NPORT-P false 0000035315 XXXXXXXX S000079760 C000241080 Fidelity Salem Street Trust 811-02105 0000035315 S4W85DGKOEJ24DPRB829 245 Summer Street Boston 02210 1-800-FIDELITY Fidelity SAI International Credit Fund S000079760 549300TEODSY2J57HD41 2026-12-31 2026-03-31 N 2249530237.69 164777269.01 2084752968.68 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 11945400.95000000 AUD CAD EUR GBP JPY USD N Bloomberg Global Aggregate Credit Ex US Index 77906588 CREDIT SUISSE GRP AG 549300506SI9CRFV9Z86 N/A 611000.00000000 PA USD 146640.00000000 0.007033926906 Long EP CORP CH N 3 N N N ANGLIAN WATER SVCS FINANC PLC 213800DL377MH46PDY63 N/A 7155000.00000000 PA 9681493.59000000 0.464395241807 Long DBT CORP GB N 2 2030-07-30 Fixed 0.06293000 N N N N N N NORTHUMBRIAN WATER FINANCE PLC 213800JTFA6F3S7XX781 N/A 4625000.00000000 PA 5988409.35000000 0.287247910901 Long DBT CORP GB N 2 2033-04-29 Fixed 0.05625000 N N N N N N ELECTRICITE DE FRANCE 549300X3UK4GG3FNMO06 N/A 2100000.00000000 PA 2786949.15000000 0.133682464631 Long DBT CORP FR N 2 2034-06-02 Fixed 0.06125000 N N N N N N JOHN LEWIS PLC 213800JSUFNZLZLCVJ25 N/A 6267000.00000000 PA 6863494.38000000 0.329223389203 Long DBT CORP GB N 2 2034-12-18 Fixed 0.04250000 N N N N N N Fidelity Revere Street Trust 549300BDV45LJNXBZC55 31635A105 79059932.22100000 NS USD 79075744.21000000 3.793051042400 Long STIV RF US N 1 N N N JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 N/A 1.00000000 NC N/A 236723.37000000 0.011354984190 N/A DFE CORP US N 2 JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 33375000.00000000 AUD 23257465.54000000 USD 2026-04-24 236723.37000000 N N N BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 N/A 1.00000000 NC N/A 1919376.65000000 0.092067342214 N/A DFE CORP US N 2 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 104801000.00000000 CAD 77329073.39000000 USD 2026-04-24 1919376.65000000 N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 N/A 1.00000000 NC N/A 2701731.04000000 0.129594780800 N/A DFE CORP CA N 2 ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 10276100000.00000000 JPY 67593247.32000000 USD 2026-04-24 2701731.04000000 N N N GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 N/A 1.00000000 NC N/A 9252311.33000000 0.443808521633 N/A DFE CORP US N 2 GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 175803000.00000000 GBP 241938330.57000000 USD 2026-04-24 9252311.33000000 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A 1.00000000 NC N/A 32600572.43000000 1.563761890246 N/A DFE CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 742966000.00000000 EUR 892317025.32000000 USD 2026-04-24 32600572.43000000 N N N CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 N/A 1.00000000 NC N/A 99505.14000000 0.004772994282 N/A DFE CORP US N 2 CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 2436000.00000000 EUR 2918300.72000000 USD 2026-04-24 99505.14000000 N N N JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 N/A 1.00000000 NC N/A 158801.74000000 0.007617292906 N/A DFE CORP US N 2 JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 4406000.00000000 EUR 5257165.18000000 USD 2026-04-24 158801.74000000 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A 1.00000000 NC N/A 46964.47000000 0.002252759473 N/A DFE CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 1700000.00000000 EUR 2014104.24000000 USD 2026-04-24 46964.47000000 N N N STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 N/A 1.00000000 NC N/A 87391.52000000 0.004191936469 N/A DFE CORP US N 2 STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 3050000.00000000 EUR 3616671.70000000 USD 2026-04-24 87391.52000000 N N N JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 N/A 1.00000000 NC N/A 231724.39000000 0.011115196547 N/A DFE CORP US N 2 JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 5539000.00000000 GBP 7562929.55000000 USD 2026-04-24 231724.39000000 N N N JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 N/A 1.00000000 NC N/A 208137.67000000 0.009983804946 N/A DFE CORP US N 2 JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 8003000.00000000 EUR 9468737.45000000 USD 2026-04-24 208137.67000000 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A 1.00000000 NC N/A 15806.92000000 0.000758215493 N/A DFE CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 532000.00000000 GBP 719941.45000000 USD 2026-04-24 15806.92000000 N N N BROWN BROTHERS HARRIMAN and CO. 5493006KMX1VFTPYPW14 N/A 1.00000000 NC N/A 9066.69000000 0.000434904765 N/A DFE CORP US N 2 BROWN BROTHERS HARRIMAN and CO. 5493006KMX1VFTPYPW14 820000.00000000 AUD 574669.94000000 USD 2026-04-24 9066.69000000 N N N STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 N/A 1.00000000 NC N/A 281511.61000000 0.013503355756 N/A DFE CORP US N 2 STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 9911000.00000000 EUR 11749936.50000000 USD 2026-04-24 281511.61000000 N N N CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 N/A 1.00000000 NC N/A 145728.33000000 0.006990196545 N/A DFE CORP US N 2 CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 3708000.00000000 GBP 5053493.04000000 USD 2026-04-24 145728.33000000 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A 1.00000000 NC N/A 280495.24000000 0.013454603217 N/A DFE CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 1063700000.00000000 JPY 6997548.00000000 USD 2026-04-24 280495.24000000 N N N JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 N/A 1.00000000 NC N/A 4489.69000000 0.000215358369 N/A DFE CORP US N 2 JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 150000.00000000 GBP 203023.86000000 USD 2026-04-24 4489.69000000 N N N JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 N/A 1.00000000 NC N/A -40230.56000000 -0.00192975189 N/A DFE CORP US N 2 JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 1686842.27000000 USD 1423000.00000000 EUR 2026-04-24 -40230.56000000 N N N BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 N/A 1.00000000 NC N/A 11007.58000000 0.000528004044 N/A DFE CORP US N 2 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 485000.00000000 EUR 572220.99000000 USD 2026-04-24 11007.58000000 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A 1.00000000 NC N/A 1230.22000000 0.000059010348 N/A DFE CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 57000.00000000 GBP 76673.21000000 USD 2026-04-24 1230.22000000 N N N JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 N/A 1.00000000 NC N/A -65574.66000000 -0.00314544029 N/A DFE CORP US N 2 JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 3077612.80000000 USD 2603000.00000000 EUR 2026-04-24 -65574.66000000 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A 1.00000000 NC N/A -99143.41000000 -0.00475564306 N/A DFE CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 4902346.79000000 USD 3629000.00000000 GBP 2026-04-24 -99143.41000000 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A 1.00000000 NC N/A 63937.51000000 0.003066910610 N/A DFE CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 2833000.00000000 AUD 2018027.77000000 USD 2026-04-24 63937.51000000 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A 1.00000000 NC N/A 113871.27000000 0.005462098949 N/A DFE CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 7339000.00000000 CAD 5394658.33000000 USD 2026-04-24 113871.27000000 N N N GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 N/A 1.00000000 NC N/A 217144.31000000 0.010415829273 N/A DFE CORP US N 2 GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 7973000.00000000 EUR 9443029.85000000 USD 2026-04-24 217144.31000000 N N N JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 N/A 1.00000000 NC N/A 16429.38000000 0.000788073227 N/A DFE CORP US N 2 JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 1204000.00000000 GBP 1609996.99000000 USD 2026-04-24 16429.38000000 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A 1.00000000 NC N/A 45013.83000000 0.002159192512 N/A DFE CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 3231000.00000000 EUR 3783736.54000000 USD 2026-04-24 45013.83000000 N N N JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 N/A 1.00000000 NC N/A -83284.16000000 -0.00399491744 N/A DFE CORP US N 2 JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 10703199.06000000 USD 1681750000.00000000 JPY 2026-04-24 -83284.16000000 N N N JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 N/A 1.00000000 NC N/A 94374.87000000 0.004526909011 N/A DFE CORP US N 2 JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 9438000.00000000 EUR 11015472.04000000 USD 2026-04-24 94374.87000000 N N N GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 N/A 1.00000000 NC N/A -30868.09000000 -0.00148065936 N/A DFE CORP US N 2 GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 1795175.09000000 USD 1333000.00000000 GBP 2026-04-24 -30868.09000000 N N N JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 N/A 1.00000000 NC N/A -12101.75000000 -0.00058048844 N/A DFE CORP US N 2 JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 6151000.00000000 EUR 7105472.81000000 USD 2026-04-24 -12101.75000000 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A 1.00000000 NC N/A -105057.25000000 -0.00503931408 N/A DFE CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 9603000.00000000 EUR 11006968.20000000 USD 2026-04-24 -105057.25000000 N N N JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 N/A 1.00000000 NC N/A -20715.89000000 -0.00099368559 N/A DFE CORP US N 2 JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 1338350000.00000000 JPY 8430696.69000000 USD 2026-04-24 -20715.89000000 N N N JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 N/A 1.00000000 NC N/A -15760.67000000 -0.00075599700 N/A DFE CORP US N 2 JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 1937571.45000000 USD 1452000.00000000 GBP 2026-04-24 -15760.67000000 N N N CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 N/A 1.00000000 NC N/A 4522.09000000 0.000216912510 N/A DFE CORP US N 2 CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 508000.00000000 GBP 676891.15000000 USD 2026-04-24 4522.09000000 N N N JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 N/A 1.00000000 NC N/A 1410.47000000 0.000067656457 N/A DFE CORP US N 2 JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 119000.00000000 GBP 158914.25000000 USD 2026-04-24 1410.47000000 N N N JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 N/A 1.00000000 NC N/A -12313.73000000 -0.00059065655 N/A DFE CORP US N 2 JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 1071162.64000000 USD 800000.00000000 GBP 2026-04-24 -12313.73000000 N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 N/A 1.00000000 NC N/A -966.72000000 -0.00004637096 N/A DFE CORP CA N 2 ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 343450000.00000000 JPY 2167851.34000000 USD 2026-04-24 -966.72000000 N N N JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 N/A 1.00000000 NC N/A -7225.11000000 -0.00034656911 N/A DFE CORP US N 2 JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 5504802.21000000 USD 4751000.00000000 EUR 2026-04-24 -7225.11000000 N N N JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 N/A 1.00000000 NC N/A -20559.01000000 -0.00098616048 N/A DFE CORP US N 2 JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 1909280.76000000 USD 1427000.00000000 GBP 2026-04-24 -20559.01000000 N N N JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 N/A 1.00000000 NC N/A 397.78000000 0.000019080438 N/A DFE CORP US N 2 JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 88000.00000000 GBP 116871.16000000 USD 2026-04-24 397.78000000 N N N JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 N/A 1.00000000 NC N/A -76747.64000000 -0.00368137813 N/A DFE CORP US N 2 JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 1662750000.00000000 JPY 10423186.06000000 USD 2026-04-24 -76747.64000000 N N N IMPERIAL BRANDS FINANCE PLC 2138008L3B3MCG1DFS50 N/A 6290000.00000000 PA 7940846.78000000 0.380901089927 Long DBT CORP GB N 2 2032-06-07 Fixed 0.04875000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810FM5 18050000.00000000 PA USD 19645591.84000000 0.942346270044 Long DBT UST US N 2 2030-05-15 Fixed 0.06250000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810QE1 1073000.00000000 PA USD 1072245.55000000 0.051432738847 Long DBT UST US N 2 2040-02-15 Fixed 0.04625000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810QK7 4800000.00000000 PA USD 4399500.00000000 0.211032197391 Long DBT UST US N 2 2040-08-15 Fixed 0.03875000 N N N N N N ARGENTUM NETHERLANDS BV 724500RPEZI5VVQQWE89 N/A 4125000.00000000 PA USD 4130430.81000000 0.198125671101 Long DBT CORP NL N 2 2052-08-15 Variable 0.05625000 N N N N N N ENEL SPA WOCMU6HCI0OJWNPRZS33 N/A 2250000.00000000 PA 2594759.67000000 0.124463651520 Long DBT CORP IT N 2 2199-12-31 Variable 0.03375000 N N N N N N JAPAN GOVERNMENT OF 353800WZS8AXZXFUC241 N/A 1748550000.00000000 PA 10664790.82000000 0.511561368671 Long DBT NUSS JP N 2 2028-09-20 Fixed 0.00100000 N N N N N N KREDITANSTALT FUR WIEDERAUFB 549300GDPG70E3MBBU98 N/A 26974000.00000000 PA 29530326.57000000 1.416490443407 Long DBT CORP DE N 2 2029-01-15 Fixed 0.00750000 N N N N N N AROUNDTOWN SA 529900H4DWG3KWMBMQ39 N/A 4805000.00000000 PA 5643999.20000000 0.270727481135 Long DBT CORP LU N 2 2031-04-10 Fixed 0.03625000 N N N N N N COOPERATIEVE RABOBANK UA DG3RU1DBUFHT4ZF9WN62 N/A 3900000.00000000 PA 3992560.34000000 0.191512394992 Long DBT CORP NL N 2 2031-05-07 Fixed 0.01125000 N N N N N N ROMANIA, REPUBLIC OF 315700IASY927EDWBK92 N/A 2425000.00000000 PA 2405592.02000000 0.115389787477 Long DBT NUSS RO N 2 2031-07-16 Fixed 0.02124000 N N N N N N NGG FINANCE PLC 549300MLDJ2T68G21W86 N/A 7646000.00000000 PA 8666859.22000000 0.415725956514 Long DBT CORP GB N 2 2082-09-05 Variable 0.02125000 N N N N N N BLACKSTONE PROPERTY PARTNERS EUROPE HOLDINGS SARL 213800Y3B5GQFBGVHP79 N/A 6607000.00000000 PA 7204714.57000000 0.345590805157 Long DBT CORP LU N 2 2029-03-12 Fixed 0.01750000 N N N N N N AUSTRALIA, COMMONWEALTH OF 213800J6B7JSBDETCB42 N/A 11215000.00000000 PA 6320999.48000000 0.303201366059 Long DBT NUSS AU N 2 2032-05-21 Fixed 0.01250000 N N N N N N SAMHALLSBYGGNADSBOLAGET I NORDEN AB 549300HX9MRFY47AH564 N/A 647000.00000000 PA 502811.20000000 0.024118502650 Long EP CORP SE N 2 N N N VOLKSWAGEN INTL FINANCE NV 5299004PWNHKYTR23649 N/A 8700000.00000000 PA 9657574.49000000 0.463247906830 Long EP CORP NL N 2 N N N EUROPEAN INVESTMENT BANK 5493006YXS1U5GIHE750 N/A 1965000.00000000 PA 1674805.44000000 0.080335918219 Long DBT CORP LU N 2 2035-11-15 Fixed 0.00010000 N N N N N N SSE PLC 549300KI75VYLLMSK856 N/A 337000.00000000 PA 445459.59000000 0.021367499972 Long EP CORP GB N 2 N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDE9 13495000.00000000 PA USD 12907292.75000000 0.619128162612 Long DBT CORP MX N 2 2031-01-28 Fixed 0.05950000 N N N N N N MOBICO GROUP PLC 213800A8IQEMY8PA5X34 N/A 3430000.00000000 PA 2998356.00000000 0.143823083360 Long EP CORP GB N 2 N N N GRAND CITY PROPERTIES SA 5299002QLUYKK2WBMB18 N/A 4000000.00000000 PA 4535860.37000000 0.217573038059 Long EP CORP LU N 2 N N N CPI PROPERTY GROUP SA 222100CO2ZOTEPGJO223 N/A 2040000.00000000 PA 2012166.57000000 0.096518225431 Long EP CORP LU N 2 N N N WHITBREAD GROUP PLC 2138006LIAYQKUCYBB20 N/A 2745000.00000000 PA 3505881.79000000 0.168167732228 Long DBT CORP GB N 2 2027-05-31 Fixed 0.02375000 N N N N N N COMMONWEALTH BANK AUSTRALIA MSFSBD3QN1GSN7Q6C537 202712BN4 6940000.00000000 PA USD 6279634.43000000 0.301217195722 Long DBT CORP AU N 2 2031-03-11 Fixed 0.02688000 N N N N N N AUSTRALIA, COMMONWEALTH OF 213800J6B7JSBDETCB42 N/A 3500000.00000000 PA 2005029.03000000 0.096175856810 Long DBT NUSS AU N 2 2032-11-21 Fixed 0.01750000 N N N N N N CANADA, GOVERNMENT OF 4BFD7AQU0A75QLAHK410 135087M27 22775000.00000000 PA 15117545.99000000 0.725148073518 Long DBT NUSS CA N 2 2031-06-01 Fixed 0.01500000 N N N N N N CIMIC FINANCE LTD 213800SWJBM5VMCQJW54 N/A 2404000.00000000 PA 2581724.03000000 0.123838366885 Long DBT CORP AU N 2 2029-05-28 Fixed 0.01500000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 N/A 5479000.00000000 PA 7159302.73000000 0.343412521174 Long DBT CORP GB N 2 2031-11-28 Variable 0.02105000 N N N N N N TRITAX EUROBOX PLC 213800HK59N7H979QU33 N/A 870000.00000000 PA 1001722.61000000 0.048049942849 Long DBT CORP GB N 2 2026-06-02 Fixed 0.00950000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CCR0 15000000.00000000 PA USD 14066015.70000000 0.674708990049 Long DBT UST US N 2 2028-07-31 Fixed 0.01000000 N N N N N N THE BERKELEY GROUP PLC 2138001V85JLYR7AUB61 N/A 12292000.00000000 PA 13705186.46000000 0.657400980638 Long DBT CORP GB N 2 2031-08-11 Fixed 0.02500000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810SZ2 2322000.00000000 PA USD 1321998.05000000 0.063412695406 Long DBT UST US N 2 2051-08-15 Fixed 0.02000000 N N N N N N KREDITANSTALT FUR WIEDERAUFB 549300GDPG70E3MBBU98 N/A 11096000.00000000 PA 11965481.16000000 0.573951990464 Long DBT CORP DE N 2 2028-11-09 Fixed 0.00000000 N N N N N N ENBW ENERGIE BADEN-WUERTTEM AG 529900JSFZ4TS59HKD79 N/A 7200000.00000000 PA 7808411.22000000 0.374548511852 Long DBT CORP DE N 2 2081-08-31 Variable 0.01375000 N N N N N N QBE INS GROUP LTD 549300D2FBW76FPUSG65 N/A 3914000.00000000 PA 4852103.91000000 0.232742391203 Long DBT CORP AU N 2 2038-09-13 Variable 0.02500000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2R4 4560000.00000000 PA USD 4295780.24000000 0.206057039109 Long DBT CORP FR N 2 2029-09-15 Variable 0.02159000 N N N N N N SOUTHERN COMPANY 549300FC3G3YU2FBZD92 N/A 1211000.00000000 PA 1356407.24000000 0.065063211823 Long DBT CORP US N 2 2081-09-15 Variable 0.01875000 N N N N N N AMPRION GMBH 529900ZIV0ETYHYZM863 N/A 5400000.00000000 PA 4949758.66000000 0.237426627248 Long DBT CORP DE N 2 2033-09-23 Fixed 0.00625000 N N N N N N HEIMSTADEN BOSTAD AB 549300TJR3PR8EXILG79 N/A 5225000.00000000 PA 5954940.46000000 0.285642498150 Long EP CORP SE N 2 N N N BLACKSTONE PROPERTY PARTNERS EUROPE HOLDINGS SARL 213800Y3B5GQFBGVHP79 N/A 5570000.00000000 PA 5856467.31000000 0.280919005656 Long DBT CORP LU N 2 2030-04-20 Fixed 0.01625000 N N N N N N CANADA, GOVERNMENT OF 4BFD7AQU0A75QLAHK410 135087N26 26810000.00000000 PA 17618872.50000000 0.845129987326 Long DBT NUSS CA N 2 2031-12-01 Fixed 0.01500000 N N N N N N PRUDENTIAL FUNDING ASIA PLC 2549005TNASWKLR0XC37 N/A 2803000.00000000 PA USD 2671219.84000000 0.128131240493 Long DBT CORP GB N 2 2033-11-03 Variable 0.02950000 N N N N N N ZURICH FINANCE (IRELAND) DAC 549300E0FVHYR37EGX65 N/A 3810000.00000000 PA USD 3400188.21000000 0.163097895102 Long DBT CORP IE N 2 2052-05-02 Variable 0.03500000 N N N N N N LOGICOR FINANCING SARL 254900IS16Q1A2TQFN22 N/A 5275000.00000000 PA 5552119.11000000 0.266320240019 Long DBT CORP LU N 2 2030-01-17 Fixed 0.01625000 N N N N N N LOGICOR FINANCING SARL 254900IS16Q1A2TQFN22 N/A 8135000.00000000 PA 7766955.51000000 0.372559992799 Long DBT CORP LU N 2 2034-01-17 Fixed 0.02000000 N N N N N N CANADA, GOVERNMENT OF 4BFD7AQU0A75QLAHK410 135087N59 29270000.00000000 PA 19627095.18000000 0.941459034948 Long DBT NUSS CA N 2 2032-06-01 Fixed 0.02000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 N/A 6790000.00000000 PA 7538536.51000000 0.361603346931 Long DBT CORP CH N 2 2032-04-02 Variable 0.02875000 N N N N N N VOLKSWAGEN INTL FINANCE NV 5299004PWNHKYTR23649 N/A 100000.00000000 PA 114305.71000000 0.005482937869 Long EP CORP NL N 2 N N N KREDITANSTALT FUR WIEDERAUFB 549300GDPG70E3MBBU98 N/A 14700000.00000000 PA 13619565.66000000 0.653293980851 Long DBT CORP DE N 2 2037-03-31 Fixed 0.01125000 N N N N N N BLACKSTONE PRIVATE CREDIT FUND 549300ORP3TTCNXSYO43 N/A 2494000.00000000 PA 3300493.86000000 0.158315824924 Long DBT CORP US N 2 2026-04-14 Fixed 0.04875000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810TH1 580200.00000000 PA USD 478075.74000000 0.022932009076 Long DBT UST US N 2 2042-05-15 Fixed 0.03250000 N N N N N N DUKE ENERGY CORP NEW I1BZKREC126H0VB1BL91 26441CBR5 4333000.00000000 PA 4916604.66000000 0.235836318924 Long DBT CORP US N 2 2034-06-15 Fixed 0.03850000 N N N N N N CANADA, GOVERNMENT OF 4BFD7AQU0A75QLAHK410 135087P32 22550000.00000000 PA 15487894.72000000 0.742912707293 Long DBT NUSS CA N 2 2032-12-01 Fixed 0.02500000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 N/A 1285000.00000000 PA 1831412.39000000 0.087847932945 Long DBT CORP GB N 2 2034-11-16 Variable 0.08201000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810TM0 6000000.00000000 PA USD 5429296.86000000 0.260428786602 Long DBT UST US N 2 2042-11-15 Fixed 0.04000000 N N N N N N AUSTRALIA, COMMONWEALTH OF 213800J6B7JSBDETCB42 N/A 3900000.00000000 PA 2491739.20000000 0.119522036300 Long DBT NUSS AU N 2 2034-05-21 Fixed 0.03750000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 N/A 12723000.00000000 PA 17402894.83000000 0.834770118639 Long DBT CORP GB N 2 2033-06-06 Variable 0.07416000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RBS0 5340000.00000000 PA USD 5703289.97000000 0.273571500109 Long DBT CORP FR N 2 2034-01-10 Variable 0.06691000 N N N N N N EUROPEAN INVESTMENT BANK 5493006YXS1U5GIHE750 N/A 1875000.00000000 PA 2145480.34000000 0.102912928880 Long DBT CORP LU N 2 2033-01-12 Fixed 0.02875000 N N N N N N ELECTRICITE DE FRANCE 549300X3UK4GG3FNMO06 N/A 7600000.00000000 PA 9628639.82000000 0.461859988432 Long DBT CORP FR N 2 2035-01-25 Fixed 0.05500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CGM7 200000.00000000 PA USD 192437.50000000 0.009230709963 Long DBT UST US N 2 2033-02-15 Fixed 0.03500000 N N N N N N CANADA, GOVERNMENT OF 4BFD7AQU0A75QLAHK410 135087Q23 165000.00000000 PA 114580.38000000 0.005496113051 Long DBT NUSS CA N 2 2033-06-01 Fixed 0.02750000 N N N N N N NORTHUMBRIAN WATER FINANCE PLC 213800JTFA6F3S7XX781 N/A 9245000.00000000 PA 11645669.54000000 0.558611486106 Long DBT CORP GB N 2 2031-02-14 Fixed 0.04500000 N N N N N N YORKSHIRE WATER FINANCE PLC 213800O8BDOGHJMTCP32 N/A 3128000.00000000 PA 3866879.75000000 0.185483834684 Long DBT CORP GB N 2 2035-04-28 Fixed 0.05500000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280DV8 2815000.00000000 PA USD 2982906.67000000 0.143082020498 Long DBT CORP GB N 2 2034-03-09 Variable 0.06254000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 N/A 5510000.00000000 PA 6649612.15000000 0.318964033144 Long DBT CORP GB N 2 2032-03-10 Variable 0.04787000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 N/A 5630000.00000000 PA 6790214.30000000 0.325708340604 Long DBT CORP CH N 2 2032-03-17 Variable 0.04750000 N N N N N N AUSTRALIA, COMMONWEALTH OF 213800J6B7JSBDETCB42 N/A 2500000.00000000 PA 1555526.73000000 0.074614438898 Long DBT NUSS AU N 2 2034-12-21 Fixed 0.03500000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 N/A 8235000.00000000 PA 9972204.19000000 0.478339848404 Long DBT CORP GB N 2 2033-05-23 Variable 0.04856000 N N N N N N BOSCH (ROBERT) GMBH 529900F0LT5OP4SV6122 N/A 2600000.00000000 PA 2876477.11000000 0.137976880388 Long DBT CORP DE N 2 2043-06-02 Fixed 0.04375000 N N N N N N AUSNET SERVICES HOLDINGS PTY LTD TTMIG9TE1S0X3ZPDHD61 N/A 9090000.00000000 PA 6326459.63000000 0.303463274788 Long DBT CORP AU N 2 2033-05-31 Fixed 0.06134000 N N N N N N ANGLIAN WATER SVCS FINANC PLC 213800DL377MH46PDY63 N/A 2055000.00000000 PA 2732002.30000000 0.131046811830 Long DBT CORP GB N 2 2031-06-20 Fixed 0.05875000 N N N N N N CANADA, GOVERNMENT OF 4BFD7AQU0A75QLAHK410 135087Q72 6200000.00000000 PA 4435296.20000000 0.212749244952 Long DBT NUSS CA N 2 2033-12-01 Fixed 0.03250000 N N N N N N ADMIRAL GROUP PLC 213800FGVM7Z9EJB2685 N/A 8315000.00000000 PA 12261229.05000000 0.588138222331 Long DBT CORP GB N 2 2034-01-06 Fixed 0.08500000 N N N N N N VIRGIN MONEY UK PLC 213800ZK9VGCYYR6O495 N/A 1990000.00000000 PA 2773255.88000000 0.133025635250 Long DBT CORP GB N 2 2029-08-23 Variable 0.07625000 N N N N N N AMPRION GMBH 529900ZIV0ETYHYZM863 N/A 6000000.00000000 PA 7000737.47000000 0.335806571578 Long DBT CORP DE N 2 2034-09-07 Fixed 0.04125000 N N N N N N ENGIE SA LAXUQCHT4FH58LRZDY46 N/A 8000000.00000000 PA 9462267.51000000 0.453879555619 Long DBT CORP FR N 2 2034-09-06 Fixed 0.04250000 N N N N N N REWE INT FINANCE 5299003XLG8J4YTHLX44 N/A 6600000.00000000 PA 7967904.32000000 0.382198967441 Long DBT CORP NL N 2 2030-09-13 Fixed 0.04875000 N N N N N N CAIXABANK SA 7CUNS533WID6K7DGFI87 12803RAC8 6210000.00000000 PA USD 6763253.12000000 0.324415085221 Long DBT CORP ES N 2 2034-09-13 Variable 0.06840000 N N N N N N ROMANIA, REPUBLIC OF 315700IASY927EDWBK92 N/A 4115000.00000000 PA 4881176.25000000 0.234136913261 Long DBT NUSS RO N 2 2033-09-18 Fixed 0.06375000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 N/A 11495000.00000000 PA 13847894.00000000 0.664246278002 Long DBT CORP GB N 2 2031-09-21 Variable 0.04750000 N N N N N N MOBICO GROUP PLC 213800A8IQEMY8PA5X34 N/A 11785000.00000000 PA 10585949.03000000 0.507779539784 Long DBT CORP GB N 2 2031-09-26 Fixed 0.04875000 N N N N N N EUROPEAN UNION 529900FZRK8FGMPEOM08 N/A 17165000.00000000 PA 20110932.14000000 0.964667394273 Long DBT NUSS LU N 2 2044-04-04 Fixed 0.04000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CJJ1 4250000.00000000 PA USD 4337988.26000000 0.208081644452 Long DBT UST US N 2 2033-11-15 Fixed 0.04500000 N N N N N N BAYER US FIN LLC 54930093Q75GSEM74I71 07274EAK9 8930000.00000000 PA USD 9390829.52000000 0.450452867130 Long DBT CORP US N 2 2030-11-21 Fixed 0.06375000 N N N N N N BAYER US FIN LLC 54930093Q75GSEM74I71 07274EAL7 15465000.00000000 PA USD 16446806.04000000 0.788909107557 Long DBT CORP US N 2 2033-11-21 Fixed 0.06500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CJN2 3700000.00000000 PA USD 3751164.04000000 0.179933262902 Long DBT UST US N 2 2028-11-30 Fixed 0.04375000 N N N N N N SW FINANCE I PLC 549300BHN1HB5BNG2R96 N/A 2816000.00000000 PA 3675743.57000000 0.176315545545 Long DBT CORP GB N 2 2041-12-12 Fixed 0.07375000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CJR3 700000.00000000 PA USD 698605.47000000 0.033510227854 Long DBT UST US N 2 2028-12-31 Fixed 0.03750000 N N N N N N CANADA, GOVERNMENT OF 4BFD7AQU0A75QLAHK410 135087R48 8675000.00000000 PA 6078434.87000000 0.291566193276 Long DBT NUSS CA N 2 2034-06-01 Fixed 0.03000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 N/A 11045000.00000000 PA 12902766.13000000 0.618911032810 Long DBT CORP CH N 2 2033-06-09 Variable 0.04125000 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 N/A 10125000.00000000 PA 11817766.75000000 0.566866526995 Long DBT CORP DK N 2 2032-01-09 Variable 0.03875000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05571AAV7 10945000.00000000 PA USD 11219124.31000000 0.538151257177 Long DBT CORP FR N 2 2030-01-18 Variable 0.05716000 N N N N N N KREDITANSTALT FUR WIEDERAUFB 549300GDPG70E3MBBU98 500769KC7 9475000.00000000 PA USD 9522353.87000000 0.456761736908 Long DBT CORP DE N 2 2029-03-15 Fixed 0.04000000 N N N N N N JYSKE BANK 3M5E1GQGKL17HI6CPN30 N/A 3073000.00000000 PA 3664127.55000000 0.175758356267 Long DBT CORP DK N 2 2035-05-01 Variable 0.05125000 N N N N N N ZF EUROPE FINANCE BV 549300RI533US2G6G542 N/A 2100000.00000000 PA 2353944.44000000 0.112912391797 Long DBT CORP NL N 2 2029-01-31 Fixed 0.04750000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CJZ5 3500000.00000000 PA USD 3452421.88000000 0.165603403946 Long DBT UST US N 2 2034-02-15 Fixed 0.04000000 N N N N N N ROYAL KPN NV (KONINKLIJKE KPN) 549300YO0JZHAL7FVP81 N/A 1900000.00000000 PA 2165082.06000000 0.103853170736 Long DBT CORP NL N 2 2036-02-16 Fixed 0.03875000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397E41 4605000.00000000 PA 5339707.53000000 0.256131427090 Long DBT CORP US N 2 2030-02-14 Fixed 0.04445000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810TZ1 6500000.00000000 PA USD 6215878.89000000 0.298159013724 Long DBT UST US N 2 2044-02-15 Fixed 0.04500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CKD2 6420000.00000000 PA USD 6493729.72000000 0.311486771697 Long DBT UST US N 2 2029-02-28 Fixed 0.04250000 N N N N N N HEATHROW FUNDING LTD 7TI96JO3DYEIQWZ7Z726 N/A 10140000.00000000 PA 13418826.38000000 0.643665056800 Long DBT CORP JE N 2 2032-03-05 Fixed 0.06000000 N N N N N N ENGIE SA LAXUQCHT4FH58LRZDY46 N/A 1600000.00000000 PA 1826807.45000000 0.087627046342 Long DBT CORP FR N 2 2036-03-06 Fixed 0.03875000 N N N N N N BANCO BILBAO VIZCAYA ARGENTARIA S.A K8MS7FD7N5Z2WQ51AZ71 05946KAR2 11600000.00000000 PA USD 12054181.99000000 0.578206731017 Long DBT CORP ES N 2 2035-03-13 Variable 0.06033000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 N/A 950000.00000000 PA 1088345.27000000 0.052204999170 Long DBT CORP US N 2 2035-03-21 Variable 0.03955000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 N/A 900000.00000000 PA 1033440.38000000 0.049571359078 Long DBT CORP US N 2 2034-03-21 Variable 0.03761000 N N N N N N CBRE OPEN-ENDED FUNDS SCA SICAV-SIF 529900J5H3JGJ83AUZ88 N/A 5270000.00000000 PA 6226886.39000000 0.298687013931 Long DBT CORP LU N 2 2034-03-27 Fixed 0.04750000 N N N N N N BAT INTERNATIONAL FINANCE PLC 21380041YBGOQDFAC823 N/A 10790000.00000000 PA 12568245.82000000 0.602864992103 Long DBT CORP GB N 2 2032-04-12 Fixed 0.04125000 N N N N N N RWE FINANCE US LLC 529900J7MYLKI84UP772 749983AA0 9363000.00000000 PA USD 9678744.14000000 0.464263358076 Long DBT CORP US N 2 2034-04-16 Fixed 0.05875000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CKP5 12350000.00000000 PA USD 12629804.69000000 0.605817805742 Long DBT UST US N 2 2029-04-30 Fixed 0.04625000 N N N N N N AROUNDTOWN FINANCE SARL 8945006LEXV2KWSWVP51 N/A 3940000.00000000 PA USD 3903625.88000000 0.187246447835 Long EP CORP LU N 2 N N N WP CAREY INC 54930042CRNE713E3Q67 N/A 300000.00000000 PA 347326.65000000 0.016660326437 Long DBT CORP US N 2 2032-07-23 Fixed 0.04250000 N N N N N N AMPRION GMBH 529900ZIV0ETYHYZM863 N/A 6500000.00000000 PA 7505340.36000000 0.360011016784 Long DBT CORP DE N 2 2031-05-21 Fixed 0.03625000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810UB2 2620000.00000000 PA USD 2540888.29000000 0.121879586127 Long DBT UST US N 2 2044-05-15 Fixed 0.04625000 N N N N N N CITYCON OYJ 549300P8N0P6KDGTJ206 N/A 3097000.00000000 PA 2824549.48000000 0.135486051461 Long EP CORP FI N 2 N N N PROLOGIS INTERNATIONAL FUNDING II SA 213800JNRWW2C9DWI388 N/A 5140000.00000000 PA 5905299.20000000 0.283261340250 Long DBT CORP LU N 2 2036-07-01 Fixed 0.04375000 N N N N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 29278GBE7 5595000.00000000 PA USD 5683279.20000000 0.272611637224 Long DBT CORP NL N 2 2034-06-26 Fixed 0.05500000 N N N N N N RCI BANQUE S A 96950001WI712W7PQG45 N/A 8500000.00000000 PA 9960573.52000000 0.477781956406 Long DBT CORP FR N 2 2034-10-09 Variable 0.05500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CLD1 1200000.00000000 PA USD 1207687.44000000 0.057929522497 Long DBT UST US N 2 2031-07-31 Fixed 0.04125000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810UD8 3925000.00000000 PA USD 3561017.56000000 0.170812447014 Long DBT UST US N 2 2044-08-15 Fixed 0.04125000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CLJ8 3300000.00000000 PA USD 3259007.80000000 0.156325850062 Long DBT UST US N 2 2031-08-31 Fixed 0.03750000 N N N N N N SCOTTISH HYDRO ELECTRIC TRANSMISSION PLC 549300ECJZDA7203MK64 N/A 5235000.00000000 PA 5924507.32000000 0.284182702171 Long DBT CORP GB N 2 2032-09-04 Fixed 0.03375000 N N N N N N SCANDINAVIAN TOBACCO GROUP 5299003KG4JS99TRML67 N/A 5250000.00000000 PA 6242744.66000000 0.299447692546 Long DBT CORP DK N 2 2029-09-12 Fixed 0.04875000 N N N N N N ANGLIAN WATER SVCS FINANC PLC 213800DL377MH46PDY63 N/A 600000.00000000 PA 724796.56000000 0.034766544088 Long DBT CORP GB N 2 2044-09-12 Fixed 0.06250000 N N N N N N CAIXABANK SA 7CUNS533WID6K7DGFI87 N/A 3300000.00000000 PA 3787446.07000000 0.181673614423 Long DBT CORP ES N 2 2032-09-19 Variable 0.03625000 N N N N N N P3 GROUP SARL 529900GR62MT0O5VW110 N/A 5205000.00000000 PA 5903096.66000000 0.283155690323 Long DBT CORP LU N 2 2032-04-19 Fixed 0.04000000 N N N N N N CPI PROPERTY GROUP SA 222100CO2ZOTEPGJO223 N/A 7125000.00000000 PA 7823659.73000000 0.375279941918 Long DBT CORP LU N 2 2032-01-27 Fixed 0.06000000 N N N N N N GREAT PORTLAND ESTATES PLC 213800JMEDD2Q4N1MC42 N/A 5760000.00000000 PA 7491089.58000000 0.359327445147 Long DBT CORP GB N 2 2031-09-25 Fixed 0.05375000 N N N N N N TITANIUM 2L BONDCO SARL 636700S4QMU2DWYOSF67 N/A 859900.00000000 PA 144159.35000000 0.006914936789 Long DBT CORP LU N 2 2031-01-14 Fixed 0.06250000 N N Y N N N UST NOTES 254900HROIFWPRGM1V77 91282CLM1 3192000.00000000 PA USD 3131526.57000000 0.150210917890 Long DBT UST US N 2 2031-09-30 Fixed 0.03625000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CLU3 48000000.00000000 PA USD 48251250.24000000 2.314482865111 Long DBT UST US N 2 2031-10-31 Fixed 0.04125000 N N N N N N HEIMSTADEN BOSTAD AB 549300TJR3PR8EXILG79 N/A 4565000.00000000 PA 5218808.90000000 0.250332244558 Long DBT CORP SE N 2 2029-11-05 Fixed 0.03875000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810UE6 9500000.00000000 PA USD 8875078.13000000 0.425713658324 Long DBT UST US N 2 2054-11-15 Fixed 0.04500000 N N N N N N ENBW INTERNATIONAL FINANCE BV 724500CNCIO1ZTJ0X675 N/A 10210000.00000000 PA 11687429.44000000 0.560614596337 Long DBT CORP NL N 2 2035-11-20 Fixed 0.03750000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810UF3 1130000.00000000 PA USD 1093407.42000000 0.052447816908 Long DBT UST US N 2 2044-11-15 Fixed 0.04625000 N N N N N N CITYCON TREASURY BV 549300WAE0CGQ0IE1H63 N/A 2090000.00000000 PA 2255921.47000000 0.108210493228 Long DBT CORP NL N 2 2030-03-11 Fixed 0.05000000 N N N N N N SOUTH WEST WATER FINANCE PLC 213800OV68U446W4NV89 N/A 3735000.00000000 PA 4937240.29000000 0.236826154665 Long DBT CORP GB N 2 2032-12-11 Fixed 0.05750000 N N N N N N SAMHALLSBYGGNADSBOLAGET I NORDEN HOLDING AB 636700JPED0N9T4ET363 N/A 4355000.00000000 PA 4749523.59000000 0.227821888797 Long DBT CORP SE N 2 2027-07-12 Fixed 0.02250000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CMD0 3200000.00000000 PA USD 3254124.99000000 0.156091634783 Long DBT UST US N 2 2029-12-31 Fixed 0.04375000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397G49 3940000.00000000 PA USD 3989212.41000000 0.191351803783 Long DBT CORP US N 2 2029-11-07 Fixed 0.05875000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W3A0 3551000.00000000 PA USD 3668261.65000000 0.175956657940 Long DBT CORP FR N 2 2033-01-13 Variable 0.05786000 N N N N N N COMMERZBANK AG 851WYGNLUQLFZBSYGB56 N/A 3100000.00000000 PA 3554202.96000000 0.170485568956 Long DBT CORP DE N 2 2032-01-14 Variable 0.03625000 N N N N N N KREDITANSTALT FUR WIEDERAUFB 549300GDPG70E3MBBU98 N/A 10364000.00000000 PA 11622668.69000000 0.557508197115 Long DBT CORP DE N 2 2035-01-17 Fixed 0.02750000 N N N N N N LEG IMMOBILIEN GMBH 391200SO40AKONBO0Z96 N/A 5300000.00000000 PA 5839920.09000000 0.280125279960 Long DBT CORP DE N 2 2035-01-20 Fixed 0.03875000 N N N N N N COOPERATIEVE RABOBANK UA DG3RU1DBUFHT4ZF9WN62 74977RDU5 3845000.00000000 PA USD 3990740.07000000 0.191425081530 Long DBT CORP NL N 2 2033-01-21 Variable 0.05710000 N N N N N N MOTABILITY OPERATIONS GROUP PLC AZ3NL8JCZDCNUXFWI720 N/A 6855000.00000000 PA 7764296.18000000 0.372432431882 Long DBT CORP GB N 2 2033-01-22 Fixed 0.03625000 N N N N N N SIRIUS REAL ESTATE LTD 213800NURUF5W8QSK566 N/A 3400000.00000000 PA 3853467.86000000 0.184840502346 Long DBT CORP GG N 2 2032-01-22 Fixed 0.04000000 N N N N N N SEVERN TRENT WATER UTIL FIN 213800KY9PT6WBH33232 N/A 4785000.00000000 PA 5410009.74000000 0.259503635264 Long DBT CORP GB N 2 2035-08-04 Fixed 0.03875000 N N N N N N IMPERIAL BRANDS FINANCE PLC 2138008L3B3MCG1DFS50 N/A 11600000.00000000 PA 12978377.99000000 0.622537930631 Long DBT CORP GB N 2 2034-02-12 Fixed 0.03875000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CMM0 8740000.00000000 PA USD 8966693.75000000 0.430108213525 Long DBT UST US N 2 2035-02-15 Fixed 0.04625000 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 N/A 10000000.00000000 PA 11225664.05000000 0.538464950938 Long DBT CORP NL N 2 2031-08-17 Variable 0.03000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A 12600000.00000000 PA 14239399.75000000 0.683025757196 Long DBT CORP FR N 2 2037-02-18 Variable 0.03945000 N N N N N N BARRY CALLEBAUT SVCS NV 213800R1F1EJYM4ICO85 N/A 8800000.00000000 PA 10255044.00000000 0.491906914347 Long DBT CORP BE N 2 2031-08-19 Fixed 0.04250000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912810UJ5 8930000.00000000 PA USD 8774422.61000000 0.420885483403 Long DBT UST US N 2 2045-02-15 Fixed 0.04750000 N N N N N N CARLSBERG BREWERIES A/S 5493008YL42784DMWN61 N/A 4125000.00000000 PA 4663694.32000000 0.223704889263 Long DBT CORP DK N 2 2032-02-28 Fixed 0.03250000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CMP3 4400000.00000000 PA USD 4414368.73000000 0.211745410430 Long DBT UST US N 2 2027-02-28 Fixed 0.04125000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CMR9 10550000.00000000 PA USD 10589150.42000000 0.507933101863 Long DBT UST US N 2 2032-02-29 Fixed 0.04125000 N N N N N N THE BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 N/A 15495000.00000000 PA 17617079.71000000 0.845043992006 Long DBT CORP CA N 2 2033-03-05 Variable 0.03375000 N N N N N N METRO AG 5299006EQ03K3SSUYS12 N/A 2890000.00000000 PA 3429311.59000000 0.164494865411 Long DBT CORP DE N 2 2030-03-05 Fixed 0.04000000 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 N/A 5215000.00000000 PA 5974643.07000000 0.286587579428 Long DBT CORP GB N 2 2033-03-17 Variable 0.03864000 N N N N N N RCI BANQUE S A 96950001WI712W7PQG45 N/A 2400000.00000000 PA 2688056.89000000 0.128938868555 Long DBT CORP FR N 2 2037-03-24 Variable 0.04750000 N N N N N N WESSEX WATER SERVS FIN PLC 213800B9BFRCA1YMEI57 N/A 5095000.00000000 PA 6689603.01000000 0.320882287278 Long DBT CORP GB N 2 2034-09-19 Fixed 0.06125000 N N N N N N SIG COMBIBLOC PURCHASECO SARL 549300Q95MWZB4BXB866 N/A 1655000.00000000 PA 1890262.13000000 0.090670796895 Long DBT CORP LU N 2 2030-03-19 Fixed 0.03750000 N N N N N N STELLANTIS FINANCE US INC 549300QZ0AI8Q7LNON33 85855CAK6 8969000.00000000 PA USD 8920211.87000000 0.427878602597 Long DBT CORP US N 2 2030-03-18 Fixed 0.05750000 N N N N N N EUROPEAN UNION 529900FZRK8FGMPEOM08 N/A 24087000.00000000 PA 27804542.75000000 1.333709229233 Long DBT NUSS LU N 2 2035-12-12 Fixed 0.03375000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CMT5 17510000.00000000 PA USD 17571558.51000000 0.842860462317 Long DBT UST US N 2 2032-03-31 Fixed 0.04125000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CMU2 8470000.00000000 PA USD 8500439.06000000 0.407743228464 Long DBT UST US N 2 2030-03-31 Fixed 0.04000000 N N N N N N SCHAEFFLER AG 549300Q7E782X7GC1P43 N/A 3200000.00000000 PA 3746186.85000000 0.179694520467 Long DBT CORP DE N 2 2031-04-01 Fixed 0.05375000 N N N N N N ROMANIA, REPUBLIC OF 315700IASY927EDWBK92 N/A 7090000.00000000 PA 8282048.17000000 0.397267604096 Long DBT NUSS RO N 2 2032-07-11 Fixed 0.05875000 N N N N N N CITYCON TREASURY BV 549300WAE0CGQ0IE1H63 N/A 3545000.00000000 PA 3774308.57000000 0.181043443837 Long DBT CORP NL N 2 2031-07-08 Fixed 0.05375000 N N N N N N JAPAN TOBACCO INC 353800Z0ENYBQO0XRJ31 471105AE6 7440000.00000000 PA USD 7807467.63000000 0.374503250375 Long DBT CORP JP N 2 2035-06-15 Fixed 0.05856000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 N/A 4120000.00000000 PA 4737678.48000000 0.227253710687 Long DBT CORP US N 2 2036-05-22 Variable 0.04099000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CMZ1 18927000.00000000 PA USD 18906298.59000000 0.906884358676 Long DBT UST US N 2 2030-04-30 Fixed 0.03875000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CNA5 28900000.00000000 PA USD 28792753.83000000 1.381111060282 Long DBT UST US N 2 2032-04-30 Fixed 0.04000000 N N N N N N NATIONWIDE BUILDING SOCIETY 549300XFX12G42QIKN82 N/A 3360000.00000000 PA 3844546.84000000 0.184412584980 Long DBT CORP GB N 2 2035-07-30 Variable 0.04000000 N N N N N N ALPHABET INC 5493006MHB84DD0ZWV18 02079KAR8 940000.00000000 PA 1035062.50000000 0.049649167817 Long DBT CORP US N 2 2037-05-06 Fixed 0.03375000 N N N N N N ALPHABET INC 5493006MHB84DD0ZWV18 02079KAS6 1000000.00000000 PA 1076674.65000000 0.051645190877 Long DBT CORP US N 2 2045-05-06 Fixed 0.03875000 N N N N N N ALPHABET INC 5493006MHB84DD0ZWV18 02079KAT4 700000.00000000 PA 739734.31000000 0.035483067831 Long DBT CORP US N 2 2054-05-06 Fixed 0.04000000 N N N N N N FISERV FUNDING UNLTD CO 254900RNWK5SE9A0I712 337735AB0 4341000.00000000 PA 4799061.51000000 0.230198089754 Long DBT CORP IE N 2 2032-06-15 Fixed 0.03500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CNC1 39970000.00000000 PA USD 39863829.69000000 1.912160830989 Long DBT UST US N 2 2035-05-15 Fixed 0.04250000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 N/A 11070000.00000000 PA 12649297.41000000 0.606752819160 Long DBT CORP GB N 2 2031-08-14 Variable 0.03543000 N N N N N N MCDONALDS CORP UE2136O97NLB5BYP9H04 N/A 5480000.00000000 PA 6252697.11000000 0.299925084839 Long DBT CORP US N 2 2032-05-21 Fixed 0.03500000 N N N N N N EUROPEAN UNION 529900FZRK8FGMPEOM08 N/A 4710000.00000000 PA 5307551.16000000 0.254588972398 Long DBT NUSS LU N 2 2045-10-12 Fixed 0.03750000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810UL0 38065000.00000000 PA USD 38560142.29000000 1.849626448279 Long DBT UST US N 2 2045-05-15 Fixed 0.05000000 N N N N N N SHURGARD LUXEMBOURG SARL 54930064DJ4U15OBV665 N/A 5000000.00000000 PA 5524055.10000000 0.264974084843 Long DBT CORP LU N 2 2035-05-27 Fixed 0.04000000 N N N N N N SNAM SPA 8156002278562044AF79 83304JAB3 5999000.00000000 PA USD 6109936.51000000 0.293077242329 Long DBT CORP IT N 2 2035-05-28 Fixed 0.05750000 N N N N N N FLUXYS SA 529900UEWUHSPPJQ1R79 N/A 9900000.00000000 PA 11498559.66000000 0.551555020318 Long DBT CORP BE N 2 2030-11-28 Fixed 0.04000000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XCQ1 8495000.00000000 PA 9672922.63000000 0.463984115879 Long DBT CORP US N 2 2032-05-30 Fixed 0.03625000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CNF4 20735000.00000000 PA USD 20791326.63000000 0.997304090333 Long DBT UST US N 2 2032-05-31 Fixed 0.04125000 N N N N N N PHILIP MORRIS INTERNATIONAL INC HL3H1H2BGXWVG3BSWR90 718172DW6 13070000.00000000 PA 14704889.74000000 0.705354061652 Long DBT CORP US N 2 2032-06-06 Fixed 0.03250000 N N N N N N ZF EUROPE FINANCE BV 549300RI533US2G6G542 N/A 3600000.00000000 PA 4246179.07000000 0.203677804219 Long DBT CORP NL N 2 2030-06-12 Fixed 0.07000000 N N N N N N LONDON POWER NETWORKS PLC 213800JDI3GTKPG4XI38 N/A 4240000.00000000 PA 4782632.65000000 0.229410041470 Long DBT CORP GB N 2 2037-06-11 Fixed 0.03837000 N N N N N N PUBLICIS GROUPE SA 2138004KW8BV57III342 N/A 4300000.00000000 PA 4823694.80000000 0.231379682507 Long DBT CORP FR N 2 2032-06-12 Fixed 0.03375000 N N N N N N VEOLIA ENVIRONNEMENT SA 969500LENY69X51OOT31 N/A 10600000.00000000 PA 11955817.31000000 0.573488441537 Long DBT CORP FR N 2 2032-06-17 Fixed 0.03324000 N N N N N N REALTY INCOME CORP 549300CUWDAUZSH43859 756109CU6 5060000.00000000 PA 5690971.73000000 0.272980627225 Long DBT CORP US N 2 2031-06-20 Fixed 0.03375000 N N N N N N EUROPEAN INVESTMENT BANK 5493006YXS1U5GIHE750 N/A 23320000.00000000 PA 26192069.09000000 1.256363199069 Long DBT CORP LU N 2 2035-06-18 Fixed 0.02875000 N N N N N N VOLKSWAGEN BANK GMBH 529900GJD3OQLRZCKW37 N/A 4300000.00000000 PA 4883081.87000000 0.234228320734 Long DBT CORP DE N 2 2031-06-19 Fixed 0.03500000 N N N N N N SUPERNOVA INVEST GMBH 5299008Z5M2L56PLUX74 N/A 1625000.00000000 PA 1870068.20000000 0.089702148316 Long DBT CORP AT N 2 2030-06-24 Fixed 0.05000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CNJ6 5225000.00000000 PA USD 5201120.13000000 0.249483761776 Long DBT UST US N 2 2032-06-30 Fixed 0.04000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 N/A 7850000.00000000 PA 8897041.81000000 0.426767197057 Long DBT CORP CA N 2 2031-09-27 Variable 0.03125000 N N N N N N LOGICOR FINANCING SARL 254900IS16Q1A2TQFN22 N/A 1700000.00000000 PA 1894102.34000000 0.090855001453 Long DBT CORP LU N 2 2032-07-14 Fixed 0.03750000 N N N N N N NTT FINANCE CORP 3538007PR116187GD960 N/A 2950000.00000000 PA 3379021.72000000 0.162082595432 Long DBT CORP JP N 2 2033-07-16 Fixed 0.03678000 N N N N N N NTT FINANCE CORP 3538007PR116187GD960 62954WAS4 580000.00000000 PA USD 583666.62000000 0.027996919959 Long DBT CORP JP N 2 2030-07-16 Fixed 0.04876000 N N N N N N YORKSHIRE WATER FINANCE PLC 213800O8BDOGHJMTCP32 N/A 6175000.00000000 PA 8084072.52000000 0.387771243953 Long DBT CORP GB N 2 2033-07-22 Fixed 0.06000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 N/A 4395000.00000000 PA 4998430.54000000 0.239761286593 Long DBT CORP US N 2 2036-07-23 Variable 0.04296000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CNR8 1260000.00000000 PA USD 1253650.78000000 0.060134260453 Long DBT UST US N 2 2032-07-31 Fixed 0.04000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CNT4 2340000.00000000 PA USD 2331225.00000000 0.111822601287 Long DBT UST US N 2 2035-08-15 Fixed 0.04250000 N N N N N N SW FINANCE I PLC 549300BHN1HB5BNG2R96 N/A 8325000.00000000 PA 11198241.11000000 0.537149546168 Long DBT CORP GB N 2 2032-08-07 Fixed 0.06875000 N N N N N N CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 N/A 8250000.00000000 NC 67024.97000000 0.003215007773 N/A DCR CORP US N 2 CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 AVIVA PLC AVIVA PLC 6.125%/VAR 11/14/2036 REGS Y 2030-12-20 0.00000000 EUR 2113.88000000 EUR 8250000.00000000 EUR 69121.81000000 N N N JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 N/A 10670000.00000000 NC -2253524.09000000 -0.10809549734 N/A DCR CORP US N 2 JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 HEIDELBERG MATERIALS AG HEIDELBERG MATERIALS AG 3.75% 05/31/2032 REGS Y 2030-12-20 0.00000000 EUR 2329393.12000000 EUR 10670000.00000000 EUR 57131.72000000 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A 13550000.00000000 NC 36036.17000000 0.001728558277 N/A DCR CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 ALLIANZ SE ALLIANZ SE 2.121%/VAR 07/08/2050 REGS Y 2030-12-20 0.00000000 EUR 143061.65000000 EUR 13550000.00000000 EUR 178112.72000000 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A 4250000.00000000 NC -89271.38000000 -0.00428210830 N/A DCR CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 BMW FINANCE NV BMW FINANCE NV 0.75% 07/13/2026 REGS Y 2030-12-20 0.00000000 EUR 81501.99000000 EUR 4250000.00000000 EUR -8026.10000000 N N N JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 N/A 1850000.00000000 NC 11425.71000000 0.000548060617 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 2030-12-20 0.00000000 EUR 941.12000000 EUR 1850000.00000000 EUR 12363.92000000 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A 1400000.00000000 NC 35040.61000000 0.001680803938 N/A DCR CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 DEUTSCHE BANK AG DEUTSCHE BANK AG EUSA5+NA 05/19/2031 REGS Y 2030-12-20 24288.60000000 EUR 0.00000000 EUR 1400000.00000000 EUR 10828.57000000 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A 1800000.00000000 NC 20613.48000000 0.000988773265 N/A DCR CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 SOCIETE GENERALE SOCIETE GENERALE FRANCE 5.25%/VAR 09/06/2032 REGS Y 2030-12-20 21799.52000000 EUR 0.00000000 EUR 1800000.00000000 EUR -1117.40000000 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A 2100000.00000000 NC 7253.53000000 0.000347932350 N/A DCR CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 GENERALI GENERALI 4.125% 05/04/2026 REGS Y 2030-12-20 0.00000000 EUR 4277.37000000 EUR 2100000.00000000 EUR 11517.31000000 N N N GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 N/A 900000.00000000 NC 10577.72000000 0.000507384815 N/A DCR CORP US N 2 GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 UNICREDIT SPA UNICREDIT SPA 5.375%/VAR 04/16/2034 REGS Y 2030-12-20 5470.95000000 EUR 0.00000000 EUR 900000.00000000 EUR 5123.84000000 N N N COMMONWEALTH BANK AUSTRALIA MSFSBD3QN1GSN7Q6C537 N/A 6965000.00000000 PA 7888551.34000000 0.378392618142 Long DBT CORP AU N 2 2037-08-26 Variable 0.03788000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397H30 3090000.00000000 PA 4084686.65000000 0.195931446620 Long DBT CORP US N 2 2031-08-29 Fixed 0.06184000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CNW7 7400000.00000000 PA USD 7307210.96000000 0.350507281667 Long DBT UST US N 2 2032-08-31 Fixed 0.03875000 N N N N N N JAPAN GOVERNMENT OF 353800WZS8AXZXFUC241 N/A 2110000000.00000000 PA 13233065.97000000 0.634754628908 Long DBT NUSS JP N 2 2027-09-01 Fixed 0.00900000 N N N N N N VIER GAS TRANSPORT GMBH 529900AGED6PJE9AVL37 N/A 7000000.00000000 PA 7924494.54000000 0.380116716898 Long DBT CORP DE N 2 2033-09-08 Fixed 0.03625000 N N N N N N IHG FINANCE LLC 213800DXTXQ1YC8UP313 N/A 2650000.00000000 PA 2996230.38000000 0.143721123078 Long DBT CORP US N 2 2030-09-10 Fixed 0.03375000 N N N N N N SOUTH WEST WATER FINANCE PLC 213800OV68U446W4NV89 N/A 6525000.00000000 PA 8457671.42000000 0.405691779652 Long DBT CORP GB N 2 2031-09-15 Fixed 0.05250000 N N N N N N THE BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 06418GAW7 2400000.00000000 PA USD 2367860.21000000 0.113579893904 Long DBT CORP CA N 2 2031-09-15 Variable 0.04338000 N N N N N N STELLANTIS FINL SVC US CORP 5493000KNKFDOC1BOW59 85855FAB9 5822000.00000000 PA USD 5716862.83000000 0.274222553745 Long DBT CORP US N 2 2030-09-15 Fixed 0.05400000 N N N N N N PROLOGIS EURO FINANCE LLC 549300MI5D1784PRQH06 74341EAT9 4425000.00000000 PA 4920759.18000000 0.236035600089 Long DBT CORP US N 2 2032-09-22 Fixed 0.03250000 N N N N N N CBRE EUROPE LOGISTICS PARTNERS SCA SICAV-SIF 529900ZG3L6Z4K64S041 N/A 6355000.00000000 PA 7043054.28000000 0.337836395285 Long DBT CORP LU N 2 2032-09-22 Fixed 0.03500000 N N N N N N RWE FINANCE US LLC 529900J7MYLKI84UP772 749983AC6 4005000.00000000 PA USD 3893679.78000000 0.186769360135 Long DBT CORP US N 2 2035-09-18 Fixed 0.05125000 N N N N N N THE TORONTO DOMINION BANK PT3QB789TSUIDF371261 N/A 7925000.00000000 PA 8944203.25000000 0.429029404652 Long DBT CORP CA N 2 2032-09-22 Fixed 0.03357000 N N N N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 168.00000000 NC USD -370411.44000000 -0.01776764180 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long UST NOTES $US 10YR NOTE ULTRA FUT CONTRACT UNDERLYING 2026-06-18 19427911.44000000 USD -370411.44000000 N N N VALEO 5493006IH2N2WMIBB742 N/A 2600000.00000000 PA 2911669.72000000 0.139664975358 Long DBT CORP FR N 2 2032-03-23 Fixed 0.04625000 N N N N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 209.00000000 NC USD -775435.16000000 -0.03719554170 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long UST NOTES UST NOTES 0% 06/30/2040 2026-06-18 24516528.91000000 USD -775435.16000000 N N N UST NOTES 254900HROIFWPRGM1V77 91282CNZ0 10000000.00000000 PA USD 9869531.20000000 0.473414900867 Long DBT UST US N 2 2032-09-30 Fixed 0.03875000 N N N N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 29278GBG2 2695000.00000000 PA USD 2646899.34000000 0.126964651436 Long DBT CORP NL N 2 2030-09-30 Fixed 0.04375000 N N N N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 155.00000000 NC USD -200333.62000000 -0.00960946563 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long UST NOTES UST NOTES 0% 06/30/2040 2026-06-30 16966974.25000000 USD -200333.62000000 N N N P3 GROUP SARL 529900GR62MT0O5VW110 N/A 3290000.00000000 PA 3644479.79000000 0.174815905997 Long DBT CORP LU N 2 2033-04-02 Fixed 0.03750000 N N N N N N ICE FUTURES EUROPE FINANCIALS N/A N/A -239.00000000 NC 1441433.98000000 0.069141716148 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 2026-06-26 -29770235.29000000 GBP 1441433.98000000 N N N GTC FINANCE DAC 213800BQ2YULQCB6M521 N/A 8400000.00000000 PA 8584821.64000000 0.411790834164 Long DBT CORP IE N 2 2030-10-15 Fixed 0.06500000 N N N N N N DZ BANK AG DEUTSCHE ZENTRAL GE NOSSENSCHAFTSBANK 529900HNOAA1KXQJUQ27 N/A 3400000.00000000 PA 3861273.76000000 0.185214930402 Long DBT CORP DE N 2 2035-10-15 Variable 0.03706000 N N N N N N STONEWEG EREIT LUX FINCO SARL 213800VKBKU9G6DF2O19 N/A 9740000.00000000 PA 10804764.68000000 0.518275538748 Long DBT CORP LU N 2 2033-02-22 Fixed 0.04125000 N N N N N N GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 N/A 9250000.00000000 NC 108715.53000000 0.005214791950 N/A DCR CORP US N 2 GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 UNICREDIT SPA UNICREDIT SPA 5.375%/VAR 04/16/2034 REGS Y 2030-12-20 54139.18000000 EUR 0.00000000 EUR 9250000.00000000 EUR 54770.72000000 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A 6900000.00000000 NC 79018.32000000 0.003790296557 N/A DCR CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 SOCIETE GENERALE SOCIETE GENERALE FRANCE 5.25%/VAR 09/06/2032 REGS Y 2030-12-20 89152.44000000 EUR 0.00000000 EUR 6900000.00000000 EUR -9813.97000000 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A 7050000.00000000 NC 176454.50000000 0.008464048386 N/A DCR CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 DEUTSCHE BANK AG DEUTSCHE BANK AG EUSA5+NA 05/19/2031 REGS Y 2030-12-20 114653.84000000 EUR 0.00000000 EUR 7050000.00000000 EUR 62621.66000000 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A 9400000.00000000 NC 66277.53000000 0.003179155084 N/A DCR CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 GENERALI GENERALI 4.125% 05/04/2026 REGS Y 2030-12-20 0.00000000 EUR 24168.31000000 EUR 9400000.00000000 EUR 90272.83000000 N N N JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 N/A 7850000.00000000 NC 48482.03000000 0.002325552750 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 2030-12-20 0.00000000 EUR 16141.55000000 EUR 7850000.00000000 EUR 64507.96000000 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A 14650000.00000000 NC -307723.71000000 -0.01476067978 N/A DCR CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 BMW FINANCE NV BMW FINANCE NV 0.75% 07/13/2026 REGS Y 2030-12-20 0.00000000 EUR 333620.81000000 EUR 14650000.00000000 EUR 23508.43000000 N N N MONDI FINANCE LTD 213800BJV32JT6IRCS96 N/A 2820000.00000000 PA 3166204.28000000 0.151874314490 Long DBT CORP GB N 2 2031-05-23 Fixed 0.03375000 N N N N N N PERNOD RICARD SA 52990097YFPX9J0H5D87 N/A 5400000.00000000 PA 5952614.59000000 0.285530932413 Long DBT CORP FR N 2 2037-02-04 Fixed 0.03750000 N N N N N N AXA LOGISTICS EUROPE MASTER SCA 213800IWFTNKN5BPH814 N/A 3485000.00000000 PA 3933595.63000000 0.188684016240 Long DBT CORP LU N 2 2031-05-13 Fixed 0.03375000 N N N N N N BT FINANCE PLC 64882D4OUTP2YP126091 N/A 5175000.00000000 PA 5817387.38000000 0.279044446387 Long DBT CORP GB N 2 2032-11-17 Fixed 0.03375000 N N N N N N AUSTRALIA and N ZEAL BKG GRP LTD JHE42UYNWWTJB8YTTU19 N/A 8265000.00000000 PA 10654031.12000000 0.511045254764 Long DBT CORP AU N 2 2036-08-18 Variable 0.05145400 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810UQ9 29030000.00000000 PA USD 28000342.19000000 1.343101202428 Long DBT UST US N 2 2045-11-15 Fixed 0.04625000 N N N N N N SMURFIT KAPPA TREASURY 635400B3DOXSWFOWJT40 N/A 1340000.00000000 PA 1517654.79000000 0.072797823665 Long DBT CORP IE N 2 2031-11-24 Fixed 0.03489000 N N N N N N ENBW INTERNATIONAL FINANCE BV 724500CNCIO1ZTJ0X675 N/A 8820000.00000000 PA 5883750.48000000 0.282227706034 Long DBT CORP NL N 2 2036-02-26 Fixed 0.05792300 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CPM7 9000000.00000000 PA USD 8808398.46000000 0.422515213664 Long DBT UST US N 2 2032-11-30 Fixed 0.03750000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 N/A 3255000.00000000 PA 3687005.64000000 0.176855756791 Long DBT CORP GB N 2 2033-12-01 Variable 0.03608000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CPQ8 13500000.00000000 PA USD 13304355.44000000 0.638174193291 Long DBT UST US N 2 2032-12-31 Fixed 0.03875000 N N N N N N ORANGE 969500MCOONR8990S771 685218AE9 2763000.00000000 PA USD 2732115.57000000 0.131052245088 Long DBT CORP FR N 2 2033-01-13 Fixed 0.04750000 N N N N N N ORANGE 969500MCOONR8990S771 685218AF6 4800000.00000000 PA USD 4714692.72000000 0.226151145523 Long DBT CORP FR N 2 2036-01-13 Fixed 0.05000000 N N N N N N NATIONAL AUSTRALIA BANK LTD F8SB4JFBSYQFRQEH3Z21 N/A 6450000.00000000 PA 7300908.97000000 0.350204992135 Long DBT CORP AU N 2 2036-01-22 Variable 0.03612000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CPY1 1000000.00000000 PA USD 992343.75000000 0.047600064127 Long DBT UST US N 2 2033-01-31 Fixed 0.04000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A 7200000.00000000 NC -142795.93000000 -0.00684953719 N/A DCR CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 BMW FINANCE NV BMW FINANCE NV 0.75% 07/13/2026 REGS Y 2031-06-20 0.00000000 EUR 201539.69000000 EUR 7200000.00000000 EUR 54191.17000000 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A 3600000.00000000 NC 49974.75000000 0.002397154519 N/A DCR CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 GENERALI GENERALI 4.125% 05/04/2026 REGS Y 2031-06-20 0.00000000 EUR 8236.39000000 EUR 3600000.00000000 EUR 58025.10000000 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A 3300000.00000000 NC 114986.04000000 0.005515571471 N/A DCR CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 DEUTSCHE BANK AG DEUTSCHE BANK AG EUSA5+NA 05/19/2031 REGS Y 2031-06-20 41172.20000000 EUR 0.00000000 EUR 3300000.00000000 EUR 74743.86000000 N N N JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 N/A 5315000.00000000 NC 70888.66000000 0.003400338604 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 2031-06-20 0.00000000 EUR 9117.23000000 EUR 5315000.00000000 EUR 79799.95000000 N N N GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 N/A 3500000.00000000 NC 69464.85000000 0.003332042263 N/A DCR CORP US N 2 GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 UNICREDIT SPA UNICREDIT SPA 5.375%/VAR 04/16/2034 REGS Y 2031-06-20 9979.93000000 EUR 0.00000000 EUR 3500000.00000000 EUR 59710.37000000 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A 4650000.00000000 NC 89775.27000000 0.004306278554 N/A DCR CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 SOCIETE GENERALE SOCIETE GENERALE FRANCE 5.25%/VAR 09/06/2032 REGS Y 2031-06-20 15905.48000000 EUR 0.00000000 EUR 4650000.00000000 EUR 74229.14000000 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A 4100000.00000000 NC 35654.70000000 0.001710260186 N/A DCR CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 ALLIANZ SE ALLIANZ SE 3.099%/VAR 07/06/2047 REGS Y 2031-06-20 0.00000000 EUR 49523.34000000 EUR 4100000.00000000 EUR 84059.35000000 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A 4650000.00000000 NC -1054107.62000000 -0.05056271106 N/A DCR CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 HEIDELBERG MATERIALS AG HEIDELBERG MATERIALS AG 3.75% 05/31/2032 REGS Y 2031-06-20 0.00000000 EUR 1154727.35000000 EUR 4650000.00000000 EUR 76351.32000000 N N N INFINEON TECHNOLOGIES AG TSI2PJM6EPETEQ4X1U25 N/A 5600000.00000000 PA 6291255.51000000 0.301774627714 Long DBT CORP DE N 2 2034-02-16 Fixed 0.03500000 N N N N N N ZF EUROPE FINANCE BV 549300RI533US2G6G542 N/A 4300000.00000000 PA 4693208.36000000 0.225120598483 Long DBT CORP NL N 2 2032-02-17 Fixed 0.05500000 N N N N N N MARKS and SPENCER PLC 213800CN1RI3UCIZWB95 N/A 3900000.00000000 PA 5024309.75000000 0.241002642782 Long DBT CORP GB N 2 2032-08-18 Fixed 0.05125000 N N N N N N ANGLIAN WATER (OSPREY) FINANCING PLC 21380072JDZ74GW9ZY87 N/A 3200000.00000000 PA 4098437.05000000 0.196591016373 Long DBT CORP GB N 2 2033-08-18 Fixed 0.06375000 N N N N N N JAPAN GOVERNMENT OF 353800WZS8AXZXFUC241 N/A 3213600000.00000000 PA 20229136.66000000 0.970337347585 Long DBT NUSS JP N 2 2026-05-18 Fixed 0.00000000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810UT3 3518000.00000000 PA USD 3391571.88000000 0.162684592896 Long DBT UST US N 2 2046-02-15 Fixed 0.04625000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CQC8 3430000.00000000 PA USD 3351753.13000000 0.160774594417 Long DBT UST US N 2 2033-02-28 Fixed 0.03750000 N N N N N N ROMANIA, REPUBLIC OF 315700IASY927EDWBK92 N/A 6210000.00000000 PA 6697811.26000000 0.321276014982 Long DBT NUSS RO N 2 2033-03-04 Fixed 0.04625000 N N N N N N JAPAN GOVERNMENT OF 353800WZS8AXZXFUC241 N/A 2984500000.00000000 PA 18784533.60000000 0.901043619182 Long DBT NUSS JP N 2 2028-03-01 Fixed 0.01300000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135DQ6 7900000.00000000 PA 9063006.02000000 0.434728054410 Long DBT CORP US N 2 2035-03-16 Fixed 0.03700000 N N N N N N JAPAN GOVERNMENT OF 353800WZS8AXZXFUC241 N/A 1334150000.00000000 PA 8392346.98000000 0.402558341735 Long DBT NUSS JP N 2 2026-06-15 Fixed 0.00000000 N N N N N N KION GROUP AG 5299005KY91C4C6U9H17 N/A 8966000.00000000 PA 10247186.16000000 0.491529994869 Long DBT CORP DE N 2 2031-03-24 Fixed 0.04125000 N N N N N N JAPAN GOVERNMENT OF 353800WZS8AXZXFUC241 N/A 1657200000.00000000 PA 10422469.70000000 0.499937875450 Long DBT NUSS JP N 2 2026-06-22 Fixed 0.00000000 N N N N N N AKELIUS RESIDENTIAL AB 213800REBFN6T3PU8L97 N/A 3200000.00000000 PA 3616935.91000000 0.173494700059 Long DBT CORP SE N 2 2031-03-25 Fixed 0.03950000 N N N N N N AMPHENOL TECHNOLOGIES HOLDING GMBH 549300110BRSS7DV8V39 N/A 2930000.00000000 PA 3398926.10000000 0.163037355075 Long DBT CORP DE N 2 2031-03-30 Fixed 0.03625000 N N N N N N COCA COLA HBC FIN BV 549300BXVNOCYQ83FU09 N/A 5680000.00000000 PA 6632930.99000000 0.318163882706 Long DBT CORP NL N 2 2033-10-01 Fixed 0.04000000 N N N N N N 2026-04-30 Laura M. Del Prato Laura M. Del Prato Laura M. Del Prato President and Treasurer XXXX