# EDGAR Filing Document

**Accession Number:** 0000003794
**File Stem:** 0001410368-26-065262
**Filing Date:** 2026-6
**Character Count:** 159253
**Document Hash:** 626fb2fdd88e1f95bf5bb2a36227752c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-065262.hdr.sgml**: 20260624

**ACCESSION NUMBER**: 0001410368-26-065262

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260624

**DATE AS OF CHANGE**: 20260624

**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:** 261114802

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

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

  - **Street Address 1:** ALLIANCEBERNSTEIN LP

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10001

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2026-10-31

- **b. Date as of which information is reported:** 2026-04-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $835184649.13

**Total Liabilities:** $1575885.71

**Net Assets:** $833608763.42

**Delayed Delivery Securities:** $869001.50

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -457.88000000 | **1-Year:** -9887.39000000 | **5-Year:** -24437.03000000 | **10-Year:** -17576.01000000 | **30-Year:** -5925.93000000

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

- **3-Month:** -270.19000000 | **1-Year:** -2376.71000000 | **5-Year:** -3500.81000000 | **10-Year:** -2084.85000000 | **30-Year:** -21.61000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000085437 | 0.48%                | -0.48%               | 1.02%                |
| Class ID C000082621 | 0.38%                | -0.42%               | 0.98%                |
| Class ID C000082622 | 0.29%                | -0.49%               | 0.94%                |
| Class ID C000082623 | 0.38%                | -0.38%               | 1.00%                |
| Class ID C000152483 | 0.48%                | -0.49%               | 1.03%                |
| Class ID C000085438 | 0.48%                | -0.49%               | 1.03%                |
| Class ID C000085359 | 0.39%                | -0.41%               | 1.02%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $583322.16               | $2374944.33                                |
| Month 2  | $25774.55                | $-7155521.89                               |
| Month 3  | $-131335.24              | $3741038.77                                |

**Designated Index Information**

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

- **Index Identifier:** LTI1TRUU:IND

### Schedule of Portfolio Investments

| Name                                           | Title                                                                                                                          | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Ballyrock Ltd                                  | Ballyrock CLO 27 Ltd                                                                                                           | CUSIP: 05874UAA3<br>LEI: 254900WCB773D35B5908 | Long             | ABS-CBDO         | CORP              | KY        |    580298 | PA      | $580971.73    | 0.07%             | 2037-10-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                           | ENEL Finance International NV                                                                                                  | CUSIP: 29278GBF4<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    368000 | PA      | $364367.84    | 0.04%             | 2028-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Inflation-Indexed Notes                                                                                          | CUSIP: 91282CFR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  70007574 | PA      | $71178013.61  | 8.54%             | 2027-10-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                     | TELUS Corp                                                                                                                     | CUSIP: 87971MCM3<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |    681000 | PA      | $704848.62    | 0.08%             | 2055-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                   | UBS Group AG                                                                                                                   | CUSIP: 902613AE8<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    239000 | PA      | $210838.63    | 0.03%             | 2032-02-11      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Inflation-Indexed Notes                                                                                          | CUSIP: 91282CJH5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  55475614 | PA      | $57603623.82  | 6.91%             | 2028-10-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                   | CaixaBank SA                                                                                                                   | CUSIP: 12803RAH7<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    955000 | PA      | $995329.65    | 0.12%             | 2035-03-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                       | CenterPoint Energy Houston Electric LLC                                                                                        | CUSIP: 15189XBF4<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    892000 | PA      | $892579.80    | 0.11%             | 2035-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                             | Advance Auto Parts Inc                                                                                                         | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |   1074000 | PA      | $1108024.32   | 0.13%             | 2030-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                               | Fannie Mae Connecticut Avenue Securities                                                                                       | CUSIP: 20754UAA7<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |   1165114 | PA      | $1167662.69   | 0.14%             | 2046-04-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                          | Athene Global Funding                                                                                                          | CUSIP: 04685A3C3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    308000 | PA      | $288174.04    | 0.03%             | 2028-08-19      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                         | US 5YR NOTE (CBT) JUN26                                                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      1334 | NC      | $-1223871.99  | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| Towd Point Mortgage Trust                      | Towd Point Mortgage Trust 2026-CES2                                                                                            | CUSIP: 89190MAA2<br>LEI: 254900V1XGR6BSB30T32 | Long             | ABS-MBS          | CORP              | US        |    395610 | PA      | $390533.49    | 0.05%             | 2066-02-25      | Variable      | 4.72%                 | 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      | $24343.24     | 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      | $5307585.60   | 0.64%             |  |  |  | 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      | $289981.50    | 0.03%             | 2031-08-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds        | Colombia Government International Bonds                                                                                        | CUSIP: 195325DS1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    248000 | PA      | $216194.00    | 0.03%             | 2031-04-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE NA                                 | Capital One NA                                                                                                                 | CUSIP: 25466AAN1<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |    327000 | PA      | $334377.12    | 0.04%             | 2028-08-09      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                               | Societe Generale SA                                                                                                            | CUSIP: 83368RCH3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    542000 | PA      | $547506.72    | 0.07%             | 2029-05-22      | Fixed         | 5.25%                 | 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        |   1872661 | PA      | $1876718.34   | 0.23%             | 2041-10-25      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| SG Capital Partners                            | SG Residential Mortgage Trust 2026-3                                                                                           | CUSIP: 78398MAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1302349 | PA      | $1301748.49   | 0.16%             | 2066-04-25      | Variable      | 5.19%                 | 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      | $849288.57    | 0.10%             | 2032-01-15      | Fixed         | 3.25%                 | 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      | $997844.76    | 0.12%             | 2051-05-15      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                        | Sasol Financing USA LLC                                                                                                        | CUSIP: 80386WAG0<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    609000 | PA      | $638993.25    | 0.08%             | 2033-04-10      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                               | Fannie Mae Connecticut Avenue Securities                                                                                       | CUSIP: 20753CAB6<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |   1183866 | PA      | $1184638.98   | 0.14%             | 2045-07-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Inflation-Indexed Notes                                                                                          | CUSIP: 9128287D6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  77622322 | PA      | $75957687.48  | 9.11%             | 2029-07-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| GSF 2021 1 ISSUER LLC                          | GSF 2021 1 ISSUER LLC                                                                                                          | CUSIP: 36261CAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    981873 | PA      | $972772.31    | 0.12%             | 2026-08-17      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                             | Ally Financial Inc                                                                                                             | CUSIP: 02005NBT6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    575000 | PA      | $598023.00    | 0.07%             | 2029-06-13      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                          | Athene Global Funding                                                                                                          | CUSIP: 04685A3G4<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    117000 | PA      | $109840.77    | 0.01%             | 2029-01-07      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                                                                    | CUSIP: 38141GYU2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    775000 | PA      | $768032.75    | 0.09%             | 2026-11-10      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TAKEDA US FIN                                  | Takeda US Financing Inc                                                                                                        | CUSIP: 87406BAA0<br>LEI: 254900ZGPIBGBZ2N3A33 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1076118.00   | 0.13%             | 2035-07-07      | Fixed         | 5.20%                 | 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      | $319114.65    | 0.04%             |  |  |  | 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      | $408413.93    | 0.05%             | 2041-01-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                              | NatWest Group PLC                                                                                                              | CUSIP: 639057AV0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    794000 | PA      | $803226.28    | 0.10%             | 2031-05-23      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                          | Mexico Government International Bond                                                                                           | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    612000 | PA      | $601596.00    | 0.07%             | 2033-03-22      | Fixed         | 5.38%                 | 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      | $714139.88    | 0.09%             | 2062-04-20      | Fixed         | 2.90%                 | 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        |   1333896 | PA      | $1338099.96   | 0.16%             | 2056-03-20      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                         | Standard Chartered PLC                                                                                                         | CUSIP: 85325C2D3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    314000 | PA      | $318666.04    | 0.04%             | 2029-01-21      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust          | Wells Fargo Commercial Mortgage Trust 2016-NXS6                                                                                | CUSIP: 95000KBH7<br>LEI: 549300CFP9NBBMZH1008 | Long             | ABS-MBS          | CORP              | US        |    525000 | PA      | $511854.26    | 0.06%             | 2049-11-15      | Variable      | 4.39%                 | No            |                  2 | On Loan: No      |
| ENA MASTER TRUST                               | ENA Master Trust                                                                                                               | CUSIP: 29249BAA3<br>LEI: 549300CBCHB6Q73VG753 | Long             | DBT              | CORP              | PA        |    303000 | PA      | $245202.75    | 0.03%             | 2048-05-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust     | JPMBB Commercial Mortgage Securities Trust 2014-C22                                                                            | CUSIP: 46642NBF2<br>LEI: 549300UOGMFS1M8XVM16 | Long             | ABS-MBS          | CORP              | US        |    872526 | PA      | $9.25         | 0.00%             | 2047-09-15      | Variable      | 0.40%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                    | Long: BS2LFH1   IRS USD R V 00MSOFR IS2LFI2 CCPOIS / Short: BS2LFH1   IRS USD P F   .34500 IS2LFH1 CCPOIS                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  20920000 | OU      | $1461252.02   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| MPLX LP                                        | MPLX LP                                                                                                                        | CUSIP: 55336VCC2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    731000 | PA      | $729406.42    | 0.09%             | 2035-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Lobel Automobile Receivables Trust             | Lobel Automobile Receivables Trust 2026-1                                                                                      | CUSIP: 53948VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1518000 | PA      | $1517756.51   | 0.18%             | 2028-10-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                            | Global Payments Inc                                                                                                            | CUSIP: 37940XAW2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    302000 | PA      | $296413.00    | 0.04%             | 2030-11-15      | Fixed         | 4.88%                 | 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      | $261976.14    | 0.03%             | 2030-09-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                       | BX Commercial Mortgage Trust 2019-IMC                                                                                          | CUSIP: 05608BAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    185485 | PA      | $183742.41    | 0.02%             | 2034-04-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                         | Westinghouse Air Brake Technologies Corp                                                                                       | CUSIP: 960386AS9<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $1047119.85   | 0.13%             | 2030-05-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SS3BEO0   CDS USD R F  1.00000 IS3BEO0 CCPCDX / Short: SS3BEO0   CDS USD P V 03MEVENT IS3BEP1 CCPCDX                     | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |  21540000 | OU      | $477876.46    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                   | Ecopetrol SA                                                                                                                   | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    661000 | PA      | $709715.70    | 0.09%             | 2033-01-13      | Fixed         | 8.88%                 | 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      | $1115281.65   | 0.13%             | 2036-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                                                              | CUSIP: 3136ALP47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    511091 | PA      | $49940.28     | 0.01%             | 2044-12-25      | Floating      | 2.34%                 | No            |                  2 | On Loan: No      |
| ACM Auto Trust                                 | ACM Auto Trust 2025-2                                                                                                          | CUSIP: 00161TAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    635017 | PA      | $636047.99    | 0.08%             | 2028-06-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                                                              | CUSIP: 3136ATV27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    590886 | PA      | $59144.08     | 0.01%             | 2046-10-25      | Floating      | 2.24%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                            | Intesa Sanpaolo SpA                                                                                                            | CUSIP: 46115HCD7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    357000 | PA      | $401467.92    | 0.05%             | 2033-11-28      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                        | GLP Capital LP / GLP Financing II Inc                                                                                          | CUSIP: 361841AQ2<br>LEI: N/A                  | Long             | DBT              |  | US        |    414000 | PA      | $391772.34    | 0.05%             | 2031-01-15      | Fixed         | 4.00%                 | 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      | $97098.37     | 0.01%             | 2028-04-10      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                                                                 | CUSIP: 61748UAK8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    652000 | PA      | $644997.52    | 0.08%             | 2029-10-18      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                                                                             | CUSIP: 3137FTV38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1922409 | PA      | $195517.43    | 0.02%             | 2050-06-25      | Floating      | 2.34%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                 | CPS Auto Receivables Trust 2026-B                                                                                              | CUSIP: 12676XAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    698000 | PA      | $698089.90    | 0.08%             | 2030-02-15      | Fixed         | 4.35%                 | 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        |    109970 | PA      | $110146.95    | 0.01%             | 2027-06-21      | Fixed         | 5.30%                 | 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      | $1109044.82   | 0.13%             | 2029-09-22      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                     | PacifiCorp                                                                                                                     | CUSIP: 695114DG0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    482000 | PA      | $483233.92    | 0.06%             | 2056-08-15      | Fixed         | 7.12%                 | 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        |     16284 | PA      | $16295.27     | 0.00%             | 2028-06-21      | Fixed         | 5.30%                 | 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        |   1371580 | PA      | $1372912.13   | 0.16%             | 2045-09-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                   | Barclays PLC                                                                                                                   | CUSIP: 06738EDK8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    251000 | PA      | $243497.61    | 0.03%             | 2037-02-24      | Fixed         | 5.21%                 | 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        |    109460 | PA      | $107365.35    | 0.01%             | 2028-09-11      | Fixed         | 2.30%                 | 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      | $2331904.36   | 0.28%             | 2042-03-25      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                 | Pagaya Ai Debt Grantor Trust 2025-6                                                                                            | CUSIP: 69549BAB4<br>LEI: 254900ULYEY0HX0PKA54 | Long             | ABS-O            | CORP              | US        |    894918 | PA      | $892573.82    | 0.11%             | 2033-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                     | Hasbro Inc                                                                                                                     | CUSIP: 418056BB2<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    183000 | PA      | $181534.17    | 0.02%             | 2031-03-12      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                        | Hyundai Capital America                                                                                                        | CUSIP: 44891ACN5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    486000 | PA      | $501377.04    | 0.06%             | 2028-09-21      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Arivo Acceptance Auto Loan Receivables Trust   | Arivo Acceptance Auto Loan Receivables Trust 2024-1                                                                            | CUSIP: 039943AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     25440 | PA      | $25520.72     | 0.00%             | 2028-04-17      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                       | Vistra Operations Co LLC                                                                                                       | CUSIP: 92840VAX0<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     23000 | PA      | $22744.70     | 0.00%             | 2028-10-15      | Fixed         | 4.30%                 | 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      | $1321812.14   | 0.16%             | 2035-02-20      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS NC                       | Duke Energy Carolinas NC Storm Funding LLC                                                                                     | CUSIP: 26443KAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1183000 | PA      | $957993.40    | 0.11%             | 2043-07-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Dext ABS                                       | Dext ABS 2023-1 LLC                                                                                                            | CUSIP: 25216BAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    185767 | PA      | $186335.37    | 0.02%             | 2032-03-15      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                          | Athene Global Funding                                                                                                          | CUSIP: 04685A3Z2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22044.44     | 0.00%             | 2031-07-11      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                                                                                             | CUSIP: 606822DU5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    245000 | PA      | $245090.65    | 0.03%             | 2030-04-18      | Fixed         | 4.59%                 | 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        |     47528 | PA      | $46486.24     | 0.01%             | 2028-06-12      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                         | Marriott International Inc/MD                                                                                                  | CUSIP: 571903BV4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   1105000 | PA      | $1103066.25   | 0.13%             | 2027-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                     | Allianz SE                                                                                                                     | CUSIP: 018820AF7<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |    400000 | PA      | $400016.00    | 0.05%             | 2034-10-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Tricolor Auto Securitization Trust             | Tricolor Auto Securitization Trust                                                                                             | CUSIP: 89617QAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1568573 | PA      | $951282.32    | 0.11%             | 2029-01-16      | Fixed         | 5.12%                 | No            |                  3 | 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      | $1778798.10   | 0.21%             | 2041-12-25      | Floating      | 6.00%                 | 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      | $928786.30    | 0.11%             | 2035-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                               | Fannie Mae Connecticut Avenue Securities                                                                                       | CUSIP: 20755TAB7<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    462387 | PA      | $462663.45    | 0.06%             | 2045-05-25      | Floating      | 4.84%                 | 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        |    600203 | PA      | $600827.64    | 0.07%             | 2028-04-10      | Fixed         | 4.72%                 | 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      | $690492.48    | 0.08%             | 2028-07-31      | Fixed         | 7.47%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                         | US 2YR NOTE (CBT) JUN26                                                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       912 | NC      | $-1573849.32  | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| BRASKEM NETHERLANDS                            | Braskem Netherlands Finance BV                                                                                                 | CUSIP: 000000000<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |    343000 | PA      | $213174.50    | 0.03%             | 2028-01-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                               | Fannie Mae Connecticut Avenue Securities                                                                                       | CUSIP: 20754YAB7<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    628956 | PA      | $628927.33    | 0.08%             | 2045-09-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association       | Government National Mortgage Association                                                                                       | CUSIP: 38380GHH0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    514229 | PA      | $60766.50     | 0.01%             | 2047-08-20      | Floating      | 2.42%                 | 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      | $39096.14     | 0.00%             | 2026-08-17      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                    | RCKT Mortgage Trust 2026-CES3                                                                                                  | CUSIP: 74940LAA9<br>LEI: 2549002LEW4WNQBOMB89 | Long             | ABS-MBS          | CORP              | US        |    710669 | PA      | $709691.96    | 0.09%             | 2056-03-25      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                    | FIGRE Trust 2025-HE7                                                                                                           | CUSIP: 31684RAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1258115 | PA      | $1253326.70   | 0.15%             | 2055-11-25      | Variable      | 5.15%                 | 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      | $1826718.00   | 0.22%             | 2034-04-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                 | Pagaya AI Debt Grantor Trust 2024-5                                                                                            | CUSIP: 69544LAA9<br>LEI: 254900ULYEY0HX0PKA54 | Long             | ABS-O            | CORP              | US        |    155742 | PA      | $155855.59    | 0.02%             | 2031-10-15      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                           | Targa Resources Corp                                                                                                           | CUSIP: 87612GAQ4<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    211000 | PA      | $214420.31    | 0.03%             | 2036-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                                                                                | CUSIP: 37045XFQ4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    654000 | PA      | $655661.16    | 0.08%             | 2029-04-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                               | Societe Generale SA                                                                                                            | CUSIP: 83368RBV3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    812000 | PA      | $816855.76    | 0.10%             | 2028-01-19      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | BNP Paribas SA                                                                                                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    489000 | PA      | $450114.72    | 0.05%             | 2031-02-25      | Fixed         | 4.62%                 | 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      | $1314428.04   | 0.16%             | 2030-05-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | Long: BS3CBE2   IRS USD R V 12MUSCPI IS3CBF3 CCPINFLATIONZERO / Short: BS3CBE2   IRS USD P F  2.72000 IS3CBE2 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  97520000 | OU      | $558759.37    | 0.07%             |  |  |  | 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      | $308690.55    | 0.04%             | 2030-03-20      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation             | JPMorgan Chase Bank NA - CHASE                                                                                                 | CUSIP: 46591HAC4<br>LEI: 529900A7SLLSJMEDIN80 | Long             | ABS-MBS          | CORP              | US        |    108643 | PA      | $110322.21    | 0.01%             | 2047-04-25      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                                                                 | CUSIP: 61748UAR3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    289000 | PA      | $286008.85    | 0.03%             | 2030-01-09      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust                  | Lendbuzz Securitization Trust 2023-2                                                                                           | CUSIP: 52608MAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    219770 | PA      | $222019.53    | 0.03%             | 2028-10-16      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORG                               | Organon & Co / Organon Foreign Debt Co-Issuer BV                                                                               | CUSIP: 000000000<br>LEI: 549300SH15FO4Y2G3V63 | Long             | DBT              | CORP              | US        |    550000 | PA      | $638277.65    | 0.08%             | 2028-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Prestige Auto Receivables Trust                | Prestige Auto Receivables Trust 2025-1                                                                                         | CUSIP: 74113UAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    367196 | PA      | $367383.02    | 0.04%             | 2027-12-15      | Fixed         | 4.87%                 | 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      | $582742.28    | 0.07%             | 2042-03-25      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                        | Eni SpA                                                                                                                        | CUSIP: 26874RAQ1<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |   1033000 | PA      | $1070084.70   | 0.13%             | 2035-05-19      | Fixed         | 5.75%                 | 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      | $25844.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust          | Wells Fargo Commercial Mortgage Trust 2016-LC25                                                                                | CUSIP: 95000JBB3<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |    330000 | PA      | $321691.82    | 0.04%             | 2059-12-15      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | Long: BS2LDP5   IRS USD R V 00MSOFR IS2LDQ6 CCPOIS / Short: BS2LDP5   IRS USD P F  1.45100 IS2LDP5 CCPOIS                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1080000 | OU      | $24621.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2026-CES1                                                                                             | CUSIP: 46660BAA7<br>LEI: 529900ELA1S09AZO9Q54 | Long             | ABS-MBS          | CORP              | US        |   1333999 | PA      | $1323898.46   | 0.16%             | 2056-06-25      | Variable      | 4.91%                 | 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        |    187333 | PA      | $187365.81    | 0.02%             | 2045-05-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                      | Boeing Co/The                                                                                                                  | CUSIP: 097023DB8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    454000 | PA      | $445265.04    | 0.05%             | 2028-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                           | Woodside Finance Ltd                                                                                                           | CUSIP: 980236AV5<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    397000 | PA      | $413134.08    | 0.05%             | 2035-05-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                   | KBC Group NV                                                                                                                   | CUSIP: 48241FAE4<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |    200000 | PA      | $196804.00    | 0.02%             | 2031-09-23      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                         | US 10YR ULTRA FUT JUN26                                                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -303 | NC      | $966071.03    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                       | Banco Bilbao Vizcaya Argentaria SA                                                                                             | CUSIP: 05946KAN1<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $227132.00    | 0.03%             | 2034-11-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                             | Roche Holdings Inc                                                                                                             | CUSIP: 771196CP5<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    914000 | PA      | $911175.74    | 0.11%             | 2029-09-09      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                   | UBS Group AG                                                                                                                   | CUSIP: 902613BV9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    439000 | PA      | $441906.18    | 0.05%             | 2031-01-08      | Fixed         | 6.62%                 | 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        |    757035 | PA      | $759381.64    | 0.09%             | 2029-05-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                        | American Electric Power Co Inc                                                                                                 | CUSIP: 025537BA8<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    248000 | PA      | $264330.80    | 0.03%             | 2054-12-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                            | Axon Enterprise Inc                                                                                                            | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    535000 | PA      | $547048.20    | 0.07%             | 2030-03-05      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                            | Freddie Mac STACR REMIC Trust 2024-DNA1                                                                                        | CUSIP: 35564NAX1<br>LEI: 529900N6M839KA246662 | Long             | ABS-MBS          | USGSE             | US        |    374934 | PA      | $375169.16    | 0.05%             | 2044-02-25      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                            | American Express Co                                                                                                            | CUSIP: 025816DP1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    987000 | PA      | $992961.48    | 0.12%             | 2028-02-16      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                           | Glencore Funding LLC                                                                                                           | CUSIP: 378272BQ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    543000 | PA      | $588997.53    | 0.07%             | 2033-10-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                         | Philip Morris International Inc                                                                                                | CUSIP: 718172DY2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     66000 | PA      | $64654.92     | 0.01%             | 2030-10-29      | Fixed         | 4.00%                 | 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      | $456540.26    | 0.05%             | 2037-10-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                        | Hyundai Capital America                                                                                                        | CUSIP: 44891AEA1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    181000 | PA      | $178160.11    | 0.02%             | 2030-09-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                        | Hyundai Capital America                                                                                                        | CUSIP: 44891ACT2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    252000 | PA      | $253290.24    | 0.03%             | 2027-01-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                             | Credit Agricole SA                                                                                                             | CUSIP: 22535WAT4<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    418000 | PA      | $412616.16    | 0.05%             | 2032-01-12      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                         | US ULTRA BOND CBT JUN26                                                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -38 | NC      | $70894.61     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GS Mortgage-Backed Securities Trust            | GS Mortgage-Backed Securities Trust 2026-CES2                                                                                  | CUSIP: 362980AA2<br>LEI: 254900W4Z6DJOVCWAH28 | Long             | ABS-MBS          | CORP              | US        |    885953 | PA      | $883759.29    | 0.11%             | 2056-06-25      | Variable      | 5.23%                 | 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      | $1170175.89   | 0.14%             | 2028-09-11      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                 | AutoNation Inc                                                                                                                 | CUSIP: 05329WAU6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    238000 | PA      | $236074.58    | 0.03%             | 2029-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| LINCOLN FIN GLBL FUNDING                       | Lincoln Financial Global Funding                                                                                               | CUSIP: 53359KAD3<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |    167000 | PA      | $165061.13    | 0.02%             | 2029-01-12      | Fixed         | 4.20%                 | 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      | $5021.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                           | Raizen Fuels Finance SA                                                                                                        | CUSIP: 75102XAE6<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |    975000 | PA      | $530156.25    | 0.06%             | 2037-02-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                                                                                              | CUSIP: 404280DS5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    591000 | PA      | $678473.91    | 0.08%             | 2033-11-03      | Fixed         | 8.11%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                          | Continental Resources Inc/OK                                                                                                   | CUSIP: 212015AV3<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   1803000 | PA      | $1588821.63   | 0.19%             | 2032-04-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                               | Fannie Mae Connecticut Avenue Securities                                                                                       | CUSIP: 20754YAA9<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    548754 | PA      | $549079.13    | 0.07%             | 2045-09-25      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                       | Svenska Handelsbanken AB                                                                                                       | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |   1400000 | PA      | $1330196.00   | 0.16%             | 2031-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                             | Credit Agricole SA                                                                                                             | CUSIP: 22535WAR8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    329000 | PA      | $332924.97    | 0.04%             | 2031-05-27      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association       | Government National Mortgage Association                                                                                       | CUSIP: 38380GH49<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    574247 | PA      | $69127.76     | 0.01%             | 2047-09-20      | Floating      | 2.42%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                         | Standard Chartered PLC                                                                                                         | CUSIP: 853254AA8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $386240.00    | 0.05%             | 2027-01-30      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                     | Verus Securitization Trust 2026-R3                                                                                             | CUSIP: 92541HAE5<br>LEI: 2138002AFCEWDDRL8N22 | Long             | ABS-MBS          | CORP              | US        |    789563 | PA      | $788081.94    | 0.09%             | 2068-02-27      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                 | Salesforce Inc                                                                                                                 | CUSIP: 79466LAS3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    594000 | PA      | $592277.40    | 0.07%             | 2031-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                           | Colombia Government International Bond                                                                                         | CUSIP: 195325EV3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    383000 | PA      | $381372.25    | 0.05%             | 2033-01-21      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GCI Funding I LLC                              | GCI Funding I LLC                                                                                                              | CUSIP: 36166VAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    329574 | PA      | $303733.17    | 0.04%             | 2046-06-18      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                                                                             | CUSIP: 3137AJ7M0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1166827 | PA      | $110058.52    | 0.01%             | 2041-11-15      | Floating      | 2.85%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                    | FIGRE Trust 2026-HE2                                                                                                           | CUSIP: 31684VAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1137758 | PA      | $1128641.74   | 0.14%             | 2056-01-25      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                          | Republic Services Inc                                                                                                          | CUSIP: 760759BL3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |   1022000 | PA      | $1033262.44   | 0.12%             | 2030-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                    | Cargill Inc                                                                                                                    | CUSIP: 141781CF9<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |   1122000 | PA      | $1103789.94   | 0.13%             | 2030-10-23      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                             | Honda Motor Co Ltd                                                                                                             | CUSIP: 438127AD4<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |   1071000 | PA      | $1068654.51   | 0.13%             | 2028-07-08      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Equify ABS, LLC                                | Equify ABS 2024-1 LLC                                                                                                          | CUSIP: 29445TAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    306348 | PA      | $307155.94    | 0.04%             | 2033-04-18      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                           | Glencore Funding LLC                                                                                                           | CUSIP: 378272BY3<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    206000 | PA      | $207357.54    | 0.02%             | 2028-04-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Multifamily Structured Credit Risk             | Freddie Mac Mscr Trust Mn1                                                                                                     | CUSIP: 35563FAA9<br>LEI: 549300XWC4JMK6CH6K84 | Long             | ABS-MBS          | USGSE             | US        |     22919 | PA      | $22873.49     | 0.00%             | 2051-01-25      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                       | CenterPoint Energy Houston Electric LLC                                                                                        | CUSIP: 15189XBH0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34651.05     | 0.00%             | 2035-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                             | Credit Agricole SA                                                                                                             | CUSIP: 225313AQ8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    353000 | PA      | $366322.22    | 0.04%             | 2035-01-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Neighborly Issuer LLC                          | Neighborly Issuer 2023-1                                                                                                       | CUSIP: 64016NAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1901138 | PA      | $1908893.57   | 0.23%             | 2053-01-30      | Fixed         | 7.31%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | Long: BS2G167   IRS USD R V 12MUSCPI IS2G178 CCPINFLATIONZERO / Short: BS2G167   IRS USD P F  3.26250 IS2G167 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  61010000 | OU      | $814473.74    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| AB Issuer LLC                                  | AB Issuer LLC                                                                                                                  | CUSIP: 00091JAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1386822 | PA      | $1320692.82   | 0.16%             | 2051-07-30      | Fixed         | 3.73%                 | 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        |    167129 | PA      | $167256.58    | 0.02%             | 2027-11-15      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                   | Barclays PLC                                                                                                                   | CUSIP: 06738ECP8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    329000 | PA      | $332109.05    | 0.04%             | 2028-03-12      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp                                                                                                                    | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    200000 | PA      | $167568.00    | 0.02%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                                                                                              | CUSIP: 404280EC9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1352000 | PA      | $1500395.52   | 0.18%             | 2034-11-13      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| VFI ABS LLC                                    | VFI ABS 2025-1 LLC                                                                                                             | CUSIP: 91824UAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    990117 | PA      | $992162.87    | 0.12%             | 2030-06-24      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                   | Barclays PLC                                                                                                                   | CUSIP: 06738ECV5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    569000 | PA      | $564988.55    | 0.07%             | 2035-09-10      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                       | Omega Healthcare Investors Inc                                                                                                 | CUSIP: 681936BP4<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |    181000 | PA      | $182330.35    | 0.02%             | 2030-07-01      | Fixed         | 5.20%                 | 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      | $884663.41    | 0.11%             | 2034-04-15      | Floating      | 5.85%                 | 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      | $1017890.30   | 0.12%             | 2031-05-15      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                   | UBS Group AG                                                                                                                   | CUSIP: 225401AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    614000 | PA      | $600246.40    | 0.07%             | 2031-04-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                           | Targa Resources Corp                                                                                                           | CUSIP: 87612GAU5<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    337000 | PA      | $326802.38    | 0.04%             | 2056-05-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                        | Hyundai Capital America                                                                                                        | CUSIP: 44891ADB0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    151000 | PA      | $152180.82    | 0.02%             | 2027-06-24      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                    | Long: BS2LFV5   IRS USD R V 00MSOFR IS2LFW6 CCPOIS / Short: BS2LFV5   IRS USD P F  3.50000 IS2LFV5 CCPOIS                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    595000 | OU      | $45667.62     | 0.01%             |  |  |  | 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        |    945016 | PA      | $940730.33    | 0.11%             | 2056-04-25      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                        | Fidelity National Information Services Inc                                                                                     | CUSIP: 31620MCA2<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    359000 | PA      | $357991.21    | 0.04%             | 2028-03-10      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ASX Clear (Futures)                            | AUST 10Y BOND FUT JUN26                                                                                                        | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |       137 | NC      | $-150900.47   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC                                   | Alphabet Inc                                                                                                                   | CUSIP: 02079KBB2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    252000 | PA      | $241373.16    | 0.03%             | 2075-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                       | Electricite de France SA                                                                                                       | CUSIP: 28504KAA5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    415000 | PA      | $485529.25    | 0.06%             | 2033-03-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                                                                  | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     85000 | PA      | $87206.60     | 0.01%             | 2036-01-24      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                     | PacifiCorp                                                                                                                     | CUSIP: 695114DN5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    186000 | PA      | $187934.40    | 0.02%             | 2031-04-15      | Fixed         | 5.10%                 | 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        |    360787 | PA      | $330840.64    | 0.04%             | 2055-07-26      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                        | Imperial Brands Finance PLC                                                                                                    | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    378000 | PA      | $378238.14    | 0.05%             | 2028-06-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                                                                 | CUSIP: 61748UAV4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    290000 | PA      | $289011.10    | 0.03%             | 2030-04-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                    | FIGRE Trust 2025-HE8                                                                                                           | CUSIP: 30191WAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1443236 | PA      | $1439482.20   | 0.17%             | 2055-11-25      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                             | Ford Motor Co                                                                                                                  | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    532000 | PA      | $466760.84    | 0.06%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                                                                                      | CUSIP: 89116CQJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    317000 | PA      | $318629.38    | 0.04%             | 2034-09-10      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                             | Cenovus Energy Inc                                                                                                             | CUSIP: 15135UBB4<br>LEI: 254900LJGL2N2XEMD470 | Long             | DBT              | CORP              | CA        |    291000 | PA      | $290161.92    | 0.03%             | 2036-03-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                                                                                                    | CUSIP: 02665WGR6<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     63000 | PA      | $62257.23     | 0.01%             | 2029-01-08      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                    | Long: BS2LF93   IRS USD R V 00MSOFR IS2LFA4 CCPOIS / Short: BS2LF93   IRS USD P F  1.17000 IS2LF93 CCPOIS                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   5400000 | OU      | $141335.99    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                            | Global Payments Inc                                                                                                            | CUSIP: 37940XAX0<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    310000 | PA      | $302897.90    | 0.04%             | 2032-11-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                                                                                                    | CUSIP: 02665WGV7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     88000 | PA      | $88062.48     | 0.01%             | 2028-04-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                   | Broadcom Inc                                                                                                                   | CUSIP: 11135FCZ2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1091000 | PA      | $1082162.90   | 0.13%             | 2031-01-15      | Fixed         | 4.30%                 | 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      | $-1763.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                          | Athene Global Funding                                                                                                          | CUSIP: 04685A2R1<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     65000 | PA      | $57780.45     | 0.01%             | 2030-11-19      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                             | Roche Holdings Inc                                                                                                             | CUSIP: 771196CS9<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    213000 | PA      | $210169.23    | 0.03%             | 2030-12-02      | Fixed         | 4.08%                 | 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        |    177291 | PA      | $168497.58    | 0.02%             | 2036-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                               | Fannie Mae Connecticut Avenue Securities                                                                                       | CUSIP: 20755TAA9<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    364757 | PA      | $365222.01    | 0.04%             | 2045-05-25      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust | Morgan Stanley Residential Mortgage Loan Trust 2026-NEW1                                                                       | CUSIP: 617954AC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1812684 | PA      | $1814121.46   | 0.22%             | 2071-04-27      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                    | RCKT Mortgage Trust 2026-CES1                                                                                                  | CUSIP: 74939BAA4<br>LEI: 2549002LEW4WNQBOMB89 | Long             | ABS-MBS          | CORP              | US        |   2360721 | PA      | $2341125.23   | 0.28%             | 2056-01-25      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                          | Athene Global Funding                                                                                                          | CUSIP: 04685A3Q2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     49000 | PA      | $49551.74     | 0.01%             | 2029-01-09      | Fixed         | 5.58%                 | 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      | $289233.53    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                             | Banco Santander SA                                                                                                             | CUSIP: 05964HBD6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $211050.00    | 0.03%             | 2034-03-14      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                   | GS Mortgage Securities Trust 2011-GC5                                                                                          | CUSIP: 36191YAL2<br>LEI: 549300E4QCAQ0FY44H36 | Long             | ABS-MBS          | CORP              | US        |     18714 | PA      | $14693.93     | 0.00%             | 2044-08-10      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                            | Charles Schwab Corp/The                                                                                                        | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   1366000 | PA      | $1364224.20   | 0.16%             | 2026-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                      | Nelnet Student Loan Trust 2021-C                                                                                               | CUSIP: 64035GAC3<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |    757855 | PA      | $671830.95    | 0.08%             | 2062-04-20      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                            | Freddie Mac STACR REMIC Trust 2025-DNA2                                                                                        | CUSIP: 35564NHY2<br>LEI: 529900XX8WXEM4FBIH80 | Long             | ABS-MBS          | USGSE             | US        |    303362 | PA      | $304343.13    | 0.04%             | 2045-05-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                                                                             | CUSIP: 3137BYRV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    785034 | PA      | $81844.33     | 0.01%             | 2047-06-15      | Floating      | 2.40%                 | No            |                  2 | On Loan: No      |
| CLIP 2026-NQM1 Trust                           | CLIP 2026-NQM1 Trust                                                                                                           | CUSIP: 12570SAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1123731 | PA      | $1123049.46   | 0.13%             | 2071-05-25      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Neighborly Issuer LLC                          | Neighborly Issuer 2022-1                                                                                                       | CUSIP: 64016NAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1594238 | PA      | $1510480.73   | 0.18%             | 2052-01-30      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| LIMA METRO LINE 2 FIN LT                       | Lima Metro Line 2 Finance Ltd                                                                                                  | CUSIP: 000000000<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | CORP              | KY        |    218558 | PA      | $223668.00    | 0.03%             | 2034-07-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                        | American Electric Power Co Inc                                                                                                 | CUSIP: 02557TAF6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    254000 | PA      | $253024.64    | 0.03%             | 2056-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                                                                  | CUSIP: 172967PE5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     43000 | PA      | $44606.91     | 0.01%             | 2028-11-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II                       | Principal Life Global Funding II                                                                                               | CUSIP: 74256LEY1<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |    639000 | PA      | $648022.68    | 0.08%             | 2029-01-25      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                           | Woodside Finance Ltd                                                                                                           | CUSIP: 980236AT0<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    152000 | PA      | $155154.00    | 0.02%             | 2030-05-19      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Inflation-Indexed Notes                                                                                          | CUSIP: 91282CGW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 100392938 | PA      | $101075296.79 | 12.13%            | 2028-04-15      | Fixed         | 1.25%                 | 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      | $1627682.10   | 0.20%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                      | Prosus NV                                                                                                                      | CUSIP: 74365PAG3<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    593000 | PA      | $585255.42    | 0.07%             | 2027-01-19      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                 | Wynn Macau Ltd                                                                                                                 | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    483000 | PA      | $480168.90    | 0.06%             | 2028-08-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                              | TSMC Arizona Corp                                                                                                              | CUSIP: 872898AF8<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |   1009000 | PA      | $1006497.68   | 0.12%             | 2027-04-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp                                                                                                                    | CUSIP: 68389XBG9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    233000 | PA      | $152910.91    | 0.02%             | 2055-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Tricolor Auto Securitization Trust             | Tricolor Auto Securitization Trust 2025-1                                                                                      | CUSIP: 89617CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1024180 | PA      | $635631.48    | 0.08%             | 2029-02-15      | Fixed         | 4.94%                 | No            |                  3 | On Loan: No      |
| ONEOK INC                                      | ONEOK Inc                                                                                                                      | CUSIP: 682680DC4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1097000 | PA      | $1096243.07   | 0.13%             | 2035-10-15      | Fixed         | 5.40%                 | 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      | $366645.97    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| VZ VENDOR FINANCING                            | VZ Vendor Financing II BV                                                                                                      | CUSIP: 000000000<br>LEI: 724500DRKUUR3GFOSK76 | Long             | DBT              | CORP              | NL        |    561000 | PA      | $616917.42    | 0.07%             | 2029-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                 | Amazon.com Inc                                                                                                                 | CUSIP: 023135CY0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2664000 | PA      | $2480237.28   | 0.30%             | 2065-11-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust  | Bridgecrest Lending Auto Securitization Trust 2026-2                                                                           | CUSIP: 10807VAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1316000 | PA      | $1316058.17   | 0.16%             | 2028-09-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                            | Synchrony Financial                                                                                                            | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    321000 | PA      | $321815.34    | 0.04%             | 2031-03-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                           | Targa Resources Corp                                                                                                           | CUSIP: 87612GAR2<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    425000 | PA      | $423057.75    | 0.05%             | 2029-01-15      | Fixed         | 4.35%                 | 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      | $663707.52    | 0.08%             | 2031-01-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                           | Glencore Funding LLC                                                                                                           | CUSIP: 378272BR8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    111000 | PA      | $112159.95    | 0.01%             | 2027-04-04      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                     | PacifiCorp                                                                                                                     | CUSIP: 695114DQ8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    216000 | PA      | $221806.08    | 0.03%             | 2036-04-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp                                                                                                                    | CUSIP: 68389XDC6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1974000 | PA      | $1636209.12   | 0.20%             | 2065-08-03      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                    | RCKT Mortgage Trust 2026-CES4                                                                                                  | CUSIP: 74940CAA9<br>LEI: 2549002LEW4WNQBOMB89 | Long             | ABS-MBS          | CORP              | US        |    247950 | PA      | $247260.82    | 0.03%             | 2056-04-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                  | UniCredit SpA                                                                                                                  | CUSIP: 904678AW9<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    204000 | PA      | $203528.76    | 0.02%             | 2027-06-03      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                         | Philip Morris International Inc                                                                                                | CUSIP: 718172DT3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1032000 | PA      | $1026819.36   | 0.12%             | 2030-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                          | Venture Global Plaquemines LNG LLC                                                                                             | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    550000 | PA      | $567154.50    | 0.07%             | 2030-12-15      | Fixed         | 6.12%                 | 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      | $2097510.49   | 0.25%             | 2042-05-25      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                       | Capital One Financial Corp                                                                                                     | CUSIP: 14040HDA0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    949000 | PA      | $1002087.06   | 0.12%             | 2034-06-08      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                                                                  | CUSIP: 172967NB3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    480000 | PA      | $476510.40    | 0.06%             | 2026-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                      | Sunoco LP                                                                                                                      | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    651000 | PA      | $653128.77    | 0.08%             | 2031-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                 | Upgrade Master Pass-Thru Trust Series 2026-ST1                                                                                 | CUSIP: 91533VAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1047441 | PA      | $1046060.19   | 0.13%             | 2034-03-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BS3BES4   CDS USD R V 03MEVENT IS3BET5 CCPITRAXX / Short: BS3BES4   CDS USD P F  1.00000 IS3BES4 CCPITRAXX               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |  21540000 | OU      | $-247894.96   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Diamond Issuer LLC                             | Diamond Issuer LLC                                                                                                             | CUSIP: 25267TAN1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2151875 | PA      | $2091671.78   | 0.25%             | 2051-11-20      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                           | Flutter Treasury DAC                                                                                                           | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    683000 | PA      | $678205.34    | 0.08%             | 2031-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust                  | Lendbuzz Securitization Trust 2025-2                                                                                           | CUSIP: 52611JAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    900253 | PA      | $903522.14    | 0.11%             | 2030-05-15      | Fixed         | 5.18%                 | 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        |   1224891 | PA      | $1225311.35   | 0.15%             | 2045-10-25      | Floating      | 4.75%                 | 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      | $102632.07    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                       | CenterPoint Energy Houston Electric LLC                                                                                        | CUSIP: 15189XBB3<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     39000 | PA      | $39169.65     | 0.00%             | 2033-04-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                             | Banco Santander SA                                                                                                             | CUSIP: 05964HAV7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    800000 | PA      | $866296.00    | 0.10%             | 2033-08-08      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                                                                  | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1036000 | PA      | $1037999.48   | 0.12%             | 2028-05-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                  | PURCHASED EUR / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |         1 | NC      | $-44.52       | -0.00%            |  |  |  | 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      | $1086870.83   | 0.13%             | 2042-04-25      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                | MVW 2021-2 LLC                                                                                                                 | CUSIP: 55400KAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    251735 | PA      | $239585.08    | 0.03%             | 2039-05-20      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                        | Public Service Co of Colorado                                                                                                  | CUSIP: 744448DC2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |   1095000 | PA      | $1089185.55   | 0.13%             | 2035-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                       | Vistra Operations Co LLC                                                                                                       | CUSIP: 92840VBD3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    558000 | PA      | $557051.40    | 0.07%             | 2028-10-30      | Fixed         | 4.55%                 | 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      | $260838.00    | 0.03%             | 2029-01-10      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                        | Imperial Brands Finance PLC                                                                                                    | CUSIP: 45262BAC7<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    208000 | PA      | $203748.48    | 0.02%             | 2029-07-26      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                 | Salesforce Inc                                                                                                                 | CUSIP: 79466LAT1<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    594000 | PA      | $593037.72    | 0.07%             | 2033-03-15      | Fixed         | 5.20%                 | 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      | $887448.56    | 0.11%             |  |  |  | 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        |    178674 | PA      | $179700.54    | 0.02%             | 2033-01-17      | Fixed         | 5.37%                 | 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      | $875971.25    | 0.11%             | 2028-10-16      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                        | Public Service Co of Colorado                                                                                                  | CUSIP: 744448DE8<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49102.00     | 0.01%             | 2036-06-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                        | Dryden 98 CLO Ltd                                                                                                              | CUSIP: 26248AAJ3<br>LEI: 549300KI3ILQQHC87U86 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $493188.00    | 0.06%             | 2035-04-20      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| QAZAQGAZ NC JSC                                | QazaqGaz NC JSC                                                                                                                | CUSIP: 63549WAB1<br>LEI: 635400YGLXBBSVHONW39 | Long             | DBT              | CORP              | KZ        |    475000 | PA      | $466716.00    | 0.06%             | 2036-05-08      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| HCA INC                                        | HCA Inc                                                                                                                        | CUSIP: 404119DK2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1252000 | PA      | $1243236.00   | 0.15%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER                           | Niagara Mohawk Power Corp                                                                                                      | CUSIP: 653522DT6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |   1077000 | PA      | $1074285.96   | 0.13%             | 2030-10-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                       | Hilton Domestic Operating Co Inc                                                                                               | CUSIP: 432833AP6<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    383000 | PA      | $388396.47    | 0.05%             | 2029-03-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                            | Oportun Funding Trust 2025-1                                                                                                   | CUSIP: 68377PAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     83506 | PA      | $83536.88     | 0.01%             | 2032-08-16      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                          | Athene Global Funding                                                                                                          | CUSIP: 04685A4R9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    394000 | PA      | $390390.96    | 0.05%             | 2030-07-17      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                           | Targa Resources Corp                                                                                                           | CUSIP: 87612GAP6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    192000 | PA      | $193411.20    | 0.02%             | 2030-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| LGENERGYSOLUTION                               | LG Energy Solution Ltd                                                                                                         | CUSIP: 50205MAG4<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |   1712000 | PA      | $1727750.40   | 0.21%             | 2030-04-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                  | AIB Group PLC                                                                                                                  | CUSIP: 00135TAF1<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |   1035000 | PA      | $1054954.80   | 0.13%             | 2031-05-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                           | Glencore Funding LLC                                                                                                           | CUSIP: 378272BZ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     89000 | PA      | $90368.82     | 0.01%             | 2030-04-01      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                   | Ecopetrol SA                                                                                                                   | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    695000 | PA      | $720506.50    | 0.09%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                               | Fannie Mae Connecticut Avenue Securities                                                                                       | CUSIP: 20754VAB3<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    605017 | PA      | $606172.30    | 0.07%             | 2045-03-25      | Floating      | 5.25%                 | 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      | $566638.67    | 0.07%             | 2034-01-20      | Fixed         | 5.71%                 | 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      | $1303411.52   | 0.16%             | 2028-02-22      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                                                                             | CUSIP: 3137FR3C3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    895123 | PA      | $93781.15     | 0.01%             | 2050-02-25      | Floating      | 2.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                               | Fannie Mae Connecticut Avenue Securities                                                                                       | CUSIP: 20755BAB6<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |   1018166 | PA      | $1018338.39   | 0.12%             | 2046-01-25      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Inflation-Indexed Notes                                                                                          | CUSIP: 91282CPH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  64491451 | PA      | $64365491.12  | 7.72%             | 2030-10-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| OAK-EAGLE ACQUIRECO INC                        | OAK-Eagle Acquireco Inc                                                                                                        | CUSIP: 67124CAA1<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |    773000 | PA      | $795494.30    | 0.10%             | 2033-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                 | Pagaya AI Debt Grantor Trust 2025-3                                                                                            | CUSIP: 69544TAB0<br>LEI: 254900ULYEY0HX0PKA54 | Long             | ABS-O            | CORP              | US        |    319112 | PA      | $320812.59    | 0.04%             | 2032-12-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                          | Applied Materials Inc                                                                                                          | CUSIP: 038222AT2<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |   1118000 | PA      | $1096478.50   | 0.13%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp                                                                                                                    | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    118000 | PA      | $109855.64    | 0.01%             | 2035-09-26      | Fixed         | 5.20%                 | 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      | $234155.68    | 0.03%             | 2027-07-13      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                       | Lloyds Banking Group PLC                                                                                                       | CUSIP: 539439BD0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1036000 | PA      | $1042578.60   | 0.13%             | 2029-06-13      | Fixed         | 4.82%                 | 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        |  45446176 | NS      | $45446176.00  | 5.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Lendbuzz Securitization Trust                  | Lendbuzz Securitization Trust 2025-1                                                                                           | CUSIP: 525938AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    848282 | PA      | $850590.70    | 0.10%             | 2030-10-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AES PANAMA GENERATION HL                       | AES Panama Generation Holdings SRL                                                                                             | CUSIP: 00109AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |    334196 | PA      | $315280.75    | 0.04%             | 2030-05-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BAITEREK NATL INV HOLD                         | Baiterek National Investment Holding JSC                                                                                       | CUSIP: 05709VAC8<br>LEI: 984500B4F78F04253804 | Long             | DBT              | NUSS              | KZ        |    739000 | PA      | $731846.48    | 0.09%             | 2030-10-01      | Fixed         | 4.65%                 | 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      |
| Highbridge Loan Management Ltd                 | HPS Loan Management 2024-19 Ltd                                                                                                | CUSIP: 442924AU0<br>LEI: 529900RNXYTS8MT70394 | Long             | ABS-CBDO         | CORP              | KY        |    402884 | PA      | $402890.45    | 0.05%             | 2037-04-15      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                       | Eagle Funding Luxco Sarl                                                                                                       | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |    719000 | PA      | $723817.30    | 0.09%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                               | COLT 2026-3 Mortgage Loan Trust                                                                                                | CUSIP: 19689GAF9<br>LEI: 213800IHRVKO9R6JZ883 | Long             | ABS-MBS          | CORP              | US        |    490731 | PA      | $489939.21    | 0.06%             | 2071-05-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                                                              | CUSIP: 3136AXSW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    654583 | PA      | $70003.64     | 0.01%             | 2047-08-25      | Floating      | 2.39%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                       | OBX 2026-NQM6 Trust                                                                                                            | CUSIP: 67124EAC3<br>LEI: 254900K7TTKPUWNMSZ83 | Long             | ABS-MBS          | CORP              | US        |    692550 | PA      | $690786.01    | 0.08%             | 2066-04-26      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                             | Cenovus Energy Inc                                                                                                             | CUSIP: 15135UBA6<br>LEI: 254900LJGL2N2XEMD470 | Long             | DBT              | CORP              | CA        |    276000 | PA      | $274562.04    | 0.03%             | 2031-03-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                 | Pagaya AI Debt Grantor Trust 2025-1                                                                                            | CUSIP: 69544NAF4<br>LEI: 254900ULYEY0HX0PKA54 | Long             | ABS-O            | CORP              | US        |    475552 | PA      | $477513.91    | 0.06%             | 2032-07-15      | Variable      | 5.16%                 | 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      | $1219522.50   | 0.15%             | 2042-08-15      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                    | RCKT Mortgage Trust 2026-CES2                                                                                                  | CUSIP: 74940EAA5<br>LEI: 254900JZ559190WVJ551 | Long             | ABS-MBS          | CORP              | US        |    768289 | PA      | $760903.27    | 0.09%             | 2056-02-25      | Variable      | 4.76%                 | 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        |    103917 | PA      | $104174.41    | 0.01%             | 2034-01-25      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                 | Var Energi ASA                                                                                                                 | CUSIP: 92212WAD2<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    867000 | PA      | $904601.79    | 0.11%             | 2028-01-15      | Fixed         | 7.50%                 | 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      | $899361.78    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Affirm Inc                                     | Affirm Asset Securitization Trust 2025-X1                                                                                      | CUSIP: 00834MAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     43192 | PA      | $43211.61     | 0.01%             | 2030-04-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust             | Ellington Financial Mortgage Trust 2017-1                                                                                      | CUSIP: 26846MAA2<br>LEI: 254900UDLJF220C8I638 | Long             | ABS-MBS          | CORP              | US        |    655348 | PA      | $650548.77    | 0.08%             | 2060-12-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| ACM Auto Trust                                 | ACM Auto Trust 2025-3                                                                                                          | CUSIP: 00161UAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    741569 | PA      | $740807.01    | 0.09%             | 2030-01-22      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                   | UPSTART Securitization Trust 2026-1                                                                                            | CUSIP: 91681BAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    618580 | PA      | $618646.08    | 0.07%             | 2027-02-22      | Fixed         | 4.14%                 | 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      | $431466.06    | 0.05%             | 2029-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                        | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                                                                        | CUSIP: 05724BAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    420000 | PA      | $414939.00    | 0.05%             | 2031-06-15      | Fixed         | 4.35%                 | 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      | $189061.24    | 0.02%             |  |  |  | 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      | $383372.51    | 0.05%             | 2036-07-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                                                              | CUSIP: 3136B0CN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    921095 | PA      | $97222.08     | 0.01%             | 2047-12-25      | Floating      | 2.44%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                | Danske Bank A/S                                                                                                                | CUSIP: 23636ABJ9<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    419000 | PA      | $417085.17    | 0.05%             | 2030-10-02      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Inflation-Indexed Notes                                                                                          | CUSIP: 912828ZZ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 231122135 | PA      | $221714742.99 | 26.60%            | 2030-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                        | Entergy Mississippi LLC                                                                                                        | CUSIP: 29366WAH9<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |    219000 | PA      | $215360.22    | 0.03%             | 2036-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                           | Raizen Fuels Finance SA                                                                                                        | CUSIP: 000000000<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |    435000 | PA      | $238162.50    | 0.03%             | 2032-07-08      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                             | Ally Financial Inc                                                                                                             | CUSIP: 02005NBZ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    267000 | PA      | $271117.14    | 0.03%             | 2029-05-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                        | Romanian Government International Bond                                                                                         | CUSIP: 77586RAY6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   1700000 | PA      | $1717000.00   | 0.21%             | 2030-09-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                       | OBX 2026-CES1 Trust                                                                                                            | CUSIP: 67124LAA1<br>LEI: 254900K7TTKPUWNMSZ83 | Long             | ABS-MBS          | CORP              | US        |   1035062 | PA      | $1031359.79   | 0.12%             | 2056-04-25      | Variable      | 5.19%                 | 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        |   1038287 | PA      | $1038658.99   | 0.12%             | 2035-08-25      | Fixed         | 4.24%                 | 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      | $3819800.85   | 0.46%             | 2042-06-25      | Floating      | 8.14%                 | 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        |    106000 | PA      | $104950.60    | 0.01%             | 2029-10-20      | Fixed         | 5.02%                 | 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        |    935779 | PA      | $937371.26    | 0.11%             | 2028-04-17      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                              | NatWest Group PLC                                                                                                              | CUSIP: 639057AB4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    270000 | PA      | $246782.70    | 0.03%             | 2035-11-28      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| RD MICHIGAN PROP OWNER I                       | RD Michigan Property Owner I LLC                                                                                               | CUSIP: 74941YAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1670000 | PA      | $1672120.90   | 0.20%             | 2045-03-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                       | Vistra Operations Co LLC                                                                                                       | CUSIP: 92840VAQ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    272000 | PA      | $296218.88    | 0.04%             | 2033-10-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                     | Flagship Credit Auto Trust 2024-3                                                                                              | CUSIP: 33843YAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    153786 | PA      | $153894.11    | 0.02%             | 2028-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-18

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

**Signature:** Stephen Woetzel

**Name of Signer:** Stephen Woetzel

**Title:** Controller