VIP Investment Grade Central Fund

Fund Profile

Fund profile

Fund manager

Fidelity Garrison Street Trust

Total assets

$3.57 bn

Liabilities

$553.16 mm

Net assets

$3.02 bn

Number of holdings

1.94 k

Top 200 of 1942 Holdings

As of Sep 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
UST NOTES 3.875% 11/30/2029	124.61 mm	123.00 mm principal	4.13	Debt	Long	USA
UST NOTES 4.375% 11/30/2030	91.75 mm	88.20 mm principal	3.04	Debt	Long	USA
UST NOTES 3.875% 12/31/2029	86.11 mm	85.00 mm principal	2.85	Debt	Long	USA
UMBS 30YR 2% 10/01/2054 #TBA	84.30 mm	101.95 mm principal	2.79	ABS-mortgage backed security	Long	USA
UST NOTES 4% 01/31/2029	76.27 mm	75.00 mm principal	2.53	Debt	Long	USA
UST NOTES 4.125% 11/15/2032	73.65 mm	71.60 mm principal	2.44	Debt	Long	USA
UST NOTES 3.875% 12/31/2027	69.66 mm	69.00 mm principal	2.31	Debt	Long	USA
UNITED STATES TREASURY BOND 4.25% 02/15/2054	68.99 mm	67.70 mm principal	2.29	Debt	Long	USA
UST NOTES 3.375% 05/15/2033	65.58 mm	67.45 mm principal	2.17	Debt	Long	USA
UST NOTES 3.75% 06/30/2030	65.23 mm	64.80 mm principal	2.16	Debt	Long	USA
UST NOTES 3.875% 08/15/2034	64.85 mm	64.40 mm principal	2.15	Debt	Long	USA
UST NOTES 3.5% 02/15/2033	61.90 mm	63.00 mm principal	2.05	Debt	Long	USA
UST NOTES 4% 01/31/2031	58.74 mm	57.60 mm principal	1.95	Debt	Long	USA
UST NOTES 1.25% 05/31/2028	58.22 mm	63.26 mm principal	1.93	Debt	Long	USA
UST NOTES 3.875% 11/30/2027	55.48 mm	55.00 mm principal	1.84	Debt	Long	USA
Fidelity Cash Central Fund	54.79 mm	54.78 mm shares	1.82	Short-term investment vehicle	Long	USA
UNITED STATES TREASURY BOND 4.125% 08/15/2053	52.95 mm	53.17 mm principal	1.75	Debt	Long	USA
UMBS 30YR 2.5% 10/01/2054 #TBA	39.85 mm	46.18 mm principal	1.32	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY BOND 1.75% 08/15/2041	30.87 mm	43.54 mm principal	1.02	Debt	Long	USA
UNITED STATES TREASURY BOND 3.375% 08/15/2042	30.86 mm	34.20 mm principal	1.02	Debt	Long	USA
UNITED STATES TREASURY BOND 4.25% 08/15/2054	30.63 mm	30.00 mm principal	1.01	Debt	Long	USA
GNII II 6% 10/01/2054 #TBA	29.18 mm	28.70 mm principal	0.97	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY BOND 2% 08/15/2051	28.80 mm	44.70 mm principal	0.95	Debt	Long	USA
UMBS 30YR 2% 11/01/2054 #TBA	27.91 mm	33.70 mm principal	0.92	ABS-mortgage backed security	Long	USA
UST NOTES 4.125% 08/31/2030	25.55 mm	24.90 mm principal	0.85	Debt	Long	USA
UNITED STATES TREASURY BOND 2.25% 02/15/2052	24.75 mm	36.30 mm principal	0.82	Debt	Long	USA
UST NOTES 4.875% 10/31/2030	24.12 mm	22.60 mm principal	0.80	Debt	Long	USA
UNITED STATES TREASURY BOND 3.625% 05/15/2053	23.75 mm	26.10 mm principal	0.79	Debt	Long	USA
UST NOTES 1.75% 01/31/2029	23.08 mm	24.90 mm principal	0.76	Debt	Long	USA
GNII II 2% 02/20/2052#MA7880	20.94 mm	24.72 mm principal	0.69	ABS-mortgage backed security	Long	USA
UMBS 30YR 6% 10/01/2054 #TBA	20.82 mm	20.38 mm principal	0.69	ABS-mortgage backed security	Long	USA
UST NOTES 2.375% 03/31/2029	19.00 mm	20.00 mm principal	0.63	Debt	Long	USA
UNITED STATES TREASURY BOND 2.875% 05/15/2052	18.25 mm	23.30 mm principal	0.60	Debt	Long	USA
UST NOTES 4% 02/15/2034	18.11 mm	17.80 mm principal	0.60	Debt	Long	USA
GNII II 3% 10/01/2054 #TBA	17.62 mm	19.33 mm principal	0.58	ABS-mortgage backed security	Long	USA
BANK OF AMERICA CORPORATION 5.015%/VAR 07/22/2033	17.50 mm	17.05 mm principal	0.58	Debt	Long	USA
UST NOTES 4% 06/30/2028	17.25 mm	17.00 mm principal	0.57	Debt	Long	USA
UMBS 30YR 5.5% 10/01/2054 #TBA	15.86 mm	15.68 mm principal	0.53	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY BOND 4.625% 05/15/2054	13.92 mm	12.83 mm principal	0.46	Debt	Long	USA
GNII II 2.5% 05/20/2052#MA8042	13.46 mm	15.29 mm principal	0.45	ABS-mortgage backed security	Long	USA
JPMORGAN CHASE and CO 4.586%/VAR 04/26/2033	12.89 mm	12.89 mm principal	0.43	Debt	Long	USA
GNII II 5.5% 10/01/2054 #TBA	12.72 mm	12.60 mm principal	0.42	ABS-mortgage backed security	Long	USA
GS The Goldman Sachs Group, Inc.	12.57 mm	12.77 mm principal	0.42	Debt	Long	USA
UNITED STATES TREASURY BOND 2% 11/15/2041	12.13 mm	16.50 mm principal	0.40	Debt	Long	USA
FNMA 20YR 2% 05/01/2042#FS4603	11.34 mm	12.94 mm principal	0.38	ABS-mortgage backed security	Long	USA
UMBS 30YR 3% 10/01/2054 #TBA	11.04 mm	12.30 mm principal	0.37	ABS-mortgage backed security	Long	USA
GNII II 2.5% 02/20/2052#MA7881	9.54 mm	10.83 mm principal	0.32	ABS-mortgage backed security	Long	USA
CFG Citizens Financial Group, Inc.	9.36 mm	9.00 mm principal	0.31	Debt	Long	USA
UMBS 30YR 5% 10/01/2054 #TBA	8.69 mm	8.70 mm principal	0.29	ABS-mortgage backed security	Long	USA
FHLG 30YR 1.5% 04/01/2051#SD8139	8.65 mm	10.93 mm principal	0.29	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY BOND 1.875% 11/15/2051	8.63 mm	13.86 mm principal	0.29	Debt	Long	USA
FNMA 30YR 6% 09/01/2054#CB9216	8.42 mm	8.22 mm principal	0.28	ABS-mortgage backed security	Long	USA
GNII II 3.5% 10/01/2054 #TBA	8.37 mm	8.90 mm principal	0.28	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY BOND 1.125% 05/15/2040	8.16 mm	12.35 mm principal	0.27	Debt	Long	USA
C Citigroup Inc.	7.69 mm	7.00 mm principal	0.25	Debt	Long	USA
UMBS 30YR 3.5% 10/01/2054 #TBA	7.36 mm	7.90 mm principal	0.24	ABS-mortgage backed security	Long	USA
GNII II 6.5% 10/01/2054 #TBA	7.26 mm	7.10 mm principal	0.24	ABS-mortgage backed security	Long	USA
GNII II 4% 10/01/2054 #TBA	7.06 mm	7.30 mm principal	0.23	ABS-mortgage backed security	Long	USA
UMBS 30YR 4% 10/01/2054 #TBA	7.01 mm	7.30 mm principal	0.23	ABS-mortgage backed security	Long	USA
Walt Disney Co	6.95 mm	7.06 mm principal	0.23	Debt	Long	USA
FHLG 30YR 3.5% 09/01/2051#	6.82 mm	7.28 mm principal	0.23	ABS-mortgage backed security	Long	USA
FNMA 30YR 6% 08/01/2054#CB9061	6.79 mm	6.63 mm principal	0.23	ABS-mortgage backed security	Long	USA
FHLG 30YR 3.5% 04/01/2052#QE0768	6.62 mm	7.11 mm principal	0.22	ABS-mortgage backed security	Long	USA
MORGAN STANLEY 3.125% 07/27/2026	6.62 mm	6.74 mm principal	0.22	Debt	Long	USA
MORGAN STANLEY 4.889%/VAR 07/20/2033	6.60 mm	6.52 mm principal	0.22	Debt	Long	USA
UMBS 30YR 6.5% 10/01/2054 #TBA	6.60 mm	6.40 mm principal	0.22	ABS-mortgage backed security	Long	USA
FHLG 15YR 2% 06/01/2035#QN2461	6.48 mm	7.03 mm principal	0.21	ABS-mortgage backed security	Long	USA
BX COML MTG TR 2024-XL5 A TSFR1M+139.165 03/15/2039 144A	6.46 mm	6.46 mm principal	0.21	ABS-mortgage backed security	Long	USA
Spectrum Management Holding Company, LLC	6.14 mm	6.20 mm principal	0.20	Debt	Long	USA
GNII II 2% 10/01/2054 #TBA	5.98 mm	7.05 mm principal	0.20	ABS-mortgage backed security	Long	USA
BANK OF AMERICA CORPORATION 3.419%/VAR 12/20/2028	5.66 mm	5.82 mm principal	0.19	Debt	Long	USA
MORGAN STANLEY 6.342%/VAR 10/18/2033	5.56 mm	5.00 mm principal	0.18	Debt	Long	USA
FORD MTR CR CO LLC 4.063% 11/01/2024	5.39 mm	5.40 mm principal	0.18	Debt	Long	USA
UST NOTES 3.875% 08/15/2033	5.35 mm	5.31 mm principal	0.18	Debt	Long	USA
MAGNETITE XXIII LTD TSFR3M+139.161 01/25/2035 144A	5.34 mm	5.34 mm principal	0.18	ABS-collateralized bond/debt obligation	Long	Cayman Islands
JPMORGAN CHASE and CO 4.912%/VAR 07/25/2033	5.34 mm	5.23 mm principal	0.18	Debt	Long	USA
C Citigroup Inc.	5.25 mm	5.25 mm principal	0.17	Debt	Long	USA
FNMA 30YR 3% 02/01/2052#FS0898	5.20 mm	5.76 mm principal	0.17	ABS-mortgage backed security	Long	USA
ALLY Ally Financial Inc.	5.11 mm	5.00 mm principal	0.17	Debt	Long	USA
BPR TRUST 2021-TY TSFR1M+174.77 04/15/2024 144A	5.06 mm	5.05 mm principal	0.17	ABS-mortgage backed security	Long	USA
WELLS FARGO and CO NEW 4.897%/VAR 07/25/2033	5.06 mm	5.00 mm principal	0.17	Debt	Long	USA
Blackstone Private Credit Fund	5.02 mm	5.04 mm principal	0.17	Debt	Long	USA
FHLG 15YR 1.5% 11/01/2035#SB8073	4.97 mm	5.54 mm principal	0.16	ABS-mortgage backed security	Long	USA
OHI Omega Healthcare Investors, Inc.	4.94 mm	4.97 mm principal	0.16	Debt	Long	USA
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 5.375% 05/01/2047	4.90 mm	5.83 mm principal	0.16	Debt	Long	USA
PETROLEOS MEXICANOS 6.7% 02/16/2032	4.86 mm	5.44 mm principal	0.16	Debt	Long	Mexico
WELLS FARGO and CO NEW 5.013%/VAR 04/04/2051	4.83 mm	4.93 mm principal	0.16	Debt	Long	USA
UMBS 30YR 6% 11/01/2054 #TBA	4.75 mm	4.65 mm principal	0.16	ABS-mortgage backed security	Long	USA
GS The Goldman Sachs Group, Inc.	4.62 mm	4.75 mm principal	0.15	Debt	Long	USA
GNMA II 4.5% 04/20/2053#MA8799	4.52 mm	4.57 mm principal	0.15	ABS-mortgage backed security	Long	USA
MS Morgan Stanley	4.51 mm	4.49 mm principal	0.15	Debt	Long	USA
GNII II 2% 10/20/2050#MA6930	4.51 mm	5.32 mm principal	0.15	ABS-mortgage backed security	Long	USA
T AT&T Inc.	4.51 mm	4.82 mm principal	0.15	Debt	Long	USA
BX 2024-CNYN TSFR1M+144.188 04/15/2029 144A	4.41 mm	4.41 mm principal	0.15	ABS-mortgage backed security	Long	USA
WELLS FARGO and CO NEW 4.478%/VAR 04/04/2031	4.39 mm	4.39 mm principal	0.15	Debt	Long	USA
GS The Goldman Sachs Group, Inc.	4.35 mm	4.84 mm principal	0.14	Debt	Long	USA
JPM JPMorgan Chase & Co.	4.32 mm	4.32 mm principal	0.14	Debt	Long	USA
FNMA 30YR 2.5% 05/01/2051#CB0388	4.26 mm	4.89 mm principal	0.14	ABS-mortgage backed security	Long	USA
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 6.45% 04/15/2027	4.25 mm	4.05 mm principal	0.14	Debt	Long	Ireland
FHLG 15YR 1.5% 08/01/2035#SB8066	4.25 mm	4.73 mm principal	0.14	ABS-mortgage backed security	Long	USA
HES Hess Corporation	4.22 mm	4.06 mm principal	0.14	Debt	Long	USA
FNMA 30YR 2% 02/01/2052#CB2842	4.22 mm	5.06 mm principal	0.14	ABS-mortgage backed security	Long	USA
ATHENE GLOBAL FUNDING 5.339% 01/15/2027 144A	4.20 mm	4.13 mm principal	0.14	Debt	Long	USA
GNII II 2% 02/20/2051#MA7192	4.16 mm	4.90 mm principal	0.14	ABS-mortgage backed security	Long	USA
AIMCO CLO 22 LTD / AIMCO CLO 22 LLC TSFR3M+150 04/25/2037 144A	4.15 mm	4.14 mm principal	0.14	ABS-collateralized bond/debt obligation	Long	Jersey
FNMA 30YR 2% 01/01/2052#FS0286	4.11 mm	4.91 mm principal	0.14	ABS-mortgage backed security	Long	USA
COF Capital One Financial Corporation	4.06 mm	4.13 mm principal	0.13	Debt	Long	USA
DB MASTER FIN LLC 21-1A A23 2.791% 11/20/2051 144A	4.06 mm	4.64 mm principal	0.13	ABS-collateralized bond/debt obligation	Long	USA
BANK OF AMERICA CORPORATION 2.299%/VAR 07/21/2032	4.03 mm	4.66 mm principal	0.13	Debt	Long	USA
JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL 2.5% 01/15/2027	4.01 mm	4.19 mm principal	0.13	Debt	Long	Luxembourg
CLECO CORPORATE HLDGS LLC 3.743% 05/01/2026	3.98 mm	4.04 mm principal	0.13	Debt	Long	USA
INTESA SANPAOLO SPA 5.71% 01/15/2026 144A	3.95 mm	3.92 mm principal	0.13	Debt	Long	Italy
JPMORGAN CHASE and CO 4.493%/VAR 03/24/2031	3.95 mm	3.93 mm principal	0.13	Debt	Long	USA
TAP Molson Coors Beverage Company	3.93 mm	4.02 mm principal	0.13	Debt	Long	USA
ANHEUSER BUSCH INBEV WORLD INC 5.8% 01/23/2059	3.91 mm	3.47 mm principal	0.13	Debt	Long	USA
T AT&T Inc.	3.86 mm	4.58 mm principal	0.13	Debt	Long	USA
SUBWAY FDG LLC ISSUER 6.028% 07/30/2054 144A	3.86 mm	3.75 mm principal	0.13	ABS-collateralized bond/debt obligation	Long	USA
PETROLEOS MEXICANOS 7.69% 01/23/2050	3.86 mm	4.97 mm principal	0.13	Debt	Long	Mexico
Broadcom Pte. Ltd.	3.85 mm	4.34 mm principal	0.13	Debt	Long	USA
BERKSHIRE HATHAWAY ENERGY COMPANY 4.05% 04/15/2025	3.80 mm	3.81 mm principal	0.13	Debt	Long	USA
ARCC Ares Capital Corporation	3.77 mm	3.82 mm principal	0.12	Debt	Long	USA
MET MetLife, Inc.	3.75 mm	3.53 mm principal	0.12	Debt	Long	USA
GNII II 2% 12/20/2050#MA7051	3.75 mm	4.42 mm principal	0.12	ABS-mortgage backed security	Long	USA
Broadcom Pte. Ltd.	3.72 mm	4.34 mm principal	0.12	Debt	Long	USA
MORGAN STANLEY 5.424%/VAR 07/21/2034	3.68 mm	3.52 mm principal	0.12	Debt	Long	USA
BCS Barclays PLC	3.67 mm	3.30 mm principal	0.12	Debt	Long	UK
DEUTSCHE BANK AG 4.5% 04/01/2025	3.65 mm	3.67 mm principal	0.12	Debt	Long	Germany
BX COML MTG TR 2024-MDHS 6.8415% 05/15/2041 144A	3.64 mm	3.64 mm principal	0.12	ABS-mortgage backed security	Long	USA
ELP COMMERCIAL MORTGAGE TRUST 2021-ELP TSFR1M+81.548 1 11/15/2036 144A	3.62 mm	3.65 mm principal	0.12	ABS-mortgage backed security	Long	USA
OAK HILL CREDIT PARTNERS TSFR3M+135 07/20/2037 144A	3.62 mm	3.61 mm principal	0.12	ABS-collateralized bond/debt obligation	Long	Cayman Islands
FNMA 30YR 3% 03/01/2048#FS8330	3.59 mm	3.92 mm principal	0.12	ABS-mortgage backed security	Long	USA
T AT&T Inc.	3.54 mm	4.68 mm principal	0.12	Debt	Long	USA
C Citigroup Inc.	3.52 mm	3.49 mm principal	0.12	Debt	Long	USA
FHLG 30YR 3% 05/01/2052#RA7375	3.37 mm	3.74 mm principal	0.11	ABS-mortgage backed security	Long	USA
GNMA II 4% 10/20/2052#MA8346	3.36 mm	3.48 mm principal	0.11	ABS-mortgage backed security	Long	USA
MORGAN STANLEY 3.625% 01/20/2027	3.34 mm	3.37 mm principal	0.11	Debt	Long	USA
LIFE FINANCIAL SERVICES TRUST 2022 TSFR1M+129.524 05/15/2039 144A	3.34 mm	3.43 mm principal	0.11	ABS-mortgage backed security	Long	USA
ALLEGRO CLO XII LTD TSFR3M+144 07/21/2037 144A	3.31 mm	3.31 mm principal	0.11	ABS-collateralized bond/debt obligation	Long	Cayman Islands
FHLG 30YR 2.5% 02/01/2051#RA4575	3.28 mm	3.76 mm principal	0.11	ABS-mortgage backed security	Long	USA
C Citigroup Inc.	3.24 mm	3.26 mm principal	0.11	Debt	Long	USA
FHLG 30YR 4% 02/01/2053#SD7561	3.22 mm	3.32 mm principal	0.11	ABS-mortgage backed security	Long	USA
SREIT TR 2021-MFP TSFR1M+84.528 08 11/15/2038 144A	3.21 mm	3.23 mm principal	0.11	ABS-mortgage backed security	Long	USA
FHLG 30YR 2.5% 03/01/2051#RA4749	3.19 mm	3.66 mm principal	0.11	ABS-mortgage backed security	Long	USA
KKR CLO 41 LTD 22-41A A1 TSFR3M+133 04/15/2035 144A	3.17 mm	3.17 mm principal	0.11	ABS-collateralized bond/debt obligation	Long	Cayman Islands
FIVE CORNERS FND TR II 2.85% 05/15/2030 144A	3.16 mm	3.42 mm principal	0.10	Debt	Long	USA
BARINGS CLO LTD 2023-IV TSFR3M+175 01/20/2037 144A	3.16 mm	3.12 mm principal	0.10	ABS-collateralized bond/debt obligation	Long	Cayman Islands
UMBS 30YR 4.5% 10/01/2054 #TBA	3.15 mm	3.20 mm principal	0.10	ABS-mortgage backed security	Long	USA
AIMCO CLO 14 LTD / AIMCO CLO 14 LLC 21-14A A TSFR3M+125.161 04/20/2034 144A	3.13 mm	3.13 mm principal	0.10	ABS-collateralized bond/debt obligation	Long	Cayman Islands
FNMA 30YR 6% 06/01/2053#CB6538	3.12 mm	3.01 mm principal	0.10	ABS-mortgage backed security	Long	USA
AMERICAN HOMES 4 RENT LP 5.5% 07/15/2034	3.10 mm	3.00 mm principal	0.10	Debt	Long	USA
VENTAS RLTY LTD PARTNERSHIP 4.75% 11/15/2030	3.10 mm	3.07 mm principal	0.10	Debt	Long	USA
OAK HILL CREDIT PARTNERS TSFR3M+150 04/20/2037 144A	3.09 mm	3.07 mm principal	0.10	ABS-collateralized bond/debt obligation	Long	Cayman Islands
FITB Fifth Third Bancorp	3.04 mm	3.00 mm principal	0.10	Debt	Long	USA
DRYDEN 98 CLO LTD TSFR3M+130 04/20/2035 144A	2.99 mm	2.99 mm principal	0.10	ABS-collateralized bond/debt obligation	Long	Cayman Islands
RPAI Retail Properties of America, Inc.	2.98 mm	2.98 mm principal	0.10	Debt	Long	USA
ORCL Oracle Corporation	2.96 mm	3.15 mm principal	0.10	Debt	Long	USA
MS Morgan Stanley	2.96 mm	3.08 mm principal	0.10	Debt	Long	USA
JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL 3% 05/15/2032	2.95 mm	3.40 mm principal	0.10	Debt	Long	Luxembourg
MORGAN STANLEY 5.25/VAR 04/21/2034	2.92 mm	2.83 mm principal	0.10	Debt	Long	USA
C Citigroup Inc.	2.90 mm	2.91 mm principal	0.10	Debt	Long	USA
FHLG 20YR 3.5% 02/34#G30703	2.89 mm	2.95 mm principal	0.10	ABS-mortgage backed security	Long	USA
Broadcom Pte. Ltd.	2.88 mm	3.51 mm principal	0.10	Debt	Long	USA
Credit Suisse Group AG	2.88 mm	2.95 mm principal	0.10	Debt	Long	Switzerland
SOCIETE GENERALE FRANCE 1.488%/VAR 12/14/2026 144A	2.86 mm	2.99 mm principal	0.09	Debt	Long	France
FNMA 30YR 2.5% 11/01/2051#MA4466	2.85 mm	3.29 mm principal	0.09	ABS-mortgage backed security	Long	USA
CARLYLE US CLO 2021-11A A1R LTD TSFR3M+141 07/25/2037 144A	2.85 mm	2.84 mm principal	0.09	ABS-collateralized bond/debt obligation	Long	Cayman Islands
WELLS FARGO and CO NEW 3.526%/VAR 03/24/2028	2.84 mm	2.89 mm principal	0.09	Debt	Long	USA
FHLG 30YR 5.5% 03/01/2053#SD7559	2.83 mm	2.75 mm principal	0.09	ABS-mortgage backed security	Long	USA
BENCHMARK 2018-B8 A5 MORTGAGE TRUST 4.2317% 01/15/2052	2.82 mm	2.88 mm principal	0.09	ABS-mortgage backed security	Long	USA
COF Capital One Financial Corporation	2.82 mm	2.77 mm principal	0.09	Debt	Long	USA
PETROLEOS MEXICANOS 6.35% 02/12/2048	2.80 mm	4.05 mm principal	0.09	Debt	Long	Mexico
COF Capital One Financial Corporation	2.79 mm	2.68 mm principal	0.09	Debt	Long	USA
BX COML MTG TR 2024-XL4 A TSFR1M+144.203 02/15/2039 144A	2.79 mm	2.79 mm principal	0.09	ABS-mortgage backed security	Long	USA
Western Midstream Partners LP	2.78 mm	2.78 mm principal	0.09	Debt	Long	USA
SUBWAY FDG LLC ISSUER 5.246% 07/30/2054 144A	2.77 mm	2.78 mm principal	0.09	ABS-collateralized bond/debt obligation	Long	USA
CNC Centene Corporation	2.77 mm	3.01 mm principal	0.09	Debt	Long	USA
CF HIPPOLYTA ISSUER LLC 1.53% 03/15/2061 144A	2.74 mm	2.92 mm principal	0.09	ABS-mortgage backed security	Long	USA
MADISON PK FDG LXVII LTD / MADISON PK FDG LXVII LLC TSFR3M+151 04/25/2037 144A	2.73 mm	2.72 mm principal	0.09	ABS-collateralized bond/debt obligation	Long	Cayman Islands
SYMP 2022-32A A1 TSFR3M+132 04/23/2035 144A	2.73 mm	2.73 mm principal	0.09	ABS-collateralized bond/debt obligation	Long	Cayman Islands
SANTANDER HLDGS USA INC 6.499%/VAR 03/09/2029	2.72 mm	2.60 mm principal	0.09	Debt	Long	USA
BCS Barclays PLC	2.72 mm	2.67 mm principal	0.09	Debt	Long	UK
ALLY Ally Financial Inc.	2.71 mm	2.56 mm principal	0.09	Debt	Long	USA
BX COMMERCIAL MORTGAGE TRUST 22-LP2 A TSFR1M+96.27 02/15/2039 144A	2.71 mm	2.73 mm principal	0.09	ABS-mortgage backed security	Long	USA
FNMA 15YR 2% 07/01/2036#MA4383	2.71 mm	2.96 mm principal	0.09	ABS-mortgage backed security	Long	USA
Blackstone Private Credit Fund	2.71 mm	2.66 mm principal	0.09	Debt	Long	USA
FNMA 30YR 6.5% 05/01/2053#FS4662	2.70 mm	2.57 mm principal	0.09	ABS-mortgage backed security	Long	USA
ARES CLO 2019-54A AR TSFR3M+127 10/15/2032 144A	2.69 mm	2.69 mm principal	0.09	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CNC Centene Corporation	2.68 mm	2.74 mm principal	0.09	Debt	Long	USA
OXY Occidental Petroleum Corporation	2.68 mm	2.36 mm principal	0.09	Debt	Long	USA
FLATIRON CLO 20 LTD / LLC 1A AR TSFR3M+138 05/20/2036 144A	2.67 mm	2.66 mm principal	0.09	ABS-collateralized bond/debt obligation	Long	Cayman Islands
VICI PROPERTIES LP 4.95% 02/15/2030	2.66 mm	2.65 mm principal	0.09	Debt	Long	USA
SUBWAY FDG LLC ISSUER 5.914% 07/30/2054 144A	2.66 mm	2.66 mm principal	0.09	ABS-collateralized bond/debt obligation	Long	USA
PETROLEOS MEXICANOS 6.75% 09/21/2047	2.65 mm	3.71 mm principal	0.09	Debt	Long	Mexico
JPMORGAN CHASE and CO 5.717%/VAR 09/14/2033	2.65 mm	2.50 mm principal	0.09	Debt	Long	USA
MORGAN STANLEY 6.296/VAR 10/18/2028	2.64 mm	2.50 mm principal	0.09	Debt	Long	USA
T-MOBILE USA INC 3.875% 04/15/2030	2.63 mm	2.71 mm principal	0.09	Debt	Long	USA
RR 7 LTD TSFR3M+134 01/15/2037 144A	2.62 mm	2.63 mm principal	0.09	ABS-collateralized bond/debt obligation	Long	Cayman Islands
BX COMMERCIAL MORTGAGE TRUST 2021-PAC TSFR1M+80.358 21 10/15/2036 144A	2.62 mm	2.65 mm principal	0.09	ABS-mortgage backed security	Long	USA
VOYA CLO 2020-3 LTD / LLC TSFR3M+141.161 10/20/2034 144A	2.62 mm	2.61 mm principal	0.09	ABS-collateralized bond/debt obligation	Long	Cayman Islands
ROCKLAND PARK CLO LTD TSFR3M+138.161 04/20/2034 144A	2.61 mm	2.60 mm principal	0.09	ABS-collateralized bond/debt obligation	Long	Cayman Islands