1, Class A2 <br>5.99%, 03/15/2032<sup>(a)</sup> |  | 330 | 332115 |
|  Diamond Issuer LLC <br>Series 2021-1A, Class A <br>2.305%, 11/20/2051<sup>(a)</sup> |  | 2152 | 2082799 |
|  Equify ABS LLC <br>Series 2024-1A, Class A <br>5.43%, 04/18/2033<sup>(a)</sup> |  | 390 | 391174 |
|  GCI Funding I LLC <br>Series 2021-1, Class A <br>2.38%, 06/18/2046<sup>(a)</sup> |  | 342 | 319958 |
|  MVW LLC <br>Series 2021-2A, Class B <br>1.83%, 05/20/2039<sup>(a)</sup> |  | 278 | 265316 |
|  Neighborly Issuer LLC<br>Series 2022-1A, Class A2<br>3.695%, 01/30/2052<sup>(a)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1598 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1513882 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2023-1A, Class A2<br>7.308%, 01/30/2053<sup>(a)</sup> |  | 1911 | 1929891 |
|  Nelnet Student Loan Trust<br>Series 2021-CA, Class B<br>2.53%, 04/20/2062<sup>(a)</sup> |  | 758 | 668385 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-DA, Class B<br>2.90%, 04/20/2062<sup>(a)</sup> |  | 793 | 717473 |
|  Oportun Funding Trust<br>Series 2024-3, Class A<br>5.26%, 08/15/2029<sup>(a)</sup> |  | 52 | 52507 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-1, Class A<br>4.96%, 08/16/2032<sup>(a)</sup> |  | 250 | 250521 |
|  Pagaya AI Debt Grantor Trust<br>Series 2024-5, Class A<br>6.278%, 10/15/2031<sup>(a)</sup> |  | 201 | 201906 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-3, Class A2<br>5.365%, 12/15/2032<sup>(a)</sup> |  | 409 | 412823 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-6, Class A2<br>4.497%, 04/15/2033<sup>(a)</sup> |  | 895 | 896266 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  Pagaya AI Debt Trust<br>Series 2024-2, Class A<br>6.319%, 08/15/2031<sup>(a)</sup> | U.S.$| 174 | $174411 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2024-3, Class A<br>6.258%, 10/15/2031<sup>(a)</sup> |  | 211 | 211763 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-4, Class A2<br>5.373%, 01/17/2033<sup>(a)</sup> |  | 277 | 278737 |
|  Pagaya Point of Sale Holdings Grantor Trust <br>Series 2025-1, Class A <br>5.715%, 01/20/2034<sup>(a)</sup> |  | 565 | 569559 |
|  SoFi Consumer Loan Program Trust <br>Series 2025-4, Class A <br>4.24%, 08/25/2035<sup>(a)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1374 | 1376510 |
|  VFI ABS LLC <br>Series 2025-1A, Class A <br>4.78%, 06/24/2030<sup>(a)</sup> |  | 1222 | 1228442 |
|  |  |  | 17310271 |
|  **Credit Cards - Fixed Rate – 0.5%** |  |  |  |
|  Brex Commercial Charge Card Master Trust <br>Series 2024-1, Class A1 <br>6.05%, 07/15/2027<sup>(a)</sup> |  | 987 | 988698 |
|  Mission Lane Credit Card Master Trust<br>Series 2024-B, Class A<br>5.88%, 01/15/2030<sup>(a)</sup> |  | 1624 | 1632876 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-A, Class A<br>5.80%, 05/15/2030<sup>(a)</sup> |  | 1308 | 1320471 |
|  |  |  | 3942045 |
|  **Other ABS - Floating Rate – 0.1%** |  |  |  |
|  Pagaya AI Debt Grantor Trust <br>Series 2025-1, Class A <br>5.156%, 07/15/2032<sup>(a)</sup> |  | 476 | 479430 |
|  Total Asset-Backed Securities <br>(cost $40,951,735) |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39526559 |
|  **COLLATERALIZED MORTGAGE OBLIGATIONS – 4.3%** |  |  |  |
|  **Risk Share Floating Rate – 3.0%** |  |  |  |
|  Connecticut Avenue Securities Trust<br>Series 2022-R03, Class 1M2<br>7.197% (CME Term SOFR + 3.50%), 03/25/2042<sup>(a) (c)</sup> |  | 2283 | 2346611 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2022-R04, Class 1M2<br>6.797% (CME Term SOFR + 3.10%), 03/25/2042<sup>(a) (c)</sup> |  | 573 | 586307 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2023-R02, Class 1M1<br>5.997% (CME Term SOFR + 2.30%), 01/25/2043<sup>(a) (c)</sup> |  | 623 | 636731 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-R03, Class 2M1<br>5.297% (CME Term SOFR + 1.60%), 03/25/2045<sup>(a) (c)</sup> |  | 807 | 809118 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-R04, Class 1A1<br>4.697% (CME Term SOFR + 1.00%), 05/25/2045<sup>(a) (c)</sup> |  | 408 | 408425 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-R04, Class 1M1<br>4.897% (CME Term SOFR + 1.20%), 05/25/2045<sup>(a) (c)</sup> | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;596 | $596884 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-R05, Class 2M1<br>4.897% (CME Term SOFR + 1.20%), 07/25/2045<sup>(a) (c)</sup> |  | 1440 | 1443258 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-R06, Class 1A1<br>4.597% (CME Term SOFR + 0.90%), 09/25/2045<sup>(a) (c)</sup> |  | 580 | 580202 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-R06, Class 1M1<br>4.647% (CME Term SOFR + 0.95%), 09/25/2045<sup>(a) (c)</sup> |  | 739 | 739938 |
|  Federal Home Loan Mortgage Corp. Structured Agency Credit Risk Debt Notes<br>Series 2021-DNA5, Class M2<br>5.347% (CME Term SOFR + 1.65%), 01/25/2034<sup>(a) (c)</sup> |  | 129 | 129363 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-DNA6, Class M2<br>5.197% (CME Term SOFR + 1.50%), 10/25/2041<sup>(a) (c)</sup> |  | 2001 | 2007813 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-HQA4, Class M2<br>6.047% (CME Term SOFR + 2.35%), 12/25/2041<sup>(a) (c)</sup> |  | 1765 | 1787974 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2022-DNA3, Class M1B<br>6.597% (CME Term SOFR + 2.90%), 04/25/2042<sup>(a) (c)</sup> |  | 1069 | 1092926 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2022-DNA4, Class M1B<br>7.047% (CME Term SOFR + 3.35%), 05/25/2042<sup>(a) (c)</sup> |  | 2051 | 2112260 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2022-DNA5, Class M1B<br>8.197% (CME Term SOFR + 4.50%), 06/25/2042<sup>(a) (c)</sup> |  | 3681 | 3856550 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2024-DNA1, Class M1<br>5.047% (CME Term SOFR + 1.35%), 02/25/2044<sup>(a) (c)</sup> |  | 529 | 529938 |
|  Federal Home Loan Mortgage Corp. Structured Agency Credit Risk Debt Notes 2025-DNA2<br>Series 2025-DNA2, Class A1<br>4.797% (CME Term SOFR + 1.10%), 05/25/2045<sup>(a) (c)</sup> |  | 361 | 362250 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-DNA2, Class M1<br>4.897% (CME Term SOFR + 1.20%), 05/25/2045<sup>(a) (c)</sup> |  | 330 | 329903 |
|  Federal Home Loan Mortgage Corp. Structured Agency Credit Risk Debt Notes 2025-Dna3 <br>Series 2025-DNA3, Class A1 <br>4.647% (CME Term SOFR + 0.95%), 09/25/2045<sup>(a) (c)</sup> |  | 1581 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1582748 |

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------

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| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  Federal Home Loan Mortgage Corp. Structured Agency Credit Risk Debt Notes 2025-DNA4 <br>Series 2025-DNA4, Class M1 <br>4.797% (CME Term SOFR + 1.10%), 10/25/2045<sup>(a) (c)</sup> | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1341 | $1344084 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23283283 |
|  **Non-Agency Fixed Rate – 1.2%** |  |  |  |
|  FIGRE Trust<br>Series 2025-HE7, Class A<br>5.15%, 11/25/2055<sup>(a)</sup> |  | 1333 | 1342818 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-HE8, Class A<br>5.206%, 11/25/2055<sup>(a)</sup> |  | 1547 | 1560835 |
|  JP Morgan Mortgage Trust<br>Series 2025-CES7, Class A1A<br>5.055%, 04/25/2056<sup>(a)</sup> |  | 1003 | 1008872 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-HE3, Class A1<br>5.053% (CME Term SOFR + 1.35%), 03/20/2056<sup>(a) (c)</sup> |  | 1480 | 1485949 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2026-CES1, Class A1A<br>4.909%, 06/25/2056<sup>(a)</sup> |  | 1404 | 1405055 |
|  RCKT Mortgage Trust <br>Series 2026-CES1, Class A1A <br>4.827%, 01/25/2056<sup>(a)</sup> |  | 2468 | 2468919 |
|  |  |  | 9272448 |
|  **Agency Floating Rate – 0.1%** |  |  |  |
|  Federal Home Loan Mortgage Corp. REMICS<br>Series 3955, Class SD<br>2.778% (6.49% - CME Term SOFR), 11/15/2041<sup>(c) (i)</sup> |  | 1222 | 135050 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 4693, Class SL<br>2.328% (6.04% - CME Term SOFR), 06/15/2047<sup>(c) (i)</sup> |  | 803 | 87814 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 4954, Class SL<br>2.238% (5.94% - CME Term SOFR), 02/25/2050<sup>(c) (i)</sup> |  | 922 | 99666 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 4981, Class HS<br>2.288% (5.99% - CME Term SOFR), 06/25/2050<sup>(c) (i)</sup> |  | 1981 | 197079 |
|  Federal National Mortgage Association REMICS<br>Series 2014-78, Class SE<br>2.288% (5.99% - CME Term SOFR), 12/25/2044<sup>(c) (i)</sup> |  | 524 | 57000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2016-77, Class DS<br>2.188% (5.89% - CME Term SOFR), 10/25/2046<sup>(c) (i)</sup> |  | 618 | 67886 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2017-62, Class AS<br>2.338% (6.04% - CME Term SOFR), 08/25/2047<sup>(c) (i)</sup> |  | 666 | 74551 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2017-97, Class LS<br>2.388% (6.09% - CME Term SOFR), 12/25/2047<sup>(c) (i)</sup> |  | 951 | 105703 |

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------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  Government National Mortgage Association<br>Series 2017-122, Class SA<br>2.41% (6.09% - CME Term SOFR 1 Month), 08/20/2047<sup>(c) (i)</sup> | U.S.$| 521 | $64495 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2017-134, Class MS<br>2.41% (6.09% - CME Term SOFR 1 Month), 09/20/2047<sup>(c) (i)</sup> |  | 584 | 76468 |
|  |  |  | 965712 |
|  **Non-Agency Floating Rate – 0.0%** |  |  |  |
|  Federal Home Loan Mortgage Corp. Mscr Trust Mn1 <br>Series 2021-MN1, Class M1 <br>5.697% (CME Term SOFR + 2.00%), 01/25/2051<sup>(a) (c)</sup> |  | 34 | 34355 |
|  JPMorgan Chase Bank NA - CHASE <br>Series 2019-CL1, Class M3 <br>5.887% (CME Term SOFR 1 Month + 2.21%), 04/25/2047<sup>(a) (c)</sup> |  | 110 | 112045 |
|  |  |  | 146400 |
|  Total Collateralized Mortgage Obligations <br>(cost $33,123,842) |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33667843 |
|  **COMMERCIAL MORTGAGE-BACKED SECURITIES – 0.7%** |  |  |  |
|  **Non-Agency Floating Rate CMBS – 0.3%** |  |  |  |
|  BHMS Commercial Mortgage Trust <br>Series 2025-ATLS, Class A <br>5.53% (CME Term SOFR 1 Month + 1.85%), 08/15/2042<sup>(a) (c)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1218 | 1225613 |
|  BX Commercial Mortgage Trust<br>Series 2019-IMC, Class D<br>5.626% (CME Term SOFR 1 Month + 1.95%), 04/15/2034<sup>(a) (c)</sup> |  | 185 | 183166 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2019-IMC, Class E<br>5.876% (CME Term SOFR 1 Month + 2.20%), 04/15/2034<sup>(a) (c)</sup> |  | 895 | 880630 |
|  Natixis Commercial Mortgage Securities Trust <br>Series 2019-MILE, Class A <br>5.26% (CME Term SOFR 1 Month + 1.58%), 07/15/2036<sup>(a) (c)</sup> |  | 391 | 374260 |
|  |  |  | 2663669 |
|  **Non-Agency Fixed Rate CMBS – 0.3%** |  |  |  |
|  GS Mortgage Securities Trust <br>Series 2011-GC5, Class D <br>5.141%, 08/10/2044<sup>(a)</sup> |  | 19 | 14487 |
|  GSF 2021 1 Issuer LLC 08/26 1<br>Series 2021-1, Class A1<br>1.433%, 08/15/2026<sup>(f)</sup> |  | 162 | 161089 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-1, Class A2<br>2.435%, 08/15/2026<sup>(f)</sup> |  | 1421 | 1408725 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-1, Class AS<br>2.638%, 08/15/2026<sup>(f)</sup> | U.S.$| 40 | $39108 |
|  JPMBB Commercial Mortgage Securities Trust <br>Series 2014-C22, Class XA <br>0.404%, 09/15/2047<sup>(j)</sup> |  | 941 | 17 |
|  Wells Fargo Commercial Mortgage Trust<br>Series 2016-LC25, Class C<br>4.311%, 12/15/2059 |  | 330 | 321866 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2016-NXS6, Class C<br>4.342%, 11/15/2049 |  | 525 | 508888 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2454180 |
|  **Non-Agency Fixed Rate – 0.1%** |  |  |  |
|  Ellington Financial Mortgage Trust <br>Series 2026-CES1, Class A1A <br>4.914%, 12/25/2060<sup>(a)</sup> |  | 711 | 712605 |
|  Total Commercial Mortgage-Backed Securities <br>(cost $5,864,935) |  |  | 5830454 |
|  **CORPORATES - NON-INVESTMENT GRADE – 0.7%** |  |  |  |
|  **Industrial – 0.6%** |  |  |  |
|  **Capital Goods – 0.1%** |  |  |  |
|  Axon Enterprise, Inc. <br>6.125%, 03/15/2030<sup>(a)</sup> |  | 535 | 551478 |
|  **Communications - Media – 0.1%** |  |  |  |
|  VZ Vendor Financing II BV <br>2.875%, 01/15/2029<sup>(a)</sup> | EUR | 561 | 632131 |
|  **Consumer Cyclical - Other – 0.0%** |  |  |  |
|  Hilton Domestic Operating Co., Inc. <br>5.875%, 04/01/2029<sup>(a)</sup> | U.S.$| 383 | 392012 |
|  **Consumer Cyclical - Retailers – 0.1%** |  |  |  |
|  Advance Auto Parts, Inc. <br>7.00%, 08/01/2030<sup>(a)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1074 | 1090958 |
|  **Consumer Non-Cyclical – 0.1%** |  |  |  |
|  Organon & Co./Organon Foreign Debt Co-Issuer BV <br>2.875%, 04/30/2028<sup>(a)</sup> | EUR | 550 | 640651 |
|  **Energy – 0.2%** |  |  |  |
|  Sunoco LP <br>5.625%, 03/15/2031<sup>(a)</sup> | U.S.$| 651 | 654958 |
|  Venture Global Plaquemines LNG LLC <br>6.125%, 12/15/2030<sup>(a)</sup> |  | 550 | 566159 |
|  |  |  | 1221117 |
|  |  |  | 4528347 |
|  **Utility – 0.1%** |  |  |  |
|  **Electric – 0.1%** |  |  |  |
|  Vistra Corp. <br>7.00%, 12/15/2026<sup>(a) (b)</sup> |  | 751 | 762085 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  Total Corporates - Non-Investment Grade <br>(cost $5,198,660) |  |  | $5290432 |
|  **GOVERNMENTS - SOVEREIGN BONDS – 0.4%** |  |  |  |
|  **Colombia – 0.1%** |  |  |  |
|  Colombia Government International Bond<br>3.125%, 04/15/2031 | U.S.$| 248 | 215413 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 01/21/2033 |  | 383 | 380510 |
|  |  |  | 595923 |
|  **Mexico – 0.1%** |  |  |  |
|  Mexico Government International Bond <br>5.375%, 03/22/2033 |  | 612 | 605268 |
|  **Romania – 0.2%** |  |  |  |
|  Romanian Government International Bond <br>5.75%, 09/16/2030<sup>(a)</sup> |  | 1700 | 1751918 |
|  Total Governments - Sovereign Bonds <br>(cost $2,933,356) |  |  | 2953109 |
|  **EMERGING MARKETS - CORPORATE BONDS – 0.4%** |  |  |  |
|  **Industrial – 0.2%** |  |  |  |
|  **Basic – 0.0%** |  |  |  |
|  Braskem Netherlands Finance BV <br>4.50%, 01/10/2028<sup>(a)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;343 | 155722 |
|  **Consumer Cyclical - Other – 0.1%** |  |  |  |
|  Wynn Macau Ltd. <br>5.625%, 08/26/2028<sup>(a)</sup> |  | 483 | 482126 |
|  **Energy – 0.1%** |  |  |  |
|  Ecopetrol SA<br>8.375%, 01/19/2036 |  | 398 | 411671 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.625%, 01/19/2029 |  | 595 | 637394 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1049065 |
|  |  |  | 1686913 |
|  **Utility – 0.2%** |  |  |  |
|  **Electric – 0.0%** |  |  |  |
|  Terraform Global Operating LP <br>6.125%, 03/01/2026<sup>(a)</sup> |  | 24 | 23920 |
|  **Other Utility – 0.2%** |  |  |  |
|  Aegea Finance SARL <br>7.625%, 01/20/2036<sup>(a)</sup> |  | 1115 | 1088240 |
|  |  |  | 1112160 |
|  Total Emerging Markets - Corporate Bonds <br>(cost $2,933,922) |  |  | 2799073 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  **COLLATERALIZED LOAN OBLIGATIONS – 0.2%** |  |  |  |
|  **CLO - Floating Rate – 0.2%** |  |  |  |
|  Ballyrock CLO 27 Ltd. <br>Series 2024-27A, Class A1A <br>5.018% (CME Term SOFR 3 Month + 1.35%), 10/25/2037<sup>(a) (c)</sup> | U.S.$| 580 | $581529 |
|  Dryden 98 CLO Ltd. <br>Series 2022-98A, Class D <br>6.77% (CME Term SOFR 3 Month + 3.10%), 04/20/2035<sup>(a) (c)</sup> |  | 500 | 496250 |
|  OCP CLO Ltd. <br>Series 2024-34A, Class A1 <br>5.032% (CME Term SOFR 3 Month + 1.36%), 10/15/2037<sup>(a) (c)</sup> |  | 456 | 457152 |
|  Total Collateralized Loan Obligations <br>(cost $1,535,715) |  |  | 1534931 |
|  **QUASI-SOVEREIGNS – 0.1%** |  |  |  |
|  **Quasi-Sovereign Bonds – 0.1%** |  |  |  |
|  **Mexico – 0.1%** |  |  |  |
|  Comision Federal de Electricidad <br>4.688%, 05/15/2029<sup>(a)</sup> <br>(cost $1,015,887) |  | 1016 | 1013155 |
|  **LOCAL GOVERNMENTS - US MUNICIPAL BONDS – 0.1%** |  |  |  |
|  **United States – 0.1%** |  |  |  |
|  University of California<br> (University of California)<br>Series 2021-B<br>3.071%, 05/15/2051 <br>(cost $1,452,001) |  | 1465 | 989533 |
|  **GOVERNMENTS - SOVEREIGN AGENCIES – 0.1%** |  |  |  |
|  **Kazakhstan – 0.1%** |  |  |  |
|  Baiterek National Managing Holding JSC <br>4.65%, 10/01/2030<sup>(a)</sup> <br>(cost $732,901) |  | 739 | 735061 |
|  **EMERGING MARKETS - SOVEREIGNS – 0.1%** |  |  |  |
|  **Mexico – 0.1%** |  |  |  |
|  Eagle Funding Luxco SARL <br>5.50%, 08/17/2030<sup>(a)</sup> <br>(cost $717,337) |  | 719 | 729785 |
|  | **Shares** | **Shares** |  |
|  **SHORT-TERM INVESTMENTS – 1.3%** |  |  |  |
|  **Investment Companies – 1.3%** |  |  |  |
|  AB Fixed Income Shares, Inc. - Government Money Market Portfolio - Class AB, 3.54%<sup>(k) (l) (m)</sup> <br>(cost $9,967,813) |  | 9967813 | 9967813 |
|  **Total Investments – 99.3%** <br> (cost $775,121,443)<sup>(n)</sup> |  |  | 779502998 |
|  Other assets less liabilities – 0.7% |  |  | 5888884 |
|  **Net Assets – 100.0%** |  |  | $**785391882** |

---

------

**FUTURES** 

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Number<br>of<br>Contracts** | **Expiration<br>Month** | **Current<br>Notional** | **Value and**<br> **Unrealized**<br> **Appreciation**<br> **(Depreciation)** |
| **Purchased Contracts** |  |  |  |  |
| Australian 10 Yr Bond Futures | 136 | March 2026 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10337076 | $(52793) |
| U.S. T-Note 2 Yr (CBT) Futures | 1127 | March 2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;234970696 | (331139) |
| U.S. T-Note 5 Yr (CBT) Futures | 433 | March 2026 | 47166555 | (69044) |
| **Sold Contracts** |  |  |  |  |
| U.S. 10 Yr Ultra Futures | 298 | March 2026 | 34018563 | 473094 |
| U.S. Ultra Bond (CBT) Futures | 15 | March 2026 | 1761563 | 32969 |
|  |  |  |  | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53087 |

---

**FORWARD CURRENCY EXCHANGE CONTRACTS** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Contracts to<br>Deliver<br>(000)** | **Contracts to<br>Deliver<br>(000)** | **In Exchange<br>For<br>(000)** | **In Exchange<br>For<br>(000)** | **Settlement<br>Date** | **Unrealized<br>Appreciation<br>(Depreciation)** |
| State Street Bank & Trust Co. | EUR | 728 | USD | 875 | 04/16/2026 | $8721 |
| State Street Bank & Trust Co. | AUD | 480 | USD | 333 | 04/22/2026 | (1303) |
|  |  |  |  |  |  | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7418 |

---

**CENTRALLY CLEARED CREDIT DEFAULT SWAPS** 

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **<br>Description** | **Fixed<br>Rate<br>(Pay)<br>Receive** | **Payment<br>Frequency** | **Implied<br>Credit<br>Spread at<br>January 31,<br>2026** | **Notional<br>Amount<br>(000)** | **Notional<br>Amount<br>(000)** | **Market<br>Value** | **Upfront<br>Premiums**<br> **Paid**<br> **(Received)** | **Unrealized<br>Appreciation<br>(Depreciation)** |
| **Buy Contracts** | **Buy Contracts** | **Buy Contracts** | **Buy Contracts** | **Buy Contracts** | **Buy Contracts** | **Buy Contracts** | **Buy Contracts** | **Buy Contracts** |
| &nbsp;&nbsp;&nbsp;&nbsp; iTraxx Australia Series 44, 5 Year Index, 12/20/2030\* | (1.00)% | Quarterly | 0.66% | USD | 21540 | $(352452) | $(322775) | $(29677) |
| **Sale Contracts** | **Sale Contracts** | **Sale Contracts** | **Sale Contracts** | **Sale Contracts** | **Sale Contracts** | **Sale Contracts** | **Sale Contracts** | **Sale Contracts** |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-NAIG Series 45, 5 Year Index, 12/20/2030\* | 1.00 | Quarterly | 0.49 | USD | 21540 | 510232 | 461369 | 48863 |
|  |  |  |  |  |  | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;157780 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138594 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19186 |

---

*\** *Termination date* 

------

**CENTRALLY CLEARED INFLATION (CPI) SWAPS** 

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| | | | **Rate Type** | **Rate Type** | | | | |
| **Notional<br>Amount**<br> **(000)** | **Notional<br>Amount**<br> **(000)** | **Termination<br>Date** | **Payments<br>made<br>by the<br>Fund** | **Payments<br>received<br>by the<br>Fund** | <br>**Payment<br>Frequency<br>Paid/<br>Received** |<br>**Market<br>Value** |<br>**Upfront<br>Premiums<br>Paid<br>(Received)** |<br>**Unrealized<br>Appreciation<br>(Depreciation)** |
| USD | 27630 | 04/15/2026 | 2.583% | CPI# | Maturity | $(53668) | $— | $(53668) |
| USD | 27280 | 04/15/2026 | 2.430% | CPI# | Maturity | 32210 |  | 32210 |
| USD | 4940 | 04/15/2026 | 2.530% | CPI# | Maturity | (4266) |  | (4266) |
| USD | 61010 | 05/13/2027 | 3.263% | CPI# | Maturity | 143416 |  | 143416 |
| USD | 29760 | 07/08/2027 | 2.770% | CPI# | Maturity | 568219 |  | 568219 |
| USD | 29760 | 07/08/2027 | 2.778% | CPI# | Maturity | 556359 |  | 556359 |
| USD | 78560 | 10/15/2027 | 2.841% | CPI# | Maturity | (501990) |  | (501990) |
|  |  |  |  |  |  | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;740280 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;740280 |

---

*#* *Variable interest rate based on the rate of inflation as determined by the Consumer Price Index (CPI).* 

**CENTRALLY CLEARED INTEREST RATE SWAPS** 

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | | | **Rate Type** | **Rate Type** | | | | |
| **Notional<br>Amount**<br> **(000)** | **Notional<br>Amount**<br> **(000)** | <br>**Termination<br>Date** | **Payments<br>made<br>by the<br>Fund** | **Payments<br>received<br>by the<br>Fund** | <br>**Payment<br>Frequency<br>Paid/<br>Received** |<br>**Market<br>Value** |<br>**Upfront<br>Premiums<br>Paid<br>(Received)** |<br>**Unrealized<br>Appreciation<br>(Depreciation)** |
| USD | 5400 | 10/04/2026 | 1.170% | 1 Day SOFR | Annual | $136810 | $106388 | $30422 |
| USD | 1080 | 11/08/2026 | 1.451% | 1 Day SOFR | Annual | 23342 | 21862 | 1480 |
| USD | 1080 | 11/09/2026 | 1.470% | 1 Day SOFR | Annual | 23064 | 21924 | 1140 |
| USD | 7030 | 04/04/2027 | 2.235% | 1 Day SOFR | Annual | 211944 | 151549 | 60395 |
| USD | 20920 | 06/05/2027 | 0.345% | 1 Day SOFR | Annual | 1373810 | 982616 | 391194 |
| USD | 715 | 07/12/2027 | 2.000% | 1 Day SOFR | Annual | 22580 | 20192 | 2388 |
| USD | 5395 | 06/04/2029 | 1.985% | 1 Day SOFR | Annual | 321965 | 306237 | 15728 |
| USD | 3170 | 09/27/2029 | 1.300% | 1 Day SOFR | Annual | 262210 | 262257 | (47) |
| USD | 40300 | 05/21/2031 | 1.394% | 1 Day SOFR | Annual | 4995813 | 4294190 | 701623 |
| USD | 1490 | 11/10/2035 | 2.410% | 1 Day SOFR | Annual | 180191 | 140284 | 39907 |
| USD | 595 | 03/06/2042 | 3.500% | 1 Day SOFR | Annual | 47579 |  | 47579 |
|  |  |  |  |  |  | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7599308 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6307499 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1291809 |

---

*(a)* *Security is exempt from registration under Rule 144A or Regulation S of the Securities Act of 1933. These securities are considered restricted, but liquid and may be resold in transactions exempt from registration. At January 31, 2026, the aggregate market value of these securities amounted to $116,852,497 or 14.9% of net assets.* 

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

*(c)* *Floating Rate Security. Stated interest/floor/ceiling rate was in effect at January 31, 2026.* 

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

*(e)* *Non-income producing security.* 

------

*(f)* *Security is exempt from registration under Rule 144A or Regulation S of the Securities Act of 1933. These securities, which represent 0.42% of net assets as of January 31, 2026, are considered illiquid and restricted. Additional information regarding such securities follows:* 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **144A/Restricted & Illiquid Securities** | **Acquisition<br>Date** | **Cost** | | **Market<br>Value** | | **Percentage<br>of<br>Net Assets** |
|  *GSF 2021 1 Issuer LLC 08/26 1<br>Series 2021-1, Class A1 <br>1.433%, 08/15/2026* | *04/06/2022-08/03/2023* | $*143850* | | $*161089* | | *0.02%* |
|  *GSF 2021 1 Issuer LLC 08/26 1<br>Series 2021-1, Class A2 <br>2.435%, 08/15/2026* | *02/25/2021-09/06/2022* | *1426210* | | *1408725* | | *0.18%* |
|  *GSF 2021 1 Issuer LLC 08/26 1<br>Series 2021-1, Class AS <br>2.638%, 08/15/2026* | *02/25/2021-04/01/2021* | *40118* | | *39108* | | *0.01%* |
|  *Tricolor Auto Securitization Trust <br>Series 2024-2A, Class A <br>6.36%, 12/15/2027* | *05/14/2024* | *98356* | | *91963* | | *0.01%* |
|  *Tricolor Auto Securitization Trust <br>Series 2025-1A, Class A <br>4.94%, 02/15/2029* | *03/11/2025* | *1024160* | | *591547* | | *0.08%* |
|  *Tricolor Auto Securitization Trust <br>Series 2025-2A, Class A <br>5.12%, 01/16/2029* | *06/10/2025* | *1568525* | | *951282* | | *0.12%* |

---

*(g)* *Fair valued by the Adviser.* 

*(h)* *Defaulted.* 

*(i)* *Inverse interest only security.* 

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

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

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

*(m)* *Affiliated investments.* 

*(n)* *As of January 31, 2026, the cost basis of investment securities owned was substantially identical for both book and tax purposes. Gross unrealized appreciation of investments was $10,988,170 and gross unrealized depreciation of investments was $(4,494,835), resulting in net unrealized appreciation of $6,493,335.* 

*Currency Abbreviations:* 

*AUD – Australian Dollar* 

*EUR – Euro* 

*USD – United States Dollar* 

*Glossary:* 

*ABS – Asset-Backed Securities* 

*CBT – Chicago Board of Trade* 

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

*CLO – Collateralized Loan Obligations* 

*CMBS – Commercial Mortgage-Backed Securities* 

*CME – Chicago Mercantile Exchange* 

*REIT – Real Estate Investment Trust* 

*SOFR – Secured Overnight Financing Rate* 

*TIPS – Treasury Inflation Protected Security* 

------

**AB Bond Inflation Strategy** 

**January 31, 2026 (unaudited)** 

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

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

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

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

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

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

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

------

The following table summarizes the valuation of the Fund's investments by the above fair value hierarchy levels as of January 31, 2026:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Investments in Securities:** | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets:** |  |  |  |  |
| Inflation-Linked Securities | $— | $592439261 | $— | $592439261 |
| Corporates - Investment Grade |  | 82025989 |  | 82025989 |
| Asset-Backed Securities |  | 37891767 | 1634792 | 39526559 |
| Collateralized Mortgage Obligations |  | 33667843 |  | 33667843 |
| Commercial Mortgage-Backed Securities |  | 5830454 |  | 5830454 |
| Corporates - Non-Investment Grade |  | 5290432 |  | 5290432 |
| Governments - Sovereign Bonds |  | 2953109 |  | 2953109 |
| Emerging Markets - Corporate Bonds |  | 2799073 |  | 2799073 |
| Collateralized Loan Obligations |  | 1534931 |  | 1534931 |
| Quasi-Sovereigns |  | 1013155 |  | 1013155 |
| Local Governments - US Municipal Bonds |  | 989533 |  | 989533 |
| Governments - Sovereign Agencies |  | 735061 |  | 735061 |
| Emerging Markets - Sovereigns |  | 729785 |  | 729785 |
| Short-Term Investments | 9967813 |  |  | 9967813 |
| Total Investments in Securities | 9967813 | 767900393 | 1634792 | 779502998 |
| **Other Financial Instruments<sup>(a)</sup>:** |  |  |  |  |
| **Assets:** |  |  |  |  |
| Futures | 506063 |  |  | 506063 |
| Forward Currency Exchange Contracts |  | 8721 |  | 8721 |
| Centrally Cleared Credit Default Swaps |  | 510232 |  | 510232 |
| Centrally Cleared Inflation (CPI) Swaps |  | 1300204 |  | 1300204 |
| Centrally Cleared Interest Rate Swaps |  | 7599308 |  | 7599308 |
| **Liabilities:** |  |  |  |  |
| Futures | (452976) |  |  | (452976) |
| Forward Currency Exchange Contracts |  | (1303) |  | (1303) |
| Centrally Cleared Credit Default Swaps |  | (352452) |  | (352452) |
| Centrally Cleared Inflation (CPI) Swaps |  | (559924) |  | (559924) |
| **Total** | $**10020900** | $**776405179** | $**1634792** | $**788060871** |

---

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

A summary of the Fund's transactions in AB mutual funds for the three months ended January 31, 2026 is as follows:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Fund** | **Market Value**<br> **10/31/2025**<br> **(000)** | **Purchases**<br> **at Cost**<br> **(000)** | **Sales**<br> **Proceeds**<br> **(000)** | **Market Value**<br> **01/31/2026**<br> **(000)** | **Dividend**<br> **Income**<br> **(000)** |
| AB Government Money Market Portfolio | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14924 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50554 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55510 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9968 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87 |

---

## 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:** 2026-10-31

- **b. Date as of which information is reported:** 2026-01-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $782640970.20

**Total Liabilities:** $580231.38

**Net Assets:** $782060738.82

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -393.83000000 | **1-Year:** -8621.51000000 | **5-Year:** -24143.03000000 | **10-Year:** -18079.72000000 | **30-Year:** -2043.96000000

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

- **3-Month:** -296.86000000 | **1-Year:** -2349.33000000 | **5-Year:** -2935.58000000 | **10-Year:** -1452.92000000 | **30-Year:** -0.03000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000082621 | 0.23%                | -0.03%               | 0.47%                |
| Class ID C000082622 | 0.18%                | -0.05%               | 0.39%                |
| Class ID C000082623 | 0.34%                | -0.09%               | 0.57%                |
| Class ID C000085359 | 0.25%                | -0.01%               | 0.49%                |
| Class ID C000085437 | 0.25%                | 0.00%                | 0.48%                |
| Class ID C000085438 | 0.26%                | 0.00%                | 0.49%                |
| Class ID C000152483 | 0.25%                | 0.00%                | 0.48%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $338556.21               | $-284735.34                                |
| Month 2  | $92665.75                | $-2728703.13                               |
| Month 3  | $90773.45                | $5126663.50                                |

**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      | $1322511.43   | 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        |    334196 | PA      | $314060.94    | 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      | $1069082.55   | 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        |    902040 | PA      | $903205.74    | 0.12%             | 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        |   1168930 | PA      | $1167687.74   | 0.15%             | 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      | $115315.56    | 0.01%             | 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        |    131490 | PA      | $131577.55    | 0.02%             | 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      | $1090958.46   | 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      | $1088240.00   | 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        |    377322 | PA      | $377934.98    | 0.05%             | 2030-04-15      | Fixed         | 5.08%                 | 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      | $698200.48    | 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        |   9967813 | NS      | $9967812.53   | 1.27%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLY FINANCIAL INC                            | Ally Financial Inc                                                                                                                 | CUSIP: 02005NBT6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    575000 | PA      | $606366.25    | 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      | $274011.42    | 0.04%             | 2029-05-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                  | Alphabet Inc                                                                                                                       | CUSIP: 02079KAY3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    142000 | PA      | $141295.68    | 0.02%             | 2035-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                  | Alphabet Inc                                                                                                                       | CUSIP: 02079KBA4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    252000 | PA      | $246138.48    | 0.03%             | 2055-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                  | Alphabet Inc                                                                                                                       | CUSIP: 02079KBB2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    252000 | PA      | $247217.04    | 0.03%             | 2075-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                | Amazon.com Inc                                                                                                                     | CUSIP: 023135CS3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1138000 | PA      | $1141937.48   | 0.15%             | 2028-11-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                       | American Electric Power Co Inc                                                                                                     | CUSIP: 025537BA8<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    399000 | PA      | $427835.73    | 0.05%             | 2054-12-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                       | American Electric Power Co Inc                                                                                                     | CUSIP: 02557TAF6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    254000 | PA      | $252206.76    | 0.03%             | 2056-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                           | American Express Co                                                                                                                | CUSIP: 025816DP1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    987000 | PA      | $998350.50    | 0.13%             | 2028-02-16      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                        | American Honda Finance Corp                                                                                                        | CUSIP: 02665WGR6<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     63000 | PA      | $63144.90     | 0.01%             | 2029-01-08      | Fixed         | 4.15%                 | 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        |     63836 | PA      | $63940.20     | 0.01%             | 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      | $1107647.32   | 0.14%             | 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        |     45672 | PA      | $45915.94     | 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      | $908682.30    | 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      | $58741.80     | 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      | $290453.24    | 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      | $111139.47    | 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      | $50410.22     | 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      | $22575.96     | 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      | $397467.20    | 0.05%             | 2030-07-17      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                | AutoNation Inc                                                                                                                     | CUSIP: 05329WAU6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    238000 | PA      | $238326.06    | 0.03%             | 2029-01-15      | Fixed         | 4.45%                 | 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        |   1063148 | PA      | $1065372.21   | 0.14%             | 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      | $203125.14    | 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      | $1308707.86   | 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      | $551478.00    | 0.07%             | 2030-03-05      | Fixed         | 6.12%                 | 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      | $1317793.86   | 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      | $295005.10    | 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      | $988698.33    | 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      | $183166.44    | 0.02%             | 2034-04-15      | Floating      | 5.63%                 | 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      | $880630.37    | 0.11%             | 2034-04-15      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| BAITEREK NATIONAL MANAGI                      | Baiterek National Managing Holding JSC                                                                                             | CUSIP: 05709VAC8<br>LEI: 984500B4F78F04253804 | Long             | DBT              | NUSS              | KZ        |    739000 | PA      | $735061.13    | 0.09%             | 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      | $581528.81    | 0.07%             | 2037-10-25      | Floating      | 5.02%                 | 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      | $232520.00    | 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      | $207316.00    | 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      | $883128.00    | 0.11%             | 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      | $214632.00    | 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      | $410034.18    | 0.05%             | 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      | $312841.34    | 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        |    875000 | PA      | $884660.00    | 0.11%             | 2028-10-16      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                        | Banque Federative du Credit Mutuel SA                                                                                              | CUSIP: 06675DCS9<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    232000 | PA      | $231336.48    | 0.03%             | 2036-01-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                        | Banque Federative du Credit Mutuel SA                                                                                              | CUSIP: 06675DCU4<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    672000 | PA      | $670662.72    | 0.09%             | 2031-01-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                  | Barclays PLC                                                                                                                       | CUSIP: 06738ECP8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    329000 | PA      | $334566.68    | 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      | $575668.68    | 0.07%             | 2035-09-10      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                      | Baxter International Inc                                                                                                           | CUSIP: 071813DE6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    668000 | PA      | $672989.96    | 0.09%             | 2035-12-15      | Fixed         | 5.65%                 | 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      | $1225612.50   | 0.16%             | 2042-08-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                     | Boeing Co/The                                                                                                                      | CUSIP: 097023DB8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    454000 | PA      | $447267.18    | 0.06%             | 2028-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                  | Broadcom Inc                                                                                                                       | CUSIP: 11135FCZ2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1091000 | PA      | $1090039.92   | 0.14%             | 2031-01-15      | Fixed         | 4.30%                 | 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        |      2463 | PA      | $2461.08      | 0.00%             | 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      | $1014124.05   | 0.13%             | 2035-03-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                      | Capital One Financial Corp                                                                                                         | CUSIP: 14040HDA0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    949000 | PA      | $1018495.27   | 0.13%             | 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        |    118382 | PA      | $118436.62    | 0.02%             | 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      | $1115245.56   | 0.14%             | 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        |     57727 | PA      | $56265.19     | 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        |    129765 | PA      | $127156.85    | 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      | $1169372.94   | 0.15%             | 2028-09-11      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                            | Cenovus Energy Inc                                                                                                                 | CUSIP: 15135UBA6<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    276000 | PA      | $275677.08    | 0.04%             | 2031-03-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                            | Cenovus Energy Inc                                                                                                                 | CUSIP: 15135UBB4<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    291000 | PA      | $290426.73    | 0.04%             | 2036-03-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                      | CenterPoint Energy Houston Electric LLC                                                                                            | CUSIP: 15189XBB3<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     39000 | PA      | $39634.14     | 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      | $901196.52    | 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      | $35066.85     | 0.00%             | 2035-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                 | Citigroup Inc                                                                                                                      | CUSIP: 172967NB3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    480000 | PA      | $475944.00    | 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      | $45090.23     | 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      | $88704.30     | 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      | $1043904.68   | 0.13%             | 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        |    383958 | PA      | $357142.55    | 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      | $215412.80    | 0.03%             | 2031-04-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                          | Colombia Government International Bond                                                                                             | CUSIP: 195325EV3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    383000 | PA      | $380510.50    | 0.05%             | 2033-01-21      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                      | Comision Federal de Electricidad                                                                                                   | CUSIP: 200447AL4<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |   1016000 | PA      | $1013155.20   | 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: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |   1440418 | PA      | $1443258.11   | 0.18%             | 2045-07-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                              | Fannie Mae Connecticut Avenue Securities                                                                                           | CUSIP: 20753XAB0<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |   2282827 | PA      | $2346611.47   | 0.30%             | 2042-03-25      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                              | Fannie Mae Connecticut Avenue Securities                                                                                           | CUSIP: 20753YCK6<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    573097 | PA      | $586306.89    | 0.07%             | 2042-03-25      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                              | Fannie Mae Connecticut Avenue Securities                                                                                           | CUSIP: 20754VAB3<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    807092 | PA      | $809117.90    | 0.10%             | 2045-03-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                              | Fannie Mae Connecticut Avenue Securities                                                                                           | CUSIP: 20754YAA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    580013 | PA      | $580202.10    | 0.07%             | 2045-09-25      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                              | Fannie Mae Connecticut Avenue Securities                                                                                           | CUSIP: 20754YAB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    738629 | PA      | $739937.69    | 0.09%             | 2045-09-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                              | Fannie Mae Connecticut Avenue Securities                                                                                           | CUSIP: 20755AAB8<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    623381 | PA      | $636730.95    | 0.08%             | 2043-01-25      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                              | Fannie Mae Connecticut Avenue Securities                                                                                           | CUSIP: 20755TAA9<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    408036 | PA      | $408424.71    | 0.05%             | 2045-05-25      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                              | Fannie Mae Connecticut Avenue Securities                                                                                           | CUSIP: 20755TAB7<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    595821 | PA      | $596884.15    | 0.08%             | 2045-05-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                         | Continental Resources Inc/OK                                                                                                       | CUSIP: 212015AV3<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   1803000 | PA      | $1583953.53   | 0.20%             | 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        |    353000 | PA      | $373293.97    | 0.05%             | 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      | $337688.89    | 0.04%             | 2031-05-27      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                            | Credit Agricole SA                                                                                                                 | CUSIP: 22535WAT4<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    418000 | PA      | $418209.00    | 0.05%             | 2032-01-12      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                  | UBS Group AG                                                                                                                       | CUSIP: 225401AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    614000 | PA      | $607921.40    | 0.08%             | 2031-04-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                               | Danske Bank A/S                                                                                                                    | CUSIP: 23636ABJ9<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    419000 | PA      | $422041.94    | 0.05%             | 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      | $265442.22    | 0.03%             | 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      | $294442.53    | 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      | $236115.21    | 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      | $263490.24    | 0.03%             | 2029-01-10      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Dext ABS                                      | Dext ABS 2023-1 LLC                                                                                                                | CUSIP: 25216BAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    330483 | PA      | $332115.31    | 0.04%             | 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      | $2082798.74   | 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      | $340096.35    | 0.04%             | 2028-08-09      | Fixed         | 5.97%                 | 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      | $496250.00    | 0.06%             | 2035-04-20      | Floating      | 6.77%                 | 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      | $938698.67    | 0.12%             | 2043-07-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust            | Ellington Financial Mortgage Trust 2017-1                                                                                          | CUSIP: 26846MAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    710959 | PA      | $712604.73    | 0.09%             | 2060-12-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                       | Eni SpA                                                                                                                            | CUSIP: 26874RAQ1<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |   1033000 | PA      | $1082346.41   | 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      | $729785.00    | 0.09%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                 | PURCHASED USD / SOLD AUD                                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-1302.52     | -0.00%            |  |  |  | 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      | $8720.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                  | Ecopetrol SA                                                                                                                       | CUSIP: 279158AT6<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    595000 | PA      | $637393.75    | 0.08%             | 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      | $411671.30    | 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      | $490065.20    | 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      | $233267.58    | 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      | $367941.12    | 0.05%             | 2028-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Equify ABS, LLC                               | Equify ABS 2024-1 LLC                                                                                                              | CUSIP: 29445TAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    390404 | PA      | $391173.85    | 0.05%             | 2033-04-18      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                   | FIGRE Trust 2025-HE8                                                                                                               | CUSIP: 30191WAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1547168 | PA      | $1560834.79   | 0.20%             | 2055-11-25      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae REMICS                                                                                                                  | CUSIP: 3136ALP47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    524414 | PA      | $57000.32     | 0.01%             | 2044-12-25      | Floating      | 2.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae REMICS                                                                                                                  | CUSIP: 3136ATV27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    617627 | PA      | $67886.03     | 0.01%             | 2046-10-25      | Floating      | 2.19%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae REMICS                                                                                                                  | CUSIP: 3136AXSW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    666396 | PA      | $74551.41     | 0.01%             | 2047-08-25      | Floating      | 2.34%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae REMICS                                                                                                                  | CUSIP: 3136B0CN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    951482 | PA      | $105702.56    | 0.01%             | 2047-12-25      | Floating      | 2.39%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac REMICS                                                                                                                 | CUSIP: 3137AJ7M0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1222040 | PA      | $135050.34    | 0.02%             | 2041-11-15      | Floating      | 2.78%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac REMICS                                                                                                                 | CUSIP: 3137BYRV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    803431 | PA      | $87813.83     | 0.01%             | 2047-06-15      | Floating      | 2.33%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac REMICS                                                                                                                 | CUSIP: 3137FR3C3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    922104 | PA      | $99665.97     | 0.01%             | 2050-02-25      | Floating      | 2.24%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac REMICS                                                                                                                 | CUSIP: 3137FTV38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1981071 | PA      | $197078.72    | 0.03%             | 2050-06-25      | Floating      | 2.29%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                   | FIGRE Trust 2025-HE7                                                                                                               | CUSIP: 31684RAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1333249 | PA      | $1342818.41   | 0.17%             | 2055-11-25      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                    | Fiserv Inc                                                                                                                         | CUSIP: 337738BP2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    694000 | PA      | $689655.56    | 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        |    231515 | PA      | $231444.25    | 0.03%             | 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      | $694351.46    | 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      | $994364.60    | 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      | $473825.80    | 0.06%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                         | Foundry JV Holdco LLC                                                                                                              | CUSIP: 350930AB9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    303000 | PA      | $317528.85    | 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        |     34427 | PA      | $34355.29     | 0.00%             | 2051-01-25      | Floating      | 5.70%                 | 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        |    128883 | PA      | $129362.59    | 0.02%             | 2034-01-25      | Floating      | 5.35%                 | 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        |   2000962 | PA      | $2007813.57   | 0.26%             | 2041-10-25      | Floating      | 5.20%                 | 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      | $1787974.26   | 0.23%             | 2041-12-25      | Floating      | 6.05%                 | 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      | $1092925.67   | 0.14%             | 2042-04-25      | Floating      | 6.60%                 | 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      | $2112259.73   | 0.27%             | 2042-05-25      | Floating      | 7.05%                 | 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      | $3856550.16   | 0.49%             | 2042-06-25      | Floating      | 8.20%                 | 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        |    528633 | PA      | $529938.33    | 0.07%             | 2044-02-25      | Floating      | 5.05%                 | 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        |    361453 | PA      | $362249.92    | 0.05%             | 2045-05-25      | Floating      | 4.80%                 | 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        |    329513 | PA      | $329902.93    | 0.04%             | 2045-05-25      | Floating      | 4.90%                 | 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        |   1580804 | PA      | $1582747.72   | 0.20%             | 2045-09-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                           | Freddie Mac STACR REMIC Trust 2025-DNA4                                                                                            | CUSIP: 35564UBR7<br>LEI: 529900ZVQVVVNGMGDO97 | Long             | ABS-MBS          | USGSE             | US        |   1341135 | PA      | $1344084.14   | 0.17%             | 2045-10-25      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| GCI Funding I LLC                             | GCI Funding I LLC                                                                                                                  | CUSIP: 36166VAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    342416 | PA      | $319958.08    | 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      | $396189.72    | 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      | $859272.05    | 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      | $14486.98     | 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        |    161519 | PA      | $161088.93    | 0.02%             | 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      | $1408725.12   | 0.18%             | 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      | $39108.00     | 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      | $97448.84     | 0.01%             | 2028-04-10      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                        | General Motors Financial Co Inc                                                                                                    | CUSIP: 37045XEU6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    421000 | PA      | $437145.35    | 0.06%             | 2029-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                        | General Motors Financial Co Inc                                                                                                    | CUSIP: 37045XEZ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    230000 | PA      | $233845.60    | 0.03%             | 2029-10-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GENMAB A/S/GENMAB FIN                         | GENMAB A/S/GENMAB FINANCE LLC                                                                                                      | CUSIP: 37230JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |    371000 | PA      | $380675.68    | 0.05%             | 2032-12-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                          | Glencore Funding LLC                                                                                                               | CUSIP: 378272BQ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    543000 | PA      | $599309.10    | 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      | $112754.91    | 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      | $209613.24    | 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      | $91597.91     | 0.01%             | 2030-04-01      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                           | Global Payments Inc                                                                                                                | CUSIP: 37940XAW2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    302000 | PA      | $301975.84    | 0.04%             | 2030-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                           | Global Payments Inc                                                                                                                | CUSIP: 37940XAX0<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    310000 | PA      | $310257.30    | 0.04%             | 2032-11-15      | Fixed         | 5.20%                 | 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      | $768738.00    | 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        |    584061 | PA      | $76467.53     | 0.01%             | 2047-09-20      | Floating      | 2.41%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Government National Mortgage Association                                                                                           | CUSIP: 38380GHH0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    520575 | PA      | $64495.30     | 0.01%             | 2047-08-20      | Floating      | 2.41%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                             | HSBC Holdings PLC                                                                                                                  | CUSIP: 404280DS5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    591000 | PA      | $691139.04    | 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      | $1536926.56   | 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      | $392011.99    | 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      | $1081035.27   | 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      | $507981.78    | 0.06%             | 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      | $255029.04    | 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      | $153408.45    | 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      | $180990.95    | 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      | $204732.32    | 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      | $381364.20    | 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      | $408550.80    | 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      | $497814.07    | 0.06%             | 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        |    110005 | PA      | $112044.57    | 0.01%             | 2047-04-25      | Floating      | 5.89%                 | 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        |    940585 | PA      | $17.12        | 0.00%             | 2047-09-15      | Variable      | 0.40%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                      | JP Morgan Mortgage Trust 2026-CES1                                                                                                 | CUSIP: 46660BAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1404071 | PA      | $1405054.69   | 0.18%             | 2056-06-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                      | JP Morgan Mortgage Trust 2025-HE3                                                                                                  | CUSIP: 46660CAA5<br>LEI: 529900FDW9QWEZPAFE21 | Long             | ABS-O            | CORP              | US        |   1479637 | PA      | $1485948.50   | 0.19%             | 2056-03-20      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                      | JP Morgan Mortgage Trust Series 2025-CES7                                                                                          | CUSIP: 46660GAA6<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |   1003205 | PA      | $1008872.35   | 0.13%             | 2056-04-25      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                  | KBC Group NV                                                                                                                       | CUSIP: 48241FAE4<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |    200000 | PA      | $199302.00    | 0.03%             | 2031-09-23      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| LGENERGYSOLUTION                              | LG Energy Solution Ltd                                                                                                             | CUSIP: 50205MAG4<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |   1712000 | PA      | $1762774.50   | 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        |   1032523 | PA      | $1035850.28   | 0.13%             | 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        |    288032 | PA      | $291652.21    | 0.04%             | 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        |   1052274 | PA      | $1057528.23   | 0.14%             | 2030-05-15      | Fixed         | 5.18%                 | 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        |    180815 | PA      | $174972.41    | 0.02%             | 2036-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| LINCOLN FIN GLBL FUNDING                      | Lincoln Financial Global Funding                                                                                                   | CUSIP: 53359KAD3<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |    167000 | PA      | $166858.05    | 0.02%             | 2029-01-12      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                      | Lloyds Banking Group PLC                                                                                                           | CUSIP: 539439BD0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1036000 | PA      | $1052368.80   | 0.13%             | 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        |    433247 | PA      | $433967.21    | 0.06%             | 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      | $736972.27    | 0.09%             | 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        |    278279 | PA      | $265316.07    | 0.03%             | 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      | $1108613.35   | 0.14%             | 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      | $651276.80    | 0.08%             | 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      | $1632875.65   | 0.21%             | 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      | $1320470.86   | 0.17%             | 2030-05-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                | Morgan Stanley                                                                                                                     | CUSIP: 61748UAK8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    652000 | PA      | $651276.28    | 0.08%             | 2029-10-18      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                | Morgan Stanley                                                                                                                     | CUSIP: 61748UAR3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    289000 | PA      | $289910.35    | 0.04%             | 2030-01-09      | Fixed         | 4.24%                 | 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      | $374260.35    | 0.05%             | 2036-07-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                             | NatWest Group PLC                                                                                                                  | CUSIP: 639057AB4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    270000 | PA      | $249652.80    | 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      | $814151.72    | 0.10%             | 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        |   1598400 | PA      | $1513882.52   | 0.19%             | 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      | $1929890.58   | 0.25%             | 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: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |    793000 | PA      | $717472.78    | 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: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |    757855 | PA      | $668384.91    | 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      | $1083828.18   | 0.14%             | 2030-10-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                         | Novartis Capital Corp                                                                                                              | CUSIP: 66989HAX6<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   1132000 | PA      | $1135339.40   | 0.15%             | 2028-11-05      | Fixed         | 3.90%                 | 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        |   1461524 | PA      | $1465500.18   | 0.19%             | 2028-04-17      | Fixed         | 4.82%                 | 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      | $1018556.70   | 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      | $457151.72    | 0.06%             | 2037-10-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                      | Octane Receivables Trust 2021-2                                                                                                    | CUSIP: 67578AAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    187239 | PA      | $187043.31    | 0.02%             | 2028-09-20      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                      | Omega Healthcare Investors Inc                                                                                                     | CUSIP: 681936BP4<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |    181000 | PA      | $184191.03    | 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      | $1105732.12   | 0.14%             | 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        |     52494 | PA      | $52507.11     | 0.01%             | 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        |    250247 | PA      | $250521.32    | 0.03%             | 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      | $804449.25    | 0.10%             | 2035-08-03      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                   | Oracle Corp                                                                                                                        | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    703000 | PA      | $670036.33    | 0.09%             | 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      | $569559.23    | 0.07%             | 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        |    174023 | PA      | $174410.60    | 0.02%             | 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        |    200955 | PA      | $201906.22    | 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      | $479430.67    | 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        |    409038 | PA      | $412823.10    | 0.05%             | 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        |    276660 | PA      | $278736.92    | 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        |    211323 | PA      | $211762.70    | 0.03%             | 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      | $896266.25    | 0.11%             | 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      | $1037872.08   | 0.13%             | 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      | $65268.06     | 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      | $1128715.56   | 0.14%             | 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        |    813779 | PA      | $814019.00    | 0.10%             | 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      | $654802.47    | 0.08%             | 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      | $585587.50    | 0.07%             | 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      | $1105796.70   | 0.14%             | 2035-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                       | Public Service Electric and Gas Co                                                                                                 | CUSIP: 74456QCX2<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   1167000 | PA      | $1163755.74   | 0.15%             | 2031-01-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                   | RCKT Mortgage Trust 2026-CES1                                                                                                      | CUSIP: 74939BAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2468292 | PA      | $2468918.95   | 0.32%             | 2056-01-25      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                          | Raizen Fuels Finance SA                                                                                                            | CUSIP: 75102XAE6<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |    975000 | PA      | $792565.80    | 0.10%             | 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      | $1044749.72   | 0.13%             | 2030-06-15      | Fixed         | 4.75%                 | 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        |    225334 | PA      | $226146.87    | 0.03%             | 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      | $1829417.36   | 0.23%             | 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      | $919511.42    | 0.12%             | 2029-09-09      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                            | Roche Holdings Inc                                                                                                                 | CUSIP: 771196CS9<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    213000 | PA      | $212324.79    | 0.03%             | 2030-12-02      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                       | Romanian Government International Bond                                                                                             | CUSIP: 77586RAY6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   1700000 | PA      | $1751918.00   | 0.22%             | 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        |     36316 | PA      | $36328.14     | 0.00%             | 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      | $1119419.86   | 0.14%             | 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      | $1359893.98   | 0.17%             | 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      | $822296.16    | 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      | $552856.26    | 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        |   1373960 | PA      | $1376509.80   | 0.18%             | 2035-08-25      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                        | Standard Chartered PLC                                                                                                             | CUSIP: 853254AA8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $388448.00    | 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      | $321981.88    | 0.04%             | 2029-01-21      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                     | Sunoco LP                                                                                                                          | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    651000 | PA      | $654958.08    | 0.08%             | 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      | $327294.81    | 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      | $1008525.77   | 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      | $1087738.75   | 0.14%             | 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      | $195893.76    | 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      | $216813.05    | 0.03%             | 2036-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                          | Targa Resources Corp                                                                                                               | CUSIP: 87612GAR2<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    425000 | PA      | $427180.25    | 0.05%             | 2029-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                    | TELUS Corp                                                                                                                         | CUSIP: 87971MCM3<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |    681000 | PA      | $712189.80    | 0.09%             | 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        |     24000 | PA      | $23920.32     | 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        |    221296 | PA      | $221897.44    | 0.03%             | 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      | $322404.85    | 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      | $91962.54     | 0.01%             | 2027-12-15      | Fixed         | 6.36%                 | No            |                  3 | 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      | $591547.00    | 0.08%             | 2029-02-15      | Fixed         | 4.94%                 | No            |                  3 | On Loan: No      |
| Tricolor Auto Securitization Trust            | Tricolor Auto Securitization Trust                                                                                                 | CUSIP: 89617QAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1568573 | PA      | $951282.32    | 0.12%             | 2029-01-16      | Fixed         | 5.12%                 | No            |                  3 | On Loan: No      |
| UBS GROUP AG                                  | UBS Group AG                                                                                                                       | CUSIP: 902613AE8<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    239000 | PA      | $212019.29    | 0.03%             | 2032-02-11      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                  | UBS Group AG                                                                                                                       | CUSIP: 902613BV9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    439000 | PA      | $441528.64    | 0.06%             | 2031-01-08      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                 | UniCredit SpA                                                                                                                      | CUSIP: 904678AW9<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    204000 | PA      | $202478.16    | 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        |    329817 | PA      | $330020.16    | 0.04%             | 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      | $605268.00    | 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        |  19794589 | PA      | $19729638.39  | 2.52%             | 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        |  53847658 | PA      | $52484639.38  | 6.71%             | 2029-07-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                        | U.S. Treasury Inflation-Indexed Notes                                                                                              | CUSIP: 912828ZZ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 266418392 | PA      | $254450376.55 | 32.54%            | 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        |  99728526 | PA      | $101271201.83 | 12.95%            | 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        |  99590200 | PA      | $100072590.08 | 12.80%            | 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        |  55032529 | PA      | $57173637.82  | 7.31%             | 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      | $989533.22    | 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        |   1221836 | PA      | $1228442.24   | 0.16%             | 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      | $916072.20    | 0.12%             | 2028-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                         | Venture Global Plaquemines LNG LLC                                                                                                 | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    550000 | PA      | $566159.00    | 0.07%             | 2030-12-15      | Fixed         | 6.12%                 | 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      | $942670.17    | 0.12%             | 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      | $762084.76    | 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      | $301560.96    | 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      | $23003.91     | 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      | $321866.13    | 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      | $508887.44    | 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      | $1056631.50   | 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      | $156383.68    | 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      | $412991.16    | 0.05%             | 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      | $482125.77    | 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      | $143415.60    | 0.02%             |  |  |  | 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      | $556359.03    | 0.07%             |  |  |  | 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      | $568218.99    | 0.07%             |  |  |  | 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      | $23342.10     | 0.00%             |  |  |  | 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      | $4995813.73   | 0.64%             |  |  |  | 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      | $23063.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                   | Long: BS2LF71   IRS USD R V 00MSOFR IS2LF82 CCPOIS / Short: BS2LF71   IRS USD P F  2.41000 IS2LF71 CCPOIS                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   1490000 | OU      | $180191.66    | 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      | $136809.92    | 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      | $321964.45    | 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      | $211944.21    | 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      | $262210.19    | 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      | $22580.63     | 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      | $1373809.38   | 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      | $47579.24     | 0.01%             |  |  |  | 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      | $-53667.96    | -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      | $32210.31     | 0.00%             |  |  |  | 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      | $-4265.74     | -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      | $-501990.54   | -0.06%            |  |  |  | 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      | $510232.12    | 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      | $-352452.70   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                      | Svenska Handelsbanken AB                                                                                                           | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |   1400000 | PA      | $1339142.00   | 0.17%             | 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      | $632131.03    | 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: 549300SH15FO4Y2G3V63 | Long             | DBT              | CORP              | US        |    550000 | PA      | $640650.61    | 0.08%             | 2028-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ISRAEL ELECTRIC CORP LTD                      | Israel Electric Corp Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |    272000 | PA      | $271491.36    | 0.03%             | 2038-01-28      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                        | US ULTRA BOND CBT MAR26                                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -15 | NC      | $32969.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                        | US 5YR NOTE (CBT) MAR26                                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       506 | NC      | $-96509.82    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                        | US 2YR NOTE (CBT) MAR26                                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      1002 | NC      | $-330983.98   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                        | US 10YR ULTRA FUT MAR26                                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -298 | NC      | $473094.21    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ASX Clear (Futures)                           | AUST 10Y BOND FUT MAR26                                                                                                            | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |       136 | NC      | $-52792.93    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                   | BNP Paribas SA                                                                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    489000 | PA      | $456192.99    | 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        |    223678 | PA      | $230949.36    | 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      | $155722.00    | 0.02%             | 2028-01-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-27

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

**Signature:** Stephen Woetzel

**Name of Signer:** Stephen Woetzel

**Title:** Controller