NPORT-P false 0000215829 XXXXXXXX S000037006 C000205054 C000113297 C000113299 C000113300 C000113301 C000113298 Fidelity School Street Trust 811-02676 0000215829 WX9R9SUUXPO900BH1D05 245 Summer Street Boston 02210 1-800-FIDELITY Fidelity Global Credit Fund S000037006 23Q326LICSX6QXU20665 2025-12-31 2025-06-30 N 59650740.93 3639270.21 56011470.72 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 404477.16000000 CAD EUR GBP USD N Bloomberg Global Aggregate Credit Index 19806211 ANGLIAN WATER SVCS FINANC PLC 213800DL377MH46PDY63 N/A 100000.00000000 PA 142938.12000000 0.255194370300 Long DBT CORP GB N 2 2029-01-15 Variable 0.06625000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RBS0 200000.00000000 PA USD 213440.03000000 0.381064855566 Long DBT CORP FR N 2 2034-01-10 Variable 0.06691000 N N N N N N RWE FINANCE US LLC 529900J7MYLKI84UP772 749983AA0 202000.00000000 PA USD 208967.08000000 0.373079080613 Long DBT CORP US N 2 2034-04-16 Fixed 0.05875000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W3A0 52000.00000000 PA USD 54095.80000000 0.096579859990 Long DBT CORP FR N 2 2033-01-13 Variable 0.05786000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023DU6 16000.00000000 PA USD 17573.55000000 0.031374912627 Long DBT CORP US N 2 2064-05-01 Fixed 0.07008000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023DR3 11000.00000000 PA USD 11821.64000000 0.021105748247 Long DBT CORP US N 2 2031-05-01 Fixed 0.06388000 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BK9 347000.00000000 PA USD 343962.88000000 0.614093641139 Long DBT CORP US N 2 2028-03-15 Fixed 0.04200000 N N N N N N IMPERIAL BRANDS FINANCE NETHERLANDS B.V. 724500GIEFJOBWGD0272 N/A 310000.00000000 PA 395085.35000000 0.705365070621 Long DBT CORP NL N 2 2031-02-15 Fixed 0.05250000 N N N N N N HEATHROW FUNDING LTD 7TI96JO3DYEIQWZ7Z726 N/A 200000.00000000 PA 277405.98000000 0.495266373894 Long DBT CORP JE N 2 2032-03-05 Fixed 0.06000000 N N N N N N VOLKSWAGEN INTL FINANCE NV 5299004PWNHKYTR23649 N/A 500000.00000000 PA 564647.41000000 1.008092454530 Long EP CORP NL N 2 N N N BAYER US FIN LLC 54930093Q75GSEM74I71 07274EAL7 610000.00000000 PA USD 654075.67000000 1.167753071990 Long DBT CORP US N 2 2033-11-21 Fixed 0.06500000 N N N N N N ANGLIAN WATER SVCS FINANC PLC 213800DL377MH46PDY63 N/A 150000.00000000 PA 210639.73000000 0.376065343923 Long DBT CORP GB N 2 2031-06-20 Fixed 0.05875000 N N N N N N BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 N/A 1.00000000 NC N/A -2097.36000000 -0.00374451870 N/A DFE CORP US N 2 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 55000.00000000 EUR 62718.15000000 USD 2025-07-08 -2097.36000000 N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 N/A 200000.00000000 PA 238613.11000000 0.426007578327 Long DBT CORP GB N 2 2033-03-17 Variable 0.03864000 N N N N N N SIRIUS REAL ESTATE LTD 213800NURUF5W8QSK566 N/A 100000.00000000 PA 116723.07000000 0.208391367874 Long DBT CORP GG N 2 2032-01-22 Fixed 0.04000000 N N N N N N VOLKSWAGEN BANK GMBH 529900GJD3OQLRZCKW37 N/A 100000.00000000 PA 117455.87000000 0.209699671317 Long DBT CORP DE N 2 2031-06-19 Fixed 0.03500000 N N N N N N VEOLIA ENVIRONNEMENT SA 969500LENY69X51OOT31 N/A 400000.00000000 PA 469918.46000000 0.838968257679 Long DBT CORP FR N 2 2032-06-17 Fixed 0.03324000 N N N N N N JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 N/A 1.00000000 NC N/A 2938.46000000 0.005246175403 N/A DFE CORP US N 2 JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 212573.87000000 USD 157000.00000000 GBP 2025-07-08 2938.46000000 N N N JYSKE BANK 3M5E1GQGKL17HI6CPN30 N/A 115000.00000000 PA 142872.46000000 0.255077144312 Long DBT CORP DK N 2 2035-05-01 Variable 0.05125000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 N/A 150000.00000000 PA 220071.59000000 0.392904501829 Long DBT CORP GB N 2 2032-11-14 Variable 0.08407000 N N N N N N WESSEX WATER SERVS FIN PLC 213800B9BFRCA1YMEI57 N/A 150000.00000000 PA 207946.59000000 0.371257150235 Long DBT CORP GB N 2 2034-09-19 Fixed 0.06125000 N N N N N N PHILIP MORRIS INTERNATIONAL INC HL3H1H2BGXWVG3BSWR90 718172DW6 425000.00000000 PA 492737.34000000 0.879707912800 Long DBT CORP US N 2 2032-06-06 Fixed 0.03250000 N N N N N N CARLSBERG BREWERIES A/S 5493008YL42784DMWN61 N/A 150000.00000000 PA 176268.44000000 0.314700609953 Long DBT CORP DK N 2 2032-02-28 Fixed 0.03250000 N N N N N N CANADIAN IMPERIAL BANK OF COMMERCE 2IGI19DL77OX0HC3ZE78 N/A 1.00000000 NC N/A -142.56000000 -0.00025451929 N/A DFE CORP CA N 2 CANADIAN IMPERIAL BANK OF COMMERCE 2IGI19DL77OX0HC3ZE78 13000.00000000 AUD 8414.47000000 USD 2025-07-08 -142.56000000 N N N ALPHABET INC 5493006MHB84DD0ZWV18 02079KAR8 100000.00000000 PA 115639.49000000 0.206456799854 Long DBT CORP US N 2 2037-05-06 Fixed 0.03375000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2R4 243000.00000000 PA USD 225262.70000000 0.402172442723 Long DBT CORP FR N 2 2029-09-15 Variable 0.02159000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CLJ8 760000.00000000 PA USD 752904.69000000 1.344197323015 Long DBT UST US N 2 2031-08-31 Fixed 0.03750000 N N N N N N AIA GROUP LTD ZP5ILWVSYE4LJGMMVD57 N/A 200000.00000000 PA 217784.30000000 0.388820891864 Long DBT CORP HK N 2 2033-09-09 Variable 0.00880000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A 1.00000000 NC N/A 2596.26000000 0.004635229117 N/A DFE CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 61040.79000000 USD 54000.00000000 EUR 2025-07-08 2596.26000000 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 31.00000000 NC USD 143848.53000000 0.256819769505 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long UST NOTES UST NOTES 0% 06/30/2040 2025-09-19 3430838.97000000 USD 143848.53000000 N N N UNIVERSAL HEALTH SERVICES INC 549300YGMGQDO0NMJD09 913903AW0 695000.00000000 PA USD 619674.94000000 1.106335777358 Long DBT CORP US N 2 2030-10-15 Fixed 0.02650000 N N N N N N JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 N/A 1.00000000 NC N/A -6714.88000000 -0.01198840150 N/A DFE CORP US N 2 JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 253000.00000000 EUR 291436.49000000 USD 2025-07-08 -6714.88000000 N N N JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 N/A 1.00000000 NC N/A 1909.02000000 0.003408266155 N/A DFE CORP US N 2 JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 18600000.00000000 JPY 131166.69000000 USD 2025-07-08 1909.02000000 N N N VODAFONE GRP PLC 213800TB53ELEUKM7Q61 N/A 100000.00000000 PA 137100.47000000 0.244772130132 Long DBT CORP GB N 2 2078-10-03 Variable 0.04875000 N N N N N N CAIXABANK SA 7CUNS533WID6K7DGFI87 N/A 200000.00000000 PA 238380.33000000 0.425591984884 Long DBT CORP ES N 2 2032-09-19 Variable 0.03625000 N N N N N N BRITISH AMERICAN TOBACCO PLC 213800FKA5MF17RJKT63 N/A 388000.00000000 PA 454105.80000000 0.810737147521 Long EP CORP GB N 2 N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 N/A 125000.00000000 PA 176150.03000000 0.314489206827 Long DBT CORP GB N 2 2033-05-22 Variable 0.05813000 N N N N N N LOGICOR FINANCING SARL 254900IS16Q1A2TQFN22 N/A 100000.00000000 PA 121313.07000000 0.216586117880 Long DBT CORP LU N 2 2029-07-18 Fixed 0.04250000 N N N N N N BROWN BROTHERS HARRIMAN and CO. 5493006KMX1VFTPYPW14 N/A 1.00000000 NC N/A -930.33000000 -0.00166096334 N/A DFE CORP US N 2 BROWN BROTHERS HARRIMAN and CO. 5493006KMX1VFTPYPW14 51000.00000000 AUD 32639.54000000 USD 2025-07-08 -930.33000000 N N N BPCE SA 9695005MSX1OYEMGDF46 05571AAV7 250000.00000000 PA USD 257391.73000000 0.459533960975 Long DBT CORP FR N 2 2030-01-18 Variable 0.05716000 N N N N N N NOVO NORDISK FINANCE NETHERLANDS BV 549300X0PCJ6M2JZQW91 N/A 325000.00000000 PA 384437.82000000 0.686355518000 Long DBT CORP NL N 2 2037-05-27 Fixed 0.03625000 N N N N N N WHITBREAD GROUP PLC 2138006LIAYQKUCYBB20 N/A 150000.00000000 PA 196224.64000000 0.350329383388 Long DBT CORP GB N 2 2027-05-31 Fixed 0.02375000 N N N N N N CANADA, GOVERNMENT OF 4BFD7AQU0A75QLAHK410 135087S21 95000.00000000 PA 69745.69000000 0.124520368959 Long DBT NUSS CA N 2 2034-12-01 Fixed 0.03250000 N N N N N N STELLANTIS FINANCE US INC 549300QZ0AI8Q7LNON33 85855CAK6 200000.00000000 PA USD 201789.18000000 0.360264027003 Long DBT CORP US N 2 2030-03-18 Fixed 0.05750000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CLD1 500000.00000000 PA USD 505615.25000000 0.902699471198 Long DBT UST US N 2 2031-07-31 Fixed 0.04125000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810UF3 275000.00000000 PA USD 269199.22000000 0.480614446540 Long DBT UST US N 2 2044-11-15 Fixed 0.04625000 N N N N N N ARES CAPITAL CORP WEQ82666OJYSI5GUAB47 04010LBA0 208000.00000000 PA USD 202684.85000000 0.361863110171 Long DBT CORP US N 2 2026-07-15 Fixed 0.02150000 N N N N N N GRAND CITY PROPERTIES SA 5299002QLUYKK2WBMB18 N/A 500000.00000000 PA 570667.64000000 1.018840663643 Long EP CORP LU N 2 N N N JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 N/A 1.00000000 NC N/A -1642.67000000 -0.00293273856 N/A DFE CORP US N 2 JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 143000.00000000 AUD 92484.62000000 USD 2025-07-08 -1642.67000000 N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280EB1 100000.00000000 PA 148253.60000000 0.264684354997 Long DBT CORP GB N 2 2031-09-14 Variable 0.06800000 N N N N N N GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 N/A 1.00000000 NC N/A -991.47000000 -0.00177011956 N/A DFE CORP US N 2 GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 30000.00000000 EUR 34362.45000000 USD 2025-07-08 -991.47000000 N N N JOHN LEWIS PLC 213800JSUFNZLZLCVJ25 N/A 100000.00000000 PA 111423.70000000 0.198930145142 Long DBT CORP GB N 2 2034-12-18 Fixed 0.04250000 N N N N N N ANGLIAN WATER SVCS FINANC PLC 213800DL377MH46PDY63 N/A 25000.00000000 PA 35741.61000000 0.063811232843 Long DBT CORP GB N 2 2030-07-30 Fixed 0.06293000 N N N N N N BANCO BILBAO VIZCAYA ARGENTARIA S.A K8MS7FD7N5Z2WQ51AZ71 05946KAR2 200000.00000000 PA USD 208543.74000000 0.372323271142 Long DBT CORP ES N 2 2035-03-13 Variable 0.06033000 N N N N N N HUNTINGTON BANCSHARES INC/OH 549300XTVCVV9I7B5T19 446150BC7 150000.00000000 PA USD 157397.64000000 0.281009653873 Long DBT CORP US N 2 2029-08-21 Variable 0.06208000 N N N N N N INTERCONTINENTAL HOTELS GROUP PLC NEW 2138007ZFQYRUSLU3J98 N/A 130000.00000000 PA 170838.48000000 0.305006238550 Long DBT CORP GB N 2 2028-10-08 Fixed 0.03375000 N N N N N N AMPRION GMBH 529900ZIV0ETYHYZM863 N/A 300000.00000000 PA 353778.41000000 0.631617783736 Long DBT CORP DE N 2 2030-08-27 Fixed 0.03125000 N N N N N N AMERICAN AIRLINES INC IWUQB36BXD6OWD6X4T14 023771S41 52591.30560000 PA USD 52229.12000000 0.093247185493 Long DBT CORP US N 2 2027-04-15 Fixed 0.03750000 N N N N N N SCOTTISH HYDRO ELECTRIC TRANSMISSION PLC 549300ECJZDA7203MK64 N/A 125000.00000000 PA 146617.17000000 0.261762757012 Long DBT CORP GB N 2 2032-09-04 Fixed 0.03375000 N N N N N N JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 N/A 1.00000000 NC N/A 6208.86000000 0.011084979416 N/A DFE CORP US N 2 JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 113994.46000000 USD 102000.00000000 EUR 2025-07-08 6208.86000000 N N N JAPAN TOBACCO INC 353800Z0ENYBQO0XRJ31 471105AE6 160000.00000000 PA USD 167309.91000000 0.298706511093 Long DBT CORP JP N 2 2035-06-15 Fixed 0.05856000 N N N N N N JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 N/A 1.00000000 NC N/A -1263.85000000 -0.00225641280 N/A DFE CORP US N 2 JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 83000.00000000 EUR 96548.65000000 USD 2025-07-08 -1263.85000000 N N N EUREX DEUTSCHLAND N/A N/A -5.00000000 NC 3884.02000000 0.006934329611 N/A DIR CORP DE N 1 EUREX DEUTSCHLAND N/A Short GERMANY FEDERAL REPUBLIC OF EURO-BUND FUT UNDERLYING GENERIC IV FOR FUTURES TRADING 2025-09-08 -741591.83000000 EUR 3884.02000000 N N N MOTABILITY OPERATIONS GROUP PLC AZ3NL8JCZDCNUXFWI720 N/A 200000.00000000 PA 236238.96000000 0.421768892984 Long DBT CORP GB N 2 2033-01-22 Fixed 0.03625000 N N N N N N SUPERNOVA INVEST GMBH N/A N/A 100000.00000000 PA 117985.83000000 0.210645834653 Long DBT CORP AT N 2 2030-06-24 Fixed 0.05000000 N N N N N N ARES CAPITAL CORP WEQ82666OJYSI5GUAB47 04010LAY9 260000.00000000 PA USD 259841.07000000 0.463906886678 Long DBT CORP US N 2 2025-07-15 Fixed 0.03250000 N N N N N N WESTERN GAS PARTNERS LP L6D8A6MLSY454J2JXJ60 958667AC1 261000.00000000 PA USD 251010.15000000 0.448140616151 Long DBT CORP US N 2 2030-02-01 Variable 0.04050000 N N N N N N SSE PLC 549300KI75VYLLMSK856 N/A 278000.00000000 PA 377010.58000000 0.673095305575 Long EP CORP GB N 2 N N N ADMIRAL GROUP PLC 213800FGVM7Z9EJB2685 N/A 100000.00000000 PA 156202.55000000 0.278876001633 Long DBT CORP GB N 2 2034-01-06 Fixed 0.08500000 N N N N N N KBC GROUPE SA/NV 213800X3Q9LSAKRUWY91 N/A 300000.00000000 PA 357696.30000000 0.638612583104 Long DBT CORP BE N 2 2032-01-21 Variable 0.03500000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A 700000.00000000 NC -14865.34000000 -0.02653981373 N/A DCR CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 BMW FINANCE NV BMW FINANCE NV 0.75% 07/13/2026 REGS Y 2030-06-20 0.00000000 EUR 13501.12000000 EUR 700000.00000000 EUR -615.33000000 N N N UST NOTES 254900HROIFWPRGM1V77 91282CMT5 870000.00000000 PA USD 877714.46000000 1.567026269293 Long DBT UST US N 2 2032-03-31 Fixed 0.04125000 N N N N N N BARRY CALLEBAUT SVCS NV 213800R1F1EJYM4ICO85 N/A 200000.00000000 PA 236838.90000000 0.422839995014 Long DBT CORP BE N 2 2031-08-19 Fixed 0.04250000 N N N N N N CREDIT SUISSE GRP AG 549300506SI9CRFV9Z86 N/A 1389000.00000000 PA USD 93757.50000000 0.167389819968 Long EP CORP CH N 3 N N N SABRA HEALTH CARE LP 549300OVKLRFSIQG0H81 78574MAA1 94000.00000000 PA USD 83765.55000000 0.149550706173 Long DBT CORP US N 2 2031-12-01 Fixed 0.03200000 N N N N N N ALPHABET INC 5493006MHB84DD0ZWV18 02079KAS6 100000.00000000 PA 116598.59000000 0.208169127682 Long DBT CORP US N 2 2045-05-06 Fixed 0.03875000 N N N N N N BLACKSTONE PROPERTY PARTNERS EUROPE HOLDINGS SARL 213800Y3B5GQFBGVHP79 N/A 102000.00000000 PA 113363.58000000 0.202393507156 Long DBT CORP LU N 2 2028-05-04 Fixed 0.01000000 N N N N N N CANADA, GOVERNMENT OF 4BFD7AQU0A75QLAHK410 135087R48 50000.00000000 PA 36090.94000000 0.064434908664 Long DBT NUSS CA N 2 2034-06-01 Fixed 0.03000000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810UD8 785000.00000000 PA USD 719164.26000000 1.283958894054 Long DBT UST US N 2 2044-08-15 Fixed 0.04125000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CLM1 500000.00000000 PA USD 491640.63000000 0.877749903154 Long DBT UST US N 2 2031-09-30 Fixed 0.03625000 N N N N N N JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 N/A 1.00000000 NC N/A 4895.20000000 0.008739638393 N/A DFE CORP US N 2 JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 109415.80000000 USD 97000.00000000 EUR 2025-07-08 4895.20000000 N N N BAT INTERNATIONAL FINANCE PLC 21380041YBGOQDFAC823 N/A 250000.00000000 PA 302350.32000000 0.539800716020 Long DBT CORP GB N 2 2032-04-12 Fixed 0.04125000 N N N N N N LONDON POWER NETWORKS PLC 213800JDI3GTKPG4XI38 N/A 125000.00000000 PA 147157.17000000 0.262726845248 Long DBT CORP GB N 2 2037-06-11 Fixed 0.03837000 N N N N N N JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 N/A 300000.00000000 NC -751.76000000 -0.00134215365 N/A DCR CORP US N 2 JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 INTESA SANPAOLO SPA INTESA SANPAOLO SPA 6.184%/VAR 02/20/2034 REGS Y 2030-06-20 2014.59000000 EUR 0.00000000 EUR 300000.00000000 EUR -2878.11000000 N N N THE BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 N/A 600000.00000000 PA 703794.50000000 1.256518514784 Long DBT CORP CA N 2 2033-03-05 Variable 0.03375000 N N N N N N GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 N/A 1.00000000 NC N/A -825015.72000000 -1.47294064839 N/A DFE CORP US N 2 GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 20828000.00000000 EUR 23720030.28000000 USD 2025-07-08 -825015.72000000 N N N CAPITAL ONE FINANCIAL CORP ZUE8T73ROZOF6FLBAR73 14040HCY9 76000.00000000 PA USD 78403.11000000 0.139976881506 Long DBT CORP US N 2 2034-02-01 Variable 0.05817000 N N N N N N ICE FUTURES EUROPE FINANCIALS N/A N/A -3.00000000 NC -11319.05000000 -0.02020844990 N/A DIR CORP GB N 1 ICE FUTURES EUROPE FINANCIALS N/A Short UNITED KINGDOM,G.B. and N.IRELAND LONG GILT FUTURE UNDERLYING 2025-09-26 -363262.53000000 GBP -11319.05000000 N N N HEIMSTADEN AB 549300WD2QBD89VBPV88 N/A 300000.00000000 PA 342783.45000000 0.611987947457 Long DBT CORP SE N 2 2027-03-06 Fixed 0.04375000 N N N N N N SYDNEY FUTURES EXCHANGE LTD N/A N/A 2.00000000 NC 1297.72000000 0.002316882565 N/A DIR CORP AU N 1 SYDNEY FUTURES EXCHANGE LTD N/A Long AUSTRALIA, COMMONWEALTH OF AUST 10YR BOND FUT UNDERLYING 2025-09-15 148345.97000000 AUD 1297.72000000 N N N SW FINANCE I PLC 549300BHN1HB5BNG2R96 N/A 170000.00000000 PA 204428.94000000 0.364976918784 Long DBT CORP GB N 2 2028-05-28 Fixed 0.02375000 N N N N N N BANCO ESPIRITO SANTO SA UBGVXZLX4SCS302CM391 N/A 200000.00000000 PA 51829.80000000 0.092534260096 Long DBT CORP PT N 3 2049-12-31 Fixed 0.04000000 Y Y N N N N ANGLIAN WATER (OSPREY) FINANCING PLC 21380072JDZ74GW9ZY87 N/A 175000.00000000 PA 211102.73000000 0.376891960318 Long DBT CORP GB N 2 2028-07-31 Fixed 0.02000000 N N N N N N WOLTERS KLUWER NV 724500TEM53I0U077B74 N/A 100000.00000000 PA 117992.42000000 0.210657600100 Long DBT CORP NL N 2 2030-09-25 Fixed 0.03000000 N N N N N N MONTREAL EXCHANGE (THE) 549300DKBYNOI0B1NP44 N/A 10.00000000 NC 5364.86000000 0.009578145210 N/A DIR CORP CA N 1 MONTREAL EXCHANGE (THE) 549300DKBYNOI0B1NP44 Long CANADA, GOVERNMENT OF CAN 10YR BOND UNDERLYING GENERIC IV FOR FUTURES TRADING 2025-09-18 876957.15000000 CAD 5364.86000000 N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 N/A 240000.00000000 PA 281464.08000000 0.502511496987 Long DBT CORP CA N 2 2031-09-27 Variable 0.03125000 N N N N N N SHURGARD LUXEMBOURG SARL 54930064DJ4U15OBV665 N/A 200000.00000000 PA 234990.79000000 0.419540474440 Long DBT CORP LU N 2 2035-05-27 Fixed 0.04000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A 1.00000000 NC N/A -174965.08000000 -0.31237365802 N/A DFE CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 5261000.00000000 GBP 7046757.01000000 USD 2025-07-08 -174965.08000000 N N N SOUTHERN COMPANY 549300FC3G3YU2FBZD92 N/A 364000.00000000 PA 410209.79000000 0.732367468175 Long DBT CORP US N 2 2081-09-15 Variable 0.01875000 N N N N N N VONTIER CORP 549300VVSQLG4P5K4639 928881AD3 695000.00000000 PA USD 652875.13000000 1.165609689600 Long DBT CORP US N 2 2028-04-01 Fixed 0.02400000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CMR9 740000.00000000 PA USD 746764.06000000 1.333234157933 Long DBT UST US N 2 2032-02-29 Fixed 0.04125000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CY9 313000.00000000 PA USD 318665.15000000 0.568928374677 Long DBT CORP US N 2 2030-05-01 Fixed 0.05150000 N N N N N N COMMERZBANK AG 851WYGNLUQLFZBSYGB56 N/A 100000.00000000 PA 147613.96000000 0.263542374628 Long DBT CORP DE N 2 2033-02-28 Variable 0.08625000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A 400000.00000000 PA 469622.75000000 0.838440312248 Long DBT CORP FR N 2 2037-02-18 Variable 0.03945000 N N N N N N BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 N/A 1.00000000 NC N/A -1749.19000000 -0.00312291389 N/A DFE CORP US N 2 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 50000.00000000 EUR 57174.00000000 USD 2025-07-08 -1749.19000000 N N N ACCENTRO REAL ESTATE AG 391200VKLY50XNAFCM46 N/A 315000.00000000 PA 134507.17000000 0.240142185646 Long DBT CORP DE N 2 2026-02-13 Variable 0.05625000 N N N N N N GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 N/A 300000.00000000 NC 982.06000000 0.001753319431 N/A DCR CORP US N 2 GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 UNICREDIT SPA UNICREDIT SPA 5.375%/VAR 04/16/2034 REGS Y 2030-06-20 2862.05000000 EUR 0.00000000 EUR 300000.00000000 EUR -2038.71000000 N N N BROWN BROTHERS HARRIMAN and CO. 5493006KMX1VFTPYPW14 N/A 1.00000000 NC N/A -211.49000000 -0.00037758337 N/A DFE CORP US N 2 BROWN BROTHERS HARRIMAN and CO. 5493006KMX1VFTPYPW14 30000.00000000 AUD 19535.49000000 USD 2025-07-08 -211.49000000 N N N ENGIE SA LAXUQCHT4FH58LRZDY46 N/A 200000.00000000 PA 237861.90000000 0.424666406617 Long DBT CORP FR N 2 2036-03-06 Fixed 0.03875000 N N N N N N FIDELIDADE CO DE SEGUROS SAPORTUGAL 529900FNLE8ZOPUOT704 N/A 200000.00000000 PA 236674.55000000 0.422546572974 Long DBT CORP PT N 2 2031-09-04 Variable 0.04250000 N N N N N N TRAVIS PERKINS PLC 2138001I27OUBAF22K83 N/A 100000.00000000 PA 134690.18000000 0.240468922291 Long DBT CORP GB N 2 2026-02-17 Fixed 0.03750000 N N N N N N PAYCHEX INC 529900K900DW6SUBM174 704326AB3 6000.00000000 PA USD 6161.07000000 0.010999657607 Long DBT CORP US N 2 2032-04-15 Fixed 0.05350000 N N N N N N CAPITAL ONE FINANCIAL CORP ZUE8T73ROZOF6FLBAR73 254709AS7 15000.00000000 PA USD 16378.74000000 0.029241760284 Long DBT CORP US N 2 2032-11-29 Fixed 0.06700000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A 1.00000000 NC N/A -19343.61000000 -0.03453508674 N/A DFE CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 456000.00000000 EUR 518035.93000000 USD 2025-07-08 -19343.61000000 N N N BAYER US FIN LLC 54930093Q75GSEM74I71 07274EAK9 200000.00000000 PA USD 212540.51000000 0.379458898807 Long DBT CORP US N 2 2030-11-21 Fixed 0.06375000 N N N N N N BLACKSTONE PROPERTY PARTNERS EUROPE HOLDINGS SARL 213800Y3B5GQFBGVHP79 N/A 278000.00000000 PA 309112.13000000 0.551872903936 Long DBT CORP LU N 2 2029-03-12 Fixed 0.01750000 N N N N N N JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 N/A 1.00000000 NC N/A -8404.82000000 -0.01500553349 N/A DFE CORP US N 2 JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 198000.00000000 EUR 224931.03000000 USD 2025-07-08 -8404.82000000 N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDE9 405000.00000000 PA USD 365148.00000000 0.651916465156 Long DBT CORP MX N 2 2031-01-28 Fixed 0.05950000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 N/A 100000.00000000 PA 151483.10000000 0.270450138253 Long DBT CORP GB N 2 2034-11-16 Variable 0.08201000 N N N N N N AROUNDTOWN FINANCE SARL 8945006LEXV2KWSWVP51 N/A 250000.00000000 PA USD 242448.30000000 0.432854729367 Long EP CORP LU N 2 N N N CAPITAL ONE FINANCIAL CORP ZUE8T73ROZOF6FLBAR73 14040HCX1 44000.00000000 PA USD 45055.07000000 0.080439005476 Long DBT CORP US N 2 2029-02-01 Variable 0.05468000 N N N N N N HUDSON PACIFIC PROPERTIES LP 5493007NTUGLGZ8T3526 44409MAA4 486000.00000000 PA USD 466054.71000000 0.832070117083 Long DBT CORP US N 2 2027-11-01 Fixed 0.03950000 N N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 88732JAY4 278000.00000000 PA USD 266897.29000000 0.476504699071 Long DBT CORP US N 2 2040-11-15 Fixed 0.05875000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810SQ2 1800000.00000000 PA USD 1107351.56000000 1.977008540867 Long DBT UST US N 2 2040-08-15 Fixed 0.01125000 N N N N N N BOSCH (ROBERT) GMBH 529900F0LT5OP4SV6122 N/A 100000.00000000 PA 118579.28000000 0.211705349771 Long DBT CORP DE N 2 2043-06-02 Fixed 0.04375000 N N N N N N ELANCO ANIMAL HEALTH INC 549300SHPNDCE059M934 28414HAG8 243000.00000000 PA USD 252772.97000000 0.451287864344 Long DBT CORP US N 2 2028-08-28 Variable 0.06650000 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 N/A 800000.00000000 PA 931714.16000000 1.663434557284 Long DBT CORP NL N 2 2031-08-17 Variable 0.03000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A 250000.00000000 NC 4312.65000000 0.007699583575 N/A DCR CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 DEUTSCHE BANK AG DEUTSCHE BANK AG 5.625%/VAR 05/19/2031 REGS Y 2030-06-20 6382.90000000 EUR 0.00000000 EUR 250000.00000000 EUR -2424.37000000 N N N HEIMSTADEN BOSTAD AB 549300TJR3PR8EXILG79 N/A 150000.00000000 PA 172496.05000000 0.307965578804 Long EP CORP SE N 2 N N N JAPAN GOVERNMENT OF 353800WZS8AXZXFUC241 N/A 19000000.00000000 PA 126547.48000000 0.225931364367 Long DBT NUSS JP N 2 2034-09-20 Fixed 0.00900000 N N N N N N DHL GROUP 8ER8GIG7CSMVD8VUFE78 N/A 250000.00000000 PA 296048.28000000 0.528549377822 Long DBT CORP DE N 2 2032-06-05 Fixed 0.03125000 N N N N N N GREAT PORTLAND ESTATES PLC 213800JMEDD2Q4N1MC42 N/A 100000.00000000 PA 137156.00000000 0.244871270539 Long DBT CORP GB N 2 2031-09-25 Fixed 0.05375000 N N N N N N AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR N/A 00774MAX3 150000.00000000 PA USD 135898.47000000 0.242626141133 Long DBT CORP IE N 2 2032-01-30 Fixed 0.03300000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397E41 125000.00000000 PA 149475.96000000 0.266866693694 Long DBT CORP US N 2 2030-02-14 Fixed 0.04445000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBH3 190000.00000000 PA USD 169897.01000000 0.303325386418 Long DBT CORP US N 2 2031-02-15 Fixed 0.02450000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAK8 191000.00000000 PA USD 176499.79000000 0.315113650349 Long DBT CORP US N 2 2030-12-01 Fixed 0.03125000 N N N N N N AUSNET SERVICES HOLDINGS PTY LTD TTMIG9TE1S0X3ZPDHD61 N/A 240000.00000000 PA 167051.11000000 0.298244462879 Long DBT CORP AU N 2 2033-05-31 Fixed 0.06134000 N N N N N N NATIONWIDE BUILDING SOCIETY 549300XFX12G42QIKN82 N/A 100000.00000000 PA 118955.90000000 0.212377747755 Long DBT CORP GB N 2 2035-07-30 Variable 0.04000000 N N N N N N AROUNDTOWN SA 529900H4DWG3KWMBMQ39 N/A 1100000.00000000 PA 1204420.89000000 2.150311131840 Long EP CORP LU N 2 N N N CPI PROPERTY GROUP SA 222100CO2ZOTEPGJO223 N/A 590000.00000000 PA 632441.35000000 1.129128269388 Long EP CORP LU N 2 N N N WERFENLIFE SA 9598003BHZ02SG7LKD16 N/A 200000.00000000 PA 246424.31000000 0.439953293195 Long DBT CORP ES N 2 2028-06-06 Fixed 0.04625000 N N N N N N MCDONALDS CORP UE2136O97NLB5BYP9H04 N/A 200000.00000000 PA 237531.26000000 0.424076098960 Long DBT CORP US N 2 2032-05-21 Fixed 0.03500000 N N N N N N SW FINANCE I PLC 549300BHN1HB5BNG2R96 N/A 56000.00000000 PA 74602.21000000 0.133190950069 Long DBT CORP GB N 2 2041-12-12 Fixed 0.07375000 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 N/A 465000.00000000 PA 564349.87000000 1.007561241912 Long DBT CORP DK N 2 2032-01-09 Variable 0.03875000 N N N N N N SEVERN TRENT WATER UTIL FIN 213800KY9PT6WBH33232 N/A 100000.00000000 PA 118491.70000000 0.211548988942 Long DBT CORP GB N 2 2035-08-04 Fixed 0.03875000 N N N N N N CITYCON OYJ 549300P8N0P6KDGTJ206 N/A 243000.00000000 PA 285647.15000000 0.509979735093 Long EP CORP FI N 2 N N N FLUXYS SA 529900UEWUHSPPJQ1R79 N/A 200000.00000000 PA 238300.23000000 0.425448978462 Long DBT CORP BE N 2 2030-11-28 Fixed 0.04000000 N N N N N N ELECTRICITE DE FRANCE 549300X3UK4GG3FNMO06 N/A 200000.00000000 PA 266817.20000000 0.476361710503 Long DBT CORP FR N 2 2035-01-25 Fixed 0.05500000 N N N N N N AMPRION GMBH 529900ZIV0ETYHYZM863 N/A 100000.00000000 PA 117929.43000000 0.210545140993 Long DBT CORP DE N 2 2036-06-05 Fixed 0.03875000 N N N N N N RCI BANQUE S A 96950001WI712W7PQG45 N/A 100000.00000000 PA 123891.97000000 0.221190353346 Long DBT CORP FR N 2 2034-10-09 Variable 0.05500000 N N N N N N ROMANIA, REPUBLIC OF 315700IASY927EDWBK92 N/A 50000.00000000 PA 48995.65000000 0.087474314404 Long DBT NUSS RO N 2 2031-07-16 Fixed 0.02124000 N N N N N N QBE INS GROUP LTD 549300D2FBW76FPUSG65 N/A 150000.00000000 PA 189455.76000000 0.338244573057 Long DBT CORP AU N 2 2038-09-13 Variable 0.02500000 N N N N N N PAYCHEX INC 529900K900DW6SUBM174 704326AA5 5000.00000000 PA USD 5120.90000000 0.009142591569 Long DBT CORP US N 2 2030-04-15 Fixed 0.05100000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 N/A 270000.00000000 PA 340953.24000000 0.608720384623 Long DBT CORP GB N 2 2031-09-21 Variable 0.04750000 N N N N N N E.ON SE Q9MAIUP40P25UFBFG033 N/A 275000.00000000 PA 327121.93000000 0.584026674884 Long DBT CORP DE N 2 2033-04-16 Fixed 0.03500000 N N N N N N SCANDINAVIAN TOBACCO GROUP 5299003KG4JS99TRML67 N/A 100000.00000000 PA 121824.28000000 0.217498805930 Long DBT CORP DK N 2 2029-09-12 Fixed 0.04875000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023DQ5 14000.00000000 PA USD 14800.12000000 0.026423373301 Long DBT CORP US N 2 2029-05-01 Fixed 0.06298000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CMK4 240000.00000000 PA USD 245690.63000000 0.438643418645 Long DBT UST US N 2 2032-01-31 Fixed 0.04375000 N N N N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 12.00000000 NC USD 34301.36000000 0.061239884543 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long UST NOTES $US 10YR NOTE ULTRA FUT CONTRACT UNDERLYING 2025-09-19 1336698.64000000 USD 34301.36000000 N N N LEG IMMOBILIEN GMBH 391200SO40AKONBO0Z96 N/A 100000.00000000 PA 115362.53000000 0.205962329710 Long DBT CORP DE N 2 2035-01-20 Fixed 0.03875000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 N/A 600000.00000000 PA 759057.00000000 1.355181340969 Long DBT CORP CH N 2 2032-03-17 Variable 0.04750000 N N N N N N DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 N/A 200000.00000000 PA 285877.70000000 0.510391347210 Long DBT CORP DE N 2 2030-12-12 Variable 0.06125000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023DS1 12000.00000000 PA USD 13038.34000000 0.023277981871 Long DBT CORP US N 2 2034-05-01 Fixed 0.06528000 N N N N N N Fidelity Revere Street Trust 549300BDV45LJNXBZC55 31635A105 2282257.32800000 NS USD 2282713.78000000 4.075439817338 Long STIV RF US N 1 N N N JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 N/A 1.00000000 NC N/A -1647.39000000 -0.00294116540 N/A DFE CORP US N 2 JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 208000.00000000 CAD 151149.24000000 USD 2025-07-08 -1647.39000000 N N N ALIMENTATION COUCHE-TARD INC 549300OSW32RVX8CCZ87 01626PAM8 54000.00000000 PA USD 50461.05000000 0.090090564220 Long DBT CORP CA N 2 2030-01-25 Fixed 0.02950000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CKU4 150000.00000000 PA USD 155724.61000000 0.278022712130 Long DBT UST US N 2 2031-05-31 Fixed 0.04625000 N N N N N N DNB BANK ASA 549300GKFG0RYRRQ1414 N/A 100000.00000000 PA 110462.14000000 0.197213425357 Long DBT CORP NO N 2 2029-02-23 Variable 0.00250000 N N N N N N SIG COMBIBLOC PURCHASECO SARL 549300Q95MWZB4BXB866 N/A 100000.00000000 PA 119841.69000000 0.213959191678 Long DBT CORP LU N 2 2030-03-19 Fixed 0.03750000 N N N N N N PRUDENTIAL FUNDING ASIA PLC 2549005TNASWKLR0XC37 N/A 742000.00000000 PA USD 693899.85000000 1.238853115407 Long DBT CORP GB N 2 2033-11-03 Variable 0.02950000 N N N N N N HOLDING D'INFRASTRUCTURES ET DES METIERS DE L'ENVIRONNEMENT 969500I3QVK40XEORU25 N/A 200000.00000000 PA 215221.83000000 0.384245989675 Long DBT CORP FR N 2 2028-09-16 Fixed 0.00625000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CJJ1 755000.00000000 PA USD 775526.56000000 1.384585246612 Long DBT UST US N 2 2033-11-15 Fixed 0.04500000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 N/A 180000.00000000 PA 227773.65000000 0.406655363753 Long DBT CORP GB N 2 2032-03-10 Variable 0.04787000 N N N N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 8.00000000 NC USD 45358.80000000 0.080981269402 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long UNITED STATES TREASURY BOND UNITED STATES TREASURY BOND 0% 06/30/2040 2025-09-19 905891.20000000 USD 45358.80000000 N N N BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 N/A 1.00000000 NC N/A -3321.63000000 -0.00593026742 N/A DFE CORP US N 2 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 98000.00000000 EUR 112167.83000000 USD 2025-07-08 -3321.63000000 N N N ENBW INTERNATIONAL FINANCE BV 724500CNCIO1ZTJ0X675 N/A 250000.00000000 PA 295127.23000000 0.526904982508 Long DBT CORP NL N 2 2035-11-20 Fixed 0.03750000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 N/A 200000.00000000 PA 254546.67000000 0.454454537129 Long DBT CORP GB N 2 2033-05-23 Variable 0.04856000 N N N N N N CIMIC FINANCE LTD 213800SWJBM5VMCQJW54 N/A 136000.00000000 PA 148749.38000000 0.265569495119 Long DBT CORP AU N 2 2029-05-28 Fixed 0.01500000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397C84 130000.00000000 PA 181213.60000000 0.323529444363 Long DBT CORP US N 2 2026-06-05 Fixed 0.06860000 N N N N N N JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 N/A 1.00000000 NC N/A -147.53000000 -0.00026339247 N/A DFE CORP US N 2 JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 28000.00000000 AUD 18282.99000000 USD 2025-07-08 -147.53000000 N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 N/A 100000.00000000 PA 120112.58000000 0.214442824757 Long DBT CORP US N 2 2034-03-21 Variable 0.03761000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CKN0 200000.00000000 PA USD 207656.25000000 0.370738792127 Long DBT UST US N 2 2031-04-30 Fixed 0.04625000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CNC1 310000.00000000 PA USD 310484.38000000 0.554322848532 Long DBT UST US N 2 2035-05-15 Fixed 0.04250000 N N N N N N BROWN BROTHERS HARRIMAN and CO. 5493006KMX1VFTPYPW14 N/A 1.00000000 NC N/A 3195.36000000 0.005704831454 N/A DFE CORP US N 2 BROWN BROTHERS HARRIMAN and CO. 5493006KMX1VFTPYPW14 62798.62000000 USD 56000.00000000 EUR 2025-07-08 3195.36000000 N N N PROLOGIS INTERNATIONAL FUNDING II SA 213800JNRWW2C9DWI388 N/A 100000.00000000 PA 121539.02000000 0.216989517392 Long DBT CORP LU N 2 2036-07-01 Fixed 0.04375000 N N N N N N EUREX DEUTSCHLAND N/A N/A -27.00000000 NC 9164.03000000 0.016360987994 N/A DIR CORP DE N 1 EUREX DEUTSCHLAND N/A Short GERMANY FEDERAL REPUBLIC OF EURO-BOBL FUT UNDERLYING 2025-09-08 -3630509.83000000 EUR 9164.03000000 N N N UST NOTES 254900HROIFWPRGM1V77 91282CNF4 220000.00000000 PA USD 221825.25000000 0.396035396229 Long DBT UST US N 2 2032-05-31 Fixed 0.04125000 N N N N N N MOBICO GROUP PLC 213800A8IQEMY8PA5X34 N/A 100000.00000000 PA 82564.90000000 0.147407127394 Long EP CORP GB N 2 N N N BROWN BROTHERS HARRIMAN and CO. 5493006KMX1VFTPYPW14 N/A 1.00000000 NC N/A -3444.80000000 -0.00615016880 N/A DFE CORP US N 2 BROWN BROTHERS HARRIMAN and CO. 5493006KMX1VFTPYPW14 98000.00000000 GBP 131078.82000000 USD 2025-07-08 -3444.80000000 N N N AES CORP 2NUNNB7D43COUIRE5295 00130HCG8 497000.00000000 PA USD 434498.85000000 0.775731907080 Long DBT CORP US N 2 2031-01-15 Fixed 0.02450000 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 N/A 100000.00000000 PA 123417.94000000 0.220344044556 Long DBT CORP NL N 2 2029-05-23 Variable 0.04500000 N N N N N N SAMHALLSBYGGNADSBOLAGET I NORDEN HOLDING AB 636700JPED0N9T4ET363 N/A 150000.00000000 PA 157256.32000000 0.280757348411 Long DBT CORP SE N 2 2027-07-12 Fixed 0.02250000 N N N N N N SNAM SPA 8156002278562044AF79 83304JAB3 200000.00000000 PA USD 204126.70000000 0.364437315028 Long DBT CORP IT N 2 2035-05-28 Fixed 0.05750000 N N N N N N CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 N/A 1.00000000 NC N/A 5808.02000000 0.010369340289 N/A DFE CORP US N 2 CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 287947.64000000 USD 214000.00000000 GBP 2025-07-08 5808.02000000 N N N METRO AG 5299006EQ03K3SSUYS12 N/A 100000.00000000 PA 121366.54000000 0.216681580468 Long DBT CORP DE N 2 2030-03-05 Fixed 0.04000000 N N N N N N DEUTSCHE EUROSHOP AG 529900Y9QTEFHFEKQ736 N/A 100000.00000000 PA 117793.11000000 0.210301762274 Long DBT CORP DE N 2 2030-10-15 Fixed 0.04500000 N N N N N N ARGENTUM NETHERLANDS BV 724500RPEZI5VVQQWE89 N/A 249000.00000000 PA USD 249790.58000000 0.445963258577 Long DBT CORP NL N 2 2052-08-15 Variable 0.05625000 N N N N N N P3 GROUP SARL 529900GR62MT0O5VW110 N/A 100000.00000000 PA 118444.05000000 0.211463917082 Long DBT CORP LU N 2 2032-04-19 Fixed 0.04000000 N N N N N N SAMHALLSBYGGNADSBOLAGET I NORDEN AB 549300HX9MRFY47AH564 N/A 313000.00000000 PA 260052.17000000 0.464283773764 Long EP CORP SE N 2 N N N TITANIUM 2L BONDCO SARL 636700S4QMU2DWYOSF67 N/A 1503100.00000000 PA 517185.44000000 0.923356293544 Long DBT CORP LU N 2 2031-01-14 Fixed 0.06250000 N N Y N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VBH5 175000.00000000 PA 194385.84000000 0.347046484409 Long DBT CORP US N 2 2033-05-17 Fixed 0.04693000 N N N N N N ABN AMRO BANK NV BFXS5XCH7N0Y05NIXW11 N/A 100000.00000000 PA 121264.77000000 0.216499885543 Long DBT CORP NL N 2 2032-01-15 Fixed 0.03875000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 N/A 486000.00000000 PA 643683.66000000 1.149199711640 Long DBT CORP GB N 2 2031-11-28 Variable 0.02105000 N N N N N N FISERV FUNDING UNLTD CO 254900RNWK5SE9A0I712 337735AB0 100000.00000000 PA 117443.73000000 0.209677997185 Long DBT CORP IE N 2 2032-06-15 Fixed 0.03500000 N N N N N N SOUTHERN GAS NETWORKS PLC 549300SPX8573VZ2SK79 N/A 175000.00000000 PA 207427.71000000 0.370330768561 Long DBT CORP GB N 2 2030-10-16 Fixed 0.03500000 N N N N N N JYSKE BANK 3M5E1GQGKL17HI6CPN30 N/A 125000.00000000 PA 149416.62000000 0.266760751109 Long DBT CORP DK N 2 2031-04-29 Variable 0.03625000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810TR9 1200000.00000000 PA USD 978750.00000000 1.747409927678 Long DBT UST US N 2 2053-05-15 Fixed 0.03625000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 N/A 100000.00000000 PA 120523.39000000 0.215176263809 Long DBT CORP US N 2 2036-05-22 Variable 0.04099000 N N N N N N THE BERKELEY GROUP PLC 2138001V85JLYR7AUB61 N/A 213000.00000000 PA 244218.92000000 0.436015903279 Long DBT CORP GB N 2 2031-08-11 Fixed 0.02500000 N N N N N N CENTENE CORP DEL 549300Z7JJ4TQSQGT333 15135BAT8 281000.00000000 PA USD 273309.70000000 0.487953086192 Long DBT CORP US N 2 2029-12-15 Fixed 0.04625000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A 300000.00000000 NC 2254.74000000 0.004025496868 N/A DCR CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 SOCIETE GENERALE SOCIETE GENERALE FRANCE 5.25%/VAR 09/06/2032 REGS Y 2030-06-20 2477.16000000 EUR 0.00000000 EUR 300000.00000000 EUR -359.86000000 N N N IMPERIAL BRANDS FINANCE PLC 2138008L3B3MCG1DFS50 N/A 150000.00000000 PA 173720.71000000 0.310152023803 Long DBT CORP GB N 2 2034-02-12 Fixed 0.03875000 N N N N N N MOBICO GROUP PLC 213800A8IQEMY8PA5X34 N/A 150000.00000000 PA 143054.66000000 0.255402434824 Long DBT CORP GB N 2 2031-09-26 Fixed 0.04875000 N N N N N N NGG FINANCE PLC 549300MLDJ2T68G21W86 N/A 329000.00000000 PA 378255.61000000 0.675318118124 Long DBT CORP GB N 2 2082-09-05 Variable 0.02125000 N N N N N N UNITED UTILITIES WATER FINANCE PLC 213800313INX42GDLR44 N/A 125000.00000000 PA 146205.74000000 0.261028211044 Long DBT CORP GB N 2 2033-02-27 Fixed 0.03500000 N N N N N N ROMANIA, REPUBLIC OF 315700IASY927EDWBK92 N/A 200000.00000000 PA 237945.90000000 0.424816375898 Long DBT NUSS RO N 2 2032-07-11 Fixed 0.05875000 N N N N N N COMMERZBANK AG 851WYGNLUQLFZBSYGB56 N/A 100000.00000000 PA 118760.57000000 0.212029015616 Long DBT CORP DE N 2 2032-01-14 Variable 0.03625000 N N N N N N REALTY INCOME CORP 549300CUWDAUZSH43859 756109CU6 200000.00000000 PA 234927.58000000 0.419427622556 Long DBT CORP US N 2 2031-06-20 Fixed 0.03375000 N N N N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 31.00000000 NC USD 48646.67000000 0.086851263454 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long UST NOTES UST NOTES 0% 06/30/2040 2025-09-30 3331079.89000000 USD 48646.67000000 N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810TS7 1070000.00000000 PA USD 955059.53000000 1.705114180583 Long DBT UST US N 2 2043-05-15 Fixed 0.03875000 N N N N N N DUKE ENERGY CORP NEW I1BZKREC126H0VB1BL91 N/A 207000.00000000 PA 241944.76000000 0.431955734941 Long DBT CORP US N 2 2034-06-15 Fixed 0.03850000 N N N N N N PUGET ENERGY INC SYBSJ96YIDMIUY7WDR33 745310AK8 521000.00000000 PA USD 503244.49000000 0.898466838186 Long DBT CORP US N 2 2030-06-15 Fixed 0.04100000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023DT9 17000.00000000 PA USD 18610.17000000 0.033225640678 Long DBT CORP US N 2 2054-05-01 Fixed 0.06858000 N N N N N N CLECO CORPORATE HLDGS LLC 5493002H80P81B3HXL31 18551PAE9 695000.00000000 PA USD 646213.01000000 1.153715483084 Long DBT CORP US N 2 2029-09-15 Fixed 0.03375000 N N N N N N PUBLICIS GROUPE SA 2138004KW8BV57III342 N/A 200000.00000000 PA 234957.68000000 0.419481361549 Long DBT CORP FR N 2 2032-06-12 Fixed 0.03375000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 N/A 347000.00000000 PA 439668.00000000 0.784960641719 Long DBT CORP CH N 2 2029-11-15 Variable 0.02125000 N N N N N N ZF EUROPE FINANCE BV 549300RI533US2G6G542 N/A 200000.00000000 PA 221441.81000000 0.395350822168 Long DBT CORP NL N 2 2029-01-31 Fixed 0.04750000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CKW0 400000.00000000 PA USD 407390.62000000 0.727334267004 Long DBT UST US N 2 2031-06-30 Fixed 0.04250000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A 350000.00000000 NC -727.63000000 -0.00129907319 N/A DCR CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 GENERALI GENERALI 4.125% 05/04/2026 REGS Y 2030-06-20 1267.94000000 EUR 0.00000000 EUR 350000.00000000 EUR -2065.93000000 N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 N/A 100000.00000000 PA 120400.42000000 0.214956719493 Long DBT CORP US N 2 2035-03-21 Variable 0.03955000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XCQ1 175000.00000000 PA 207605.30000000 0.370647828616 Long DBT CORP US N 2 2032-05-30 Fixed 0.03625000 N N N N N N BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 N/A 1.00000000 NC N/A -525.02000000 -0.00093734371 N/A DFE CORP US N 2 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 86000.00000000 EUR 100822.87000000 USD 2025-07-08 -525.02000000 N N N ENBW ENERGIE BADEN-WUERTTEM AG 529900JSFZ4TS59HKD79 N/A 300000.00000000 PA 330152.30000000 0.589436941676 Long DBT CORP DE N 2 2081-08-31 Variable 0.01375000 N N N N N N PAYCHEX INC 529900K900DW6SUBM174 704326AC1 6000.00000000 PA USD 6201.97000000 0.011072678364 Long DBT CORP US N 2 2035-04-15 Fixed 0.05600000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 N/A 200000.00000000 PA 289362.58000000 0.516613072787 Long EP CORP GB N 2 N N N CENTENE CORP DEL 549300Z7JJ4TQSQGT333 15135BAR2 396000.00000000 PA USD 389999.57000000 0.696285180493 Long DBT CORP US N 2 2027-12-15 Fixed 0.04250000 N N N N N N ZURICH FINANCE (IRELAND) DAC 549300E0FVHYR37EGX65 N/A 250000.00000000 PA USD 220372.00000000 0.393440838398 Long DBT CORP IE N 2 2052-05-02 Variable 0.03500000 N N N N N N COOPERATIEVE RABOBANK UA DG3RU1DBUFHT4ZF9WN62 N/A 300000.00000000 PA 316330.46000000 0.564760139188 Long DBT CORP NL N 2 2031-05-07 Fixed 0.01125000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CLU3 415000.00000000 PA USD 419328.32000000 0.748647222809 Long DBT UST US N 2 2031-10-31 Fixed 0.04125000 N N N N N N BLACKSTONE PRIVATE CREDIT FUND 549300ORP3TTCNXSYO43 N/A 208000.00000000 PA 283994.53000000 0.507029232315 Long DBT CORP US N 2 2026-04-14 Fixed 0.04875000 N N N N N N JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 N/A 1.00000000 NC N/A 3564.32000000 0.006363553668 N/A DFE CORP US N 2 JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 100760.12000000 USD 76000.00000000 GBP 2025-07-08 3564.32000000 N N N SCHAEFFLER AG 549300Q7E782X7GC1P43 N/A 200000.00000000 PA 238563.15000000 0.425918382312 Long DBT CORP DE N 2 2029-08-14 Fixed 0.04750000 N N N N N N 2025-07-30 Laura M. Del Prato Laura M. Del Prato Laura M. Del Prato President and Treasurer