# EDGAR Filing Document

**Accession Number:** 0001401097
**File Stem:** 0000035402-26-003379
**Filing Date:** 2026-5
**Character Count:** 172166
**Document Hash:** ffd82c8b9d5df262c89990f3264a62a0
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-26-003379.hdr.sgml**: 20260526

**ACCESSION NUMBER**: 0000035402-26-003379

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260526

**DATE AS OF CHANGE**: 20260526

**PERIOD START**: 20261231

**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:** 261017506

**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 |  |

## Nport-Ex

**Quarterly Holdings Report**

**for**

**Fidelity® International Credit Central Fund**

**March 31, 2026**

ICF-NPRT1-0526

1.9882756.109 ---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 8.2%** | &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 8.2%** | &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 8.2%** | &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 8.2%** |
|  |  | Principal<br> Amount (a)<br>| Value ($)<br>|
| CANADA - 2.9%  |  |  |  |
| Canadian Government 1.5% 12/1/2031  | CAD | 1760000 | 1156629 |
| Canadian Government 2% 6/1/2032  | CAD | 40000 | 26822 |
| Canadian Government 2.5% 12/1/2032  | CAD | 165000 | 113326 |
| Canadian Government 2.75% 6/1/2033  | CAD | 1450000 | 1006918 |
| Canadian Government 3% 6/1/2034  | CAD | 900000 | 630616 |
| TOTAL CANADA |  |  | 2934311 |
| JAPAN - 2.0%  |  |  |  |
| Japan Government 0.1% 9/20/2028  | JPY | 168200000 | 1025889 |
| Japan Government Treasury Bills 0% 4/6/2026 (i) | JPY | 164350000 | 1035467 |
| TOTAL JAPAN |  |  | 2061356 |
| MULTI-NATIONAL - 2.3%  |  |  |  |
| European Union 3.375% 12/12/2035 (c) | EUR | 1450000 | 1673791 |
| European Union 3.75% 10/12/2045 (c) | EUR | 385000 | 433844 |
| European Union 4% 4/4/2044 (c) | EUR | 220000 | 257757 |
| TOTAL MULTI-NATIONAL |  |  | 2365392 |
| ROMANIA - 1.0%  |  |  |  |
| Romanian Republic 2.124% 7/16/2031 (c) | EUR | 75000 | 74399 |
| Romanian Republic 5% 3/4/2033 (h) | EUR | 315000 | 339744 |
| Romanian Republic 5.875% 7/11/2032 (c) | EUR | 325000 | 379643 |
| Romanian Republic 6.375% 9/18/2033 (c) | EUR | 250000 | 296548 |
| TOTAL ROMANIA |  |  | 1090334 |
| <br> **TOTAL FOREIGN GOVERNMENT AND GOVERNMENT AGENCY OBLIGATIONS**<br> (Cost $8,662,357) |  |  | <br> **8451393** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 61.0%** | &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 61.0%** | &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 61.0%** | &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 61.0%** |
|  |  | Principal<br> Amount (a)<br>| Value ($)<br>|
| AUSTRALIA - 2.2%  |  |  |  |
| Financials - 1.9% |  |  |  |
| Banks - 1.3% |  |  |  |
| Australia & New Zealand Banking Group Ltd 5.1454% 8/18/2036 (b)(c) | GBP | 400000 | 515622 |
| Commonwealth Bank of Australia 2.688% 3/11/2031 (h) |  | 200000 | 180969 |
| Commonwealth Bank of Australia 3.788% 8/26/2037 (b)(c) | EUR | 300000 | 339780 |
| National Australia Bank Ltd 3.612% 1/22/2036 (b)(c) | EUR | 300000 | 339577 |
|  |  |  | 1375948 |
| Financial Services - 0.2% |  |  |  |
| Cimic Finance Ltd 1.5% 5/28/2029 (c) | EUR | 242000 | 259890 |
| Insurance - 0.4% |  |  |  |
| QBE Insurance Group Ltd 2.5% 9/13/2038 (b)(c) | GBP | 297000 | 368185 |
| TOTAL FINANCIALS |  |  | 2004023 |
| Utilities - 0.3% |  |  |  |
| Electric Utilities - 0.3% |  |  |  |
| AusNet Services Holdings Pty Ltd 6.134% 5/31/2033  | AUD | 420000 | 292312 |
| TOTAL AUSTRALIA |  |  | 2296335 |
| AUSTRIA - 0.3%  |  |  |  |
| Materials - 0.2% |  |  |  |
| Containers & Packaging - 0.2% |  |  |  |
| Mondi Finance PLC 3.375% 5/23/2031 (c) | EUR | 140000 | 157188 |
| Real Estate - 0.1% |  |  |  |
| Real Estate Management & Development - 0.1% |  |  |  |
| Supernova Invest GmbH 5% 6/24/2030 (c) | EUR | 100000 | 115081 |
| TOTAL AUSTRIA |  |  | 272269 |
| BELGIUM - 1.2%  |  |  |  |
| Consumer Staples - 0.5% |  |  |  |
| Food Products - 0.5% |  |  |  |
| Barry Callebaut Services NV 4.25% 8/19/2031 (c) | EUR | 400000 | 466138 |
| Energy - 0.6% |  |  |  |
| Oil, Gas & Consumable Fuels - 0.6% |  |  |  |
| Fluxys SA 4% 11/28/2030 (c) | EUR | 500000 | 580736 |
| Real Estate - 0.1% |  |  |  |
| Real Estate Management & Development - 0.1% |  |  |  |
| Shurgard Luxembourg Sarl 4% 5/27/2035 (c) | EUR | 200000 | 220962 |
| TOTAL BELGIUM |  |  | 1267836 |
| CANADA - 2.1%  |  |  |  |
| Financials - 2.1% |  |  |  |
| Banks - 2.1% |  |  |  |
| Bank of Nova Scotia/The 3.375% 3/5/2033 (b)(c) | EUR | 1000000 | 1136953 |
| Bank of Nova Scotia/The 4.338% 9/15/2031 (b) |  | 100000 | 98661 |
| Royal Bank of Canada 3.125% 9/27/2031 (b)(c) | EUR | 420000 | 476020 |
| Toronto Dominion Bank 3.357% 9/22/2032 (c) | EUR | 400000 | 451442 |
| TOTAL CANADA |  |  | 2163076 |
| CZECH REPUBLIC - 0.3%  |  |  |  |
| Real Estate - 0.3% |  |  |  |
| Real Estate Management & Development - 0.3% |  |  |  |
| CPI Property Group SA 6% 1/27/2032 (c) | EUR | 300000 | 329417 |
| DENMARK - 1.2%  |  |  |  |
| Consumer Staples - 0.4% |  |  |  |
| Beverages - 0.3% |  |  |  |
| Carlsberg Breweries A/S 3.25% 2/28/2032 (c) | EUR | 275000 | 310913 |
| Tobacco - 0.1% |  |  |  |
| Scandinavian Tobacco Group A/S 4.875% 9/12/2029 (c) | EUR | 125000 | 148637 |
| TOTAL CONSUMER STAPLES |  |  | 459550 |
| Financials - 0.8% |  |  |  |
| Banks - 0.8% |  |  |  |
| Danske Bank A/S 3.875% 1/9/2032 (b)(c) | EUR | 445000 | 519398 |
| Jyske Bank A/S 5.125% 5/1/2035 (b)(c) | EUR | 211000 | 251588 |
| TOTAL FINANCIALS |  |  | 770986 |
| TOTAL DENMARK |  |  | 1230536 |
| FINLAND - 0.2%  |  |  |  |
| Real Estate - 0.2% |  |  |  |
| Real Estate Management & Development - 0.2% |  |  |  |
| Citycon Treasury BV 5% 3/11/2030 (c) | EUR | 100000 | 107939 |
| Citycon Treasury BV 5.375% 7/8/2031 (c) | EUR | 100000 | 106468 |
| TOTAL FINLAND |  |  | 214407 |
| FRANCE - 5.9%  |  |  |  |
| Communication Services - 0.7% |  |  |  |
| Diversified Telecommunication Services - 0.5% |  |  |  |
| Orange SA 4.75% 1/13/2033 (h) |  | 200000 | 197764 |
| Orange SA 5% 1/13/2036 (h) |  | 260000 | 255380 |
|  |  |  | 453144 |
| Media - 0.2% |  |  |  |
| Publicis Groupe SA 3.375% 6/12/2032 (c) | EUR | 200000 | 224358 |
| TOTAL COMMUNICATION SERVICES |  |  | 677502 |
| Consumer Discretionary - 0.4% |  |  |  |
| Automobile Components - 0.1% |  |  |  |
| Valeo SE 4.625% 3/23/2032 (c) | EUR | 100000 | 111987 |
| Automobiles - 0.3% |  |  |  |
| RCI Banque SA 4.75% 3/24/2037 (b)(c) | EUR | 100000 | 112002 |
| RCI Banque SA 5.5% 10/9/2034 (b)(c) | EUR | 200000 | 234367 |
|  |  |  | 346369 |
| TOTAL CONSUMER DISCRETIONARY |  |  | 458356 |
| Consumer Staples - 0.3% |  |  |  |
| Beverages - 0.3% |  |  |  |
| Pernod Ricard SA 3.75% 2/4/2037 (c) | EUR | 300000 | 330700 |
| Financials - 2.4% |  |  |  |
| Banks - 2.4% |  |  |  |
| BNP Paribas SA 2.159% 9/15/2029 (b)(h) |  | 473000 | 445593 |
| BNP Paribas SA 3.132% 1/20/2033 (b)(h) |  | 600000 | 539375 |
| BNP Paribas SA 3.945% 2/18/2037 (b)(c) | EUR | 700000 | 791078 |
| BNP Paribas SA 5.786% 1/13/2033 (b)(h) |  | 97000 | 100203 |
| Societe Generale SA 6.691% 1/10/2034 (b)(h) |  | 447000 | 477410 |
| TOTAL FINANCIALS |  |  | 2353659 |
| Industrials - 0.4% |  |  |  |
| Transportation Infrastructure - 0.4% |  |  |  |
| Holding d'Infrastructures des Metiers de l'Environnement SAS 0.625% 9/16/2028 (c) | EUR | 396000 | 430592 |
| Utilities - 1.7% |  |  |  |
| Electric Utilities - 0.6% |  |  |  |
| Electricite de France SA 5.5% 1/25/2035 (c) | GBP | 400000 | 506771 |
| Electricite de France SA 6.125% 6/2/2034 (c) | GBP | 100000 | 132711 |
|  |  |  | 639482 |
| Multi-Utilities - 1.1% |  |  |  |
| Engie SA 3.875% 3/6/2036 (c) | EUR | 200000 | 228351 |
| Engie SA 4.25% 9/6/2034 (c) | EUR | 200000 | 236557 |
| Veolia Environnement SA 3.324% 6/17/2032 (c) | EUR | 600000 | 676744 |
|  |  |  | 1141652 |
| TOTAL UTILITIES |  |  | 1781134 |
| TOTAL FRANCE |  |  | 6031943 |
| GERMANY - 9.7%  |  |  |  |
| Consumer Discretionary - 0.8% |  |  |  |
| Automobile Components - 0.8% |  |  |  |
| Robert Bosch GmbH 4.375% 6/2/2043 (c) | EUR | 100000 | 110634 |
| Schaeffler AG 5.375% 4/1/2031 (c) | EUR | 100000 | 117068 |
| ZF Europe Finance BV 4.75% 1/31/2029 (c) | EUR | 300000 | 336278 |
| ZF Europe Finance BV 5.5% 2/17/2032 (c) | EUR | 200000 | 218289 |
| TOTAL CONSUMER DISCRETIONARY |  |  | 782269 |
| Consumer Staples - 0.2% |  |  |  |
| Consumer Staples Distribution & Retail - 0.2% |  |  |  |
| METRO AG 4% 3/5/2030 (c) | EUR | 200000 | 237322 |
| Energy - 0.3% |  |  |  |
| Energy Equipment & Services - 0.3% |  |  |  |
| Vier Gas Transport GmbH 3.625% 9/8/2033 (c) | EUR | 300000 | 339621 |
| Financials - 3.0% |  |  |  |
| Banks - 0.6% |  |  |  |
| Commerzbank AG 3.625% 1/14/2032 (b)(c) | EUR | 200000 | 229303 |
| DZ Bank AG Deutsche Zentral-Genossenschaftsbank Frankfurt Am Main 3.706% 10/15/2035 (b)(c) | EUR | 100000 | 113567 |
| Volkswagen Bank GmbH 3.5% 6/19/2031 (c) | EUR | 200000 | 227120 |
|  |  |  | 569990 |
| Financial Services - 2.4% |  |  |  |
| KfW 0.75% 1/15/2029 (c) | EUR | 1340000 | 1466992 |
| KfW 2.875% 6/7/2033 (c) | EUR | 544000 | 621777 |
| KfW 3.75% 7/15/2030  |  | 400000 | 397300 |
|  |  |  | 2486069 |
| TOTAL FINANCIALS |  |  | 3056059 |
| Health Care - 1.3% |  |  |  |
| Pharmaceuticals - 1.3% |  |  |  |
| Bayer US Finance LLC 6.375% 11/21/2030 (h) |  | 613000 | 644634 |
| Bayer US Finance LLC 6.5% 11/21/2033 (h) |  | 676000 | 718916 |
| TOTAL HEALTH CARE |  |  | 1363550 |
| Industrials - 0.5% |  |  |  |
| Machinery - 0.5% |  |  |  |
| KION Group AG 4.125% 3/24/2031 (c) | EUR | 444000 | 507445 |
| Information Technology - 0.3% |  |  |  |
| Semiconductors & Semiconductor Equipment - 0.3% |  |  |  |
| Infineon Technologies AG 3.5% 2/16/2034 (c) | EUR | 300000 | 337032 |
| Real Estate - 0.6% |  |  |  |
| Real Estate Management & Development - 0.6% |  |  |  |
| ACCENTRO East Holding GMBH 6% 6/30/2027 pay-in-kind (g) | EUR | 100000 | 123925 |
| Accentro Real Estate AG 10% 12/30/2027 pay-in-kind  | EUR | 101658 | 125774 |
| Accentro Real Estate AG 5.625% 12/30/2034 pay-in-kind (b)(c) | EUR | 525990 | 139832 |
| Sirius Real Estate Ltd 4% 1/22/2032 (c) | EUR | 200000 | 226675 |
| TOTAL REAL ESTATE |  |  | 616206 |
| Utilities - 2.7% |  |  |  |
| Electric Utilities - 2.1% |  |  |  |
| Amprion GmbH 3.125% 8/27/2030 (c) | EUR | 200000 | 226872 |
| Amprion GmbH 3.625% 5/21/2031 (c) | EUR | 100000 | 115466 |
| Amprion GmbH 3.875% 6/5/2036 (c) | EUR | 300000 | 339628 |
| EnBW Energie Baden-Wuerttemberg AG 1.375% 8/31/2081 (b)(c) | EUR | 500000 | 542251 |
| EnBW International Finance BV 3.75% 11/20/2035 (c) | EUR | 575000 | 658205 |
| EnBW International Finance BV 5.7923% 2/26/2036 (c) | AUD | 360000 | 240153 |
|  |  |  | 2122575 |
| Independent Power and Renewable Electricity Producers - 0.6% |  |  |  |
| RWE Finance US LLC 5.125% 9/18/2035 (h) |  | 150000 | 145831 |
| RWE Finance US LLC 5.875% 4/16/2034 (h) |  | 457000 | 472411 |
|  |  |  | 618242 |
| TOTAL UTILITIES |  |  | 2740817 |
| TOTAL GERMANY |  |  | 9980321 |
| HONG KONG - 0.7%  |  |  |  |
| Financials - 0.7% |  |  |  |
| Insurance - 0.7% |  |  |  |
| Prudential Funding Asia PLC 2.95% 11/3/2033 (b)(c) |  | 780000 | 743329 |
| IRELAND - 0.1%  |  |  |  |
| Materials - 0.1% |  |  |  |
| Containers & Packaging - 0.1% |  |  |  |
| Smurfit Kappa Treasury ULC 3.489% 11/24/2031  | EUR | 100000 | 113257 |
| ITALY - 1.1%  |  |  |  |
| Consumer Staples - 0.3% |  |  |  |
| Beverages - 0.3% |  |  |  |
| Coca-Cola HBC Finance BV 4% 10/1/2033 (c) | EUR | 280000 | 326975 |
| Utilities - 0.8% |  |  |  |
| Electric Utilities - 0.5% |  |  |  |
| ENEL Finance International NV 4.375% 9/30/2030 (h) |  | 200000 | 196431 |
| ENEL Finance International NV 5.5% 6/26/2034 (h) |  | 300000 | 304734 |
|  |  |  | 501165 |
| Gas Utilities - 0.3% |  |  |  |
| Snam SpA 5.75% 5/28/2035 (h) |  | 287000 | 292307 |
| TOTAL UTILITIES |  |  | 793472 |
| TOTAL ITALY |  |  | 1120447 |
| JAPAN - 0.5%  |  |  |  |
| Communication Services - 0.2% |  |  |  |
| Diversified Telecommunication Services - 0.2% |  |  |  |
| NTT Finance Corp 3.678% 7/16/2033 (c) | EUR | 175000 | 200450 |
| Consumer Staples - 0.3% |  |  |  |
| Tobacco - 0.3% |  |  |  |
| Japan Tobacco Inc 5.856% 6/15/2035 (h) |  | 290000 | 304324 |
| TOTAL JAPAN |  |  | 504774 |
| LUXEMBOURG - 3.5%  |  |  |  |
| Financials - 0.3% |  |  |  |
| Financial Services - 0.3% |  |  |  |
| Titanium 2l Bondco Sarl 6.25% 1/14/2031 pay-in-kind  | EUR | 1822400 | 305519 |
| Real Estate - 3.2% |  |  |  |
| Diversified REITs - 0.5% |  |  |  |
| Stoneweg Ereit Lux Finco Sarl 4.125% 2/22/2033 (c) | EUR | 500000 | 554659 |
| Industrial REITs - 0.1% |  |  |  |
| Prologis International Funding II SA 4.375% 7/1/2036 (c) | EUR | 100000 | 114889 |
| Real Estate Management & Development - 2.6% |  |  |  |
| AXA Logistics Europe Master SCA 3.375% 5/13/2031 (c) | EUR | 100000 | 112872 |
| Blackstone Property Partners Europe Holdings Sarl 1.75% 3/12/2029 (c) | EUR | 663000 | 722980 |
| CBRE Europe Logistics Partners SCA SICAV-SIF 3.5% 9/22/2032 (c) | EUR | 300000 | 332481 |
| CBRE Open-Ended Funds SCA SICAV-SIF 4.75% 3/27/2034 (c) | EUR | 246000 | 290667 |
| Logicor Financing Sarl 1.625% 1/17/2030 (c) | EUR | 289000 | 304182 |
| Logicor Financing Sarl 2% 1/17/2034 (c) | EUR | 212000 | 202409 |
| Logicor Financing Sarl 3.75% 7/14/2032 (c) | EUR | 100000 | 111418 |
| Logicor Financing Sarl 4.25% 7/18/2029 (c) | EUR | 100000 | 116904 |
| P3 Group Sarl 3.75% 4/2/2033 (c) | EUR | 200000 | 221549 |
| P3 Group Sarl 4% 4/19/2032 (c) | EUR | 200000 | 226824 |
|  |  |  | 2642286 |
| TOTAL REAL ESTATE |  |  | 3311834 |
| TOTAL LUXEMBOURG |  |  | 3617353 |
| MEXICO - 0.7%  |  |  |  |
| Energy - 0.7% |  |  |  |
| Oil, Gas & Consumable Fuels - 0.7% |  |  |  |
| Petroleos Mexicanos 5.95% 1/28/2031  |  | 735000 | 702991 |
| MULTI-NATIONAL - 2.8%  |  |  |  |
| Financials - 2.8% |  |  |  |
| Banks - 2.8% |  |  |  |
| European Investment Bank 0.01% 11/15/2035 (c) | EUR | 100000 | 85232 |
| European Investment Bank 0.25% 6/15/2040 (c) | EUR | 780000 | 569974 |
| European Investment Bank 2.875% 6/18/2035 (c) | EUR | 1035000 | 1162470 |
| European Investment Bank 3% 7/15/2033 (c) | EUR | 885000 | 1014846 |
| TOTAL MULTI-NATIONAL |  |  | 2832522 |
| NETHERLANDS - 1.2%  |  |  |  |
| Communication Services - 0.2% |  |  |  |
| Diversified Telecommunication Services - 0.2% |  |  |  |
| Koninklijke KPN NV 3.875% 2/16/2036 (c) | EUR | 200000 | 227903 |
| Consumer Staples - 0.1% |  |  |  |
| Consumer Staples Distribution & Retail - 0.1% |  |  |  |
| REWE International Finance BV 4.875% 9/13/2030 (c) | EUR | 100000 | 120726 |
| Financials - 0.9% |  |  |  |
| Banks - 0.9% |  |  |  |
| Cooperatieve Rabobank UA 1.125% 5/7/2031 (c) | EUR | 300000 | 307120 |
| ING Groep NV 3% 8/17/2031 (b)(c) | EUR | 500000 | 561283 |
| TOTAL FINANCIALS |  |  | 868403 |
| TOTAL NETHERLANDS |  |  | 1217032 |
| POLAND - 0.4%  |  |  |  |
| Real Estate - 0.4% |  |  |  |
| Real Estate Management & Development - 0.4% |  |  |  |
| GTC Finance DAC 6.5% 10/15/2030 (c) | EUR | 432000 | 441505 |
| SPAIN - 0.9%  |  |  |  |
| Financials - 0.9% |  |  |  |
| Banks - 0.9% |  |  |  |
| Banco Bilbao Vizcaya Argentaria SA 6.033% 3/13/2035 (b) |  | 600000 | 623492 |
| CaixaBank SA 3.625% 9/19/2032 (b)(c) | EUR | 300000 | 344313 |
| TOTAL SPAIN |  |  | 967805 |
| SWEDEN - 0.4%  |  |  |  |
| Real Estate - 0.4% |  |  |  |
| Real Estate Management & Development - 0.4% |  |  |  |
| Akelius Residential Ab 3.95% 3/25/2031 (c) | EUR | 200000 | 226059 |
| Samhallsbyggnadsbolaget I Norden Holding AB 2.25% 7/12/2027 (c) | EUR | 215000 | 234477 |
| TOTAL SWEDEN |  |  | 460536 |
| SWITZERLAND - 2.5%  |  |  |  |
| Financials - 2.4% |  |  |  |
| Capital Markets - 1.7% |  |  |  |
| UBS Group AG 4.125% 6/9/2033 (b)(c) | EUR | 602000 | 703256 |
| UBS Group AG 4.75% 3/17/2032 (b)(c) | EUR | 812000 | 979335 |
|  |  |  | 1682591 |
| Insurance - 0.7% |  |  |  |
| Argentum Netherlands BV for Swiss Re Ltd 5.625% 8/15/2052 (b)(c) |  | 377000 | 377497 |
| Zurich Finance Ireland Designated Activity Co 3.5% 5/2/2052 (b)(c) |  | 391000 | 348943 |
|  |  |  | 726440 |
| TOTAL FINANCIALS |  |  | 2409031 |
| Materials - 0.1% |  |  |  |
| Containers & Packaging - 0.1% |  |  |  |
| SIG Combibloc PurchaseCo Sarl 3.75% 3/19/2030 (c) | EUR | 100000 | 114215 |
| TOTAL SWITZERLAND |  |  | 2523246 |
| UNITED KINGDOM - 16.7%  |  |  |  |
| Communication Services - 0.3% |  |  |  |
| Diversified Telecommunication Services - 0.3% |  |  |  |
| BT Finance PLC 3.375% 11/17/2032 (c) | EUR | 275000 | 309137 |
| Consumer Discretionary - 1.9% |  |  |  |
| Broadline Retail - 1.1% |  |  |  |
| John Lewis PLC 4.25% 12/18/2034 (c) | GBP | 797000 | 872859 |
| Marks & Spencer PLC 5.125% 8/18/2032 (c) | GBP | 200000 | 257657 |
|  |  |  | 1130516 |
| Hotels, Restaurants & Leisure - 0.4% |  |  |  |
| IHG Finance LLC 3.375% 9/10/2030 (c) | EUR | 125000 | 141332 |
| Whitbread Group PLC 2.375% 5/31/2027 (c) | GBP | 236000 | 301416 |
|  |  |  | 442748 |
| Household Durables - 0.4% |  |  |  |
| Berkeley Group PLC/The 2.5% 8/11/2031 (c) | GBP | 357000 | 398043 |
| TOTAL CONSUMER DISCRETIONARY |  |  | 1971307 |
| Consumer Staples - 1.5% |  |  |  |
| Tobacco - 1.5% |  |  |  |
| BAT International Finance PLC 4.125% 4/12/2032 (c) | EUR | 448000 | 521833 |
| Imperial Brands Finance PLC 3.875% 2/12/2034 (c) | EUR | 910000 | 1018131 |
| TOTAL CONSUMER STAPLES |  |  | 1539964 |
| Financials - 6.3% |  |  |  |
| Banks - 5.3% |  |  |  |
| Barclays PLC 3.543% 8/14/2031 (b)(c) | EUR | 300000 | 342799 |
| HSBC Holdings PLC 4.787% 3/10/2032 (b)(c) | EUR | 163000 | 196712 |
| HSBC Holdings PLC 4.856% 5/23/2033 (b)(c) | EUR | 780000 | 944544 |
| HSBC Holdings PLC 8.201% 11/16/2034 (b)(c) | GBP | 360000 | 513081 |
| Lloyds Banking Group PLC 4.75% 9/21/2031 (b)(c) | EUR | 800000 | 963751 |
| NatWest Group PLC 2.105% 11/28/2031 (b)(c) | GBP | 202000 | 263949 |
| NatWest Group PLC 7.416% 6/6/2033 (b)(c) | GBP | 911000 | 1246093 |
| Standard Chartered PLC 3.864% 3/17/2033 (b)(c) | EUR | 300000 | 343700 |
| Virgin Money UK PLC 7.625% 8/23/2029 (b)(c) | GBP | 389000 | 542109 |
|  |  |  | 5356738 |
| Consumer Finance - 0.4% |  |  |  |
| Motability Operations Group PLC 3.625% 1/22/2033 (c) | EUR | 375000 | 424743 |
| Financial Services - 0.1% |  |  |  |
| Nationwide Building Society 4% 7/30/2035 (b)(c) | EUR | 100000 | 114421 |
| Insurance - 0.5% |  |  |  |
| Admiral Group PLC 8.5% 1/6/2034 (c) | GBP | 310000 | 457123 |
| TOTAL FINANCIALS |  |  | 6353025 |
| Industrials - 1.1% |  |  |  |
| Ground Transportation - 0.6% |  |  |  |
| Mobico Group PLC 4.875% 9/26/2031 (c) | EUR | 639000 | 573986 |
| Transportation Infrastructure - 0.5% |  |  |  |
| Heathrow Funding Ltd 6% 3/5/2032 (c) | GBP | 400000 | 529342 |
| TOTAL INDUSTRIALS |  |  | 1103328 |
| Real Estate - 0.3% |  |  |  |
| Office REITs - 0.3% |  |  |  |
| Great Portland Estates PLC 5.375% 9/25/2031 (c) | GBP | 200000 | 260107 |
| Utilities - 5.3% |  |  |  |
| Electric Utilities - 1.1% |  |  |  |
| London Power Networks PLC 3.837% 6/11/2037 (c) | EUR | 225000 | 253795 |
| NGG Finance PLC 2.125% 9/5/2082 (b)(c) | EUR | 460000 | 521418 |
| Scottish Hydro Electric Transmission PLC 3.375% 9/4/2032 (c) | EUR | 325000 | 367806 |
|  |  |  | 1143019 |
| Water Utilities - 4.2% |  |  |  |
| Anglian Water Osprey Financing PLC 6.375% 8/18/2033 (c) | GBP | 200000 | 256151 |
| Anglian Water Services Financing PLC 5.875% 6/20/2031 (c) | GBP | 330000 | 438716 |
| Anglian Water Services Financing PLC 6.25% 9/12/2044 (c) | GBP | 125000 | 150999 |
| Anglian Water Services Financing PLC 6.293% 7/30/2030 (c) | GBP | 195000 | 263856 |
| Northumbrian Water Finance PLC 5.375% 7/22/2032 (c) | GBP | 200000 | 257287 |
| Northumbrian Water Finance PLC 5.625% 4/29/2033 (c) | GBP | 360000 | 466125 |
| Severn Trent Utilities Finance PLC 3.875% 8/4/2035 (c) | EUR | 325000 | 367451 |
| South West Water Finance PLC 5.25% 9/15/2031 (c) | GBP | 300000 | 388858 |
| South West Water Finance PLC 5.75% 12/11/2032 (c) | GBP | 100000 | 132189 |
| SW Finance I PLC 6.875% 8/7/2032 (c) | GBP | 200000 | 269027 |
| SW Finance I PLC 7.375% 12/12/2041 (c) | GBP | 316000 | 412477 |
| Wessex Water Services Finance PLC 6.125% 9/19/2034 (c) | GBP | 250000 | 328244 |
| Yorkshire Water Finance PLC 5.5% 4/28/2035 (c) | GBP | 239000 | 295455 |
| Yorkshire Water Finance PLC 6% 7/22/2033 (c) | GBP | 250000 | 327291 |
|  |  |  | 4354126 |
| TOTAL UTILITIES |  |  | 5497145 |
| TOTAL UNITED KINGDOM |  |  | 17034013 |
| UNITED STATES - 6.4%  |  |  |  |
| Communication Services - 0.2% |  |  |  |
| Interactive Media & Services - 0.2% |  |  |  |
| Alphabet Inc 3.875% 5/6/2045  | EUR | 100000 | 107668 |
| Alphabet Inc 4% 5/6/2054  | EUR | 100000 | 105676 |
| TOTAL COMMUNICATION SERVICES |  |  | 213344 |
| Consumer Discretionary - 1.3% |  |  |  |
| Automobiles - 0.5% |  |  |  |
| Stellantis Finance US Inc 5.75% 3/18/2030 (h) |  | 476000 | 473411 |
| Broadline Retail - 0.4% |  |  |  |
| Amazon.com Inc 3.7% 3/16/2035  | EUR | 400000 | 458886 |
| Hotels, Restaurants & Leisure - 0.4% |  |  |  |
| McDonald's Corp 3.5% 5/21/2032 (c) | EUR | 350000 | 399351 |
| TOTAL CONSUMER DISCRETIONARY |  |  | 1331648 |
| Consumer Staples - 0.8% |  |  |  |
| Tobacco - 0.8% |  |  |  |
| Philip Morris International Inc 3.25% 6/6/2032  | EUR | 750000 | 843815 |
| Financials - 2.1% |  |  |  |
| Banks - 0.4% |  |  |  |
| Citigroup Inc 4.296% 7/23/2036 (b) | EUR | 200000 | 227460 |
| JPMorgan Chase & Co 3.761% 3/21/2034 (b)(c) | EUR | 199000 | 228505 |
|  |  |  | 455965 |
| Capital Markets - 0.9% |  |  |  |
| Blackstone Private Credit Fund 4.875% 4/14/2026 (c) | GBP | 354000 | 468475 |
| Morgan Stanley 3.955% 3/21/2035 (b) | EUR | 245000 | 280679 |
| Morgan Stanley 4.099% 5/22/2036 (b) | EUR | 100000 | 114992 |
|  |  |  | 864146 |
| Consumer Finance - 0.8% |  |  |  |
| Ford Motor Credit Co LLC 4.445% 2/14/2030  | EUR | 328000 | 380331 |
| Ford Motor Credit Co LLC 6.184% 8/29/2031  | GBP | 125000 | 165238 |
| Stellantis Financial Services US Corp 5.4% 9/15/2030 (h) |  | 219000 | 215045 |
|  |  |  | 760614 |
| TOTAL FINANCIALS |  |  | 2080725 |
| Information Technology - 0.4% |  |  |  |
| Electronic Equipment, Instruments & Components - 0.2% |  |  |  |
| Amphenol Technologies Holding GmbH 3.625% 3/30/2031  | EUR | 140000 | 162406 |
| Software - 0.2% |  |  |  |
| Fiserv Funding ULC 3.5% 6/15/2032  | EUR | 218000 | 241003 |
| TOTAL INFORMATION TECHNOLOGY |  |  | 403409 |
| Real Estate - 1.0% |  |  |  |
| Diversified REITs - 0.1% |  |  |  |
| WP Carey Inc 4.25% 7/23/2032  | EUR | 100000 | 115776 |
| Industrial REITs - 0.2% |  |  |  |
| Prologis Euro Finance LLC 3.25% 9/22/2032  | EUR | 200000 | 222407 |
| Retail REITs - 0.3% |  |  |  |
| Realty Income Corp 3.375% 6/20/2031  | EUR | 300000 | 337409 |
| Specialized REITs - 0.4% |  |  |  |
| American Tower Corp 3.625% 5/30/2032  | EUR | 350000 | 398531 |
| TOTAL REAL ESTATE |  |  | 1074123 |
| Utilities - 0.6% |  |  |  |
| Electric Utilities - 0.6% |  |  |  |
| Duke Energy Corp 3.85% 6/15/2034  | EUR | 216000 | 245093 |
| Southern Co/The 1.875% 9/15/2081 (b) | EUR | 333000 | 372984 |
| TOTAL UTILITIES |  |  | 618077 |
| TOTAL UNITED STATES |  |  | 6565141 |
| <br> **TOTAL NON-CONVERTIBLE CORPORATE BONDS**<br> (Cost $63,590,235) |  |  | <br> **62630091** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Preferred Securities - 5.7%** | &nbsp;&nbsp;**Preferred Securities - 5.7%** | &nbsp;&nbsp;**Preferred Securities - 5.7%** | &nbsp;&nbsp;**Preferred Securities - 5.7%** |
|  |  | Principal<br> Amount (a)<br>| Value ($)<br>|
| CZECH REPUBLIC - 0.2%  |  |  |  |
| Real Estate - 0.2% |  |  |  |
| Real Estate Management & Development - 0.2% |  |  |  |
| CPI Property Group SA 3.75% (b)(c)(e) | EUR | 184000 | 186887 |
| FINLAND - 0.1%  |  |  |  |
| Real Estate - 0.1% |  |  |  |
| Real Estate Management & Development - 0.1% |  |  |  |
| Citycon Oyj 7.875% (b)(c)(e) | EUR | 167000 | 160762 |
| GERMANY - 1.6%  |  |  |  |
| Consumer Discretionary - 0.4% |  |  |  |
| Automobiles - 0.4% |  |  |  |
| Volkswagen International Finance NV 3.875% (b)(c)(e) | EUR | 400000 | 458163 |
| Real Estate - 1.2% |  |  |  |
| Real Estate Management & Development - 1.2% |  |  |  |
| Aroundtown Finance Sarl 7.875% (b)(e) |  | 750000 | 766539 |
| Grand City Properties SA 1.5% (b)(c)(e) | EUR | 400000 | 459210 |
| TOTAL REAL ESTATE |  |  | 1225749 |
| TOTAL GERMANY |  |  | 1683912 |
| SWEDEN - 0.4%  |  |  |  |
| Real Estate - 0.4% |  |  |  |
| Real Estate Management & Development - 0.4% |  |  |  |
| Samhallsbyggnadsbolaget i Norden AB 5 year EUR Swap Annual Index + 2.814%, 4.9355% (b)(c)(d)(e)(f) | EUR | 495000 | 384686 |
| SWITZERLAND - 2.2%  |  |  |  |
| Financials - 2.2% |  |  |  |
| Capital Markets - 2.2% |  |  |  |
| Credit Suisse Group AG Claim 5 year USD Swap Index + 4.598%, 0% (b)(c)(d)(e)(f)(g) |  | 9515000 | 2283600 |
| UNITED KINGDOM - 1.2%  |  |  |  |
| Financials - 0.6% |  |  |  |
| Banks - 0.6% |  |  |  |
| Barclays PLC 8.875% (b)(c)(e) | GBP | 430000 | 587216 |
| Industrials - 0.2% |  |  |  |
| Ground Transportation - 0.2% |  |  |  |
| Mobico Group PLC 7.853% (b)(c)(e) | GBP | 198000 | 175000 |
| Utilities - 0.4% |  |  |  |
| Electric Utilities - 0.4% |  |  |  |
| SSE PLC 3.74% (b)(c)(e) | GBP | 320000 | 438265 |
| TOTAL UNITED KINGDOM |  |  | 1200481 |
| <br> **TOTAL PREFERRED SECURITIES**<br> (Cost $14,632,481) |  |  | <br> **5900328** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**U.S. Treasury Obligations - 17.7%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 17.7%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 17.7%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 17.7%** |
|  | Yield (%) (j) | Principal<br> Amount (a)<br>| Value ($)<br>|
| US Treasury Bonds 4.125% 8/15/2044  | 4.14 to 4.18 | 350000 | 317543 |
| US Treasury Bonds 4.375% 8/15/2043 (k) | 4.90 | 1959000 | 1849037 |
| US Treasury Bonds 4.5% 2/15/2044  | 4.67 | 1700000 | 1625691 |
| US Treasury Bonds 4.625% 11/15/2044 (l) | 4.86 to 5.06 | 600000 | 580570 |
| US Treasury Bonds 4.625% 11/15/2045  | 4.75 | 245000 | 236310 |
| US Treasury Bonds 4.625% 5/15/2044  | 4.12 to 4.65 | 450000 | 436412 |
| US Treasury Notes 3.625% 9/30/2031  | 4.23 | 2000000 | 1962109 |
| US Treasury Notes 3.75% 8/31/2031  | 3.64 | 1100000 | 1086336 |
| US Treasury Notes 3.875% 8/15/2033  | 4.77 | 184000 | 180629 |
| US Treasury Notes 4% 1/31/2033  | 3.79 to 3.93 | 2516000 | 2496737 |
| US Treasury Notes 4% 7/31/2032  | 4.01 | 225000 | 223866 |
| US Treasury Notes 4.125% 11/30/2029  | 4.11 | 240000 | 241988 |
| US Treasury Notes 4.125% 3/31/2032  | 4.19 | 1650000 | 1655801 |
| US Treasury Notes 4.125% 5/31/2032  | 4.19 | 272000 | 272739 |
| US Treasury Notes 4.125% 7/31/2031  | 3.59 to 3.97 | 800000 | 805125 |
| US Treasury Notes 4.25% 6/30/2031  | 4.35 | 620000 | 627823 |
| US Treasury Notes 4.375% 1/31/2032  | 4.21 | 100000 | 101702 |
| US Treasury Notes 4.375% 12/31/2029  | 4.39 | 865000 | 879631 |
| US Treasury Notes 4.5% 11/15/2033  | 4.14 | 326000 | 332749 |
| US Treasury Notes 4.625% 4/30/2029  | 4.50 to 4.72 | 2200000 | 2249844 |
| <br> **TOTAL U.S. TREASURY OBLIGATIONS**<br> (Cost $18,199,707) |  |  | **18162642** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Money Market Funds - 3.1%** | &nbsp;&nbsp;**Money Market Funds - 3.1%** | &nbsp;&nbsp;**Money Market Funds - 3.1%** | &nbsp;&nbsp;**Money Market Funds - 3.1%** |
|  | Yield (%) | Shares | Value ($)<br>|
| Fidelity Cash Central Fund (m)<br>(Cost $3,203,019)<br>| 3.69 | 3202379 | **3203019** |

---

---

| | |
|:---|:---|
| <br> **TOTAL INVESTMENT IN SECURITIES - 95.7%**<br> (Cost $108,287,799)<br>| <br>**98347473** |
| **NET OTHER ASSETS (LIABILITIES) - 4.3%**  | **4439462** |
| **NET ASSETS - 100.0%** | **102786935** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  |
|  | Number <br> of contracts | Expiration <br> Date | Notional <br> Amount ($)<br>| Unrealized<br> Appreciation/<br> (Depreciation) ($)<br>|
| LONG |  |  |  |  |
| Interest Rate Contracts |  |  |  |  |
| ASX 10Y Australia Treasury Bond Contracts (Australia) | 8 | 6/2026 | 594758 | (3475) |
| CBOT 10Y Ultra US Treasury Notes Contracts (United States) | 28 | 6/2026 | 3176250 | (57485) |
| CBOT 2Y US Treasury Notes Contracts (United States) | 3 | 6/2026 | 622430 | (4388) |
| CBOT 5Y US Treasury Notes Contracts (United States) | 8 | 6/2026 | 865375 | (9253) |
| CBOT US Treasury Long Bond Contracts (United States) | 22 | 6/2026 | 2499063 | (81033) |
| TMX 10Y Canadian Bond Contracts (Canada) | 7 | 6/2026 | 603889 | (12789) |
| TOTAL LONG |  |  |  | (168423) |
| SHORT |  |  |  |  |
| Interest Rate Contracts |  |  |  |  |
| ICE Long GILT Futures (United Kingdom) | (13) | 6/2026 | (1510585) | 79595 |
| **TOTAL FUTURES CONTRACTS** |  |  |  | **(88828)** |
| The notional amount of long futures as a percentage of Net Assets is 8.1%. | The notional amount of long futures as a percentage of Net Assets is 8.1%. | The notional amount of long futures as a percentage of Net Assets is 8.1%. | The notional amount of long futures as a percentage of Net Assets is 8.1%. | The notional amount of long futures as a percentage of Net Assets is 8.1%. |
| The notional amount of short futures as a percentage of Net Assets is 1.5%. | The notional amount of short futures as a percentage of Net Assets is 1.5%. | The notional amount of short futures as a percentage of Net Assets is 1.5%. | The notional amount of short futures as a percentage of Net Assets is 1.5%. | The notional amount of short futures as a percentage of Net Assets is 1.5%. |

---

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** |
| Currency<br> Purchased | Currency<br> Purchased | Currency<br> Sold | Currency<br> Sold | Counterparty | Settlement<br> Date | Unrealized <br> Appreciation/<br> (Depreciation) ($)  |
| CAD | 92000 | USD | 65969 | Goldman Sachs Bank USA | 4/2026 | 230 |
| EUR | 803000 | USD | 925427 | BNP Paribas SA | 4/2026 | 2721 |
| EUR | 246000 | USD | 283803 | BNP Paribas SA | 4/2026 | 853 |
| EUR | 30000 | USD | 34512 | Citibank NA | 4/2026 | 202 |
| EUR | 35000 | USD | 40623 | Goldman Sachs Bank USA | 4/2026 | (123) |
| EUR | 53000 | USD | 62824 | JPMorgan Chase Bank NA | 4/2026 | (1496) |
| EUR | 67000 | USD | 76816 | JPMorgan Chase Bank NA | 4/2026 | 712 |
| EUR | 294000 | USD | 347606 | JPMorgan Chase Bank NA | 4/2026 | (7406) |
| EUR | 58000 | USD | 67711 | Royal Bank of Canada | 4/2026 | (597) |
| EUR | 260000 | USD | 307834 | Royal Bank of Canada | 4/2026 | (6977) |
| GBP | 54000 | USD | 73077 | BNP Paribas SA | 4/2026 | (1604) |
| GBP | 30000 | USD | 39859 | Bank of America NA | 4/2026 | (152) |
| GBP | 46000 | USD | 61949 | Goldman Sachs Bank USA | 4/2026 | (1065) |
| GBP | 175000 | USD | 230998 | JPMorgan Chase Bank NA | 4/2026 | 625 |
| GBP | 180000 | USD | 241028 | JPMorgan Chase Bank NA | 4/2026 | (2787) |
| JPY | 123750000 | USD | 781108 | Royal Bank of Canada | 4/2026 | 348 |
| USD | 639014 | AUD | 917000 | JPMorgan Chase Bank NA | 4/2026 | 6504 |
| USD | 3106415 | CAD | 4210000 | Bank of America NA | 4/2026 | 77104 |
| USD | 75693 | CAD | 103000 | JPMorgan Chase Bank NA | 4/2026 | 1579 |
| USD | 188543 | EUR | 161000 | BNP Paribas SA | 4/2026 | 2243 |
| USD | 48632903 | EUR | 40493000 | BNP Paribas SA | 4/2026 | 1776791 |
| USD | 98336 | EUR | 83000 | BNP Paribas SA | 4/2026 | 2293 |
| USD | 543629 | EUR | 459000 | Goldman Sachs Bank USA | 4/2026 | 12501 |
| USD | 52707 | EUR | 44000 | JPMorgan Chase Bank NA | 4/2026 | 1793 |
| USD | 251762 | EUR | 211000 | JPMorgan Chase Bank NA | 4/2026 | 7605 |
| USD | 135163 | EUR | 114000 | JPMorgan Chase Bank NA | 4/2026 | 3249 |
| USD | 52276 | EUR | 45000 | JPMorgan Chase Bank NA | 4/2026 | 205 |
| USD | 304966 | EUR | 264000 | JPMorgan Chase Bank NA | 4/2026 | (519) |
| USD | 75649 | GBP | 56000 | BNP Paribas SA | 4/2026 | 1530 |
| USD | 359796 | GBP | 264000 | Citibank NA | 4/2026 | 10375 |
| USD | 13744010 | GBP | 9987000 | Goldman Sachs Bank USA | 4/2026 | 525604 |
| USD | 568005 | GBP | 416000 | JPMorgan Chase Bank NA | 4/2026 | 17403 |
| USD | 48400 | GBP | 36000 | JPMorgan Chase Bank NA | 4/2026 | 752 |
| USD | 3706871 | JPY | 563550000 | Royal Bank of Canada | 4/2026 | 148165 |
| **TOTAL FORWARD FOREIGN CURRENCY CONTRACTS** | **TOTAL FORWARD FOREIGN CURRENCY CONTRACTS** | **TOTAL FORWARD FOREIGN CURRENCY CONTRACTS** | **TOTAL FORWARD FOREIGN CURRENCY CONTRACTS** | **TOTAL FORWARD FOREIGN CURRENCY CONTRACTS** |  | **2578661** |
| Unrealized Appreciation | Unrealized Appreciation | Unrealized Appreciation |  |  |  | 2601387 |
| Unrealized Depreciation | Unrealized Depreciation | Unrealized Depreciation |  |  |  | (22726) |

---

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Credit Default Swaps** | **Credit Default Swaps** | **Credit Default Swaps** | **Credit Default Swaps** | **Credit Default Swaps** | **Credit Default Swaps** | **Credit Default Swaps** | **Credit Default Swaps** | **Credit Default Swaps** | **Credit Default Swaps** |
| Underlying Reference | Maturity <br> Date | Clearinghouse / <br> Counterparty | Fixed<br> Payment<br> Received/<br> (Paid) | Payment<br> Frequency | Notional<br> Amount | Notional<br> Amount | Value ($) | Upfront<br> Premium<br> Received/<br> (Paid) ($) | Unrealized <br> Appreciation/<br> (Depreciation) ($) |
| Buy Protection |  |  |  |  |  |  |  |  |  |
| Allianz SE 3.099% 7/6/2047 | 6/2031 | BNP Paribas SA | (1%) | Quarterly | EUR | 90000 | 783 | 1087 | 1870 |
| Deutsche Bank AG 5.625% 5/19/2031 | 12/2030 | BNP Paribas SA | (1%) | Quarterly | EUR | 450000 | 11263 | (7318) | 3945 |
| Deutsche Bank AG 5.625% 5/19/2031 | 6/2031 | BNP Paribas SA | (1%) | Quarterly | EUR | 160000 | 5575 | (1996) | 3579 |
| Generali 4.125% 5/4/2026 | 12/2030 | BNP Paribas SA | (1%) | Quarterly | EUR | 600000 | 4230 | 1543 | 5773 |
| Generali 4.125% 5/4/2026 | 6/2031 | BNP Paribas SA | (1%) | Quarterly | EUR | 180000 | 2499 | 412 | 2911 |
| Heidelberg Materials AG 3.75% 5/31/2032 | 12/2030 | JPMorgan Chase Bank NA | (5%) | Quarterly | EUR | 630000 | (133057) | 137537 | 4480 |
| Heidelberg Materials AG 3.75% 5/31/2032 | 6/2031 | BNP Paribas SA | (5%) | Quarterly | EUR | 160000 | (36270) | 39732 | 3462 |
| Aviva PLC 6.125% 11/14/2036 | 12/2030 | Citibank NA | (1%) | Quarterly | EUR | 500000 | 4062 | 129 | 4191 |
| BMW Finance NV 0.75% 7/13/2026 | 12/2030 | BNP Paribas SA | (1%) | Quarterly | EUR | 1000000 | (21005) | 22773 | 1768 |
| BMW Finance NV 0.75% 7/13/2026 | 6/2031 | BNP Paribas SA | (1%) | Quarterly | EUR | 345000 | (6842) | 9657 | 2815 |
| Intesa Sanpaolo SpA 6.184% 2/20/2034 | 12/2030 | JPMorgan Chase Bank NA | (1%) | Quarterly | EUR | 500000 | 3088 | 1028 | 4116 |
| Intesa Sanpaolo SpA 6.184% 2/20/2034 | 6/2031 | JPMorgan Chase Bank NA | (1%) | Quarterly | EUR | 275000 | 3668 | 472 | 4140 |
| Societe Generale SA 5.25% 9/6/2032 | 12/2030 | BNP Paribas SA | (1%) | Quarterly | EUR | 450000 | 5153 | (5814) | (661) |
| Societe Generale SA 5.25% 9/6/2032 | 6/2031 | BNP Paribas SA | (1%) | Quarterly | EUR | 240000 | 4634 | (821) | 3813 |
| UniCredit SpA 5.375% 4/16/2034 | 12/2030 | Goldman Sachs Bank USA | (1%) | Quarterly | EUR | 550000 | 6464 | (3219) | 3245 |
| UniCredit SpA 5.375% 4/16/2034 | 6/2031 | Goldman Sachs Bank USA | (1%) | Quarterly | EUR | 150000 | 2977 | (428) | 2549 |
| Allianz SE 2.121% 7/8/2050 | 12/2030 | BNP Paribas SA | (1%) | Quarterly | EUR | 800000 | 2128 | 8446 | 10574 |
| **TOTAL CREDIT DEFAULT SWAPS** |  |  |  |  |  |  | **(140650)** | **203220** | **62570** |

---

**Currency Abbreviations**

---

| | | |
|:---|:---|:---|
| AUD | - | Australian Dollar |
| CAD | - | Canadian Dollar |
| EUR | - | European Monetary Unit (Euro) |
| GBP | - | British Pound Sterling |
| JPY | - | Japanese Yen |
| USD | - | United States Dollar |

---

**Legend**

(a) Amount is stated in United States dollars unless otherwise noted.

(b) Coupon rates for floating and adjustable rate securities reflect the rates in effect at period end.

(c) Security exempt from registration under Regulation S of the Securities Act of 1933 and may be resold to qualified foreign investors outside of the United States. At the end of the period, the value of securities amounted to $57,351,539 or 55.8% of net assets.

(d) Coupon is indexed to a floating interest rate which may be multiplied by a specified factor and/or subject to caps or floors.

(e) Security is perpetual in nature with no stated maturity date.

(f) Non-income producing - Security is in default.

(g) Level 3 security.

(h) Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At the end of the period, the value of these securities amounted to $6,304,482 or 6.1% of net assets.

(i) Zero coupon bond which is issued at a discount.

(j) Yield represents either the annualized yield at the date of purchase, or the stated coupon rate, or, for floating and adjustable rate securities, the rate at period end.

(k) Security or a portion of the security was pledged to cover margin requirements for futures contracts. At period end, the value of securities pledged amounted to $259,564.

(l) Security or a portion of the security has been segregated as collateral for over the counter (OTC) derivatives. At period end, the value of securities pledged amounts to $199,329.

(m) Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements are available on the SEC's website or upon request.

**Affiliated Central Funds**

Fiscal year to date information regarding the Fund's investments in Fidelity Central Funds, including the ownership percentage, is presented below.

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Affiliate  | Value,<br> beginning<br> of period ($) | Purchases ($) | Sales<br> Proceeds ($) | Dividend<br> Income ($) | Realized<br> Gain (loss) ($) | Change in<br> Unrealized<br> appreciation<br> (depreciation) ($) | Value,<br> end<br> of period ($) | <br>Shares,<br> end<br> of period  | % ownership,<br> end<br> of period |
| Fidelity Cash Central Fund | 6865098 | 3889056 | 7551136 | 35725 | (176) | 177 | 3203019 | 3202379 | 0.0% |
| Total | 6865098 | 3889056 | 7551136 | 35725 | (176) | 177 | 3203019 |  |  |

---

Amounts in the dividend income column in the above table include any capital gain distributions from underlying funds.

**Investment Valuation**

Investments are valued as of 4:00 p.m. Eastern time on the last calendar day of the period. Securities transactions are accounted for as of trade date. The Board of Directors (the Board) has designated the Fund's investment adviser as the valuation designee responsible for the fair valuation function and performing fair value determinations as needed. The investment adviser has established a Fair Value Committee (the Committee) to carry out the day-to-day fair valuation responsibilities and has adopted policies and procedures to govern the fair valuation process and the activities of the Committee. In accordance with these fair valuation policies and procedures, which have been approved by the Board, the Fund attempts to obtain prices from one or more third party pricing services or brokers to value its investments. When current market prices, quotations or currency exchange rates are not readily available or reliable, investments will be fair valued in good faith by the Committee, in accordance with the policies and procedures. Factors used in determining fair value vary by investment type and may include market or investment specific events, transaction data, estimated cash flows, and market observations of comparable investments. The frequency that the fair valuation procedures are used cannot be predicted and they may be utilized to a significant extent. The Committee manages the Fund's fair valuation practices and maintains the fair valuation policies and procedures. The Fund's investment adviser reports to the Board information regarding the fair valuation process and related material matters.

The inputs to valuation techniques used to value investments are categorized into a disclosure hierarchy consisting of three levels as shown below:

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

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

Level 3 - unobservable inputs (including the Fund's own assumptions based on the best information available)

Valuation techniques used to value investments by major category are as follows:

Debt securities, including restricted securities, are valued based on evaluated prices received from third party pricing services or from brokers who make markets in such securities. U.S. Treasury Obligations, Foreign Government and Government Agency Obligations, Non-Convertible Corporate Bonds and Preferred Securities are valued by pricing services who utilize matrix pricing which considers yield or price of bonds of comparable quality, coupon, maturity and type or by broker-supplied prices. When independent prices are unavailable or unreliable, debt securities may be valued utilizing pricing methodologies which consider similar factors that would be used by third party pricing services. For foreign debt securities, when significant market or security specific events arise, valuations may be determined in good faith in accordance with procedures adopted by the Board. Debt securities are generally categorized as Level 2 in the hierarchy but may be Level 3 depending on the circumstances.

Swaps are marked-to-market daily based on valuations from third party pricing services, registered derivatives clearing organizations (clearinghouses) or broker-supplied valuations. These pricing sources may utilize inputs such as interest rate curves, credit spread curves, default possibilities and recovery rates. When independent prices are unavailable or unreliable, swaps may be valued utilizing pricing methodologies which consider similar factors that would be used by third party pricing services. Swaps are generally categorized as Level 2 in the hierarchy but may be Level 3 depending on the circumstances.

The U.S. dollar value of forward foreign currency contracts is determined using currency exchange rates supplied by a pricing service and are categorized as Level 2 in the hierarchy.

Futures contracts are valued at the settlement price established each day by the board of trade or exchange on which they are traded and are categorized as Level 1 in the hierarchy.

Investments in any open-end mutual funds are valued at their closing net asset value (NAV) each business day and are categorized as Level 1 in the hierarchy.

Changes in valuation techniques may result in transfers in or out of an assigned level within the disclosure hierarchy.

**Derivative Instruments**

Risk Exposures and the Use of Derivative Instruments: The Fund's investment objectives allow the Fund to enter into various types of derivative contracts. Derivatives are investments whose value is primarily derived from underlying assets, indices or reference rates and may be transacted on an exchange or over-the-counter (OTC). Derivatives may involve a future commitment to buy or sell a specified asset based on specified terms, to exchange future cash flows at periodic intervals based on a notional principal amount, or for one party to make one or more payments upon the occurrence of specified events in exchange for periodic payments from the other party.

The Fund used derivatives to increase returns, to gain exposure to certain types of assets and/or to manage exposure to certain risks as defined below. The success of any strategy involving derivatives depends on analysis of numerous economic factors, and if the strategies for investment do not work as intended, the Fund may not achieve its objectives.

The Fund's use of derivatives increased or decreased its exposure to the following risk(s):

Credit Risk - Credit risk relates to the ability of the issuer of a financial instrument to make further principal or interest payments on an obligation or commitment that it has to the Fund.

Foreign Exchange Risk - Foreign exchange rate risk relates to fluctuations in the value of an asset or liability due to changes in currency exchange rates.

Interest Rate Risk - Interest rate risk relates to the fluctuations in the value of interest-bearing securities due to changes in the prevailing levels of market interest rates.

The Fund is also exposed to additional risks from investing in derivatives, such as liquidity risk and counterparty credit risk. Liquidity risk is the risk that the Fund will be unable to close out the derivative in the open market in a timely manner. Counterparty credit risk is the risk that the counterparty will not be able to fulfill its obligation to the Fund.

Derivative counterparty credit risk is managed through formal evaluation of the creditworthiness of all potential counterparties. On certain OTC derivatives, the Fund attempts to reduce its exposure to counterparty credit risk by entering into an International Swaps and Derivatives Association, Inc. (ISDA) Master Agreement with each of its counterparties. The ISDA Master Agreement gives the Fund the right to terminate all transactions traded under such agreement upon the deterioration in the credit quality of the counterparty beyond specified levels. The ISDA Master Agreement gives each party the right, upon an event of default by the other party or a termination of the agreement, to close out all transactions traded under such agreement and to net the amounts owed under each transaction to one net payable by one party to the other. To mitigate counterparty credit risk on bi-lateral OTC derivatives, the Fund receives collateral in the form of cash or securities once the Fund's net unrealized appreciation on outstanding derivative contracts under an ISDA Master Agreement exceeds certain applicable thresholds, subject to certain minimum transfer provisions. The collateral received is held in segregated accounts with the Fund's custodian bank in accordance with the collateral agreements entered into between the Fund, the counterparty and the Fund's custodian bank. The Fund could experience delays and costs in gaining access to the collateral even though it is held by the Fund's custodian bank. The Fund's maximum risk of loss from counterparty credit risk related to bi-lateral OTC derivatives is generally the aggregate unrealized appreciation and unpaid counterparty payments in excess of any collateral pledged by the counterparty to the Fund. The Fund may be required to pledge collateral for the benefit of the counterparties on bi-lateral OTC derivatives in an amount not less than each counterparty's unrealized appreciation on outstanding derivative contracts, subject to certain minimum transfer provisions, and any such pledged collateral is identified in the Schedule of Investments. Exchange-traded contracts are not covered by the ISDA Master Agreement; however counterparty credit risk related to these contracts may be mitigated by the protection provided by the exchange on which they trade. Counterparty credit risk related to centrally cleared swaps may be mitigated by the protection provided by the clearinghouse.

Investing in derivatives may involve greater risks than investing in the underlying assets directly and, to varying degrees, may involve risk of loss in excess of any initial investment and collateral received. In addition, there may be the risk that the change in value of the derivative contract does not correspond to the change in value of the underlying instrument.

Forward Foreign Currency Contracts: Forward foreign currency contracts represent obligations to purchase or sell foreign currency on a specified future date at a price fixed at the time the contracts are entered into.

The Fund used forward foreign currency contracts to facilitate transactions in foreign-denominated securities and to manage exposure to certain foreign currencies.

Open forward foreign currency contracts at period end are presented in the Schedule of Investments under the caption "Forward Foreign Currency Contracts." The contract amount and unrealized appreciation (depreciation) reflects each contract's exposure to the underlying currency at period end.

Futures Contracts: A futures contract is an agreement between two parties to buy or sell a specified underlying instrument for a specified price at a specified future date.

The Fund used futures contracts to manage its exposure to the bond market and fluctuations in interest rates.

Open futures contracts at period end are presented in the Schedule of Investments under the caption "Futures Contracts". The underlying face amount at value reflects each contract's exposure to the underlying instrument or index at period end. Any securities and/or cash deposited to meet initial margin requirements are identified in the Schedule of Investments.

Swaps: A swap is a contract between two parties to exchange future cash flows at periodic intervals based on a notional principal amount.

A bi-lateral OTC swap is a transaction between a fund and a dealer counterparty where cash flows are exchanged between the two parties for the life of the swap.

Credit Default Swaps: Credit default swaps enable the Fund to buy or sell protection against specified credit events on a single-name issuer or a traded credit index. Under the terms of a credit default swap the buyer of protection (buyer) receives credit protection in exchange for making periodic payments to the seller of protection (seller) based on a fixed percentage applied to a notional principal amount. In return for these payments, the seller will be required to make a payment upon the occurrence of one or more specified credit events. The Fund enters into credit default swaps as a seller to gain credit exposure to an issuer and/or as a buyer to obtain a measure of protection against defaults of an issuer. Periodic payments are made over the life of the contract by the buyer provided that no credit event occurs. For credit default swaps on most corporate and sovereign issuers, credit events include bankruptcy, failure to pay or repudiation/moratorium. For credit default swaps on corporate or sovereign issuers, the obligation that may be put to the seller is not limited to the specific reference obligation described in the Schedule of Investments. For credit default swaps on asset-backed securities, a credit event may be triggered by events such as failure to pay principal, maturity extension, rating downgrade or write-down. For credit default swaps on asset-backed securities, the reference obligation described represents the security that may be put to the seller. For credit default swaps on a traded credit index, a specified credit event may affect all or individual underlying securities included in the index. Typically, the value of each credit default swap and credit rating disclosed for each reference obligation in the Schedule of Investments, where the Fund is the seller, can be used as measures of the current payment/performance risk of the swap. As the value of the swap changes as a positive or negative percentage of the total notional amount, the payment/performance risk may decrease or increase, respectively. In addition to these measures, FMR monitors a variety of factors including cash flow assumptions, market activity and market sentiment as part of its ongoing process of assessing payment/ performance risk.

Open swaps at period end are included in the Schedule of Investments under the caption Credit Default Swaps, Interest Rate Swaps and/or Total Return Swaps, as applicable.

For additional information on the Fund's significant accounting policies, please refer to the Fund's most recent semiannual or annual shareholder report.

*The fund's schedule of investments as of the date on the cover of this report has not been audited. This report is provided for the general information of the fund's shareholders. For more information regarding the fund and its holdings, please see the fund's most recent prospectus and annual report.*

*Third party trademarks and service marks are the property of their respective owners. All other trademarks and service marks are the property of FMR LLC or an affiliate.*

## 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:** 2026-12-31

- **b. Date as of which information is reported:** 2026-03-31

**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:** $111268478.53

**Total Liabilities:** $8508277.33

**Net Assets:** $102760201.20

**Cash Not Reported:** $1767645.75

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 1927.62204352 | **1-Year:** 8910.50290576 | **5-Year:** 22899.76548479 | **10-Year:** 12586.18170746 | **30-Year:** 2480.33928055

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

- **3-Month:** 306.14113350 | **1-Year:** 1100.54479824 | **5-Year:** 1312.14870125 | **10-Year:** 186.90809693 | **30-Year:** 109.14735138

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000192458 | 0.51%                | 1.40%                | -2.35%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $50996.17                | $108698.34                                 |
| Month 2  | $171638.66               | $808258.51                                 |
| Month 3  | $-63536.44               | $-2821668.63                               |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| 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      | $2283600.00   | 2.22%             |  |  |  | No            |                  3 | 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      | $263856.22    | 0.26%             | 2030-07-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NORTHUMBRIAN WATER FINANCE PLC                              | NORTHUMBRIAN WATER FINANCE PLC 5.625% 04/29/2033 REGS                              | CUSIP: N/A<br>LEI: 213800JTFA6F3S7XX781       | Long             | DBT              | CORP              | GB        |    360000 | PA      | $466124.84    | 0.45%             | 2033-04-29      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: USD/AUD settle 2026-04-24                                              | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $6504.13      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: USD/CAD settle 2026-04-24                                              | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $77104.00     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                        | FX Forward: USD/JPY settle 2026-04-24                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $148165.21    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                      | FX Forward: USD/GBP settle 2026-04-24                                              | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |         1 | NC      | $525604.42    | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: USD/EUR settle 2026-04-24                                              | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |         1 | NC      | $1776790.57   | 1.73%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: USD/EUR settle 2026-04-24                                              | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $1792.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: USD/EUR settle 2026-04-24                                              | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $7604.90      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: USD/EUR settle 2026-04-24                                              | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |         1 | NC      | $2292.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: USD/EUR settle 2026-04-24                                              | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $3248.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: USD/GBP settle 2026-04-24                                              | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $17403.39     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                        | FX Forward: EUR/USD settle 2026-04-24                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-6977.09     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: GBP/USD settle 2026-04-24                                              | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |         1 | NC      | $-1604.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: USD/GBP settle 2026-04-24                                              | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |         1 | NC      | $10375.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: EUR/USD settle 2026-04-24                                              | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1495.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: EUR/USD settle 2026-04-24                                              | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-7406.43     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: USD/GBP settle 2026-04-24                                              | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |         1 | NC      | $1529.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: USD/GBP settle 2026-04-24                                              | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $752.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: USD/CAD settle 2026-04-24                                              | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $1579.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                      | FX Forward: USD/EUR settle 2026-04-24                                              | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |         1 | NC      | $12500.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: USD/EUR settle 2026-04-24                                              | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |         1 | NC      | $2243.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: USD/EUR settle 2026-04-24                                              | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $204.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                      | FX Forward: GBP/USD settle 2026-04-24                                              | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1065.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                        | FX Forward: EUR/USD settle 2026-04-24                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-597.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: USD/EUR settle 2026-04-24                                              | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-519.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: EUR/USD settle 2026-04-24                                              | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |         1 | NC      | $202.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: GBP/USD settle 2026-04-24                                              | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-152.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                        | FX Forward: JPY/USD settle 2026-04-24                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $348.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: GBP/USD settle 2026-04-24                                              | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2787.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                      | FX Forward: EUR/USD settle 2026-04-24                                              | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-122.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: EUR/USD settle 2026-04-24                                              | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $712.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE                                       | ELECTRICITE DE FRANCE 6.125% 06/02/2034 REGS                                       | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |    100000 | PA      | $132711.87    | 0.13%             | 2034-06-02      | Fixed         | 0.06%                 | 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        |    797000 | PA      | $872858.62    | 0.85%             | 2034-12-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Fidelity Revere Street Trust                                | Fidelity Cash Central Fund                                                         | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |   3202379 | NS      | $3203019.20   | 3.12%             |  |  |  | No            |                  1 | 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      | $377496.34    | 0.37%             | 2052-08-15      | Variable      | 0.06%                 | 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      | $1025888.77   | 1.00%             | 2028-09-20      | Fixed         | 0.00%                 | 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        |   1340000 | PA      | $1466991.82   | 1.43%             | 2029-01-15      | Fixed         | 0.01%                 | 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      | $307120.03    | 0.30%             | 2031-05-07      | Fixed         | 0.01%                 | 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      | $74399.75     | 0.07%             | 2031-07-16      | Fixed         | 0.02%                 | No            |                  2 | 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      | $521417.11    | 0.51%             | 2082-09-05      | Variable      | 0.02%                 | No            |                  2 | 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      | $722979.53    | 0.70%             | 2029-03-12      | Fixed         | 0.02%                 | 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      | $384685.54    | 0.37%             |  |  |  | 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        |    525990 | PA      | $139832.10    | 0.14%             | 2034-12-30      | Variable      | 0.06%                 | 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      | $569974.17    | 0.55%             | 2040-06-15      | Fixed         | 0.00%                 | 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      | $444026.41    | 0.43%             |  |  |  | No            |                  2 | 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      | $85231.82     | 0.08%             | 2035-11-15      | Fixed         | 0.00%                 | 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      | $422988.33    | 0.41%             |  |  |  | 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      | $702990.75    | 0.68%             | 2031-01-28      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MOBICO GROUP PLC                                            | MOBICO GROUP PLC 7.853%/VAR PERP REGS                                              | CUSIP: N/A<br>LEI: 213800A8IQEMY8PA5X34       | Long             | EP               | CORP              | GB        |    198000 | PA      | $173082.94    | 0.17%             |  |  |  | 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      | $453586.03    | 0.44%             |  |  |  | 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      | $181489.53    | 0.18%             |  |  |  | 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      | $301416.43    | 0.29%             | 2027-05-31      | Fixed         | 0.02%                 | 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      | $180969.29    | 0.18%             | 2031-03-11      | Fixed         | 0.03%                 | 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      | $259890.69    | 0.25%             | 2029-05-28      | Fixed         | 0.01%                 | 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      | $263949.47    | 0.26%             | 2031-11-28      | Variable      | 0.02%                 | 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      | $398043.57    | 0.39%             | 2031-08-11      | Fixed         | 0.03%                 | 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      | $542250.78    | 0.53%             | 2081-08-31      | Variable      | 0.01%                 | 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      | $368184.69    | 0.36%             | 2038-09-13      | Variable      | 0.03%                 | 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      | $445592.99    | 0.43%             | 2029-09-15      | Variable      | 0.02%                 | 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      | $430591.70    | 0.42%             | 2028-09-16      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY                                            | SOUTHERN COMPANY 1.875%/VAR 09/15/2081                                             | CUSIP: N/A<br>LEI: 549300FC3G3YU2FBZD92       | Long             | DBT              | CORP              | US        |    333000 | PA      | $372983.99    | 0.36%             | 2081-09-15      | Variable      | 0.02%                 | 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      | $1156628.70   | 1.13%             | 2031-12-01      | Fixed         | 0.01%                 | 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      | $743329.10    | 0.72%             | 2033-11-03      | Variable      | 0.03%                 | 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      | $348943.20    | 0.34%             | 2052-05-02      | Variable      | 0.04%                 | No            |                  2 | 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      | $304182.45    | 0.30%             | 2030-01-17      | Fixed         | 0.02%                 | 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      | $202408.67    | 0.20%             | 2034-01-17      | Fixed         | 0.02%                 | 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      | $539374.75    | 0.52%             | 2033-01-20      | Variable      | 0.03%                 | 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      | $26822.13     | 0.03%             | 2032-06-01      | Fixed         | 0.02%                 | 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      | $468474.27    | 0.46%             | 2026-04-14      | Fixed         | 0.05%                 | 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      | $245092.69    | 0.24%             | 2034-06-15      | Fixed         | 0.04%                 | 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      | $585001.71    | 0.57%             |  |  |  | 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      | $113326.06    | 0.11%             | 2032-12-01      | Fixed         | 0.03%                 | 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      | $513080.52    | 0.50%             | 2034-11-16      | Variable      | 0.08%                 | 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        |    911000 | PA      | $1246092.69   | 1.21%             | 2033-06-06      | Variable      | 0.07%                 | 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      | $477410.23    | 0.46%             | 2034-01-10      | Variable      | 0.07%                 | 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      | $506770.52    | 0.49%             | 2035-01-25      | 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      | $1006918.42   | 0.98%             | 2033-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| YORKSHIRE WATER FINANCE PLC                                 | YORKSHIRE WATER FINANCE PLC 5.5% 04/28/2035 REGS                                   | CUSIP: N/A<br>LEI: 213800O8BDOGHJMTCP32       | Long             | DBT              | CORP              | GB        |    239000 | PA      | $295455.33    | 0.29%             | 2035-04-28      | Fixed         | 0.06%                 | 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      | $196712.67    | 0.19%             | 2032-03-10      | Variable      | 0.05%                 | 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      | $979334.64    | 0.95%             | 2032-03-17      | 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        |    544000 | PA      | $621776.57    | 0.61%             | 2033-06-07      | Fixed         | 0.03%                 | 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      | $944543.93    | 0.92%             | 2033-05-23      | Variable      | 0.05%                 | 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      | $110633.73    | 0.11%             | 2043-06-02      | Fixed         | 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      | $292311.67    | 0.28%             | 2033-05-31      | Fixed         | 0.06%                 | 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      | $438715.71    | 0.43%             | 2031-06-20      | Fixed         | 0.06%                 | 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      | $457123.39    | 0.44%             | 2034-01-06      | Fixed         | 0.09%                 | 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      | $180629.06    | 0.18%             | 2033-08-15      | 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        |    389000 | PA      | $542108.81    | 0.53%             | 2029-08-23      | Variable      | 0.08%                 | 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      | $1849035.83   | 1.80%             | 2043-08-15      | Fixed         | 0.04%                 | 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      | $236556.69    | 0.23%             | 2034-09-06      | 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      | $120725.83    | 0.12%             | 2030-09-13      | Fixed         | 0.05%                 | 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      | $296547.77    | 0.29%             | 2033-09-18      | Fixed         | 0.06%                 | 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      | $963750.78    | 0.94%             | 2031-09-21      | Variable      | 0.05%                 | 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      | $573985.69    | 0.56%             | 2031-09-26      | Fixed         | 0.05%                 | 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      | $257757.36    | 0.25%             | 2044-04-04      | Fixed         | 0.04%                 | 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      | $332749.22    | 0.32%             | 2033-11-15      | 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      | $644633.65    | 0.63%             | 2030-11-21      | Fixed         | 0.06%                 | 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      | $718916.32    | 0.70%             | 2033-11-21      | Fixed         | 0.07%                 | 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      | $412476.91    | 0.40%             | 2041-12-12      | Fixed         | 0.07%                 | 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      | $630615.72    | 0.61%             | 2034-06-01      | Fixed         | 0.03%                 | 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      | $703256.25    | 0.68%             | 2033-06-09      | Variable      | 0.04%                 | 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      | $519398.15    | 0.51%             | 2032-01-09      | Variable      | 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      | $251588.32    | 0.24%             | 2035-05-01      | Variable      | 0.05%                 | 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        |    300000 | PA      | $336277.78    | 0.33%             | 2029-01-31      | Fixed         | 0.05%                 | 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      | $227903.37    | 0.22%             | 2036-02-16      | Fixed         | 0.04%                 | 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        |    328000 | PA      | $380330.97    | 0.37%             | 2030-02-14      | Fixed         | 0.04%                 | 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      | $1625691.40   | 1.58%             | 2044-02-15      | Fixed         | 0.04%                 | 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      | $529342.27    | 0.52%             | 2032-03-05      | Fixed         | 0.06%                 | 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      | $228350.93    | 0.22%             | 2036-03-06      | 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        |    600000 | PA      | $623492.17    | 0.61%             | 2035-03-13      | Variable      | 0.06%                 | 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      | $280678.51    | 0.27%             | 2035-03-21      | Variable      | 0.04%                 | 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      | $228505.15    | 0.22%             | 2034-03-21      | Variable      | 0.04%                 | 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      | $290666.80    | 0.28%             | 2034-03-27      | Fixed         | 0.05%                 | 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      | $521832.63    | 0.51%             | 2032-04-12      | Fixed         | 0.04%                 | 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      | $472411.20    | 0.46%             | 2034-04-16      | Fixed         | 0.06%                 | 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      | $2249843.75   | 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      | $743075.99    | 0.72%             |  |  |  | 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      | $115775.55    | 0.11%             | 2032-07-23      | Fixed         | 0.04%                 | 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      | $115466.78    | 0.11%             | 2031-05-21      | 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      | $436412.11    | 0.42%             | 2044-05-15      | Fixed         | 0.05%                 | 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      | $152308.61    | 0.15%             |  |  |  | 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      | $114889.09    | 0.11%             | 2036-07-01      | Fixed         | 0.04%                 | 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      | $304733.47    | 0.30%             | 2034-06-26      | Fixed         | 0.06%                 | 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      | $627822.66    | 0.61%             | 2031-06-30      | Fixed         | 0.04%                 | 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      | $234366.44    | 0.23%             | 2034-10-09      | Variable      | 0.06%                 | 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      | $116904.05    | 0.11%             | 2029-07-18      | Fixed         | 0.04%                 | 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      | $805124.96    | 0.78%             | 2031-07-31      | Fixed         | 0.04%                 | 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      | $317542.97    | 0.31%             | 2044-08-15      | Fixed         | 0.04%                 | 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      | $226871.73    | 0.22%             | 2030-08-27      | Fixed         | 0.03%                 | 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      | $1086335.93   | 1.06%             | 2031-08-31      | Fixed         | 0.04%                 | 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      | $367806.09    | 0.36%             | 2032-09-04      | Fixed         | 0.03%                 | No            |                  2 | 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      | $148636.77    | 0.14%             | 2029-09-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| 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      | $150999.28    | 0.15%             | 2044-09-12      | Fixed         | 0.06%                 | 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      | $344313.28    | 0.34%             | 2032-09-19      | Variable      | 0.04%                 | 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      | $226824.07    | 0.22%             | 2032-04-19      | Fixed         | 0.04%                 | 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      | $329417.25    | 0.32%             | 2032-01-27      | Fixed         | 0.06%                 | 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      | $260107.28    | 0.25%             | 2031-09-25      | Fixed         | 0.05%                 | 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      | $305519.23    | 0.30%             | 2031-01-14      | Fixed         | 0.06%                 | 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      | $1962109.38   | 1.91%             | 2031-09-30      | Fixed         | 0.04%                 | 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      | $658204.89    | 0.64%             | 2035-11-20      | Fixed         | 0.04%                 | 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      | $580570.31    | 0.56%             | 2044-11-15      | Fixed         | 0.05%                 | 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      | $241987.50    | 0.24%             | 2029-11-30      | 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      | $107938.82    | 0.11%             | 2030-03-11      | Fixed         | 0.05%                 | 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      | $132188.50    | 0.13%             | 2032-12-11      | Fixed         | 0.06%                 | 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      | $234477.05    | 0.23%             | 2027-07-12      | Fixed         | 0.02%                 | 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      | $879630.66    | 0.86%             | 2029-12-31      | Fixed         | 0.04%                 | 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      | $100203.15    | 0.10%             | 2033-01-13      | Variable      | 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      | $229303.42    | 0.22%             | 2032-01-14      | Variable      | 0.04%                 | 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      | $424742.68    | 0.41%             | 2033-01-22      | 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      | $226674.58    | 0.22%             | 2032-01-22      | Fixed         | 0.04%                 | 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      | $101703.13    | 0.10%             | 2032-01-31      | Fixed         | 0.04%                 | 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      | $367451.03    | 0.36%             | 2035-08-04      | 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      | $1018131.38   | 0.99%             | 2034-02-12      | Fixed         | 0.04%                 | 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      | $561283.20    | 0.55%             | 2031-08-17      | Variable      | 0.03%                 | 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      | $791077.76    | 0.77%             | 2037-02-18      | Variable      | 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      | $466138.37    | 0.45%             | 2031-08-19      | Fixed         | 0.04%                 | 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      | $310912.96    | 0.30%             | 2032-02-28      | Fixed         | 0.03%                 | 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      | $1136952.55   | 1.11%             | 2033-03-05      | Variable      | 0.03%                 | 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      | $237322.60    | 0.23%             | 2030-03-05      | Fixed         | 0.04%                 | 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      | $343699.50    | 0.33%             | 2033-03-17      | Variable      | 0.04%                 | 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      | $112002.37    | 0.11%             | 2037-03-24      | Variable      | 0.05%                 | 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      | $328243.52    | 0.32%             | 2034-09-19      | Fixed         | 0.06%                 | 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      | $114215.24    | 0.11%             | 2030-03-19      | Fixed         | 0.04%                 | 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      | $473410.73    | 0.46%             | 2030-03-18      | Fixed         | 0.06%                 | 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        |   1450000 | PA      | $1673790.30   | 1.63%             | 2035-12-12      | Fixed         | 0.03%                 | 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      | $1655800.77   | 1.61%             | 2032-03-31      | 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      | $117068.34    | 0.11%             | 2031-04-01      | Fixed         | 0.05%                 | 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      | $379642.55    | 0.37%             | 2032-07-11      | Fixed         | 0.06%                 | 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      | $106468.51    | 0.10%             | 2031-07-08      | Fixed         | 0.05%                 | 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      | $304323.33    | 0.30%             | 2035-06-15      | 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      | $114992.20    | 0.11%             | 2036-05-22      | Variable      | 0.04%                 | 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      | $114421.04    | 0.11%             | 2035-07-30      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                | ALPHABET INC 3.875% 05/06/2045                                                     | CUSIP: 02079KAS6<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $107667.46    | 0.10%             | 2045-05-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                | ALPHABET INC 4% 05/06/2054                                                         | CUSIP: 02079KAT4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105676.33    | 0.10%             | 2054-05-06      | Fixed         | 0.04%                 | 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      | $241003.31    | 0.23%             | 2032-06-15      | 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      | $397300.52    | 0.39%             | 2030-07-15      | Fixed         | 0.04%                 | 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      | $342799.38    | 0.33%             | 2031-08-14      | Variable      | 0.04%                 | 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      | $399351.09    | 0.39%             | 2032-05-21      | Fixed         | 0.04%                 | 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      | $433844.42    | 0.42%             | 2045-10-12      | Fixed         | 0.04%                 | 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      | $220962.20    | 0.22%             | 2035-05-27      | Fixed         | 0.04%                 | 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      | $292307.35    | 0.28%             | 2035-05-28      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FLUXYS SA                                                   | FLUXYS SA 4% 11/28/2030 REGS                                                       | CUSIP: N/A<br>LEI: 529900UEWUHSPPJQ1R79       | Long             | DBT              | CORP              | BE        |    500000 | PA      | $580735.34    | 0.57%             | 2030-11-28      | Fixed         | 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      | $398531.25    | 0.39%             | 2032-05-30      | Fixed         | 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      | $272738.89    | 0.27%             | 2032-05-31      | Fixed         | 0.04%                 | 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      | $339627.70    | 0.33%             | 2036-06-05      | 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      | $843815.40    | 0.82%             | 2032-06-06      | Fixed         | 0.03%                 | 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      | $253795.36    | 0.25%             | 2037-06-11      | Fixed         | 0.04%                 | 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      | $224357.90    | 0.22%             | 2032-06-12      | 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      | $676744.38    | 0.66%             | 2032-06-17      | Fixed         | 0.03%                 | 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      | $337409.39    | 0.33%             | 2031-06-20      | Fixed         | 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      | $1162469.62   | 1.13%             | 2035-06-18      | Fixed         | 0.03%                 | 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      | $227120.09    | 0.22%             | 2031-06-19      | 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      | $115081.12    | 0.11%             | 2030-06-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MONTREAL EXCHANGE (THE)                                     | CAN 10YR BOND FUT JUN26 CNM6                                                       | CUSIP: N/A<br>LEI: 549300DKBYNOI0B1NP44       | N/A              | DIR              | CORP              | CA        |         7 | NC      | $-12789.35    | -0.01%            |  |  |  | No            |                  1 | 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      | $476020.07    | 0.46%             | 2031-09-27      | Variable      | 0.03%                 | 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      | $111417.78    | 0.11%             | 2032-07-14      | Fixed         | 0.04%                 | 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      | $200450.44    | 0.20%             | 2033-07-16      | Fixed         | 0.04%                 | 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      | $123925.61    | 0.12%             | 2027-06-30      | Fixed         | 0.06%                 | No            |                  3 | 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      | $327290.38    | 0.32%             | 2033-07-22      | Fixed         | 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      | $227459.86    | 0.22%             | 2036-07-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                   | UST NOTES 4% 07/31/2032                                                            | CUSIP: 91282CNR8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    225000 | PA      | $223866.21    | 0.22%             | 2032-07-31      | Fixed         | 0.04%                 | 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      | $269026.81    | 0.26%             | 2032-08-07      | Fixed         | 0.07%                 | 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        |    500000 | NC      | $4062.12      | 0.00%             |  |  |  | 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      | $-133057.18   | -0.13%            |  |  |  | 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      | $2127.59      | 0.00%             |  |  |  | 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      | $339779.67    | 0.33%             | 2037-08-26      | Variable      | 0.04%                 | 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        |    125000 | PA      | $165238.13    | 0.16%             | 2031-08-29      | 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      | $339621.20    | 0.33%             | 2033-09-08      | 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      | $141331.62    | 0.14%             | 2030-09-10      | Fixed         | 0.03%                 | 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      | $388858.46    | 0.38%             | 2031-09-15      | Fixed         | 0.05%                 | 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      | $98660.84     | 0.10%             | 2031-09-15      | Variable      | 0.04%                 | 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      | $215045.17    | 0.21%             | 2030-09-15      | Fixed         | 0.05%                 | 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      | $222407.19    | 0.22%             | 2032-09-22      | Fixed         | 0.03%                 | 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      | $332480.92    | 0.32%             | 2032-09-22      | 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      | $145830.70    | 0.14%             | 2035-09-18      | Fixed         | 0.05%                 | 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      | $451442.44    | 0.44%             | 2032-09-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                      | US 10YR ULTRA FUT JUN26 UXYM6                                                      | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |        26 | NC      | $-57325.58    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| VALEO                                                       | VALEO 4.625% 03/23/2032 REGS                                                       | CUSIP: N/A<br>LEI: 5493006IH2N2WMIBB742       | Long             | DBT              | CORP              | FR        |    100000 | PA      | $111987.30    | 0.11%             | 2032-03-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                      | US LONG BOND(CBT) FUT JUN26 USM6                                                   | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |        22 | NC      | $-81032.62    | -0.08%            |  |  |  | No            |                  1 | 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      | $196430.38    | 0.19%             | 2030-09-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                      | US 5YR NOTE (CBT) FUT JUN26 FVM6                                                   | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |         6 | NC      | $-9078.79     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                      | US 2YR NOTE (CBT) FUT JUN26 TUM6                                                   | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |         3 | NC      | $-4387.97     | -0.00%            |  |  |  | No            |                  1 | 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      | $221548.93    | 0.22%             | 2033-04-02      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE FINANCIALS                               | LONG GILT FUTURE JUN26 G M6                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |       -14 | NC      | $85622.75     | 0.08%             |  |  |  | No            |                  1 | 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      | $441505.11    | 0.43%             | 2030-10-15      | Fixed         | 0.07%                 | 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      | $113566.87    | 0.11%             | 2035-10-15      | Variable      | 0.04%                 | 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      | $554659.37    | 0.54%             | 2033-02-22      | Fixed         | 0.04%                 | 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      | $6464.18      | 0.01%             |  |  |  | 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      | $5153.37      | 0.01%             |  |  |  | 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      | $257286.93    | 0.25%             | 2032-07-22      | Fixed         | 0.05%                 | 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      | $11263.06     | 0.01%             |  |  |  | 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      | $4230.48      | 0.00%             |  |  |  | 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      | $3088.03      | 0.00%             |  |  |  | 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      | $-21005.03    | -0.02%            |  |  |  | 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      | $157187.45    | 0.15%             | 2031-05-23      | 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      | $330700.81    | 0.32%             | 2037-02-04      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ACCENTRO REAL ESTATE AG                                     | ACCENTRO REAL ESTATE AG PIK 10% 12/30/2027                                         | CUSIP: N/A<br>LEI: 391200VKLY50XNAFCM46       | Long             | DBT              | CORP              | DE        |    101658 | PA      | $125774.18    | 0.12%             | 2027-12-30      | Fixed         | 0.10%                 | No            |                  2 | 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      | $112872.19    | 0.11%             | 2031-05-13      | Fixed         | 0.03%                 | 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      | $309136.52    | 0.30%             | 2032-11-17      | Fixed         | 0.03%                 | 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      | $515621.59    | 0.50%             | 2036-08-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                 | UNITED STATES TREASURY BOND 4.625% 11/15/2045                                      | CUSIP: 912810UQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    245000 | PA      | $236310.16    | 0.23%             | 2045-11-15      | Fixed         | 0.05%                 | 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      | $113257.82    | 0.11%             | 2031-11-24      | Fixed         | 0.03%                 | 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      | $240153.08    | 0.23%             | 2036-02-26      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SYDNEY FUTURES EXCHANGE LTD                                 | AUST 10Y BOND FUT JUN26 XMM6                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | AU        |         8 | NC      | $-3475.29     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN GOVERNMENT OF                                         | JAPAN GOVERNMENT OF 0% 04/06/2026                                                  | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 164350000 | PA      | $1035467.03   | 1.01%             | 2026-04-06      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ORANGE                                                      | ORANGE 4.75% 01/13/2033 144A                                                       | CUSIP: 685218AE9<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $197764.43    | 0.19%             | 2033-01-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ORANGE                                                      | ORANGE 5% 01/13/2036 144A                                                          | CUSIP: 685218AF6<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    260000 | PA      | $255379.19    | 0.25%             | 2036-01-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LTD                                 | NATIONAL AUSTRALIA BANK LTD 3.612%/VAR 01/22/2036 REGS                             | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | DBT              | CORP              | AU        |    300000 | PA      | $339577.16    | 0.33%             | 2036-01-22      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                   | UST NOTES 4% 01/31/2033                                                            | CUSIP: 91282CPY1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2516000 | PA      | $2496736.88   | 2.43%             | 2033-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                 | BNPI SWAP CDS 06/20/31 BMW B                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DCR              | CORP              | FR        |    345000 | NC      | $-6842.31     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                 | BNPI SWAP CDS 06/20/31 ASSGEN B                                                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DCR              | CORP              | FR        |    180000 | NC      | $2498.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                 | BNPI SWAP CDS 06/20/31 DB B                                                        | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DCR              | CORP              | FR        |    160000 | NC      | $5575.08      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | JPSW SWAP CDS 06/20/31 ISPIM B                                                     | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DCR              | CORP              | US        |    275000 | NC      | $3667.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                      | GSCM SWAP CDS 06/20/31 UCGIM B                                                     | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DCR              | CORP              | US        |    150000 | NC      | $2977.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                 | BNPI SWAP CDS 06/20/31 SOCGE B                                                     | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DCR              | CORP              | FR        |    240000 | NC      | $4633.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                 | BNPI SWAP CDS 06/20/31 ALVGR B                                                     | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DCR              | CORP              | FR        |     90000 | NC      | $782.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                 | BNPI SWAP CDS 06/20/31 HEIGR B                                                     | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DCR              | CORP              | FR        |    160000 | NC      | $-36270.36    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| INFINEON TECHNOLOGIES AG                                    | INFINEON TECHNOLOGIES AG 3.5% 02/16/2034 REGS                                      | CUSIP: N/A<br>LEI: TSI2PJM6EPETEQ4X1U25       | Long             | DBT              | CORP              | DE        |    300000 | PA      | $337031.54    | 0.33%             | 2034-02-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ZF EUROPE FINANCE BV                                        | ZF EUROPE FINANCE BV 5.5% 02/17/2032 REGS                                          | CUSIP: N/A<br>LEI: 549300RI533US2G6G542       | Long             | DBT              | CORP              | NL        |    200000 | PA      | $218288.76    | 0.21%             | 2032-02-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MARKS and SPENCER PLC                                       | MARKS and SPENCER PLC 5.125% 08/18/2032 REGS                                       | CUSIP: N/A<br>LEI: 213800CN1RI3UCIZWB95       | Long             | DBT              | CORP              | GB        |    200000 | PA      | $257656.91    | 0.25%             | 2032-08-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ANGLIAN WATER (OSPREY) FINANCING PLC                        | ANGLIAN WATER (OSPREY) FINANCING PLC 6.375% 08/18/2033 REGS                        | CUSIP: N/A<br>LEI: 21380072JDZ74GW9ZY87       | Long             | DBT              | CORP              | GB        |    200000 | PA      | $256152.31    | 0.25%             | 2033-08-18      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                                        | ROMANIA REPUBLIC OF 4.625% 03/04/2033 144A                                         | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |    315000 | PA      | $339744.06    | 0.33%             | 2033-03-04      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                              | AMAZON.COM INC 3.7% 03/16/2035                                                     | CUSIP: 023135DQ6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    400000 | PA      | $458886.38    | 0.45%             | 2035-03-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KION GROUP AG                                               | KION GROUP AG 4.125% 03/24/2031 REGS                                               | CUSIP: N/A<br>LEI: 5299005KY91C4C6U9H17       | Long             | DBT              | CORP              | DE        |    444000 | PA      | $507444.86    | 0.49%             | 2031-03-24      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AKELIUS RESIDENTIAL AB                                      | AKELIUS RESIDENTIAL AB 3.95% 03/25/2031 REGS                                       | CUSIP: N/A<br>LEI: 213800REBFN6T3PU8L97       | Long             | DBT              | CORP              | SE        |    200000 | PA      | $226058.50    | 0.22%             | 2031-03-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMPHENOL TECHNOLOGIES HOLDING GMBH                          | AMPHENOL TECHNOLOGIES HOLDING GMBH 3.625% 03/30/2031                               | CUSIP: N/A<br>LEI: 549300110BRSS7DV8V39       | Long             | DBT              | CORP              | DE        |    140000 | PA      | $162406.02    | 0.16%             | 2031-03-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COCA COLA HBC FIN BV                                        | COCA COLA HBC FIN BV 4% 10/01/2033 REGS                                            | CUSIP: N/A<br>LEI: 549300BXVNOCYQ83FU09       | Long             | DBT              | CORP              | NL        |    280000 | PA      | $326975.47    | 0.32%             | 2033-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-30

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

**Signature:** Laura M. Del Prato

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

**Title:** President and Treasurer