Ab Portfolios NPORT-P AB All Market Total Return Portfolio (May 2024 report)

AB All Market Total Return Portfolio

Consolidated Portfolio of Investments

May 31, 2024 (unaudited)

Company	Shares		U.S. $ Value
COMMON STOCKS – 49.8%
Information Technology – 11.5%
Communications Equipment – 0.5%
F5, Inc.(a)		2,154	$	363,961
GCI Liberty, Inc.(a) (b) (c)		2,664		0
Juniper Networks, Inc.		41,038		1,463,826
Motorola Solutions, Inc.		1,132		413,078
				2,240,865
Electronic Equipment, Instruments & Components – 0.6%
Amphenol Corp. - Class A		9,606		1,271,546
CDW Corp./DE		5,664		1,266,584
				2,538,130
IT Services – 1.0%
Accenture PLC - Class A		2,336		659,429
Akamai Technologies, Inc.(a)		4,919		453,729
Amdocs Ltd.		6,317		499,043
CGI, Inc.(a)		1,981		195,622
Gartner, Inc.(a)		2,244		941,739
Nomura Research Institute Ltd.		9,100		243,630
Perficient, Inc.(a)		10,445		774,497
VeriSign, Inc.(a)		2,273		396,229
				4,163,918
Semiconductors & Semiconductor Equipment – 2.6%
Analog Devices, Inc.		2,815		660,089
Applied Materials, Inc.		4,385		943,126
ASML Holding NV		722		690,788
Broadcom, Inc.		1,312		1,743,058
Infineon Technologies AG		15,217		615,656
Lam Research Corp.		246		229,380
NVIDIA Corp.		4,446		4,874,283
QUALCOMM, Inc.		4,032		822,730
Taiwan Semiconductor Manufacturing Co., Ltd.		25,000		640,198
				11,219,308
Software – 5.5%
Adobe, Inc.(a)		1,118		497,242
ANSYS, Inc.(a)		4,887		1,551,378
AppLovin Corp. - Class A(a)		2,639		215,026
Autodesk, Inc.(a)		1,675		337,680
Cadence Design Systems, Inc.(a)		1,382		395,680
Constellation Software, Inc./Canada		398		1,107,044
DocuSign, Inc.(a)		6,065		331,998
Dropbox, Inc. - Class A(a)		15,016		338,310
Everbridge, Inc.(a)		2,471		85,892
Fair Isaac Corp.(a)		587		757,189
Gen Digital, Inc.		6,296		156,330
HashiCorp, Inc. - Class A(a)		47,876		1,607,676
Intuit, Inc.		979		564,335
Manhattan Associates, Inc.(a)		1,507		330,847
Matterport, Inc.(a)		180,237		793,043

1

Company	Shares		U.S. $ Value
Microsoft Corp.		27,423	$	11,384,109
Oracle Corp.		6,582		771,345
Roper Technologies, Inc.		3,198		1,703,767
SAP SE		1,479		269,708
ServiceNow, Inc.(a)		1,011		664,156
Trend Micro, Inc./Japan		2,600		117,672
				23,980,427
Technology Hardware, Storage & Peripherals – 1.3%
Apple, Inc.		19,531		3,754,835
Logitech International SA (REG)		5,070		507,453
NetApp, Inc.		3,319		399,707
Samsung Electronics Co., Ltd.		20,375		1,079,524
				5,741,519
				49,884,167
Financials – 8.0%
Banks – 2.1%
ABN AMRO Bank NV		33,242		568,638
ANZ Group Holdings Ltd.		13,195		249,041
Banco Bilbao Vizcaya Argentaria SA(d)		37,267		404,397
Banco Santander SA		32,603		171,940
BNP Paribas SA		9,020		665,826
Cambridge Bancorp		4,845		324,324
DBS Group Holdings Ltd.		23,990		639,713
Erste Group Bank AG		2,533		124,472
First Citizens BancShares, Inc./NC - Class A		213		361,766
Heartland Financial USA, Inc.		18,415		809,523
Intesa Sanpaolo SpA		18,882		74,381
JPMorgan Chase & Co.		3,913		792,892
Macatawa Bank Corp.		16,274		228,812
Mitsubishi UFJ Financial Group, Inc.		35,100		372,821
National Australia Bank Ltd.(d)		18,715		423,886
NatWest Group PLC		60,207		243,555
Nordea Bank Abp (Stockholm)		35,439		435,808
Oversea-Chinese Banking Corp., Ltd.		60,300		648,954
Royal Bank of Canada		4,583		500,954
Skandinaviska Enskilda Banken AB - Class A		26,928		383,637
Sumitomo Mitsui Financial Group, Inc.		6,100		399,239
UniCredit SpA		10,759		428,344
				9,252,923
Capital Markets – 2.3%
Ameriprise Financial, Inc.		948		413,906
Ares Management Corp. - Class A		2,649		371,310
Assetmark Financial Holdings, Inc.(a)		14,197		488,235
B3 SA - Brasil Bolsa Balcao		251,600		512,697
BlackRock, Inc.		349		269,439
Charles Schwab Corp. (The)		21,925		1,606,664
CVC Capital Partners PLC(a) (e)		15,125		292,451
EQT AB(d)		9,164		280,709
Euronext NV		4,355		428,820
Goldman Sachs Group, Inc. (The)		5,041		2,301,318
Intermediate Capital Group PLC		17,320		516,040
Julius Baer Group Ltd.		18,092		1,086,810
London Stock Exchange Group PLC		2,800		328,206
MSCI, Inc.		388		192,130

2

Company	Shares		U.S. $ Value
SEI Investments Co.		2,665	$	180,447
Singapore Exchange Ltd.		31,700		224,698
TMX Group Ltd.		8,879		238,302
UBS Group AG (REG)		14,805		471,001
				10,203,183
Consumer Finance – 0.5%
American Express Co.		1,213		291,120
Discover Financial Services		10,490		1,286,703
Synchrony Financial		8,772		384,214
				1,962,037
Financial Services – 2.0%
Apollo Global Management, Inc.		2,339		271,698
Berkshire Hathaway, Inc. - Class B(a)		481		199,327
Corebridge Financial, Inc.		11,867		346,160
Eurazeo SE		1,333		112,519
EXOR NV		3,196		358,913
Fiserv, Inc.(a)		3,712		555,909
Investor AB - Class B		13,661		370,696
Mastercard, Inc. - Class A		8,048		3,598,020
Nuvei Corp.		19,656		632,923
Visa, Inc. - Class A		7,696		2,096,852
				8,543,017
Insurance – 1.1%
American Financial Group, Inc./OH		1,819		236,306
Aviva PLC		60,610		372,273
AXA SA		11,234		405,620
Cincinnati Financial Corp.		3,209		377,314
Hartford Financial Services Group, Inc. (The)		2,532		261,935
Japan Post Holdings Co., Ltd.		40,600		392,053
Japan Post Insurance Co., Ltd.		16,800		323,759
Marsh & McLennan Cos., Inc.		2,995		621,702
Medibank Pvt Ltd.(d)		107,304		266,655
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen (REG)		534		266,305
Poste Italiane SpA		27,731		380,941
Progressive Corp. (The)		1,290		272,422
Sampo Oyj - Class A		11,361		486,304
				4,663,589
				34,624,749
Health Care – 7.8%
Biotechnology – 1.3%
AbbVie, Inc.		7,578		1,221,877
Amgen, Inc.		1,262		385,983
Cerevel Therapeutics Holdings, Inc.(a)		38,155		1,554,435
Contra Chinook Therape (CVR)(a) (b) (c)		30,997		12,089
Deciphera Pharmaceuticals, Inc.(a)		23,644		603,868
Gilead Sciences, Inc.		5,353		344,037
Incyte Corp.(a)		4,479		258,841
Mirati Therapeutics, Inc. (CVR)(a) (b) (c)		25,914		18,140
Neurocrine Biosciences, Inc.(a)		1,755		237,644
Regeneron Pharmaceuticals, Inc.(a)		181		177,409

3

Company	Shares		U.S. $ Value
United Therapeutics Corp.(a)		920	$	253,119
Vertex Pharmaceuticals, Inc.(a)		796		362,451
				5,429,893
Health Care Equipment & Supplies – 1.3%
Axonics, Inc.(a)		26,113		1,751,921
Cooper Cos., Inc. (The)		14,967		1,411,538
Demant A/S(a)		7,646		367,483
Hologic, Inc.(a)		1,107		81,675
IDEXX Laboratories, Inc.(a)		772		383,645
Medtronic PLC		18,297		1,488,827
Olympus Corp.		12,400		195,701
				5,680,790
Health Care Providers & Services – 2.1%
ABIOMED, Inc. (CVR)(a) (b) (c)		3,960		4,039
Amedisys, Inc.(a)		18,277		1,665,948
Cardinal Health, Inc.		3,529		350,324
Cencora, Inc.		1,577		357,301
Cigna Group (The)		1,183		407,685
Elevance Health, Inc.		3,865		2,081,225
McKesson Corp.		2,198		1,251,959
Molina Healthcare, Inc.(a)		889		279,662
Olink Holding AB (ADR)(a)		60,720		1,454,244
UnitedHealth Group, Inc.		2,150		1,065,046
Universal Health Services, Inc. - Class B		2,082		395,164
				9,312,597
Life Sciences Tools & Services – 0.7%
Illumina, Inc.(a)		6,290		655,921
IQVIA Holdings, Inc.(a)		6,293		1,378,733
Thermo Fisher Scientific, Inc.		1,722		978,062
				3,012,716
Pharmaceuticals – 2.4%
AstraZeneca PLC		706		109,747
AstraZeneca PLC (Sponsored ADR)		6,347		495,193
Calliditas Therapeutics AB - Class B(a)		2,340		46,293
Catalent, Inc.(a)		29,514		1,587,558
Eli Lilly & Co.		1,785		1,464,307
Jazz Pharmaceuticals PLC(a)		485		51,046
Johnson & Johnson		241		35,347
Merck & Co., Inc.		12,855		1,613,817
Novartis AG (REG)		3,150		326,018
Novo Nordisk A/S - Class B		13,154		1,782,211
Roche Holding AG (Genusschein)		2,381		607,909
Sanofi SA		1,235		120,909
Takeda Pharmaceutical Co., Ltd.		12,400		330,150
Zoetis, Inc.		11,179		1,895,511
				10,466,016
				33,902,012

4

Company	Shares		U.S. $ Value
Consumer Discretionary – 5.7%
Automobile Components – 0.2%
Aptiv PLC(a)		10,537	$	877,311
Automobiles – 0.3%
Honda Motor Co., Ltd.		51,900		587,700
Nissan Motor Co., Ltd.		103,400		369,822
Tesla, Inc.(a)		1,299		231,326
				1,188,848
Broadline Retail – 1.5%
Alibaba Group Holding Ltd.		700		6,835
Alibaba Group Holding Ltd. (Sponsored ADR)		10,104		791,547
Amazon.com, Inc.(a)		23,472		4,141,399
Dollarama, Inc.		4,203		397,804
eBay, Inc.		3,962		214,820
Edcon Ltd. Series A(a) (b) (c)		465,862		1
Edcon Ltd. Series B(a) (b) (c)		73,623		0
MercadoLibre, Inc.(a)		253		436,572
Next PLC		3,192		382,306
				6,371,284
Diversified Consumer Services – 0.2%
Pearson PLC		22,197		269,877
Service Corp. International/US		10,389		744,475
				1,014,352
Hotels, Restaurants & Leisure – 1.6%
Amadeus IT Group SA		5,679		405,381
Booking Holdings, Inc.		191		721,283
Chipotle Mexican Grill, Inc.(a)		142		444,392
Compass Group PLC		15,140		425,074
Galaxy Entertainment Group Ltd.		29,400		141,655
InterContinental Hotels Group PLC		4,744		481,747
Kindred Group PLC		131,795		1,557,903
PlayAGS, Inc.(a)		7,850		90,668
Royal Caribbean Cruises Ltd.(a)		2,612		385,740
Starbucks Corp.		13,665		1,096,206
Yum China Holdings, Inc.		19,200		686,592
Yum! Brands, Inc.		3,114		427,957
				6,864,598
Household Durables – 0.3%
PulteGroup, Inc.		3,295		386,569
Vizio Holding Corp. - Class A(a)		82,056		881,282
				1,267,851
Specialty Retail – 0.9%
AutoZone, Inc.(a)		293		811,592
Dick’s Sporting Goods, Inc.		1,736		395,183
Hibbett, Inc.		945		81,818
Home Depot, Inc. (The)		1,933		647,304
Industria de Diseno Textil SA		4,650		221,115
TJX Cos., Inc. (The)		11,769		1,213,384
Ulta Beauty, Inc.(a)		529		209,003
Williams-Sonoma, Inc.		1,260		369,457
				3,948,856

5

Company	Shares		U.S. $ Value
Textiles, Apparel & Luxury Goods – 0.7%
Capri Holdings Ltd.(a)		16,105	$	556,428
Christian Dior SE		168		128,561
Deckers Outdoor Corp.(a)		414		452,883
NIKE, Inc. - Class B		17,118		1,627,066
Pandora A/S		2,307		378,948
				3,143,886
				24,676,986
Industrials – 5.7%
Aerospace & Defense – 0.3%
Axon Enterprise, Inc.(a)		1,341		377,720
BAE Systems PLC		23,574		419,759
Huntington Ingalls Industries, Inc.		1,299		328,777
Leonardo SpA(a)		14,394		370,241
				1,496,497
Air Freight & Logistics – 0.2%
DSV A/S		5,287		814,036
Building Products – 0.7%
Lennox International, Inc.		768		385,997
Masco Corp.		4,850		339,112
Otis Worldwide Corp.		19,329		1,917,436
Owens Corning		2,128		385,317
				3,027,862
Commercial Services & Supplies – 0.5%
Cintas Corp.		602		408,138
Republic Services, Inc.		1,442		267,044
Rollins, Inc.		7,871		359,626
Stericycle, Inc.(a)		18,091		932,410
Veralto Corp.		3,805		375,097
				2,342,315
Construction & Engineering – 0.2%
AECOM		2,335		203,939
Shimizu Corp.		21,100		116,757
Stantec, Inc.		3,970		320,408
				641,104
Electrical Equipment – 0.9%
ABB Ltd. (REG)		8,163		450,070
Eaton Corp. PLC		4,276		1,423,267
Encore Wire Corp.		1,645		474,961
Exide Technologies(a) (b) (c)		13		4,719
Prysmian SpA		14,276		938,928
Schneider Electric SE		1,766		440,582
				3,732,527

6

Company	Shares		U.S. $ Value
Ground Transportation – 0.1%
Canadian National Railway Co.		2,960	$	376,800
Industrial Conglomerates – 0.2%
DCC PLC		4,859		354,848
Hikari Tsushin, Inc.		2,200		361,109
Siemens AG (REG)		1,725		332,479
				1,048,436
Machinery – 0.5%
Daimler Truck Holding AG		7,694		329,197
Deere & Co.		1,753		656,954
Marel HF(e)		149,389		530,049
Snap-on, Inc.		259		70,671
Techtronic Industries Co., Ltd.		27,000		332,147
Volvo AB - Class A		10,295		279,782
Volvo AB - Class B		4,186		112,666
				2,311,466
Passenger Airlines – 0.2%
Hawaiian Holdings, Inc.(a)		48,488		662,346
Professional Services – 1.4%
Automatic Data Processing, Inc.		7,876		1,928,990
Experian PLC		9,528		441,510
Genpact Ltd.		11,036		364,850
Leidos Holdings, Inc.		2,397		352,479
Paychex, Inc.		3,530		424,165
Persol Holdings Co., Ltd.		48,000		69,335
RELX PLC (Amsterdam)		16,499		723,809
RELX PLC (London)		6,519		285,968
Sterling Check Corp.(a)		22,302		343,005
Thomson Reuters Corp.		389		66,940
Verisk Analytics, Inc.		1,550		391,809
Wolters Kluwer NV		4,490		716,107
				6,108,967
Trading Companies & Distributors – 0.5%
McGrath RentCorp		14,311		1,559,613
Reece Ltd.(d)		5,986		103,898
WW Grainger, Inc.		417		384,249
				2,047,760
				24,610,116
Communication Services – 2.8%
Diversified Telecommunication Services – 0.3%
Comcast Corp. - Class A		13,642		546,089
Consolidated Communications Holdings, Inc.(a)		76,327		335,839
HKT Trust & HKT Ltd. - Class SS		255,000		297,176
				1,179,104
Entertainment – 0.8%
Electronic Arts, Inc.		6,859		911,424
Endeavor Group Holdings, Inc. - Class A		31,002		831,784
Live Nation Entertainment, Inc.(a)		2,865		268,565
Netflix, Inc.(a)		1,562		1,002,211
Sea Ltd. (ADR)(a)		5,324		359,476
				3,373,460

7

Company	Shares		U.S. $ Value
Interactive Media & Services – 1.5%
Alphabet, Inc. - Class A(a)		5,234	$	902,865
Alphabet, Inc. - Class C(a)		20,902		3,636,111
Auto Trader Group PLC		20,509		215,744
Meta Platforms, Inc. - Class A		2,547		1,189,016
Rightmove PLC		31,555		216,623
Scout24 SE		3,605		271,181
				6,431,540
Media – 0.1%
Fox Corp. - Class B		8,408		268,552
Informa PLC		21,582		234,899
Omnicom Group, Inc.		1,166		108,391
				611,842
Wireless Telecommunication Services – 0.1%
SoftBank Corp.		32,300		387,284
				11,983,230
Consumer Staples – 2.7%
Beverages – 1.4%
Asahi Group Holdings Ltd.		31,239		1,146,048
Carlsberg AS - Class B		6,156		835,183
Coca-Cola Co. (The)		33,273		2,093,870
Constellation Brands, Inc. - Class A		5,744		1,437,321
Heineken Holding NV		4,552		373,596
Pernod Ricard SA		2,329		348,774
				6,234,792
Consumer Staples Distribution & Retail – 0.8%
Albertsons Cos., Inc. - Class A		78,064		1,611,241
Costco Wholesale Corp.		115		93,137
Koninklijke Ahold Delhaize NV		7,224		224,038
Kroger Co. (The)		7,381		386,543
Loblaw Cos., Ltd.		3,171		368,296
Sysco Corp.		5,051		367,814
Walmart, Inc.		7,555		496,817
				3,547,886
Household Products – 0.2%
Kimberly-Clark Corp.		2,968		395,634
Procter & Gamble Co. (The)		2,681		441,132
Southeastern Grocers, Inc.(a) (b) (c)		8,714		6,100
				842,866
Tobacco – 0.3%
Altria Group, Inc.		9,445		436,831
Imperial Brands PLC		15,289		379,919
Philip Morris International, Inc.		3,329		337,494
				1,154,244
				11,779,788

8

Company	Shares		U.S. $ Value
Materials – 2.0%
Chemicals – 0.4%
Linde PLC		1,664	$	724,705
Mitsubishi Chemical Group Corp.		40,500		214,495
Sherwin-Williams Co. (The)		1,313		398,890
Sumitomo Chemical Co., Ltd.		176,500		362,881
				1,700,971
Construction Materials – 0.1%
CRH PLC (London)		5,146		406,104
Heidelberg Materials AG		1,601		167,902
				574,006
Containers & Packaging – 0.6%
Packaging Corp. of America		2,061		378,173
Westrock Co.		37,857		2,030,649
				2,408,822
Metals & Mining – 0.9%
Glencore PLC		39,051		240,698
Haynes International, Inc.		18,367		1,080,347
Kinross Gold Corp.		17,871		145,150
Lundin Mining Corp.(d)		16,428		188,875
Rio Tinto PLC		5,205		366,418
Steel Dynamics, Inc.		2,842		380,459
Teck Resources Ltd. - Class B		12,053		626,903
United States Steel Corp.		29,048		1,113,991
				4,142,841
Paper & Forest Products – 0.0%
Contra Resolute Forest Products, Inc. (CVR)(a) (b) (c)		14,789		21,000
				8,847,640
Energy – 1.7%
Energy Equipment & Services – 0.5%
Artsonig Pty Ltd.(a) (b) (c)		51,133		0
ChampionX Corp.		32,657		1,065,271
CHC Group LLC(a) (b) (c)		1,138		0
PGS ASA(a)		732,512		658,724
Schlumberger NV		14,269		654,805
				2,378,800
Oil, Gas & Consumable Fuels – 1.2%
Ampol Ltd.(d)		13,702		317,731
Chevron Corp.		3,161		513,030
Equinor ASA		11,543		335,067
Exxon Mobil Corp.		3,209		376,288
HF Sinclair Corp.		5,923		327,127
Imperial Oil Ltd.(d)		5,396		381,258
Marathon Petroleum Corp.		258		45,565
Parkland Corp.(d)		6,070		175,159
Shell PLC		59,360		2,142,584
TotalEnergies SE		5,275		386,470
				5,000,279
				7,379,079

9

Company	Shares		U.S. $ Value
Real Estate – 1.0%
Real Estate Management & Development – 0.3%
CBRE Group, Inc. - Class A(a)		12,136	$	1,068,817
Mitsui Fudosan Co., Ltd.		30,400		279,287
				1,348,104
Residential REITs – 0.3%
Apartment Income REIT Corp.		27,818		1,077,947
Specialized REITs – 0.4%
American Tower Corp.		6,012		1,176,789
Iron Mountain, Inc.		4,844		390,863
Public Storage		804		220,159
				1,787,811
				4,213,862
Utilities – 0.9%
Electric Utilities – 0.6%
ALLETE, Inc.		10,570		667,495
American Electric Power Co., Inc.		6,585		594,296
Avangrid, Inc.		1,326		47,749
CLP Holdings Ltd.		5,000		39,618
Entergy Corp.		3,442		387,191
NextEra Energy, Inc.		7,445		595,749
Origin Energy Ltd.		53,945		367,118
				2,699,216
Independent Power and Renewable Electricity Producers – 0.1%
Atlantica Sustainable Infrastructure PLC		20,534		451,337
Encavis AG(a)		3,277		60,092
				511,429
Multi-Utilities – 0.2%
Centrica PLC		200,646		364,194
Consolidated Edison, Inc.		4,103		387,939
National Grid PLC		17,279		195,771
				947,904
				4,158,549
Total Common Stocks (cost $173,071,297)				216,060,178
INVESTMENT COMPANIES – 15.0%
Funds and Investment Trusts – 15.0%(f)
iShares Core International Aggregate Bond ETF		261,584		12,974,566
iShares Core MSCI EAFE ETF		286,520		21,617,934
iShares Core MSCI Emerging Markets ETF		496,998		26,137,125
iShares Global Energy ETF(d)		100,193		4,358,396
Total Investment Companies (cost $63,887,086)				65,088,021

10

	Principal Amount (000)			U.S. $ Value
GOVERNMENTS - TREASURIES – 12.9%
Australia – 0.1%
Australia Government Bond Series 150 3.00%, 03/21/2047(e)		AUD	525	$	263,602
Austria – 1.1%
Republic of Austria Government Bond 0.01%, 02/20/2031(e)		EUR	1,278		1,135,203
0.90%, 02/20/2032(e)			3,743		3,467,775
					4,602,978
Belgium – 0.2%
Kingdom of Belgium Government Bond Series 84 1.45%, 06/22/2037(e)			787		687,221
Canada – 0.7%
Canadian Government Bond 2.25%, 12/01/2029		CAD	4,625		3,177,264
Colombia – 0.3%
Colombian TES Series B 13.25%, 02/09/2033		COP	5,080,300		1,479,651
Germany – 0.2%
Bundesrepublik Deutschland Bundesanleihe 3.25%, 07/04/2042(e)		EUR	585		672,615
Italy – 0.6%
Italy Buoni Poliennali Del Tesoro Series 10Y 4.20%, 03/01/2034(e)			1,656		1,842,625
Series 13Y 4.05%, 10/30/2037(e)			599		648,060
					2,490,685
Japan – 2.1%
Japan Government Five Year Bond Series 161 0.30%, 06/20/2028		JPY	573,900		3,614,331
Japan Government Twenty Year Bond Series 183 1.40%, 12/20/2042			307,500		1,844,003
Japan Government Thirty Year Bond Series 82 1.80%, 03/20/2054			390,000		2,291,717
Japan Government Forty Year Bond Series 16 1.30%, 03/20/2063			110,950		524,572
Series 4 2.20%, 03/20/2051			161,700		1,049,978
					9,324,601

11

	Principal Amount (000)			U.S. $ Value
Poland – 0.2%
Republic of Poland Government Bond Series 1034 5.00%, 10/25/2034		PLN	4,352	$	1,040,873
South Korea – 0.3%
Korea Treasury Bond Series 3312 4.125%, 12/10/2033		KRW	2,015,170		1,516,779
Spain – 0.3%
Spain Government Bond 3.90%, 07/30/2039		EUR	1,309		1,453,793
United Kingdom – 1.6%
United Kingdom Gilt 0.50%, 01/31/2029(e)		GBP	1,094		1,178,056
1.25%, 10/22/2041(e)			1,401		1,071,836
1.50%, 07/31/2053(e)			625		393,893
4.625%, 01/31/2034(e)			3,400		4,440,330
					7,084,115
United States – 5.2%
U.S. Treasury Bonds 1.125%, 08/15/2040		U.S.$	3,640		2,175,469
1.25%, 05/15/2050			2,814		1,364,104
2.00%, 08/15/2051			1,368		804,555
2.375%, 02/15/2042			2,042		1,464,074
U.S. Treasury Notes 4.25%, 02/28/2029			13,284		13,118,147
4.875%, 05/31/2026			3,492		3,490,909
					22,417,258
Total Governments - Treasuries (cost $56,127,325)					56,211,435
CORPORATES - INVESTMENT GRADE – 7.0%
Financial Institutions – 3.4%
Banking – 2.6%
AIB Group PLC Series E 2.25%, 04/04/2028(e)		EUR	382		395,451
Banco Bilbao Vizcaya Argentaria SA 6.138%, 09/14/2028		U.S.$	400		407,248
Banco Santander SA 4.175%, 03/24/2028			200		192,022
Series E 5.75%, 08/23/2033(e)		EUR	200		226,326
Bank of America Corp. Series E 0.654%, 10/26/2031(e)			370		329,525
Series U 8.738% (CME Term SOFR 3 Month + 3.40%), 12/31/2049(g)		U.S.$	129		129,040

12

	Principal Amount (000)			U.S. $ Value
Bank of Ireland Group PLC Series E 4.625%, 11/13/2029(e)		EUR	232	$	258,287
Banque Federative du Credit Mutuel SA 3.875%, 06/16/2032(e)			300		321,006
Barclays PLC 3.875%, 01/31/2033(e)			100		110,333
5.088%, 06/20/2030		U.S.$	202		194,068
Series E 8.407%, 11/14/2032(e)		GBP	141		189,835
BNP Paribas SA 2.159%, 09/15/2029(e)		U.S.$	304		264,465
Series E 2.75%, 07/25/2028(e)		EUR	200		209,697
BPCE SA 3.116%, 10/19/2032(e)		U.S.$	323		264,795
CaixaBank SA 6.208%, 01/18/2029(e)			255		259,123
Capital One Financial Corp. 6.377%, 06/08/2034			126		129,077
Cooperatieve Rabobank UA 3.649%, 04/06/2028(e)			418		397,439
Credit Agricole SA 6.316%, 10/03/2029(e)			250		257,668
Danske Bank A/S Series E 4.506%, 01/09/2032(e)		EUR	365		391,477
Deutsche Bank AG 5.375%, 01/11/2029			300		339,636
HSBC Holdings PLC 2.013%, 09/22/2028		U.S.$	295		263,854
6.364%, 11/16/2032(e)		EUR	223		256,847
ING Groep NV 4.125%, 08/24/2033(e)			200		215,189
6.083%, 09/11/2027		U.S.$	200		202,072
Intesa Sanpaolo SpA 3.875%, 07/14/2027(e)			416		392,221
JPMorgan Chase & Co. Series E 1.09%, 03/11/2027(e)		EUR	382		395,729
KBC Group NV Series E 4.875%, 04/25/2033(e)			300		330,277
Lloyds Banking Group PLC Series E 4.75%, 09/21/2031(e)			341		384,957
Mizuho Financial Group, Inc. 3.153%, 07/16/2030		U.S.$	512		459,192
Morgan Stanley 4.656%, 03/02/2029		EUR	352		392,712
Nationwide Building Society 3.96%, 07/18/2030(e)		U.S.$	207		190,711
NatWest Group PLC 5.778%, 03/01/2035			200		200,278

13

	Principal Amount (000)			U.S. $ Value
Series E 5.763%, 02/28/2034(e)		EUR	173	$	196,390
Santander UK Group Holdings PLC 2.469%, 01/11/2028		U.S.$	285		262,029
Societe Generale SA 6.447%, 01/12/2027(e)			384		386,888
Standard Chartered PLC 2.608%, 01/12/2028(e)			424		392,035
Svenska Handelsbanken AB Series E 4.625%, 08/23/2032(e)		GBP	161		196,694
Swedbank AB Series G 3.625%, 08/23/2032(e)		EUR	303		322,119
UBS Group AG 7.75%, 03/01/2029(e)			213		260,832
UniCredit SpA 1.982%, 06/03/2027(e)		U.S.$	200		185,736
Wells Fargo & Co. Series E 1.741%, 05/04/2030(e)		EUR	336		330,317
					11,483,597
Finance – 0.1%
Air Lease Corp. 5.40%, 06/01/2028		CAD	175		129,847
Aviation Capital Group LLC 1.95%, 09/20/2026(e)		U.S.$	215		197,288
					327,135
Insurance – 0.4%
Athene Global Funding 6.17% (SOFR + 0.85%), 05/08/2026(e) (g)			394		394,126
CNP Assurances SACA Series E 2.50%, 06/30/2051(e)		EUR	300		285,112
Credit Agricole Assurances SA 4.75%, 09/27/2048(e)			200		219,020
Elevance Health, Inc. 5.85%, 01/15/2036		U.S.$	383		391,495
Metropolitan Life Global Funding I Series E 4.00%, 04/05/2028(e)		EUR	239		262,789
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen 3.25%, 05/26/2049(e)			100		103,834
Zurich Finance Ireland Designated Activity Co. Series E 3.00%, 04/19/2051(e)		U.S.$	240		197,270
					1,853,646

14

	Principal Amount (000)			U.S. $ Value
REITs – 0.3%
American Tower Corp. 0.875%, 05/21/2029		EUR	425	$	397,466
Annington Funding PLC Series E 3.184%, 07/12/2029(e)		GBP	116		130,826
Digital Intrepid Holding BV 0.625%, 07/15/2031(e)		EUR	390		329,408
GLP Capital LP/GLP Financing II, Inc. 3.25%, 01/15/2032		U.S.$	111		92,186
WEA Finance LLC 2.875%, 01/15/2027(e)			212		195,735
					1,145,621
					14,809,999
Industrial – 3.1%
Basic – 0.1%
BHP Billiton Finance Ltd. Series 15 1.50%, 04/29/2030(e)		EUR	347		330,555
Inversiones CMPC SA 6.125%, 02/26/2034(e)		U.S.$	200		201,040
					531,595
Capital Goods – 0.0%
Boeing Co. (The) 5.15%, 05/01/2030			111		105,891
Communications - Media – 0.3%
Cox Communications, Inc. 1.80%, 10/01/2030(e)			166		132,569
Fox Corp. 5.476%, 01/25/2039			139		131,274
Grupo Televisa SAB 8.50%, 03/11/2032			175		197,750
Interpublic Group of Cos., Inc. (The) 5.375%, 06/15/2033			263		260,218
Meta Platforms, Inc. 4.65%, 08/15/2062			154		131,678
Prosus NV 3.68%, 01/21/2030(e)			225		196,004
Warnermedia Holdings, Inc. 4.302%, 01/17/2030		EUR	122		132,242
					1,181,735
Communications - Telecommunications – 0.4%
AT&T, Inc. 3.55%, 12/17/2032			246		260,220
Bell Telephone Co. of Canada or Bell Canada 4.55%, 02/09/2030		CAD	182		131,404
5.85%, 11/10/2032			347		266,671
CK Hutchison Group Telecom Finance SA 1.50%, 10/17/2031(e)		EUR	216		196,989

15

	Principal Amount (000)			U.S. $ Value
TELUS Corp. Series CAG 5.25%, 11/15/2032		CAD	542	$	400,675
Verizon Communications, Inc. 1.25%, 04/08/2030		EUR	140		132,694
Vodafone Group PLC 4.20%, 12/13/2027		AUD	210		134,832
					1,523,485
Consumer Cyclical - Automotive – 0.3%
General Motors Financial Co., Inc. 6.10%, 01/07/2034		U.S.$	385		387,607
Harley-Davidson Financial Services, Inc. 3.05%, 02/14/2027(e)			281		262,072
Hyundai Capital America 1.80%, 01/10/2028(e)			449		394,729
Lear Corp. 4.25%, 05/15/2029			419		396,931
					1,441,339
Consumer Cyclical - Entertainment – 0.1%
Hasbro, Inc. 3.55%, 11/19/2026			333		316,999
6.05%, 05/14/2034(d)			80		79,718
					396,717
Consumer Cyclical - Other – 0.2%
Marriott International, Inc./MD Series HH 2.85%, 04/15/2031			93		79,040
MDC Holdings, Inc. 6.00%, 01/15/2043			197		197,626
PulteGroup, Inc. 7.875%, 06/15/2032			169		193,037
Sands China Ltd. 4.625%, 06/18/2030			211		194,169
					663,872
Consumer Non-Cyclical – 0.5%
Altria Group, Inc. 3.125%, 06/15/2031		EUR	258		256,724
American Medical Systems Europe BV 3.50%, 03/08/2032			250		266,008
Cargill, Inc. 3.875%, 04/24/2030(e)			360		395,317
Cencosud SA 5.95%, 05/28/2031(e)		U.S.$	200		197,150
CommonSpirit Health 5.318%, 12/01/2034			337		329,856
CVS Health Corp. 5.70%, 06/01/2034			267		265,724
Loblaw Cos. Ltd. 6.54%, 02/17/2033(e)		CAD	165		131,286
Saputo, Inc. 5.25%, 11/29/2029			536		400,497

16

	Principal Amount (000)			U.S. $ Value
Stryker Corp. 3.375%, 12/11/2028		EUR	121	$	129,901
					2,372,463
Energy – 0.6%
BP Capital Markets PLC 3.625%, 03/22/2029(e)			246		254,972
Continental Resources, Inc./OK 5.75%, 01/15/2031(e)		U.S.$	198		194,893
Devon Energy Corp. 7.95%, 04/15/2032			139		158,283
Enbridge Pipelines, Inc. 2.82%, 05/12/2031		CAD	124		79,989
Enbridge, Inc. 6.10%, 11/09/2032			445		346,640
ONEOK Partners LP 6.65%, 10/01/2036		U.S.$	126		132,339
Raizen Fuels Finance SA 6.45%, 03/05/2034(e)			200		202,422
Suncor Energy, Inc. 6.85%, 06/01/2039			181		194,266
TotalEnergies SE Series NC7 1.625%, 10/25/2027(e)		EUR	334		328,098
TransCanada PipeLines Ltd. 5.277%, 07/15/2030(e)		CAD	350		261,786
Var Energi ASA 7.50%, 01/15/2028(e)		U.S.$	245		257,706
Series E 5.50%, 05/04/2029(e)		EUR	115		131,682
					2,543,076
Other Industrial – 0.1%
LKQ Dutch Bond BV 4.125%, 03/13/2031			243		262,478
Services – 0.1%
Booking Holdings, Inc. 4.50%, 11/15/2031			171		194,165
4.75%, 11/15/2034			168		194,522
					388,687
Technology – 0.2%
Broadridge Financial Solutions, Inc. 2.60%, 05/01/2031		U.S.$	397		332,074
Fiserv, Inc. 1.625%, 07/01/2030		EUR	144		136,588
5.625%, 08/21/2033		U.S.$	261		262,313
Honeywell International, Inc. 4.125%, 11/02/2034		EUR	293		324,345
					1,055,320

17

	Principal Amount (000)			U.S. $ Value
Transportation - Railroads – 0.0%
Lima Metro Line 2 Finance Ltd. 4.35%, 04/05/2036(e)		U.S.$	216	$	196,103
Transportation - Services – 0.2%
407 International, Inc. Series 06D1 5.75%, 02/14/2036		CAD	344		264,067
Heathrow Funding Ltd. 6.45%, 12/10/2033		GBP	192		258,012
Ryder System, Inc. 6.60%, 12/01/2033		U.S.$	361		384,609
					906,688
					13,569,449
Utility – 0.5%
Electric – 0.3%
Dte Energy Co. 5.85%, 06/01/2034			170		172,021
Electricite de France SA Series MPLE 5.993%, 05/23/2030(e)		CAD	262		200,087
Enel Finance International NV 2.25%, 07/12/2031(e)		U.S.$	274		223,247
Series E 3.375%, 07/23/2028(e)		EUR	122		130,675
Engie Energia Chile SA 6.375%, 04/17/2034(e)		U.S.$	200		201,938
Niagara Mohawk Power Corp. 4.278%, 12/15/2028(e)			343		324,409
Vistra Operations Co. LLC 6.00%, 04/15/2034(e)			66		66,154
					1,318,531
Natural Gas – 0.2%
Cadent Finance PLC Series E 4.25%, 07/05/2029(e)		EUR	290		318,840
Energir, Inc. 6.30%, 10/31/2033		CAD	165		132,826
Grupo Energia Bogota SA ESP 7.85%, 11/09/2033(e)		U.S.$	200		220,375
					672,041
Other Utility – 0.0%
Buffalo Energy Mexico Holdings/Buffalo Energy Infrastructure/Buffalo Energy 7.875%, 02/15/2039(e)			200		211,750
					2,202,322
Total Corporates - Investment Grade (cost $30,534,740)					30,581,770

18

	Principal Amount (000)			U.S. $ Value
MORTGAGE PASS-THROUGHS – 4.2%
Agency Fixed Rate 30-Year – 4.2%
Government National Mortgage Association Series 2024 2.50%, 06/15/2054, TBA		U.S.$	1,675	$	1,395,156
3.00%, 06/15/2054, TBA			2,030		1,753,417
4.00%, 06/15/2054, TBA			318		292,028
4.50%, 06/15/2054, TBA			2,316		2,188,001
5.00%, 06/15/2054, TBA			2,802		2,717,831
5.50%, 06/15/2054, TBA			5,409		5,364,260
Uniform Mortgage-Backed Security Series 2024 2.00%, 06/15/2054, TBA			1,398		1,077,661
3.50%, 06/15/2054, TBA			667		584,396
6.00%, 06/15/2054, TBA			2,420		2,423,118
6.50%, 06/15/2054, TBA			364		369,986
Total Mortgage Pass-Throughs (cost $18,131,079)					18,165,854
COVERED BONDS – 1.3%
Australia – 0.1%
National Australia Bank Ltd. Series E 0.875%, 02/19/2027(e)		EUR	522		527,785
Canada – 0.1%
Bank of Montreal Series E 0.125%, 01/26/2027(e)			533		529,670
France – 0.7%
BPCE SFH SA 0.625%, 09/22/2027(e)			700		696,455
Caisse Francaise de Financement Local Series E 0.50%, 02/19/2027(e)			500		502,351
Cie de Financement Foncier SA 3.125%, 05/18/2027(e)			500		539,047
Credit Agricole Home Loan SFH SA Series E 0.875%, 08/31/2027(e)			700		702,744
Societe Generale SFH SA Series E 0.75%, 10/18/2027(e)			500		498,966
					2,939,563
South Korea – 0.1%
Korea Housing Finance Corp. 3.714%, 04/11/2027(e)			484		527,041
Spain – 0.3%
Banco de Sabadell SA 1.00%, 04/26/2027(e)			500		504,803

19

	Principal Amount (000)				U.S. $ Value
Banco Santander SA 4.625%, 05/04/2027		EUR	500		$	560,434
						1,065,237
Total Covered Bonds (cost $5,582,762)						5,589,296
INFLATION-LINKED SECURITIES – 1.1%
Canada – 0.1%
Canadian Government Real Return Bond Series CPI 4.00%, 12/01/2031		CAD	394			332,827
Sweden – 0.1%
Sweden Inflation Linked Bond Series 3104 3.50%, 12/01/2028(e)		SEK	1,580			266,881
Series 3113 0.125%, 12/01/2027(e)			2,250			266,448
						533,329
United States – 0.9%
U.S. Treasury Inflation Index 0.125%, 10/15/2025		U.S.$	0	**		463
0.125%, 04/15/2026			1			539
0.125%, 07/15/2026			1			764
0.125%, 04/15/2027			2,821			2,642,664
0.125%, 01/15/2030			1			785
0.125%, 07/15/2030			1			712
0.125%, 01/15/2031			1			899
0.125%, 07/15/2031			1			908
0.125%, 01/15/2032			1			670
0.25%, 07/15/2029			1			539
0.375%, 07/15/2025			1			751
0.375%, 01/15/2027			0	**		272
0.625%, 01/15/2026			1			924
0.625%, 07/15/2032			1			941
0.75%, 07/15/2028			1			866
1.125%, 01/15/2033			1			915
1.25%, 04/15/2028			1			946
1.375%, 07/15/2033			1,419			1,331,104
1.625%, 10/15/2027			1			562
1.75%, 01/15/2034			1			804
2.00%, 01/15/2026			1			1,020
2.375%, 01/15/2027			0	**		193
3.625%, 04/15/2028			1			672
3.875%, 04/15/2029			0	**		154
						3,989,067
Total Inflation-Linked Securities (cost $4,851,835)						4,855,223
GOVERNMENTS - SOVEREIGN AGENCIES – 0.8%
Canada – 0.2%
Canada Housing Trust No. 1 4.25%, 03/15/2034(e)		CAD	235			175,543

20

	Principal Amount (000)			U.S. $ Value
Canada Housing Trust No. 1 3.95%, 06/15/2028(e)		CAD	835	$	613,269
					788,812
France – 0.3%
Dexia SA Series E 0.01%, 01/22/2027(e)		EUR	700		696,326
SNCF Reseau Series E 3.125%, 10/25/2028(e)			600		646,225
					1,342,551
Japan – 0.2%
Development Bank of Japan, Inc. Series G 3.50%, 09/13/2027(e)			593		646,053
Netherlands – 0.1%
BNG Bank NV 3.50%, 07/19/2027		AUD	819		526,694
Total Governments - Sovereign Agencies (cost $3,294,819)					3,304,110
LOCAL GOVERNMENTS - REGIONAL BONDS – 0.7%
Australia – 0.5%
New South Wales Treasury Corp. 2.00%, 03/08/2033			1,009		525,651
4.75%, 02/20/2035(e)			1,861		1,183,772
Treasury Corp. of Victoria 2.00%, 11/20/2037			300		131,504
2.25%, 11/20/2034			787		394,938
					2,235,865
Japan – 0.2%
Japan Finance Organization for Municipalities Series G 0.05%, 02/12/2027(e)		EUR	668		661,501
Total Local Governments - Regional Bonds (cost $2,882,050)					2,897,366
GOVERNMENTS - SOVEREIGN BONDS – 0.4%
Chile – 0.1%
Chile Electricity Lux MPC SARL 6.01%, 01/20/2033(e)		U.S.$	322		322,905
Chile Government International Bond 4.125%, 07/05/2034		EUR	348		383,264
					706,169
Hungary – 0.1%
Hungary Government International Bond 5.375%, 09/12/2033(e)			224		255,641

21

	Principal Amount (000)			U.S. $ Value
Indonesia – 0.1%
Indonesia Government International Bond 1.00%, 07/28/2029		EUR	349	$	327,973
Romania – 0.1%
Romanian Government International Bond 6.625%, 09/27/2029(e)			216		253,758
Saudi Arabia – 0.0%
Saudi Government International Bond 5.75%, 01/16/2054(e)		U.S.$	203		195,889
Total Governments - Sovereign Bonds (cost $1,739,758)					1,739,430
QUASI-SOVEREIGNS – 0.3%
Quasi-Sovereign Bonds – 0.3%
Chile – 0.1%
Corp. Nacional del Cobre de Chile 5.125%, 02/02/2033(e)			485		455,900
Hungary – 0.0%
Magyar Export-Import Bank Zrt 6.125%, 12/04/2027(e)			255		256,357
Mexico – 0.1%
Comision Federal de Electricidad 3.348%, 02/09/2031(e)			316		260,668
Saudi Arabia – 0.1%
Gaci First Investment Co. 4.875%, 02/14/2035(e)			277		260,690
Total Quasi-Sovereigns (cost $1,235,958)					1,233,615
LOCAL GOVERNMENTS - PROVINCIAL BONDS – 0.2%
Canada – 0.2%
Province of Ontario Canada 2.90%, 12/02/2046 (cost $718,800)		CAD	1,283		729,587
SUPRANATIONALS – 0.1%
European Investment Bank 1.80%, 01/19/2027 (cost $527,057)		AUD	851		528,503
ASSET-BACKED SECURITIES – 0.1%
CLO - Fixed Rate – 0.1%
CIFC Funding Ltd. Series 2018-2A 6.626% (CME Term SOFR 3 Month + 1.30%), 04/20/2031(e) (g) (cost $480,345)		U.S.$	480		480,660

22

	Principal Amount (000)		U.S. $ Value
CORPORATES - NON-INVESTMENT GRADE – 0.1%
Financial Institutions – 0.1%
Finance – 0.1%
CNG Holdings, Inc. 14.50%, 06/30/2026(e)	U.S.$	85	$	69,700
Curo Group Holdings Corp. 7.50%, 08/01/2028(a) (h) (i)		177		40,402
18.00%, 08/01/2028(b)		160		166,825
				276,927
Industrial – 0.0%
Basic – 0.0%
ERP Iron Ore LLC 1.00%, 12/31/2019(a) (b) (c) (j) (k)		12		0
Magnetation LLC/Mag Finance Corp. 11.00%, 05/15/2018(a) (b) (c) (i) (j)		146		0
				0
Communications - Media – 0.0%
National CineMedia LLC 5.75%, 08/15/2026(a) (b) (c) (l)		33		0
Sinclair Television Group, Inc. 5.50%, 03/01/2030(e)		2		1,319
				1,319
Consumer Cyclical - Automotive – 0.0%
Exide Technologies 11.00%, 10/31/2024(a) (b) (c) (i) (l)		83		0
Services – 0.0%
Allied Universal Holdco LLC/Allied Universal Finance Corp. 6.625%, 07/15/2026(e)		2		2,000
Monitronics International, Inc. 9.125%, 04/01/2020(a) (b) (c) (j)		120		0
				2,000
Technology – 0.0%
GoTo Group, Inc. 5.50%, 05/01/2028(e)		119		77,788
				81,107
Total Corporates - Non-Investment Grade (cost $445,292)				358,034
COMMERCIAL MORTGAGE-BACKED SECURITY – 0.1%
Non-Agency Floating Rate CMBS – 0.1%
HLTN Commercial Mortgage Trust Series 2024-DPLO 6.962% (CME Term SOFR 1 Month + 1.64%), 06/15/2041(e) (g) (cost $302,813)		304		303,568

23

	Principal Amount (000)			U.S. $ Value
EMERGING MARKETS - TREASURIES – 0.0%
Russia – 0.0%
Russian Federal Bond - OFZ Series 6212 7.05%, 01/19/2028(c) (cost $358,409)		RUB	23,770	$	127,492
	Shares
PREFERRED STOCKS – 0.0%
Industrials – 0.0%
Consumer Cyclical - Automotive – 0.0%
Exide International Holdings LP 0.00%(a) (b) (c) (cost $87,984)			117		109,746
	Principal Amount (000)
EMERGING MARKETS - SOVEREIGNS – 0.0%
Venezuela – 0.0%
Venezuela Government International Bond 9.25%, 09/15/2027(a) (h) (cost $155,401)		U.S.$	292		54,020
	Shares
RIGHTS – 0.0%
Utilities – 0.0%
Multi-Utilities – 0.0%
National Grid PLC, expiring 06/10/2024(a) (cost $0)			5,039		12,588
	Principal Amount (000)
EMERGING MARKETS - CORPORATE BONDS – 0.0%
Industrial – 0.0%
Communications - Telecommunications – 0.0%
Digicel Group Holdings Ltd. Zero Coupon, 12/31/2030(c) (i)		U.S.$	9		135
Consumer Cyclical - Retailers – 0.0%
Edcon Ltd. Zero Coupon, 06/25/2023(a) (b) (c) (j)		ZAR	2		0
K2016470219 South Africa Ltd. 3.00%, 12/31/2022(a) (b) (c) (i) (j)		U.S.$	40		0
K2016470260 South Africa Ltd. 25.00%, 12/31/2022(a) (b) (c) (i) (j)			28		0
					0
Total Emerging Markets - Corporate Bonds (cost $72,254)					135

24

Company	Shares		U.S. $ Value
WARRANTS – 0.0%
Software – 0.0%
Constellation Software, Inc., expiring 08/22/2028(a) (b) (c) (d) (cost $0)		541	$	0
SHORT-TERM INVESTMENTS – 5.2%
Investment Companies – 2.2%
AB Fixed Income Shares, Inc. - Government Money Market Portfolio - Class AB, 5.22%(f) (m) (n) (cost $9,617,822)		9,617,822		9,617,822
	Principal Amount (000)
U.S. Treasury Bills – 3.0%
United States – 3.0%
U.S. Treasury Bill Zero Coupon, 11/14/2024 (cost $13,201,512)	U.S.$	13,520		13,201,266
Total Investments Before Security Lending Collateral for Securities Loaned – 99.3% (cost $387,306,398)				431,249,719
	Shares
INVESTMENTS OF CASH COLLATERAL FOR SECURITIES LOANED – 0.9%
Investment Companies – 0.9%
AB Fixed Income Shares, Inc. - Government Money Market Portfolio - Class AB, 5.22%(f) (m) (n) (cost $3,840,703)		3,840,703		3,840,703
Total Investments – 100.2% (cost $391,147,101)(o)				435,090,422
Other assets less liabilities – (0.2)%				(1,017,806	)
Net Assets – 100.0%			$	434,072,616

FUTURES

Description	Number of Contracts		Expiration Month		Current Notional		Value and Unrealized Appreciation (Depreciation)
Purchased Contracts
10 Yr Australian Bond Futures		99		June 2024	$	7,420,852	$	(236,058)
10 Yr Canadian Bond Futures		17		September 2024		1,482,784		(4,396	)
10 Yr Japan Bond (OSE) Futures		10		June 2024		9,092,296		(174,429	)
Copper Futures		21		September 2024		2,420,513		163,720
Euro Buxl 30 Yr Bond Futures		63		September 2024		8,751,206		12,219
Euro STOXX 50 Index Futures		35		June 2024		1,892,760		3,811
Euro-BOBL Futures		65		September 2024		8,138,250		2,087
Euro-Bund Futures		208		June 2024		29,190,781		(704,818	)

25

Description	Number of Contracts		Expiration Month		Current Notional		Value and Unrealized Appreciation (Depreciation)
Euro-Schatz Futures		33		September 2024	$	3,768,290	$	134
FTSE 100 Index Futures		28		June 2024		2,956,363		63,810
FTSE China A50 Futures		184		June 2024		2,274,608		(46,086	)
FTSE KLCI Futures		39		June 2024		664,085		(6,901	)
FTSE Taiwan Index Futures		34		June 2024		2,444,600		(78,560	)
FTSE/JSE Top 40 Futures		18		June 2024		678,050		(15,886	)
Hang Seng Index Futures		30		June 2024		3,454,235		(136,085	)
Long Gilt Futures		66		September 2024		8,100,564		(41,730	)
S&P 500 E-Mini Futures		148		June 2024		39,186,700		324,584
S&P/TSX 60 Index Futures		20		June 2024		3,916,211		29,786
SPI 200 Futures		2		June 2024		256,792		3,571
TOPIX Index Futures		18		June 2024		3,172,734		14,767
U.S. Long Bond (CBT) Futures		213		September 2024		24,721,312		145,938
U.S. T-Note 2 Yr (CBT) Futures		103		September 2024		20,981,422		3,939
U.S. T-Note 5 Yr (CBT) Futures		394		September 2024		41,683,969		(53,981	)
U.S. Ultra Bond (CBT) Futures		117		September 2024		14,325,188		15,354
Sold Contracts
10 Yr Australian Bond Futures		85		June 2024		6,371,439		25,195
10 Yr Canadian Bond Futures		32		September 2024		2,791,122		6,473
10 Yr Japan Bond (OSE) Futures		13		June 2024		11,819,985		142,492
Euro Buxl 30 Yr Bond Futures		36		June 2024		4,938,190		328,816
Euro STOXX 50 Index Futures		7		June 2024		378,552		3,991
Euro-Bund Futures		34		September 2024		4,795,181		(3,996	)
Euro-OAT Futures		10		June 2024		1,353,491		(2,390	)
FTSE/JSE Top 40 Futures		1		June 2024		37,670		1,825
Long Gilt Futures		27		September 2024		3,313,867		13,590
MSCI Emerging Markets Futures		64		June 2024		3,380,800		50,863
MSCI Singapore IX ETS Futures		200		June 2024		4,572,232		29,719
NSE IFSC Nifty 50 Index Futures		47		June 2024		2,132,672		33,796
OMXS 30 Index Futures		222		June 2024		5,504,673		57,006
S&P 500 E-Mini Futures		9		June 2024		2,382,975		(56,024	)
SET 50 Futures		223		June 2024		1,000,742		15,437
SPI 200 Futures		33		June 2024		4,237,066		45,290
U.S. 10 Yr Ultra Futures		9		September 2024		1,008,281		(3,518	)
U.S. T-Note 2 Yr (CBT) Futures		35		September 2024		7,129,609		(1,412	)
U.S. T-Note 5 Yr (CBT) Futures		33		September 2024		3,491,297		1,762
U.S. T-Note 10 Yr (CBT) Futures		231		September 2024		25,132,078		49,858
U.S. Ultra Bond (CBT) Futures		63		September 2024		7,713,563		(27,287	)
WIG 20 Index Futures		26		June 2024		328,807		8,313
							$	4,589

FORWARD CURRENCY EXCHANGE CONTRACTS

Counterparty	Contracts to Deliver (000)			In Exchange For (000)			Settlement Date		Unrealized Appreciation (Depreciation)
Bank of America, NA		BRL	17,812		USD	3,422		06/04/2024	$	30,303
Bank of America, NA		USD	3,413		BRL	17,812		06/04/2024		(20,773	)
Bank of America, NA		EUR	1,338		USD	1,459		06/12/2024		7,242
Bank of America, NA		USD	8,366		EUR	7,665		06/12/2024		(46,750	)
Bank of America, NA		CAD	3,833		USD	2,835		06/13/2024		21,706
Bank of America, NA		INR	55,969		USD	672		06/14/2024		1,779
Bank of America, NA		INR	308,106		USD	3,686		06/14/2024		(6,106	)
Bank of America, NA		USD	1,189		INR	99,412		06/14/2024		1,728
Bank of America, NA		USD	1,316		INR	109,298		06/14/2024		(6,114	)
Bank of America, NA		USD	402		BRL	2,115		07/02/2024		(751	)
Bank of America, NA		COP	581,925		USD	150		07/19/2024		903
Bank of America, NA		IDR	10,949,927		USD	674		07/19/2024		1,668
Bank of America, NA		IDR	29,379,837		USD	1,801		07/19/2024		(3,145	)

26

Counterparty	Contracts to Deliver (000)			In Exchange For (000)			Settlement Date		Unrealized Appreciation (Depreciation)
Bank of America, NA		NOK	66,342		USD	6,043		07/19/2024	$	(284,587	)
Bank of America, NA		SEK	16,362		USD	1,505		07/19/2024		(52,927	)
Bank of America, NA		USD	290		CLP	258,631		07/19/2024		(8,812	)
Bank of America, NA		USD	1,744		IDR	27,985,602		07/19/2024		(24,851	)
Bank of America, NA		USD	1,777		NOK	18,953		07/19/2024		30,535
Bank of America, NA		USD	3,735		SEK	40,602		07/19/2024		131,338
Bank of America, NA		CNH	36,288		USD	5,028		07/23/2024		13,813
Bank of America, NA		NZD	8,733		USD	5,330		07/25/2024		(38,484	)
Bank of America, NA		PHP	71,222		USD	1,227		07/25/2024		10,875
Bank of America, NA		SGD	1,777		USD	1,320		07/25/2024		1,303
Bank of America, NA		USD	981		MXN	16,768		07/25/2024		(298	)
Bank of America, NA		USD	427		PHP	24,439		07/25/2024		(9,704	)
Barclays Bank PLC		BRL	13,789		USD	2,635		06/04/2024		8,600
Barclays Bank PLC		USD	2,679		BRL	13,789		06/04/2024		(53,427	)
Barclays Bank PLC		USD	1,896		EUR	1,761		06/12/2024		15,652
Barclays Bank PLC		USD	2,731		CAD	3,715		06/13/2024		(4,817	)
Barclays Bank PLC		INR	54,871		USD	657		06/14/2024		(207	)
Barclays Bank PLC		GBP	967		USD	1,202		06/20/2024		(29,897	)
Barclays Bank PLC		USD	4,330		GBP	3,482		06/20/2024		107,664
Barclays Bank PLC		BRL	7,843		USD	1,520		07/02/2024		30,700
Barclays Bank PLC		KRW	1,508,734		USD	1,110		07/18/2024		16,036
Barclays Bank PLC		IDR	22,439,834		USD	1,396		07/19/2024		17,688
Barclays Bank PLC		PEN	1,436		USD	385		07/19/2024		9
Barclays Bank PLC		PEN	1,015		USD	270		07/19/2024		(2,045	)
Barclays Bank PLC		SEK	8,847		USD	815		07/19/2024		(27,738	)
Barclays Bank PLC		USD	165		CLP	151,691		07/19/2024		(57	)
Barclays Bank PLC		USD	342		COP	1,338,227		07/19/2024		1,957
Barclays Bank PLC		USD	973		COP	3,773,715		07/19/2024		(3,209	)
Barclays Bank PLC		USD	2,454		IDR	39,273,591		07/19/2024		(41,413	)
Barclays Bank PLC		PHP	185,941		USD	3,254		07/25/2024		78,731
Barclays Bank PLC		USD	3,883		PHP	221,508		07/25/2024		(100,169	)
Barclays Bank PLC		USD	662		JPY	102,427		08/16/2024		(3,207	)
Barclays Bank PLC		MYR	16,174		USD	3,470		08/21/2024		15,860
Barclays Bank PLC		MYR	23,185		USD	4,925		08/21/2024		(26,948	)
Barclays Bank PLC		USD	10,909		MYR	51,385		08/21/2024		65,947
Barclays Bank PLC		USD	1,131		TWD	36,365		08/23/2024		(8,272	)
BNP Paribas SA		COP	5,901,912		USD	1,514		07/19/2024		(2,076	)
BNP Paribas SA		USD	330		CNH	2,388		07/23/2024		(196	)
Citibank, NA		EUR	26,842		USD	29,116		06/12/2024		(18,535	)
Citibank, NA		USD	7,321		CAD	9,852		06/13/2024		(91,185	)
Deutsche Bank AG		BRL	3,243		USD	619		06/04/2024		1,095
Deutsche Bank AG		USD	634		BRL	3,243		06/04/2024		(15,948	)
Deutsche Bank AG		EUR	8,344		USD	9,147		06/12/2024		90,201
Deutsche Bank AG		USD	1,272		EUR	1,182		06/12/2024		11,130
Deutsche Bank AG		USD	1,475		EUR	1,345		06/12/2024		(14,981	)
Deutsche Bank AG		INR	179,602		USD	2,151		06/14/2024		(1,484	)
Deutsche Bank AG		USD	5,804		INR	482,845		06/14/2024		(18,611	)
Deutsche Bank AG		ZAR	11,568		USD	621		06/14/2024		5,486
Deutsche Bank AG		USD	711		GBP	570		06/20/2024		15,746
Deutsche Bank AG		USD	3,201		AUD	4,787		06/27/2024		(14,016	)
Deutsche Bank AG		COP	1,339,435		USD	339		07/19/2024		(4,906	)
Deutsche Bank AG		IDR	42,941,658		USD	2,687		07/19/2024		49,259
Deutsche Bank AG		SEK	7,675		USD	720		07/19/2024		(11,109	)
Deutsche Bank AG		USD	884		SEK	9,436		07/19/2024		15,077
Deutsche Bank AG		USD	1,222		CHF	1,095		08/08/2024		96
Deutsche Bank AG		JPY	619,939		USD	4,014		08/16/2024		28,530
Deutsche Bank AG		USD	539		JPY	83,645		08/16/2024		(1,468	)
Deutsche Bank AG		TWD	42,055		USD	1,311		08/23/2024		12,909
Goldman Sachs Bank USA		USD	1,147		CAD	1,575		06/13/2024		8,683
Goldman Sachs Bank USA		USD	3,628		ZAR	69,743		06/14/2024		82,069
Goldman Sachs Bank USA		USD	1,261		GBP	993		06/20/2024		4,281
Goldman Sachs Bank USA		PEN	801		USD	214		07/19/2024		(626	)
Goldman Sachs Bank USA		USD	149		COP	583,133		07/19/2024		409
Goldman Sachs Bank USA		USD	3,692		MXN	61,802		07/25/2024		(78,784	)
Goldman Sachs Bank USA		USD	845		PHP	48,164		07/25/2024		(22,637	)
Goldman Sachs Bank USA		JPY	210,495		USD	1,372		08/16/2024		18,512
Goldman Sachs Bank USA		USD	1,308		JPY	203,284		08/16/2024		(1,315	)
Goldman Sachs Bank USA		MYR	1,357		USD	286		08/21/2024		(3,721	)
HSBC Bank USA		AUD	8,207		USD	5,270		06/27/2024		(194,487	)

27

Counterparty	Contracts to Deliver (000)			In Exchange For (000)			Settlement Date		Unrealized Appreciation (Depreciation)
HSBC Bank USA		PLN	1,300		USD	331		07/11/2024	$	1,426
JPMorgan Chase Bank, NA		BRL	1,203		USD	237		06/04/2024		8,371
JPMorgan Chase Bank, NA		USD	230		BRL	1,203		06/04/2024		(406	)
JPMorgan Chase Bank, NA		USD	3,248		EUR	3,043		06/12/2024		54,475
JPMorgan Chase Bank, NA		CAD	2,840		USD	2,069		06/13/2024		(15,401	)
JPMorgan Chase Bank, NA		INR	17,629		USD	212		06/14/2024		876
JPMorgan Chase Bank, NA		USD	1,455		INR	121,560		06/14/2024		1,176
JPMorgan Chase Bank, NA		USD	961		INR	79,787		06/14/2024		(4,521	)
JPMorgan Chase Bank, NA		USD	627		ZAR	11,582		06/14/2024		(11,150	)
JPMorgan Chase Bank, NA		ZAR	22,818		USD	1,237		06/14/2024		22,879
JPMorgan Chase Bank, NA		ZAR	26,291		USD	1,381		06/14/2024		(17,256	)
JPMorgan Chase Bank, NA		GBP	830		USD	1,038		06/20/2024		(19,606	)
JPMorgan Chase Bank, NA		CZK	28,587		USD	1,229		07/11/2024		(27,798	)
JPMorgan Chase Bank, NA		USD	582		CZK	13,236		07/11/2024		(243	)
JPMorgan Chase Bank, NA		USD	524		HUF	188,098		07/11/2024		(646	)
JPMorgan Chase Bank, NA		USD	521		PLN	2,085		07/11/2024		8,186
JPMorgan Chase Bank, NA		USD	641		PLN	2,509		07/11/2024		(3,937	)
JPMorgan Chase Bank, NA		USD	1,605		KRW	2,202,289		07/18/2024		(8,792	)
JPMorgan Chase Bank, NA		CLP	197,520		USD	219		07/19/2024		4,153
JPMorgan Chase Bank, NA		IDR	5,092,615		USD	313		07/19/2024		332
JPMorgan Chase Bank, NA		PEN	2,533		USD	678		07/19/2024		(1,667	)
JPMorgan Chase Bank, NA		SEK	25,398		USD	2,327		07/19/2024		(92,040	)
JPMorgan Chase Bank, NA		CNH	17,152		USD	2,376		07/23/2024		5,752
JPMorgan Chase Bank, NA		PHP	36,948		USD	639		07/25/2024		7,586
JPMorgan Chase Bank, NA		USD	1,008		CHF	913		08/08/2024		11,305
Morgan Stanley Capital Services, Inc.		BRL	5,409		USD	1,053		06/04/2024		22,533
Morgan Stanley Capital Services, Inc.		USD	1,032		BRL	5,409		06/04/2024		(1,828	)
Morgan Stanley Capital Services, Inc.		EUR	6,453		USD	6,898		06/12/2024		(105,932	)
Morgan Stanley Capital Services, Inc.		USD	1,261		EUR	1,162		06/12/2024		365
Morgan Stanley Capital Services, Inc.		USD	1,246		EUR	1,146		06/12/2024		(2,355	)
Morgan Stanley Capital Services, Inc.		CAD	2,517		USD	1,837		06/13/2024		(10,080	)
Morgan Stanley Capital Services, Inc.		USD	3,248		CAD	4,466		06/13/2024		28,849
Morgan Stanley Capital Services, Inc.		USD	201		INR	16,762		06/14/2024		109
Morgan Stanley Capital Services, Inc.		USD	158		INR	13,131		06/14/2024		(674	)
Morgan Stanley Capital Services, Inc.		GBP	518		USD	661		06/20/2024		729
Morgan Stanley Capital Services, Inc.		HUF	1,484,813		USD	3,991		07/11/2024		(138,219	)
Morgan Stanley Capital Services, Inc.		KRW	604,146		USD	441		07/18/2024		2,855
Morgan Stanley Capital Services, Inc.		USD	1,898		KRW	2,591,894		07/18/2024		(19,433	)
Morgan Stanley Capital Services, Inc.		CLP	3,278,928		USD	3,514		07/19/2024		(55,448	)
Morgan Stanley Capital Services, Inc.		SEK	8,118		USD	765		07/19/2024		(8,103	)
Morgan Stanley Capital Services, Inc.		USD	1,647		IDR	26,771,121		07/19/2024		(2,202	)
Morgan Stanley Capital Services, Inc.		USD	1,559		PEN	5,785		07/19/2024		(6,456	)
Morgan Stanley Capital Services, Inc.		CHF	4,088		USD	4,543		08/08/2024		(20,635	)
Morgan Stanley Capital Services, Inc.		USD	736		CHF	666		08/08/2024		7,853
Morgan Stanley Capital Services, Inc.		MYR	10,669		USD	2,259		08/21/2024		(19,864	)
Morgan Stanley Capital Services, Inc.		USD	7,625		TWD	242,963		08/23/2024		(125,208	)
NatWest Markets PLC		USD	2,180		EUR	2,008		06/12/2024		(965	)

28

Counterparty	Contracts to Deliver (000)			In Exchange For (000)			Settlement Date		Unrealized Appreciation (Depreciation)
State Street Bank & Trust Co.		EUR	600		USD	653		06/12/2024	$	1,640
State Street Bank & Trust Co.		EUR	2,875		USD	3,108		06/12/2024		(12,763	)
State Street Bank & Trust Co.		USD	514		EUR	481		06/12/2024		8,487
State Street Bank & Trust Co.		USD	294		EUR	268		06/12/2024		(2,986	)
State Street Bank & Trust Co.		CAD	649		USD	478		06/13/2024		1,718
State Street Bank & Trust Co.		CAD	11,109		USD	8,124		06/13/2024		(28,116	)
State Street Bank & Trust Co.		USD	790		CAD	1,070		06/13/2024		(4,676	)
State Street Bank & Trust Co.		USD	479		ZAR	8,792		06/14/2024		(11,231	)
State Street Bank & Trust Co.		ZAR	3,630		USD	197		06/14/2024		3,576
State Street Bank & Trust Co.		GBP	6,312		USD	8,044		06/20/2024		204
State Street Bank & Trust Co.		GBP	42		USD	52		06/20/2024		(1,167	)
State Street Bank & Trust Co.		USD	53		GBP	42		06/20/2024		686
State Street Bank & Trust Co.		AUD	6,268		USD	4,163		06/27/2024		(10,699	)
State Street Bank & Trust Co.		USD	464		AUD	714		06/27/2024		11,040
State Street Bank & Trust Co.		CZK	27,226		USD	1,163		07/11/2024		(33,773	)
State Street Bank & Trust Co.		HUF	143,002		USD	391		07/11/2024		(6,844	)
State Street Bank & Trust Co.		PLN	4,237		USD	1,075		07/11/2024		(177	)
State Street Bank & Trust Co.		USD	719		CZK	17,064		07/11/2024		31,167
State Street Bank & Trust Co.		USD	1,576		PLN	6,318		07/11/2024		26,864
State Street Bank & Trust Co.		THB	128,730		USD	3,519		07/12/2024		9,661
State Street Bank & Trust Co.		USD	1,258		THB	45,830		07/12/2024		(8,331	)
State Street Bank & Trust Co.		KRW	2,141,924		USD	1,551		07/18/2024		(1,473	)
State Street Bank & Trust Co.		NOK	3,338		USD	319		07/19/2024		729
State Street Bank & Trust Co.		NOK	8,036		USD	733		07/19/2024		(33,698	)
State Street Bank & Trust Co.		SEK	8,902		USD	841		07/19/2024		(6,938	)
State Street Bank & Trust Co.		USD	488		NOK	5,161		07/19/2024		4,006
State Street Bank & Trust Co.		USD	309		SEK	3,240		07/19/2024		(210	)
State Street Bank & Trust Co.		USD	155		NZD	252		07/25/2024		(253	)
State Street Bank & Trust Co.		CHF	491		USD	548		08/08/2024		93
State Street Bank & Trust Co.		CHF	142		USD	158		08/08/2024		(811	)
State Street Bank & Trust Co.		USD	158		CHF	142		08/08/2024		662
State Street Bank & Trust Co.		JPY	1,487,937		USD	9,601		08/16/2024		35,502
UBS AG		EUR	1,179		USD	1,282		06/12/2024		2,023
UBS AG		CZK	15,021		USD	660		07/11/2024		108
UBS AG		USD	659		KRW	908,440		07/18/2024		(807	)
									$	(903,115	)

29

CENTRALLY CLEARED CREDIT DEFAULT SWAPS

Description	Fixed Rate (Pay) Receive			Payment Frequency		Implied Credit Spread at May 31, 2024			Notional Amount (000)			Market Value			Upfront Premiums Paid (Received)			Unrealized Appreciation (Depreciation)
Buy Contracts
CDX-NAHY Series 42, 5 Year Index, 06/20/2029*		(5.00	)%		Quarterly		3.34	%		USD	13,370	$	(1,042,570	)	$	(890,101	)	$	(152,469)
Sale Contracts
CDX-NAHY Series 42, 5 Year Index, 06/20/2029*		5.00			Quarterly		3.34			USD	11,000		859,420			755,475			103,945
iTraxx Xover Series 41, 5 Year Index, 06/20/2029*		5.00			Quarterly		2.96			EUR	2,500		261,014			243,693			17,321
												$	77,864		$	109,067		$	(31,203	)

* Termination date

CENTRALLY CLEARED INTEREST RATE SWAPS

			Rate Type
Notional Amount (000)		Termination Date	Payments made by the Fund	Payments received by the Fund	Payment Frequency Paid/ Received	Market Value			Upfront Premiums Paid (Received)		Unrealized Appreciation (Depreciation)
CNY	107,330	02/21/2025	China 7-Day Reverse Repo Rate	2.620%	Quarterly	$	85,949		$	—	$	85,949
NOK	1,331	01/04/2034	6 Month NIBOR	3.314%	Semi-Annual/Annual		(7,146	)		—		(7,146	)
NOK	5,243	01/11/2034	6 Month NIBOR	3.443%	Semi-Annual/Annual		(22,590	)		—		(22,590	)
NOK	7,514	01/24/2034	6 Month NIBOR	3.615%	Semi-Annual/Annual		(21,806	)		—		(21,806	)
NZD	161	02/01/2034	3 Month BKBM	4.472%	Quarterly/ Semi-Annual		(441	)		—		(441	)
NOK	1,631	02/08/2034	6 Month NIBOR	3.685%	Semi-Annual/Annual		(3,752	)		—		(3,752	)
NOK	2,048	02/28/2034	6 Month NIBOR	3.922%	Semi-Annual/Annual		(797	)		—		(797	)
NZD	1,024	02/28/2034	3 Month BKBM	4.683%	Quarterly/ Semi-Annual		8,533			—		8,533

30

			Rate Type
Notional Amount (000)		Termination Date	Payments made by the Fund	Payments received by the Fund	Payment Frequency Paid/ Received		Market Value			Upfront Premiums Paid (Received)		Unrealized Appreciation (Depreciation)
NZD	577	03/08/2034	3 Month BKBM	4.453%		Quarterly/ Semi-Annual	$	(6,585	)	$	—	$	(6,585	)
NZD	274	03/12/2034	3 Month BKBM	4.356%		Quarterly/ Semi-Annual		(4,411	)		—		(4,411	)
NZD	255	03/15/2034	3 Month BKBM	4.386%		Quarterly/ Semi-Annual		(3,718	)		—		(3,718	)
NZD	764	03/22/2034	3 Month BKBM	4.391%		Quarterly/ Semi-Annual		(10,866	)		—		(10,866	)
NZD	1,215	03/27/2034	3 Month BKBM	4.360%		Quarterly/ Semi-Annual		(19,028	)		—		(19,028	)
CHF	192	03/27/2034	1.172%	1 Day SARON		Annual		3,151			—		3,151
NZD	662	04/05/2034	3 Month BKBM	4.518%		Quarterly/ Semi-Annual		(5,140	)		—		(5,140	)
CHF	238	04/17/2034	1.210%	1 Day SARON		Annual		2,952			—		2,952
CHF	205	04/19/2034	1.234%	1 Day SARON		Annual		2,026			—		2,026
NOK	4,377	05/10/2034	6 Month NIBOR	3.821%		Semi-Annual/Annual		(4,164	)		—		(4,164	)
SEK	3,607	05/10/2034	2.698%	3 Month STIBOR		Annual/ Quarterly		4,461			—		4,461
NZD	583	05/10/2034	3 Month BKBM	4.566%		Quarterly/ Semi-Annual		(2,835	)		—		(2,835	)
CHF	253	05/10/2034	1.195%	1 Day SARON		Annual		3,547			—		3,547
NOK	6,401	05/13/2034	6 Month NIBOR	3.851%		Semi-Annual/Annual		(4,549	)		—		(4,549	)
NOK	1,885	05/14/2034	6 Month NIBOR	3.863%		Semi-Annual/Annual		(1,150	)		—		(1,150	)
NOK	5,835	05/28/2034	6 Month NIBOR	3.911%		Semi-Annual/Annual		715			—		715
NOK	1,511	06/03/2034	6 Month NIBOR	3.971%		Semi-Annual/Annual		497			—		497
							$	(7,147	)	$	—	$	(7,147	)

TOTAL RETURN SWAPS

Counterparty & Referenced Obligation	Rate Paid/ Received		Payment Frequency		Current Notional (000)			Maturity Date		Unrealized Appreciation (Depreciation)
Receive Total Return on Reference Obligation
Goldman Sachs International
Network International Holdings PLC		SONIA plus 0.40%		Maturity		GBP	61		07/15/2025	$	651
Network International Holdings PLC		SONIA plus 0.40%		Maturity		GBP	40		07/15/2025		507
Network International Holdings PLC		SONIA plus 0.40%		Maturity		GBP	29		07/15/2025		385
Network International Holdings PLC		SONIA plus 0.40%		Maturity		GBP	23		07/15/2025		304
Network International Holdings PLC		SONIA plus 0.40%		Maturity		GBP	18		07/15/2025		277
Network International Holdings PLC		SONIA plus 0.40%		Maturity		GBP	34		07/15/2025		180
Network International Holdings PLC		SONIA plus 0.40%		Maturity		GBP	8		07/15/2025		114
Network International Holdings PLC		SONIA plus 0.40%		Maturity		GBP	9		07/15/2025		111
Network International Holdings PLC		SONIA plus 0.40%		Maturity		GBP	15		07/15/2025		47

31

Counterparty & Referenced Obligation	Rate Paid/ Received	Payment Frequency	Current Notional (000)				Maturity Date		Unrealized Appreciation (Depreciation)
Network International Holdings PLC	SONIA plus 0.40%	Maturity		GBP	12			07/15/2025	$	42
Network International Holdings PLC	SONIA plus 0.40%	Maturity		GBP	7			07/15/2025		18
Network International Holdings PLC	SONIA plus 0.40%	Maturity		GBP	0	***		07/15/2025		6
Network International Holdings PLC	SONIA plus 0.35%	Maturity		GBP	0	***		07/15/2025		0
Network International Holdings PLC	SONIA plus 0.35%	Maturity		GBP	0	***		07/15/2025		0
Network International Holdings PLC	SONIA plus 0.40%	Maturity		GBP	0	***		07/15/2025		(1	)
Network International Holdings PLC	SONIA plus 0.35%	Maturity		GBP	0	***		07/15/2025		(8	)
Network International Holdings PLC	SONIA plus 0.40%	Maturity		GBP	1			07/15/2025		(12	)
Network International Holdings PLC	SONIA plus 0.35%	Maturity		GBP	1			07/15/2025		(20	)
Network International Holdings PLC	SONIA plus 0.35%	Maturity		GBP	1			07/15/2025		(21	)
Network International Holdings PLC	SONIA plus 0.40%	Maturity		GBP	1			07/15/2025		(29	)
Network International Holdings PLC	SONIA plus 0.35%	Maturity		GBP	2			07/15/2025		(46	)
Network International Holdings PLC	SONIA plus 0.40%	Maturity		GBP	2			07/15/2025		(47	)
Network International Holdings PLC	SONIA plus 0.35%	Maturity		GBP	1			07/15/2025		(48	)
Network International Holdings PLC	SONIA plus 0.35%	Maturity		GBP	2			07/15/2025		(77	)
Network International Holdings PLC	SONIA plus 0.40%	Maturity		GBP	2			07/15/2025		(82	)
Network International Holdings PLC	SONIA plus 0.35%	Maturity		GBP	3			07/15/2025		(99	)
Network International Holdings PLC	SONIA plus 0.40%	Maturity		GBP	13			07/15/2025		(122	)
Network International Holdings PLC	SONIA plus 0.40%	Maturity		GBP	5			07/15/2025		(127	)
Network International Holdings PLC	SONIA plus 0.35%	Maturity		GBP	6			07/15/2025		(161	)
Network International Holdings PLC	SONIA plus 0.40%	Maturity		GBP	7			07/15/2025		(164	)
Network International Holdings PLC	SONIA plus 0.40%	Maturity		GBP	17			07/15/2025		(180	)
Network International Holdings PLC	SONIA plus 0.40%	Maturity		GBP	14			07/15/2025		(192	)
Network International Holdings PLC	SONIA plus 0.40%	Maturity		GBP	7			07/15/2025		(202	)
Network International Holdings PLC	SONIA plus 0.40%	Maturity		GBP	14			07/15/2025		(218	)
Network International Holdings PLC	SONIA plus 0.35%	Maturity		GBP	9			07/15/2025		(239	)
Network International Holdings PLC	SONIA plus 0.35%	Maturity		GBP	7			07/15/2025		(252	)
Network International Holdings PLC	SONIA plus 0.35%	Maturity		GBP	11			07/15/2025		(288	)
Network International Holdings PLC	SONIA plus 0.40%	Maturity		GBP	8			07/15/2025		(305	)
Network International Holdings PLC	SONIA plus 0.40%	Maturity		GBP	19			07/15/2025		(376	)
Network International Holdings PLC	SONIA plus 0.40%	Maturity		GBP	24			07/15/2025		(408	)
Network International Holdings PLC	SONIA plus 0.40%	Maturity		GBP	24			07/15/2025		(449	)
Network International Holdings PLC	SONIA plus 0.40%	Maturity		GBP	17			07/15/2025		(468	)
Network International Holdings PLC	SONIA plus 0.40%	Maturity		GBP	25			07/15/2025		(511	)

32

Counterparty & Referenced Obligation	Rate Paid/ Received	Payment Frequency	Current Notional (000)			Maturity Date		Unrealized Appreciation (Depreciation)
Network International Holdings PLC	SONIA plus 0.40%	Maturity		GBP	21		07/15/2025	$	(570	)
Network International Holdings PLC	SONIA plus 0.40%	Maturity		GBP	19		07/15/2025		(584	)
Network International Holdings PLC	SONIA plus 0.35%	Maturity		GBP	20		07/15/2025		(602	)
Network International Holdings PLC	SONIA plus 0.40%	Maturity		GBP	36		07/15/2025		(613	)
Network International Holdings PLC	SONIA plus 0.40%	Maturity		GBP	28		07/15/2025		(632	)
Network International Holdings PLC	SONIA plus 0.35%	Maturity		GBP	21		07/15/2025		(644	)
Network International Holdings PLC	SONIA plus 0.40%	Maturity		GBP	28		07/15/2025		(653	)
Network International Holdings PLC	SONIA plus 0.40%	Maturity		GBP	22		07/15/2025		(664	)
Network International Holdings PLC	SONIA plus 0.40%	Maturity		GBP	42		07/15/2025		(741	)
Network International Holdings PLC	SONIA plus 0.35%	Maturity		GBP	24		07/15/2025		(815	)
Network International Holdings PLC	SONIA plus 0.35%	Maturity		GBP	36		07/15/2025		(946	)
Network International Holdings PLC	SONIA plus 0.40%	Maturity		GBP	29		07/15/2025		(1,021	)
Network International Holdings PLC	SONIA plus 0.35%	Maturity		GBP	30		07/15/2025		(1,027	)
Network International Holdings PLC	SONIA plus 0.40%	Maturity		GBP	44		07/15/2025		(1,334	)
Network International Holdings PLC	SONIA plus 0.35%	Maturity		GBP	42		07/15/2025		(1,545	)
Network International Holdings PLC	SONIA plus 0.35%	Maturity		GBP	57		07/15/2025		(1,761	)
Network International Holdings PLC	SONIA plus 0.35%	Maturity		GBP	54		07/15/2025		(1,794	)
Network International Holdings PLC	SONIA plus 0.35%	Maturity		GBP	226		07/15/2025		(7,164	)
Redrow PLC	SONIA plus 0.40%	Maturity		GBP	32		07/15/2025		4,442
Redrow PLC	SONIA plus 0.40%	Maturity		GBP	44		07/15/2025		4,217
Redrow PLC	SONIA plus 0.40%	Maturity		GBP	35		07/15/2025		3,870
Redrow PLC	SONIA plus 0.40%	Maturity		GBP	34		07/15/2025		3,397
Redrow PLC	SONIA plus 0.40%	Maturity		GBP	40		07/15/2025		3,260
Redrow PLC	SONIA plus 0.40%	Maturity		GBP	50		07/15/2025		3,196
Redrow PLC	SONIA plus 0.40%	Maturity		GBP	24		07/15/2025		2,895
Redrow PLC	SONIA plus 0.40%	Maturity		GBP	29		07/15/2025		2,707
Redrow PLC	SONIA plus 0.40%	Maturity		GBP	24		07/15/2025		2,649
Redrow PLC	SONIA plus 0.40%	Maturity		GBP	50		07/15/2025		2,417
Redrow PLC	SONIA plus 0.40%	Maturity		GBP	24		07/15/2025		2,379
Redrow PLC	SONIA plus 0.40%	Maturity		GBP	18		07/15/2025		2,031
Redrow PLC	SONIA plus 0.40%	Maturity		GBP	31		07/15/2025		2,005
Redrow PLC	SONIA plus 0.40%	Maturity		GBP	26		07/15/2025		1,649
Redrow PLC	SONIA plus 0.40%	Maturity		GBP	29		07/15/2025		1,521
Redrow PLC	SONIA plus 0.40%	Maturity		GBP	39		07/15/2025		1,383

33

Counterparty & Referenced Obligation

Rate Paid/ Received

Payment Frequency

Current Notional (000)

Maturity Date

Unrealized Appreciation (Depreciation)

Redrow PLC

SONIA plus 0.40%

Maturity

GBP

18

07/15/2025

$

1,307

Redrow PLC

SONIA plus 0.40%

Maturity

GBP

11

07/15/2025

1,270

Redrow PLC

SONIA plus 0.40%

Maturity

GBP

15

07/15/2025

1,045

Redrow PLC

SONIA plus 0.40%

Maturity

GBP

13

07/15/2025

1,025

Redrow PLC

SONIA plus 0.40%

Maturity

GBP

9

07/15/2025

989

Redrow PLC

SONIA plus 0.40%

Maturity

GBP

14

07/15/2025

950

Redrow PLC

SONIA plus 0.40%

Maturity

GBP

10

07/15/2025

888

Redrow PLC

SONIA plus 0.40%

Maturity

GBP

6

07/15/2025

694

Redrow PLC

SONIA plus 0.40%

Maturity

GBP

73

07/15/2025

677

Redrow PLC

SONIA plus 0.40%

Maturity

GBP

43

07/15/2025

525

Redrow PLC

SONIA plus 0.40%

Maturity

GBP

8

07/15/2025

510

Redrow PLC

SONIA plus 0.40%

Maturity

GBP

50

07/15/2025

488

Redrow PLC

SONIA plus 0.40%

Maturity

GBP

0

***

07/15/2025

2

Redrow PLC

SONIA plus 0.40%

Maturity

GBP

0

***

07/15/2025

(3

)

Redrow PLC

SONIA plus 0.40%

Maturity

GBP

30

07/15/2025

(257

)

Redrow PLC

SONIA plus 0.40%

Maturity

GBP

10

07/15/2025

(409

)

Redrow PLC

SONIA plus 0.40%

Maturity

GBP

45

07/15/2025

(871

)

Merrill Lynch International

Bloomberg Commodity Index

0.00%

Maturity

USD

20,206

06/17/2024

851,480

Morgan Stanley Capital Services LLC

Applus Services SA

EURIBOR plus 0.50%

Maturity

EUR

20

10/20/2025

20

Applus Services SA

EURIBOR plus 0.50%

Maturity

EUR

7

10/20/2025

12

Applus Services SA

EURIBOR plus 0.50%

Maturity

EUR

0

***

10/20/2025

1

Applus Services SA

EURIBOR plus 0.50%

Maturity

EUR

0

***

10/20/2025

0

Applus Services SA

EURIBOR plus 0.50%

Maturity

EUR

3

10/20/2025

(2

)

Applus Services SA

EURIBOR plus 0.50%

Maturity

EUR

36

10/20/2025

(39

)

Applus Services SA

EURIBOR plus 0.50%

Maturity

EUR

49

10/20/2025

(40

)

Applus Services SA

EURIBOR plus 0.50%

Maturity

EUR

69

10/20/2025

(67

)

Applus Services SA

EURIBOR plus 0.50%

Maturity

EUR

79

10/20/2025

(77

)

DS Smith PLC

SONIA plus 0.50%

Maturity

GBP

44

10/20/2025

4,642

DS Smith PLC

SONIA plus 0.50%

Maturity

GBP

74

10/20/2025

4,380

DS Smith PLC

SONIA plus 0.50%

Maturity

GBP

121

10/20/2025

3,670

DS Smith PLC

SONIA plus 0.50%

Maturity

GBP

109

10/20/2025

2,926

DS Smith PLC

SONIA plus 0.50%

Maturity

GBP

73

10/20/2025

2,895

DS Smith PLC

SONIA plus 0.50%

Maturity

GBP

22

10/20/2025

2,794

34

Counterparty & Referenced Obligation	Rate Paid/ Received	Payment Frequency	Current Notional (000)				Maturity Date		Unrealized Appreciation (Depreciation)
DS Smith PLC	SONIA plus 0.50%	Maturity		GBP	32			10/20/2025	$	2,447
DS Smith PLC	SONIA plus 0.50%	Maturity		GBP	24			10/20/2025		1,942
DS Smith PLC	SONIA plus 0.50%	Maturity		GBP	50			10/20/2025		1,869
DS Smith PLC	SONIA plus 0.50%	Maturity		GBP	18			10/20/2025		1,604
DS Smith PLC	SONIA plus 0.50%	Maturity		GBP	44			10/20/2025		1,489
DS Smith PLC	SONIA plus 0.50%	Maturity		GBP	25			10/20/2025		1,430
DS Smith PLC	SONIA plus 0.50%	Maturity		GBP	36			10/20/2025		1,377
DS Smith PLC	SONIA plus 0.50%	Maturity		GBP	14			10/20/2025		1,294
DS Smith PLC	SONIA plus 0.50%	Maturity		GBP	24			10/20/2025		1,092
DS Smith PLC	SONIA plus 0.50%	Maturity		GBP	29			10/20/2025		1,086
DS Smith PLC	SONIA plus 0.50%	Maturity		GBP	28			10/20/2025		1,023
DS Smith PLC	SONIA plus 0.50%	Maturity		GBP	19			10/20/2025		589
DS Smith PLC	SONIA plus 0.50%	Maturity		GBP	20			10/20/2025		519
DS Smith PLC	SONIA plus 0.50%	Maturity		GBP	13			10/20/2025		495
DS Smith PLC	SONIA plus 0.50%	Maturity		GBP	10			10/20/2025		316
DS Smith PLC	SONIA plus 0.50%	Maturity		GBP	31			10/20/2025		310
DS Smith PLC	SONIA plus 0.50%	Maturity		GBP	4			10/20/2025		141
KOSPI 200 Futures	0.00%	Maturity		KRW	540,075			06/13/2024		(9,053	)
KOSPI 200 Futures	0.00%	Maturity		KRW	360,050			06/13/2024		(10,920	)
KOSPI 200 Futures	0.00%	Maturity		KRW	2,160,300			06/13/2024		(52,424	)
Spirent Communications PLC	SONIA plus 0.50%	Maturity		GBP	66			10/20/2025		133
Spirent Communications PLC	SONIA plus 0.50%	Maturity		GBP	3			10/20/2025		6
Tyman PLC	SONIA plus 0.50%	Maturity		GBP	0	***		10/20/2025		0
Tyman PLC	SONIA plus 0.50%	Maturity		GBP	24			10/20/2025		(18	)
Tyman PLC	SONIA plus 0.50%	Maturity		GBP	16			10/20/2025		(19	)
Tyman PLC	SONIA plus 0.50%	Maturity		GBP	5			10/20/2025		(23	)
Tyman PLC	SONIA plus 0.50%	Maturity		GBP	1			10/20/2025		(24	)
Tyman PLC	SONIA plus 0.50%	Maturity		GBP	2			10/20/2025		(71	)
Tyman PLC	SONIA plus 0.50%	Maturity		GBP	4			10/20/2025		(118	)
Tyman PLC	SONIA plus 0.50%	Maturity		GBP	3			10/20/2025		(217	)
Tyman PLC	SONIA plus 0.50%	Maturity		GBP	13			10/20/2025		(428	)
Tyman PLC	SONIA plus 0.50%	Maturity		GBP	9			10/20/2025		(495	)
Tyman PLC	SONIA plus 0.50%	Maturity		GBP	10			10/20/2025		(513	)
Tyman PLC	SONIA plus 0.50%	Maturity		GBP	18			10/20/2025		(597	)

35

Counterparty & Referenced Obligation	Rate Paid/ Received	Payment Frequency	Current Notional (000)			Maturity Date		Unrealized Appreciation (Depreciation)
Tyman PLC	SONIA plus 0.50%	Maturity		GBP	15		10/20/2025	$	(815	)
Tyman PLC	SONIA plus 0.50%	Maturity		GBP	21		10/20/2025		(2,378	)
Tyman PLC	SONIA plus 0.50%	Maturity		GBP	23		10/20/2025		(2,657	)
Virgin Money UK PLC	SONIA plus 0.50%	Maturity		GBP	24		10/20/2025		13
Virgin Money UK PLC	SONIA plus 0.50%	Maturity		GBP	36		10/20/2025		(39	)
Virgin Money UK PLC	SONIA plus 0.50%	Maturity		GBP	23		10/20/2025		(73	)
Virgin Money UK PLC	SONIA plus 0.50%	Maturity		GBP	47		10/20/2025		(149	)
Pay Total Return on Reference Obligation
Bank of America, NA
Eastern Bankshares, Inc.	OBFR minus 0.30%	Maturity		USD	26		05/20/2027		2,422
Eastern Bankshares, Inc.	OBFR minus 0.30%	Maturity		USD	25		05/20/2027		2,129
Eastern Bankshares, Inc.	OBFR minus 0.30%	Maturity		USD	19		05/20/2027		1,111
Eastern Bankshares, Inc.	OBFR minus 0.30%	Maturity		USD	13		05/20/2027		1,077
Eastern Bankshares, Inc.	OBFR minus 0.30%	Maturity		USD	8		05/20/2027		422
Eastern Bankshares, Inc.	OBFR minus 0.30%	Maturity		USD	3		05/20/2027		277
Eastern Bankshares, Inc.	OBFR minus 0.30%	Maturity		USD	6		05/20/2027		245
Eastern Bankshares, Inc.	OBFR minus 0.30%	Maturity		USD	2		05/20/2027		206
Eastern Bankshares, Inc.	OBFR minus 0.30%	Maturity		USD	6		05/20/2027		183
Eastern Bankshares, Inc.	OBFR minus 0.30%	Maturity		USD	3		05/20/2027		147
Eastern Bankshares, Inc.	OBFR minus 0.30%	Maturity		USD	11		05/20/2027		140
Eastern Bankshares, Inc.	OBFR minus 0.30%	Maturity		USD	5		05/20/2027		128
Eastern Bankshares, Inc.	OBFR minus 0.30%	Maturity		USD	3		05/20/2027		112
Eastern Bankshares, Inc.	OBFR minus 0.30%	Maturity		USD	1		05/20/2027		84
Eastern Bankshares, Inc.	OBFR minus 0.30%	Maturity		USD	2		05/20/2027		67
Eastern Bankshares, Inc.	OBFR minus 0.30%	Maturity		USD	4		05/20/2027		64
Eastern Bankshares, Inc.	OBFR minus 0.30%	Maturity		USD	1		05/20/2027		61

36

Counterparty & Referenced Obligation

Rate Paid/ Received

Payment Frequency

Current Notional (000)

Maturity Date

Unrealized Appreciation (Depreciation)

Eastern Bankshares, Inc.

OBFR minus 0.30%

Maturity

USD

1

05/20/2027

$

39

Eastern Bankshares, Inc.

OBFR minus 0.30%

Maturity

USD

3

05/20/2027

38

Eastern Bankshares, Inc.

OBFR minus 0.30%

Maturity

USD

1

05/20/2027

5

Eastern Bankshares, Inc.

OBFR minus 0.30%

Maturity

USD

3

05/20/2027

(37

)

Eastern Bankshares, Inc.

OBFR minus 0.30%

Maturity

USD

8

05/20/2027

(74

)

Eastern Bankshares, Inc.

OBFR minus 0.30%

Maturity

USD

16

05/20/2027

(87

)

Eastern Bankshares, Inc.

OBFR minus 0.29%

Maturity

USD

160

05/20/2027

(8,940

)

Goldman Sachs International

Barratt Developments PLC

SONIA minus 0.35%

Maturity

GBP

46

07/15/2025

916

Barratt Developments PLC

SONIA minus 0.35%

Maturity

GBP

74

07/15/2025

799

Barratt Developments PLC

SONIA minus 0.35%

Maturity

GBP

50

07/15/2025

519

Barratt Developments PLC

SONIA minus 0.35%

Maturity

GBP

10

07/15/2025

409

Barratt Developments PLC

SONIA minus 0.35%

Maturity

GBP

30

07/15/2025

264

Barratt Developments PLC

SONIA minus 0.35%

Maturity

GBP

0

***

07/15/2025

3

Barratt Developments PLC

SONIA minus 0.35%

Maturity

GBP

0

***

07/15/2025

(2

)

Barratt Developments PLC

SONIA minus 0.35%

Maturity

GBP

8

07/15/2025

(383

)

Barratt Developments PLC

SONIA minus 0.35%

Maturity

GBP

44

07/15/2025

(557

)

Barratt Developments PLC

SONIA minus 0.35%

Maturity

GBP

10

07/15/2025

(684

)

Barratt Developments PLC

SONIA minus 0.35%

Maturity

GBP

6

07/15/2025

(700

)

Barratt Developments PLC

SONIA minus 0.35%

Maturity

GBP

15

07/15/2025

(702

)

Barratt Developments PLC

SONIA minus 0.35%

Maturity

GBP

13

07/15/2025

(739

)

Barratt Developments PLC

SONIA minus 0.35%

Maturity

GBP

16

07/15/2025

(752

)

Barratt Developments PLC

SONIA minus 0.35%

Maturity

GBP

18

07/15/2025

(897

)

37

Counterparty & Referenced Obligation	Rate Paid/ Received	Payment Frequency	Current Notional (000)			Maturity Date		Unrealized Appreciation (Depreciation)
Barratt Developments PLC	SONIA minus 0.35%	Maturity		GBP	9		07/15/2025	$	(1,024	)
Barratt Developments PLC	SONIA minus 0.35%	Maturity		GBP	26		07/15/2025		(1,185	)
Barratt Developments PLC	SONIA minus 0.35%	Maturity		GBP	11		07/15/2025		(1,286	)
Barratt Developments PLC	SONIA minus 0.35%	Maturity		GBP	30		07/15/2025		(1,339	)
Barratt Developments PLC	SONIA minus 0.35%	Maturity		GBP	40		07/15/2025		(1,364	)
Barratt Developments PLC	SONIA minus 0.35%	Maturity		GBP	31		07/15/2025		(1,505	)
Barratt Developments PLC	SONIA minus 0.35%	Maturity		GBP	24		07/15/2025		(1,851	)
Barratt Developments PLC	SONIA minus 0.35%	Maturity		GBP	18		07/15/2025		(2,054	)
Barratt Developments PLC	SONIA minus 0.35%	Maturity		GBP	51		07/15/2025		(2,153	)
Barratt Developments PLC	SONIA minus 0.35%	Maturity		GBP	51		07/15/2025		(2,332	)
Barratt Developments PLC	SONIA minus 0.35%	Maturity		GBP	25		07/15/2025		(2,657	)
Barratt Developments PLC	SONIA minus 0.35%	Maturity		GBP	30		07/15/2025		(2,913	)
Barratt Developments PLC	SONIA minus 0.35%	Maturity		GBP	25		07/15/2025		(2,927	)
Barratt Developments PLC	SONIA minus 0.35%	Maturity		GBP	45		07/15/2025		(3,188	)
Barratt Developments PLC	SONIA minus 0.35%	Maturity		GBP	41		07/15/2025		(3,274	)
Barratt Developments PLC	SONIA minus 0.35%	Maturity		GBP	35		07/15/2025		(3,627	)
Barratt Developments PLC	SONIA minus 0.35%	Maturity		GBP	36		07/15/2025		(3,677	)
Barratt Developments PLC	SONIA minus 0.35%	Maturity		GBP	32		07/15/2025		(4,632	)
Capital One Financial Corp.	SOFR minus 0.35%	Maturity		USD	344		07/15/2025		4,631
Capital One Financial Corp.	SOFR minus 0.35%	Maturity		USD	51		07/15/2025		3,974
Capital One Financial Corp.	SOFR minus 0.35%	Maturity		USD	161		07/15/2025		3,352
Capital One Financial Corp.	SOFR minus 0.35%	Maturity		USD	52		07/15/2025		2,798

38

Counterparty & Referenced Obligation	Rate Paid/ Received	Payment Frequency	Current Notional (000)			Maturity Date		Unrealized Appreciation (Depreciation)
Capital One Financial Corp.	SOFR minus 0.35%	Maturity		USD	43		07/15/2025	$	2,142
Capital One Financial Corp.	SOFR minus 0.35%	Maturity		USD	32		07/15/2025		1,596
Capital One Financial Corp.	SOFR minus 0.35%	Maturity		USD	77		07/15/2025		1,398
Capital One Financial Corp.	SOFR minus 0.35%	Maturity		USD	35		07/15/2025		1,368
Capital One Financial Corp.	SOFR minus 0.35%	Maturity		USD	166		07/15/2025		1,081
Capital One Financial Corp.	SOFR minus 0.35%	Maturity		USD	60		07/15/2025		996
Capital One Financial Corp.	SOFR minus 0.35%	Maturity		USD	52		07/15/2025		796
Capital One Financial Corp.	SOFR minus 0.35%	Maturity		USD	91		07/15/2025		638
Capital One Financial Corp.	SOFR minus 0.35%	Maturity		USD	49		07/15/2025		586
Capital One Financial Corp.	SOFR minus 0.35%	Maturity		USD	119		07/15/2025		575
Capital One Financial Corp.	SOFR minus 0.35%	Maturity		USD	73		07/15/2025		288
Capital One Financial Corp.	SOFR minus 0.35%	Maturity		USD	14		07/15/2025		183
Capital One Financial Corp.	SOFR minus 0.35%	Maturity		USD	1		07/15/2025		4
Capital One Financial Corp.	SOFR minus 0.35%	Maturity		USD	4		07/15/2025		(6	)
Capital One Financial Corp.	SOFR minus 0.35%	Maturity		USD	48		07/15/2025		(119	)
Schlumberger Limited	SOFR minus 0.35%	Maturity		USD	265		07/15/2025		49,055
Schlumberger Limited	SOFR minus 0.35%	Maturity		USD	64		07/15/2025		11,866
Schlumberger Limited	SOFR minus 0.35%	Maturity		USD	57		07/15/2025		10,903
Schlumberger Limited	SOFR minus 0.35%	Maturity		USD	108		07/15/2025		9,490
Schlumberger Limited	SOFR minus 0.35%	Maturity		USD	71		07/15/2025		5,671
Schlumberger Limited	SOFR minus 0.35%	Maturity		USD	77		07/15/2025		5,447
Schlumberger Limited	SOFR minus 0.35%	Maturity		USD	61		07/15/2025		4,259

39

Counterparty & Referenced Obligation	Rate Paid/ Received	Payment Frequency	Current Notional (000)				Maturity Date		Unrealized Appreciation (Depreciation)
Schlumberger Limited	SOFR minus 0.35%	Maturity		USD	40			07/15/2025	$	3,942
Schlumberger Limited	SOFR minus 0.35%	Maturity		USD	57			07/15/2025		3,824
Schlumberger Limited	SOFR minus 0.35%	Maturity		USD	18			07/15/2025		3,389
Schlumberger Limited	SOFR minus 0.35%	Maturity		USD	54			07/15/2025		3,169
Schlumberger Limited	SOFR minus 0.35%	Maturity		USD	43			07/15/2025		2,912
Schlumberger Limited	SOFR minus 0.35%	Maturity		USD	31			07/15/2025		2,579
Schlumberger Limited	SOFR minus 0.35%	Maturity		USD	37			07/15/2025		2,560
Schlumberger Limited	SOFR minus 0.35%	Maturity		USD	45			07/15/2025		2,452
Schlumberger Limited	SOFR minus 0.35%	Maturity		USD	36			07/15/2025		1,897
Schlumberger Limited	SOFR minus 0.35%	Maturity		USD	13			07/15/2025		1,295
Schlumberger Limited	SOFR minus 0.35%	Maturity		USD	16			07/15/2025		773
Schlumberger Limited	SOFR minus 0.35%	Maturity		USD	6			07/15/2025		461
Schlumberger Limited	SOFR minus 0.35%	Maturity		USD	1			07/15/2025		81
Schlumberger Limited	SOFR minus 0.35%	Maturity		USD	1			07/15/2025		59
Schlumberger Limited	SOFR minus 0.35%	Maturity		USD	1			07/15/2025		44
Schlumberger Limited	SOFR minus 0.35%	Maturity		USD	0	***		07/15/2025		21
Schlumberger Limited	SOFR minus 0.35%	Maturity		USD	0	***		07/15/2025		10
Smurfit Kappa Group PLC	SOFR minus 0.35%	Maturity		USD	0	***		07/15/2025		(79	)
Smurfit Kappa Group PLC	SOFR minus 0.35%	Maturity		USD	1			07/15/2025		(101	)
Smurfit Kappa Group PLC	SOFR minus 0.35%	Maturity		USD	2			07/15/2025		(344	)
Smurfit Kappa Group PLC	SOFR minus 0.35%	Maturity		USD	3			07/15/2025		(577	)
Smurfit Kappa Group PLC	SOFR minus 0.35%	Maturity		USD	5			07/15/2025		(796	)

40

Counterparty & Referenced Obligation

Rate Paid/ Received

Payment Frequency

Current Notional (000)

Maturity Date

Unrealized Appreciation (Depreciation)

Smurfit Kappa Group PLC

SOFR minus 0.45%

Maturity

USD

6

07/15/2025

$

(1,534

)

Smurfit Kappa Group PLC

SOFR minus 0.35%

Maturity

USD

9

07/15/2025

(1,837

)

Smurfit Kappa Group PLC

SOFR minus 0.35%

Maturity

USD

10

07/15/2025

(2,069

)

Smurfit Kappa Group PLC

SOFR minus 0.35%

Maturity

USD

15

07/15/2025

(2,838

)

Smurfit Kappa Group PLC

SOFR minus 0.35%

Maturity

USD

19

07/15/2025

(3,169

)

Smurfit Kappa Group PLC

SOFR minus 0.45%

Maturity

USD

19

07/15/2025

(4,102

)

Smurfit Kappa Group PLC

SOFR minus 0.35%

Maturity

USD

16

07/15/2025

(4,213

)

Smurfit Kappa Group PLC

SOFR minus 0.35%

Maturity

USD

22

07/15/2025

(5,240

)

Smurfit Kappa Group PLC

SOFR minus 0.35%

Maturity

USD

49

07/15/2025

(9,712

)

Smurfit Kappa Group PLC

SOFR minus 0.35%

Maturity

USD

73

07/15/2025

(14,600

)

Smurfit Kappa Group PLC

SOFR minus 0.45%

Maturity

USD

142

07/15/2025

(33,511

)

Smurfit Kappa Group PLC

SOFR minus 0.45%

Maturity

USD

224

07/15/2025

(56,982

)

Smurfit Kappa Group PLC

SOFR minus 0.45%

Maturity

USD

291

07/15/2025

(68,015

)

Smurfit Kappa Group PLC

SOFR minus 0.45%

Maturity

USD

423

07/15/2025

(108,733

)

Smurfit Kappa Group PLC

SOFR minus 0.45%

Maturity

USD

509

07/15/2025

(134,280

)

JPMorgan Chase Bank, NA

TGS ASA

NIBOR minus 0.85%

Maturity

NOK

284

08/12/2024

3,800

TGS ASA

NIBOR minus 0.90%

Maturity

NOK

308

08/12/2024

2,538

TGS ASA

NIBOR minus 0.85%

Maturity

NOK

152

08/12/2024

2,053

TGS ASA

NIBOR minus 0.85%

Maturity

NOK

102

08/12/2024

973

TGS ASA

NIBOR minus 1.00%

Maturity

NOK

157

08/12/2024

768

TGS ASA

NIBOR minus 1.00%

Maturity

NOK

193

08/12/2024

561

TGS ASA

NIBOR minus 0.85%

Maturity

NOK

22

08/12/2024

314

41

Counterparty & Referenced Obligation	Rate Paid/ Received	Payment Frequency	Current Notional (000)			Maturity Date		Unrealized Appreciation (Depreciation)
TGS ASA	NIBOR minus 0.75%	Maturity		NOK	56		08/12/2024	$	305
TGS ASA	NIBOR minus 0.85%	Maturity		NOK	18		08/12/2024		125
TGS ASA	NIBOR minus 0.35%	Maturity		NOK	4		08/12/2024		2
TGS ASA	NIBOR minus 0.35%	Maturity		NOK	34		08/12/2024		(11	)
TGS ASA	NIBOR minus 0.35%	Maturity		NOK	1		08/12/2024		(17	)
TGS ASA	NIBOR minus 0.35%	Maturity		NOK	3		08/12/2024		(60	)
TGS ASA	NIBOR minus 0.35%	Maturity		NOK	34		08/12/2024		(208	)
TGS ASA	NIBOR minus 0.35%	Maturity		NOK	149		08/12/2024		(373	)
TGS ASA	NIBOR minus 0.35%	Maturity		NOK	109		08/12/2024		(484	)
TGS ASA	NIBOR minus 0.35%	Maturity		NOK	181		08/12/2024		(718	)
TGS ASA	NIBOR minus 0.35%	Maturity		NOK	110		08/12/2024		(755	)
TGS ASA	NIBOR minus 0.35%	Maturity		NOK	47		08/12/2024		(800	)
TGS ASA	NIBOR minus 0.35%	Maturity		NOK	175		08/12/2024		(870	)
TGS ASA	NIBOR minus 0.35%	Maturity		NOK	44		08/12/2024		(1,003	)
TGS ASA	NIBOR minus 0.35%	Maturity		NOK	202		08/12/2024		(1,804	)
TGS ASA	NIBOR minus 0.35%	Maturity		NOK	142		08/12/2024		(2,308	)
TGS ASA	NIBOR minus 0.35%	Maturity		NOK	102		08/12/2024		(2,599	)
TGS ASA	NIBOR minus 0.35%	Maturity		NOK	158		08/12/2024		(3,425	)
TGS ASA	NIBOR minus 0.35%	Maturity		NOK	194		08/12/2024		(4,007	)
TGS ASA	NIBOR minus 0.35%	Maturity		NOK	167		08/12/2024		(4,255	)
TGS ASA	NIBOR minus 0.35%	Maturity		NOK	229		08/12/2024		(4,465	)
TGS ASA	NIBOR minus 0.35%	Maturity		NOK	461		08/12/2024		(4,819	)

42

Counterparty & Referenced Obligation

Rate Paid/ Received

Payment Frequency

Current Notional (000)

Maturity Date

Unrealized Appreciation (Depreciation)

TGS ASA

NIBOR minus 0.35%

Maturity

NOK

218

08/12/2024

$

(5,217

)

TGS ASA

NIBOR minus 0.35%

Maturity

NOK

204

08/12/2024

(5,218

)

TGS ASA

NIBOR minus 0.35%

Maturity

NOK

251

08/12/2024

(5,666

)

TGS ASA

NIBOR minus 0.35%

Maturity

NOK

260

08/12/2024

(7,036

)

TGS ASA

NIBOR minus 0.35%

Maturity

NOK

262

08/12/2024

(7,194

)

TGS ASA

NIBOR minus 0.35%

Maturity

NOK

754

08/12/2024

(7,488

)

TGS ASA

NIBOR minus 0.35%

Maturity

NOK

332

08/12/2024

(8,076

)

TGS ASA

NIBOR minus 0.35%

Maturity

NOK

314

08/12/2024

(8,284

)

TGS ASA

NIBOR minus 0.35%

Maturity

NOK

423

08/12/2024

(8,657

)

Morgan Stanley Capital Services LLC

CoStar Group, Inc.

EFFR minus 0.35%

Maturity

USD

102

10/20/2025

10,066

CoStar Group, Inc.

EFFR minus 0.35%

Maturity

USD

54

10/20/2025

5,010

CoStar Group, Inc.

EFFR minus 0.35%

Maturity

USD

44

10/20/2025

4,173

CoStar Group, Inc.

EFFR minus 0.35%

Maturity

USD

26

10/20/2025

2,500

CoStar Group, Inc.

EFFR minus 0.35%

Maturity

USD

28

10/20/2025

2,491

CoStar Group, Inc.

EFFR minus 0.35%

Maturity

USD

16

10/20/2025

2,176

CoStar Group, Inc.

EFFR minus 0.35%

Maturity

USD

13

10/20/2025

1,838

CoStar Group, Inc.

EFFR minus 0.35%

Maturity

USD

16

10/20/2025

1,224

CoStar Group, Inc.

EFFR minus 0.35%

Maturity

USD

7

10/20/2025

200

CoStar Group, Inc.

EFFR minus 0.35%

Maturity

USD

8

10/20/2025

80

CoStar Group, Inc.

EFFR minus 0.35%

Maturity

USD

2

10/20/2025

43

CoStar Group, Inc.

EFFR minus 0.35%

Maturity

USD

1

10/20/2025

10

CoStar Group, Inc.

EFFR minus 0.35%

Maturity

USD

0

***

10/20/2025

1

43

Counterparty & Referenced Obligation	Rate Paid/ Received	Payment Frequency	Current Notional (000)				Maturity Date		Unrealized Appreciation (Depreciation)
First Advantage Corporation	EFFR minus 0.35%	Maturity		USD	8			10/20/2025	$	242
First Advantage Corporation	EFFR minus 0.35%	Maturity		USD	8			10/20/2025		162
First Advantage Corporation	EFFR minus 0.35%	Maturity		USD	4			10/20/2025		36
First Advantage Corporation	EFFR minus 0.35%	Maturity		USD	2			10/20/2025		31
First Advantage Corporation	EFFR minus 0.35%	Maturity		USD	13			10/20/2025		11
First Advantage Corporation	EFFR minus 0.35%	Maturity		USD	0	***		10/20/2025		1
First Advantage Corporation	EFFR minus 0.35%	Maturity		USD	0	***		10/20/2025		(2	)
First Advantage Corporation	EFFR minus 0.35%	Maturity		USD	10			10/20/2025		(3	)
First Advantage Corporation	EFFR minus 0.35%	Maturity		USD	9			10/20/2025		(225	)
First Advantage Corporation	EFFR minus 0.35%	Maturity		USD	9			10/20/2025		(288	)
First Advantage Corporation	EFFR minus 0.35%	Maturity		USD	14			10/20/2025		(462	)
First Advantage Corporation	EFFR minus 0.35%	Maturity		USD	21			10/20/2025		(738	)
IBOVESPA Futures	0.00%	Maturity		BRL	2,338			06/12/2024		6,191
International Paper Company	SONIA minus 0.35%	Maturity		GBP	144			10/20/2025		2,723
International Paper Company	SONIA minus 0.35%	Maturity		GBP	131			10/20/2025		513
International Paper Company	SONIA minus 0.35%	Maturity		GBP	5			10/20/2025		125
International Paper Company	SONIA minus 0.35%	Maturity		GBP	15			10/20/2025		(192	)
International Paper Company	SONIA minus 0.35%	Maturity		GBP	12			10/20/2025		(329	)
International Paper Company	SONIA minus 0.35%	Maturity		GBP	37			10/20/2025		(2,200	)
International Paper Company	SONIA minus 0.35%	Maturity		GBP	23			10/20/2025		(2,707	)
International Paper Company	SONIA minus 0.35%	Maturity		GBP	29			10/20/2025		(2,864	)
International Paper Company	SONIA minus 0.35%	Maturity		GBP	23			10/20/2025		(3,185	)
International Paper Company	SONIA minus 0.35%	Maturity		GBP	43			10/20/2025		(3,875	)

44

Counterparty & Referenced Obligation	Rate Paid/ Received	Payment Frequency	Current Notional (000)			Maturity Date		Unrealized Appreciation (Depreciation)
International Paper Company	SONIA minus 0.35%	Maturity		GBP	17		10/20/2025	$	(4,407	)
International Paper Company	SONIA minus 0.35%	Maturity		GBP	34		10/20/2025		(4,477	)
International Paper Company	SONIA minus 0.35%	Maturity		GBP	34		10/20/2025		(4,491	)
International Paper Company	SONIA minus 0.35%	Maturity		GBP	30		10/20/2025		(4,626	)
International Paper Company	SONIA minus 0.35%	Maturity		GBP	21		10/20/2025		(5,546	)
International Paper Company	SONIA minus 0.35%	Maturity		GBP	29		10/20/2025		(7,354	)
International Paper Company	SONIA minus 0.35%	Maturity		GBP	53		10/20/2025		(7,472	)
International Paper Company	SONIA minus 0.35%	Maturity		GBP	26		10/20/2025		(7,655	)
International Paper Company	SONIA minus 0.35%	Maturity		GBP	59		10/20/2025		(7,975	)
International Paper Company	SONIA minus 0.35%	Maturity		GBP	87		10/20/2025		(8,682	)
International Paper Company	SONIA minus 0.35%	Maturity		GBP	38		10/20/2025		(9,512	)
International Paper Company	SONIA minus 0.35%	Maturity		GBP	88		10/20/2025		(11,875	)
International Paper Company	SONIA minus 0.35%	Maturity		GBP	52		10/20/2025		(14,531	)
John Bean Technologies Corporation	EURIBOR minus 0.40%	Maturity		EUR	78		10/20/2025		1,259
John Bean Technologies Corporation	EURIBOR minus 0.40%	Maturity		EUR	13		10/20/2025		218
John Bean Technologies Corporation	EURIBOR minus 0.35%	Maturity		EUR	19		10/20/2025		162
John Bean Technologies Corporation	EURIBOR minus 0.40%	Maturity		EUR	9		10/20/2025		149
John Bean Technologies Corporation	EURIBOR minus 0.40%	Maturity		EUR	13		10/20/2025		53
John Bean Technologies Corporation	EURIBOR minus 0.40%	Maturity		EUR	9		10/20/2025		37
John Bean Technologies Corporation	EURIBOR minus 0.40%	Maturity		EUR	18		10/20/2025		28
John Bean Technologies Corporation	EURIBOR minus 0.40%	Maturity		EUR	1		10/20/2025		(25	)
John Bean Technologies Corporation	EURIBOR minus 0.40%	Maturity		EUR	5		10/20/2025		(71	)

45

Counterparty & Referenced Obligation	Rate Paid/ Received	Payment Frequency	Current Notional (000)			Maturity Date		Unrealized Appreciation (Depreciation)
John Bean Technologies Corporation	EURIBOR minus 0.40%	Maturity		EUR	9		10/20/2025	$	(206	)
John Bean Technologies Corporation	EURIBOR minus 0.40%	Maturity		EUR	14		10/20/2025		(362	)
John Bean Technologies Corporation	EURIBOR minus 0.40%	Maturity		EUR	12		10/20/2025		(385	)
John Bean Technologies Corporation	EURIBOR minus 0.40%	Maturity		EUR	13		10/20/2025		(416	)
John Bean Technologies Corporation	EURIBOR minus 0.40%	Maturity		EUR	15		10/20/2025		(420	)
John Bean Technologies Corporation	EURIBOR minus 0.40%	Maturity		EUR	17		10/20/2025		(541	)
John Bean Technologies Corporation	EURIBOR minus 0.40%	Maturity		EUR	21		10/20/2025		(656	)
John Bean Technologies Corporation	EURIBOR minus 0.40%	Maturity		EUR	40		10/20/2025		(686	)
John Bean Technologies Corporation	EURIBOR minus 0.35%	Maturity		EUR	43		10/20/2025		(2,574	)
Quanex Building Products Corporation	SONIA minus 0.35%	Maturity		GBP	9		10/20/2025		871
Quanex Building Products Corporation	SONIA minus 0.35%	Maturity		GBP	8		10/20/2025		726
Quanex Building Products Corporation	SONIA minus 0.35%	Maturity		GBP	4		10/20/2025		242
Quanex Building Products Corporation	SONIA minus 0.35%	Maturity		GBP	6		10/20/2025		226
Quanex Building Products Corporation	SONIA minus 0.35%	Maturity		GBP	4		10/20/2025		136
Quanex Building Products Corporation	SONIA minus 0.35%	Maturity		GBP	1		10/20/2025		67
Quanex Building Products Corporation	SONIA minus 0.35%	Maturity		GBP	1		10/20/2025		15
Quanex Building Products Corporation	SONIA minus 0.35%	Maturity		GBP	1		10/20/2025		(26	)
Quanex Building Products Corporation	SONIA minus 0.35%	Maturity		GBP	2		10/20/2025		(50	)
Quanex Building Products Corporation	SONIA minus 0.35%	Maturity		GBP	6		10/20/2025		(126	)
Quanex Building Products Corporation	SONIA minus 0.35%	Maturity		GBP	7		10/20/2025		(166	)
Quanex Building Products Corporation	SONIA minus 0.35%	Maturity		GBP	10		10/20/2025		(227	)
Quanex Building Products Corporation	SONIA minus 0.35%	Maturity		GBP	6		10/20/2025		(265	)
Swiss Market Index Futures	0.00%	Maturity		CHF	601		06/21/2024		(8,821	)

46

Counterparty & Referenced Obligation	Rate Paid/ Received	Payment Frequency	Current Notional (000)			Maturity Date		Unrealized Appreciation (Depreciation)
Synopsys, Inc.	EFFR minus 0.35%	Maturity		USD	15		10/20/2025	$	1,256
Synopsys, Inc.	EFFR minus 0.35%	Maturity		USD	7		10/20/2025		282
Synopsys, Inc.	EFFR minus 0.35%	Maturity		USD	4		10/20/2025		179
Synopsys, Inc.	EFFR minus 0.35%	Maturity		USD	12		10/20/2025		107
Synopsys, Inc.	EFFR minus 0.35%	Maturity		USD	31		10/20/2025		74
Synopsys, Inc.	EFFR minus 0.35%	Maturity		USD	1		10/20/2025		(24	)
Synopsys, Inc.	EFFR minus 0.35%	Maturity		USD	36		10/20/2025		(46	)
Synopsys, Inc.	EFFR minus 0.35%	Maturity		USD	44		10/20/2025		(133	)
Synopsys, Inc.	EFFR minus 0.35%	Maturity		USD	6		10/20/2025		(150	)
Synopsys, Inc.	EFFR minus 0.35%	Maturity		USD	22		10/20/2025		(173	)
Synopsys, Inc.	EFFR minus 0.35%	Maturity		USD	10		10/20/2025		(283	)
Synopsys, Inc.	EFFR minus 0.35%	Maturity		USD	13		10/20/2025		(535	)
Synopsys, Inc.	EFFR minus 0.35%	Maturity		USD	12		10/20/2025		(628	)
Synopsys, Inc.	EFFR minus 0.35%	Maturity		USD	29		10/20/2025		(724	)
Synopsys, Inc.	EFFR minus 0.35%	Maturity		USD	33		10/20/2025		(736	)
Synopsys, Inc.	EFFR minus 0.35%	Maturity		USD	61		10/20/2025		(869	)
Synopsys, Inc.	EFFR minus 0.35%	Maturity		USD	60		10/20/2025		(1,768	)
Synopsys, Inc.	EFFR minus 0.35%	Maturity		USD	77		10/20/2025		(1,952	)
Synopsys, Inc.	EFFR minus 0.35%	Maturity		USD	30		10/20/2025		(2,066	)
Synopsys, Inc.	EFFR minus 0.35%	Maturity		USD	90		10/20/2025		(6,722	)
Synopsys, Inc.	EFFR minus 0.35%	Maturity		USD	90		10/20/2025		(6,849	)
Synopsys, Inc.	EFFR minus 0.35%	Maturity		USD	260		10/20/2025		(19,566	)

47

Counterparty & Referenced Obligation	Rate Paid/ Received	Payment Frequency	Current Notional (000)			Maturity Date		Unrealized Appreciation (Depreciation)
UMB Financial Corporation	EFFR minus 0.35%	Maturity		USD	27		10/20/2025	$	1,231
UMB Financial Corporation	EFFR minus 0.35%	Maturity		USD	25		10/20/2025		1,119
UMB Financial Corporation	EFFR minus 0.35%	Maturity		USD	19		10/20/2025		859
UMB Financial Corporation	EFFR minus 0.35%	Maturity		USD	38		10/20/2025		805
UMB Financial Corporation	EFFR minus 0.35%	Maturity		USD	17		10/20/2025		752
UMB Financial Corporation	EFFR minus 0.35%	Maturity		USD	14		10/20/2025		719
UMB Financial Corporation	EFFR minus 0.35%	Maturity		USD	6		10/20/2025		106
UMB Financial Corporation	EFFR minus 0.35%	Maturity		USD	13		10/20/2025		71
UMB Financial Corporation	EFFR minus 0.35%	Maturity		USD	1		10/20/2025		56
UMB Financial Corporation	EFFR minus 0.35%	Maturity		USD	23		10/20/2025		34
UMB Financial Corporation	EFFR minus 0.35%	Maturity		USD	56		10/20/2025		13
UMB Financial Corporation	EFFR minus 0.35%	Maturity		USD	57		10/20/2025		(185	)
UMB Financial Corporation	EFFR minus 0.35%	Maturity		USD	17		10/20/2025		(422	)
UMB Financial Corporation	EFFR minus 0.35%	Maturity		USD	41		10/20/2025		(1,067	)
UMB Financial Corporation	EFFR minus 0.35%	Maturity		USD	60		10/20/2025		(1,254	)
UMB Financial Corporation	EFFR minus 0.35%	Maturity		USD	45		10/20/2025		(1,271	)
UMB Financial Corporation	EFFR minus 0.35%	Maturity		USD	52		10/20/2025		(1,406	)
UMB Financial Corporation	EFFR minus 0.35%	Maturity		USD	64		10/20/2025		(2,207	)
UMB Financial Corporation	EFFR minus 0.35%	Maturity		USD	94		10/20/2025		(2,417	)
UMB Financial Corporation	EFFR minus 0.35%	Maturity		USD	80		10/20/2025		(2,459	)
UMB Financial Corporation	EFFR minus 0.35%	Maturity		USD	84		10/20/2025		(3,920	)
WillScot Mobile Mini Holdings Corp.	EFFR minus 0.35%	Maturity		USD	101		10/20/2025		24,484

48

Counterparty & Referenced Obligation	Rate Paid/ Received	Payment Frequency	Current Notional (000)			Maturity Date		Unrealized Appreciation (Depreciation)
WillScot Mobile Mini Holdings Corp.	EFFR minus 0.35%	Maturity		USD	98		10/20/2025	$	16,107
WillScot Mobile Mini Holdings Corp.	EFFR minus 0.35%	Maturity		USD	50		10/20/2025		15,510
WillScot Mobile Mini Holdings Corp.	EFFR minus 0.35%	Maturity		USD	56		10/20/2025		14,072
WillScot Mobile Mini Holdings Corp.	EFFR minus 0.35%	Maturity		USD	41		10/20/2025		11,789
WillScot Mobile Mini Holdings Corp.	EFFR minus 0.35%	Maturity		USD	34		10/20/2025		9,045
WillScot Mobile Mini Holdings Corp.	EFFR minus 0.35%	Maturity		USD	26		10/20/2025		7,688
WillScot Mobile Mini Holdings Corp.	EFFR minus 0.35%	Maturity		USD	22		10/20/2025		6,825
WillScot Mobile Mini Holdings Corp.	EFFR minus 0.35%	Maturity		USD	19		10/20/2025		5,505
WillScot Mobile Mini Holdings Corp.	EFFR minus 0.35%	Maturity		USD	19		10/20/2025		4,670
WillScot Mobile Mini Holdings Corp.	EFFR minus 0.35%	Maturity		USD	18		10/20/2025		4,400
WillScot Mobile Mini Holdings Corp.	EFFR minus 0.35%	Maturity		USD	13		10/20/2025		4,258
WillScot Mobile Mini Holdings Corp.	EFFR minus 0.35%	Maturity		USD	18		10/20/2025		4,047
WillScot Mobile Mini Holdings Corp.	EFFR minus 0.35%	Maturity		USD	18		10/20/2025		4,004
WillScot Mobile Mini Holdings Corp.	EFFR minus 0.35%	Maturity		USD	15		10/20/2025		3,453
WillScot Mobile Mini Holdings Corp.	EFFR minus 0.35%	Maturity		USD	15		10/20/2025		3,075
WillScot Mobile Mini Holdings Corp.	EFFR minus 0.35%	Maturity		USD	10		10/20/2025		3,011
WillScot Mobile Mini Holdings Corp.	EFFR minus 0.35%	Maturity		USD	9		10/20/2025		2,564
WillScot Mobile Mini Holdings Corp.	EFFR minus 0.35%	Maturity		USD	13		10/20/2025		2,315
WillScot Mobile Mini Holdings Corp.	EFFR minus 0.35%	Maturity		USD	10		10/20/2025		2,229
WillScot Mobile Mini Holdings Corp.	EFFR minus 0.35%	Maturity		USD	8		10/20/2025		1,736
WillScot Mobile Mini Holdings Corp.	EFFR minus 0.35%	Maturity		USD	7		10/20/2025		1,384
WillScot Mobile Mini Holdings Corp.	EFFR minus 0.35%	Maturity		USD	3		10/20/2025		1,037

49

Counterparty & Referenced Obligation	Rate Paid/ Received	Payment Frequency	Current Notional (000)				Maturity Date		Unrealized Appreciation (Depreciation)
WillScot Mobile Mini Holdings Corp.	EFFR minus 0.35%	Maturity		USD	3			10/20/2025	$	965
WillScot Mobile Mini Holdings Corp.	EFFR minus 0.35%	Maturity		USD	4			10/20/2025		819
WillScot Mobile Mini Holdings Corp.	EFFR minus 0.35%	Maturity		USD	2			10/20/2025		517
WillScot Mobile Mini Holdings Corp.	EFFR minus 0.35%	Maturity		USD	2			10/20/2025		313
WillScot Mobile Mini Holdings Corp.	EFFR minus 0.35%	Maturity		USD	1			10/20/2025		257
WillScot Mobile Mini Holdings Corp.	EFFR minus 0.35%	Maturity		USD	1			10/20/2025		161
WillScot Mobile Mini Holdings Corp.	EFFR minus 0.35%	Maturity		USD	0	***		10/20/2025		79
WillScot Mobile Mini Holdings Corp.	EFFR minus 0.35%	Maturity		USD	0	***		10/20/2025		46
WillScot Mobile Mini Holdings Corp.	EFFR minus 0.35%	Maturity		USD	0	***		10/20/2025		31
Wintrust Financial Corporation	EFFR minus 0.35%	Maturity		USD	5			10/20/2025		87
Wintrust Financial Corporation	EFFR minus 0.35%	Maturity		USD	2			10/20/2025		71
Wintrust Financial Corporation	EFFR minus 0.35%	Maturity		USD	1			10/20/2025		50
Wintrust Financial Corporation	EFFR minus 0.35%	Maturity		USD	1			10/20/2025		44
Wintrust Financial Corporation	EFFR minus 0.35%	Maturity		USD	1			10/20/2025		36
Wintrust Financial Corporation	EFFR minus 0.35%	Maturity		USD	1			10/20/2025		32
Wintrust Financial Corporation	EFFR minus 0.35%	Maturity		USD	2			10/20/2025		30
Wintrust Financial Corporation	EFFR minus 0.35%	Maturity		USD	1			10/20/2025		29
Wintrust Financial Corporation	EFFR minus 0.35%	Maturity		USD	1			10/20/2025		27
Wintrust Financial Corporation	EFFR minus 0.35%	Maturity		USD	1			10/20/2025		27
Wintrust Financial Corporation	EFFR minus 0.35%	Maturity		USD	1			10/20/2025		26
Wintrust Financial Corporation	EFFR minus 0.35%	Maturity		USD	3			10/20/2025		18
Wintrust Financial Corporation	EFFR minus 0.35%	Maturity		USD	0	***		10/20/2025		17

50

Counterparty & Referenced Obligation	Rate Paid/ Received	Payment Frequency	Current Notional (000)				Maturity Date		Unrealized Appreciation (Depreciation)
Wintrust Financial Corporation	EFFR minus 0.35%	Maturity		USD	1			10/20/2025	$	16
Wintrust Financial Corporation	EFFR minus 0.35%	Maturity		USD	0	***		10/20/2025		15
Wintrust Financial Corporation	EFFR minus 0.35%	Maturity		USD	1			10/20/2025		12
Wintrust Financial Corporation	EFFR minus 0.35%	Maturity		USD	0	***		10/20/2025		7
Wintrust Financial Corporation	EFFR minus 0.35%	Maturity		USD	0	***		10/20/2025		6
Wintrust Financial Corporation	EFFR minus 0.35%	Maturity		USD	0	***		10/20/2025		6
Wintrust Financial Corporation	EFFR minus 0.35%	Maturity		USD	0	***		10/20/2025		5
Wintrust Financial Corporation	EFFR minus 0.35%	Maturity		USD	0	***		10/20/2025		4
Wintrust Financial Corporation	EFFR minus 0.35%	Maturity		USD	0	***		10/20/2025		3
Wintrust Financial Corporation	EFFR minus 0.35%	Maturity		USD	0	***		10/20/2025		3
Wintrust Financial Corporation	EFFR minus 0.35%	Maturity		USD	0	***		10/20/2025		3
Wintrust Financial Corporation	EFFR minus 0.35%	Maturity		USD	0	***		10/20/2025		3
Wintrust Financial Corporation	EFFR minus 0.35%	Maturity		USD	0	***		10/20/2025		2
Wintrust Financial Corporation	EFFR minus 0.35%	Maturity		USD	0	***		10/20/2025		1
Wintrust Financial Corporation	EFFR minus 0.35%	Maturity		USD	0	***		10/20/2025		1
Wintrust Financial Corporation	EFFR minus 0.35%	Maturity		USD	0	***		10/20/2025		0
Wintrust Financial Corporation	EFFR minus 0.35%	Maturity		USD	0	***		10/20/2025		0
Wintrust Financial Corporation	EFFR minus 0.35%	Maturity		USD	0	***		10/20/2025		(4	)
Wintrust Financial Corporation	EFFR minus 0.35%	Maturity		USD	0	***		10/20/2025		(4	)
Wintrust Financial Corporation	EFFR minus 0.35%	Maturity		USD	0	***		10/20/2025		(5	)
Wintrust Financial Corporation	EFFR minus 0.35%	Maturity		USD	1			10/20/2025		(5	)
Wintrust Financial Corporation	EFFR minus 0.35%	Maturity		USD	2			10/20/2025		(13	)

51

Counterparty & Referenced Obligation	Rate Paid/ Received	Payment Frequency	Current Notional (000)			Maturity Date		Unrealized Appreciation (Depreciation)
Wintrust Financial Corporation	EFFR minus 0.35%	Maturity		USD	1		10/20/2025	$	(13	)
Wintrust Financial Corporation	EFFR minus 0.35%	Maturity		USD	2		10/20/2025		(17	)
Wintrust Financial Corporation	EFFR minus 0.35%	Maturity		USD	2		10/20/2025		(22	)
Wintrust Financial Corporation	EFFR minus 0.35%	Maturity		USD	2		10/20/2025		(39	)
Wintrust Financial Corporation	EFFR minus 0.35%	Maturity		USD	8		10/20/2025		(89	)
Wintrust Financial Corporation	EFFR minus 0.35%	Maturity		USD	5		10/20/2025		(130	)
Wintrust Financial Corporation	EFFR minus 0.35%	Maturity		USD	8		10/20/2025		(186	)
Wintrust Financial Corporation	EFFR minus 0.35%	Maturity		USD	11		10/20/2025		(357	)
Wintrust Financial Corporation	EFFR minus 0.35%	Maturity		USD	11		10/20/2025		(365	)
Wintrust Financial Corporation	EFFR minus 0.35%	Maturity		USD	20		10/20/2025		(596	)
Wintrust Financial Corporation	EFFR minus 0.35%	Maturity		USD	32		10/20/2025		(1,142	)
								$	421,783

** Principal amount less than 500.

*** Notional amount less than 500.

(a) Non-income producing security.

(b) Fair valued by the Adviser.

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

(d) Represents entire or partial securities out on loan.

(e) Security is exempt from registration under Rule 144A or Regulation S of the Securities Act of 1933. These securities are considered restricted, but liquid and may be resold in transactions exempt from registration. At May 31, 2024, the aggregate market value of these securities amounted to $46,796,064 or 10.8% of net assets.

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

(g) Floating Rate Security. Stated interest/floor/ceiling rate was in effect at May 31, 2024.

(h) Defaulted.

(i) Security is exempt from registration under Rule 144A or Regulation S of the Securities Act of 1933. These securities, which represent 0.01% of net assets as of May 31, 2024, are considered illiquid and restricted. Additional information regarding such securities follows:

144A/Restricted & Illiquid Securities	Acquisition Date		Cost		Market Value		Percentage of Net Assets
Curo Group Holdings Corp. 7.50%, 08/01/2028		05/15/2023	$	76,933	$	40,402	0.01%
Digicel Group Holdings Ltd. Zero Coupon, 12/31/2030		11/16/2023		888		135	0.00%

52

144A/Restricted & Illiquid Securities	Acquisition Date		Cost		Market Value		Percentage of Net Assets
Exide Technologies 11.00%, 10/31/2024		06/21/2019-10/26/2020	$	17,967	$	0	0.00%
K2016470219 South Africa Ltd. 3.00%, 12/31/2022		04/26/2017		40,372		0	0.00%
K2016470260 South Africa Ltd. 25.00%, 12/31/2022		04/26/2017		30,994		0	0.00%
Magnetation LLC/Mag Finance Corp. 11.00%, 05/15/2018		04/26/2017		15		0	0.00%

(j) Defaulted matured security.

(k) Pay-In-Kind Payments (PIK). The issuer may pay cash interest and/or interest in additional debt securities. Rates shown are the rates in effect at May 31, 2024.

(l) Escrow shares.

(m) Affiliated investments.

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

(o) As of May 31, 2024, the cost basis of investment securities owned was substantially identical for both book and tax purposes. Gross unrealized appreciation of investments was $54,139,229 and gross unrealized depreciation of investments was $(10,711,001), resulting in net unrealized appreciation of $43,428,228.

Currency Abbreviation:

AUD – Australian Dollar

BRL – Brazilian Real

CAD – Canadian Dollar

CHF – Swiss Franc

CLP – Chilean Peso

CNH – Chinese Yuan Renminbi (Offshore)

CNY – Chinese Yuan Renminbi

COP – Colombian Peso

CZK – Czech Koruna

EUR – Euro

GBP – Great British Pound

HUF – Hungarian Forint

IDR – Indonesian Rupiah

INR – Indian Rupee

JPY – Japanese Yen

KRW – South Korean Won

MXN – Mexican Peso

MYR – Malaysian Ringgit

NOK – Norwegian Krone

NZD – New Zealand Dollar

PEN – Peruvian Sol

PHP – Philippine Peso

PLN – Polish Zloty

RUB – Russian Ruble

SEK – Swedish Krona

SGD – Singapore Dollar

THB – Thailand Baht

TWD – New Taiwan Dollar

USD – United States Dollar

ZAR – South African Rand

Glossary:

ADR – American Depositary Receipt

BKBM – Bank Bill Benchmark (New Zealand)

BOBL – Bundesobligationen

CBT – Chicago Board of Trade

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

CME – Chicago Mercantile Exchange

CVR – Contingent Value Right

53

ETF – Exchange Traded Fund

ETS – Emission Trading Scheme

EURIBOR – Euro Interbank Offered Rate

EFFR – Federal Funds Effective Rate

FTSE – Financial Times Stock Exchange

IFSC – International Financial Services Centre

JSE – Johannesburg Stock Exchange

KLCI – Kuala Lumpur Composite Index

KOSPI – Korea Composite Stock Price Index

MSCI – Morgan Stanley Capital International

NIBOR – Norwegian Interbank Offered Rate

NSE – National Stock Exchange

OBFR – Overnight Bank Funding Rate

OMXS – Stockholm Stock Exchange

OSE – Osaka Securities Exchange

REG – Registered Shares

SARON – Swiss Average Rate Overnight

SET – Stock Exchange of Thailand

SOFR – Secured Overnight Financing Rate

SONIA – Sterling Overnight Index Average

SPI – Share Price Index

STIBOR – Stockholm Interbank Offered Rate

TOPIX – Tokyo Price Index

TSX – Toronto Stock Exchange

Country Breakdown¹

May 31, 2024 (unaudited)

65.4	%	United States
4.7	%	United Kingdom
4.0	%	Japan
3.2	%	Canada
2.2	%	France
1.3	%	Italy
1.3	%	Australia
1.2	%	Spain
1.1	%	Austria
1.1	%	Netherlands
1.1	%	Denmark
0.9	%	Sweden
0.9	%	Switzerland
6.3	%	Other
5.3	%	Short-Term Investments
100.0	%	Total Investments

1 The Fund’s country breakdown is expressed as a percentage of total investments (excluding security lending collateral) and may vary over time. The Fund also enters into derivative transactions, which may be used for hedging or investment purposes (see “Portfolio of Investments” section of the report for additional details). “Other” country weightings represent 0.8% or less in the following: Belgium, Brazil, Chile, China, Colombia, Finland, Germany, Hong Kong, Hungary, Iceland, Indonesia, Ireland, Jamaica, Luxembourg, Macau, Malta, Mexico, Norway, Peru, Poland, Romania, Russia, Saudi Arabia, Singapore, South Africa, South Korea, Supranational, Taiwan and Venezuela.

54

AB All Market Total Return Portfolio

May 31, 2024 (unaudited)

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

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

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

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

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

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

Where readily available market prices or relevant bid prices are not available for certain equity investments, such investments may be valued based on similar publicly traded investments, movements in relevant indices since last available prices or based upon underlying company fundamentals and comparable company data (such as multiples to earnings or other multiples to equity). Where an investment is valued using an observable input, by pricing vendors, such as another publicly traded security, the investment will be classified as Level 2. If management determines that an adjustment is appropriate based on restrictions on resale, illiquidity or uncertainty, and such adjustment is a significant component of the valuation, the investment will be classified as Level 3. An investment will also be classified as Level 3 where management uses company fundamentals and other significant inputs to determine the valuation.

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

The following table summarizes the valuation of the Fund’s investments by the above fair value hierarchy levels as of May 31, 2024:

Investments in Securities:	Level 1		Level 2		Level 3			Total
Assets:
Common Stocks:
Information Technology	$	45,719,538	$	4,164,629	$	0	(a)	$	49,884,167
Financials		21,317,775		13,306,974		—			34,624,749
Health Care		30,137,363		3,730,381		34,268			33,902,012
Consumer Discretionary		20,877,964		3,799,021		1	(a)		24,676,986
Industrials		16,612,169		7,993,228		4,719			24,610,116
Communication Services		10,360,323		1,622,907		—			11,983,230
Consumer Staples		8,466,130		3,307,558		6,100			11,779,788
Materials		7,068,142		1,758,498		21,000			8,847,640
Energy		3,538,503		3,840,576		0	(a)		7,379,079
Real Estate		3,934,575		279,287		—			4,213,862
Utilities		3,191,848		966,701		—			4,158,549
Investment Companies		65,088,021		—		—			65,088,021
Governments - Treasuries		—		56,211,435		—			56,211,435
Corporates - Investment Grade		—		30,581,770		—			30,581,770
Mortgage Pass-Throughs		—		18,165,854		—			18,165,854
Covered Bonds		—		5,589,296		—			5,589,296
Inflation-Linked Securities		—		4,855,223		—			4,855,223
Governments - Sovereign Agencies		—		3,304,110		—			3,304,110
Local Governments - Regional Bonds		—		2,897,366		—			2,897,366
Governments - Sovereign Bonds		—		1,739,430		—			1,739,430
Quasi-Sovereigns		—		1,233,615		—			1,233,615
Local Governments - Provincial Bonds		—		729,587		—			729,587
Supranationals		—		528,503		—			528,503
Asset-Backed Securities		—		480,660		—			480,660
Corporates - Non-Investment Grade		—		358,034		0	(a)		358,034
Commercial Mortgage-Backed Securities		—		303,568		—			303,568
Emerging Markets - Treasuries		—		—		127,492			127,492
Preferred Stocks		—		—		109,746			109,746
Emerging Markets - Sovereigns		—		54,020		—			54,020
Rights		12,588		—		—			12,588

55

Investments in Securities:	Level 1			Level 2			Level 3			Total
Emerging Markets - Corporate Bonds	$	—		$	—		$	135	(a)	$	135
Warrants		—			—			0	(a)		0
Short-Term Investments:
Investment Companies		9,617,822			—			—			9,617,822
Treasury Bills		—			13,201,266			—			13,201,266
Investments of Cash Collateral for Securities Loaned in Affiliated Money Market Fund		3,840,703			—			—			3,840,703
Total Investments in Securities		249,783,464			185,003,497			303,461	(a)		435,090,422
Other Financial Instruments(b):
Assets:
Futures		1,598,146			—			—			1,598,146
Forward Currency Exchange Contracts		—			1,283,496			—			1,283,496
Centrally Cleared Credit Default Swaps		—			1,120,434			—			1,120,434
Centrally Cleared Interest Rate Swaps		—			111,831			—			111,831
Total Return Swaps		—			1,333,572			—			1,333,572
Liabilities:
Futures		(1,593,557	)		—			—			(1,593,557	)
Forward Currency Exchange Contracts		—			(2,186,611	)		—			(2,186,611	)
Centrally Cleared Credit Default Swaps		—			(1,042,570	)		—			(1,042,570	)
Centrally Cleared Interest Rate Swaps		—			(118,978	)		—			(118,978	)
Total Return Swaps		—			(911,789	)		—			(911,789	)
Total	$	249,788,053		$	184,592,882		$	303,461	(a)	$	434,684,396

^(a)  The Fund held securities with zero market value at period end.

^(b)  Other financial instruments include reverse repurchase agreements and derivative instruments, such as futures, forwards and swaps. Derivative instruments are valued at the unrealized appreciation (depreciation) on the instrument. Other financial instruments may also include swaps with upfront premiums, written options and written swaptions which are valued at market value.

A summary of the Fund’s transactions in AB mutual funds for the nine months ended May 31, 2024 is as follows:

Fund	Market Value 08/31/2023 (000)		Purchases at Cost (000)		Sales Proceeds (000)		Market Value 05/31/2024 (000)		Dividend Income (000)
Government Money Market Portfolio	$	13,629	$	479,220	$	483,231	$	9,618	$	922
Government Money Market Portfolio*		3,295		66,962		66,416		3,841		183
Total	$	16,924	$	546,182	$	549,647	$	13,459	$	1,105

* Investments of cash collateral for securities lending transactions

56