# EDGAR Filing Document

**Accession Number:** 0000035315
**File Stem:** 0001752724-25-198581
**Filing Date:** 2025-8
**Character Count:** 127282
**Document Hash:** 75b75e1061edf6b12c9f9ff06309b7dd
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-198581.hdr.sgml**: 20250822

**ACCESSION NUMBER**: 0001752724-25-198581

**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 SALEM STREET TRUST
- **CENTRAL INDEX KEY:** 0000035315

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0430

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02105
- **FILM NUMBER:** 251243393

**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 FIXED INCOME TRUST
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FIDELITY FLEXIBLE BOND FUND
- **DATE OF NAME CHANGE:** 19860904

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FIDELITY CORPORATE BOND FUND INC
- **DATE OF NAME CHANGE:** 19851225

## Series and Classes Contracts Data

### Fidelity SAI International Credit Fund (Series ID: S000079760)

| Class ID   | Class Name                             | Ticker Symbol   |
|:---|:---|:---|
| C000241080 | Fidelity SAI International Credit Fund | FSNDX           |

## 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 Salem Street Trust

- **b. Investment Company Act file number:** 811-02105

- **c. CIK number of Registrant:** 0000035315

- **d. LEI of Registrant:** S4W85DGKOEJ24DPRB829

- **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 SAI International Credit Fund

- **b. EDGAR series identifier (if any):** S000079760

- **c. LEI of Series:** 549300TEODSY2J57HD41

**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:** $1702387945.87

**Total Liabilities:** $110849330.28

**Net Assets:** $1591538615.59

**Cash Not Reported:** $4472569.47

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 32744.16937858 | **1-Year:** 144792.69945775 | **5-Year:** 398091.97719616 | **10-Year:** 247338.30253614 | **30-Year:** 51937.81173780

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

- **3-Month:** 4970.55706965 | **1-Year:** 15012.26236225 | **5-Year:** 24585.76289895 | **10-Year:** 6884.18103810 | **30-Year:** 422.93872701

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000241080 | 0.92%                | 0.00%                | 0.94%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1532014.97              | $4466898.63                                |
| Month 2  | $912862.10               | $-2681365.33                               |
| Month 3  | $3533019.19              | $7123747.50                                |

**Designated Index Information**

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

- **Index Identifier:** 77906588

### Schedule of Portfolio Investments

| Name                                              | Title                                                             | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |    Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ANGLIAN WATER SVCS FINANC PLC                     | ANGLIAN WATER SVCS FINANC PLC 6.25% 09/12/2044 REGS               | CUSIP: N/A<br>LEI: 213800DL377MH46PDY63       | Long             | DBT              | CORP              | GB        |     600000 | PA      | $794264.51    | 0.05%             | 2044-09-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENBW INTERNATIONAL FINANCE BV                     | ENBW INTERNATIONAL FINANCE BV 3.5% 07/22/2031 REGS                | CUSIP: N/A<br>LEI: 724500CNCIO1ZTJ0X675       | Long             | DBT              | CORP              | NL        |    2390000 | PA      | $2883343.88   | 0.18%             | 2031-07-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ANGLIAN WATER SVCS FINANC PLC                     | ANGLIAN WATER SVCS FINANC PLC STEP 01/15/2029                     | CUSIP: N/A<br>LEI: 213800DL377MH46PDY63       | Long             | DBT              | CORP              | GB        |    4575000 | PA      | $6539418.93   | 0.41%             | 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        |    4940000 | PA      | $5271968.64   | 0.33%             | 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        |   19406000 | PA      | $20075322.84  | 1.26%             | 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        |    3336000 | PA      | $3470453.91   | 0.22%             | 2033-01-13      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                             | CANADA GOVERNMENT OF 3.25% 12/01/2033                             | CUSIP: 135087Q72<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    6200000 | PA      | $4576820.19   | 0.29%             | 2033-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KREDITANSTALT FUR WIEDERAUFB                      | KREDITANSTALT FUR WIEDER(UNGTD 0.125% 01/09/2032 REGS             | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |    8574000 | PA      | $8622130.63   | 0.54%             | 2032-01-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CPI PROPERTY GROUP SA                             | CPI PROPERTY GROUP SA 6% 01/27/2032 REGS                          | CUSIP: N/A<br>LEI: 222100CO2ZOTEPGJO223       | Long             | DBT              | CORP              | LU        |    5645000 | PA      | $6774206.37   | 0.43%             | 2032-01-27      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                         | UST NOTES 4.375% 11/30/2028                                       | CUSIP: 91282CJN2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3700000 | PA      | $3777035.15   | 0.24%             | 2028-11-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | BARCLAYS PLC 5.262%/VAR 01/29/2034 REGS                           | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |     680000 | PA      | $880678.94    | 0.06%             | 2034-01-29      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                               | INTESA SANPAOLO SPA 6.625% 06/20/2033 144A                        | CUSIP: 46115HBZ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    3700000 | PA      | $4017290.61   | 0.25%             | 2033-06-20      | Fixed         | 0.07%                 | 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        |    8440000 | PA      | $10756517.21  | 0.68%             | 2031-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                | FX Forward: CAD/USD settle 2025-07-08                             | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $6533.47      | 0.00%             |  |  |  | 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        |    8685000 | PA      | $12046354.29  | 0.76%             | 2032-03-05      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                             | CANADA GOVERNMENT OF 2.75% 06/01/2033                             | CUSIP: 135087Q23<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     165000 | PA      | $117805.82    | 0.01%             | 2033-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FINANCE NV                        | VOLKSWAGEN INTL FINANCE NV 3.875%/VAR PERP REGS                   | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | EP               | CORP              | NL        |   13900000 | PA      | $15697197.82  | 0.99%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                | FX Forward: USD/GBP settle 2025-07-08                             | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-21583.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BAYER US FIN LLC                                  | BAYER US FIN LLC 6.5% 11/21/2033 144A                             | CUSIP: 07274EAL7<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |   13680000 | PA      | $14668451.14  | 0.92%             | 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        |    2055000 | PA      | $2885764.29   | 0.18%             | 2031-06-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                            | STANDARD CHARTERED PLC 3.864%/VAR 03/17/2033 REGS                 | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | DBT              | CORP              | GB        |    4805000 | PA      | $5732679.94   | 0.36%             | 2033-03-17      | 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      | $-59174.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FINANCE NV                        | VOLKSWAGEN INTL FINANCE NV 3.748%/VAR PERP REGS                   | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | EP               | CORP              | NL        |     100000 | PA      | $116196.80    | 0.01%             |  |  |  | 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        |    2300000 | PA      | $2684630.50   | 0.17%             | 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        |    3300000 | PA      | $3876043.64   | 0.24%             | 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        |    9400000 | PA      | $11043083.84  | 0.69%             | 2032-06-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                       | UNITED STATES TREASURY BOND 4.5% 02/15/2044                       | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    6500000 | PA      | $6280625.00   | 0.39%             | 2044-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JYSKE BANK                                        | JYSKE BANK AS 5.125%/VAR 05/01/2035 REGS                          | CUSIP: N/A<br>LEI: 3M5E1GQGKL17HI6CPN30       | Long             | DBT              | CORP              | DK        |    2788000 | PA      | $3463725.25   | 0.22%             | 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        |    2880000 | PA      | $4225374.59   | 0.27%             | 2032-11-14      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                         | UST NOTES 3.75% 12/31/2030                                        | CUSIP: 91282CJQ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1600000 | PA      | $1592062.50   | 0.10%             | 2030-12-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WESSEX WATER SERVS FIN PLC                        | WESSEX WATER SERVS FIN PLC 6.125% 09/19/2034 REGS                 | CUSIP: N/A<br>LEI: 213800B9BFRCA1YMEI57       | Long             | DBT              | CORP              | GB        |    4120000 | PA      | $5711599.73   | 0.36%             | 2034-09-19      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE                             | ELECTRICITE DE FRANCE 4.75% 10/12/2034 REGS                       | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |    1300000 | PA      | $1645619.04   | 0.10%             | 2034-10-12      | Fixed         | 0.05%                 | 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        |   10765000 | PA      | $12480746.92  | 0.78%             | 2032-06-06      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                       | UNITED STATES TREASURY BOND 4.625% 02/15/2040                     | CUSIP: 912810QE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   29177000 | PA      | $29346819.18  | 1.84%             | 2040-02-15      | Fixed         | 0.05%                 | 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        |    3320000 | PA      | $3901408.08   | 0.25%             | 2032-02-28      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ARGENTUM NETHERLANDS BV                           | ARGENTUM NETHERLANDS BV 5.75%/VAR 08/15/2050 REGS                 | CUSIP: N/A<br>LEI: 724500RPEZI5VVQQWE89       | Long             | DBT              | CORP              | NL        |    1492000 | PA      | $1492000.00   | 0.09%             | 2050-08-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                      | ALPHABET INC 3.375% 05/06/2037                                    | CUSIP: 02079KAR8<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     940000 | PA      | $1087011.28   | 0.07%             | 2037-05-06      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN and CO.                   | FX Forward: USD/CAD settle 2025-07-08                             | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-33585.62    | -0.00%            |  |  |  | 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        |    4560000 | PA      | $4227151.87   | 0.27%             | 2029-09-15      | Variable      | 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      | $-874356.14   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| UST NOTES                                         | UST NOTES 3.75% 08/31/2031                                        | CUSIP: 91282CLJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3300000 | PA      | $3269191.40   | 0.21%             | 2031-08-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| REWE INT FINANCE                                  | REWE INT FINANCE 4.875% 09/13/2030 REGS                           | CUSIP: N/A<br>LEI: 5299003XLG8J4YTHLX44       | Long             | DBT              | CORP              | NL        |    6400000 | PA      | $8075904.55   | 0.51%             | 2030-09-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CBRE GLOBAL INVESTOR PAN EUROPEAN CORE FUND       | CBRE GLOBAL INVESTOR PAN EUROPEAN CORE FUND 4.75% 03/27/2034 REGS | CUSIP: N/A<br>LEI: 529900J5H3JGJ83AUZ88       | Long             | DBT              | CORP              | LU        |    4135000 | PA      | $5078490.79   | 0.32%             | 2034-03-27      | Fixed         | 0.05%                 | No            |                  2 | 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      | $-14699.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                              | ENEL FINANCE INTL NV 5.5% 06/26/2034 144A                         | CUSIP: 29278GBE7<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    5195000 | PA      | $5294171.10   | 0.33%             | 2034-06-26      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                         | UST NOTES 4% 02/15/2034                                           | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3500000 | PA      | $3463496.09   | 0.22%             | 2034-02-15      | Fixed         | 0.04%                 | 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        |        124 | NC      | $594851.75    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES TREASURY BOND                       | UNITED STATES TREASURY BOND 4.625% 05/15/2044                     | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2620000 | PA      | $2569339.84   | 0.16%             | 2044-05-15      | Fixed         | 0.05%                 | 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      | $-1011395.74  | -0.06%            |  |  |  | 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        |     525000 | PA      | $719777.47    | 0.05%             | 2078-10-03      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| RCI BANQUE S A                                    | RCI BANQUE S A 4.75%/VAR 03/24/2037 REGS                          | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |    2400000 | PA      | $2852186.02   | 0.18%             | 2037-03-24      | 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        |    3300000 | PA      | $3933275.40   | 0.25%             | 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        |   13207000 | PA      | $15457152.90  | 0.97%             |  |  |  | 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        |   11060000 | PA      | $15585755.25  | 0.98%             | 2033-05-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| KREDITANSTALT FUR WIEDERAUFB                      | KREDITANSTALT FUR WIEDER(UNGTD 4% 03/15/2029                      | CUSIP: 500769KC7<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    9475000 | PA      | $9553663.16   | 0.60%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                         | UST NOTES 4.625% 02/15/2035                                       | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    8740000 | PA      | $9016792.30   | 0.57%             | 2035-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                         | UST NOTES 4.375% 12/31/2029                                       | CUSIP: 91282CMD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3200000 | PA      | $3279375.01   | 0.21%             | 2029-12-31      | Fixed         | 0.04%                 | 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      | $-15946514.40 | -1.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                             | FX Forward: USD/GBP settle 2025-07-08                             | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-21189.44    | -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        |   10610000 | PA      | $10923705.13  | 0.69%             | 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        |    9060000 | PA      | $10716943.60  | 0.67%             | 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        |    2220000 | PA      | $2904124.69   | 0.18%             | 2027-05-31      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCE US INC                         | STELLANTIS FINANCE US INC 5.75% 03/18/2030 144A                   | CUSIP: 85855CAK6<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    6249000 | PA      | $6304902.93   | 0.40%             | 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        |    1200000 | PA      | $1213476.60   | 0.08%             | 2031-07-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                      | CAIXABANK SA 6.84%/VAR 09/13/2034 144A                            | CUSIP: 12803RAC8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    4950000 | PA      | $5437280.52   | 0.34%             | 2034-09-13      | Variable      | 0.07%                 | 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        |    1130000 | PA      | $1106164.06   | 0.07%             | 2044-11-15      | Fixed         | 0.05%                 | 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        |    4000000 | PA      | $4565341.08   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| HEIMSTADEN BOSTAD AB                              | HEIMSTADEN BOSTAD AB 3.875% 11/05/2029 REGS                       | CUSIP: N/A<br>LEI: 549300TJR3PR8EXILG79       | Long             | DBT              | CORP              | SE        |    7690000 | PA      | $9104950.54   | 0.57%             | 2029-11-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                               | JAPAN GOVERNMENT OF 0.1% 11/01/2025                               | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 1110000000 | PA      | $7698893.09   | 0.48%             | 2025-11-01      | Fixed         | 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        |    3550000 | PA      | $5263002.61   | 0.33%             | 2031-09-14      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                 | HSBC HOLDINGS PLC 6.254%/VAR 03/09/2034                           | CUSIP: 404280DV8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    2815000 | PA      | $3011942.58   | 0.19%             | 2034-03-09      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                             | FX Forward: USD/GBP settle 2025-07-08                             | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-116390.91   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| AMPRION GMBH                                      | AMPRION GMBH 4.125% 09/07/2034 REGS                               | CUSIP: N/A<br>LEI: 529900ZIV0ETYHYZM863       | Long             | DBT              | CORP              | DE        |    3800000 | PA      | $4630569.31   | 0.29%             | 2034-09-07      | Fixed         | 0.04%                 | 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        |    4080000 | PA      | $4546086.73   | 0.29%             | 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        |    4900000 | PA      | $7005356.79   | 0.44%             | 2030-07-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                      | WP CAREY INC 4.25% 07/23/2032                                     | CUSIP: N/A<br>LEI: 54930042CRNE713E3Q67       | Long             | DBT              | CORP              | US        |     300000 | PA      | $364416.27    | 0.02%             | 2032-07-23      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARGENTARIA S.A               | BANCO BILBAO VIZ ARGENTARIA SA 6.033%/VAR 03/13/2035              | CUSIP: 05946KAR2<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    6800000 | PA      | $7090487.16   | 0.45%             | 2035-03-13      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AMPRION GMBH                                      | AMPRION GMBH 3.125% 08/27/2030 REGS                               | CUSIP: N/A<br>LEI: 529900ZIV0ETYHYZM863       | Long             | DBT              | CORP              | DE        |    1700000 | PA      | $2004744.31   | 0.13%             | 2030-08-27      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SCOTTISH HYDRO ELECTRIC TRANSMISSION PLC          | SCOTTISH HYDRO ELECTRIC TRANSMISSION PLC 3.375% 09/04/2032 REGS   | CUSIP: N/A<br>LEI: 549300ECJZDA7203MK64       | Long             | DBT              | CORP              | GB        |    4115000 | PA      | $4826637.53   | 0.30%             | 2032-09-04      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SOUTH WEST WATER FINANCE PLC                      | SOUTH WEST WATER FINANCE PLC 5.75% 12/11/2032 REGS                | CUSIP: N/A<br>LEI: 213800OV68U446W4NV89       | Long             | DBT              | CORP              | GB        |    3420000 | PA      | $4803999.94   | 0.30%             | 2032-12-11      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                       | UNITED STATES TREASURY BOND 2.25% 05/15/2041                      | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   16900000 | PA      | $12273625.00  | 0.77%             | 2041-05-15      | Fixed         | 0.02%                 | 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      | $-569.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LOGICOR FINANCING SARL                            | LOGICOR FINANCING SARL 2% 01/17/2034 REGS                         | CUSIP: N/A<br>LEI: 254900IS16Q1A2TQFN22       | Long             | DBT              | CORP              | LU        |    7135000 | PA      | $7115480.40   | 0.45%             | 2034-01-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JAPAN TOBACCO INC                                 | JAPAN TOBACCO INC 5.856% 06/15/2035 144A                          | CUSIP: 471105AE6<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |    6855000 | PA      | $7168184.04   | 0.45%             | 2035-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                 | EURO-BUND FUTURE SEP25 RXU5                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |        -85 | NC      | $36772.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS BANK USA                            | FX Forward: USD/GBP settle 2025-07-08                             | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-2003.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MOTABILITY OPERATIONS GROUP PLC                   | MOTABILITY OPERATIONS GRP PLC 3.625% 01/22/2033 REGS              | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |    5330000 | PA      | $6295768.23   | 0.40%             | 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        |    1375000 | PA      | $1622305.13   | 0.10%             | 2030-06-24      | Fixed         | 0.05%                 | 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      | $-4652.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UST NOTES                                         | UST NOTES 1% 07/31/2028                                           | CUSIP: 91282CCR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   15000000 | PA      | $13828710.90  | 0.87%             | 2028-07-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CPI PROPERTY GROUP SA                             | CPI PROPERTY GROUP SA 1.5% 01/27/2031 REGS                        | CUSIP: N/A<br>LEI: 222100CO2ZOTEPGJO223       | Long             | DBT              | CORP              | LU        |    6442000 | PA      | $6291731.85   | 0.40%             | 2031-01-27      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SSE PLC                                           | SSE PLC 3.74%/VAR PERP REGS                                       | CUSIP: N/A<br>LEI: 549300KI75VYLLMSK856       | Long             | EP               | CORP              | GB        |     337000 | PA      | $457023.61    | 0.03%             |  |  |  | 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      | $-253937.72   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| AMPRION GMBH                                      | AMPRION GMBH 3.625% 05/21/2031 REGS                               | CUSIP: N/A<br>LEI: 529900ZIV0ETYHYZM863       | Long             | DBT              | CORP              | DE        |    6500000 | PA      | $7820914.57   | 0.49%             | 2031-05-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                          | FORD MOTOR CREDIT CO LLC 5.875% 11/07/2029                        | CUSIP: 345397G49<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3008804.52   | 0.19%             | 2029-11-07      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ADMIRAL GROUP PLC                                 | ADMIRAL GROUP PLC 8.5% 01/06/2034 REGS                            | CUSIP: N/A<br>LEI: 213800FGVM7Z9EJB2685       | Long             | DBT              | CORP              | GB        |    6925000 | PA      | $10817026.04  | 0.68%             | 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        |    3200000 | PA      | $3815427.16   | 0.24%             | 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        |   16500000 | NC      | $-350397.30   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UST NOTES                                         | UST NOTES 4.125% 03/31/2032                                       | CUSIP: 91282CMT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   17510000 | PA      | $17665264.50  | 1.11%             | 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        |   10000000 | PA      | $11841945.10  | 0.74%             | 2031-08-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                             | FX Forward: USD/GBP settle 2025-07-08                             | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1567.92     | -0.00%            |  |  |  | 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        |     611000 | PA      | $41242.50     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ALPHABET INC                                      | ALPHABET INC 3.875% 05/06/2045                                    | CUSIP: 02079KAS6<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1165985.88   | 0.07%             | 2045-05-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                             | CANADA GOVERNMENT OF 3% 06/01/2034                                | CUSIP: 135087R48<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    6775000 | PA      | $4890322.11   | 0.31%             | 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        |    3925000 | PA      | $3595821.28   | 0.23%             | 2044-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                | FX Forward: USD/EUR settle 2025-07-08                             | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | N/A              | DFE              | CORP              | CA        |          1 | NC      | $-411931.35   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UST NOTES                                         | UST NOTES 3.625% 09/30/2031                                       | CUSIP: 91282CLM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   11500000 | PA      | $11307734.38  | 0.71%             | 2031-09-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                             | FX Forward: USD/GBP settle 2025-07-08                             | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-313040.93   | -0.02%            |  |  |  | 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        |    9510000 | PA      | $11501406.00  | 0.72%             | 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        |    3455000 | PA      | $4067424.19   | 0.26%             | 2037-06-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AROUNDTOWN SA                                     | AROUNDTOWN SA 3% 10/16/2029 REGS                                  | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | DBT              | CORP              | LU        |    3185000 | PA      | $3923534.10   | 0.25%             | 2029-10-16      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                | FX Forward: USD/CAD settle 2025-07-08                             | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | N/A              | DFE              | CORP              | CA        |          1 | NC      | $-102764.62   | -0.01%            |  |  |  | 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        |    7200000 | NC      | $-18042.14    | -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        |   13610000 | PA      | $15964405.15  | 1.00%             | 2033-03-05      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| ENEL SPA                                          | ENEL SPA 3.375%/VAR PERP REGS                                     | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | DBT              | CORP              | IT        |    2150000 | PA      | $2534343.50   | 0.16%             | 2199-12-31      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                      | CAIXABANK SA 5.673%/VAR 03/15/2030 144A                           | CUSIP: 12803RAG9<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    2555000 | PA      | $2642314.49   | 0.17%             | 2030-03-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| LOGICOR FINANCING SARL                            | LOGICOR FINANCING SARL 1.625% 01/17/2030 REGS                     | CUSIP: N/A<br>LEI: 254900IS16Q1A2TQFN22       | Long             | DBT              | CORP              | LU        |    7390000 | PA      | $7996366.13   | 0.50%             | 2030-01-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                         | UST NOTES 4% 04/30/2032                                           | CUSIP: 91282CNA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   28900000 | PA      | $28936125.00  | 1.82%             | 2032-04-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                      | UBS GROUP AG 4.125%/VAR 06/09/2033 REGS                           | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |    6995000 | PA      | $8573173.88   | 0.54%             | 2033-06-09      | 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      | $-133715.23   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                | FX Forward: USD/EUR settle 2025-07-08                             | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | N/A              | DFE              | CORP              | CA        |          1 | NC      | $-79202.82    | -0.00%            |  |  |  | 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        |       -198 | NC      | $-587356.32   | -0.04%            |  |  |  | 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        |    3400000 | PA      | $3884879.09   | 0.24%             | 2027-03-06      | Fixed         | 0.04%                 | No            |                  2 | 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        |    5985000 | PA      | $7197101.42   | 0.45%             | 2028-05-28      | Fixed         | 0.02%                 | 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      | $-172688.59   | -0.01%            |  |  |  | No            |                  2 | 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        |    2415000 | PA      | $2913217.62   | 0.18%             | 2028-07-31      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                          | ENGIE SA 4.25% 09/06/2034 REGS                                    | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |    7600000 | PA      | $9370100.05   | 0.59%             | 2034-09-06      | Fixed         | 0.04%                 | 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        |    2175000 | PA      | $2566335.22   | 0.16%             | 2030-09-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                             | FX Forward: USD/CAD settle 2025-07-08                             | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-5974.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                              | ROYAL BANK OF CANADA 3.125%/VAR 09/27/2031 REGS                   | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | DBT              | CORP              | CA        |    6910000 | PA      | $8103820.08   | 0.51%             | 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        |    6900000 | PA      | $8107182.02   | 0.51%             | 2035-05-27      | Fixed         | 0.04%                 | 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        |    1211000 | PA      | $1364736.40   | 0.09%             | 2081-09-15      | Variable      | 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        |   10550000 | PA      | $10646433.54  | 0.67%             | 2032-02-29      | Fixed         | 0.04%                 | 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        |    2600000 | PA      | $3837962.90   | 0.24%             | 2033-02-28      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                             | FX Forward: USD/GBP settle 2025-07-08                             | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-233281.43   | -0.01%            |  |  |  | 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        |    9000000 | PA      | $10566511.85  | 0.66%             | 2037-02-18      | Variable      | 0.04%                 | 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      | $-31417.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                               | JAPAN GOVERNMENT OF 0% 11/20/2025                                 | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 1077050000 | PA      | $7466046.58   | 0.47%             | 2025-11-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SW FINANCE I PLC                                  | SW FINANCE I PLC 1.625% 03/30/2027 REGS                           | CUSIP: N/A<br>LEI: 549300BHN1HB5BNG2R96       | Long             | DBT              | CORP              | GB        |    1205000 | PA      | $1472408.26   | 0.09%             | 2027-03-30      | Fixed         | 0.02%                 | 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      | $-16032.14    | -0.00%            |  |  |  | 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      | $-486230.12   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UST NOTES                                         | UST NOTES 3.5% 02/15/2033                                         | CUSIP: 91282CGM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     200000 | PA      | $192796.88    | 0.01%             | 2033-02-15      | Fixed         | 0.04%                 | 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        |    6900000 | NC      | $22587.30     | 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        |    1600000 | PA      | $1902895.16   | 0.12%             | 2036-03-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                             | FX Forward: USD/CAD settle 2025-07-08                             | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-6039.85     | -0.00%            |  |  |  | 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        |    3100000 | PA      | $3668455.44   | 0.23%             | 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        |     548000 | PA      | $738102.21    | 0.05%             | 2026-02-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HSBC BANK USA NA                                  | FX Forward: USD/AUD settle 2025-07-08                             | CUSIP: N/A<br>LEI: 1IE8VN30JCEQV1H4R804       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-4798.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                    | EUROPEAN UNION 4% 04/04/2044 REGS                                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | BE        |   23415000 | PA      | $28820001.62  | 1.81%             | 2044-04-04      | Fixed         | 0.04%                 | No            |                  2 | 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      | $-396958.60   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| KREDITANSTALT FUR WIEDERAUFB                      | KREDITANSTALT FUR WIEDER(UNGTD 2.75% 01/17/2035 REGS              | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |   15964000 | PA      | $18660937.07  | 1.17%             | 2035-01-17      | Fixed         | 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        |    8930000 | PA      | $9489933.77   | 0.60%             | 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        |    6607000 | PA      | $7346416.59   | 0.46%             | 2029-03-12      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                             | FX Forward: EUR/USD settle 2025-07-08                             | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $156030.01    | 0.01%             |  |  |  | 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      | $-71678.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                               | PETROLEOS MEXICANOS 5.95% 01/28/2031                              | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   11320000 | PA      | $10206112.00  | 0.64%             | 2031-01-28      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                | FX Forward: JPY/USD settle 2025-07-08                             | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $64246.53     | 0.00%             |  |  |  | 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        |     830000 | PA      | $1257309.76   | 0.08%             | 2034-11-16      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                         | UST NOTES 4.625% 04/30/2029                                       | CUSIP: 91282CKP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   12350000 | PA      | $12735937.50  | 0.80%             | 2029-04-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AROUNDTOWN FINANCE SARL                           | AROUNDTOWN FINANCE SARL 7.875%/VAR PERP                           | CUSIP: N/A<br>LEI: 8945006LEXV2KWSWVP51       | Long             | EP               | CORP              | LU        |    2795000 | PA      | $2710572.02   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                       | UNITED STATES TREASURY BOND 4.5% 11/15/2054                       | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    9500000 | PA      | $9053203.13   | 0.57%             | 2054-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                       | FX Forward: USD/JPY settle 2025-07-08                             | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $214.52       | 0.00%             |  |  |  | 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        |     700000 | PA      | $430636.72    | 0.03%             | 2040-08-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ZF EUROPE FINANCE BV                              | ZF EUROPE FINANCE BV 7% 06/12/2030 REGS                           | CUSIP: N/A<br>LEI: 549300RI533US2G6G542       | Long             | DBT              | CORP              | NL        |    1400000 | PA      | $1652692.12   | 0.10%             | 2030-06-12      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                       | UNITED STATES TREASURY BOND 6.25% 05/15/2030                      | CUSIP: 912810FM5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   18050000 | PA      | $20001656.25  | 1.26%             | 2030-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                   | SANTANDER UK GROUP HOLDINGS PLC 3.625% 01/14/2026 REGS            | CUSIP: N/A<br>LEI: 549300F5XIFGNNW4CF72       | Long             | DBT              | CORP              | GB        |     550000 | PA      | $751039.27    | 0.05%             | 2026-01-14      | Fixed         | 0.04%                 | 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        |    2400000 | PA      | $2845902.57   | 0.18%             | 2043-06-02      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VIRGIN MONEY UK PLC                               | VIRGIN MONEY UK PLC 7.625%/VAR 08/23/2029 REGS                    | CUSIP: N/A<br>LEI: 213800ZK9VGCYYR6O495       | Long             | DBT              | CORP              | GB        |    3330000 | PA      | $4949424.85   | 0.31%             | 2029-08-23      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                      | ING GROEP NV 3%/VAR 08/17/2031 REGS                               | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |   17800000 | PA      | $20730639.98  | 1.30%             | 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        |    5750000 | NC      | $99190.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                       | UNITED STATES TREASURY BOND 4% 11/15/2042                         | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    6000000 | PA      | $5473828.14   | 0.34%             | 2042-11-15      | Fixed         | 0.04%                 | 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        |    5065000 | PA      | $5824616.71   | 0.37%             |  |  |  | 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        |  592750000 | PA      | $3947948.39   | 0.25%             | 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        |    6915000 | PA      | $8188695.50   | 0.51%             | 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        |    5610000 | PA      | $7694451.25   | 0.48%             | 2031-09-25      | Fixed         | 0.05%                 | 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      | $-1077511.31  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN and CO.                   | FX Forward: USD/CAD settle 2025-07-08                             | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-39996.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GTC AURORA LUXEMBOURG SA                          | GTC AURORA LUXEMBOURG SA 2.25% 06/23/2026 REGS                    | CUSIP: N/A<br>LEI: 549300UAWIR6P1PVC062       | Long             | DBT              | CORP              | LU        |    4068000 | PA      | $4398725.14   | 0.28%             | 2026-06-23      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                         | UST NOTES 4.75% 02/15/2045                                        | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    8930000 | PA      | $8882559.38   | 0.56%             | 2045-02-15      | Fixed         | 0.05%                 | 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        |    2935000 | PA      | $3509695.65   | 0.22%             | 2030-02-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                       | IMPERIAL BRANDS FINANCE PLC 4.875% 06/07/2032 REGS                | CUSIP: N/A<br>LEI: 2138008L3B3MCG1DFS50       | Long             | DBT              | CORP              | GB        |    6290000 | PA      | $8342614.55   | 0.52%             | 2032-06-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NORTHUMBRIAN WATER FINANCE PLC                    | NORTHUMBRIAN WATER FINANCE PLC 4.5% 02/14/2031 REGS               | CUSIP: N/A<br>LEI: 213800JTFA6F3S7XX781       | Long             | DBT              | CORP              | GB        |    7970000 | PA      | $10511901.95  | 0.66%             | 2031-02-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AUSNET SERVICES HOLDINGS PTY LTD                  | AUSNET SERVICES HOLDINGS PTY LTD 6.134% 05/31/2033                | CUSIP: N/A<br>LEI: TTMIG9TE1S0X3ZPDHD61       | Long             | DBT              | CORP              | AU        |    6620000 | PA      | $4607826.35   | 0.29%             | 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        |    2610000 | PA      | $3104749.18   | 0.20%             | 2035-07-30      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                               | JAPAN GOVT 0.005% 12/01/2025                                      | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 1077350000 | PA      | $7467272.54   | 0.47%             | 2025-12-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AROUNDTOWN SA                                     | AROUNDTOWN SA 3.375%/VAR PERP REGS                                | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | EP               | CORP              | LU        |    4300000 | PA      | $4708190.75   | 0.30%             |  |  |  | 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        |    1940000 | PA      | $2079552.92   | 0.13%             |  |  |  | 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        |    5000000 | PA      | $6160607.80   | 0.39%             | 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        |    5480000 | PA      | $6508356.55   | 0.41%             | 2032-05-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                             | CANADA GOVERNMENT OF 2% 06/01/2032                                | CUSIP: 135087N59<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   16500000 | PA      | $11311279.20  | 0.71%             | 2032-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SW FINANCE I PLC                                  | SW FINANCE I PLC 7.375% 12/12/2041 REGS                           | CUSIP: N/A<br>LEI: 549300BHN1HB5BNG2R96       | Long             | DBT              | CORP              | GB        |    1121000 | PA      | $1493376.46   | 0.09%             | 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        |   10125000 | PA      | $12288263.23  | 0.77%             | 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        |    4015000 | PA      | $4757441.50   | 0.30%             | 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        |    3257000 | PA      | $3828612.21   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| FLUXYS SA                                         | FLUXYS SA 4% 11/28/2030 REGS                                      | CUSIP: N/A<br>LEI: 529900UEWUHSPPJQ1R79       | Long             | DBT              | CORP              | BE        |    6800000 | PA      | $8102207.71   | 0.51%             | 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        |    7100000 | PA      | $9472010.73   | 0.60%             | 2035-01-25      | Fixed         | 0.06%                 | 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        |    6000000 | PA      | $7433518.69   | 0.47%             | 2034-10-09      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                       | UNITED STATES TREASURY BOND 5% 05/15/2045                         | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   13740000 | PA      | $14113556.25  | 0.89%             | 2045-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                              | ROMANIA REPUBLIC OF 2.124% 07/16/2031 REGS                        | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |    1585000 | PA      | $1553162.17   | 0.10%             | 2031-07-16      | Fixed         | 0.02%                 | 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      | $-10999.81    | -0.00%            |  |  |  | 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        |    3454000 | PA      | $4362534.65   | 0.27%             | 2038-09-13      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                          | LLOYDS BANKING GROUP PLC 4.75%/VAR 09/21/2031 REGS                | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |   10500000 | PA      | $13259292.73  | 0.83%             | 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        |    4105000 | PA      | $4883038.25   | 0.31%             | 2033-04-16      | 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      | $-7470.98     | -0.00%            |  |  |  | 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        |    4565000 | PA      | $5561278.60   | 0.35%             | 2029-09-12      | Fixed         | 0.05%                 | 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      | $-18271.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                        | AUSTRALIA COMMONWEALTH OF 3.75% 05/21/2034 REGS                   | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |   12000000 | PA      | $7715281.84   | 0.48%             | 2034-05-21      | Fixed         | 0.04%                 | No            |                  2 | 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        |    4700000 | PA      | $5422039.05   | 0.34%             | 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        |    5630000 | PA      | $7122484.76   | 0.45%             | 2032-03-17      | Variable      | 0.05%                 | 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      | $-265217.05   | -0.02%            |  |  |  | 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        |    5500000 | PA      | $7861636.69   | 0.49%             | 2030-12-12      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                             | FX Forward: USD/GBP settle 2025-07-08                             | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-38942.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fidelity Revere Street Trust                      | Fidelity Cash Central Fund                                        | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |   91168263 | NS      | $91186496.87  | 5.73%             |  |  |  | No            |                  1 | On Loan: No      |
| TRITAX EUROBOX PLC                                | TRITAX EUROBOX PLC 0.95% 06/02/2026 REGS                          | CUSIP: N/A<br>LEI: 213800HK59N7H979QU33       | Long             | DBT              | CORP              | GB        |     870000 | PA      | $1008538.77   | 0.06%             | 2026-06-02      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AROUNDTOWN SA                                     | AROUNDTOWN SA 3.625% 04/10/2031 REGS                              | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | DBT              | CORP              | LU        |    2910000 | PA      | $3533376.53   | 0.22%             | 2031-04-10      | Fixed         | 0.04%                 | 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      | $-612927.98   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| UST NOTES                                         | UST NOTES 4% 03/31/2030                                           | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    8470000 | PA      | $8548744.57   | 0.54%             | 2030-03-31      | 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      | $-3406747.23  | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| UST NOTES                                         | UST NOTES 3.75% 12/31/2028                                        | CUSIP: 91282CJR3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     700000 | PA      | $700628.91    | 0.04%             | 2028-12-31      | Fixed         | 0.04%                 | 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        |    3945000 | PA      | $4357731.55   | 0.27%             | 2029-02-23      | Variable      | 0.00%                 | 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      | $-838887.93   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                             | CANADA GOVERNMENT OF 1.5% 12/01/2031                              | CUSIP: 135087N26<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   14565000 | PA      | $9755349.81   | 0.61%             | 2031-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SIG COMBIBLOC PURCHASECO SARL                     | SIG COMBIBLOC PURCHASECO SARL 3.75% 03/19/2030 REGS               | CUSIP: N/A<br>LEI: 549300Q95MWZB4BXB866       | Long             | DBT              | CORP              | LU        |     775000 | PA      | $928773.09    | 0.06%             | 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        |    2803000 | PA      | $2621295.53   | 0.16%             | 2033-11-03      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN and CO.                   | FX Forward: USD/JPY settle 2025-07-08                             | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              | CORP              | US        |          1 | NC      | $8017.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UST NOTES                                         | UST NOTES 4.125% 02/28/2027                                       | CUSIP: 91282CMP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4400000 | PA      | $4422859.36   | 0.28%             | 2027-02-28      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                         | UST NOTES 4.5% 11/15/2033                                         | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4250000 | PA      | $4365546.88   | 0.27%             | 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        |    5005000 | PA      | $6333372.88   | 0.40%             | 2032-03-10      | Variable      | 0.05%                 | 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        |    9640000 | PA      | $11380105.84  | 0.72%             | 2035-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                             | FX Forward: USD/CAD settle 2025-07-08                             | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-4706.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                 | HSBC HOLDINGS PLC 4.856%/VAR 05/23/2033 REGS                      | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |    2320000 | PA      | $2952741.35   | 0.19%             | 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        |    2104000 | PA      | $2301240.36   | 0.14%             | 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        |    1100000 | PA      | $1533345.86   | 0.10%             | 2026-06-05      | Fixed         | 0.07%                 | 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        |     900000 | PA      | $1081013.24   | 0.07%             | 2034-03-21      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CITYCON TREASURY BV                               | CITYCON TREASURY BV 5.375% 07/08/2031 REGS                        | CUSIP: N/A<br>LEI: 549300WAE0CGQ0IE1H63       | Long             | DBT              | CORP              | NL        |    2365000 | PA      | $2863521.29   | 0.18%             | 2031-07-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CITYCON TREASURY BV                               | CITYCON TREASURY BV 5% 03/11/2030 REGS                            | CUSIP: N/A<br>LEI: 549300WAE0CGQ0IE1H63       | Long             | DBT              | CORP              | NL        |     920000 | PA      | $1109742.64   | 0.07%             | 2030-03-11      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                         | UST NOTES 4.25% 05/15/2035                                        | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   26015000 | PA      | $26055648.44  | 1.64%             | 2035-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PROLOGIS INTERNATIONAL FUNDING II SA              | PROLOGIS INTL FDG II SA 4.375% 07/01/2036 REGS                    | CUSIP: N/A<br>LEI: 213800JNRWW2C9DWI388       | Long             | DBT              | CORP              | LU        |    4590000 | PA      | $5578640.94   | 0.35%             | 2036-07-01      | 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      | $-24488.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UST NOTES                                         | UST NOTES 4.125% 05/31/2032                                       | CUSIP: 91282CNF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   20735000 | PA      | $20907030.00  | 1.31%             | 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        |    3095000 | PA      | $2555383.58   | 0.16%             |  |  |  | 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        |    3700000 | PA      | $4566463.93   | 0.29%             | 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        |    4355000 | PA      | $4565675.29   | 0.29%             | 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        |    4619000 | PA      | $4714306.18   | 0.30%             | 2035-05-28      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN and CO.                   | FX Forward: USD/EUR settle 2025-07-08                             | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1658411.59  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| METRO AG                                          | METRO AG 4% 03/05/2030 REGS                                       | CUSIP: N/A<br>LEI: 5299006EQ03K3SSUYS12       | Long             | DBT              | CORP              | DE        |    2890000 | PA      | $3507493.12   | 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        |    2100000 | PA      | $2473655.41   | 0.16%             | 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        |    4125000 | PA      | $4138096.88   | 0.26%             | 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        |    4280000 | PA      | $5069405.34   | 0.32%             | 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        |     647000 | PA      | $537551.92    | 0.03%             |  |  |  | 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        |     859900 | PA      | $295873.70    | 0.02%             | 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        |    1257000 | PA      | $1396245.71   | 0.09%             | 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        |    7600000 | PA      | $9216122.46   | 0.58%             | 2032-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                            | FX Forward: USD/CAD settle 2025-07-08                             | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-4681.03     | -0.00%            |  |  |  | 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        |    4974000 | PA      | $6587824.06   | 0.41%             | 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        |    1790000 | PA      | $2102242.86   | 0.13%             | 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        |    4785000 | PA      | $5671666.32   | 0.36%             | 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        |    3640000 | PA      | $4351011.92   | 0.27%             | 2031-04-29      | Variable      | 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        |    2300000 | PA      | $2772037.89   | 0.17%             | 2036-05-22      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                 | NATWEST GROUP PLC 7.416%/VAR 06/06/2033 REGS                      | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |    7365000 | PA      | $10691906.03  | 0.67%             | 2033-06-06      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| THE BERKELEY GROUP PLC                            | THE BERKELEY GROUP PLC 2.5% 08/11/2031 REGS                       | CUSIP: N/A<br>LEI: 2138001V85JLYR7AUB61       | Long             | DBT              | CORP              | GB        |   10337000 | PA      | $11852070.14  | 0.74%             | 2031-08-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                      | ALPHABET INC 4% 05/06/2054                                        | CUSIP: 02079KAT4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     700000 | PA      | $810891.88    | 0.05%             | 2054-05-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                         | UST NOTES 4.25% 02/28/2029                                        | CUSIP: 91282CKD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    6420000 | PA      | $6533102.36   | 0.41%             | 2029-02-28      | Fixed         | 0.04%                 | 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      | $-593385.00   | -0.04%            |  |  |  | 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        |    6900000 | NC      | $51858.96     | 0.00%             |  |  |  | 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      | $-39069.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                  | BAT CAPITAL CORP 2.125% 08/15/2025 REGS                           | CUSIP: N/A<br>LEI: 2138005GYEXN7XRHFA84       | Long             | DBT              | CORP              | US        |    1431000 | PA      | $1957560.09   | 0.12%             | 2025-08-15      | Fixed         | 0.02%                 | 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        |   10040000 | PA      | $9575125.57   | 0.60%             | 2031-09-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                      | UBS GROUP AG 2.875%/VAR 04/02/2032 REGS                           | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |    3000000 | PA      | $3457815.67   | 0.22%             | 2032-04-02      | Variable      | 0.03%                 | 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        |    6981000 | PA      | $8026147.13   | 0.50%             | 2082-09-05      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| AMPRION GMBH                                      | AMPRION GMBH 0.625% 09/23/2033 REGS                               | CUSIP: N/A<br>LEI: 529900ZIV0ETYHYZM863       | Long             | DBT              | CORP              | DE        |    5000000 | PA      | $4681183.42   | 0.29%             | 2033-09-23      | Fixed         | 0.01%                 | 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        |    2540000 | PA      | $2970900.61   | 0.19%             | 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        |    5050000 | PA      | $6008133.96   | 0.38%             | 2032-07-11      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                             | FX Forward: USD/GBP settle 2025-07-08                             | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-65157.89    | -0.00%            |  |  |  | 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        |    3100000 | PA      | $3681577.52   | 0.23%             | 2032-01-14      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                | REALTY INCOME CORP 3.375% 06/20/2031                              | CUSIP: 756109CU6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    4590000 | PA      | $5391587.88   | 0.34%             | 2031-06-20      | Fixed         | 0.03%                 | 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        |    1403000 | PA      | $1639847.83   | 0.10%             | 2034-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SCHAEFFLER AG                                     | SCHAEFFLER AG 5.375% 04/01/2031 REGS                              | CUSIP: N/A<br>LEI: 549300Q7E782X7GC1P43       | Long             | DBT              | CORP              | DE        |    2500000 | PA      | $3007762.80   | 0.19%             | 2031-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | BARCLAYS PLC 3.543%/VAR 08/14/2031 REGS                           | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |    7300000 | PA      | $8661076.15   | 0.54%             | 2031-08-14      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SEVERN TRENT WATER UTIL FIN                       | SEVERN TRENT WATER UTIL FIN 4.625% 11/30/2034 REGS                | CUSIP: N/A<br>LEI: 213800KY9PT6WBH33232       | Long             | DBT              | CORP              | GB        |    5005000 | PA      | $6459102.41   | 0.41%             | 2034-11-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PUBLICIS GROUPE SA                                | PUBLICIS GROUPE SA 3.375% 06/12/2032 REGS                         | CUSIP: N/A<br>LEI: 2138004KW8BV57III342       | Long             | DBT              | CORP              | FR        |    3700000 | PA      | $4346717.00   | 0.27%             | 2032-06-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                             | CANADA GOVERNMENT OF 2.5% 12/01/2032                              | CUSIP: 135087P32<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   20865000 | PA      | $14704737.26  | 0.92%             | 2032-12-01      | Fixed         | 0.03%                 | 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      | $-51132.92    | -0.00%            |  |  |  | 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        |    1543000 | PA      | $1955065.53   | 0.12%             | 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        |    6700000 | PA      | $7418300.37   | 0.47%             | 2029-01-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                       | UNITED STATES TREASURY BOND 3.25% 05/15/2042                      | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     580200 | PA      | $479911.52    | 0.03%             | 2042-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                         | UST NOTES 4% 06/30/2032                                           | CUSIP: 91282CNJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5225000 | PA      | $5229082.03   | 0.33%             | 2032-06-30      | Fixed         | 0.04%                 | 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      | $-187174.78   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL KPN NV (KONINKLIJKE KPN)                    | ROYAL KPN NV (KONINKLIJKE KPN) 3.875% 02/16/2036 REGS             | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | DBT              | CORP              | NL        |    1600000 | PA      | $1892060.96   | 0.12%             | 2036-02-16      | 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        |    7700000 | NC      | $-16008.02    | -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        |     950000 | PA      | $1143804.04   | 0.07%             | 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        |    6865000 | PA      | $8144059.16   | 0.51%             | 2032-05-30      | Fixed         | 0.04%                 | 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      | $-555.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUSTRALIA                       | COMMONWEALTH BANK AUSTRALIA 2.688% 03/11/2031 144A                | CUSIP: 202712BN4<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    6940000 | PA      | $6188461.71   | 0.39%             | 2031-03-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENBW ENERGIE BADEN-WUERTTEM AG                    | ENBW ENERGIE BADEN-WUERTTEM AG EUSA5+NA 08/31/2081 REGS           | CUSIP: N/A<br>LEI: 529900JSFZ4TS59HKD79       | Long             | DBT              | CORP              | DE        |    6300000 | PA      | $6933198.36   | 0.44%             | 2081-08-31      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                        | AUSTRALIA COMMONWEALTH OF 1.25% 05/21/2032                        | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |    5075000 | PA      | $2825867.72   | 0.18%             | 2032-05-21      | Fixed         | 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      | $427363.26    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                               | JAPAN GOVERNMENT OF 1.4% 03/20/2035                               | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  100000000 | PA      | $692323.18    | 0.04%             | 2035-03-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PROPERTY PARTNERS EUROPE HOLDINGS SARL | BLACKSTONE PROP PARTNERS EUR HOLD 1.625% 04/20/2030 REGS          | CUSIP: N/A<br>LEI: 213800Y3B5GQFBGVHP79       | Long             | DBT              | CORP              | LU        |    4170000 | PA      | $4489763.75   | 0.28%             | 2030-04-20      | Fixed         | 0.02%                 | 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        |    3170000 | PA      | $2794316.96   | 0.18%             | 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        |    5900000 | PA      | $6221165.74   | 0.39%             | 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        |   48000000 | PA      | $48500625.12  | 3.05%             | 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        |    2494000 | PA      | $3405203.64   | 0.21%             | 2026-04-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                             | CANADA GOVERNMENT OF 1.5% 06/01/2031                              | CUSIP: 135087M27<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   13925000 | PA      | $9417137.75   | 0.59%             | 2031-06-01      | Fixed         | 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        |    5400000 | PA      | $6441204.92   | 0.40%             | 2029-08-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                    | COMMERZBANK AG 4.875%/VAR 10/16/2034 REGS                         | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |    1100000 | PA      | $1351611.04   | 0.08%             | 2034-10-16      | Variable      | 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