Fidelity International Credit Central Fund

Fund Profile

Fund profile

Fund manager

Fidelity Central Investment Portfolios II LLC

Total assets

$246.54 mm

Liabilities

$5.43 mm

Net assets

$241.11 mm

Number of holdings

192.00

192 Holdings

As of Dec 2023

Security	$Holding	Balance	% of Fund	Category	Position	Country
Fidelity Cash Central Fund	11.50 mm	11.50 mm shares	4.77	Short-term investment vehicle	Long	USA
UNITED STATES TREASURY BOND 6.25% 05/15/2030	6.50 mm	5.75 mm principal	2.70	Debt	Long	USA
JOHN LEWIS PLC 6.125% 01/21/2025	5.46 mm	4.30 mm principal	2.26	Debt	Long	UK
KREDITANSTALT FUR WIEDER(UNGTD 0.75% 01/15/2029 REGS	4.60 mm	4.52 mm principal	1.91	Debt	Long	Germany
UST NOTES 1% 07/31/2028	4.40 mm	5.00 mm principal	1.82	Debt	Long	USA
EUROPEAN INVESTMENT BANK 0% 06/17/2027	4.27 mm	4.20 mm principal	1.77	Debt	Long	Luxembourg
EUROPEAN INVESTMENT BANK 0% 03/13/2026 REGS	4.19 mm	4.00 mm principal	1.74	Debt	Long	Luxembourg
UST NOTES 4.125% 01/31/2025	4.17 mm	4.20 mm principal	1.73	Debt	Long	USA
UNITED STATES TREASURY BOND 3.875% 05/15/2043	4.01 mm	4.20 mm principal	1.66	Debt	Long	USA
GERMANY FEDERAL REPUBLIC OF 1.25% 08/15/2048 REGS	3.99 mm	4.45 mm principal	1.65	Debt	Long	Germany
ING GROEP NV 4.75%/VAR 05/23/2034 REGS	3.64 mm	3.10 mm principal	1.51	Debt	Long	Netherlands
CLOVERIE PLC 4.5/VAR 09/11/2044 REGS	3.46 mm	3.51 mm principal	1.44	Debt	Long	Ireland
WHITBREAD GROUP PLC 3.375% 10/16/2025 REGS	3.34 mm	2.71 mm principal	1.39	Debt	Long	UK
UNITED STATES TREASURY BOND 4.375% 08/15/2043	3.31 mm	3.25 mm principal	1.37	Debt	Long	USA
BANK OF IRELAND (UNGTD) 1.375%/VAR 08/11/2031 REGS	3.28 mm	3.19 mm principal	1.36	Debt	Long	Ireland
VOLKSWAGEN INTL FINANCE NV 3.875%/VAR PERP REGS	3.23 mm	3.20 mm principal	1.34	Preferred equity	Long	Netherlands
PETROLEOS MEXICANOS 6.5% 03/13/2027	3.10 mm	3.34 mm principal	1.29	Debt	Long	Mexico
UST NOTES 4.375% 11/30/2028	2.87 mm	2.80 mm principal	1.19	Debt	Long	USA
LLOYDS BANKING GROUP PLC 4.75%/VAR 09/21/2031 REGS	2.80 mm	2.40 mm principal	1.16	Debt	Long	UK
AIB GROUP PLC 2.25%/VAR 04/04/2028 REGS	2.75 mm	2.60 mm principal	1.14	Debt	Long	Ireland
BLACKSTONE PROP PARTNERS EUR HOLD 1% 05/04/2028 REGS	2.62 mm	2.84 mm principal	1.09	Debt	Long	Luxembourg
DEUTSCHE BANK AG 6.125%/VAR 12/12/30 RGS	2.58 mm	2.00 mm principal	1.07	Debt	Long	Germany
BARCLAYS PLC (UNGTD) 5.262%/VAR 01/29/2034 REGS	2.28 mm	1.93 mm principal	0.95	Debt	Long	UK
BRITISH AMERICAN TOBACCO PLC 3%/VAR PERP REGS	2.10 mm	2.14 mm principal	0.87	Preferred equity	Long	UK
ELECTRICITE DE FRANCE 5.5% 01/25/2035 REGS	2.06 mm	1.60 mm principal	0.85	Debt	Long	France
UST NOTES 4.875% 10/31/2028	1.98 mm	1.90 mm principal	0.82	Debt	Long	USA
ARGENTUM NETHERLANDS BV 5.75%/VAR 08/15/2050 REGS	1.98 mm	2.01 mm principal	0.82	Debt	Long	Netherlands
JAPAN GOVERNMENT OF 0% 02/05/2024	1.98 mm	278.70 mm principal	0.82	Debt	Long	Japan
HSBC HOLDINGS PLC 4.856%/VAR 05/23/2033 REGS	1.94 mm	1.66 mm principal	0.81	Debt	Long	UK
GERMANY FEDERAL REPUBLIC OF 1% 05/15/2038 REGS	1.92 mm	2.05 mm principal	0.80	Debt	Long	Germany
NATWEST GRP PLC(UNGTD) 2.105/VAR 11/28/2031 REGS	1.88 mm	1.66 mm principal	0.78	Debt	Long	UK
KREDITANSTALT FUR WIEDER(UNGTD 0% 09/17/2030 REGS	1.87 mm	2.00 mm principal	0.78	Debt	Long	Germany
DANSKE BANK AS (UNGTD) 2.25%/VAR 01/14/2028 REGS	1.86 mm	1.60 mm principal	0.77	Debt	Long	Denmark
MOBICO GROUP PLC 4.875% 09/26/2031 REGS	1.85 mm	1.65 mm principal	0.77	Debt	Long	UK
DEUTSCHE BANK AG 3.25%/VAR 05/24/2028 REGS	1.84 mm	1.70 mm principal	0.76	Debt	Long	Germany
KBCSF KBC Group NV	1.82 mm	1.72 mm principal	0.75	Debt	Long	Belgium
GERMANY FEDERAL REPUBLIC OF 0% 05/15/2035 REGS	1.79 mm	2.06 mm principal	0.74	Debt	Long	Germany
UBS GROUP AG 4.75%/VAR 03/17/2032 REGS	1.78 mm	1.54 mm principal	0.74	Debt	Long	Switzerland
NATWEST GROUP PLC 4.771/VAR 02/16/2029 REGS	1.76 mm	1.54 mm principal	0.73	Debt	Long	UK
AGPS BONDCO PLC 4.625% 01/14/2026 REGS	1.75 mm	4.60 mm principal	0.73	Debt	Long	UK
VIRGIN MONEY UK PLC 7.625%/VAR 08/23/2029 REGS	1.71 mm	1.26 mm principal	0.71	Debt	Long	UK
HSBC HOLDINGS PLC 4.7870/VAR 03/10/2032 REGS	1.66 mm	1.42 mm principal	0.69	Debt	Long	UK
LAGARDERE SA 1.75% 10/07/2027 REGS	1.65 mm	1.50 mm principal	0.68	Debt	Long	France
HEATHROW FUNDING LTD 2.625% 03/16/2028 REGS	1.58 mm	1.40 mm principal	0.66	Debt	Long	Jersey
BLACKSTONE PRIVATE CREDIT FUND 4.875% 04/14/2026 REGS	1.58 mm	1.30 mm principal	0.65	Debt	Long	USA
WERFENLIFE SA 4.625% 06/06/2028 REGS	1.57 mm	1.40 mm principal	0.65	Debt	Long	Spain
PRUDENTIAL FUNDING ASIA PLC 2.95%/VAR 11/03/2033 REGS	1.57 mm	1.79 mm principal	0.65	Debt	Long	UK
NORDEA BANK ABP 4.125% 05/05/2028 REGS	1.56 mm	1.37 mm principal	0.65	Debt	Long	Finland
KREDITANSTALT FUR WIEDER(UNGTD 0% 03/31/2027 REGS	1.55 mm	1.52 mm principal	0.64	Debt	Long	Germany
EDF SA 5.625/VAR PERP REGS	1.49 mm	1.49 mm principal	0.62	Preferred equity	Long	France
NGG FINANCE PLC 2.125/VAR 09/05/2082 REGS	1.44 mm	1.44 mm principal	0.60	Debt	Long	UK
KREDITANSTALT FUR WIEDER(UNGTD 2.875% 05/29/2026 REGS	1.44 mm	1.29 mm principal	0.60	Debt	Long	Germany
QBE INS GROUP LTD 6.75%/VAR 12/02/2044 REGS	1.39 mm	1.40 mm principal	0.58	Debt	Long	Australia
JAPAN GOVERNMENT OF 0% 02/19/2024	1.37 mm	193.55 mm principal	0.57	Debt	Long	Japan
AT SECURITIES BV 5.25%/VAR PERP REGS	1.37 mm	3.00 mm principal	0.57	Preferred equity	Long	Netherlands
AROUNDTOWN SA 3.375%/VAR PERP REGS	1.34 mm	3.00 mm principal	0.55	Preferred equity	Long	Luxembourg
THE BERKELEY GROUP PLC 2.5% 08/11/2031 REGS	1.31 mm	1.33 mm principal	0.54	Debt	Long	UK
ENGIE SA 4.25% 09/06/2034 REGS	1.29 mm	1.10 mm principal	0.53	Debt	Long	France
ENBW ENERGIE BADEN-WUERTTEM AG 1.375%/VAR 08/31/2081 REGS	1.22 mm	1.30 mm principal	0.51	Debt	Long	Germany
BLACKSTONE PROP PARTNERS EUR HOLD 1.75% 03/12/2029 REGS	1.21 mm	1.31 mm principal	0.50	Debt	Long	Luxembourg
SOCIETE GENERALE FRANCE 6.691%/VAR 01/10/2034 144A	1.21 mm	1.15 mm principal	0.50	Debt	Long	France
BNP PARIBAS 2.159/VAR 09/15/2029 144A	1.20 mm	1.38 mm principal	0.50	Debt	Long	France
SOCIETE GENERALE FRANCE 4.75% 11/24/2025 144A	1.19 mm	1.22 mm principal	0.50	Debt	Long	France
AIB GROUP PLC 6.608%/VAR 09/13/2029 144A	1.19 mm	1.13 mm principal	0.49	Debt	Long	Ireland
NATWEST GRP PLC(UNGTD) 7.416%/VAR 06/06/2033 REGS	1.18 mm	885.00 k principal	0.49	Debt	Long	UK
SCHAEFFLER AG 3.375% 10/12/2028 REGS	1.17 mm	1.10 mm principal	0.49	Debt	Long	Germany
ROLLS-ROYCE PLC 3.375% 06/18/2026	1.17 mm	970.00 k principal	0.49	Debt	Long	UK
IMPERIAL BRANDS FINANCE NETHERLANDS B.V. 5.25% 02/15/2031 REGS	1.14 mm	1.00 mm principal	0.47	Debt	Long	Netherlands
COOPERATIEVE RABOBANK UA 4% 01/10/2030 REGS	1.14 mm	1.00 mm principal	0.47	Debt	Long	Netherlands
UBS GROUP AG 2.125%/VAR 11/15/2029 REGS	1.13 mm	1.00 mm principal	0.47	Debt	Long	Switzerland
TESCO CORPORATE TREASURY SERVICES PLC 2.75% 04/27/2030 REGS	1.11 mm	985.00 k principal	0.46	Debt	Long	UK
VODAFONE GROUP PLC 6.25%/VAR 10/03/2078 REGS	1.10 mm	1.11 mm principal	0.46	Debt	Long	UK
CREDIT SUISSE AG 7.5%/VAR PERP REGS	1.09 mm	9.52 mm principal	0.45	Preferred equity	Long	Switzerland
MARKS and SPENCER PLC STEP 07/10/2027 REGS	1.08 mm	880.00 k principal	0.45	Debt	Long	UK
SOUTHERN COMPANY EUSA5 1.875/VAR 09/15/2081	1.07 mm	1.14 mm principal	0.45	Debt	Long	USA
GRAND CITY PROPERTIES SA 1.5%/VAR PERP REGS	1.07 mm	2.20 mm principal	0.44	Preferred equity	Long	Luxembourg
UNICREDIT SPA 2.731%/VAR 01/15/2032 REGS	1.06 mm	1.02 mm principal	0.44	Debt	Long	Italy
BNP PARIBAS 4.125% 05/24/2033 REGS	1.05 mm	900.00 k principal	0.43	Debt	Long	France
SSE PLC 3.74%/VAR PERP REGS	1.04 mm	870.00 k principal	0.43	Preferred equity	Long	UK
FORD MTR CR CO LLC 6.86% 06/05/2026	1.04 mm	790.00 k principal	0.43	Debt	Long	USA
TRAVIS PERKINS PLC 3.75% 02/17/2026 REGS	1.03 mm	862.00 k principal	0.43	Debt	Long	UK
LEIGHTON FIN USA PTY LTD 1.5% 05/28/2029 REGS	1.02 mm	1.07 mm principal	0.42	Debt	Long	Australia
QBE INS GROUP LTD 5.25%/VAR PERP REGS	1.02 mm	1.07 mm principal	0.42	Preferred equity	Long	Australia
UST NOTES 5% 09/30/2025	1.01 mm	1.00 mm principal	0.42	Debt	Long	USA
BNP PARIBAS 6.625%/VAR PERP REGS	1.01 mm	1.02 mm principal	0.42	Preferred equity	Long	France
IMPERIAL BRANDS FINANCE PLC 3.5% 07/26/2026 144A	1.00 mm	1.05 mm principal	0.42	Debt	Long	UK
BPCE SA 1.5%/VAR 01/13/2042 REGS	1.00 mm	1.00 mm principal	0.42	Debt	Long	France
ALPHA BANK SA 4.25%/VAR 02/13/2030 REGS	1.00 mm	930.00 k principal	0.41	Debt	Long	Greece
Credit Suisse Group AG	991.56 k	1.07 mm principal	0.41	Debt	Long	Switzerland
ARGENTUM NETHERLANDS BV 5.625%/VAR 08/15/2052 REGS	988.37 k	1.02 mm principal	0.41	Debt	Long	Netherlands
RECKITT BENCKISER TREAS SVCS PLC 3.875% 09/14/2033 REGS	987.71 k	845.00 k principal	0.41	Debt	Long	UK
DUKE ENERGY CORP NEW 3.85% 06/15/2034	987.21 k	905.00 k principal	0.41	Debt	Long	USA
THAMES WATER UTILITY FIN PLC 1.875% 01/24/2024 REGS	972.27 k	770.00 k principal	0.40	Debt	Long	UK
GTC AURORA LUXEMBOURG SA 2.25% 06/23/2026 REGS	966.41 k	1.22 mm principal	0.40	Debt	Long	Luxembourg
ACCENTRO REAL ESTATE AG STEP 02/13/2026 REGS	962.52 k	2.24 mm principal	0.40	Debt	Long	Germany
MPT OPER PARTNERSHIP LP/CORP 2.5% 03/24/2026	961.47 k	930.00 k principal	0.40	Debt	Long	USA
UNITED STATES TREASURY BOND 1.125% 08/15/2040	957.42 k	1.50 mm principal	0.40	Debt	Long	USA
HEATHROW FUNDING LTD 7.125% 02/14/2024 REGS	956.77 k	750.00 k principal	0.40	Debt	Long	Jersey
BOSCH (ROBERT) GMBH 4.375% 06/02/2043 REGS	946.79 k	800.00 k principal	0.39	Debt	Long	Germany
QBE INS GROUP LTD 2.5%/VAR 09/13/2038 REGS	890.88 k	825.00 k principal	0.37	Debt	Long	Australia
BARCLAYS PLC (UNGTD) 8.875%/VAR PERP REGS	888.91 k	700.00 k principal	0.37	Preferred equity	Long	UK
UNIVERSAL MUSIC GROUP NV 4% 06/13/2031 REGS	865.26 k	750.00 k principal	0.36	Debt	Long	Netherlands
HEIMSTADEN BOSTAD AB 3.248%/VAR PERP REGS	850.15 k	1.51 mm principal	0.35	Debt	Long	Sweden
US LONG BOND(CBT) FUT MAR24 USH4	844.30 k	93.00 contracts	0.35	Interest rate derivative	N/A	USA
AERCAP HOLDINGS NV 5.875/VAR 10/10/2079	834.35 k	845.00 k principal	0.35	Preferred equity	Long	Netherlands
MORGAN STANLEY 4.656%/VAR 03/02/2029	830.67 k	725.00 k principal	0.34	Debt	Long	USA
VOLKSWAGEN INTL FINANCE NV 3.748%/VAR PERP REGS	827.04 k	800.00 k principal	0.34	Preferred equity	Long	Netherlands
BAYER US FIN LLC 6.375% 11/21/2030 144A	823.09 k	800.00 k principal	0.34	Debt	Long	USA
HSBC HOLDINGS PLC 8.201%/VAR 11/16/2034 REGS	822.38 k	585.00 k principal	0.34	Debt	Long	UK
REWE INT FINANCE 4.875% 09/13/2030 REGS	818.50 k	700.00 k principal	0.34	Debt	Long	Netherlands
HEIMSTADEN AB 4.375% 03/06/2027 REGS	817.70 k	1.80 mm principal	0.34	Debt	Long	Sweden
AIB GROUP PLC 1.875%/VAR 11/19/2029 REGS	815.37 k	760.00 k principal	0.34	Debt	Long	Ireland
COMMERZBANK AG 8.625%/VAR 02/28/2033 REGS	812.40 k	600.00 k principal	0.34	Debt	Long	Germany
LLOYDS BANKING GROUP PLC 1.985%/VAR 12/15/2031	811.78 k	710.00 k principal	0.34	Debt	Long	UK
UST NOTES 3.875% 08/15/2033	799.00 k	800.00 k principal	0.33	Debt	Long	USA
SIRIUS REAL ESTATE LTD 1.125% 06/22/2026 REGS	795.78 k	800.00 k principal	0.33	Debt	Long	Guernsey
ZURICH FINANCE (IRELAND) DAC 3.5%/VAR 05/02/2052 REGS	788.97 k	970.00 k principal	0.33	Debt	Long	Ireland
INTERCONTINENT HTL GRP PLC NEW 3.375% 10/08/2028 REGS	783.62 k	660.00 k principal	0.33	Debt	Long	UK
LLOYDS BANKING GROUP PLC 4.5%/VAR 01/11/2029 REGS	773.49 k	675.00 k principal	0.32	Debt	Long	UK
BANK NOVA SCOTIA BC 6.567140%/VAR PERP	768.50 k	850.00 k principal	0.32	Preferred equity	Long	Canada
ROYAL BK SCOTLND GRP PLC(UNGTD) 3.622%/VAR 08/14/2030 REGS	749.59 k	615.00 k principal	0.31	Debt	Long	UK
WHITBREAD GROUP PLC 2.375% 05/31/2027 REGS	748.42 k	645.00 k principal	0.31	Debt	Long	UK
EUROPEAN INVESTMENT BANK 0% 01/14/2031 REGS	742.60 k	800.00 k principal	0.31	Debt	Long	Luxembourg
BNP PARIBAS 2.50%/VAR 03/31/2032 REGS	730.80 k	700.00 k principal	0.30	Debt	Long	France
SAMHALLSBYGGNADSBOLAGET I NORDEN AB 1.75% 01/14/2025 REGS	730.10 k	769.00 k principal	0.30	Debt	Long	Sweden
BCS Barclays PLC	727.82 k	650.00 k principal	0.30	Debt	Long	UK
BLACKSTONE PROP PARTNERS EUR HOLD 2.625% 10/20/2028 REGS	716.85 k	660.00 k principal	0.30	Debt	Long	Luxembourg
DANSKE BANK AS (UNGTD) 4.625%/VAR 04/13/2027 REGS	713.87 k	565.00 k principal	0.30	Debt	Long	Denmark
ZF FINANCE GMBH 2% 05/06/2027 REGS	713.05 k	700.00 k principal	0.30	Debt	Long	Germany
ELECTRICITE DE FRANCE 6.25% 05/23/2033 144A	687.19 k	635.00 k principal	0.29	Debt	Long	France
SOUTHERN WTR SERVICES FIN LTD 1.625% 03/30/2027 REGS	646.99 k	576.00 k principal	0.27	Debt	Long	Cayman Islands
ALPHA TRAINS FINANCE SA 2.064% 06/30/2030 REGS	633.85 k	604.00 k principal	0.26	Debt	Long	Luxembourg
ADMIRAL GROUP PLC 8.5% 01/06/2034 REGS	629.68 k	450.00 k principal	0.26	Debt	Long	UK
SEVERN TRENT WATER UTIL FIN 4.625% 11/30/2034 REGS	622.21 k	500.00 k principal	0.26	Debt	Long	UK
HOLDING D'INFRASTRUCTURES ET DES METIERS DE L'ENVIRONNEMENT 0.625% 09/16/2028 REGS	618.21 k	645.00 k principal	0.26	Debt	Long	France
TRITAX EUROBOX PLC 0.95% 06/02/2026 REGS	611.40 k	610.00 k principal	0.25	Debt	Long	UK
BARCLAYS PLC (UNGTD) 8.407%/VAR 11/14/2032 REGS	604.49 k	445.00 k principal	0.25	Debt	Long	UK
BAYER AG 4.625% 05/26/2033 REGS	598.97 k	520.00 k principal	0.25	Debt	Long	Germany
DANSKE BANK AS (UNGTD) 4.75%/VAR 06/21/2030 REGS	593.28 k	510.00 k principal	0.25	Debt	Long	Denmark
NATIONAL EXPRESS GROUP 4.25%/VAR PERP REGS	587.65 k	525.00 k principal	0.24	Preferred equity	Long	UK
VONOVIA SE 5% 11/23/2030 REGS	582.57 k	500.00 k principal	0.24	Debt	Long	Germany
ELECTRICITE DE FRANCE 5.7% 05/23/2028 144A	577.33 k	558.00 k principal	0.24	Debt	Long	France
TECHNIP ENERGIES NV 1.125% 05/28/2028 REGS	547.32 k	550.00 k principal	0.23	Debt	Long	Netherlands
ZF EUROPE FINANCE BV 2% 02/23/2026 REGS	525.76 k	500.00 k principal	0.22	Debt	Long	Netherlands
US 5YR NOTE (CBT) FUT MAR24 FVH4	510.04 k	211.00 contracts	0.21	Interest rate derivative	N/A	USA
CARRIER GLOBAL CORP 4.5% 11/29/2032 REGS	501.78 k	425.00 k principal	0.21	Debt	Long	USA
Credit Suisse Group AG	501.56 k	470.00 k principal	0.21	Debt	Long	Switzerland
UBS GROUP AG 7/VAR PERP RGS	496.17 k	500.00 k principal	0.21	Preferred equity	Long	Switzerland
FIDELIDADE COMPANHIA 4.25%/VAR 09/04/2031 REGS	495.87 k	500.00 k principal	0.21	Debt	Long	Portugal
HSBC HSBC Holdings plc	494.40 k	360.00 k principal	0.21	Debt	Long	UK
SEVERN TRENT WATER UTIL FIN 6.125% 02/26/2024 REGS	490.85 k	385.00 k principal	0.20	Debt	Long	UK
ANGLIAN WATER (OSPREY) FINANCING PLC 2% 07/31/2028 REGS	483.59 k	465.00 k principal	0.20	Debt	Long	UK
UBS GROUP AG 4.988%/VAR 08/05/2033 REGS	483.41 k	500.00 k principal	0.20	Debt	Long	Switzerland
GENERAL MTRS FINL CO INC 5.15% 08/15/2026 REGS	480.09 k	375.00 k principal	0.20	Debt	Long	USA
CITYCON OYJ 4.496%/VAR PERP REGS	479.65 k	565.00 k principal	0.20	Preferred equity	Long	Finland
SW FINANCE I PLC 7.375% 12/12/2041 REGS	479.64 k	352.00 k principal	0.20	Debt	Long	UK
BANK IRELAND GROUP PLC 2.029%/VAR 09/30/2027 144A	469.58 k	515.00 k principal	0.19	Debt	Long	Ireland
ING GROEP NV 4.5%/VAR 05/23/2029 REGS	454.91 k	400.00 k principal	0.19	Debt	Long	Netherlands
BANK NOVA SCOTIA BC 4.9/VAR PERP	420.23 k	440.00 k principal	0.17	Preferred equity	Long	Canada
AIB GROUP PLC 6.25%/VAR PERP REGS	393.54 k	360.00 k principal	0.16	Preferred equity	Long	Ireland
TESCO CORPORATE TREASURY SERVICES PLC 5.5% 02/27/2035 REGS	386.49 k	300.00 k principal	0.16	Debt	Long	UK
GERMANY FEDERAL REPUBLIC OF 3.25% 07/04/2042 REGS	378.21 k	300.00 k principal	0.16	Debt	Long	Germany
LLOYDS BANKING GROUP PLC 5.125%/VAR PERP	345.53 k	280.00 k principal	0.14	Preferred equity	Long	UK
VODAFONE GROUP PLC 4.875%/VAR 10/03/2078 REGS	340.49 k	275.00 k principal	0.14	Debt	Long	UK
EUROPEAN UNION 2.75% 10/05/2026 REGS	333.68 k	300.00 k principal	0.14	Debt	Long	Belgium
CPI PROPERTY GROUP SA 3.75%/VAR PERP REGS	315.73 k	1.30 mm principal	0.13	Preferred equity	Long	Luxembourg
CAN 10YR BOND FUT MAR24 CNH4	315.37 k	80.00 contracts	0.13	Interest rate derivative	N/A	Canada
AUSNET SERVICES HOLDINGS PTY LTD 1.625%/VAR 03/11/2081 REGS	298.36 k	300.00 k principal	0.12	Debt	Long	Australia
UNITED STATES TREASURY BOND 3.625% 05/15/2053	277.36 k	300.00 k principal	0.12	Debt	Long	USA
JAPAN GOVERNMENT OF 0% 02/26/2024	272.41 k	38.40 mm principal	0.11	Debt	Long	Japan
SAMHALLSBYGGNADSBOLAGET I NORDEN AB STEP 08/12/2027 REGS	258.85 k	350.00 k principal	0.11	Debt	Long	Sweden
BARCLAYS PLC (UNGTD) 7.125/VAR PERP	247.56 k	200.00 k principal	0.10	Preferred equity	Long	UK
JDE PEETS BV 2.25% 09/24/2031 144A	179.40 k	224.00 k principal	0.07	Debt	Long	Netherlands
US 2YR NOTE (CBT) FUT MAR24 TUH4	168.97 k	82.00 contracts	0.07	Interest rate derivative	N/A	USA
SAMHALLSBYGGNADSBOLAGET I NORDEN AB 2.624/VAR PERP REGS	136.11 k	805.00 k principal	0.06	Preferred equity	Long	Sweden
UNITED STATES TREASURY BOND 2.25% 08/15/2046	135.09 k	190.00 k principal	0.06	Debt	Long	USA
AUST 10Y BOND FUT MAR24 XMH4	46.38 k	20.00 contracts	0.02	Interest rate derivative	N/A	Australia
EURO-SCHATZ FUT MAR24 DUH4	31.61 k	35.00 contracts	0.01	Interest rate derivative	N/A	Germany
FX Forward: EUR/USD settle 2024-01-12 JPMORGAN CHASE BANK NA NEW YORK NY	21.14 k	1.00 contracts	0.01	DFE	N/A	USA
FX Forward: GBP/USD settle 2024-01-12 CITIBANK, N.A.	3.14 k	1.00 contracts	0.00	DFE	N/A	USA
FX Forward: CAD/USD settle 2024-01-12 BNP PARIBAS	1.21 k	1.00 contracts	0.00	DFE	N/A	France
FX Forward: USD/EUR settle 2024-01-12 BNP PARIBAS	-733.19	1.00 contracts	-0.00	DFE	N/A	France
FX Forward: GBP/USD settle 2024-01-12 CITIBANK, N.A.	-2.18 k	1.00 contracts	-0.00	DFE	N/A	USA
FX Forward: USD/EUR settle 2024-01-12 BROWN BROTHERS HARRIMAN and CO.	-2.82 k	1.00 contracts	-0.00	DFE	N/A	USA
FX Forward: USD/AUD settle 2024-01-12 BROWN BROTHERS HARRIMAN and CO.	-3.60 k	1.00 contracts	-0.00	DFE	N/A	USA
FX Forward: USD/CAD settle 2024-01-12 CANADIAN IMPERIAL BANK OF COMMERCE	-4.60 k	1.00 contracts	-0.00	DFE	N/A	Canada
FX Forward: USD/GBP settle 2024-01-12 BANK OF AMERICA, N.A.	-7.16 k	1.00 contracts	-0.00	DFE	N/A	USA
JPSW SWAP CDS 06/20/28 ISPIM B	-33.49 k	2.63 mm contracts	-0.01	Credit derivative	N/A	USA
FX Forward: USD/JPY settle 2024-01-12 BNP PARIBAS	-66.68 k	1.00 contracts	-0.03	DFE	N/A	France
LONG GILT FUTURE MAR24 G H4	-299.06 k	-43.00 contracts	-0.12	Interest rate derivative	N/A	UK
FX Forward: USD/GBP settle 2024-01-12 BNP PARIBAS	-503.08 k	1.00 contracts	-0.21	DFE	N/A	France
FX Forward: USD/EUR settle 2024-01-12 BANK OF AMERICA, N.A.	-1.96 mm	1.00 contracts	-0.81	DFE	N/A	USA