# EDGAR Filing Document

**Accession Number:** 0001401097
**File Stem:** 0000035402-26-001218
**Filing Date:** 2026-2
**Character Count:** 107045
**Document Hash:** 399d724b10636b8e88d000e3fdd35608
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-26-001218.hdr.sgml**: 20260224

**ACCESSION NUMBER**: 0000035402-26-001218

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260224

**DATE AS OF CHANGE**: 20260224

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Fidelity Central Investment Portfolios II LLC
- **CENTRAL INDEX KEY:** 0001401097

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22083
- **FILM NUMBER:** 26670321

**BUSINESS ADDRESS:**
- **STREET 1:** 245 SUMMER STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210
- **BUSINESS PHONE:** 617-563-7000

**MAIL ADDRESS:**
- **STREET 1:** 245 SUMMER STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210

## Series and Classes Contracts Data

### Fidelity International Credit Central Fund (Series ID: S000058560)

| Class ID   | Class Name                                 | Ticker Symbol   |
|:---|:---|:---|
| C000192458 | Fidelity International Credit Central Fund |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Fidelity Central Investment Portfolios II LLC

- **b. Investment Company Act file number:** 811-22083

- **c. CIK number of Registrant:** 0001401097

- **d. LEI of Registrant:** 0VPAEPVECBYQ0ULYZJ60

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

  - **Street Address 1:** 245 Summer Street

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

  - **Telephone number:** 1-800-FIDELITY

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

- **a. Name of Series:** Fidelity International Credit Central Fund

- **b. EDGAR series identifier (if any):** S000058560

- **c. LEI of Series:** 549300JOW5XJ3FBYR163

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $112485337.39

**Total Liabilities:** $8568746.26

**Net Assets:** $103916591.13

**Cash Not Reported:** $710598.80

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 1865.90951459 | **1-Year:** 8764.53963256 | **5-Year:** 23521.03169084 | **10-Year:** 13118.88467276 | **30-Year:** 2511.27186021

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

- **3-Month:** 343.40538935 | **1-Year:** 1041.25619039 | **5-Year:** 1217.41755493 | **10-Year:** 171.51269320 | **30-Year:** 98.61068394

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000192458 | 2.70%                | 0.27%                | -0.30%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $134054.69               | $2177426.01                                |
| Month 2  | $34516.16                | $-193263.26                                |
| Month 3  | $336485.06               | $-591757.68                                |

**Designated Index Information**

- **Index Name:** Bloomberg Global Aggregate Credit Ex US Index

- **Index Identifier:** 77906588

### Schedule of Portfolio Investments

| Name                                                        | Title                                                                              | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ANGLIAN WATER SVCS FINANC PLC                               | ANGLIAN WATER SVCS FINANC PLC 6.25% 09/12/2044 REGS                                | CUSIP: N/A<br>LEI: 213800DL377MH46PDY63       | Long             | DBT              | CORP              | GB        |    125000 | PA      | $162033.27    | 0.16%             | 2044-09-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ANGLIAN WATER SVCS FINANC PLC                               | ANGLIAN WATER SVCS FINANC PLC STEP 01/15/2029                                      | CUSIP: N/A<br>LEI: 213800DL377MH46PDY63       | Long             | DBT              | CORP              | GB        |     50000 | PA      | $70820.46     | 0.07%             | 2029-01-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| PROLOGIS EURO FINANCE LLC                                   | PROLOGIS EURO FINL LLC 3.25% 09/22/2032                                            | CUSIP: 74341EAT9<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              | CORP              | US        |    200000 | PA      | $231154.99    | 0.22%             | 2032-09-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                            | SOCIETE GENERALE FRANCE 6.691%/VAR 01/10/2034 144A                                 | CUSIP: 83368RBS0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    447000 | PA      | $486825.68    | 0.47%             | 2034-01-10      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| RWE FINANCE US LLC                                          | RWE FINANCE US LLC 5.875% 04/16/2034 144A                                          | CUSIP: 749983AA0<br>LEI: 529900J7MYLKI84UP772 | Long             | DBT              | CORP              | US        |    457000 | PA      | $481762.12    | 0.46%             | 2034-04-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                 | BNP PARIBAS 5.786%/VAR 01/13/2033 144A                                             | CUSIP: 09659W3A0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     97000 | PA      | $101824.27    | 0.10%             | 2033-01-13      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                                        | ROMANIA REPUBLIC OF 6.375% 09/18/2033 REGS                                         | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |    250000 | PA      | $314673.02    | 0.30%             | 2033-09-18      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CPI PROPERTY GROUP SA                                       | CPI PROPERTY GROUP SA 6% 01/27/2032 REGS                                           | CUSIP: N/A<br>LEI: 222100CO2ZOTEPGJO223       | Long             | DBT              | CORP              | LU        |    300000 | PA      | $354322.80    | 0.34%             | 2032-01-27      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                   | UST NOTES 4.125% 11/30/2029                                                        | CUSIP: 91282CMA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    240000 | PA      | $244143.75    | 0.23%             | 2029-11-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                         | INTESA SANPAOLO SPA 6.625% 06/20/2033 144A                                         | CUSIP: 46115HBZ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    236000 | PA      | $259698.55    | 0.25%             | 2033-06-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                                        | HEATHROW FUNDING LTD 6% 03/05/2032 REGS                                            | CUSIP: N/A<br>LEI: 7TI96JO3DYEIQWZ7Z726       | Long             | DBT              | CORP              | JE        |    400000 | PA      | $555632.98    | 0.53%             | 2032-03-05      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                       | CANADA GOVERNMENT OF 2.75% 06/01/2033                                              | CUSIP: 135087Q23<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   1450000 | PA      | $1023188.79   | 0.98%             | 2033-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FINANCE NV                                  | VOLKSWAGEN INTL FINANCE NV 3.875%/VAR PERP REGS                                    | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | EP               | CORP              | NL        |    400000 | PA      | $462770.26    | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: GBP/USD settle 2026-01-30                                              | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-59.34       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BAYER US FIN LLC                                            | BAYER US FIN LLC 6.5% 11/21/2033 144A                                              | CUSIP: 07274EAL7<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |    676000 | PA      | $731834.12    | 0.70%             | 2033-11-21      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ANGLIAN WATER SVCS FINANC PLC                               | ANGLIAN WATER SVCS FINANC PLC 5.875% 06/20/2031 REGS                               | CUSIP: N/A<br>LEI: 213800DL377MH46PDY63       | Long             | DBT              | CORP              | GB        |    330000 | PA      | $459861.31    | 0.44%             | 2031-06-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                      | STANDARD CHARTERED PLC 3.864%/VAR 03/17/2033 REGS                                  | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | DBT              | CORP              | GB        |    300000 | PA      | $357291.76    | 0.34%             | 2033-03-17      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CBRE EUROPE LOGISTICS PARTNERS SCA SICAV-SIF                | CBRE EUROPE LOGISTICS PARTNERS SCA SICAV-SIF 3.5% 09/22/2032 REGS                  | CUSIP: N/A<br>LEI: 529900ZG3L6Z4K64S041       | Long             | DBT              | CORP              | LU        |    300000 | PA      | $344930.60    | 0.33%             | 2032-09-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| P3 GROUP SARL                                               | P3 GROUP SARL 3.75% 04/02/2033 REGS                                                | CUSIP: N/A<br>LEI: 529900GR62MT0O5VW110       | Long             | DBT              | CORP              | LU        |    200000 | PA      | $231161.81    | 0.22%             | 2033-04-02      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SIRIUS REAL ESTATE LTD                                      | SIRIUS REAL ESTATE LTD 4% 01/22/2032 REGS                                          | CUSIP: N/A<br>LEI: 213800NURUF5W8QSK566       | Long             | DBT              | CORP              | GG        |    200000 | PA      | $233748.39    | 0.22%             | 2032-01-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN BANK GMBH                                        | VOLKSWAGEN BANK GMBH 3.5% 06/19/2031 REGS                                          | CUSIP: N/A<br>LEI: 529900GJD3OQLRZCKW37       | Long             | DBT              | CORP              | DE        |    200000 | PA      | $234626.96    | 0.23%             | 2031-06-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                              | EUROPEAN UNION 3.375% 12/12/2035 REGS                                              | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | LU        |   1655000 | PA      | $1973127.22   | 1.90%             | 2035-12-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                     | VEOLIA ENVIRONNEMENT SA 3.324% 06/17/2032 REGS                                     | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |    600000 | PA      | $700321.79    | 0.67%             | 2032-06-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                 | UNITED STATES TREASURY BOND 4.5% 02/15/2044                                        | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1700000 | PA      | $1644617.20   | 1.58%             | 2044-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JYSKE BANK                                                  | JYSKE BANK AS 5.125%/VAR 05/01/2035 REGS                                           | CUSIP: N/A<br>LEI: 3M5E1GQGKL17HI6CPN30       | Long             | DBT              | CORP              | DK        |    211000 | PA      | $260972.36    | 0.25%             | 2035-05-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                   | UST NOTES 3.75% 12/31/2030                                                         | CUSIP: 91282CJQ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    383000 | PA      | $383194.49    | 0.37%             | 2030-12-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WESSEX WATER SERVS FIN PLC                                  | WESSEX WATER SERVS FIN PLC 6.125% 09/19/2034 REGS                                  | CUSIP: N/A<br>LEI: 213800B9BFRCA1YMEI57       | Long             | DBT              | CORP              | GB        |    250000 | PA      | $345794.25    | 0.33%             | 2034-09-19      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                              | EUROPEAN UNION 3.75% 10/12/2045 REGS                                               | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | LU        |    385000 | PA      | $446251.60    | 0.43%             | 2045-10-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                             | PHILIP MORRIS INTL INC 3.25% 06/06/2032                                            | CUSIP: 718172DW6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    750000 | PA      | $871548.91    | 0.84%             | 2032-06-06      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CARLSBERG BREWERIES A/S                                     | CARLSBERG BREWERIES A/S 3.25% 02/28/2032 REGS                                      | CUSIP: N/A<br>LEI: 5493008YL42784DMWN61       | Long             | DBT              | CORP              | DK        |    275000 | PA      | $321580.25    | 0.31%             | 2032-02-28      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                 | BNPI SWAP CDS 12/20/30 ALVGR B                                                     | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DCR              | CORP              | FR        |    800000 | NC      | $-13410.16    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                 | BNP PARIBAS 2.159%/VAR 09/15/2029 144A                                             | CUSIP: 09659W2R4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    473000 | PA      | $447326.58    | 0.43%             | 2029-09-15      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                   | UST NOTES 3.75% 08/31/2031                                                         | CUSIP: 91282CLJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1100000 | PA      | $1096347.66   | 1.06%             | 2031-08-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| REWE INT FINANCE                                            | REWE INT FINANCE 4.875% 09/13/2030 REGS                                            | CUSIP: N/A<br>LEI: 5299003XLG8J4YTHLX44       | Long             | DBT              | CORP              | NL        |    100000 | PA      | $125136.31    | 0.12%             | 2030-09-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CBRE OPEN-ENDED FUNDS SCA SICAV-SIF                         | CBRE OPEN-ENDED FUNDS SCA SICAV-SIF 4.75% 03/27/2034 REGS                          | CUSIP: N/A<br>LEI: 529900J5H3JGJ83AUZ88       | Long             | DBT              | CORP              | LU        |    246000 | PA      | $301033.13    | 0.29%             | 2034-03-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                 | BNPI SWAP CDS 12/20/30 ASSGEN B                                                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DCR              | CORP              | FR        |    600000 | NC      | $-4775.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                        | ENEL FINANCE INTL NV 5.5% 06/26/2034 144A                                          | CUSIP: 29278GBE7<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $310904.62    | 0.30%             | 2034-06-26      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VIER GAS TRANSPORT GMBH                                     | VIER GAS TRANSPORT GMBH 3.625% 09/08/2033 REGS                                     | CUSIP: N/A<br>LEI: 529900AGED6PJE9AVL37       | Long             | DBT              | CORP              | DE        |    300000 | PA      | $348788.31    | 0.34%             | 2033-09-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                 | UNITED STATES TREASURY BOND 4.625% 05/15/2044                                      | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    450000 | PA      | $441808.60    | 0.43%             | 2044-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| RCI BANQUE S A                                              | RCI BANQUE S A 4.75%/VAR 03/24/2037 REGS                                           | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |    100000 | PA      | $119768.68    | 0.12%             | 2037-03-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| KREDITANSTALT FUR WIEDERAUFB                                | KREDITANSTALT FUR WIEDER(UNGTD 2.875% 06/07/2033 REGS                              | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |    660000 | PA      | $773386.20    | 0.74%             | 2033-06-07      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | JPSW SWAP CDS 12/20/30 HEIGR B                                                     | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DCR              | CORP              | US        |    630000 | NC      | $-152639.84   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| SMURFIT KAPPA TREASURY                                      | SMURFIT KAPPA TREASURY 3.489% 11/24/2031                                           | CUSIP: N/A<br>LEI: 635400B3DOXSWFOWJT40       | Long             | DBT              | CORP              | IE        |    100000 | PA      | $117403.98    | 0.11%             | 2031-11-24      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                | CAIXABANK SA 3.625%/VAR 09/19/2032 REGS                                            | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |    300000 | PA      | $355708.33    | 0.34%             | 2032-09-19      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                           | HSBC HOLDINGS PLC 5.813%/VAR 05/22/2033 REGS                                       | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |    200000 | PA      | $281040.55    | 0.27%             | 2033-05-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                   | UST NOTES 4.625% 02/15/2035                                                        | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     95000 | PA      | $98666.41     | 0.09%             | 2035-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                   | UST NOTES 4.375% 12/31/2029                                                        | CUSIP: 91282CMD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    865000 | PA      | $888111.72    | 0.85%             | 2029-12-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LOGICOR FINANCING SARL                                      | LOGICOR FINANCING SARL 4.25% 07/18/2029 REGS                                       | CUSIP: N/A<br>LEI: 254900IS16Q1A2TQFN22       | Long             | DBT              | CORP              | LU        |    100000 | PA      | $121322.84    | 0.12%             | 2029-07-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                 | BNP PARIBAS 3.132%/VAR 01/20/2033 144A                                             | CUSIP: 09659W2U7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    600000 | PA      | $547241.53    | 0.53%             | 2033-01-20      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| WHITBREAD GROUP PLC                                         | WHITBREAD GROUP PLC 2.375% 05/31/2027 REGS                                         | CUSIP: N/A<br>LEI: 2138006LIAYQKUCYBB20       | Long             | DBT              | CORP              | GB        |    236000 | PA      | $308588.82    | 0.30%             | 2027-05-31      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCE US INC                                   | STELLANTIS FINANCE US INC 5.75% 03/18/2030 144A                                    | CUSIP: 85855CAK6<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    476000 | PA      | $491050.86    | 0.47%             | 2030-03-18      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                   | UST NOTES 4.125% 07/31/2031                                                        | CUSIP: 91282CLD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    800000 | PA      | $813062.48    | 0.78%             | 2031-07-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RWE FINANCE US LLC                                          | RWE FINANCE US LLC 5.125% 09/18/2035 144A                                          | CUSIP: 749983AC6<br>LEI: 529900J7MYLKI84UP772 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149158.76    | 0.14%             | 2035-09-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                 | UNITED STATES TREASURY BOND 4.625% 11/15/2044                                      | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    600000 | PA      | $587953.13    | 0.57%             | 2044-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                        | ENEL FINANCE INTL NV 4.375% 09/30/2030 144A                                        | CUSIP: 29278GBG2<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $199154.45    | 0.19%             | 2030-09-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GRAND CITY PROPERTIES SA                                    | GRAND CITY PROPERTIES SA 1.5%/VAR PERP REGS                                        | CUSIP: N/A<br>LEI: 5299002QLUYKK2WBMB18       | Long             | EP               | CORP              | LU        |    400000 | PA      | $462764.58    | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                      | GSCM SWAP CDS 12/20/30 UCGIM B                                                     | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DCR              | CORP              | US        |    550000 | NC      | $-1824.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BT FINANCE PLC                                              | BT FINANCE PLC 3.375% 11/17/2032 REGS                                              | CUSIP: N/A<br>LEI: 64882D4OUTP2YP126091       | Long             | DBT              | CORP              | GB        |    275000 | PA      | $319638.59    | 0.31%             | 2032-11-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JOHN LEWIS PLC                                              | JOHN LEWIS PLC 4.25% 12/18/2034 REGS                                               | CUSIP: N/A<br>LEI: 213800JSUFNZLZLCVJ25       | Long             | DBT              | CORP              | GB        |    600000 | PA      | $685720.93    | 0.66%             | 2034-12-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ANGLIAN WATER SVCS FINANC PLC                               | ANGLIAN WATER SVCS FINANC PLC 6.293% 07/30/2030 REGS                               | CUSIP: N/A<br>LEI: 213800DL377MH46PDY63       | Long             | DBT              | CORP              | GB        |    195000 | PA      | $276328.81    | 0.27%             | 2030-07-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                | WP CAREY INC 4.25% 07/23/2032                                                      | CUSIP: N/A<br>LEI: 54930042CRNE713E3Q67       | Long             | DBT              | CORP              | US        |    100000 | PA      | $120603.51    | 0.12%             | 2032-07-23      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARGENTARIA S.A                         | BANCO BILBAO VIZ ARGENTARIA SA 6.033%/VAR 03/13/2035                               | CUSIP: 05946KAR2<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $212579.57    | 0.20%             | 2035-03-13      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AMPRION GMBH                                                | AMPRION GMBH 3.125% 08/27/2030 REGS                                                | CUSIP: N/A<br>LEI: 529900ZIV0ETYHYZM863       | Long             | DBT              | CORP              | DE        |    200000 | PA      | $234982.99    | 0.23%             | 2030-08-27      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SCOTTISH HYDRO ELECTRIC TRANSMISSION PLC                    | SCOTTISH HYDRO ELECTRIC TRANSMISSION PLC 3.375% 09/04/2032 REGS                    | CUSIP: N/A<br>LEI: 549300ECJZDA7203MK64       | Long             | DBT              | CORP              | GB        |    325000 | PA      | $380874.39    | 0.37%             | 2032-09-04      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                 | BNPI SWAP CDS 12/20/30 SOCGEN B                                                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DCR              | CORP              | FR        |    450000 | NC      | $585.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH WEST WATER FINANCE PLC                                | SOUTH WEST WATER FINANCE PLC 5.75% 12/11/2032 REGS                                 | CUSIP: N/A<br>LEI: 213800OV68U446W4NV89       | Long             | DBT              | CORP              | GB        |    100000 | PA      | $139533.04    | 0.13%             | 2032-12-11      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| KREDITANSTALT FUR WIEDERAUFB                                | KREDITANSTALT FUR WIEDER(UNGTD 0.75% 01/15/2029 REGS                               | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |   1440000 | PA      | $1611718.17   | 1.55%             | 2029-01-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SW FINANCE I PLC                                            | SW FINANCE I PLC 6.875% 08/07/2032 REGS                                            | CUSIP: N/A<br>LEI: 549300BHN1HB5BNG2R96       | Long             | DBT              | CORP              | GB        |    200000 | PA      | $279719.88    | 0.27%             | 2032-08-07      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LOGICOR FINANCING SARL                                      | LOGICOR FINANCING SARL 2% 01/17/2034 REGS                                          | CUSIP: N/A<br>LEI: 254900IS16Q1A2TQFN22       | Long             | DBT              | CORP              | LU        |    212000 | PA      | $213243.66    | 0.21%             | 2034-01-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JAPAN TOBACCO INC                                           | JAPAN TOBACCO INC 5.856% 06/15/2035 144A                                           | CUSIP: 471105AE6<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |    290000 | PA      | $309190.92    | 0.30%             | 2035-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LOGICOR FINANCING SARL                                      | LOGICOR FINANCING SARL 3.75% 07/14/2032 REGS                                       | CUSIP: N/A<br>LEI: 254900IS16Q1A2TQFN22       | Long             | DBT              | CORP              | LU        |    100000 | PA      | $116109.76    | 0.11%             | 2032-07-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                              | CITI SWAP CDS 12/20/30 AVLN B                                                      | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DCR              | CORP              | US        |    600000 | NC      | $-4611.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| YORKSHIRE WATER FINANCE PLC                                 | YORKSHIRE WATER FINANCE PLC 6% 07/22/2033 REGS                                     | CUSIP: N/A<br>LEI: 213800O8BDOGHJMTCP32       | Long             | DBT              | CORP              | GB        |    250000 | PA      | $342945.29    | 0.33%             | 2033-07-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MOTABILITY OPERATIONS GROUP PLC                             | MOTABILITY OPERATIONS GRP PLC 3.625% 01/22/2033 REGS                               | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |    375000 | PA      | $438205.64    | 0.42%             | 2033-01-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SUPERNOVA INVEST GMBH                                       | SUPERNOVA INVEST GMBH 5% 06/24/2030 REGS                                           | CUSIP: N/A<br>LEI: 5299008Z5M2L56PLUX74       | Long             | DBT              | CORP              | AT        |    100000 | PA      | $120112.24    | 0.12%             | 2030-06-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                            | NTT FINANCE CORP 3.678% 07/16/2033 REGS                                            | CUSIP: N/A<br>LEI: 3538007PR116187GD960       | Long             | DBT              | CORP              | JP        |    175000 | PA      | $206797.30    | 0.20%             | 2033-07-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NORTHUMBRIAN WATER FINANCE PLC                              | NORTHUMBRIAN WATER FINANCE PLC 5.375% 07/22/2032 REGS                              | CUSIP: N/A<br>LEI: 213800JTFA6F3S7XX781       | Long             | DBT              | CORP              | GB        |    200000 | PA      | $270717.95    | 0.26%             | 2032-07-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SSE PLC                                                     | SSE PLC 3.74%/VAR PERP REGS                                                        | CUSIP: N/A<br>LEI: 549300KI75VYLLMSK856       | Long             | EP               | CORP              | GB        |    320000 | PA      | $430248.37    | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| AMPRION GMBH                                                | AMPRION GMBH 3.625% 05/21/2031 REGS                                                | CUSIP: N/A<br>LEI: 529900ZIV0ETYHYZM863       | Long             | DBT              | CORP              | DE        |    100000 | PA      | $119676.49    | 0.12%             | 2031-05-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ADMIRAL GROUP PLC                                           | ADMIRAL GROUP PLC 8.5% 01/06/2034 REGS                                             | CUSIP: N/A<br>LEI: 213800FGVM7Z9EJB2685       | Long             | DBT              | CORP              | GB        |    310000 | PA      | $484176.36    | 0.47%             | 2034-01-06      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                   | UST NOTES 4.125% 03/31/2032                                                        | CUSIP: 91282CMT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1650000 | PA      | $1672623.05   | 1.61%             | 2032-03-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BARRY CALLEBAUT SVCS NV                                     | BARRY CALLEBAUT SVCS NV 4.25% 08/19/2031 REGS                                      | CUSIP: N/A<br>LEI: 213800R1F1EJYM4ICO85       | Long             | DBT              | CORP              | BE        |    400000 | PA      | $481127.67    | 0.46%             | 2031-08-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GRP AG                                        | CREDIT SUISSE GRP AG 7.5%/VAR PERP REGS                                            | CUSIP: N/A<br>LEI: 549300506SI9CRFV9Z86       | Long             | EP               | CORP              | CH        |   9515000 | PA      | $2473900.00   | 2.38%             |  |  |  | No            |                  3 | On Loan: No      |
| ALPHABET INC                                                | ALPHABET INC 3.875% 05/06/2045                                                     | CUSIP: 02079KAS6<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $112350.99    | 0.11%             | 2045-05-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                 | BNPI SWAP CDS 12/20/30 BMW B                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DCR              | CORP              | FR        |   1000000 | NC      | $-29990.28    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                       | CANADA GOVERNMENT OF 3% 06/01/2034                                                 | CUSIP: 135087R48<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    900000 | PA      | $640812.92    | 0.62%             | 2034-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                 | UNITED STATES TREASURY BOND 4.125% 08/15/2044                                      | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    350000 | PA      | $321220.70    | 0.31%             | 2044-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                   | UST NOTES 3.625% 09/30/2031                                                        | CUSIP: 91282CLM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1980000.00   | 1.91%             | 2031-09-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                         | FX Forward: EUR/USD settle 2026-01-30                                              | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-145.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BAT INTERNATIONAL FINANCE PLC                               | BAT INTL FINANCE PLC 4.125% 04/12/2032 REGS                                        | CUSIP: N/A<br>LEI: 21380041YBGOQDFAC823       | Long             | DBT              | CORP              | GB        |    448000 | PA      | $540810.87    | 0.52%             | 2032-04-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                        | FX Forward: USD/JPY settle 2026-01-30                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $13787.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LONDON POWER NETWORKS PLC                                   | LONDON POWER NETWORKS PLC 3.837% 06/11/2037 REGS                                   | CUSIP: N/A<br>LEI: 213800JDI3GTKPG4XI38       | Long             | DBT              | CORP              | GB        |    225000 | PA      | $262264.37    | 0.25%             | 2037-06-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                     | BANK OF NOVA SCOTIA 3.375%/VAR 03/05/2033 REGS                                     | CUSIP: N/A<br>LEI: L3I9ZG2KFGXZ61BMYR72       | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1170969.28   | 1.13%             | 2033-03-05      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                    | EUROPEAN INVESTMENT BANK 2.875% 06/18/2035 REGS                                    | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | LU        |   1035000 | PA      | $1196736.90   | 1.15%             | 2035-06-18      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ACCENTRO EAST HOLDING GMBH                                  | ACCENTRO EAST HOLDING GMBH PIK 6% 06/30/2027                                       | CUSIP: N/A<br>LEI: 89450079WA652Y9PWZ14       | Long             | DBT              | CORP              | DE        |    100000 | PA      | $117520.00    | 0.11%             | 2027-06-30      | Fixed         | 0.06%                 | No            |                  3 | On Loan: No      |
| LOGICOR FINANCING SARL                                      | LOGICOR FINANCING SARL 1.625% 01/17/2030 REGS                                      | CUSIP: N/A<br>LEI: 254900IS16Q1A2TQFN22       | Long             | DBT              | CORP              | LU        |    289000 | PA      | $317597.54    | 0.31%             | 2030-01-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                | UBS GROUP AG 4.125%/VAR 06/09/2033 REGS                                            | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |    602000 | PA      | $730498.15    | 0.70%             | 2033-06-09      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE FINANCIALS                               | LONG GILT FUTURE MAR26 G H6                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |        -9 | NC      | $-6864.78     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ANGLIAN WATER (OSPREY) FINANCING PLC                        | ANGLIAN WATER (OSPREY) FINANCING PLC 2% 07/31/2028 REGS                            | CUSIP: N/A<br>LEI: 21380072JDZ74GW9ZY87       | Long             | DBT              | CORP              | GB        |    141000 | PA      | $173911.24    | 0.17%             | 2028-07-31      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                    | ENGIE SA 4.25% 09/06/2034 REGS                                                     | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |    200000 | PA      | $244241.41    | 0.24%             | 2034-09-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                 | BNPI SWAP CDS 12/20/30 DB B                                                        | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DCR              | CORP              | FR        |    450000 | NC      | $3500.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STELLANTIS FINL SVC US CORP                                 | STELLANTIS FINL SVC US CORP 5.4% 09/15/2030 144A                                   | CUSIP: 85855FAB9<br>LEI: 5493000KNKFDOC1BOW59 | Long             | DBT              | CORP              | US        |    219000 | PA      | $222374.42    | 0.21%             | 2030-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                        | ROYAL BANK OF CANADA 3.125%/VAR 09/27/2031 REGS                                    | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | DBT              | CORP              | CA        |    420000 | PA      | $492377.64    | 0.47%             | 2031-09-27      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| SHURGARD LUXEMBOURG SARL                                    | SHURGARD LUXEMBOURG SARL 4% 05/27/2035 REGS                                        | CUSIP: N/A<br>LEI: 54930064DJ4U15OBV665       | Long             | DBT              | CORP              | LU        |    200000 | PA      | $232346.44    | 0.22%             | 2035-05-27      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY                                            | SOUTHERN COMPANY EUSA5+NA 09/15/2081                                               | CUSIP: N/A<br>LEI: 549300FC3G3YU2FBZD92       | Long             | DBT              | CORP              | US        |    333000 | PA      | $380568.26    | 0.37%             | 2081-09-15      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| SOUTH WEST WATER FINANCE PLC                                | SOUTH WEST WATER FINANCE PLC 5.25% 09/15/2031 REGS                                 | CUSIP: N/A<br>LEI: 213800OV68U446W4NV89       | Long             | DBT              | CORP              | GB        |    300000 | PA      | $407309.40    | 0.39%             | 2031-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                 | BNP PARIBAS 3.945%/VAR 02/18/2037 REGS                                             | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |    700000 | PA      | $824108.04    | 0.79%             | 2037-02-18      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                      | US LONG BOND(CBT) FUT MAR26 USH6                                                   | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |        22 | NC      | $-27580.43    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN and CO.                             | FX Forward: USD/JPY settle 2026-01-30                                              | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-468.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ACCENTRO REAL ESTATE AG                                     | ACCENTRO REAL ESTATE AG PIK VAR 12/30/2034 REGS                                    | CUSIP: N/A<br>LEI: 391200VKLY50XNAFCM46       | Long             | DBT              | CORP              | DE        |    478800 | PA      | $169087.07    | 0.16%             | 2034-12-30      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                               | CITIGROUP INC 4.296%/VAR 07/23/2036                                                | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | Long             | DBT              | CORP              | US        |    200000 | PA      | $237035.33    | 0.23%             | 2036-07-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                    | ENGIE SA 3.875% 03/06/2036 REGS                                                    | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |    200000 | PA      | $234539.35    | 0.23%             | 2036-03-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FIDELIDADE CO DE SEGUROS SAPORTUGAL                         | FIDELIDADE CO DE SEGUROS SAPORTUGAL 4.25%/VAR 09/04/2031 REGS                      | CUSIP: N/A<br>LEI: 529900FNLE8ZOPUOT704       | Long             | DBT              | CORP              | PT        |    300000 | PA      | $355319.71    | 0.34%             | 2031-09-04      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                         | JAPAN GOVERNMENT OF 0% 03/30/2026                                                  | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 111450000 | PA      | $710386.53    | 0.68%             | 2026-03-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                              | EUROPEAN UNION 4% 04/04/2044 REGS                                                  | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | LU        |    220000 | PA      | $265400.09    | 0.26%             | 2044-04-04      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BAYER US FIN LLC                                            | BAYER US FIN LLC 6.375% 11/21/2030 144A                                            | CUSIP: 07274EAK9<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |    613000 | PA      | $655373.94    | 0.63%             | 2030-11-21      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                      | US 10YR ULTRA FUT MAR26 UXYH6                                                      | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |        24 | NC      | $-15324.06    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BLACKSTONE PROPERTY PARTNERS EUROPE HOLDINGS SARL           | BLACKSTONE PROP PARTNERS EUR HOLD 1.75% 03/12/2029 REGS                            | CUSIP: N/A<br>LEI: 213800Y3B5GQFBGVHP79       | Long             | DBT              | CORP              | LU        |    663000 | PA      | $745050.74    | 0.72%             | 2029-03-12      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                         | JAPAN GOVERNMENT OF 0.1% 09/20/2028                                                | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 168200000 | PA      | $1041639.49   | 1.00%             | 2028-09-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                         | PETROLEOS MEXICANOS 5.95% 01/28/2031                                               | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    735000 | PA      | $711406.50    | 0.68%             | 2031-01-28      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                           | HSBC HOLDINGS PLC 8.201%/VAR 11/16/2034 REGS                                       | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |    360000 | PA      | $536306.01    | 0.52%             | 2034-11-16      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                   | UST NOTES 4.625% 04/30/2029                                                        | CUSIP: 91282CKP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2200000 | PA      | $2271070.32   | 2.19%             | 2029-04-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AROUNDTOWN FINANCE SARL                                     | AROUNDTOWN FINANCE SARL 7.875%/VAR PERP                                            | CUSIP: N/A<br>LEI: 8945006LEXV2KWSWVP51       | Long             | EP               | CORP              | LU        |    750000 | PA      | $753790.01    | 0.73%             |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                    | FORD MOTOR CREDIT CO LLC 6.184% 08/29/2031                                         | CUSIP: 345397H30<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    225000 | PA      | $308356.26    | 0.30%             | 2031-08-29      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                 | UNITED STATES TREASURY BOND 6.25% 05/15/2030                                       | CUSIP: 912810FM5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3534000 | PA      | $3896373.04   | 3.75%             | 2030-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BOSCH (ROBERT) GMBH                                         | BOSCH (ROBERT) GMBH 4.375% 06/02/2043 REGS                                         | CUSIP: N/A<br>LEI: 529900F0LT5OP4SV6122       | Long             | DBT              | CORP              | DE        |    100000 | PA      | $115597.66    | 0.11%             | 2043-06-02      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VIRGIN MONEY UK PLC                                         | VIRGIN MONEY UK PLC 7.625%/VAR 08/23/2029 REGS                                     | CUSIP: N/A<br>LEI: 213800ZK9VGCYYR6O495       | Long             | DBT              | CORP              | GB        |    499000 | PA      | $727699.19    | 0.70%             | 2029-08-23      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                | ING GROEP NV 3%/VAR 08/17/2031 REGS                                                | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |    500000 | PA      | $581890.25    | 0.56%             | 2031-08-17      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: USD/EUR settle 2026-01-30                                              | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-3973.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VONOVIA SE                                                  | VONOVIA SE 3.5% 11/12/2032 REGS                                                    | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |    100000 | PA      | $115935.83    | 0.11%             | 2032-11-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DZ BANK AG DEUTSCHE ZENTRAL GE NOSSENSCHAFTSBANK            | DZ BANK AG DEUT ZENT GENOSBANK 3.706%/VAR 10/15/2035 REGS                          | CUSIP: N/A<br>LEI: 529900HNOAA1KXQJUQ27       | Long             | DBT              | CORP              | DE        |    100000 | PA      | $116957.08    | 0.11%             | 2035-10-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GREAT PORTLAND ESTATES PLC                                  | GREAT PORTLAND ESTATES PLC 5.375% 09/25/2031 REGS                                  | CUSIP: N/A<br>LEI: 213800JMEDD2Q4N1MC42       | Long             | DBT              | CORP              | GB        |    200000 | PA      | $273137.29    | 0.26%             | 2031-09-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GTC AURORA LUXEMBOURG SA                                    | GTC AURORA LUXEMBOURG SA 2.25% 06/23/2026 REGS                                     | CUSIP: N/A<br>LEI: 549300UAWIR6P1PVC062       | Long             | DBT              | CORP              | LU        |    432000 | PA      | $500324.95    | 0.48%             | 2026-06-23      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                    | FORD MOTOR CREDIT CO LLC 4.445% 02/14/2030                                         | CUSIP: 345397E41<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    208000 | PA      | $249970.90    | 0.24%             | 2030-02-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUSTRALIA                                 | COMMONWEALTH BANK AUSTRALIA 3.788%/VAR 08/26/2037 REGS                             | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |    300000 | PA      | $350501.05    | 0.34%             | 2037-08-26      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| AUSNET SERVICES HOLDINGS PTY LTD                            | AUSNET SERVICES HOLDINGS PTY LTD 6.134% 05/31/2033                                 | CUSIP: N/A<br>LEI: TTMIG9TE1S0X3ZPDHD61       | Long             | DBT              | CORP              | AU        |    420000 | PA      | $288653.57    | 0.28%             | 2033-05-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BUILDING SOCIETY                                 | NATIONWIDE BUILDING SOC(UNGTD) 4%/VAR 07/30/2035 REGS                              | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |    100000 | PA      | $118941.64    | 0.11%             | 2035-07-30      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CPI PROPERTY GROUP SA                                       | CPI PROPERTY GROUP SA 3.75%/VAR PERP REGS                                          | CUSIP: N/A<br>LEI: 222100CO2ZOTEPGJO223       | Long             | EP               | CORP              | LU        |    184000 | PA      | $189953.22    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                              | MCDONALDS CORP 3.5% 05/21/2032 REGS                                                | CUSIP: N/A<br>LEI: UE2136O97NLB5BYP9H04       | Long             | DBT              | CORP              | US        |    350000 | PA      | $413466.97    | 0.40%             | 2032-05-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                       | CANADA GOVERNMENT OF 2% 06/01/2032                                                 | CUSIP: 135087N59<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     40000 | PA      | $27197.75     | 0.03%             | 2032-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SW FINANCE I PLC                                            | SW FINANCE I PLC 7.375% 12/12/2041 REGS                                            | CUSIP: N/A<br>LEI: 549300BHN1HB5BNG2R96       | Long             | DBT              | CORP              | GB        |    316000 | PA      | $439223.37    | 0.42%             | 2041-12-12      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                             | DANSKE BANK AS (UNGTD) 3.875%/VAR 01/09/2032 REGS                                  | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | DBT              | CORP              | DK        |    445000 | PA      | $536994.87    | 0.52%             | 2032-01-09      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: USD/CAD settle 2026-01-30                                              | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-20519.26    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SEVERN TRENT WATER UTIL FIN                                 | SEVERN TRENT WATER UTIL FIN 3.875% 08/04/2035 REGS                                 | CUSIP: N/A<br>LEI: 213800KY9PT6WBH33232       | Long             | DBT              | CORP              | GB        |    325000 | PA      | $380649.04    | 0.37%             | 2035-08-04      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITYCON OYJ                                                 | CITYCON OYJ 7.875%/VAR PERP REGS                                                   | CUSIP: N/A<br>LEI: 549300P8N0P6KDGTJ206       | Long             | EP               | CORP              | FI        |    167000 | PA      | $160291.02    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| UST NOTES                                                   | UST NOTES 4% 07/31/2032                                                            | CUSIP: 91282CNR8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    225000 | PA      | $226177.74    | 0.22%             | 2032-07-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FLUXYS SA                                                   | FLUXYS SA 4% 11/28/2030 REGS                                                       | CUSIP: N/A<br>LEI: 529900UEWUHSPPJQ1R79       | Long             | DBT              | CORP              | BE        |    400000 | PA      | $477625.98    | 0.46%             | 2030-11-28      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE                                       | ELECTRICITE DE FRANCE 5.5% 01/25/2035 REGS                                         | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |    400000 | PA      | $534044.98    | 0.51%             | 2035-01-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMPRION GMBH                                                | AMPRION GMBH 3.875% 06/05/2036 REGS                                                | CUSIP: N/A<br>LEI: 529900ZIV0ETYHYZM863       | Long             | DBT              | CORP              | DE        |    300000 | PA      | $351243.84    | 0.34%             | 2036-06-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: USD/AUD settle 2026-01-30                                              | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-5222.97     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RCI BANQUE S A                                              | RCI BANQUE S A 5.5%/VAR 10/09/2034 REGS                                            | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |    200000 | PA      | $247718.45    | 0.24%             | 2034-10-09      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                                 | AMERICAN HONDA FINANCE CORP 5.05% 08/20/2031                                       | CUSIP: 026657BH8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    300000 | PA      | $408236.92    | 0.39%             | 2031-08-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                                        | ROMANIA REPUBLIC OF 2.124% 07/16/2031 REGS                                         | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     75000 | PA      | $77315.53     | 0.07%             | 2031-07-16      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| QBE INS GROUP LTD                                           | QBE INS GROUP LTD 2.5%/VAR 09/13/2038 REGS                                         | CUSIP: N/A<br>LEI: 549300D2FBW76FPUSG65       | Long             | DBT              | CORP              | AU        |    297000 | PA      | $379546.73    | 0.37%             | 2038-09-13      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                    | LLOYDS BANKING GROUP PLC 4.75%/VAR 09/21/2031 REGS                                 | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |    800000 | PA      | $1000231.41   | 0.96%             | 2031-09-21      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MONDI FINANCE LTD                                           | MONDI FINANCE LTD 3.375% 05/23/2031 REGS                                           | CUSIP: N/A<br>LEI: 213800BJV32JT6IRCS96       | Long             | DBT              | CORP              | GB        |    140000 | PA      | $162798.81    | 0.16%             | 2031-05-23      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MONTREAL EXCHANGE (THE)                                     | CAN 10YR BOND FUT MAR26 CNH6                                                       | CUSIP: N/A<br>LEI: 549300DKBYNOI0B1NP44       | N/A              | DIR              | CORP              | CA        |         6 | NC      | $-6782.15     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| SCANDINAVIAN TOBACCO GROUP                                  | SCANDINAVIAN TOBACCO GROUP 4.875% 09/12/2029 REGS                                  | CUSIP: N/A<br>LEI: 5299003KG4JS99TRML67       | Long             | DBT              | CORP              | DK        |    125000 | PA      | $151985.23    | 0.15%             | 2029-09-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                   | UST NOTES 4.375% 01/31/2032                                                        | CUSIP: 91282CMK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $102781.25    | 0.10%             | 2032-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                | UBS GROUP AG 4.75%/VAR 03/17/2032 REGS                                             | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |    812000 | PA      | $1016289.33   | 0.98%             | 2032-03-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: USD/EUR settle 2026-01-30                                              | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |         1 | NC      | $-439655.40   | -0.42%            |  |  |  | No            |                  2 | On Loan: No      |
| Fidelity Revere Street Trust                                | Fidelity Cash Central Fund                                                         | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |   6863639 | NS      | $6865011.50   | 6.61%             |  |  |  | No            |                  1 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                    | EUROPEAN INVESTMENT BANK 0.01% 11/15/2035 REGS                                     | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | LU        |    100000 | PA      | $86746.48     | 0.08%             | 2035-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                       | CANADA GOVERNMENT OF 1.5% 12/01/2031                                               | CUSIP: 135087N26<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   1760000 | PA      | $1171683.50   | 1.13%             | 2031-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SIG COMBIBLOC PURCHASECO SARL                               | SIG COMBIBLOC PURCHASECO SARL 3.75% 03/19/2030 REGS                                | CUSIP: N/A<br>LEI: 549300Q95MWZB4BXB866       | Long             | DBT              | CORP              | LU        |    100000 | PA      | $118711.01    | 0.11%             | 2030-03-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FUNDING ASIA PLC                                 | PRUDENTIAL FUNDING ASIA PLC T5Y+NA 11/03/2033 REGS                                 | CUSIP: N/A<br>LEI: 2549005TNASWKLR0XC37       | Long             | DBT              | CORP              | GB        |    780000 | PA      | $749514.78    | 0.72%             | 2033-11-03      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| HOLDING D'INFRASTRUCTURES ET DES METIERS DE L'ENVIRONNEMENT | HOLDING D'INFRASTRUCTURES ET DES METIERS DE L'ENVIRONNEMENT 0.625% 09/16/2028 REGS | CUSIP: N/A<br>LEI: 969500I3QVK40XEORU25       | Long             | DBT              | CORP              | FR        |    396000 | PA      | $432251.30    | 0.42%             | 2028-09-16      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                   | UST NOTES 4.5% 11/15/2033                                                          | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    326000 | PA      | $336607.73    | 0.32%             | 2033-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                           | HSBC HOLDINGS PLC 4.787%/VAR 03/10/2032 REGS                                       | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |    163000 | PA      | $204037.66    | 0.20%             | 2032-03-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | JPSW SWAP CDS 12/20/30 ISPIM B                                                     | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DCR              | CORP              | US        |    500000 | NC      | $-3979.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ENBW INTERNATIONAL FINANCE BV                               | ENBW INTERNATIONAL FINANCE BV 3.75% 11/20/2035 REGS                                | CUSIP: N/A<br>LEI: 724500CNCIO1ZTJ0X675       | Long             | DBT              | CORP              | NL        |    575000 | PA      | $673741.33    | 0.65%             | 2035-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                          | FX Forward: USD/CAD settle 2026-01-30                                              | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $222.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                           | HSBC HOLDINGS PLC 4.856%/VAR 05/23/2033 REGS                                       | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |    780000 | PA      | $982822.50    | 0.95%             | 2033-05-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CIMIC FINANCE LTD                                           | CIMIC FINANCE LTD 1.5% 05/28/2029 REGS                                             | CUSIP: N/A<br>LEI: 213800SWJBM5VMCQJW54       | Long             | DBT              | CORP              | AU        |    242000 | PA      | $265134.32    | 0.26%             | 2029-05-28      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                       | JPMORGAN CHASE and CO 3.761%/VAR 03/21/2034 REGS                                   | CUSIP: N/A<br>LEI: 8I5DZWZKVSZI1NUHU748       | Long             | DBT              | CORP              | US        |    199000 | PA      | $236507.47    | 0.23%             | 2034-03-21      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CITYCON TREASURY BV                                         | CITYCON TREASURY BV 5.375% 07/08/2031 REGS                                         | CUSIP: N/A<br>LEI: 549300WAE0CGQ0IE1H63       | Long             | DBT              | CORP              | NL        |    100000 | PA      | $111475.54    | 0.11%             | 2031-07-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| STONEWEG EREIT LUX FINCO SARL                               | STONEWEG EREIT LUX FINCO SARL 4.125% 02/22/2033 REGS                               | CUSIP: N/A<br>LEI: 213800VKBKU9G6DF2O19       | Long             | DBT              | CORP              | LU        |    500000 | PA      | $574514.88    | 0.55%             | 2033-02-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITYCON TREASURY BV                                         | CITYCON TREASURY BV 5% 03/11/2030 REGS                                             | CUSIP: N/A<br>LEI: 549300WAE0CGQ0IE1H63       | Long             | DBT              | CORP              | NL        |    100000 | PA      | $111639.83    | 0.11%             | 2030-03-11      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                   | UST NOTES 4.25% 05/15/2035                                                         | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     50000 | PA      | $50414.06     | 0.05%             | 2035-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PROLOGIS INTERNATIONAL FUNDING II SA                        | PROLOGIS INTL FDG II SA 4.375% 07/01/2036 REGS                                     | CUSIP: N/A<br>LEI: 213800JNRWW2C9DWI388       | Long             | DBT              | CORP              | LU        |    100000 | PA      | $120478.30    | 0.12%             | 2036-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                         | JAPAN GOVERNMENT OF 0% 03/23/2026                                                  | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 124000000 | PA      | $790480.61    | 0.76%             | 2026-03-23      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                     | BANK OF NOVA SCOTIA 4.338%/VAR 09/15/2031                                          | CUSIP: 06418GAW7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $99656.71     | 0.10%             | 2031-09-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                   | UST NOTES 4.125% 05/31/2032                                                        | CUSIP: 91282CNF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    272000 | PA      | $275663.65    | 0.27%             | 2032-05-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA and N ZEAL BKG GRP LTD                            | AUSTRALIA and N ZEAL BKG GRP LTD 5.1454%/VAR 08/18/2036 REGS                       | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | DBT              | CORP              | AU        |    400000 | PA      | $539100.74    | 0.52%             | 2036-08-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MOBICO GROUP PLC                                            | MOBICO GROUP PLC 4.25%/VAR PERP REGS                                               | CUSIP: N/A<br>LEI: 213800A8IQEMY8PA5X34       | Long             | EP               | CORP              | GB        |    198000 | PA      | $157058.17    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| SAMHALLSBYGGNADSBOLAGET I NORDEN HOLDING AB                 | SAMHALLSBYGGNADSBOLAGET I NORDEN HOLDING AB 2.25% 07/12/2027 REGS                  | CUSIP: N/A<br>LEI: 636700JPED0N9T4ET363       | Long             | DBT              | CORP              | SE        |    215000 | PA      | $239979.65    | 0.23%             | 2027-07-12      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SNAM SPA                                                    | SNAM SPA 5.75% 05/28/2035 144A                                                     | CUSIP: 83304JAB3<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |    287000 | PA      | $299805.30    | 0.29%             | 2035-05-28      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| METRO AG                                                    | METRO AG 4% 03/05/2030 REGS                                                        | CUSIP: N/A<br>LEI: 5299006EQ03K3SSUYS12       | Long             | DBT              | CORP              | DE        |    200000 | PA      | $245021.71    | 0.24%             | 2030-03-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ARGENTUM NETHERLANDS BV                                     | ARGENTUM NETHERLANDS BV 5.625%/VAR 08/15/2052 REGS                                 | CUSIP: N/A<br>LEI: 724500RPEZI5VVQQWE89       | Long             | DBT              | CORP              | NL        |    377000 | PA      | $380787.13    | 0.37%             | 2052-08-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| P3 GROUP SARL                                               | P3 GROUP SARL 4% 04/19/2032 REGS                                                   | CUSIP: N/A<br>LEI: 529900GR62MT0O5VW110       | Long             | DBT              | CORP              | LU        |    200000 | PA      | $236403.73    | 0.23%             | 2032-04-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SAMHALLSBYGGNADSBOLAGET I NORDEN AB                         | SAMHALLSBYGGNADSBOLAGET I NORDEN AB 2.624%/VAR PERP REGS                           | CUSIP: N/A<br>LEI: 549300HX9MRFY47AH564       | Long             | EP               | CORP              | SE        |    495000 | PA      | $430640.22    | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                    | EUROPEAN INVESTMENT BANK 0.25% 06/15/2040 REGS                                     | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | LU        |    780000 | PA      | $578916.44    | 0.56%             | 2040-06-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TITANIUM 2L BONDCO SARL                                     | TITANIUM 2L BONDCO SARL PIK 6.25% 01/14/2031                                       | CUSIP: N/A<br>LEI: 636700S4QMU2DWYOSF67       | Long             | DBT              | CORP              | LU        |   1822400 | PA      | $384203.40    | 0.37%             | 2031-01-14      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                           | NATWEST GROUP PLC 2.105%/VAR 11/28/2031 REGS                                       | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |    202000 | PA      | $267948.02    | 0.26%             | 2031-11-28      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                   | TORONTO DOMINION BANK 3.357% 09/22/2032 REGS                                       | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | CORP              | CA        |    400000 | PA      | $464961.23    | 0.45%             | 2032-09-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FISERV FUNDING UNLTD CO                                     | FISERV FUNDING UNLTD CO 3.5% 06/15/2032                                            | CUSIP: 337735AB0<br>LEI: 254900RNWK5SE9A0I712 | Long             | DBT              | CORP              | IE        |    218000 | PA      | $250898.17    | 0.24%             | 2032-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENBW INTERNATIONAL FINANCE BV                               | ENBW INTERNATIONAL FINANCE BV 5.7923% 02/26/2036 REGS                              | CUSIP: N/A<br>LEI: 724500CNCIO1ZTJ0X675       | Long             | DBT              | CORP              | NL        |    360000 | PA      | $234451.27    | 0.23%             | 2036-02-26      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                              | MORGAN STANLEY 4.099%/VAR 05/22/2036                                               | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |    100000 | PA      | $119517.50    | 0.12%             | 2036-05-22      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                           | NATWEST GROUP PLC 7.416%/VAR 06/06/2033 REGS                                       | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |    544000 | PA      | $773594.73    | 0.74%             | 2033-06-06      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| THE BERKELEY GROUP PLC                                      | THE BERKELEY GROUP PLC 2.5% 08/11/2031 REGS                                        | CUSIP: N/A<br>LEI: 2138001V85JLYR7AUB61       | Long             | DBT              | CORP              | GB        |    357000 | PA      | $415530.55    | 0.40%             | 2031-08-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                | ALPHABET INC 4% 05/06/2054                                                         | CUSIP: 02079KAT4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $109002.08    | 0.10%             | 2054-05-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                 | IMPERIAL BRANDS FINANCE PLC 3.875% 02/12/2034 REGS                                 | CUSIP: N/A<br>LEI: 2138008L3B3MCG1DFS50       | Long             | DBT              | CORP              | GB        |    910000 | PA      | $1050172.80   | 1.01%             | 2034-02-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MOBICO GROUP PLC                                            | MOBICO GROUP PLC 4.875% 09/26/2031 REGS                                            | CUSIP: N/A<br>LEI: 213800A8IQEMY8PA5X34       | Long             | DBT              | CORP              | GB        |    639000 | PA      | $594429.77    | 0.57%             | 2031-09-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ACCENTRO REAL ESTATE AG                                     | ACCENTRO REAL ESTATE AG 10% 12/30/2027                                             | CUSIP: N/A<br>LEI: 391200VKLY50XNAFCM46       | Long             | DBT              | CORP              | DE        |    100000 | PA      | $123374.85    | 0.12%             | 2027-12-30      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                      | US 2YR NOTE (CBT) FUT MAR26 TUH6                                                   | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |         4 | NC      | $96.22        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NGG FINANCE PLC                                             | NGG FINANCE PLC 2.125%/VAR 09/05/2082 REGS                                         | CUSIP: N/A<br>LEI: 549300MLDJ2T68G21W86       | Long             | DBT              | CORP              | GB        |    460000 | PA      | $531770.92    | 0.51%             | 2082-09-05      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| UNITED UTILITIES WATER FINANCE PLC                          | UNITED UTILITIES WATER FINANCE PLC 3.5% 02/27/2033 REGS                            | CUSIP: N/A<br>LEI: 213800313INX42GDLR44       | Long             | DBT              | CORP              | GB        |    250000 | PA      | $291085.29    | 0.28%             | 2033-02-27      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                                        | ROMANIA REPUBLIC OF 5.875% 07/11/2032 REGS                                         | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |    325000 | PA      | $398497.10    | 0.38%             | 2032-07-11      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                              | COMMERZBANK AG 3.625%/VAR 01/14/2032 REGS                                          | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |    200000 | PA      | $237741.75    | 0.23%             | 2032-01-14      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                          | REALTY INCOME CORP 3.375% 06/20/2031                                               | CUSIP: 756109CU6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    300000 | PA      | $350990.78    | 0.34%             | 2031-06-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                 | UNITED STATES TREASURY BOND 4.375% 08/15/2043                                      | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1959000 | PA      | $1871227.61   | 1.80%             | 2043-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| IHG FINANCE LLC                                             | IHG FINANCE LLC 3.375% 09/10/2030 REGS                                             | CUSIP: N/A<br>LEI: 213800DXTXQ1YC8UP313       | Long             | DBT              | CORP              | US        |    125000 | PA      | $146500.14    | 0.14%             | 2030-09-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GTC FINANCE DAC                                             | GTC FINANCE DAC 6.5% 10/15/2030 REGS                                               | CUSIP: N/A<br>LEI: 213800BQ2YULQCB6M521       | Long             | DBT              | CORP              | IE        |    432000 | PA      | $470401.91    | 0.45%             | 2030-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP NEW                                        | DUKE ENERGY CORP NEW 3.85% 06/15/2034                                              | CUSIP: 26441CBR5<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    216000 | PA      | $251604.30    | 0.24%             | 2034-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SCHAEFFLER AG                                               | SCHAEFFLER AG 5.375% 04/01/2031 REGS                                               | CUSIP: N/A<br>LEI: 549300Q7E782X7GC1P43       | Long             | DBT              | CORP              | DE        |    100000 | PA      | $123906.33    | 0.12%             | 2031-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                | BARCLAYS PLC 3.543%/VAR 08/14/2031 REGS                                            | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |    300000 | PA      | $354992.94    | 0.34%             | 2031-08-14      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SEVERN TRENT WATER UTIL FIN                                 | SEVERN TRENT WATER UTIL FIN 4.625% 11/30/2034 REGS                                 | CUSIP: N/A<br>LEI: 213800KY9PT6WBH33232       | Long             | DBT              | CORP              | GB        |    307000 | PA      | $394782.99    | 0.38%             | 2034-11-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PUBLICIS GROUPE SA                                          | PUBLICIS GROUPE SA 3.375% 06/12/2032 REGS                                          | CUSIP: N/A<br>LEI: 2138004KW8BV57III342       | Long             | DBT              | CORP              | FR        |    200000 | PA      | $233343.19    | 0.22%             | 2032-06-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                       | CANADA GOVERNMENT OF 2.5% 12/01/2032                                               | CUSIP: 135087P32<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    165000 | PA      | $115091.06    | 0.11%             | 2032-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ZF EUROPE FINANCE BV                                        | ZF EUROPE FINANCE BV 4.75% 01/31/2029 REGS                                         | CUSIP: N/A<br>LEI: 549300RI533US2G6G542       | Long             | DBT              | CORP              | NL        |    500000 | PA      | $585804.95    | 0.56%             | 2029-01-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | JPSW SWAP CDS 12/20/30 CMZB B                                                      | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DCR              | CORP              | US        |    500000 | NC      | $108.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UST NOTES                                                   | UST NOTES 4.25% 06/30/2031                                                         | CUSIP: 91282CKW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    620000 | PA      | $634046.88    | 0.61%             | 2031-06-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROYAL KPN NV (KONINKLIJKE KPN)                              | ROYAL KPN NV (KONINKLIJKE KPN) 3.875% 02/16/2036 REGS                              | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | DBT              | CORP              | NL        |    200000 | PA      | $235394.91    | 0.23%             | 2036-02-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                              | MORGAN STANLEY 3.955%/VAR 03/21/2035                                               | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |    245000 | PA      | $291810.87    | 0.28%             | 2035-03-21      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                         | AMERICAN TOWER CORP 3.625% 05/30/2032                                              | CUSIP: 03027XCQ1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    350000 | PA      | $413864.31    | 0.40%             | 2032-05-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUSTRALIA                                 | COMMONWEALTH BANK AUSTRALIA 2.688% 03/11/2031 144A                                 | CUSIP: 202712BN4<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $182129.57    | 0.18%             | 2031-03-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PERNOD RICARD SA                                            | PERNOD RICARD SA 3.75% 02/04/2037 REGS                                             | CUSIP: N/A<br>LEI: 52990097YFPX9J0H5D87       | Long             | DBT              | CORP              | FR        |    300000 | PA      | $345795.22    | 0.33%             | 2037-02-04      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KREDITANSTALT FUR WIEDERAUFB                                | KREDITANSTALT FUR WIEDER(UNGTD 3.75% 07/15/2030                                    | CUSIP: 500769KK9<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    400000 | PA      | $400673.12    | 0.39%             | 2030-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENBW ENERGIE BADEN-WUERTTEM AG                              | ENBW ENERGIE BADEN-WUERTTEM AG EUSA5+NA 08/31/2081 REGS                            | CUSIP: N/A<br>LEI: 529900JSFZ4TS59HKD79       | Long             | DBT              | CORP              | DE        |    500000 | PA      | $558419.37    | 0.54%             | 2081-08-31      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: USD/EUR settle 2026-01-30                                              | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $720.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                | BARCLAYS PLC 8.875%/VAR PERP REGS                                                  | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | EP               | CORP              | GB        |    430000 | PA      | $608657.39    | 0.59%             |  |  |  | No            |                  2 | On Loan: No      |
| SYDNEY FUTURES EXCHANGE LTD                                 | AUST 10Y BOND FUT MAR26 XMH6                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | AU        |         6 | NC      | $-985.48      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| AXA LOGISTICS EUROPE MASTER SCA                             | AXA LOGISTICS EUROPE MASTER SCA 3.375% 05/13/2031 REGS                             | CUSIP: N/A<br>LEI: 213800IWFTNKN5BPH814       | Long             | DBT              | CORP              | LU        |    100000 | PA      | $116848.30    | 0.11%             | 2031-05-13      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                      | FX Forward: USD/GBP settle 2026-01-30                                              | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-165043.27   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| ZURICH FINANCE (IRELAND) DAC                                | ZURICH FINANCE (IRELAND) DAC 3.5%/VAR 05/02/2052 REGS                              | CUSIP: N/A<br>LEI: 549300E0FVHYR37EGX65       | Long             | DBT              | CORP              | IE        |    391000 | PA      | $357103.58    | 0.34%             | 2052-05-02      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                    | COOPERATIEVE RABOBANK UA 1.125% 05/07/2031 REGS                                    | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |    300000 | PA      | $317367.33    | 0.31%             | 2031-05-07      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CREDIT FUND                              | BLACKSTONE PRIVATE CREDIT FUND 4.875% 04/14/2026 REGS                              | CUSIP: N/A<br>LEI: 549300ORP3TTCNXSYO43       | Long             | DBT              | CORP              | US        |    354000 | PA      | $477235.94    | 0.46%             | 2026-04-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                   | UST NOTES 3.875% 08/15/2033                                                        | CUSIP: 91282CHT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    184000 | PA      | $182469.06    | 0.18%             | 2033-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-30

**Name of Applicant:** Laura M. Del Prato

**Signature:** Laura M. Del Prato

**Name of Signer:** Laura M. Del Prato

**Title:** President and Treasurer