Fidelity Group of Funds > Fidelity School Street Trust
Fidelity Series International Developed Markets Bond Index Fund
$9.13B
Avg Monthly Net Assets
$10.38B
Total Assets
$884K
Total Liabilities
$10.38B
Net Assets
Fidelity Series International Developed Markets Bond Index Fund is an Index Fund in Fidelity School Street Trust
from Fidelity Group of Funds,
based in Massachusetts,
United States of America.
The fund has one share class
and monthly net assets of $9.13B.
On August 27th, 2024 it reported 614 holdings, the largest
being JAPAN GOVERNMENT OF (1.3%), GREECE GOVERNMENT OF (1.1%) and JAPAN GOVERNMENT OF (0.9%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Fidelity Series International Developed Markets Bond Index Fund | C000229122 | FSTQX |
Holdings
From latest NPORT-P, filed August 27th, 2024 for period ending June 30th, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| AUSTRALIA COMMONWEALTH OF 0.25% 11/21/2024 REGS (AUSTRALIA, COMMONWEALTH OF) | Long | Debt | AU | $81K | – | 0.00 |
| AUSTRALIA COMMONWEALTH OF 0.25% 11/21/2025 REGS (AUSTRALIA, COMMONWEALTH OF) | Long | Debt | AU | $39M | – | 0.38 |
| AUSTRALIA COMMONWEALTH OF 0.5% 09/21/2026 REGS (AUSTRALIA, COMMONWEALTH OF) | Long | Debt | AU | $40M | – | 0.38 |
| AUSTRALIA COMMONWEALTH OF 1.25% 05/21/2032 (AUSTRALIA, COMMONWEALTH OF) | Long | Debt | AU | $28M | – | 0.27 |
| AUSTRALIA COMMONWEALTH OF 1.5% 06/21/2031 REGS (AUSTRALIA, COMMONWEALTH OF) | Long | Debt | AU | $10M | – | 0.10 |
| AUSTRALIA COMMONWEALTH OF 1.75% 06/21/2051 REGS (AUSTRALIA, COMMONWEALTH OF) | Long | Debt | AU | $13M | – | 0.13 |
| AUSTRALIA COMMONWEALTH OF 1.75% 11/21/2032 REGS (AUSTRALIA, COMMONWEALTH OF) | Long | Debt | AU | $7M | – | 0.07 |
| AUSTRALIA COMMONWEALTH OF 1% 11/21/2031 REGS (AUSTRALIA, COMMONWEALTH OF) | Long | Debt | AU | $18M | – | 0.17 |
| AUSTRALIA COMMONWEALTH OF 1% 12/21/2030 REGS (AUSTRALIA, COMMONWEALTH OF) | Long | Debt | AU | $27M | – | 0.26 |
| AUSTRALIA COMMONWEALTH OF 2.5% 05/21/2030 REGS (AUSTRALIA, COMMONWEALTH OF) | Long | Debt | AU | $21M | – | 0.21 |
| AUSTRALIA COMMONWEALTH OF 2.75% 05/21/2041 REGS (AUSTRALIA, COMMONWEALTH OF) | Long | Debt | AU | $19M | – | 0.18 |
| AUSTRALIA COMMONWEALTH OF 2.75% 06/21/2035 REGS (AUSTRALIA, COMMONWEALTH OF) | Long | Debt | AU | $10M | – | 0.09 |
| AUSTRALIA COMMONWEALTH OF 2.75% 11/21/2027 REGS (AUSTRALIA, COMMONWEALTH OF) | Long | Debt | AU | $36M | – | 0.34 |
| AUSTRALIA COMMONWEALTH OF 2.75% 11/21/2028 REGS (AUSTRALIA, COMMONWEALTH OF) | Long | Debt | AU | $18M | – | 0.17 |
| AUSTRALIA COMMONWEALTH OF 2.75% 11/21/2029 REGS (AUSTRALIA, COMMONWEALTH OF) | Long | Debt | AU | $33M | – | 0.32 |
| AUSTRALIA COMMONWEALTH OF 3.25% 04/21/2029 REGS (AUSTRALIA, COMMONWEALTH OF) | Long | Debt | AU | $36M | – | 0.35 |
| AUSTRALIA COMMONWEALTH OF 3.75% 04/21/2037 REGS (AUSTRALIA, COMMONWEALTH OF) | Long | Debt | AU | $18M | – | 0.18 |
| AUSTRALIA COMMONWEALTH OF 3.75% 05/21/2034 REGS (AUSTRALIA, COMMONWEALTH OF) | Long | Debt | AU | $12M | – | 0.11 |
| AUSTRALIA COMMONWEALTH OF 3% 11/21/2033 REGS (AUSTRALIA, COMMONWEALTH OF) | Long | Debt | AU | $21M | – | 0.20 |
| AUSTRALIA COMMONWEALTH OF 4.25% 04/21/2026 REGS (AUSTRALIA, COMMONWEALTH OF) | Long | Debt | AU | $25M | – | 0.24 |
| AUSTRALIA COMMONWEALTH OF 4.5% 04/21/2033 REGS (AUSTRALIA, COMMONWEALTH OF) | Long | Debt | AU | $49M | – | 0.47 |
| AUSTRALIA COMMONWEALTH OF 4.75% 04/21/2027 REGS (AUSTRALIA, COMMONWEALTH OF) | Long | Debt | AU | $21M | – | 0.20 |
| AUSTRALIA COMMONWEALTH OF 4.75% 06/21/2054 REGS (AUSTRALIA, COMMONWEALTH OF) | Long | Debt | AU | $3M | – | 0.02 |
| AUSTRIA REPUBLIC OF 0.25% 10/20/2036 144A REGS | Long | Debt | AT | $19M | – | 0.18 |
| AUSTRIA REPUBLIC OF 0.5% 02/20/2029 144A REGS | Long | Debt | AT | $25M | – | 0.24 |
| AUSTRIA REPUBLIC OF 0.5% 04/20/2027 144A REGS | Long | Debt | AT | $59M | – | 0.57 |
| AUSTRIA REPUBLIC OF 0.75% 02/20/2028 144A REGS | Long | Debt | AT | $47M | – | 0.45 |
| AUSTRIA REPUBLIC OF 0.75% 03/20/2051 144A REGS | Long | Debt | AT | $29M | – | 0.28 |
| AUSTRIA REPUBLIC OF 0.75% 10/20/2026 144A REGS | Long | Debt | AT | $13M | – | 0.12 |
| AUSTRIA REPUBLIC OF 0.85% 06/30/2120 144A REGS | Long | Debt | AT | $5M | – | 0.05 |
| AUSTRIA REPUBLIC OF 0.9% 02/20/2032 144A REGS | Long | Debt | AT | $33M | – | 0.32 |
| AUSTRIA REPUBLIC OF 0% 02/20/2030 144A REGS | Long | Debt | AT | $24M | – | 0.23 |
| AUSTRIA REPUBLIC OF 0% 02/20/2031 144A REGS | Long | Debt | AT | $16M | – | 0.16 |
| AUSTRIA REPUBLIC OF 0% 10/20/2028 144A REGS | Long | Debt | AT | $8M | – | 0.08 |
| AUSTRIA REPUBLIC OF 0% 10/20/2040 144A REGS | Long | Debt | AT | $29M | – | 0.28 |
| AUSTRIA REPUBLIC OF 1.2% 10/20/2025 144A REGS | Long | Debt | AT | $31M | – | 0.30 |
| AUSTRIA REPUBLIC OF 1.5% 11/02/2086 144A REGS | Long | Debt | AT | $6M | – | 0.06 |
| AUSTRIA REPUBLIC OF 2.1% 09/20/2117 144A REGS | Long | Debt | AT | $5M | – | 0.05 |
| AUSTRIA REPUBLIC OF 2.9% 02/20/2033 144A REGS | Long | Debt | AT | $35M | – | 0.33 |
| AUSTRIA REPUBLIC OF 2.9% 02/20/2034 144A REGS | Long | Debt | AT | $21M | – | 0.20 |
| AUSTRIA REPUBLIC OF 2.9% 05/23/2029 144A REGS | Long | Debt | AT | $10M | – | 0.10 |
| AUSTRIA REPUBLIC OF 3.15% 06/20/2044 144A REGS | Long | Debt | AT | $9M | – | 0.08 |
| AUSTRIA REPUBLIC OF 3.8% 01/26/2062 144A REGS | Long | Debt | AT | $14M | – | 0.14 |
| AUSTRIA REPUBLIC OF 4.15% 03/15/2037 144A REGS | Long | Debt | AT | $19M | – | 0.18 |
| AUSTRIA REPUBLIC OF 4.85% 03/15/2026 144A REGS | Long | Debt | AT | $20M | – | 0.19 |
| BELGIUM KINGDOM OF 0.1% 06/22/2030 144A REGS | Long | Debt | BE | $9M | – | 0.08 |
| BELGIUM KINGDOM OF 0.35% 06/22/2032 144A REGS | Long | Debt | BE | $36M | – | 0.35 |
| BELGIUM KINGDOM OF 0.65% 06/22/2071 144A REGS | Long | Debt | BE | $5M | – | 0.05 |
| BELGIUM KINGDOM OF 0.8% 06/22/2025 144A REGS | Long | Debt | BE | $54M | – | 0.52 |
| BELGIUM KINGDOM OF 0.8% 06/22/2027 144A REGS | Long | Debt | BE | $7M | – | 0.07 |
| BELGIUM KINGDOM OF 0.8% 06/22/2028 144A REGS | Long | Debt | BE | $29M | – | 0.28 |
| BELGIUM KINGDOM OF 0.9% 06/22/2029 144A REGS | Long | Debt | BE | $33M | – | 0.31 |
| BELGIUM KINGDOM OF 0% 10/22/2027 144A REGS | Long | Debt | BE | $44M | – | 0.42 |
| BELGIUM KINGDOM OF 0% 10/22/2031 144A REGS | Long | Debt | BE | $23M | – | 0.22 |
| BELGIUM KINGDOM OF 1.4% 06/22/2053 144A REGS | Long | Debt | BE | $21M | – | 0.20 |
| BELGIUM KINGDOM OF 1.6% 06/22/2047 144A REGS | Long | Debt | BE | $7M | – | 0.07 |
| BELGIUM KINGDOM OF 1.7% 06/22/2050 144A REGS | Long | Debt | BE | $19M | – | 0.18 |
| BELGIUM KINGDOM OF 1.9% 06/22/2038 144A REGS | Long | Debt | BE | $7M | – | 0.07 |
| BELGIUM KINGDOM OF 1% 06/22/2026 144A REGS | Long | Debt | BE | $11M | – | 0.10 |
| BELGIUM KINGDOM OF 1% 06/22/2031 144A REGS | Long | Debt | BE | $19M | – | 0.18 |
| BELGIUM KINGDOM OF 2.15% 06/22/2066 144A REGS | Long | Debt | BE | $6M | – | 0.06 |
| BELGIUM KINGDOM OF 2.85% 10/22/2034 144A REGS | Long | Debt | BE | $15M | – | 0.15 |
| BELGIUM KINGDOM OF 3.3% 06/22/2054 144A REGS | Long | Debt | BE | $7M | – | 0.07 |
| BELGIUM KINGDOM OF 3.45% 06/22/2043 144A REGS | Long | Debt | BE | $2M | – | 0.02 |
| BELGIUM KINGDOM OF 3.75% 06/22/2045 REGS | Long | Debt | BE | $3M | – | 0.03 |
| BELGIUM KINGDOM OF 3% 06/22/2033 144A REGS | Long | Debt | BE | $21M | – | 0.20 |
| BELGIUM KINGDOM OF 4.25% 03/28/2041 144A REGS | Long | Debt | BE | $53M | – | 0.51 |
| BELGIUM KINGDOM OF 4.5% 03/28/2026 144A REGS | Long | Debt | BE | $14M | – | 0.14 |
| BELGIUM KINGDOM OF 5% 03/28/2035 144A REGS | Long | Debt | BE | $59M | – | 0.56 |
| CANADA GOVERNMENT OF 0.25% 03/01/2026 (CANADA, GOVERNMENT OF) | Long | Debt | CA | $19M | – | 0.18 |
| CANADA GOVERNMENT OF 0.5% 12/01/2030 (CANADA, GOVERNMENT OF) | Long | Debt | CA | $39M | – | 0.37 |
| CANADA GOVERNMENT OF 1.25% 03/01/2027 (CANADA, GOVERNMENT OF) | Long | Debt | CA | $21M | – | 0.20 |
| CANADA GOVERNMENT OF 1.25% 06/01/2030 (CANADA, GOVERNMENT OF) | Long | Debt | CA | $8M | – | 0.08 |
| CANADA GOVERNMENT OF 1.5% 06/01/2026 (CANADA, GOVERNMENT OF) | Long | Debt | CA | $15M | – | 0.15 |
| CANADA GOVERNMENT OF 1.5% 12/01/2031 (CANADA, GOVERNMENT OF) | Long | Debt | CA | $35M | – | 0.33 |
| CANADA GOVERNMENT OF 1.75% 12/01/2053 (CANADA, GOVERNMENT OF) | Long | Debt | CA | $23M | – | 0.22 |
| CANADA GOVERNMENT OF 1% 06/01/2027 (CANADA, GOVERNMENT OF) | Long | Debt | CA | $4M | – | 0.04 |
| CANADA GOVERNMENT OF 2.25% 06/01/2029 (CANADA, GOVERNMENT OF) | Long | Debt | CA | $485K | – | 0.00 |
| CANADA GOVERNMENT OF 2.5% 12/01/2032 (CANADA, GOVERNMENT OF) | Long | Debt | CA | $17M | – | 0.16 |
| CANADA GOVERNMENT OF 2.75% 06/01/2033 (CANADA, GOVERNMENT OF) | Long | Debt | CA | $11M | – | 0.10 |
| CANADA GOVERNMENT OF 2.75% 09/01/2027 (CANADA, GOVERNMENT OF) | Long | Debt | CA | $15M | – | 0.15 |
| CANADA GOVERNMENT OF 2% 06/01/2032 (CANADA, GOVERNMENT OF) | Long | Debt | CA | $15M | – | 0.15 |
| CANADA GOVERNMENT OF 2% 12/01/2051 (CANADA, GOVERNMENT OF) | Long | Debt | CA | $35M | – | 0.34 |
| CANADA GOVERNMENT OF 3.25% 12/01/2033 (CANADA, GOVERNMENT OF) | Long | Debt | CA | $24M | – | 0.23 |
| CANADA GOVERNMENT OF 3.5% 03/01/2028 (CANADA, GOVERNMENT OF) | Long | Debt | CA | $42M | – | 0.40 |
| CANADA GOVERNMENT OF 3.5% 08/01/2025 (CANADA, GOVERNMENT OF) | Long | Debt | CA | $17M | – | 0.17 |
| CANADA GOVERNMENT OF 3.5% 12/01/2045 (CANADA, GOVERNMENT OF) | Long | Debt | CA | $3M | – | 0.02 |
| CANADA GOVERNMENT OF 3% 06/01/2034 (CANADA, GOVERNMENT OF) | Long | Debt | CA | $19M | – | 0.18 |
| CANADA GOVERNMENT OF 4.5% 02/01/2026 (CANADA, GOVERNMENT OF) | Long | Debt | CA | $22M | – | 0.21 |
| CANADA GOVERNMENT OF 4% 03/01/2029 (CANADA, GOVERNMENT OF) | Long | Debt | CA | $33M | – | 0.32 |
| CANADA GOVERNMENT OF 4% 06/01/2041 (CANADA, GOVERNMENT OF) | Long | Debt | CA | $15M | – | 0.15 |
| CANADA GOVERNMENT OF 5.75% 06/01/2029 (CANADA, GOVERNMENT OF) | Long | Debt | CA | $3M | – | 0.03 |
| CANADA GOVERNMENT OF 5.75% 06/01/2033 (CANADA, GOVERNMENT OF) | Long | Debt | CA | $13M | – | 0.12 |
| CYPRUS REPUBLIC OF 0.625% 01/21/2030 REGS (CYPRUS, REPUBLIC OF) | Long | Debt | CY | $5M | – | 0.04 |
| CYPRUS REPUBLIC OF 0.95% 01/20/2032 REGS (CYPRUS, REPUBLIC OF) | Long | Debt | CY | $2M | – | 0.02 |
| CYPRUS REPUBLIC OF 0% 02/09/2026 REGS (CYPRUS, REPUBLIC OF) | Long | Debt | CY | $5M | – | 0.05 |
| CYPRUS REPUBLIC OF 1.25% 01/21/2040 REGS (CYPRUS, REPUBLIC OF) | Long | Debt | CY | $6M | – | 0.05 |
| CYPRUS REPUBLIC OF 2.25% 04/16/2050 REGS (CYPRUS, REPUBLIC OF) | Long | Debt | CY | $3M | – | 0.03 |
| CYPRUS REPUBLIC OF 2.375% 09/25/2028 REGS (CYPRUS, REPUBLIC OF) | Long | Debt | CY | $3M | – | 0.03 |
| CYPRUS REPUBLIC OF 2.75% 02/26/2034 REGS (CYPRUS, REPUBLIC OF) | Long | Debt | CY | $4M | – | 0.04 |
| DENMARK KINGDOM OF 0.25% 11/15/2052 | Long | Debt | DK | $12M | – | 0.11 |
| DENMARK KINGDOM OF 0.5% 11/15/2027 | Long | Debt | DK | $19M | – | 0.19 |
| DENMARK KINGDOM OF 0.5% 11/15/2029 | Long | Debt | DK | $19M | – | 0.19 |
| DENMARK KINGDOM OF 0% 11/15/2031 | Long | Debt | DK | $28M | – | 0.27 |
| DENMARK KINGDOM OF 0% 11/15/2031 | Long | Debt | DK | $2M | – | 0.01 |
| DENMARK KINGDOM OF 1.75% 11/15/2025 | Long | Debt | DK | $18M | – | 0.17 |
| DENMARK KINGDOM OF 2.25% 11/15/2033 | Long | Debt | DK | $13M | – | 0.13 |
| DENMARK KINGDOM OF 4.5% 11/15/2039 | Long | Debt | DK | $55M | – | 0.53 |
| ESTONIA REPUBLIC OF 0.125% 06/10/2030 REGS | Long | Debt | EE | $2M | – | 0.02 |
| ESTONIA REPUBLIC OF 3.25% 01/17/2034 REGS | Long | Debt | EE | $2M | – | 0.02 |
| ESTONIA REPUBLIC OF 4% 10/12/2032 REGS | Long | Debt | EE | $7M | – | 0.07 |
| EURO-BOBL FUTURE SEP24 OEU4 (EUREX DEUTSCHLAND) | Derivative-interest rate | DE | $306K | – | 0.00 | |
| Fidelity Cash Central Fund (Fidelity Revere Street Trust) | Long | Short-term investment vehicle | US | $94M | 94M | 0.90 |
| FINLAND REPUBLIC OF 0.125% 04/15/2036 144A REGS | Long | Debt | FI | $18M | – | 0.17 |
| FINLAND REPUBLIC OF 0.125% 04/15/2052 144A REGS | Long | Debt | FI | $12M | – | 0.12 |
| FINLAND REPUBLIC OF 0.125% 09/15/2031 144A REGS | Long | Debt | FI | $17M | – | 0.16 |
| FINLAND REPUBLIC OF 0.25% 09/15/2040 144A REGS | Long | Debt | FI | $15M | – | 0.14 |
| FINLAND REPUBLIC OF 0.5% 04/15/2026 144A REGS | Long | Debt | FI | $34M | – | 0.33 |
| FINLAND REPUBLIC OF 0.5% 04/15/2043 144A REGS | Long | Debt | FI | $18M | – | 0.18 |
| FINLAND REPUBLIC OF 0.5% 09/15/2027 144A REGS | Long | Debt | FI | $14M | – | 0.13 |
| FINLAND REPUBLIC OF 0.5% 09/15/2028 144A REGS | Long | Debt | FI | $19M | – | 0.18 |
| FINLAND REPUBLIC OF 0.5% 09/15/2029 144A REGS | Long | Debt | FI | $20M | – | 0.20 |
| FINLAND REPUBLIC OF 0.875% 09/15/2025 144A REGS | Long | Debt | FI | $24M | – | 0.23 |
| FINLAND REPUBLIC OF 0% 09/15/2026 144A REGS | Long | Debt | FI | $18M | – | 0.17 |
| FINLAND REPUBLIC OF 0% 09/15/2030 144A REGS | Long | Debt | FI | $15M | – | 0.15 |
| FINLAND REPUBLIC OF 1.125% 04/15/2034 144A REGS | Long | Debt | FI | $2M | – | 0.02 |
| FINLAND REPUBLIC OF 1.375% 04/15/2027 144A REGS | Long | Debt | FI | $9M | – | 0.08 |
| FINLAND REPUBLIC OF 1.375% 04/15/2047 144A REGS | Long | Debt | FI | $4M | – | 0.04 |
| FINLAND REPUBLIC OF 1.5% 09/15/2032 144A REGS | Long | Debt | FI | $30M | – | 0.29 |
| FINLAND REPUBLIC OF 2.75% 07/04/2028 144A REGS | Long | Debt | FI | $22M | – | 0.21 |
| FINLAND REPUBLIC OF 2.875% 04/15/2029 144A REGS | Long | Debt | FI | $11M | – | 0.11 |
| FINLAND REPUBLIC OF 2.95% 04/15/2055 144A REGS | Long | Debt | FI | $3M | – | 0.03 |
| FINLAND REPUBLIC OF 3% 09/15/2033 144A REGS | Long | Debt | FI | $41M | – | 0.39 |
| FRANCE REPUBLIC OF 0.5% 05/25/2029 144A REGS | Long | Debt | FR | $30M | – | 0.29 |
| FRANCE REPUBLIC OF 0.5% 05/25/2040 144A REGS | Long | Debt | FR | $17M | – | 0.16 |
| FRANCE REPUBLIC OF 0.5% 05/25/2072 144A REGS | Long | Debt | FR | $9M | – | 0.09 |
| FRANCE REPUBLIC OF 0.5% 06/25/2044 144A REGS | Long | Debt | FR | $5M | – | 0.04 |
| FRANCE REPUBLIC OF 0.75% 02/25/2028 144A REGS | Long | Debt | FR | $14M | – | 0.14 |
| FRANCE REPUBLIC OF 0.75% 05/25/2028 144A REGS | Long | Debt | FR | $13M | – | 0.12 |
| FRANCE REPUBLIC OF 0.75% 05/25/2052 144A REGS | Long | Debt | FR | $18M | – | 0.18 |
| FRANCE REPUBLIC OF 0.75% 05/25/2053 144A REGS | Long | Debt | FR | $8M | – | 0.08 |
| FRANCE REPUBLIC OF 0.75% 11/25/2028 144A REGS | Long | Debt | FR | $27M | – | 0.26 |
| FRANCE REPUBLIC OF 0% 02/25/2026 144A REGS | Long | Debt | FR | $62M | – | 0.60 |
| FRANCE REPUBLIC OF 0% 02/25/2027 144A REGS | Long | Debt | FR | $26M | – | 0.25 |
| FRANCE REPUBLIC OF 0% 03/25/2025 144A REGS | Long | Debt | FR | $21M | – | 0.21 |
| FRANCE REPUBLIC OF 0% 05/25/2032 144A REGS | Long | Debt | FR | $19M | – | 0.19 |
| FRANCE REPUBLIC OF 0% 11/25/2029 144A REGS | Long | Debt | FR | $46M | – | 0.45 |
| FRANCE REPUBLIC OF 0% 11/25/2030 144A REGS | Long | Debt | FR | $21M | – | 0.21 |
| FRANCE REPUBLIC OF 0% 11/25/2031 144A REGS | Long | Debt | FR | $7M | – | 0.06 |
| FRANCE REPUBLIC OF 1.25% 05/25/2036 144A REGS | Long | Debt | FR | $65M | – | 0.62 |
| FRANCE REPUBLIC OF 1.5% 05/25/2050 144A REGS | Long | Debt | FR | $7M | – | 0.07 |
| FRANCE REPUBLIC OF 1.75% 05/25/2066 144A REGS | Long | Debt | FR | $3M | – | 0.03 |
| FRANCE REPUBLIC OF 1.75% 06/25/2039 144A REGS | Long | Debt | FR | $5M | – | 0.05 |
| FRANCE REPUBLIC OF 2.5% 05/25/2030 144A REGS | Long | Debt | FR | $52M | – | 0.50 |
| FRANCE REPUBLIC OF 2.5% 05/25/2043 144A REGS | Long | Debt | FR | $21M | – | 0.20 |
| FRANCE REPUBLIC OF 2.5% 09/24/2026 144A REGS | Long | Debt | FR | $41M | – | 0.40 |
| FRANCE REPUBLIC OF 2.75% 10/25/2027 144A REGS | Long | Debt | FR | $43M | – | 0.42 |
| FRANCE REPUBLIC OF 2% 05/25/2048 144A REGS | Long | Debt | FR | $56K | – | 0.00 |
| FRANCE REPUBLIC OF 2% 11/25/2032 144A REGS | Long | Debt | FR | $31M | – | 0.30 |
| FRANCE REPUBLIC OF 3.25% 05/25/2045 144A REGS | Long | Debt | FR | $12M | – | 0.11 |
| FRANCE REPUBLIC OF 3.5% 04/25/2026 144A REGS | Long | Debt | FR | $11M | – | 0.11 |
| FRANCE REPUBLIC OF 3.5% 11/25/2033 144A REGS | Long | Debt | FR | $22M | – | 0.21 |
| FRANCE REPUBLIC OF 3% 05/25/2033 144A REGS | Long | Debt | FR | $14M | – | 0.13 |
| FRANCE REPUBLIC OF 3% 05/25/2054 144A REGS | Long | Debt | FR | $6M | – | 0.06 |
| FRANCE REPUBLIC OF 4.5% 04/25/2041 144A REGS | Long | Debt | FR | $2M | – | 0.02 |
| FRANCE REPUBLIC OF 4.75% 04/25/2035 144A REGS | Long | Debt | FR | $44K | – | 0.00 |
| FRANCE REPUBLIC OF 4% 04/25/2060 144A REGS | Long | Debt | FR | $908K | – | 0.01 |
| FX Forward: AUD/USD settle 2024-07-02 (BANK OF AMERICA, N.A.) | Derivative-foreign exchange | US | $453K | – | 0.00 | |
| FX Forward: CAD/USD settle 2024-07-02 (ROYAL BANK OF CANADA) | Derivative-foreign exchange | CA | $180K | – | 0.00 | |
| FX Forward: CHF/USD settle 2024-07-02 (JPMORGAN CHASE BANK NA NEW YORK NY) | Derivative-foreign exchange | US | $-102K | – | -0.00 | |
| FX Forward: CHF/USD settle 2024-07-02 (STATE STREET BANK AND TRUST COMPANY) | Derivative-foreign exchange | US | $-431K | – | -0.00 | |
| FX Forward: DKK/USD settle 2024-07-02 (JPMORGAN CHASE BANK NA NEW YORK NY) | Derivative-foreign exchange | US | $-900.62 | – | -0.00 | |
| FX Forward: DKK/USD settle 2024-07-02 (BANK OF AMERICA, N.A.) | Derivative-foreign exchange | US | $-93K | – | -0.00 | |
| FX Forward: EUR/USD settle 2024-07-02 (BROWN BROTHERS HARRIMAN and CO.) | Derivative-foreign exchange | US | $-28K | – | -0.00 | |
| FX Forward: EUR/USD settle 2024-07-02 (BNP PARIBAS) | Derivative-foreign exchange | FR | $-47K | – | -0.00 | |
| FX Forward: EUR/USD settle 2024-07-02 (BROWN BROTHERS HARRIMAN and CO.) | Derivative-foreign exchange | US | $-336K | – | -0.00 | |
| FX Forward: EUR/USD settle 2024-07-02 (BANK OF AMERICA, N.A.) | Derivative-foreign exchange | US | $-8M | – | -0.07 | |
| FX Forward: GBP/USD settle 2024-07-02 (ROYAL BANK OF CANADA) | Derivative-foreign exchange | CA | $-94K | – | -0.00 | |
| FX Forward: GBP/USD settle 2024-07-02 (STATE STREET BANK AND TRUST COMPANY) | Derivative-foreign exchange | US | $-234K | – | -0.00 | |
| FX Forward: JPY/USD settle 2024-07-02 (BROWN BROTHERS HARRIMAN and CO.) | Derivative-foreign exchange | US | $-170K | – | -0.00 | |
| FX Forward: JPY/USD settle 2024-07-02 (BANK OF AMERICA, N.A.) | Derivative-foreign exchange | US | $-182K | – | -0.00 | |
| FX Forward: JPY/USD settle 2024-07-02 (JPMORGAN CHASE BANK NA NEW YORK NY) | Derivative-foreign exchange | US | $-229K | – | -0.00 | |
| FX Forward: JPY/USD settle 2024-07-02 (ROYAL BANK OF CANADA) | Derivative-foreign exchange | CA | $-3M | – | -0.03 | |
| FX Forward: NOK/USD settle 2024-07-02 (HSBC BANK USA NA) | Derivative-foreign exchange | US | $-260K | – | -0.00 | |
| FX Forward: SEK/USD settle 2024-07-02 (CITIBANK, N.A.) | Derivative-foreign exchange | US | $-17K | – | -0.00 | |
| FX Forward: SGD/USD settle 2024-07-02 (STATE STREET BANK AND TRUST COMPANY) | Derivative-foreign exchange | US | $252K | – | 0.00 | |
| FX Forward: SGD/USD settle 2024-07-02 (BNP PARIBAS) | Derivative-foreign exchange | FR | $-21K | – | -0.00 | |
| FX Forward: USD/AUD settle 2024-07-02 (JPMORGAN CHASE BANK NA NEW YORK NY) | Derivative-foreign exchange | US | $-2M | – | -0.02 | |
| FX Forward: USD/AUD settle 2024-08-02 (BANK OF AMERICA, N.A.) | Derivative-foreign exchange | US | $-456K | – | -0.00 | |
| FX Forward: USD/CAD settle 2024-07-02 (ROYAL BANK OF CANADA) | Derivative-foreign exchange | CA | $256K | – | 0.00 | |
| FX Forward: USD/CAD settle 2024-07-02 (ROYAL BANK OF CANADA) | Derivative-foreign exchange | CA | $35K | – | 0.00 | |
| FX Forward: USD/CAD settle 2024-07-02 (ROYAL BANK OF CANADA) | Derivative-foreign exchange | CA | $-33K | – | -0.00 | |
| FX Forward: USD/CAD settle 2024-08-02 (ROYAL BANK OF CANADA) | Derivative-foreign exchange | CA | $-200K | – | -0.00 | |
| FX Forward: USD/CHF settle 2024-07-02 (JPMORGAN CHASE BANK NA NEW YORK NY) | Derivative-foreign exchange | US | $-11K | – | -0.00 | |
| FX Forward: USD/CHF settle 2024-07-02 (CITIBANK, N.A.) | Derivative-foreign exchange | US | $-834K | – | -0.01 | |
| FX Forward: USD/CHF settle 2024-08-02 (STATE STREET BANK AND TRUST COMPANY) | Derivative-foreign exchange | US | $399K | – | 0.00 | |
| FX Forward: USD/DKK settle 2024-07-02 (HSBC BANK USA NA) | Derivative-foreign exchange | US | $2M | – | 0.02 | |
| FX Forward: USD/DKK settle 2024-08-02 (BANK OF AMERICA, N.A.) | Derivative-foreign exchange | US | $81K | – | 0.00 | |
| FX Forward: USD/EUR settle 2024-07-02 (STATE STREET BANK AND TRUST COMPANY) | Derivative-foreign exchange | US | $73M | – | 0.70 | |
| FX Forward: USD/EUR settle 2024-07-02 (BANK OF AMERICA, N.A.) | Derivative-foreign exchange | US | $706K | – | 0.01 | |
| FX Forward: USD/EUR settle 2024-07-02 (ROYAL BANK OF CANADA) | Derivative-foreign exchange | CA | $275K | – | 0.00 | |
| FX Forward: USD/EUR settle 2024-08-02 (BANK OF AMERICA, N.A.) | Derivative-foreign exchange | US | $7M | – | 0.07 | |
| FX Forward: USD/GBP settle 2024-07-02 (BANK OF AMERICA, N.A.) | Derivative-foreign exchange | US | $3M | – | 0.03 | |
| FX Forward: USD/GBP settle 2024-07-02 (ROYAL BANK OF CANADA) | Derivative-foreign exchange | CA | $10K | – | 0.00 | |
| FX Forward: USD/GBP settle 2024-07-02 (HSBC BANK USA NA) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| FX Forward: USD/GBP settle 2024-08-02 (STATE STREET BANK AND TRUST COMPANY) | Derivative-foreign exchange | US | $225K | – | 0.00 | |
| FX Forward: USD/HKD settle 2024-07-02 (BROWN BROTHERS HARRIMAN and CO.) | Derivative-foreign exchange | US | $-6K | – | -0.00 | |
| FX Forward: USD/HKD settle 2024-08-02 (BROWN BROTHERS HARRIMAN and CO.) | Derivative-foreign exchange | US | $-698.14 | – | -0.00 | |
| FX Forward: USD/JPY settle 2024-07-02 (ROYAL BANK OF CANADA) | Derivative-foreign exchange | CA | $61M | – | 0.59 | |
| FX Forward: USD/JPY settle 2024-07-02 (BROWN BROTHERS HARRIMAN and CO.) | Derivative-foreign exchange | US | $1M | – | 0.01 | |
| FX Forward: USD/JPY settle 2024-08-02 (ROYAL BANK OF CANADA) | Derivative-foreign exchange | CA | $3M | – | 0.02 | |
| FX Forward: USD/NOK settle 2024-07-02 (BANK OF AMERICA, N.A.) | Derivative-foreign exchange | US | $2M | – | 0.01 | |
| FX Forward: USD/NOK settle 2024-08-02 (HSBC BANK USA NA) | Derivative-foreign exchange | US | $259K | – | 0.00 | |
| FX Forward: USD/NZD settle 2024-07-02 (BANK OF AMERICA, N.A.) | Derivative-foreign exchange | US | $1M | – | 0.01 | |
| FX Forward: USD/NZD settle 2024-08-02 (HSBC BANK USA NA) | Derivative-foreign exchange | US | $166K | – | 0.00 | |
| FX Forward: USD/SEK settle 2024-07-02 (STATE STREET BANK AND TRUST COMPANY) | Derivative-foreign exchange | US | $93K | – | 0.00 | |
| FX Forward: USD/SEK settle 2024-08-02 (CITIBANK, N.A.) | Derivative-foreign exchange | US | $5K | – | 0.00 | |
| FX Forward: USD/SGD settle 2024-07-02 (STATE STREET BANK AND TRUST COMPANY) | Derivative-foreign exchange | US | $2M | – | 0.01 | |
| FX Forward: USD/SGD settle 2024-07-02 (BNP PARIBAS) | Derivative-foreign exchange | FR | $79K | – | 0.00 | |
| FX Forward: USD/SGD settle 2024-08-02 (STATE STREET BANK AND TRUST COMPANY) | Derivative-foreign exchange | US | $-271K | – | -0.00 | |
| GERMANY FEDERAL REPUBLIC OF 0.25% 02/15/2027 REGS | Long | Debt | DE | $2M | – | 0.02 |
| GERMANY FEDERAL REPUBLIC OF 0.25% 02/15/2029 REGS | Long | Debt | DE | $20M | – | 0.19 |
| GERMANY FEDERAL REPUBLIC OF 0% 02/15/2032 REGS | Long | Debt | DE | $14M | – | 0.14 |
| GERMANY FEDERAL REPUBLIC OF 0% 04/10/2026 REGS | Long | Debt | DE | $12M | – | 0.11 |
| GERMANY FEDERAL REPUBLIC OF 0% 04/11/2025 REGS | Long | Debt | DE | $1M | – | 0.01 |
| GERMANY FEDERAL REPUBLIC OF 0% 04/16/2027 REGS | Long | Debt | DE | $50M | – | 0.48 |
| GERMANY FEDERAL REPUBLIC OF 0% 05/15/2036 REGS | Long | Debt | DE | $12M | – | 0.11 |
| GERMANY FEDERAL REPUBLIC OF 0% 08/15/2029 REGS | Long | Debt | DE | $14M | – | 0.14 |
| GERMANY FEDERAL REPUBLIC OF 0% 08/15/2030 REGS | Long | Debt | DE | $29M | – | 0.28 |
| GERMANY FEDERAL REPUBLIC OF 0% 08/15/2031 REGS | Long | Debt | DE | $852K | – | 0.01 |
| GERMANY FEDERAL REPUBLIC OF 0% 08/15/2050 REGS | Long | Debt | DE | $9M | – | 0.08 |
| GERMANY FEDERAL REPUBLIC OF 0% 08/15/2052 REGS | Long | Debt | DE | $7M | – | 0.07 |
| GERMANY FEDERAL REPUBLIC OF 0% 10/09/2026 REGS | Long | Debt | DE | $34M | – | 0.33 |
| GERMANY FEDERAL REPUBLIC OF 0% 10/10/2025 REGS | Long | Debt | DE | $41M | – | 0.40 |
| GERMANY FEDERAL REPUBLIC OF 1.25% 08/15/2048 REGS | Long | Debt | DE | $3M | – | 0.03 |
| GERMANY FEDERAL REPUBLIC OF 1.3% 10/15/2027 REGS | Long | Debt | DE | $13M | – | 0.12 |
| GERMANY FEDERAL REPUBLIC OF 1.7% 08/15/2032 REGS | Long | Debt | DE | $21M | – | 0.20 |
| GERMANY FEDERAL REPUBLIC OF 1.8% 08/15/2053 REGS | Long | Debt | DE | $15M | – | 0.14 |
| GERMANY FEDERAL REPUBLIC OF 2.1% 11/15/2029 REGS | Long | Debt | DE | $6M | – | 0.06 |
| GERMANY FEDERAL REPUBLIC OF 2.2% 02/15/2034 REGS | Long | Debt | DE | $14M | – | 0.13 |
| GERMANY FEDERAL REPUBLIC OF 2.2% 04/13/2028 REGS | Long | Debt | DE | $20M | – | 0.19 |
| GERMANY FEDERAL REPUBLIC OF 2.3% 02/15/2033 REGS | Long | Debt | DE | $22M | – | 0.21 |
| GERMANY FEDERAL REPUBLIC OF 2.4% 10/19/2028 REGS | Long | Debt | DE | $11M | – | 0.10 |
| GERMANY FEDERAL REPUBLIC OF 2.4% 11/15/2030 REGS | Long | Debt | DE | $7M | – | 0.07 |
| GERMANY FEDERAL REPUBLIC OF 2.5% 03/19/2026 REGS | Long | Debt | DE | $12M | – | 0.12 |
| GERMANY FEDERAL REPUBLIC OF 2.5% 07/04/2044 REGS | Long | Debt | DE | $8M | – | 0.07 |
| GERMANY FEDERAL REPUBLIC OF 2.5% 08/15/2046 REGS | Long | Debt | DE | $8M | – | 0.07 |
| GERMANY FEDERAL REPUBLIC OF 2.5% 08/15/2054 REGS | Long | Debt | DE | $6M | – | 0.06 |
| GERMANY FEDERAL REPUBLIC OF 2.6% 08/15/2033 REGS | Long | Debt | DE | $13M | – | 0.12 |
| GERMANY FEDERAL REPUBLIC OF 2.8% 06/12/2025 REGS | Long | Debt | DE | $10M | – | 0.10 |
| GERMANY FEDERAL REPUBLIC OF 3.25% 07/04/2042 REGS | Long | Debt | DE | $37M | – | 0.36 |
| GERMANY FEDERAL REPUBLIC OF 4.75% 07/04/2034 REGS | Long | Debt | DE | $833K | – | 0.01 |
| GERMANY FEDERAL REPUBLIC OF 4.75% 07/04/2040 REGS | Long | Debt | DE | $22M | – | 0.21 |
| GERMANY FEDERAL REPUBLIC OF 4% 01/04/2037 REGS | Long | Debt | DE | $10M | – | 0.09 |
| GERMANY FEDERAL REPUBLIC OF 5.5% 01/04/2031 REGS | Long | Debt | DE | $16M | – | 0.15 |
| GERMANY FEDERAL REPUBLIC OF 6.5% 07/04/2027 REGS | Long | Debt | DE | $6M | – | 0.05 |
| GRAND DUCHY OF LUXEMBOURG 0% 03/24/2031 REGS | Long | Debt | LU | $7M | – | 0.07 |
| GRAND DUCHY OF LUXEMBOURG 0% 09/14/2032 REGS | Long | Debt | LU | $5M | – | 0.05 |
| GRAND DUCHY OF LUXEMBOURG 1.375% 05/25/2029 REGS | Long | Debt | LU | $4M | – | 0.04 |
| GRAND DUCHY OF LUXEMBOURG 1.75% 05/25/2042 REGS | Long | Debt | LU | $2M | – | 0.02 |
| GRAND DUCHY OF LUXEMBOURG 3.25% 03/02/2043 REGS | Long | Debt | LU | $6M | – | 0.06 |
| GRAND DUCHY OF LUXEMBOURG 3% 03/02/2033 REGS | Long | Debt | LU | $9M | – | 0.09 |
| GREECE GOVERNMENT OF 0% 02/12/2026 144A REGS | Long | Debt | GR | $21M | – | 0.20 |
| GREECE GOVERNMENT OF 1.875% 01/24/2052 144A REGS | Long | Debt | GR | $12M | – | 0.12 |
| GREECE GOVERNMENT OF 2% 04/22/2027 144A REGS | Long | Debt | GR | $7M | – | 0.06 |
| GREECE GOVERNMENT OF 3.875% 06/15/2028 144A REGS | Long | Debt | GR | $43M | – | 0.42 |
| GREECE GOVERNMENT OF 3.9% 01/30/2033 REGS | Long | Debt | GR | $109M | – | 1.05 |
| GREECE GOVERNMENT OF 4.2% 01/30/2042 REGS | Long | Debt | GR | $30M | – | 0.29 |
| HONG KONG GOV SAR 1.25% 06/29/2027 (HONG KONG GOV SPL ADMIN REGION PEOPLES REPUB OF CHINA) | Long | Debt | HK | $8M | – | 0.08 |
| HONG KONG GOV SAR 1.59% 03/04/2036 (HONG KONG GOV SPL ADMIN REGION PEOPLES REPUB OF CHINA) | Long | Debt | HK | $4M | – | 0.03 |
| HONG KONG GOV SAR 1.68% 01/21/2026 (HONG KONG GOV SPL ADMIN REGION PEOPLES REPUB OF CHINA) | Long | Debt | HK | $4M | – | 0.04 |
| HONG KONG GOV SAR 1.89% 03/02/2032 (HONG KONG GOV SPL ADMIN REGION PEOPLES REPUB OF CHINA) | Long | Debt | HK | $185K | – | 0.00 |
| HONG KONG GOV SAR 1.97% 01/17/2029 (HONG KONG GOV SPL ADMIN REGION PEOPLES REPUB OF CHINA) | Long | Debt | HK | $4M | – | 0.04 |
| HONG KONG GOV SAR 2.02% 03/07/2034 (HONG KONG GOV SPL ADMIN REGION PEOPLES REPUB OF CHINA) | Long | Debt | HK | $1M | – | 0.01 |
| HONG KONG GOV SAR 2.13% 07/16/2030 (HONG KONG GOV SPL ADMIN REGION PEOPLES REPUB OF CHINA) | Long | Debt | HK | $568K | – | 0.01 |
| IRELAND REPUBLIC OF 0.2% 05/15/2027 REGS | Long | Debt | IE | $8M | – | 0.07 |
| IRELAND REPUBLIC OF 0.2% 10/18/2030 REGS | Long | Debt | IE | $12M | – | 0.11 |
| IRELAND REPUBLIC OF 0.35% 10/18/2032 REGS | Long | Debt | IE | $38M | – | 0.37 |
| IRELAND REPUBLIC OF 0.4% 05/15/2035 REGS | Long | Debt | IE | $20M | – | 0.19 |
| IRELAND REPUBLIC OF 0.55% 04/22/2041 REGS | Long | Debt | IE | $9M | – | 0.09 |
| IRELAND REPUBLIC OF 0.9% 05/15/2028 REGS | Long | Debt | IE | $19M | – | 0.18 |
| IRELAND REPUBLIC OF 0% 10/18/2031 REGS | Long | Debt | IE | $27M | – | 0.26 |
| IRELAND REPUBLIC OF 1.1% 05/15/2029 REGS | Long | Debt | IE | $48M | – | 0.47 |
| IRELAND REPUBLIC OF 1.5% 05/15/2050 REGS | Long | Debt | IE | $19M | – | 0.18 |
| IRELAND REPUBLIC OF 1.7% 05/15/2037 REGS | Long | Debt | IE | $2M | – | 0.02 |
| IRELAND REPUBLIC OF 1% 05/15/2026 REGS | Long | Debt | IE | $52M | – | 0.50 |
| IRELAND REPUBLIC OF 2.4% 05/15/2030 REGS | Long | Debt | IE | $22M | – | 0.21 |
| IRELAND REPUBLIC OF 2.6% 10/18/2034 REGS | Long | Debt | IE | $15M | – | 0.14 |
| IRELAND REPUBLIC OF 2% 02/18/2045 REGS | Long | Debt | IE | $21M | – | 0.20 |
| IRELAND REPUBLIC OF 3% 10/18/2043 REGS | Long | Debt | IE | $19M | – | 0.18 |
| ITALY REPUBLIC OF 0.25% 03/15/2028 REGS | Long | Debt | IT | $24M | – | 0.23 |
| ITALY REPUBLIC OF 0.45% 02/15/2029 REGS | Long | Debt | IT | $28M | – | 0.27 |
| ITALY REPUBLIC OF 0.6% 08/01/2031 144A REGS | Long | Debt | IT | $15M | – | 0.14 |
| ITALY REPUBLIC OF 0.95% 03/01/2037 144A REGS | Long | Debt | IT | $31M | – | 0.30 |
| ITALY REPUBLIC OF 0.95% 06/01/2032 REGS | Long | Debt | IT | $27M | – | 0.26 |
| ITALY REPUBLIC OF 0.95% 08/01/2030 REGS | Long | Debt | IT | $15M | – | 0.15 |
| ITALY REPUBLIC OF 0% 04/01/2026 REGS | Long | Debt | IT | $52M | – | 0.50 |
| ITALY REPUBLIC OF 0% 08/01/2026 REGS | Long | Debt | IT | $13M | – | 0.12 |
| ITALY REPUBLIC OF 1.1% 04/01/2027 REGS | Long | Debt | IT | $28M | – | 0.27 |
| ITALY REPUBLIC OF 1.45% 05/15/2025 REGS | Long | Debt | IT | $13M | – | 0.13 |
| ITALY REPUBLIC OF 1.65% 03/01/2032 144A REGS | Long | Debt | IT | $2M | – | 0.02 |
| ITALY REPUBLIC OF 1.7% 09/01/2051 144A REGS | Long | Debt | IT | $4M | – | 0.03 |
| ITALY REPUBLIC OF 1.8% 03/01/2041 144A REGS | Long | Debt | IT | $23M | – | 0.23 |
| ITALY REPUBLIC OF 2.15% 03/01/2072 144A REGS | Long | Debt | IT | $3M | – | 0.02 |
| ITALY REPUBLIC OF 2.15% 09/01/2052 144A REGS | Long | Debt | IT | $15M | – | 0.15 |
| ITALY REPUBLIC OF 2.5% 12/01/2032 REGS | Long | Debt | IT | $17M | – | 0.17 |
| ITALY REPUBLIC OF 2.65% 12/01/2027 REGS | Long | Debt | IT | $15M | – | 0.15 |
| ITALY REPUBLIC OF 2.7% 03/01/2047 144A REGS | Long | Debt | IT | $5M | – | 0.05 |
| ITALY REPUBLIC OF 2.8% 03/01/2067 144A REGS | Long | Debt | IT | $903K | – | 0.01 |
| ITALY REPUBLIC OF 2.8% 06/15/2029 REGS | Long | Debt | IT | $17M | – | 0.17 |
| ITALY REPUBLIC OF 2.95% 02/15/2027 REGS | Long | Debt | IT | $33M | – | 0.32 |
| ITALY REPUBLIC OF 3.25% 09/01/2046 144A REGS | Long | Debt | IT | $9M | – | 0.08 |
| ITALY REPUBLIC OF 3.5% 01/15/2026 REGS | Long | Debt | IT | $18M | – | 0.18 |
| ITALY REPUBLIC OF 3.7% 06/15/2030 REGS | Long | Debt | IT | $6M | – | 0.06 |
| ITALY REPUBLIC OF 3.8% 08/01/2028 REGS | Long | Debt | IT | $11M | – | 0.10 |
| ITALY REPUBLIC OF 3.85% 07/01/2034 REGS | Long | Debt | IT | $16M | – | 0.16 |
| ITALY REPUBLIC OF 3.85% 12/15/2029 REGS | Long | Debt | IT | $6M | – | 0.06 |
| ITALY REPUBLIC OF 3% 08/01/2029 REGS | Long | Debt | IT | $19M | – | 0.19 |
| ITALY REPUBLIC OF 4.2% 03/01/2034 REGS | Long | Debt | IT | $20M | – | 0.20 |
| ITALY REPUBLIC OF 4.35% 11/01/2033 REGS | Long | Debt | IT | $12M | – | 0.11 |
| ITALY REPUBLIC OF 4.4% 05/01/2033 REGS | Long | Debt | IT | $26M | – | 0.25 |
| ITALY REPUBLIC OF 4.45% 09/01/2043 144A REGS | Long | Debt | IT | $15M | – | 0.14 |
| ITALY REPUBLIC OF 4.5% 10/01/2053 144A REGS | Long | Debt | IT | $2M | – | 0.02 |
| ITALY REPUBLIC OF 4.75% 09/01/2044 144A REGS | Long | Debt | IT | $13M | – | 0.13 |
| ITALY REPUBLIC OF 4% 02/01/2037 144A REGS | Long | Debt | IT | $145K | – | 0.00 |
| ITALY REPUBLIC OF 4% 11/15/2030 REGS | Long | Debt | IT | $3M | – | 0.03 |
| ITALY REPUBLIC OF 5% 08/01/2034 144A REGS | Long | Debt | IT | $11M | – | 0.11 |
| ITALY REPUBLIC OF 6% 05/01/2031 REGS | Long | Debt | IT | $25M | – | 0.24 |
| ITALY REPUBLIC OF 7.25% 11/01/2026 REGS | Long | Debt | IT | $23M | – | 0.22 |
| JAPAN #339 0.4% 06/20/2025 (JAPAN GOVERNMENT OF) | Long | Debt | JP | $10M | – | 0.10 |
| JAPAN GOVERNMENT OF 0.005% 03/20/2026 | Long | Debt | JP | $4M | – | 0.04 |
| JAPAN GOVERNMENT OF 0.005% 06/01/2025 | Long | Debt | JP | $9M | – | 0.08 |
| JAPAN GOVERNMENT OF 0.005% 06/20/2026 | Long | Debt | JP | $29M | – | 0.28 |
| JAPAN GOVERNMENT OF 0.005% 06/20/2027 | Long | Debt | JP | $16M | – | 0.15 |
| JAPAN GOVERNMENT OF 0.005% 08/01/2025 | Long | Debt | JP | $48M | – | 0.46 |
| JAPAN GOVERNMENT OF 0.005% 09/01/2025 | Long | Debt | JP | $14M | – | 0.13 |
| JAPAN GOVERNMENT OF 0.1% 01/01/2026 | Long | Debt | JP | $14M | – | 0.14 |
| JAPAN GOVERNMENT OF 0.1% 02/01/2026 | Long | Debt | JP | $28M | – | 0.27 |
| JAPAN GOVERNMENT OF 0.1% 03/20/2027 | Long | Debt | JP | $22M | – | 0.21 |
| JAPAN GOVERNMENT OF 0.1% 03/20/2028 | Long | Debt | JP | $39M | – | 0.37 |
| JAPAN GOVERNMENT OF 0.1% 06/20/2031 | Long | Debt | JP | $42M | – | 0.40 |
| JAPAN GOVERNMENT OF 0.1% 09/20/2027 | Long | Debt | JP | $33M | – | 0.32 |
| JAPAN GOVERNMENT OF 0.1% 09/20/2028 | Long | Debt | JP | $9M | – | 0.08 |
| JAPAN GOVERNMENT OF 0.2% 03/20/2028 | Long | Debt | JP | $15M | – | 0.15 |
| JAPAN GOVERNMENT OF 0.2% 03/20/2032 | Long | Debt | JP | $12M | – | 0.12 |
| JAPAN GOVERNMENT OF 0.2% 06/20/2028 | Long | Debt | JP | $23M | – | 0.23 |
| JAPAN GOVERNMENT OF 0.2% 06/20/2036 | Long | Debt | JP | $24M | – | 0.24 |
| JAPAN GOVERNMENT OF 0.2% 09/20/2032 | Long | Debt | JP | $6M | – | 0.06 |
| JAPAN GOVERNMENT OF 0.2% 12/20/2027 | Long | Debt | JP | $10M | – | 0.09 |
| JAPAN GOVERNMENT OF 0.2% 12/20/2028 | Long | Debt | JP | $44M | – | 0.42 |
| JAPAN GOVERNMENT OF 0.3% 05/01/2026 | Long | Debt | JP | $44M | – | 0.42 |
| JAPAN GOVERNMENT OF 0.3% 09/20/2028 | Long | Debt | JP | $17M | – | 0.17 |
| JAPAN GOVERNMENT OF 0.3% 12/20/2025 | Long | Debt | JP | $19M | – | 0.18 |
| JAPAN GOVERNMENT OF 0.3% 12/20/2028 | Long | Debt | JP | $19M | – | 0.18 |
| JAPAN GOVERNMENT OF 0.4% 03/20/2029 | Long | Debt | JP | $41M | – | 0.40 |
| JAPAN GOVERNMENT OF 0.4% 03/20/2056 | Long | Debt | JP | $516K | – | 0.00 |
| JAPAN GOVERNMENT OF 0.4% 06/20/2033 | Long | Debt | JP | $61M | – | 0.58 |
| JAPAN GOVERNMENT OF 0.4% 06/20/2041 | Long | Debt | JP | $140M | – | 1.35 |
| JAPAN GOVERNMENT OF 0.4% 09/20/2028 | Long | Debt | JP | $13M | – | 0.12 |
| JAPAN GOVERNMENT OF 0.4% 12/20/2028 | Long | Debt | JP | $3M | – | 0.02 |
| JAPAN GOVERNMENT OF 0.5% 03/20/2033 | Long | Debt | JP | $82M | – | 0.79 |
| JAPAN GOVERNMENT OF 0.5% 03/20/2060 | Long | Debt | JP | $2M | – | 0.02 |
| JAPAN GOVERNMENT OF 0.5% 12/20/2032 | Long | Debt | JP | $37M | – | 0.35 |
| JAPAN GOVERNMENT OF 0.6% 03/20/2029 | Long | Debt | JP | $28M | – | 0.27 |
| JAPAN GOVERNMENT OF 0.6% 12/20/2033 | Long | Debt | JP | $94M | – | 0.91 |
| JAPAN GOVERNMENT OF 0.6% 12/20/2036 | Long | Debt | JP | $47M | – | 0.46 |
| JAPAN GOVERNMENT OF 0.7% 03/20/2061 | Long | Debt | JP | $22M | – | 0.21 |
| JAPAN GOVERNMENT OF 0.7% 06/20/2051 | Long | Debt | JP | $39M | – | 0.37 |
| JAPAN GOVERNMENT OF 0.8% 03/20/2034 | Long | Debt | JP | $54M | – | 0.52 |
| JAPAN GOVERNMENT OF 0.8% 03/20/2042 | Long | Debt | JP | $83M | – | 0.80 |
| JAPAN GOVERNMENT OF 0.8% 09/20/2033 | Long | Debt | JP | $34M | – | 0.33 |
| JAPAN GOVERNMENT OF 0.9% 06/20/2042 | Long | Debt | JP | $21M | – | 0.20 |
| JAPAN GOVERNMENT OF 1.1% 03/20/2043 | Long | Debt | JP | $45M | – | 0.43 |
| JAPAN GOVERNMENT OF 1.1% 06/20/2043 | Long | Debt | JP | $34M | – | 0.33 |
| JAPAN GOVERNMENT OF 1.2% 06/20/2053 | Long | Debt | JP | $27M | – | 0.26 |
| JAPAN GOVERNMENT OF 1.3% 03/20/2063 | Long | Debt | JP | $23M | – | 0.23 |
| JAPAN GOVERNMENT OF 1.3% 06/20/2052 | Long | Debt | JP | $14M | – | 0.13 |
| JAPAN GOVERNMENT OF 1.3% 12/20/2043 | Long | Debt | JP | $62M | – | 0.60 |
| JAPAN GOVERNMENT OF 1.4% 03/20/2053 | Long | Debt | JP | $30M | – | 0.29 |
| JAPAN GOVERNMENT OF 1.4% 09/20/2052 | Long | Debt | JP | $15M | – | 0.14 |
| JAPAN GOVERNMENT OF 1.4% 12/20/2042 | Long | Debt | JP | $46M | – | 0.44 |
| JAPAN GOVERNMENT OF 1.4% 12/20/2045 | Long | Debt | JP | $5M | – | 0.05 |
| JAPAN GOVERNMENT OF 1.5% 09/20/2043 | Long | Debt | JP | $13M | – | 0.12 |
| JAPAN GOVERNMENT OF 1.6% 03/20/2033 | Long | Debt | JP | $28M | – | 0.27 |
| JAPAN GOVERNMENT OF 1.6% 03/20/2044 | Long | Debt | JP | $36M | – | 0.35 |
| JAPAN GOVERNMENT OF 1.6% 12/20/2052 | Long | Debt | JP | $39M | – | 0.37 |
| JAPAN GOVERNMENT OF 1.6% 12/20/2053 | Long | Debt | JP | $28M | – | 0.27 |
| JAPAN GOVERNMENT OF 1.8% 03/20/2054 | Long | Debt | JP | $793K | – | 0.01 |
| JAPAN GOVERNMENT OF 1.8% 09/20/2053 | Long | Debt | JP | $13M | – | 0.12 |
| JAPAN GOVERNMENT OF 1% 03/20/2052 | Long | Debt | JP | $40M | – | 0.39 |
| JAPAN GOVERNMENT OF 2.2% 03/20/2064 | Long | Debt | JP | $12M | – | 0.12 |
| JAPAN GOVT #1 2.4% 3/20/48 (JAPAN GOVERNMENT OF) | Long | Debt | JP | $29M | – | 0.28 |
| JAPAN GOVT #102 2.4% 6/20/28 (JAPAN GOVERNMENT OF) | Long | Debt | JP | $30M | – | 0.29 |
| JAPAN GOVT #140 1.7% 9/20/2032 (JAPAN GOVERNMENT OF) | Long | Debt | JP | $1M | – | 0.01 |
| JAPAN GOVT #15 2.5% 6/20/34 (JAPAN GOVERNMENT OF) | Long | Debt | JP | $60M | – | 0.58 |
| JAPAN GOVT #77 2% 3/20/25 (JAPAN GOVERNMENT OF) | Long | Debt | JP | $151K | – | 0.00 |
| JAPAN GOVT #96 2.1% 6/20/27 (JAPAN GOVERNMENT OF) | Long | Debt | JP | $5M | – | 0.05 |
| JAPAN GOVT 0.1% 09/20/2027 (JAPAN GOVERNMENT OF) | Long | Debt | JP | $185K | – | 0.00 |
| JAPAN GOVT 2.3% 3/20/40 (JAPAN GOVERNMENT OF) | Long | Debt | JP | $11M | – | 0.11 |
| LATVIA REPUBLIC OF 0.25% 01/23/2030 REGS (LATVIA, REPUBLIC OF) | Long | Debt | LV | $2M | – | 0.02 |
| LATVIA REPUBLIC OF 0.375% 10/07/2026 REGS (LATVIA, REPUBLIC OF) | Long | Debt | LV | $7M | – | 0.07 |
| LATVIA REPUBLIC OF 0% 03/17/2031 REGS (LATVIA, REPUBLIC OF) | Long | Debt | LV | $5M | – | 0.04 |
| LATVIA REPUBLIC OF 1.125% 05/30/2028 REGS (LATVIA, REPUBLIC OF) | Long | Debt | LV | $8M | – | 0.07 |
| LATVIA REPUBLIC OF 1.375% 05/16/2036 REGS (LATVIA, REPUBLIC OF) | Long | Debt | LV | $2M | – | 0.01 |
| LATVIA REPUBLIC OF 1.375% 09/23/2025 REGS (LATVIA, REPUBLIC OF) | Long | Debt | LV | $11M | – | 0.10 |
| LATVIA REPUBLIC OF 1.875% 02/19/2049 REGS (LATVIA, REPUBLIC OF) | Long | Debt | LV | $4M | – | 0.04 |
| LATVIA REPUBLIC OF 2.25% 02/15/2047 REGS (LATVIA, REPUBLIC OF) | Long | Debt | LV | $1M | – | 0.01 |
| LITHUANIA REPUBLIC OF 0.5% 07/28/2050 REGS | Long | Debt | LT | $1M | – | 0.01 |
| LITHUANIA REPUBLIC OF 0.75% 05/06/2030 REGS | Long | Debt | LT | $3M | – | 0.03 |
| LITHUANIA REPUBLIC OF 0.75% 07/15/2051 REGS | Long | Debt | LT | $1M | – | 0.01 |
| LITHUANIA REPUBLIC OF 0.95% 05/26/2027 REGS | Long | Debt | LT | $1M | – | 0.01 |
| LITHUANIA REPUBLIC OF 1.625% 06/19/2049 REGS | Long | Debt | LT | $709K | – | 0.01 |
| LITHUANIA REPUBLIC OF 2.1% 05/26/2047 REGS | Long | Debt | LT | $3M | – | 0.03 |
| LITHUANIA REPUBLIC OF 2.125% 10/22/2035 REGS | Long | Debt | LT | $6M | – | 0.06 |
| LITHUANIA REPUBLIC OF 2.125% 10/29/2026 REGS | Long | Debt | LT | $4M | – | 0.04 |
| LITHUANIA REPUBLIC OF 3.875% 06/14/2033 REGS | Long | Debt | LT | $6M | – | 0.05 |
| LITHUANIA REPUBLIC OF 4.125% 04/25/2028 REGS | Long | Debt | LT | $15M | – | 0.14 |
| LONG GILT FUTURE SEP24 G U4 (ICE FUTURES EUROPE FINANCIALS) | Derivative-interest rate | GB | $268K | – | 0.00 | |
| LUXEMBOURG GRAND DUCHY OF 0.625% 02/01/2027 REGS | Long | Debt | LU | $6M | – | 0.05 |
| LUXEMBOURG GRAND DUCHY OF 0% 04/28/2025 REGS | Long | Debt | LU | $181K | – | 0.00 |
| LUXEMBOURG GRAND DUCHY OF 0% 04/28/2030 REGS | Long | Debt | LU | $2M | – | 0.02 |
| LUXEMBOURG GRAND DUCHY OF 0% 11/13/2026 REGS | Long | Debt | LU | $11M | – | 0.10 |
| NETHERLANDS GOVERNMENT OF 0.25% 07/15/2025 144A REGS | Long | Debt | NL | $36M | – | 0.35 |
| NETHERLANDS GOVERNMENT OF 0.25% 07/15/2029 144A REGS | Long | Debt | NL | $12M | – | 0.11 |
| NETHERLANDS GOVERNMENT OF 0.5% 01/15/2040 144A REGS | Long | Debt | NL | $32M | – | 0.31 |
| NETHERLANDS GOVERNMENT OF 0.5% 07/15/2026 144A REGS | Long | Debt | NL | $10M | – | 0.09 |
| NETHERLANDS GOVERNMENT OF 0.5% 07/15/2032 144A REGS | Long | Debt | NL | $15M | – | 0.14 |
| NETHERLANDS GOVERNMENT OF 0.75% 07/15/2027 144A REGS | Long | Debt | NL | $41M | – | 0.39 |
| NETHERLANDS GOVERNMENT OF 0.75% 07/15/2028 144A REGS | Long | Debt | NL | $78M | – | 0.75 |
| NETHERLANDS GOVERNMENT OF 0% 01/15/2026 144A REGS | Long | Debt | NL | $31M | – | 0.30 |
| NETHERLANDS GOVERNMENT OF 0% 01/15/2027 144A REGS | Long | Debt | NL | $2M | – | 0.02 |
| NETHERLANDS GOVERNMENT OF 0% 01/15/2029 144A REGS | Long | Debt | NL | $4M | – | 0.04 |
| NETHERLANDS GOVERNMENT OF 0% 01/15/2038 144A REGS | Long | Debt | NL | $21M | – | 0.20 |
| NETHERLANDS GOVERNMENT OF 0% 01/15/2052 144A REGS | Long | Debt | NL | $9M | – | 0.08 |
| NETHERLANDS GOVERNMENT OF 0% 07/15/2030 144A REGS | Long | Debt | NL | $46M | – | 0.44 |
| NETHERLANDS GOVERNMENT OF 0% 07/15/2031 144A REGS | Long | Debt | NL | $6M | – | 0.06 |
| NETHERLANDS GOVERNMENT OF 2.5% 01/15/2033 144A REGS | Long | Debt | NL | $12M | – | 0.12 |
| NETHERLANDS GOVERNMENT OF 2.5% 07/15/2033 144A REGS | Long | Debt | NL | $28M | – | 0.27 |
| NETHERLANDS GOVERNMENT OF 2.5% 07/15/2034 144A REGS | Long | Debt | NL | $9M | – | 0.09 |
| NETHERLANDS GOVERNMENT OF 2.75% 01/15/2047 144A REGS | Long | Debt | NL | $19M | – | 0.19 |
| NETHERLANDS GOVERNMENT OF 2% 01/15/2054 144A REGS | Long | Debt | NL | $24M | – | 0.23 |
| NETHERLANDS GOVERNMENT OF 3.75% 01/15/2042 144A REGS | Long | Debt | NL | $43M | – | 0.42 |
| NETHERLANDS GOVERNMENT OF 4% 01/15/2037 144A REGS | Long | Debt | NL | $10M | – | 0.09 |
| NEW ZEALAND GOVERNMENT OF 0.25% 05/15/2028 (NEW ZEALAND, GOVERNMENT OF) | Long | Debt | NZ | $20M | – | 0.20 |
| NEW ZEALAND GOVERNMENT OF 0.5% 05/15/2026 (NEW ZEALAND, GOVERNMENT OF) | Long | Debt | NZ | $39M | – | 0.38 |
| NEW ZEALAND GOVERNMENT OF 1.5% 05/15/2031 (NEW ZEALAND, GOVERNMENT OF) | Long | Debt | NZ | $20M | – | 0.19 |
| NEW ZEALAND GOVERNMENT OF 1.75% 05/15/2041 (NEW ZEALAND, GOVERNMENT OF) | Long | Debt | NZ | $4M | – | 0.03 |
| NEW ZEALAND GOVERNMENT OF 2.75% 04/15/2037 REGS (NEW ZEALAND, GOVERNMENT OF) | Long | Debt | NZ | $22M | – | 0.21 |
| NEW ZEALAND GOVERNMENT OF 2.75% 05/15/2051 (NEW ZEALAND, GOVERNMENT OF) | Long | Debt | NZ | $13M | – | 0.12 |
| NEW ZEALAND GOVERNMENT OF 2% 05/15/2032 (NEW ZEALAND, GOVERNMENT OF) | Long | Debt | NZ | $21M | – | 0.20 |
| NEW ZEALAND GOVERNMENT OF 3.5% 04/14/2033 REGS (NEW ZEALAND, GOVERNMENT OF) | Long | Debt | NZ | $16M | – | 0.15 |
| NEW ZEALAND GOVERNMENT OF 3% 04/20/2029 (NEW ZEALAND, GOVERNMENT OF) | Long | Debt | NZ | $27M | – | 0.26 |
| NEW ZEALAND GOVERNMENT OF 4.25% 05/15/2034 (NEW ZEALAND, GOVERNMENT OF) | Long | Debt | NZ | $8M | – | 0.08 |
| NEW ZEALAND GOVERNMENT OF 4.5% 04/15/2027 REGS (NEW ZEALAND, GOVERNMENT OF) | Long | Debt | NZ | $16M | – | 0.16 |
| NEW ZEALAND GOVERNMENT OF 5% 05/15/2054 (NEW ZEALAND, GOVERNMENT OF) | Long | Debt | NZ | $1M | – | 0.01 |
| NORWAY KINGDOM OF 1.25% 09/17/2031 144A REGS | Long | Debt | NO | $969K | – | 0.01 |
| NORWAY KINGDOM OF 1.375% 08/19/2030 144A REGS | Long | Debt | NO | $26M | – | 0.25 |
| NORWAY KINGDOM OF 1.5% 02/19/2026 144A REGS | Long | Debt | NO | $7M | – | 0.07 |
| NORWAY KINGDOM OF 1.75% 02/17/2027 144A REGS | Long | Debt | NO | $23M | – | 0.23 |
| NORWAY KINGDOM OF 1.75% 09/06/2029 144A REGS | Long | Debt | NO | $6M | – | 0.06 |
| NORWAY KINGDOM OF 2.125% 05/18/2032 144A REGS | Long | Debt | NO | $12M | – | 0.12 |
| NORWAY KINGDOM OF 2% 04/26/2028 144A REGS | Long | Debt | NO | $4M | – | 0.04 |
| NORWAY KINGDOM OF 3.5% 10/06/2042 144A REGS | Long | Debt | NO | $3M | – | 0.03 |
| NORWAY KINGDOM OF 3.625% 04/13/2034 144A REGS | Long | Debt | NO | $13M | – | 0.13 |
| NORWAY KINGDOM OF 3% 08/15/2033 144A REGS | Long | Debt | NO | $9M | – | 0.08 |
| PORTUGAL OBRIGACOES DO TESOURO OT 0.475% 10/18/2030 144A REGS | Long | Debt | PT | $15M | – | 0.14 |
| PORTUGAL OBRIGACOES DO TESOURO OT 0.7% 10/15/2027 144A REGS | Long | Debt | PT | $33M | – | 0.32 |
| PORTUGAL OBRIGACOES DO TESOURO OT 0.9% 10/12/2035 144A REGS | Long | Debt | PT | $17M | – | 0.16 |
| PORTUGAL OBRIGACOES DO TESOURO OT 1.15% 04/11/2042 144A REGS | Long | Debt | PT | $20M | – | 0.20 |
| PORTUGAL OBRIGACOES DO TESOURO OT 1.65% 07/16/2032 144A REGS | Long | Debt | PT | $69M | – | 0.66 |
| PORTUGAL OBRIGACOES DO TESOURO OT 1.95% 06/15/2029 144A REGS | Long | Debt | PT | $48M | – | 0.46 |
| PORTUGAL OBRIGACOES DO TESOURO OT 1% 04/12/2052 144A REGS | Long | Debt | PT | $16M | – | 0.15 |
| PORTUGAL OBRIGACOES DO TESOURO OT 2.875% 07/21/2026 144A REGS | Long | Debt | PT | $29M | – | 0.28 |
| PORTUGAL OBRIGACOES DO TESOURO OT 2.875% 10/15/2025 144A REGS | Long | Debt | PT | $78M | – | 0.75 |
| PORTUGAL OBRIGACOES DO TESOURO OT 2.875% 10/20/2034 144A REGS | Long | Debt | PT | $36M | – | 0.35 |
| PORTUGAL OBRIGACOES DO TESOURO OT 3.875% 02/15/2030 144A REGS | Long | Debt | PT | $18M | – | 0.17 |
| PORTUGAL OBRIGACOES DO TESOURO OT 4.1% 02/15/2045 144A REGS | Long | Debt | PT | $9M | – | 0.09 |
| PORTUGAL REPUBLIC OF 2.125% 10/17/2028 144A REGS | Long | Debt | PT | $34M | – | 0.33 |
| PORTUGAL REPUBLIC OF 4.1% 04/15/2037 144A REGS | Long | Debt | PT | $28M | – | 0.27 |
| SINGAPORE REPUBLIC OF 1.625% 07/01/2031 | Long | Debt | SG | $21M | – | 0.21 |
| SINGAPORE REPUBLIC OF 1.875% 03/01/2050 | Long | Debt | SG | $12M | – | 0.11 |
| SINGAPORE REPUBLIC OF 1.875% 10/01/2051 | Long | Debt | SG | $24M | – | 0.23 |
| SINGAPORE REPUBLIC OF 2.125% 06/01/2026 | Long | Debt | SG | $47M | – | 0.46 |
| SINGAPORE REPUBLIC OF 2.25% 08/01/2036 | Long | Debt | SG | $6M | – | 0.06 |
| SINGAPORE REPUBLIC OF 2.375% 07/01/2039 | Long | Debt | SG | $4M | – | 0.03 |
| SINGAPORE REPUBLIC OF 2.625% 05/01/2028 | Long | Debt | SG | $3M | – | 0.03 |
| SINGAPORE REPUBLIC OF 2.625% 08/01/2032 | Long | Debt | SG | $22M | – | 0.22 |
| SINGAPORE REPUBLIC OF 2.75% 04/01/2042 | Long | Debt | SG | $34M | – | 0.33 |
| SINGAPORE REPUBLIC OF 2.875% 07/01/2029 | Long | Debt | SG | $3M | – | 0.02 |
| SINGAPORE REPUBLIC OF 2.875% 08/01/2028 | Long | Debt | SG | $16M | – | 0.16 |
| SINGAPORE REPUBLIC OF 2.875% 09/01/2027 | Long | Debt | SG | $26M | – | 0.25 |
| SINGAPORE REPUBLIC OF 3.375% 05/01/2034 | Long | Debt | SG | $9M | – | 0.09 |
| SINGAPORE REPUBLIC OF 3.375% 09/01/2033 | Long | Debt | SG | $18M | – | 0.17 |
| SINGAPORE REPUBLIC OF 3.5% 03/01/2027 | Long | Debt | SG | $13M | – | 0.13 |
| SINGAPORE REPUBLIC OF 3% 04/01/2029 | Long | Debt | SG | $14M | – | 0.14 |
| SINGAPORE REPUBLIC OF 3% 08/01/2072 REGS | Long | Debt | SG | $5M | – | 0.05 |
| SLOVAK REPUBLIC OF 0.125% 06/17/2027 REGS (SLOVAK, REPUBLIC OF) | Long | Debt | SK | $8M | – | 0.08 |
| SLOVAK REPUBLIC OF 0.25% 05/14/2025 REGS (SLOVAK, REPUBLIC OF) | Long | Debt | SK | $37M | – | 0.35 |
| SLOVAK REPUBLIC OF 0.375% 04/21/2036 REGS (SLOVAK, REPUBLIC OF) | Long | Debt | SK | $4M | – | 0.04 |
| SLOVAK REPUBLIC OF 1.375% 01/21/2027 REGS (SLOVAK, REPUBLIC OF) | Long | Debt | SK | $3M | – | 0.03 |
| SLOVAK REPUBLIC OF 1.875% 03/09/2037 REGS (SLOVAK, REPUBLIC OF) | Long | Debt | SK | $4M | – | 0.04 |
| SLOVAK REPUBLIC OF 1% 05/14/2032 REGS (SLOVAK, REPUBLIC OF) | Long | Debt | SK | $16M | – | 0.16 |
| SLOVAK REPUBLIC OF 1% 06/12/2028 REGS (SLOVAK, REPUBLIC OF) | Long | Debt | SK | $14M | – | 0.13 |
| SLOVAK REPUBLIC OF 1% 10/09/2030 REGS (SLOVAK, REPUBLIC OF) | Long | Debt | SK | $13M | – | 0.13 |
| SLOVAK REPUBLIC OF 1% 10/13/2051 REGS (SLOVAK, REPUBLIC OF) | Long | Debt | SK | $533K | – | 0.01 |
| SLOVAK REPUBLIC OF 2.25% 06/12/2068 REGS (SLOVAK, REPUBLIC OF) | Long | Debt | SK | $905K | – | 0.01 |
| SLOVAK REPUBLIC OF 2% 10/17/2047 REGS (SLOVAK, REPUBLIC OF) | Long | Debt | SK | $14M | – | 0.13 |
| SLOVAK REPUBLIC OF 3.625% 01/16/2029 REGS (SLOVAK, REPUBLIC OF) | Long | Debt | SK | $16M | – | 0.15 |
| SLOVAK REPUBLIC OF 3.625% 06/08/2033 REGS (SLOVAK, REPUBLIC OF) | Long | Debt | SK | $26M | – | 0.25 |
| SLOVAK REPUBLIC OF 3.75% 03/06/2034 REGS (SLOVAK, REPUBLIC OF) | Long | Debt | SK | $15M | – | 0.14 |
| SLOVAK REPUBLIC OF 3.875% 02/08/2033 REGS (SLOVAK, REPUBLIC OF) | Long | Debt | SK | $3M | – | 0.03 |
| SLOVENIA REPUBLIC OF 0.125% 07/01/2031 REGS | Long | Debt | SI | $5M | – | 0.05 |
| SLOVENIA REPUBLIC OF 0.4875% 10/20/2050 REGS | Long | Debt | SI | $3M | – | 0.03 |
| SLOVENIA REPUBLIC OF 0.6875% 03/03/2081 REGS | Long | Debt | SI | $2M | – | 0.02 |
| SLOVENIA REPUBLIC OF 0.875% 07/15/2030 REGS | Long | Debt | SI | $13M | – | 0.13 |
| SLOVENIA REPUBLIC OF 1.1875% 03/14/2029 REGS | Long | Debt | SI | $4M | – | 0.04 |
| SLOVENIA REPUBLIC OF 1.5% 03/25/2035 REGS | Long | Debt | SI | $6M | – | 0.06 |
| SLOVENIA REPUBLIC OF 1.75% 11/03/2040 REGS | Long | Debt | SI | $7M | – | 0.07 |
| SLOVENIA REPUBLIC OF 1% 03/06/2028 REGS | Long | Debt | SI | $9M | – | 0.09 |
| SLOVENIA REPUBLIC OF 2.125% 07/28/2025 REGS | Long | Debt | SI | $276K | – | 0.00 |
| SLOVENIA REPUBLIC OF 2.25% 03/03/2032 REGS | Long | Debt | SI | $7M | – | 0.07 |
| SLOVENIA REPUBLIC OF 3.125% 08/07/2045 REGS | Long | Debt | SI | $6M | – | 0.06 |
| SLOVENIA REPUBLIC OF 3.625% 03/11/2033 REGS | Long | Debt | SI | $5M | – | 0.05 |
| SLOVENIA REPUBLIC OF 3% 03/10/2034 REGS | Long | Debt | SI | $2M | – | 0.02 |
| SLOVENIA REPUBLIC OF 5.125% 03/30/2026 REGS | Long | Debt | SI | $14M | – | 0.13 |
| SPAIN KINGDOM OF 0.5% 10/31/2031 144A REGS (SPAIN, KINGDOM OF) | Long | Debt | ES | $7M | – | 0.07 |
| SPAIN KINGDOM OF 0.6% 10/31/2029 144A REGS (SPAIN, KINGDOM OF) | Long | Debt | ES | $18M | – | 0.18 |
| SPAIN KINGDOM OF 0.7% 04/30/2032 144A REGS (SPAIN, KINGDOM OF) | Long | Debt | ES | $20M | – | 0.19 |
| SPAIN KINGDOM OF 0.8% 07/30/2027 144A REGS (SPAIN, KINGDOM OF) | Long | Debt | ES | $24M | – | 0.23 |
| SPAIN KINGDOM OF 0.8% 07/30/2029 (SPAIN, KINGDOM OF) | Long | Debt | ES | $23M | – | 0.22 |
| SPAIN KINGDOM OF 0.85% 07/30/2037 144A REGS (SPAIN, KINGDOM OF) | Long | Debt | ES | $18M | – | 0.18 |
| SPAIN KINGDOM OF 0% 01/31/2026 (SPAIN, KINGDOM OF) | Long | Debt | ES | $33M | – | 0.32 |
| SPAIN KINGDOM OF 0% 01/31/2027 (SPAIN, KINGDOM OF) | Long | Debt | ES | $31M | – | 0.30 |
| SPAIN KINGDOM OF 0% 01/31/2028 (SPAIN, KINGDOM OF) | Long | Debt | ES | $24M | – | 0.23 |
| SPAIN KINGDOM OF 0% 05/31/2025 (SPAIN, KINGDOM OF) | Long | Debt | ES | $40M | – | 0.39 |
| SPAIN KINGDOM OF 1.2% 10/31/2040 144A REGS (SPAIN, KINGDOM OF) | Long | Debt | ES | $444K | – | 0.00 |
| SPAIN KINGDOM OF 1.25% 10/31/2030 144A REGS (SPAIN, KINGDOM OF) | Long | Debt | ES | $8M | – | 0.07 |
| SPAIN KINGDOM OF 1.4% 04/30/2028 144A REGS (SPAIN, KINGDOM OF) | Long | Debt | ES | $14M | – | 0.14 |
| SPAIN KINGDOM OF 1.45% 04/30/2029 144A REGS (SPAIN, KINGDOM OF) | Long | Debt | ES | $9M | – | 0.08 |
| SPAIN KINGDOM OF 1.45% 10/31/2071 144A REGS (SPAIN, KINGDOM OF) | Long | Debt | ES | $7M | – | 0.07 |
| SPAIN KINGDOM OF 1.9% 10/31/2052 144A REGS (SPAIN, KINGDOM OF) | Long | Debt | ES | $9M | – | 0.09 |
| SPAIN KINGDOM OF 1.95% 04/30/2026 144A REGS (SPAIN, KINGDOM OF) | Long | Debt | ES | $12M | – | 0.12 |
| SPAIN KINGDOM OF 1% 07/30/2042 144A REGS (SPAIN, KINGDOM OF) | Long | Debt | ES | $8M | – | 0.08 |
| SPAIN KINGDOM OF 1% 10/31/2050 144A REGS (SPAIN, KINGDOM OF) | Long | Debt | ES | $9M | – | 0.09 |
| SPAIN KINGDOM OF 2.55% 10/31/2032 144A REGS (SPAIN, KINGDOM OF) | Long | Debt | ES | $40M | – | 0.39 |
| SPAIN KINGDOM OF 2.7% 10/31/2048 144A REGS (SPAIN, KINGDOM OF) | Long | Debt | ES | $3M | – | 0.03 |
| SPAIN KINGDOM OF 2.8% 05/31/2026 (SPAIN, KINGDOM OF) | Long | Debt | ES | $10M | – | 0.10 |
| SPAIN KINGDOM OF 2.9% 10/31/2046 144A REGS (SPAIN, KINGDOM OF) | Long | Debt | ES | $661K | – | 0.01 |
| SPAIN KINGDOM OF 3.15% 04/30/2033 144A REGS (SPAIN, KINGDOM OF) | Long | Debt | ES | $8M | – | 0.07 |
| SPAIN KINGDOM OF 3.25% 04/30/2034 144A REGS (SPAIN, KINGDOM OF) | Long | Debt | ES | $7M | – | 0.07 |
| SPAIN KINGDOM OF 3.45% 07/30/2043 144A REGS (SPAIN, KINGDOM OF) | Long | Debt | ES | $18M | – | 0.18 |
| SPAIN KINGDOM OF 3.5% 05/31/2029 (SPAIN, KINGDOM OF) | Long | Debt | ES | $18M | – | 0.17 |
| SPAIN KINGDOM OF 3.55% 10/31/2033 144A REGS (SPAIN, KINGDOM OF) | Long | Debt | ES | $30M | – | 0.29 |
| SPAIN KINGDOM OF 4.2% 01/31/2037 144A REGS (SPAIN, KINGDOM OF) | Long | Debt | ES | $7M | – | 0.07 |
| SPAIN KINGDOM OF 5.15% 10/31/2044 144A REGS (SPAIN, KINGDOM OF) | Long | Debt | ES | $18M | – | 0.17 |
| SPAIN KINGDOM OF 5.75% 07/30/2032 (SPAIN, KINGDOM OF) | Long | Debt | ES | $8M | – | 0.08 |
| SPAIN KINGDOM OF 6% 01/31/2029 (SPAIN, KINGDOM OF) | Long | Debt | ES | $7M | – | 0.07 |
| SWEDEN KINGDOM OF 0.125% 05/12/2031 REGS | Long | Debt | SE | $15M | – | 0.14 |
| SWEDEN KINGDOM OF 0.5% 11/24/2045 REGS | Long | Debt | SE | $3M | – | 0.03 |
| SWEDEN KINGDOM OF 0.75% 05/12/2028 REGS | Long | Debt | SE | $10M | – | 0.10 |
| SWEDEN KINGDOM OF 0.75% 11/12/2029 REGS | Long | Debt | SE | $22M | – | 0.21 |
| SWEDEN KINGDOM OF 1.375% 06/23/2071 REGS | Long | Debt | SE | $2M | – | 0.02 |
| SWEDEN KINGDOM OF 1.75% 11/11/2033 REGS | Long | Debt | SE | $14M | – | 0.14 |
| SWEDEN KINGDOM OF 1% 11/12/2026 REGS | Long | Debt | SE | $25M | – | 0.24 |
| SWEDEN KINGDOM OF 2.25% 06/01/2032 REGS | Long | Debt | SE | $8M | – | 0.08 |
| SWEDEN KINGDOM OF 2.5% 05/12/2025 REGS | Long | Debt | SE | $13M | – | 0.13 |
| SWEDEN KINGDOM OF 3.5% 03/30/2039 REGS | Long | Debt | SE | $19M | – | 0.18 |
| SWITZERLAND CONFEDERATION 0.25% 06/23/2035 REGS | Long | Debt | CH | $8M | – | 0.07 |
| SWITZERLAND CONFEDERATION 0.5% 05/24/2055 REGS | Long | Debt | CH | $18M | – | 0.17 |
| SWITZERLAND CONFEDERATION 0.5% 05/30/2058 REGS | Long | Debt | CH | $4M | – | 0.04 |
| SWITZERLAND CONFEDERATION 0.5% 06/27/2032 REGS | Long | Debt | CH | $23M | – | 0.22 |
| SWITZERLAND CONFEDERATION 0.5% 06/28/2045 REGS | Long | Debt | CH | $477K | – | 0.00 |
| SWITZERLAND CONFEDERATION 0% 06/22/2029 REGS | Long | Debt | CH | $14M | – | 0.14 |
| SWITZERLAND CONFEDERATION 0% 06/26/2034 REGS | Long | Debt | CH | $14M | – | 0.13 |
| SWITZERLAND CONFEDERATION 0% 07/24/2039 REGS | Long | Debt | CH | $2M | – | 0.02 |
| SWITZERLAND CONFEDERATION 1.25% 05/28/2026 REGS | Long | Debt | CH | $6M | – | 0.06 |
| SWITZERLAND CONFEDERATION 1.25% 06/27/2037 REGS | Long | Debt | CH | $8M | – | 0.08 |
| SWITZERLAND CONFEDERATION 1.25% 06/28/2043 REGS | Long | Debt | CH | $9M | – | 0.09 |
| SWITZERLAND CONFEDERATION 1.5% 04/30/2042 REGS | Long | Debt | CH | $18M | – | 0.18 |
| SWITZERLAND CONFEDERATION 2.5% 03/08/2036 REGS | Long | Debt | CH | $4M | – | 0.04 |
| SWITZERLAND CONFEDERATION 2% 06/25/2064 REGS | Long | Debt | CH | $4M | – | 0.04 |
| SWITZERLAND CONFEDERATION 3.5% 04/08/2033 REGS | Long | Debt | CH | $37M | – | 0.36 |
| SWITZERLAND CONFEDERATION 4% 01/06/2049 REGS | Long | Debt | CH | $39M | – | 0.38 |
| SWITZERLAND CONFEDERATION 4% 04/08/2028 REGS | Long | Debt | CH | $31M | – | 0.30 |
| UNITED KINGDOM G.B. and N.IRELAND 0.125% 01/31/2028 REGS (UNITED KINGDOM,G.B. and N.IRELAND) | Long | Debt | GB | $3M | – | 0.03 |
| UNITED KINGDOM G.B. and N.IRELAND 0.25% 07/31/2031 REGS (UNITED KINGDOM,G.B. and N.IRELAND) | Long | Debt | GB | $12M | – | 0.11 |
| UNITED KINGDOM G.B. and N.IRELAND 0.375% 10/22/2026 REGS (UNITED KINGDOM,G.B. and N.IRELAND) | Long | Debt | GB | $25M | – | 0.24 |
| UNITED KINGDOM G.B. and N.IRELAND 0.375% 10/22/2030 REGS (UNITED KINGDOM,G.B. and N.IRELAND) | Long | Debt | GB | $13M | – | 0.13 |
| UNITED KINGDOM G.B. and N.IRELAND 0.5% 01/31/2029 REGS (UNITED KINGDOM,G.B. and N.IRELAND) | Long | Debt | GB | $26M | – | 0.25 |
| UNITED KINGDOM G.B. and N.IRELAND 0.625% 06/07/2025 REGS (UNITED KINGDOM,G.B. and N.IRELAND) | Long | Debt | GB | $24M | – | 0.24 |
| UNITED KINGDOM G.B. and N.IRELAND 0.625% 07/31/2035 REGS (UNITED KINGDOM,G.B. and N.IRELAND) | Long | Debt | GB | $134K | – | 0.00 |
| UNITED KINGDOM G.B. and N.IRELAND 0.875% 01/31/2046 REGS (UNITED KINGDOM,G.B. and N.IRELAND) | Long | Debt | GB | $3M | – | 0.03 |
| UNITED KINGDOM G.B. and N.IRELAND 1.125% 10/22/2073 REGS (UNITED KINGDOM,G.B. and N.IRELAND) | Long | Debt | GB | $7M | – | 0.07 |
| UNITED KINGDOM G.B. and N.IRELAND 1.25% 07/22/2027 REGS (UNITED KINGDOM,G.B. and N.IRELAND) | Long | Debt | GB | $21M | – | 0.20 |
| UNITED KINGDOM G.B. and N.IRELAND 1.25% 07/31/2051 REGS (UNITED KINGDOM,G.B. and N.IRELAND) | Long | Debt | GB | $41M | – | 0.40 |
| UNITED KINGDOM G.B. and N.IRELAND 1.25% 10/22/2041 REGS (UNITED KINGDOM,G.B. and N.IRELAND) | Long | Debt | GB | $42M | – | 0.40 |
| UNITED KINGDOM G.B. and N.IRELAND 1.5% 07/22/2026 REGS (UNITED KINGDOM,G.B. and N.IRELAND) | Long | Debt | GB | $7M | – | 0.07 |
| UNITED KINGDOM G.B. and N.IRELAND 1.625% 10/22/2028 REGS (UNITED KINGDOM,G.B. and N.IRELAND) | Long | Debt | GB | $4M | – | 0.04 |
| UNITED KINGDOM G.B. and N.IRELAND 1.625% 10/22/2071 REGS (UNITED KINGDOM,G.B. and N.IRELAND) | Long | Debt | GB | $11M | – | 0.11 |
| UNITED KINGDOM G.B. and N.IRELAND 2.5% 07/22/2065 REGS (UNITED KINGDOM,G.B. and N.IRELAND) | Long | Debt | GB | $4M | – | 0.04 |
| UNITED KINGDOM G.B. and N.IRELAND 3.25% 01/22/2044 REGS (UNITED KINGDOM,G.B. and N.IRELAND) | Long | Debt | GB | $6M | – | 0.06 |
| UNITED KINGDOM G.B. and N.IRELAND 3.25% 01/31/2033 REGS (UNITED KINGDOM,G.B. and N.IRELAND) | Long | Debt | GB | $28M | – | 0.27 |
| UNITED KINGDOM G.B. and N.IRELAND 3.5% 07/22/2068 REGS (UNITED KINGDOM,G.B. and N.IRELAND) | Long | Debt | GB | $2M | – | 0.01 |
| UNITED KINGDOM G.B. and N.IRELAND 3.5% 10/22/2025 REGS (UNITED KINGDOM,G.B. and N.IRELAND) | Long | Debt | GB | $20M | – | 0.19 |
| UNITED KINGDOM G.B. and N.IRELAND 3.75% 10/22/2053 REGS (UNITED KINGDOM,G.B. and N.IRELAND) | Long | Debt | GB | $22M | – | 0.22 |
| UNITED KINGDOM G.B. and N.IRELAND 4.25% 03/07/2036 REGS (UNITED KINGDOM,G.B. and N.IRELAND) | Long | Debt | GB | $3M | – | 0.03 |
| UNITED KINGDOM G.B. and N.IRELAND 4.25% 06/07/2032 REGS (UNITED KINGDOM,G.B. and N.IRELAND) | Long | Debt | GB | $14M | – | 0.13 |
| UNITED KINGDOM G.B. and N.IRELAND 4.25% 12/07/2049 REGS (UNITED KINGDOM,G.B. and N.IRELAND) | Long | Debt | GB | $18M | – | 0.17 |
| UNITED KINGDOM G.B. and N.IRELAND 4.5% 06/07/2028 REGS (UNITED KINGDOM,G.B. and N.IRELAND) | Long | Debt | GB | $11M | – | 0.10 |
| UNITED KINGDOM G.B. and N.IRELAND 4.5% 09/07/2034 REGS (UNITED KINGDOM,G.B. and N.IRELAND) | Long | Debt | GB | $3M | – | 0.03 |
| UNITED KINGDOM G.B. and N.IRELAND 4.5% 12/07/2042 REGS (UNITED KINGDOM,G.B. and N.IRELAND) | Long | Debt | GB | $8M | – | 0.08 |
| UNITED KINGDOM G.B. and N.IRELAND 4.625% 01/31/2034 REGS (UNITED KINGDOM,G.B. and N.IRELAND) | Long | Debt | GB | $5M | – | 0.05 |
| UNITED KINGDOM G.B. and N.IRELAND 4.75% 12/07/2030 REGS (UNITED KINGDOM,G.B. and N.IRELAND) | Long | Debt | GB | $30M | – | 0.29 |
| UNITED KINGDOM G.B. and N.IRELAND 4% 10/22/2063 REGS (UNITED KINGDOM,G.B. and N.IRELAND) | Long | Debt | GB | $3M | – | 0.03 |
Address
Fidelity School Street Trust
245 Summer Street
Boston
Massachusetts
02210
United States of America
Directors
ELIZABETH S ACTON
ROBERT W HELM
CHRISTINE THOMPSON
JENNIFER TOOLIN MCAULIFFE
CAROL J ZIERHOFFER
JOHN ENGLER
MARK A MURRAY
ROBERT F GARTLAND
LAURA M BISHOP
ANN E DUNWOODY
ABIGAIL JOHNSON
MICHAEL E KENNEALLY
Transfer Agents
Fidelity Investments Institutional Operations Company LLC
Pricing Services
PRICINGDIRECT INC
REFINITIV US HOLDINGS INC
BLOOMBERG LP
IHS MARKIT LTD
INTERCONTINENTAL EXCHANGE INC
Custodians
Citigroup Pty Limited
Citibank Europe plc
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Citibank Europe plc
Citibank NA
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Bank Handlowy w Warszawie S.A.
Citibank Europe plc
Banco Nacional de Mexico S.A.
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Euroclear Bank SA/NV
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Citibank A.S.
Citibank Europe plc
Citibank Canada
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Citibank Berhad
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Banco de Chile
Citibank NA
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Shareholder Servicing Agents
Fidelity Investments Institutional Operations Company LLC
Admins
Fidelity Service Company
Brokers
MORGAN STANLEY