# EDGAR Filing Document

**Accession Number:** 0000215829
**File Stem:** 0001752724-25-198526
**Filing Date:** 2025-8
**Character Count:** 117032
**Document Hash:** e785ab29b08823c50c184643fc071b89
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-198526.hdr.sgml**: 20250822

**ACCESSION NUMBER**: 0001752724-25-198526

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250822

**DATE AS OF CHANGE**: 20250822

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** FIDELITY SCHOOL STREET TRUST
- **CENTRAL INDEX KEY:** 0000215829

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02676
- **FILM NUMBER:** 251243336

**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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FIDELITY SCHOOL STREET TRUST/
- **DATE OF NAME CHANGE:** 19940526

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FIDELITY LIMITED TERM MUNICIPALS
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### Fidelity Global Credit Fund (Series ID: S000037006)

| Class ID   | Class Name                                   | Ticker Symbol   |
|:---|:---|:---|
| C000113297 | Fidelity Advisor Global Credit Fund: Class A | FGBZX           |
| C000113298 | Fidelity Advisor Global Credit Fund: Class M | FGBWX           |
| C000113299 | Fidelity Advisor Global Credit Fund: Class C | FGBYX           |
| C000113300 | Fidelity Advisor Global Credit Fund: Class I | FGBIX           |
| C000113301 | Fidelity Global Credit Fund                  | FGBFX           |
| C000205054 | Fidelity Advisor Global Credit Fund: Class Z | FIQYX           |

## 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 School Street Trust

- **b. Investment Company Act file number:** 811-02676

- **c. CIK number of Registrant:** 0000215829

- **d. LEI of Registrant:** WX9R9SUUXPO900BH1D05

- **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 Global Credit Fund

- **b. EDGAR series identifier (if any):** S000037006

- **c. LEI of Series:** 23Q326LICSX6QXU20665

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

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

- **b. Date as of which information is reported:** 2025-06-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $59650740.93

**Total Liabilities:** $3639270.21

**Net Assets:** $56011470.72

**Cash Not Reported:** $404477.16

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 1279.07709502 | **1-Year:** 5322.57158314 | **5-Year:** 12134.39675742 | **10-Year:** 6640.49547388 | **30-Year:** 2255.25926332

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

- **3-Month:** 186.78719920 | **1-Year:** 648.16803892 | **5-Year:** 727.74382354 | **10-Year:** 161.94237579 | **30-Year:** 36.44824890

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000205054 | 0.48%                | -0.12%               | 1.49%                |
| Class ID C000113297 | 0.53%                | -0.12%               | 1.37%                |
| Class ID C000113299 | 0.36%                | -0.25%               | 1.37%                |
| Class ID C000113300 | 0.46%                | -0.12%               | 1.50%                |
| Class ID C000113301 | 0.58%                | -0.12%               | 1.37%                |
| Class ID C000113298 | 0.53%                | -0.12%               | 1.37%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $14687.95                | $-8944.20                                  |
| Month 2  | $22602.18                | $-77469.61                                 |
| Month 3  | $-110433.33              | $480041.04                                 |

**Designated Index Information**

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

- **Index Identifier:** 19806211

### Schedule of Portfolio Investments

| Name                                                                            | Title                                                                                           | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ANGLIAN WATER SVCS FINANC PLC                                                   | ANGLIAN WATER SVCS FINANC PLC STEP 01/15/2029                                                   | CUSIP: N/A<br>LEI: 213800DL377MH46PDY63       | Long             | DBT              | CORP              | GB        |    100000 | PA      | $142938.12    | 0.26%             | 2029-01-15      | 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        |    200000 | PA      | $213440.03    | 0.38%             | 2034-01-10      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| RWE FINANCE US LLC                                                              | RWE FINANCE US LLC 5.875% 04/16/2034 144A                                                       | CUSIP: 749983AA0<br>LEI: 529900J7MYLKI84UP772 | Long             | DBT              | CORP              | US        |    202000 | PA      | $208967.08    | 0.37%             | 2034-04-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                     | BNP PARIBAS 5.786%/VAR 01/13/2033 144A                                                          | CUSIP: 09659W3A0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     52000 | PA      | $54095.80     | 0.10%             | 2033-01-13      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | BOEING CO 7.008% 05/01/2064                                                                     | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     16000 | PA      | $17573.55     | 0.03%             | 2064-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | BOEING CO 6.388% 05/01/2031                                                                     | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11821.64     | 0.02%             | 2031-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 4.2% 03/15/2028 | CUSIP: 161175BK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    347000 | PA      | $343962.88    | 0.61%             | 2028-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE NETHERLANDS B.V.                                        | IMPERIAL BRANDS FINANCE NETHERLANDS B.V. 5.25% 02/15/2031 REGS                                  | CUSIP: N/A<br>LEI: 724500GIEFJOBWGD0272       | Long             | DBT              | CORP              | NL        |    310000 | PA      | $395085.35    | 0.71%             | 2031-02-15      | Fixed         | 0.05%                 | 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        |    200000 | PA      | $277405.98    | 0.50%             | 2032-03-05      | Fixed         | 0.06%                 | 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        |    500000 | PA      | $564647.41    | 1.01%             |  |  |  | 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        |    610000 | PA      | $654075.67    | 1.17%             | 2033-11-21      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ANGLIAN WATER SVCS FINANC PLC                                                   | ANGLIAN WATER SVCS FINANC PLC 5.875% 06/20/2031 REGS                                            | CUSIP: N/A<br>LEI: 213800DL377MH46PDY63       | Long             | DBT              | CORP              | GB        |    150000 | PA      | $210639.73    | 0.38%             | 2031-06-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                           | FX Forward: USD/EUR settle 2025-07-08                                                           | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2097.36     | -0.00%            |  |  |  | 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        |    200000 | PA      | $238613.11    | 0.43%             | 2033-03-17      | Variable      | 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        |    100000 | PA      | $116723.07    | 0.21%             | 2032-01-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN BANK GMBH                                                            | VOLKSWAGEN BANK GMBH 3.5% 06/19/2031 REGS                                                       | CUSIP: N/A<br>LEI: 529900GJD3OQLRZCKW37       | Long             | DBT              | CORP              | DE        |    100000 | PA      | $117455.87    | 0.21%             | 2031-06-19      | Fixed         | 0.04%                 | 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        |    400000 | PA      | $469918.46    | 0.84%             | 2032-06-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                              | FX Forward: GBP/USD settle 2025-07-08                                                           | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $2938.46      | 0.01%             |  |  |  | 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        |    115000 | PA      | $142872.46    | 0.26%             | 2035-05-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                    | BARCLAYS PLC 8.407%/VAR 11/14/2032 REGS                                                         | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |    150000 | PA      | $220071.59    | 0.39%             | 2032-11-14      | Variable      | 0.08%                 | 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        |    150000 | PA      | $207946.59    | 0.37%             | 2034-09-19      | Fixed         | 0.06%                 | 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        |    425000 | PA      | $492737.34    | 0.88%             | 2032-06-06      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CARLSBERG BREWERIES A/S                                                         | CARLSBERG BREWERIES A/S 3.25% 02/28/2032 REGS                                                   | CUSIP: N/A<br>LEI: 5493008YL42784DMWN61       | Long             | DBT              | CORP              | DK        |    150000 | PA      | $176268.44    | 0.31%             | 2032-02-28      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                              | FX Forward: USD/AUD settle 2025-07-08                                                           | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-142.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                    | ALPHABET INC 3.375% 05/06/2037                                                                  | CUSIP: 02079KAR8<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $115639.49    | 0.21%             | 2037-05-06      | Fixed         | 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        |    243000 | PA      | $225262.70    | 0.40%             | 2029-09-15      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.75% 08/31/2031                                                                      | CUSIP: 91282CLJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    760000 | PA      | $752904.69    | 1.34%             | 2031-08-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AIA GROUP LTD                                                                   | AIA GROUP LTD 0.88%/VAR 09/09/2033 REGS                                                         | CUSIP: N/A<br>LEI: ZP5ILWVSYE4LJGMMVD57       | Long             | DBT              | CORP              | HK        |    200000 | PA      | $217784.30    | 0.39%             | 2033-09-09      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                     | FX Forward: EUR/USD settle 2025-07-08                                                           | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |         1 | NC      | $2596.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                          | US LONG BOND(CBT) FUT SEP25 USU5                                                                | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |        31 | NC      | $143848.53    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL HEALTH SERVICES INC                                                   | UNIVERSAL HEALTH SERVICES INC 2.65% 10/15/2030                                                  | CUSIP: 913903AW0<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    695000 | PA      | $619674.94    | 1.11%             | 2030-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                              | FX Forward: USD/EUR settle 2025-07-08                                                           | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-6714.88     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                              | FX Forward: USD/JPY settle 2025-07-08                                                           | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $1909.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VODAFONE GRP PLC                                                                | VODAFONE GROUP PLC 4.875%/VAR 10/03/2078 REGS                                                   | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |    100000 | PA      | $137100.47    | 0.24%             | 2078-10-03      | Variable      | 0.05%                 | 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        |    200000 | PA      | $238380.33    | 0.43%             | 2032-09-19      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BRITISH AMERICAN TOBACCO PLC                                                    | BRITISH AMERICAN TOBACCO PLC 3%/VAR PERP REGS                                                   | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EP               | CORP              | GB        |    388000 | PA      | $454105.80    | 0.81%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC 5.813%/VAR 05/22/2033 REGS                                                    | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |    125000 | PA      | $176150.03    | 0.31%             | 2033-05-22      | 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      | $121313.07    | 0.22%             | 2029-07-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN and CO.                                                 | FX Forward: USD/AUD settle 2025-07-08                                                           | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-930.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE SA 5.716%/VAR 01/18/2030 144A                                                              | CUSIP: 05571AAV7<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $257391.73    | 0.46%             | 2030-01-18      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| NOVO NORDISK FINANCE NETHERLANDS BV                                             | NOVO NORDISK FINANCE NETHERLANDS BV 3.625% 05/27/2037 REGS                                      | CUSIP: N/A<br>LEI: 549300X0PCJ6M2JZQW91       | Long             | DBT              | CORP              | NL        |    325000 | PA      | $384437.82    | 0.69%             | 2037-05-27      | Fixed         | 0.04%                 | 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        |    150000 | PA      | $196224.64    | 0.35%             | 2027-05-31      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                                           | CANADA GOVERNMENT OF 3.25% 12/01/2034                                                           | CUSIP: 135087S21<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     95000 | PA      | $69745.69     | 0.12%             | 2034-12-01      | Fixed         | 0.03%                 | 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        |    200000 | PA      | $201789.18    | 0.36%             | 2030-03-18      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.125% 07/31/2031                                                                     | CUSIP: 91282CLD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $505615.25    | 0.90%             | 2031-07-31      | 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        |    275000 | PA      | $269199.22    | 0.48%             | 2044-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                               | ARES CAPITAL CORP 2.15% 07/15/2026                                                              | CUSIP: 04010LBA0<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    208000 | PA      | $202684.85    | 0.36%             | 2026-07-15      | Fixed         | 0.02%                 | 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        |    500000 | PA      | $570667.64    | 1.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                              | FX Forward: USD/AUD settle 2025-07-08                                                           | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1642.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC 6.8%/VAR 09/14/2031                                                           | CUSIP: 404280EB1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $148253.60    | 0.26%             | 2031-09-14      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                          | FX Forward: USD/EUR settle 2025-07-08                                                           | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-991.47      | -0.00%            |  |  |  | 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        |    100000 | PA      | $111423.70    | 0.20%             | 2034-12-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ANGLIAN WATER SVCS FINANC PLC                                                   | ANGLIAN WATER SVCS FINANC PLC 6.293% 07/30/2030 REGS                                            | CUSIP: N/A<br>LEI: 213800DL377MH46PDY63       | Long             | DBT              | CORP              | GB        |     25000 | PA      | $35741.61     | 0.06%             | 2030-07-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARGENTARIA S.A                                             | BANCO BILBAO VIZ ARGENTARIA SA 6.033%/VAR 03/13/2035                                            | CUSIP: 05946KAR2<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $208543.74    | 0.37%             | 2035-03-13      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INC/OH                                                    | HUNTINGTON BANCSHARES INC/OH 6.208%/VAR 08/21/2029                                              | CUSIP: 446150BC7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    150000 | PA      | $157397.64    | 0.28%             | 2029-08-21      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL HOTELS GROUP PLC NEW                                           | INTERCONTINENT HTL GRP PLC NEW 3.375% 10/08/2028 REGS                                           | CUSIP: N/A<br>LEI: 2138007ZFQYRUSLU3J98       | Long             | DBT              | CORP              | GB        |    130000 | PA      | $170838.48    | 0.31%             | 2028-10-08      | Fixed         | 0.03%                 | 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        |    300000 | PA      | $353778.41    | 0.63%             | 2030-08-27      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                                           | AMERICAN AIRLINES INC 3.75% 04/15/2027                                                          | CUSIP: 023771S41<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |     52591 | PA      | $52229.12     | 0.09%             | 2027-04-15      | 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        |    125000 | PA      | $146617.17    | 0.26%             | 2032-09-04      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                              | FX Forward: EUR/USD settle 2025-07-08                                                           | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $6208.86      | 0.01%             |  |  |  | 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        |    160000 | PA      | $167309.91    | 0.30%             | 2035-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                              | FX Forward: USD/EUR settle 2025-07-08                                                           | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1263.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                                               | EURO-BUND FUTURE SEP25 RXU5                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |        -5 | NC      | $3884.02      | 0.01%             |  |  |  | No            |                  1 | 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        |    200000 | PA      | $236238.96    | 0.42%             | 2033-01-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SUPERNOVA INVEST GMBH                                                           | SUPERNOVA INVEST GMBH 5% 06/24/2030 REGS                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | AT        |    100000 | PA      | $117985.83    | 0.21%             | 2030-06-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                               | ARES CAPITAL CORP 3.25% 07/15/2025                                                              | CUSIP: 04010LAY9<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    260000 | PA      | $259841.07    | 0.46%             | 2025-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WESTERN GAS PARTNERS LP                                                         | WESTERN GAS PARTNERS LP STEP 02/01/2030                                                         | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    261000 | PA      | $251010.15    | 0.45%             | 2030-02-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SSE PLC                                                                         | SSE PLC 3.74%/VAR PERP REGS                                                                     | CUSIP: N/A<br>LEI: 549300KI75VYLLMSK856       | Long             | EP               | CORP              | GB        |    278000 | PA      | $377010.58    | 0.67%             |  |  |  | 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        |    100000 | PA      | $156202.55    | 0.28%             | 2034-01-06      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| KBC GROUPE SA/NV                                                                | KBC GROUPE SA/NV 3.5%/VAR 01/21/2032 REGS                                                       | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | DBT              | CORP              | BE        |    300000 | PA      | $357696.30    | 0.64%             | 2032-01-21      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                     | BNPI SWAP CDS 06/20/30 BMW B                                                                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DCR              | CORP              | FR        |    700000 | NC      | $-14865.34    | -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        |    870000 | PA      | $877714.46    | 1.57%             | 2032-03-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BARRY CALLEBAUT SVCS NV                                                         | BARRY CALLEBAUT SVCS NV 4.25% 08/19/2031 REGS                                                   | CUSIP: N/A<br>LEI: 213800R1F1EJYM4ICO85       | Long             | DBT              | CORP              | BE        |    200000 | PA      | $236838.90    | 0.42%             | 2031-08-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GRP AG                                                            | CREDIT SUISSE GRP AG 7.5%/VAR PERP REGS                                                         | CUSIP: N/A<br>LEI: 549300506SI9CRFV9Z86       | Long             | EP               | CORP              | CH        |   1389000 | PA      | $93757.50     | 0.17%             |  |  |  | No            |                  3 | On Loan: No      |
| SABRA HEALTH CARE LP                                                            | SABRA HEALTH CARE LP 3.2% 12/01/2031                                                            | CUSIP: 78574MAA1<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |     94000 | PA      | $83765.55     | 0.15%             | 2031-12-01      | Fixed         | 0.03%                 | 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      | $116598.59    | 0.21%             | 2045-05-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PROPERTY PARTNERS EUROPE HOLDINGS SARL                               | BLACKSTONE PROP PARTNERS EUR HOLD 1% 05/04/2028 REGS                                            | CUSIP: N/A<br>LEI: 213800Y3B5GQFBGVHP79       | Long             | DBT              | CORP              | LU        |    102000 | PA      | $113363.58    | 0.20%             | 2028-05-04      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                                           | CANADA GOVERNMENT OF 3% 06/01/2034                                                              | CUSIP: 135087R48<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     50000 | PA      | $36090.94     | 0.06%             | 2034-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4.125% 08/15/2044                                                   | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    785000 | PA      | $719164.26    | 1.28%             | 2044-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.625% 09/30/2031                                                                     | CUSIP: 91282CLM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $491640.63    | 0.88%             | 2031-09-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                              | FX Forward: EUR/USD settle 2025-07-08                                                           | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $4895.20      | 0.01%             |  |  |  | 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        |    250000 | PA      | $302350.32    | 0.54%             | 2032-04-12      | Fixed         | 0.04%                 | 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        |    125000 | PA      | $147157.17    | 0.26%             | 2037-06-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                              | JPSW SWAP CDS 06/20/30 ISPIM B                                                                  | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DCR              | CORP              | US        |    300000 | NC      | $-751.76      | -0.00%            |  |  |  | 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        |    600000 | PA      | $703794.50    | 1.26%             | 2033-03-05      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                          | FX Forward: USD/EUR settle 2025-07-08                                                           | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-825015.72   | -1.47%            |  |  |  | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                      | CAPITAL ONE FINANCIAL CORP 5.817%/VAR 02/01/2034                                                | CUSIP: 14040HCY9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     76000 | PA      | $78403.11     | 0.14%             | 2034-02-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE FINANCIALS                                                   | LONG GILT FUTURE SEP25 G U5                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |        -3 | NC      | $-11319.05    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| HEIMSTADEN AB                                                                   | HEIMSTADEN AB 4.375% 03/06/2027 REGS                                                            | CUSIP: N/A<br>LEI: 549300WD2QBD89VBPV88       | Long             | DBT              | CORP              | SE        |    300000 | PA      | $342783.45    | 0.61%             | 2027-03-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SYDNEY FUTURES EXCHANGE LTD                                                     | AUST 10Y BOND FUT SEP25 XMU5                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | AU        |         2 | NC      | $1297.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SW FINANCE I PLC                                                                | SW FINANCE I PLC 2.375% 05/28/2028 REGS                                                         | CUSIP: N/A<br>LEI: 549300BHN1HB5BNG2R96       | Long             | DBT              | CORP              | GB        |    170000 | PA      | $204428.94    | 0.36%             | 2028-05-28      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BANCO ESPIRITO SANTO SA                                                         | BANCO ESPIRITO SANTO SA 4% 12/31/2049 REGS                                                      | CUSIP: N/A<br>LEI: UBGVXZLX4SCS302CM391       | Long             | DBT              | CORP              | PT        |    200000 | PA      | $51829.80     | 0.09%             | 2049-12-31      | Fixed         | 0.04%                 | No            |                  3 | On Loan: No      |
| ANGLIAN WATER (OSPREY) FINANCING PLC                                            | ANGLIAN WATER (OSPREY) FINANCING PLC 2% 07/31/2028 REGS                                         | CUSIP: N/A<br>LEI: 21380072JDZ74GW9ZY87       | Long             | DBT              | CORP              | GB        |    175000 | PA      | $211102.73    | 0.38%             | 2028-07-31      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WOLTERS KLUWER NV                                                               | WOLTERS KLUWER NV 3% 09/25/2030 REGS                                                            | CUSIP: N/A<br>LEI: 724500TEM53I0U077B74       | Long             | DBT              | CORP              | NL        |    100000 | PA      | $117992.42    | 0.21%             | 2030-09-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MONTREAL EXCHANGE (THE)                                                         | CAN 10YR BOND FUT SEP25 CNU5                                                                    | CUSIP: N/A<br>LEI: 549300DKBYNOI0B1NP44       | N/A              | DIR              | CORP              | CA        |        10 | NC      | $5364.86      | 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        |    240000 | PA      | $281464.08    | 0.50%             | 2031-09-27      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| SHURGARD LUXEMBOURG SARL                                                        | SHURGARD LUXEMBOURG SARL 4% 05/27/2035 REGS                                                     | CUSIP: N/A<br>LEI: 54930064DJ4U15OBV665       | Long             | DBT              | CORP              | LU        |    200000 | PA      | $234990.79    | 0.42%             | 2035-05-27      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                     | FX Forward: USD/GBP settle 2025-07-08                                                           | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |         1 | NC      | $-174965.08   | -0.31%            |  |  |  | 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        |    364000 | PA      | $410209.79    | 0.73%             | 2081-09-15      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                                                                    | VONTIER CORP 2.4% 04/01/2028                                                                    | CUSIP: 928881AD3<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |    695000 | PA      | $652875.13    | 1.17%             | 2028-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.125% 02/29/2032                                                                     | CUSIP: 91282CMR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    740000 | PA      | $746764.06    | 1.33%             | 2032-02-29      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | BOEING CO 5.15% 05/01/2030                                                                      | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    313000 | PA      | $318665.15    | 0.57%             | 2030-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                                                  | COMMERZBANK AG 8.625%/VAR 02/28/2033 REGS                                                       | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |    100000 | PA      | $147613.96    | 0.26%             | 2033-02-28      | Variable      | 0.09%                 | 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        |    400000 | PA      | $469622.75    | 0.84%             | 2037-02-18      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                           | FX Forward: USD/EUR settle 2025-07-08                                                           | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1749.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ACCENTRO REAL ESTATE AG                                                         | ACCENTRO REAL ESTATE AG STEP 02/13/2026 REGS                                                    | CUSIP: N/A<br>LEI: 391200VKLY50XNAFCM46       | Long             | DBT              | CORP              | DE        |    315000 | PA      | $134507.17    | 0.24%             | 2026-02-13      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                          | GSCM SWAP CDS 06/20/30 UCGIM B                                                                  | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DCR              | CORP              | US        |    300000 | NC      | $982.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN and CO.                                                 | FX Forward: USD/AUD settle 2025-07-08                                                           | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-211.49      | -0.00%            |  |  |  | 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      | $237861.90    | 0.42%             | 2036-03-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FIDELIDADE CO DE SEGUROS SAPORTUGAL                                             | FIDELIDADE CO DE SEGUROS SAPORTUGAL 4.25%/VAR 09/04/2031 REGS                                   | CUSIP: N/A<br>LEI: 529900FNLE8ZOPUOT704       | Long             | DBT              | CORP              | PT        |    200000 | PA      | $236674.55    | 0.42%             | 2031-09-04      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| TRAVIS PERKINS PLC                                                              | TRAVIS PERKINS PLC 3.75% 02/17/2026 REGS                                                        | CUSIP: N/A<br>LEI: 2138001I27OUBAF22K83       | Long             | DBT              | CORP              | GB        |    100000 | PA      | $134690.18    | 0.24%             | 2026-02-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                                                     | PAYCHEX INC 5.35% 04/15/2032                                                                    | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6161.07      | 0.01%             | 2032-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                      | CAPITAL ONE FINANCIAL CORP 6.7% 11/29/2032                                                      | CUSIP: 254709AS7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     15000 | PA      | $16378.74     | 0.03%             | 2032-11-29      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                     | FX Forward: USD/EUR settle 2025-07-08                                                           | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |         1 | NC      | $-19343.61    | -0.03%            |  |  |  | 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        |    200000 | PA      | $212540.51    | 0.38%             | 2030-11-21      | Fixed         | 0.06%                 | 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        |    278000 | PA      | $309112.13    | 0.55%             | 2029-03-12      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                              | FX Forward: USD/EUR settle 2025-07-08                                                           | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-8404.82     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                             | PETROLEOS MEXICANOS 5.95% 01/28/2031                                                            | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    405000 | PA      | $365148.00    | 0.65%             | 2031-01-28      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC 8.201%/VAR 11/16/2034 REGS                                                    | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |    100000 | PA      | $151483.10    | 0.27%             | 2034-11-16      | Variable      | 0.08%                 | 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        |    250000 | PA      | $242448.30    | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                      | CAPITAL ONE FINANCIAL CORP 5.468%/VAR 02/01/2029                                                | CUSIP: 14040HCX1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     44000 | PA      | $45055.07     | 0.08%             | 2029-02-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIES LP                                                    | HUDSON PACIFIC PROPERTIES LP 3.95% 11/01/2027                                                   | CUSIP: 44409MAA4<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |    486000 | PA      | $466054.71    | 0.83%             | 2027-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                           | TIME WARNER CABLE LLC 5.875% 11/15/2040                                                         | CUSIP: 88732JAY4<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    278000 | PA      | $266897.29    | 0.48%             | 2040-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 1.125% 08/15/2040                                                   | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1800000 | PA      | $1107351.56   | 1.98%             | 2040-08-15      | Fixed         | 0.01%                 | 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      | $118579.28    | 0.21%             | 2043-06-02      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ELANCO ANIMAL HEALTH INC                                                        | ELANCO ANIMAL HEALTH INC VAR 08/28/2028                                                         | CUSIP: 28414HAG8<br>LEI: 549300SHPNDCE059M934 | Long             | DBT              | CORP              | US        |    243000 | PA      | $252772.97    | 0.45%             | 2028-08-28      | Variable      | 0.07%                 | 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        |    800000 | PA      | $931714.16    | 1.66%             | 2031-08-17      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                     | BNPI SWAP CDS 06/20/30 DB B                                                                     | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DCR              | CORP              | FR        |    250000 | NC      | $4312.65      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HEIMSTADEN BOSTAD AB                                                            | HEIMSTADEN BOSTAD AB EUSA5+NA PERP REGS                                                         | CUSIP: N/A<br>LEI: 549300TJR3PR8EXILG79       | Long             | EP               | CORP              | SE        |    150000 | PA      | $172496.05    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                             | JAPAN GOVERNMENT OF 0.9% 09/20/2034                                                             | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  19000000 | PA      | $126547.48    | 0.23%             | 2034-09-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DHL GROUP                                                                       | DHL GROUP 3.125% 06/05/2032 REGS                                                                | CUSIP: N/A<br>LEI: 8ER8GIG7CSMVD8VUFE78       | Long             | DBT              | CORP              | DE        |    250000 | PA      | $296048.28    | 0.53%             | 2032-06-05      | Fixed         | 0.03%                 | 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        |    100000 | PA      | $137156.00    | 0.24%             | 2031-09-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR                              | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 3.3% 01/30/2032                              | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $135898.47    | 0.24%             | 2032-01-30      | Fixed         | 0.03%                 | 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        |    125000 | PA      | $149475.96    | 0.27%             | 2030-02-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC 2.45% 02/15/2031 144A                                                              | CUSIP: 11135FBH3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    190000 | PA      | $169897.01    | 0.30%             | 2031-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                  | AIR LEASE CORP 3.125% 12/01/2030                                                                | CUSIP: 00914AAK8<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    191000 | PA      | $176499.79    | 0.32%             | 2030-12-01      | Fixed         | 0.03%                 | 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        |    240000 | PA      | $167051.11    | 0.30%             | 2033-05-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BUILDING SOCIETY                                                     | NATIONWIDE BUILDING SOC(UNGTD) 4%/VAR 07/30/2035 REGS                                           | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |    100000 | PA      | $118955.90    | 0.21%             | 2035-07-30      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| AROUNDTOWN SA                                                                   | AROUNDTOWN SA 3.375%/VAR PERP REGS                                                              | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | EP               | CORP              | LU        |   1100000 | PA      | $1204420.89   | 2.15%             |  |  |  | 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        |    590000 | PA      | $632441.35    | 1.13%             |  |  |  | No            |                  2 | On Loan: No      |
| WERFENLIFE SA                                                                   | WERFENLIFE SA 4.625% 06/06/2028 REGS                                                            | CUSIP: N/A<br>LEI: 9598003BHZ02SG7LKD16       | Long             | DBT              | CORP              | ES        |    200000 | PA      | $246424.31    | 0.44%             | 2028-06-06      | Fixed         | 0.05%                 | 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        |    200000 | PA      | $237531.26    | 0.42%             | 2032-05-21      | Fixed         | 0.04%                 | 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        |     56000 | PA      | $74602.21     | 0.13%             | 2041-12-12      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                                 | DANSKE BANK AS (UNGTD) 3.875%/VAR 01/09/2032 REGS                                               | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | DBT              | CORP              | DK        |    465000 | PA      | $564349.87    | 1.01%             | 2032-01-09      | Variable      | 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        |    100000 | PA      | $118491.70    | 0.21%             | 2035-08-04      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITYCON OYJ                                                                     | CITYCON OYJ 7.875%/VAR PERP REGS                                                                | CUSIP: N/A<br>LEI: 549300P8N0P6KDGTJ206       | Long             | EP               | CORP              | FI        |    243000 | PA      | $285647.15    | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| FLUXYS SA                                                                       | FLUXYS SA 4% 11/28/2030 REGS                                                                    | CUSIP: N/A<br>LEI: 529900UEWUHSPPJQ1R79       | Long             | DBT              | CORP              | BE        |    200000 | PA      | $238300.23    | 0.43%             | 2030-11-28      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE                                                           | ELECTRICITE DE FRANCE 5.5% 01/25/2035 REGS                                                      | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |    200000 | PA      | $266817.20    | 0.48%             | 2035-01-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMPRION GMBH                                                                    | AMPRION GMBH 3.875% 06/05/2036 REGS                                                             | CUSIP: N/A<br>LEI: 529900ZIV0ETYHYZM863       | Long             | DBT              | CORP              | DE        |    100000 | PA      | $117929.43    | 0.21%             | 2036-06-05      | 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        |    100000 | PA      | $123891.97    | 0.22%             | 2034-10-09      | Variable      | 0.06%                 | 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        |     50000 | PA      | $48995.65     | 0.09%             | 2031-07-16      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| QBE INS GROUP LTD                                                               | QBE INS GROUP LTD 2.5%/VAR 09/13/2038 REGS                                                      | CUSIP: N/A<br>LEI: 549300D2FBW76FPUSG65       | Long             | DBT              | CORP              | AU        |    150000 | PA      | $189455.76    | 0.34%             | 2038-09-13      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                                                     | PAYCHEX INC 5.1% 04/15/2030                                                                     | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5120.90      | 0.01%             | 2030-04-15      | Fixed         | 0.05%                 | 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        |    270000 | PA      | $340953.24    | 0.61%             | 2031-09-21      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                         | E.ON SE 3.5% 04/16/2033 REGS                                                                    | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |    275000 | PA      | $327121.93    | 0.58%             | 2033-04-16      | Fixed         | 0.04%                 | 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        |    100000 | PA      | $121824.28    | 0.22%             | 2029-09-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | BOEING CO 6.298% 05/01/2029                                                                     | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14800.12     | 0.03%             | 2029-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.375% 01/31/2032                                                                     | CUSIP: 91282CMK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    240000 | PA      | $245690.63    | 0.44%             | 2032-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                          | US 10YR ULTRA FUT SEP25 UXYU5                                                                   | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |        12 | NC      | $34301.36     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LEG IMMOBILIEN GMBH                                                             | LEG IMMOBILIEN GMBH 3.875% 01/20/2035 REGS                                                      | CUSIP: N/A<br>LEI: 391200SO40AKONBO0Z96       | Long             | DBT              | CORP              | DE        |    100000 | PA      | $115362.53    | 0.21%             | 2035-01-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                    | UBS GROUP AG 4.75%/VAR 03/17/2032 REGS                                                          | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |    600000 | PA      | $759057.00    | 1.36%             | 2032-03-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                                | DEUTSCHE BANK AG 6.125%/VAR 12/12/2030 REGS                                                     | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |    200000 | PA      | $285877.70    | 0.51%             | 2030-12-12      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | BOEING CO 6.528% 05/01/2034                                                                     | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     12000 | PA      | $13038.34     | 0.02%             | 2034-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| Fidelity Revere Street Trust                                                    | Fidelity Cash Central Fund                                                                      | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |   2282257 | NS      | $2282713.78   | 4.08%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                              | FX Forward: USD/CAD settle 2025-07-08                                                           | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1647.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD INC                                                    | ALIMENTATION COUCHE-TARD INC 2.95% 01/25/2030 144A                                              | CUSIP: 01626PAM8<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |     54000 | PA      | $50461.05     | 0.09%             | 2030-01-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.625% 05/31/2031                                                                     | CUSIP: 91282CKU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    150000 | PA      | $155724.61    | 0.28%             | 2031-05-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                                                    | DNB BANK ASA 0.25%/VAR 02/23/2029 REGS                                                          | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | DBT              | CORP              | NO        |    100000 | PA      | $110462.14    | 0.20%             | 2029-02-23      | Variable      | 0.00%                 | 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      | $119841.69    | 0.21%             | 2030-03-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FUNDING ASIA PLC                                                     | PRUDENTIAL FUNDING ASIA PLC T5Y+NA 11/03/2033 REGS                                              | CUSIP: N/A<br>LEI: 2549005TNASWKLR0XC37       | Long             | DBT              | CORP              | GB        |    742000 | PA      | $693899.85    | 1.24%             | 2033-11-03      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| HOLDING D'INFRASTRUCTURES ET DES METIERS DE L'ENVIRONNEMENT                     | HOLDING D'INFRASTRUCTURES ET DES METIERS DE L'ENVIRONNEMENT 0.625% 09/16/2028 REGS              | CUSIP: N/A<br>LEI: 969500I3QVK40XEORU25       | Long             | DBT              | CORP              | FR        |    200000 | PA      | $215221.83    | 0.38%             | 2028-09-16      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.5% 11/15/2033                                                                       | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    755000 | PA      | $775526.56    | 1.38%             | 2033-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC 4.787%/VAR 03/10/2032 REGS                                                    | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |    180000 | PA      | $227773.65    | 0.41%             | 2032-03-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                          | US ULTRA BOND CBT FUT SEP25 WNU5                                                                | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |         8 | NC      | $45358.80     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                           | FX Forward: USD/EUR settle 2025-07-08                                                           | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-3321.63     | -0.01%            |  |  |  | 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        |    250000 | PA      | $295127.23    | 0.53%             | 2035-11-20      | Fixed         | 0.04%                 | 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        |    200000 | PA      | $254546.67    | 0.45%             | 2033-05-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CIMIC FINANCE LTD                                                               | CIMIC FINANCE LTD 1.5% 05/28/2029 REGS                                                          | CUSIP: N/A<br>LEI: 213800SWJBM5VMCQJW54       | Long             | DBT              | CORP              | AU        |    136000 | PA      | $148749.38    | 0.27%             | 2029-05-28      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                        | FORD MOTOR CREDIT CO LLC 6.86% 06/05/2026                                                       | CUSIP: 345397C84<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    130000 | PA      | $181213.60    | 0.32%             | 2026-06-05      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                              | FX Forward: USD/AUD settle 2025-07-08                                                           | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-147.53      | -0.00%            |  |  |  | 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        |    100000 | PA      | $120112.58    | 0.21%             | 2034-03-21      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.625% 04/30/2031                                                                     | CUSIP: 91282CKN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $207656.25    | 0.37%             | 2031-04-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.25% 05/15/2035                                                                      | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    310000 | PA      | $310484.38    | 0.55%             | 2035-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN and CO.                                                 | FX Forward: EUR/USD settle 2025-07-08                                                           | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              | CORP              | US        |         1 | NC      | $3195.36      | 0.01%             |  |  |  | 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      | $121539.02    | 0.22%             | 2036-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                                               | EURO-BOBL FUTURE SEP25 OEU5                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |       -27 | NC      | $9164.03      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.125% 05/31/2032                                                                     | CUSIP: 91282CNF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    220000 | PA      | $221825.25    | 0.40%             | 2032-05-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MOBICO GROUP PLC                                                                | MOBICO GROUP PLC 4.25%/VAR PERP REGS                                                            | CUSIP: N/A<br>LEI: 213800A8IQEMY8PA5X34       | Long             | EP               | CORP              | GB        |    100000 | PA      | $82564.90     | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN and CO.                                                 | FX Forward: USD/GBP settle 2025-07-08                                                           | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-3444.80     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| AES CORP                                                                        | AES CORP 2.45% 01/15/2031                                                                       | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    497000 | PA      | $434498.85    | 0.78%             | 2031-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                    | ING GROEP NV 4.5%/VAR 05/23/2029 REGS                                                           | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |    100000 | PA      | $123417.94    | 0.22%             | 2029-05-23      | Variable      | 0.04%                 | 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        |    150000 | PA      | $157256.32    | 0.28%             | 2027-07-12      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SNAM SPA                                                                        | SNAM SPA 5.75% 05/28/2035 144A                                                                  | CUSIP: 83304JAB3<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $204126.70    | 0.36%             | 2035-05-28      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                                  | FX Forward: GBP/USD settle 2025-07-08                                                           | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |         1 | NC      | $5808.02      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| METRO AG                                                                        | METRO AG 4% 03/05/2030 REGS                                                                     | CUSIP: N/A<br>LEI: 5299006EQ03K3SSUYS12       | Long             | DBT              | CORP              | DE        |    100000 | PA      | $121366.54    | 0.22%             | 2030-03-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE EUROSHOP AG                                                            | DEUTSCHE EUROSHOP AG 4.5% 10/15/2030 REGS                                                       | CUSIP: N/A<br>LEI: 529900Y9QTEFHFEKQ736       | Long             | DBT              | CORP              | DE        |    100000 | PA      | $117793.11    | 0.21%             | 2030-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ARGENTUM NETHERLANDS BV                                                         | ARGENTUM NETHERLANDS BV 5.625%/VAR 08/15/2052 REGS                                              | CUSIP: N/A<br>LEI: 724500RPEZI5VVQQWE89       | Long             | DBT              | CORP              | NL        |    249000 | PA      | $249790.58    | 0.45%             | 2052-08-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| P3 GROUP SARL                                                                   | P3 GROUP SARL 4% 04/19/2032 REGS                                                                | CUSIP: N/A<br>LEI: 529900GR62MT0O5VW110       | Long             | DBT              | CORP              | LU        |    100000 | PA      | $118444.05    | 0.21%             | 2032-04-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SAMHALLSBYGGNADSBOLAGET I NORDEN AB                                             | SAMHALLSBYGGNADSBOLAGET I NORDEN AB 2.624%/VAR PERP REGS                                        | CUSIP: N/A<br>LEI: 549300HX9MRFY47AH564       | Long             | EP               | CORP              | SE        |    313000 | PA      | $260052.17    | 0.46%             |  |  |  | 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        |   1503100 | PA      | $517185.44    | 0.92%             | 2031-01-14      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                        | WARNERMEDIA HOLDINGS INC 4.693% 05/17/2033                                                      | CUSIP: 55903VBH5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    175000 | PA      | $194385.84    | 0.35%             | 2033-05-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                                | ABN AMRO BANK NV 3.875% 01/15/2032 REGS                                                         | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |    100000 | PA      | $121264.77    | 0.22%             | 2032-01-15      | Fixed         | 0.04%                 | 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        |    486000 | PA      | $643683.66    | 1.15%             | 2031-11-28      | Variable      | 0.02%                 | 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        |    100000 | PA      | $117443.73    | 0.21%             | 2032-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOUTHERN GAS NETWORKS PLC                                                       | SOUTHERN GAS NETWORKS PLC 3.5% 10/16/2030 REGS                                                  | CUSIP: N/A<br>LEI: 549300SPX8573VZ2SK79       | Long             | DBT              | CORP              | GB        |    175000 | PA      | $207427.71    | 0.37%             | 2030-10-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JYSKE BANK                                                                      | JYSKE BANK AS 3.625%/VAR 04/29/2031 REGS                                                        | CUSIP: N/A<br>LEI: 3M5E1GQGKL17HI6CPN30       | Long             | DBT              | CORP              | DK        |    125000 | PA      | $149416.62    | 0.27%             | 2031-04-29      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 3.625% 05/15/2053                                                   | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1200000 | PA      | $978750.00    | 1.75%             | 2053-05-15      | Fixed         | 0.04%                 | 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      | $120523.39    | 0.22%             | 2036-05-22      | Variable      | 0.04%                 | 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        |    213000 | PA      | $244218.92    | 0.44%             | 2031-08-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP DEL                                                                | CENTENE CORP 4.625% 12/15/2029                                                                  | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    281000 | PA      | $273309.70    | 0.49%             | 2029-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                     | BNPI SWAP CDS 06/20/30 SOCGEN  B                                                                | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DCR              | CORP              | FR        |    300000 | NC      | $2254.74      | 0.00%             |  |  |  | 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        |    150000 | PA      | $173720.71    | 0.31%             | 2034-02-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MOBICO GROUP PLC                                                                | MOBICO GROUP PLC 4.875% 09/26/2031 REGS                                                         | CUSIP: N/A<br>LEI: 213800A8IQEMY8PA5X34       | Long             | DBT              | CORP              | GB        |    150000 | PA      | $143054.66    | 0.26%             | 2031-09-26      | Fixed         | 0.05%                 | 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        |    329000 | PA      | $378255.61    | 0.68%             | 2082-09-05      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| UNITED UTILITIES WATER FINANCE PLC                                              | UNITED UTILITIES WATER FINANCE PLC 3.5% 02/27/2033 REGS                                         | CUSIP: N/A<br>LEI: 213800313INX42GDLR44       | Long             | DBT              | CORP              | GB        |    125000 | PA      | $146205.74    | 0.26%             | 2033-02-27      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                                                            | ROMANIA REPUBLIC OF 5.875% 07/11/2032 REGS                                                      | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |    200000 | PA      | $237945.90    | 0.42%             | 2032-07-11      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                                                  | COMMERZBANK AG 3.625%/VAR 01/14/2032 REGS                                                       | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |    100000 | PA      | $118760.57    | 0.21%             | 2032-01-14      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                              | REALTY INCOME CORP 3.375% 06/20/2031                                                            | CUSIP: 756109CU6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    200000 | PA      | $234927.58    | 0.42%             | 2031-06-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                          | US 5YR NOTE (CBT) FUT SEP25 FVU5                                                                | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |        31 | NC      | $48646.67     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 3.875% 05/15/2043                                                   | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1070000 | PA      | $955059.53    | 1.71%             | 2043-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP NEW                                                            | DUKE ENERGY CORP NEW 3.85% 06/15/2034                                                           | CUSIP: N/A<br>LEI: I1BZKREC126H0VB1BL91       | Long             | DBT              | CORP              | US        |    207000 | PA      | $241944.76    | 0.43%             | 2034-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                                                | PUGET ENERGY INC 4.1% 06/15/2030                                                                | CUSIP: 745310AK8<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    521000 | PA      | $503244.49    | 0.90%             | 2030-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | BOEING CO 6.858% 05/01/2054                                                                     | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     17000 | PA      | $18610.17     | 0.03%             | 2054-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CLECO CORPORATE HLDGS LLC                                                       | CLECO CORPORATE HLDGS LLC 3.375% 09/15/2029                                                     | CUSIP: 18551PAE9<br>LEI: 5493002H80P81B3HXL31 | Long             | DBT              | CORP              | US        |    695000 | PA      | $646213.01    | 1.15%             | 2029-09-15      | Fixed         | 0.03%                 | 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      | $234957.68    | 0.42%             | 2032-06-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                    | UBS GROUP AG 2.125%/VAR 11/15/2029 REGS                                                         | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |    347000 | PA      | $439668.00    | 0.78%             | 2029-11-15      | Variable      | 0.02%                 | 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        |    200000 | PA      | $221441.81    | 0.40%             | 2029-01-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.25% 06/30/2031                                                                      | CUSIP: 91282CKW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $407390.62    | 0.73%             | 2031-06-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                     | BNPI SWAP CDS 06/20/30 ASSGEN B                                                                 | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DCR              | CORP              | FR        |    350000 | NC      | $-727.63      | -0.00%            |  |  |  | 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        |    100000 | PA      | $120400.42    | 0.21%             | 2035-03-21      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                             | AMERICAN TOWER CORP 3.625% 05/30/2032                                                           | CUSIP: 03027XCQ1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    175000 | PA      | $207605.30    | 0.37%             | 2032-05-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                           | FX Forward: USD/EUR settle 2025-07-08                                                           | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-525.02      | -0.00%            |  |  |  | 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        |    300000 | PA      | $330152.30    | 0.59%             | 2081-08-31      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                                                     | PAYCHEX INC 5.6% 04/15/2035                                                                     | CUSIP: 704326AC1<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6201.97      | 0.01%             | 2035-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                    | BARCLAYS PLC 8.875%/VAR PERP REGS                                                               | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | EP               | CORP              | GB        |    200000 | PA      | $289362.58    | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| CENTENE CORP DEL                                                                | CENTENE CORP 4.25% 12/15/2027                                                                   | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    396000 | PA      | $389999.57    | 0.70%             | 2027-12-15      | Fixed         | 0.04%                 | 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        |    250000 | PA      | $220372.00    | 0.39%             | 2052-05-02      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                                        | COOPERATIEVE RABOBANK UA 1.125% 05/07/2031 REGS                                                 | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |    300000 | PA      | $316330.46    | 0.56%             | 2031-05-07      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.125% 10/31/2031                                                                     | CUSIP: 91282CLU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    415000 | PA      | $419328.32    | 0.75%             | 2031-10-31      | Fixed         | 0.04%                 | 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        |    208000 | PA      | $283994.53    | 0.51%             | 2026-04-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                              | FX Forward: GBP/USD settle 2025-07-08                                                           | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $3564.32      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SCHAEFFLER AG                                                                   | SCHAEFFLER AG 4.75% 08/14/2029 REGS                                                             | CUSIP: N/A<br>LEI: 549300Q7E782X7GC1P43       | Long             | DBT              | CORP              | DE        |    200000 | PA      | $238563.15    | 0.43%             | 2029-08-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-07-30

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

**Signature:** Laura M. Del Prato

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

**Title:** President and Treasurer