# EDGAR Filing Document

**Accession Number:** 0000215829
**File Stem:** 0001752724-25-198566
**Filing Date:** 2025-8
**Character Count:** 111550
**Document Hash:** 13980513ff55ad57f0860f231b427459
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-198566.hdr.sgml**: 20250822

**ACCESSION NUMBER**: 0001752724-25-198566

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250822

**DATE AS OF CHANGE**: 20250822

**PERIOD START**: 20251231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02676
- **FILM NUMBER:** 251243377

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

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

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

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

## Series and Classes Contracts Data

### Fidelity Series International Credit Fund (Series ID: S000058189)

| Class ID   | Class Name                                | Ticker Symbol   |
|:---|:---|:---|
| C000190811 | Fidelity Series International Credit Fund | FCDSX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Fidelity School Street Trust

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

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

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

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

- **b. EDGAR series identifier (if any):** S000058189

- **c. LEI of Series:** 549300Z58RLCX0URKA18

**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:** $130563284.81

**Total Liabilities:** $8321805.09

**Net Assets:** $122241479.72

**Cash Not Reported:** $1982614.56

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 2322.15181644 | **1-Year:** 10722.81173838 | **5-Year:** 29520.55515593 | **10-Year:** 14728.29869377 | **30-Year:** 3183.47574978

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

- **3-Month:** 326.17549261 | **1-Year:** 1097.14025703 | **5-Year:** 1574.03889699 | **10-Year:** 509.98434994 | **30-Year:** 99.99243233

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000190811 | 0.91%                | 0.12%                | 1.08%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $314793.50               | $279655.57                                 |
| Month 2  | $296563.46               | $-275747.88                                |
| Month 3  | $331935.96               | $611924.07                                 |

**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        |    175000 | PA      | $231660.48    | 0.19%             | 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        |    250000 | PA      | $301605.01    | 0.25%             | 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        |    100000 | PA      | $142938.12    | 0.12%             | 2029-01-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                            | SOCIETE GENERALE FRANCE 6.691%/VAR 01/10/2034 144A                                 | CUSIP: 83368RBS0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $213440.03    | 0.17%             | 2034-01-10      | Variable      | 0.07%                 | 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      | $-1276.93     | -0.00%            |  |  |  | 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        |    801000 | PA      | $828626.90    | 0.68%             | 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        |    119000 | PA      | $123796.17    | 0.10%             | 2033-01-13      | Variable      | 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      | $-1871.66     | -0.00%            |  |  |  | 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      | $-5378.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UST NOTES                                                   | UST NOTES 4.125% 11/30/2029                                                        | CUSIP: 91282CMA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    410000 | PA      | $416021.88    | 0.34%             | 2029-11-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                         | INTESA SANPAOLO SPA 6.625% 06/20/2033 144A                                         | CUSIP: 46115HBZ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    275000 | PA      | $298582.41    | 0.24%             | 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        |    680000 | PA      | $866638.83    | 0.71%             | 2031-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                                        | HEATHROW FUNDING LTD 6% 03/05/2032 REGS                                            | CUSIP: N/A<br>LEI: 7TI96JO3DYEIQWZ7Z726       | Long             | DBT              | CORP              | JE        |    450000 | PA      | $624163.43    | 0.51%             | 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        |    260000 | PA      | $185633.41    | 0.15%             | 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        |   1100000 | PA      | $1242224.28   | 1.02%             |  |  |  | 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      | $-1982.93     | -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        |   1165000 | PA      | $1249177.31   | 1.02%             | 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        |    385000 | PA      | $540641.98    | 0.44%             | 2031-06-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                      | STANDARD CHARTERED PLC 3.864%/VAR 03/17/2033 REGS                                  | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | DBT              | CORP              | GB        |    300000 | PA      | $357919.66    | 0.29%             | 2033-03-17      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SIRIUS REAL ESTATE LTD                                      | SIRIUS REAL ESTATE LTD 4% 01/22/2032 REGS                                          | CUSIP: N/A<br>LEI: 213800NURUF5W8QSK566       | Long             | DBT              | CORP              | GG        |    300000 | PA      | $350169.20    | 0.29%             | 2032-01-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN BANK GMBH                                        | VOLKSWAGEN BANK GMBH 3.5% 06/19/2031 REGS                                          | CUSIP: N/A<br>LEI: 529900GJD3OQLRZCKW37       | Long             | DBT              | CORP              | DE        |    200000 | PA      | $234911.74    | 0.19%             | 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        |    800000 | PA      | $939836.92    | 0.77%             | 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        |    500000 | PA      | $483125.00    | 0.40%             | 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        |    258000 | PA      | $320531.24    | 0.26%             | 2035-05-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                | BARCLAYS PLC 8.407%/VAR 11/14/2032 REGS                                            | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |    300000 | PA      | $440143.19    | 0.36%             | 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        |    435000 | PA      | $432841.99    | 0.35%             | 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        |    325000 | PA      | $450550.95    | 0.37%             | 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        |    500000 | PA      | $632930.40    | 0.52%             | 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        |    950000 | PA      | $1101412.87   | 0.90%             | 2032-06-06      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CARLSBERG BREWERIES A/S                                     | CARLSBERG BREWERIES A/S 3.25% 02/28/2032 REGS                                      | CUSIP: N/A<br>LEI: 5493008YL42784DMWN61       | Long             | DBT              | CORP              | DK        |    350000 | PA      | $411293.02    | 0.34%             | 2032-02-28      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: GBP/USD settle 2025-07-08                                              | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $1101.64      | 0.00%             |  |  |  | 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        |   1300000 | PA      | $1300000.00   | 1.06%             | 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        |    110000 | PA      | $127203.45    | 0.10%             | 2037-05-06      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                 | BNP PARIBAS 2.159%/VAR 09/15/2029 144A                                             | CUSIP: 09659W2R4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    225000 | PA      | $208576.57    | 0.17%             | 2029-09-15      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                   | UST NOTES 3.75% 08/31/2031                                                         | CUSIP: 91282CLJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    970000 | PA      | $960944.14    | 0.79%             | 2031-08-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AIA GROUP LTD                                               | AIA GROUP LTD 0.88%/VAR 09/09/2033 REGS                                            | CUSIP: N/A<br>LEI: ZP5ILWVSYE4LJGMMVD57       | Long             | DBT              | CORP              | HK        |    300000 | PA      | $326676.44    | 0.27%             | 2033-09-09      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| REWE INT FINANCE                                            | REWE INT FINANCE 4.875% 09/13/2030 REGS                                            | CUSIP: N/A<br>LEI: 5299003XLG8J4YTHLX44       | Long             | DBT              | CORP              | NL        |    100000 | PA      | $126186.01    | 0.10%             | 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        |    150000 | PA      | $184225.78    | 0.15%             | 2034-03-27      | Fixed         | 0.05%                 | 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        |    350000 | PA      | $356681.40    | 0.29%             | 2034-06-26      | Fixed         | 0.06%                 | 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      | $19940.78     | 0.02%             |  |  |  | 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        |        18 | NC      | $88084.62     | 0.07%             |  |  |  | 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        |    775000 | PA      | $760014.65    | 0.62%             | 2044-05-15      | Fixed         | 0.05%                 | 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        |    250000 | PA      | $342751.19    | 0.28%             | 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        |    200000 | PA      | $237682.17    | 0.19%             | 2037-03-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                   | UST NOTES 4.5% 05/31/2029                                                          | CUSIP: 91282CKT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $205453.12    | 0.17%             | 2029-05-31      | Fixed         | 0.04%                 | 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        |    600000 | PA      | $715140.98    | 0.59%             | 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        |   1100000 | PA      | $1287413.36   | 1.05%             |  |  |  | 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        |    400000 | PA      | $563680.12    | 0.46%             | 2033-05-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                   | UST NOTES 4.625% 02/15/2035                                                        | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1025000 | PA      | $1057461.34   | 0.87%             | 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        |    265000 | PA      | $271573.24    | 0.22%             | 2029-12-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LOGICOR FINANCING SARL                                      | LOGICOR FINANCING SARL 4.25% 07/18/2029 REGS                                       | CUSIP: N/A<br>LEI: 254900IS16Q1A2TQFN22       | Long             | DBT              | CORP              | LU        |    400000 | PA      | $485252.26    | 0.40%             | 2029-07-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LOGICOR FINANCING SARL                                      | LOGICOR FINANCING SARL 0.875% 01/14/2031 REGS                                      | CUSIP: N/A<br>LEI: 254900IS16Q1A2TQFN22       | Long             | DBT              | CORP              | LU        |    250000 | PA      | $253407.38    | 0.21%             | 2031-01-14      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                 | BNP PARIBAS 3.132%/VAR 01/20/2033 144A                                             | CUSIP: 09659W2U7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    650000 | PA      | $578586.48    | 0.47%             | 2033-01-20      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                     | BPCE SA 5.716%/VAR 01/18/2030 144A                                                 | CUSIP: 05571AAV7<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $257391.73    | 0.21%             | 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        |    750000 | PA      | $887164.21    | 0.73%             | 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        |    250000 | PA      | $327041.07    | 0.27%             | 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        |    282000 | PA      | $284522.74    | 0.23%             | 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        |   1700000 | PA      | $1719091.85   | 1.41%             | 2031-07-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KREDITANSTALT FUR WIEDERAUFB                                | KREDITANSTALT FUR WIEDER(UNGTD 1.125% 06/15/2037 REGS                              | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |    382000 | PA      | $364337.11    | 0.30%             | 2037-06-15      | Fixed         | 0.01%                 | 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        |    325000 | PA      | $318144.53    | 0.26%             | 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        |   1100000 | PA      | $1255468.80   | 1.03%             |  |  |  | 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        |    160000 | PA      | $237205.75    | 0.19%             | 2031-09-14      | Variable      | 0.07%                 | 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        |    200000 | PA      | $222847.39    | 0.18%             | 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        |    225000 | PA      | $321674.54    | 0.26%             | 2030-07-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                | WP CAREY INC 4.25% 07/23/2032                                                      | CUSIP: N/A<br>LEI: 54930042CRNE713E3Q67       | Long             | DBT              | CORP              | US        |    100000 | PA      | $121472.09    | 0.10%             | 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        |    600000 | PA      | $625631.22    | 0.51%             | 2035-03-13      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL HOTELS GROUP PLC NEW                       | INTERCONTINENT HTL GRP PLC NEW 3.375% 10/08/2028 REGS                              | CUSIP: N/A<br>LEI: 2138007ZFQYRUSLU3J98       | Long             | DBT              | CORP              | GB        |    340000 | PA      | $446808.34    | 0.37%             | 2028-10-08      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMPRION GMBH                                                | AMPRION GMBH 3.125% 08/27/2030 REGS                                                | CUSIP: N/A<br>LEI: 529900ZIV0ETYHYZM863       | Long             | DBT              | CORP              | DE        |    500000 | PA      | $589630.68    | 0.48%             | 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        |    400000 | PA      | $469174.97    | 0.38%             | 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        |    100000 | PA      | $140467.83    | 0.11%             | 2032-12-11      | Fixed         | 0.06%                 | 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      | $-4491.49     | -0.00%            |  |  |  | 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      | $-402077.12   | -0.33%            |  |  |  | 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        |    360000 | PA      | $376447.30    | 0.31%             | 2035-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MOTABILITY OPERATIONS GROUP PLC                             | MOTABILITY OPERATIONS GRP PLC 3.625% 01/22/2033 REGS                               | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |    475000 | PA      | $561067.53    | 0.46%             | 2033-01-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SUPERNOVA INVEST GMBH                                       | SUPERNOVA INVEST GMBH 5% 06/24/2030 REGS                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | AT        |    100000 | PA      | $117985.83    | 0.10%             | 2030-06-24      | Fixed         | 0.05%                 | 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        |    275000 | PA      | $268585.26    | 0.22%             | 2031-01-27      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: GBP/USD settle 2025-07-08                                              | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |         1 | NC      | $6106.57      | 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      | $-3498.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SSE PLC                                                     | SSE PLC 3.74%/VAR PERP REGS                                                        | CUSIP: N/A<br>LEI: 549300KI75VYLLMSK856       | Long             | EP               | CORP              | GB        |    400000 | PA      | $542461.26    | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| AMPRION GMBH                                                | AMPRION GMBH 3.625% 05/21/2031 REGS                                                | CUSIP: N/A<br>LEI: 529900ZIV0ETYHYZM863       | Long             | DBT              | CORP              | DE        |    100000 | PA      | $120321.76    | 0.10%             | 2031-05-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ADMIRAL GROUP PLC                                           | ADMIRAL GROUP PLC 8.5% 01/06/2034 REGS                                             | CUSIP: N/A<br>LEI: 213800FGVM7Z9EJB2685       | Long             | DBT              | CORP              | GB        |    400000 | PA      | $624810.17    | 0.51%             | 2034-01-06      | Fixed         | 0.09%                 | 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      | $-2796.01     | -0.00%            |  |  |  | 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        |    600000 | PA      | $715392.59    | 0.59%             | 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        |   1600000 | NC      | $-33977.92    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: GBP/USD settle 2025-07-08                                              | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $537.13       | 0.00%             |  |  |  | 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        |    500000 | PA      | $592097.26    | 0.48%             | 2031-08-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GRP AG                                        | CREDIT SUISSE GRP AG 7.5%/VAR PERP REGS                                            | CUSIP: N/A<br>LEI: 549300506SI9CRFV9Z86       | Long             | EP               | CORP              | CH        |   1900000 | PA      | $128250.00    | 0.10%             |  |  |  | No            |                  3 | On Loan: No      |
| ALPHABET INC                                                | ALPHABET INC 3.875% 05/06/2045                                                     | CUSIP: 02079KAS6<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $116598.59    | 0.10%             | 2045-05-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PROPERTY PARTNERS EUROPE HOLDINGS SARL           | BLACKSTONE PROP PARTNERS EUR HOLD 1% 05/04/2028 REGS                               | CUSIP: N/A<br>LEI: 213800Y3B5GQFBGVHP79       | Long             | DBT              | CORP              | LU        |    233000 | PA      | $258957.97    | 0.21%             | 2028-05-04      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                       | CANADA GOVERNMENT OF 3% 06/01/2034                                                 | CUSIP: 135087R48<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     40000 | PA      | $28872.75     | 0.02%             | 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        |    400000 | PA      | $366453.12    | 0.30%             | 2044-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                   | UST NOTES 3.625% 09/30/2031                                                        | CUSIP: 91282CLM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1474921.88   | 1.21%             | 2031-09-30      | Fixed         | 0.04%                 | 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        |   1060000 | PA      | $1281965.34   | 1.05%             | 2032-04-12      | 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      | $-634.48      | -0.00%            |  |  |  | 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        |    275000 | PA      | $323745.77    | 0.26%             | 2037-06-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | JPSW SWAP CDS 06/20/30 ISPIM B                                                     | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DCR              | CORP              | US        |    700000 | NC      | $-1754.10     | -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        |   1300000 | PA      | $1524888.08   | 1.25%             | 2033-03-05      | Variable      | 0.03%                 | 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      | $-32116.26    | -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        |    300000 | PA      | $353629.33    | 0.29%             | 2199-12-31      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                   | UST NOTES 4% 04/30/2032                                                            | CUSIP: 91282CNA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2095000 | PA      | $2097618.75   | 1.72%             | 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        |    460000 | PA      | $563782.70    | 0.46%             | 2033-06-09      | Variable      | 0.04%                 | 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        |        -1 | NC      | $-3773.02     | -0.00%            |  |  |  | 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        |    500000 | PA      | $571305.75    | 0.47%             | 2027-03-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SYDNEY FUTURES EXCHANGE LTD                                 | AUST 10Y BOND FUT SEP25 XMU5                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | AU        |        11 | NC      | $7137.47      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SW FINANCE I PLC                                            | SW FINANCE I PLC 2.375% 05/28/2028 REGS                                            | CUSIP: N/A<br>LEI: 549300BHN1HB5BNG2R96       | Long             | DBT              | CORP              | GB        |    120000 | PA      | $144302.78    | 0.12%             | 2028-05-28      | Fixed         | 0.02%                 | 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        |    175000 | PA      | $211102.73    | 0.17%             | 2028-07-31      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                    | ENGIE SA 4.25% 09/06/2034 REGS                                                     | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |    300000 | PA      | $369872.38    | 0.30%             | 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        |    175000 | PA      | $206486.74    | 0.17%             | 2030-09-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MONTREAL EXCHANGE (THE)                                     | CAN 10YR BOND FUT SEP25 CNU5                                                       | CUSIP: N/A<br>LEI: 549300DKBYNOI0B1NP44       | N/A              | DIR              | CORP              | CA        |        14 | NC      | $7510.79      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL BANK OF CANADA                                        | ROYAL BANK OF CANADA 3.125%/VAR 09/27/2031 REGS                                    | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | DBT              | CORP              | CA        |    530000 | PA      | $621566.52    | 0.51%             | 2031-09-27      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                      | FX Forward: EUR/USD settle 2025-07-08                                              | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |         1 | NC      | $16236.73     | 0.01%             |  |  |  | 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        |    500000 | PA      | $587476.96    | 0.48%             | 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        |    850000 | PA      | $957907.46    | 0.78%             | 2081-09-15      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                              | COMMERZBANK AG 8.625%/VAR 02/28/2033 REGS                                          | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |    100000 | PA      | $147613.96    | 0.12%             | 2033-02-28      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                 | BNP PARIBAS 3.945%/VAR 02/18/2037 REGS                                             | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $1174056.87   | 0.96%             | 2037-02-18      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ACCENTRO REAL ESTATE AG                                     | ACCENTRO REAL ESTATE AG STEP 02/13/2026 REGS                                       | CUSIP: N/A<br>LEI: 391200VKLY50XNAFCM46       | Long             | DBT              | CORP              | DE        |    472500 | PA      | $201760.75    | 0.17%             | 2026-02-13      | Variable      | 0.06%                 | 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        |    208000 | PA      | $254158.43    | 0.21%             | 2027-03-30      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                   | UST NOTES 3.5% 02/15/2033                                                          | CUSIP: 91282CGM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $963984.38    | 0.79%             | 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        |    650000 | NC      | $2127.79      | 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        |    300000 | PA      | $356792.84    | 0.29%             | 2036-03-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: GBP/USD settle 2025-07-08                                              | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $4229.88      | 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        |    300000 | PA      | $355011.82    | 0.29%             | 2031-09-04      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| TRAVIS PERKINS PLC                                          | TRAVIS PERKINS PLC 3.75% 02/17/2026 REGS                                           | CUSIP: N/A<br>LEI: 2138001I27OUBAF22K83       | Long             | DBT              | CORP              | GB        |    100000 | PA      | $134690.18    | 0.11%             | 2026-02-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                              | EUROPEAN UNION 4% 04/04/2044 REGS                                                  | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | BE        |    624000 | PA      | $768041.04    | 0.63%             | 2044-04-04      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BAYER US FIN LLC                                            | BAYER US FIN LLC 6.375% 11/21/2030 144A                                            | CUSIP: 07274EAK9<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |    560000 | PA      | $595113.43    | 0.49%             | 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        |    600000 | PA      | $667148.47    | 0.55%             | 2029-03-12      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: EUR/USD settle 2025-07-08                                              | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $11304.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                         | PETROLEOS MEXICANOS 5.95% 01/28/2031                                               | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    880000 | PA      | $793408.00    | 0.65%             | 2031-01-28      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                           | HSBC HOLDINGS PLC 8.201%/VAR 11/16/2034 REGS                                       | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |    400000 | PA      | $605932.42    | 0.50%             | 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        |    555000 | PA      | $572343.75    | 0.47%             | 2029-04-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AROUNDTOWN FINANCE SARL                                     | AROUNDTOWN FINANCE SARL 7.875%/VAR PERP                                            | CUSIP: N/A<br>LEI: 8945006LEXV2KWSWVP51       | Long             | EP               | CORP              | LU        |    750000 | PA      | $727344.91    | 0.60%             |  |  |  | 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    | 0.35%             | 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        |    100000 | PA      | $118049.44    | 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        |   2660000 | PA      | $2947612.50   | 2.41%             | 2030-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BOSCH (ROBERT) GMBH                                         | BOSCH (ROBERT) GMBH 4.375% 06/02/2043 REGS                                         | CUSIP: N/A<br>LEI: 529900F0LT5OP4SV6122       | Long             | DBT              | CORP              | DE        |    200000 | PA      | $237158.55    | 0.19%             | 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        |    600000 | PA      | $891788.26    | 0.73%             | 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        |   1700000 | PA      | $1979892.58   | 1.62%             | 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        |    550000 | NC      | $9487.83      | 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        |    710000 | PA      | $647736.33    | 0.53%             | 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        |    150000 | PA      | $172496.05    | 0.14%             |  |  |  | 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        |  60000000 | PA      | $399623.62    | 0.33%             | 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        |    575000 | PA      | $680911.05    | 0.56%             | 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        |    200000 | PA      | $274311.98    | 0.22%             | 2031-09-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GTC AURORA LUXEMBOURG SA                                    | GTC AURORA LUXEMBOURG SA 2.25% 06/23/2026 REGS                                     | CUSIP: N/A<br>LEI: 549300UAWIR6P1PVC062       | Long             | DBT              | CORP              | LU        |    500000 | PA      | $540649.60    | 0.44%             | 2026-06-23      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MARKS and SPENCER PLC                                       | MARKS and SPENCER PLC STEP 07/10/2027 REGS                                         | CUSIP: N/A<br>LEI: 213800CN1RI3UCIZWB95       | Long             | DBT              | CORP              | GB        |    270000 | PA      | $359975.87    | 0.29%             | 2027-07-10      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                    | FORD MOTOR CREDIT CO LLC 4.445% 02/14/2030                                         | CUSIP: 345397E41<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    250000 | PA      | $298951.93    | 0.24%             | 2030-02-14      | 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        |    530000 | PA      | $368904.53    | 0.30%             | 2033-05-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BUILDING SOCIETY                                 | NATIONWIDE BUILDING SOC(UNGTD) 4%/VAR 07/30/2035 REGS                              | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |    200000 | PA      | $237911.81    | 0.19%             | 2035-07-30      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| AROUNDTOWN SA                                               | AROUNDTOWN SA 3.375%/VAR PERP REGS                                                 | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | EP               | CORP              | LU        |   1400000 | PA      | $1532899.31   | 1.25%             |  |  |  | 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        |    800000 | PA      | $857547.60    | 0.70%             |  |  |  | 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        |    300000 | PA      | $369636.47    | 0.30%             | 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        |    450000 | PA      | $534445.34    | 0.44%             | 2032-05-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SW FINANCE I PLC                                            | SW FINANCE I PLC 7.375% 12/12/2041 REGS                                            | CUSIP: N/A<br>LEI: 549300BHN1HB5BNG2R96       | Long             | DBT              | CORP              | GB        |    160000 | PA      | $213149.18    | 0.17%             | 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        |   1055000 | PA      | $1280406.69   | 1.05%             | 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        |    525000 | PA      | $622081.39    | 0.51%             | 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        |    300000 | PA      | $352650.81    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| FLUXYS SA                                                   | FLUXYS SA 4% 11/28/2030 REGS                                                       | CUSIP: N/A<br>LEI: 529900UEWUHSPPJQ1R79       | Long             | DBT              | CORP              | BE        |    500000 | PA      | $595750.57    | 0.49%             | 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        |    100000 | PA      | $133408.61    | 0.11%             | 2035-01-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMPRION GMBH                                                | AMPRION GMBH 3.875% 06/05/2036 REGS                                                | CUSIP: N/A<br>LEI: 529900ZIV0ETYHYZM863       | Long             | DBT              | CORP              | DE        |    300000 | PA      | $353788.27    | 0.29%             | 2036-06-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RCI BANQUE S A                                              | RCI BANQUE S A 5.5%/VAR 10/09/2034 REGS                                            | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |    200000 | PA      | $247783.96    | 0.20%             | 2034-10-09      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                                        | ROMANIA REPUBLIC OF 2.124% 07/16/2031 REGS                                         | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |    100000 | PA      | $97991.30     | 0.08%             | 2031-07-16      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| QBE INS GROUP LTD                                           | QBE INS GROUP LTD 2.5%/VAR 09/13/2038 REGS                                         | CUSIP: N/A<br>LEI: 549300D2FBW76FPUSG65       | Long             | DBT              | CORP              | AU        |    500000 | PA      | $631519.20    | 0.52%             | 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        |    670000 | PA      | $846069.16    | 0.69%             | 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        |    575000 | PA      | $683982.21    | 0.56%             | 2033-04-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SCANDINAVIAN TOBACCO GROUP                                  | SCANDINAVIAN TOBACCO GROUP 4.875% 09/12/2029 REGS                                  | CUSIP: N/A<br>LEI: 5299003KG4JS99TRML67       | Long             | DBT              | CORP              | DK        |    150000 | PA      | $182736.43    | 0.15%             | 2029-09-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                   | UST NOTES 4.375% 01/31/2032                                                        | CUSIP: 91282CMK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    160000 | PA      | $163793.75    | 0.13%             | 2032-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                      | US 10YR ULTRA FUT SEP25 UXYU5                                                      | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |         9 | NC      | $29523.87     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LEG IMMOBILIEN GMBH                                         | LEG IMMOBILIEN GMBH 3.875% 01/20/2035 REGS                                         | CUSIP: N/A<br>LEI: 391200SO40AKONBO0Z96       | Long             | DBT              | CORP              | DE        |    200000 | PA      | $230725.07    | 0.19%             | 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        |   1070000 | PA      | $1353651.63   | 1.11%             | 2032-03-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                            | DEUTSCHE BANK AG 6.125%/VAR 12/12/2030 REGS                                        | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |    800000 | PA      | $1143510.79   | 0.94%             | 2030-12-12      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| Fidelity Revere Street Trust                                | Fidelity Cash Central Fund                                                         | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |   4845189 | NS      | $4846157.95   | 3.96%             |  |  |  | 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        |    210000 | PA      | $243440.39    | 0.20%             | 2026-06-02      | Fixed         | 0.01%                 | 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      | $-2153525.52  | -1.76%            |  |  |  | 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        |    200000 | PA      | $220924.29    | 0.18%             | 2029-02-23      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                       | CANADA GOVERNMENT OF 1.5% 12/01/2031                                               | CUSIP: 135087N26<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   3930000 | PA      | $2632236.51   | 2.15%             | 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        |    125000 | PA      | $149802.12    | 0.12%             | 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        |   1300000 | PA      | $1215727.50   | 0.99%             | 2033-11-03      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| HOLDING D'INFRASTRUCTURES ET DES METIERS DE L'ENVIRONNEMENT | HOLDING D'INFRASTRUCTURES ET DES METIERS DE L'ENVIRONNEMENT 0.625% 09/16/2028 REGS | CUSIP: N/A<br>LEI: 969500I3QVK40XEORU25       | Long             | DBT              | CORP              | FR        |    200000 | PA      | $215221.83    | 0.18%             | 2028-09-16      | Fixed         | 0.01%                 | 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      | $-4221.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UST NOTES                                                   | UST NOTES 4.5% 11/15/2033                                                          | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    965000 | PA      | $991235.94    | 0.81%             | 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        |    470000 | PA      | $594742.31    | 0.49%             | 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        |    750000 | PA      | $885381.68    | 0.72%             | 2035-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                           | HSBC HOLDINGS PLC 4.856%/VAR 05/23/2033 REGS                                       | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |    500000 | PA      | $636366.67    | 0.52%             | 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        |    400000 | PA      | $437498.17    | 0.36%             | 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        |    400000 | PA      | $557580.31    | 0.46%             | 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        |    300000 | PA      | $360337.74    | 0.29%             | 2034-03-21      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CITYCON TREASURY BV                                         | CITYCON TREASURY BV 5.375% 07/08/2031 REGS                                         | CUSIP: N/A<br>LEI: 549300WAE0CGQ0IE1H63       | Long             | DBT              | CORP              | NL        |    100000 | PA      | $121079.12    | 0.10%             | 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        |    100000 | PA      | $120624.20    | 0.10%             | 2030-03-11      | 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      | $-449.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UST NOTES                                                   | UST NOTES 4.25% 05/15/2035                                                         | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    710000 | PA      | $711109.38    | 0.58%             | 2035-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PROLOGIS INTERNATIONAL FUNDING II SA                        | PROLOGIS INTL FDG II SA 4.375% 07/01/2036 REGS                                     | CUSIP: N/A<br>LEI: 213800JNRWW2C9DWI388       | Long             | DBT              | CORP              | LU        |    100000 | PA      | $121539.02    | 0.10%             | 2036-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                           | EURO-BOBL FUTURE SEP25 OEU5                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |        -1 | NC      | $266.99       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UST NOTES                                                   | UST NOTES 4.125% 05/31/2032                                                        | CUSIP: 91282CNF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    344000 | PA      | $346854.03    | 0.28%             | 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        |    290000 | PA      | $239438.20    | 0.20%             |  |  |  | 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        |    400000 | PA      | $493671.78    | 0.40%             | 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        |    250000 | PA      | $262093.87    | 0.21%             | 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        |    361000 | PA      | $368448.70    | 0.30%             | 2035-05-28      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| METRO AG                                                    | METRO AG 4% 03/05/2030 REGS                                                        | CUSIP: N/A<br>LEI: 5299006EQ03K3SSUYS12       | Long             | DBT              | CORP              | DE        |    250000 | PA      | $303416.36    | 0.25%             | 2030-03-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                      | US 2YR NOTE (CBT) FUT SEP25 TUU5                                                   | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |         5 | NC      | $4678.91      | 0.00%             |  |  |  | No            |                  1 | 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        |    200000 | PA      | $235586.23    | 0.19%             | 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        |    964000 | PA      | $967060.70    | 0.79%             | 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        |    300000 | PA      | $355332.15    | 0.29%             | 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        |    650000 | PA      | $540044.43    | 0.44%             |  |  |  | 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        |   2363000 | PA      | $813059.14    | 0.67%             | 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        |    185000 | PA      | $205493.60    | 0.17%             | 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        |    400000 | PA      | $485059.08    | 0.40%             | 2032-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                           | NATWEST GROUP PLC 2.105%/VAR 11/28/2031 REGS                                       | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |    650000 | PA      | $860893.78    | 0.70%             | 2031-11-28      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FISERV FUNDING UNLTD CO                                     | FISERV FUNDING UNLTD CO 3.5% 06/15/2032                                            | CUSIP: 337735AB0<br>LEI: 254900RNWK5SE9A0I712 | Long             | DBT              | CORP              | IE        |    100000 | PA      | $117443.73    | 0.10%             | 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        |    400000 | PA      | $474120.49    | 0.39%             | 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        |    280000 | PA      | $334693.23    | 0.27%             | 2031-04-29      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                 | UNITED STATES TREASURY BOND 3.625% 05/15/2053                                      | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $407812.50    | 0.33%             | 2053-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                              | MORGAN STANLEY 4.099%/VAR 05/22/2036                                               | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |    200000 | PA      | $241046.77    | 0.20%             | 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        |    300000 | PA      | $435515.52    | 0.36%             | 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        |    400000 | PA      | $458627.07    | 0.38%             | 2031-08-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                | ALPHABET INC 4% 05/06/2054                                                         | CUSIP: 02079KAT4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $115841.70    | 0.09%             | 2054-05-06      | Fixed         | 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        |    650000 | NC      | $4885.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                 | IMPERIAL BRANDS FINANCE PLC 3.875% 02/12/2034 REGS                                 | CUSIP: N/A<br>LEI: 2138008L3B3MCG1DFS50       | Long             | DBT              | CORP              | GB        |    375000 | PA      | $434301.78    | 0.36%             | 2034-02-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MOBICO GROUP PLC                                            | MOBICO GROUP PLC 4.875% 09/26/2031 REGS                                            | CUSIP: N/A<br>LEI: 213800A8IQEMY8PA5X34       | Long             | DBT              | CORP              | GB        |    500000 | PA      | $476848.88    | 0.39%             | 2031-09-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NGG FINANCE PLC                                             | NGG FINANCE PLC 2.125%/VAR 09/05/2082 REGS                                         | CUSIP: N/A<br>LEI: 549300MLDJ2T68G21W86       | Long             | DBT              | CORP              | GB        |    750000 | PA      | $862284.83    | 0.71%             | 2082-09-05      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| UNITED UTILITIES WATER FINANCE PLC                          | UNITED UTILITIES WATER FINANCE PLC 3.5% 02/27/2033 REGS                            | CUSIP: N/A<br>LEI: 213800313INX42GDLR44       | Long             | DBT              | CORP              | GB        |    300000 | PA      | $350893.78    | 0.29%             | 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        |    400000 | PA      | $475891.80    | 0.39%             | 2032-07-11      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                              | COMMERZBANK AG 3.625%/VAR 01/14/2032 REGS                                          | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |    300000 | PA      | $356281.70    | 0.29%             | 2032-01-14      | Variable      | 0.04%                 | 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      | $6024.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                          | REALTY INCOME CORP 3.375% 06/20/2031                                               | CUSIP: 756109CU6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    300000 | PA      | $352391.36    | 0.29%             | 2031-06-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                 | UNITED STATES TREASURY BOND 4.375% 08/15/2043                                      | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     50000 | PA      | $47658.20     | 0.04%             | 2043-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                      | US 5YR NOTE (CBT) FUT SEP25 FVU5                                                   | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |        29 | NC      | $45508.18     | 0.04%             |  |  |  | No            |                  1 | 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        |    550000 | PA      | $642848.40    | 0.53%             | 2034-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SCHAEFFLER AG                                               | SCHAEFFLER AG 5.375% 04/01/2031 REGS                                               | CUSIP: N/A<br>LEI: 549300Q7E782X7GC1P43       | Long             | DBT              | CORP              | DE        |    100000 | PA      | $120310.51    | 0.10%             | 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        |    475000 | PA      | $563563.18    | 0.46%             | 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        |    140000 | PA      | $180674.19    | 0.15%             | 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        |    300000 | PA      | $352436.51    | 0.29%             | 2032-06-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                   | UST NOTES 2.625% 07/31/2029                                                        | CUSIP: 91282CFC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2873554.68   | 2.35%             | 2029-07-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                | UBS GROUP AG 2.125%/VAR 11/15/2029 REGS                                            | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |    500000 | PA      | $633527.39    | 0.52%             | 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        |    600000 | PA      | $664325.41    | 0.54%             | 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        |   2600000 | PA      | $2150585.94   | 1.76%             | 2042-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                   | UST NOTES 4.25% 06/30/2031                                                         | CUSIP: 91282CKW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    560000 | PA      | $570346.87    | 0.47%             | 2031-06-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROYAL KPN NV (KONINKLIJKE KPN)                              | ROYAL KPN NV (KONINKLIJKE KPN) 3.875% 02/16/2036 REGS                              | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | DBT              | CORP              | NL        |    100000 | PA      | $118253.81    | 0.10%             | 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        |    750000 | NC      | $-1559.22     | -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        |    300000 | PA      | $361201.27    | 0.30%             | 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        |    425000 | PA      | $504184.28    | 0.41%             | 2032-05-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUSTRALIA                                 | COMMONWEALTH BANK AUSTRALIA 2.688% 03/11/2031 144A                                 | CUSIP: 202712BN4<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $178341.84    | 0.15%             | 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        |    500000 | PA      | $550253.84    | 0.45%             | 2081-08-31      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                | BARCLAYS PLC 8.875%/VAR PERP REGS                                                  | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | EP               | CORP              | GB        |    200000 | PA      | $289362.58    | 0.24%             |  |  |  | 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        |    600000 | PA      | $528892.80    | 0.43%             | 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        |    600000 | PA      | $632660.92    | 0.52%             | 2031-05-07      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CREDIT FUND                              | BLACKSTONE PRIVATE CREDIT FUND 4.875% 04/14/2026 REGS                              | CUSIP: N/A<br>LEI: 549300ORP3TTCNXSYO43       | Long             | DBT              | CORP              | US        |    430000 | PA      | $587104.08    | 0.48%             | 2026-04-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                 | UNITED STATES TREASURY BOND 2.25% 08/15/2046                                       | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $327558.60    | 0.27%             | 2046-08-15      | Fixed         | 0.02%                 | 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        |    400000 | PA      | $477126.29    | 0.39%             | 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        |    300000 | PA      | $368621.19    | 0.30%             | 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