Fidelity Investment Grade Bond Central Fund

Fund Profile

Fund profile

Fund manager

Fidelity Central Investment Portfolios II LLC

Total assets

$49.49 bn

Liabilities

$9.67 bn

Net assets

$39.82 bn

Number of holdings

4.91 k

Top 200 of 4913 Holdings

As of Jun 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
UST NOTES 4% 07/31/2030	1.58 bn	1.61 bn principal	3.96	Debt	Long	USA
UST NOTES 4.125% 11/15/2032	1.50 bn	1.53 bn principal	3.78	Debt	Long	USA
UNITED STATES TREASURY BOND 4.25% 02/15/2054	1.13 bn	1.19 bn principal	2.84	Debt	Long	USA
UST NOTES 4% 01/31/2029	993.47 mm	1.01 bn principal	2.50	Debt	Long	USA
UMBS 30YR 2% 07/01/2054 #TBA	971.69 mm	1.24 bn principal	2.44	ABS-mortgage backed security	Long	USA
UST NOTES 2.75% 08/15/2032	813.14 mm	913.76 mm principal	2.04	Debt	Long	USA
UST NOTES 1.5% 11/30/2028	707.94 mm	800.00 mm principal	1.78	Debt	Long	USA
UST NOTES 2.875% 05/15/2032	687.97 mm	763.59 mm principal	1.73	Debt	Long	USA
UMBS 30YR 2% 08/01/2054 #TBA	633.10 mm	808.68 mm principal	1.59	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY BOND 1.75% 08/15/2041	592.27 mm	896.32 mm principal	1.49	Debt	Long	USA
UNITED STATES TREASURY BOND 4.125% 08/15/2053	546.73 mm	587.12 mm principal	1.37	Debt	Long	USA
UNITED STATES TREASURY BOND 3% 02/15/2049	537.62 mm	709.76 mm principal	1.35	Debt	Long	USA
UST NOTES 3.75% 06/30/2030	525.61 mm	543.00 mm principal	1.32	Debt	Long	USA
UST NOTES 3.5% 04/30/2030	505.68 mm	528.90 mm principal	1.27	Debt	Long	USA
UST NOTES 3.75% 05/31/2030	497.85 mm	514.10 mm principal	1.25	Debt	Long	USA
UST NOTES 2.375% 03/31/2029	461.06 mm	504.00 mm principal	1.16	Debt	Long	USA
UST NOTES 3.875% 08/15/2033	459.05 mm	477.17 mm principal	1.15	Debt	Long	USA
UMBS 30YR 2.5% 07/01/2054 #TBA	450.34 mm	551.40 mm principal	1.13	ABS-mortgage backed security	Long	USA
Fidelity Cash Central Fund	444.63 mm	444.54 mm shares	1.12	Short-term investment vehicle	Long	USA
UST NOTES 3.5% 02/15/2033	441.36 mm	470.90 mm principal	1.11	Debt	Long	USA
UNITED STATES TREASURY BOND 2% 08/15/2051	440.64 mm	733.54 mm principal	1.11	Debt	Long	USA
UST NOTES 3.375% 05/15/2033	430.94 mm	465.00 mm principal	1.08	Debt	Long	USA
UNITED STATES TREASURY BOND 3.375% 08/15/2042	410.14 mm	485.60 mm principal	1.03	Debt	Long	USA
UNITED STATES TREASURY BOND 2.875% 05/15/2052	407.80 mm	556.40 mm principal	1.02	Debt	Long	USA
UMBS 30YR 6% 07/01/2054 #TBA	405.46 mm	404.33 mm principal	1.02	ABS-mortgage backed security	Long	USA
UST NOTES 1.25% 04/30/2028	404.64 mm	455.41 mm principal	1.02	Debt	Long	USA
GNII II 2% 07/01/2054 #TBA	359.26 mm	443.68 mm principal	0.90	ABS-mortgage backed security	Long	USA
UST NOTES 4.5% 11/15/2033	358.88 mm	355.60 mm principal	0.90	Debt	Long	USA
GNII II 3% 07/01/2054 #TBA	341.88 mm	392.08 mm principal	0.86	ABS-mortgage backed security	Long	USA
UST NOTES 4% 02/15/2034	262.85 mm	270.80 mm principal	0.66	Debt	Long	USA
UST NOTES 2.625% 07/31/2029	251.85 mm	273.32 mm principal	0.63	Debt	Long	USA
UST NOTES 3.875% 11/30/2029	249.06 mm	255.00 mm principal	0.63	Debt	Long	USA
UMBS 30YR 3% 07/01/2054 #TBA	247.54 mm	290.90 mm principal	0.62	ABS-mortgage backed security	Long	USA
UMBS 30YR 5.5% 07/01/2054 #TBA	213.33 mm	216.30 mm principal	0.54	ABS-mortgage backed security	Long	USA
GNII II 3% 08/01/2054 #TBA	204.18 mm	234.05 mm principal	0.51	ABS-mortgage backed security	Long	USA
UMBS 30YR 2.5% 08/01/2054 #TBA	190.22 mm	232.70 mm principal	0.48	ABS-mortgage backed security	Long	USA
GNII II 2% 08/01/2054 #TBA	183.78 mm	226.75 mm principal	0.46	ABS-mortgage backed security	Long	USA
GNII II 5.5% 07/01/2054 #TBA	180.97 mm	182.40 mm principal	0.45	ABS-mortgage backed security	Long	USA
UMBS 30YR 6% 08/01/2054 #TBA	178.43 mm	177.95 mm principal	0.45	ABS-mortgage backed security	Long	USA
UST NOTES 4% 06/30/2028	172.34 mm	175.00 mm principal	0.43	Debt	Long	USA
UMBS 30YR 3.5% 07/01/2054 #TBA	171.44 mm	193.70 mm principal	0.43	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY BOND 3.625% 02/15/2053	164.51 mm	193.38 mm principal	0.41	Debt	Long	USA
UNITED STATES TREASURY BOND 3.625% 05/15/2053	163.39 mm	192.00 mm principal	0.41	Debt	Long	USA
UST NOTES 4.25% 03/15/2027	156.10 mm	157.36 mm principal	0.39	Debt	Long	USA
UMBS 30YR 3% 08/01/2054 #TBA	155.28 mm	182.35 mm principal	0.39	ABS-mortgage backed security	Long	USA
GNII II 2.5% 07/01/2054 #TBA	153.90 mm	183.00 mm principal	0.39	ABS-mortgage backed security	Long	USA
GNII II 3.5% 07/01/2054 #TBA	146.68 mm	163.20 mm principal	0.37	ABS-mortgage backed security	Long	USA
JPM JPMorgan Chase & Co.	142.45 mm	146.21 mm principal	0.36	Debt	Long	USA
UMBS 30YR 4% 07/01/2054 #TBA	135.85 mm	148.50 mm principal	0.34	ABS-mortgage backed security	Long	USA
GNII II 6% 07/01/2054 #TBA	125.03 mm	124.50 mm principal	0.31	ABS-mortgage backed security	Long	USA
UST NOTES 4.125% 02/15/2027	109.08 mm	110.35 mm principal	0.27	Debt	Long	USA
GNII II 6% 08/01/2054 #TBA	105.33 mm	104.95 mm principal	0.26	ABS-mortgage backed security	Long	USA
GNII II 3.5% 08/01/2054 #TBA	104.15 mm	115.83 mm principal	0.26	ABS-mortgage backed security	Long	USA
MS Morgan Stanley	101.77 mm	102.48 mm principal	0.26	Debt	Long	USA
BX COML MTG TR 2024-XL5 A TSFR1M+139.165 03/15/2039 144A	94.62 mm	95.16 mm principal	0.24	ABS-mortgage backed security	Long	USA
FHLG 30YR 1.5% 04/01/2051#SD8139	91.06 mm	121.40 mm principal	0.23	ABS-mortgage backed security	Long	USA
WARNERMEDIA HOLDINGS INC 5.141% 03/15/2052	90.07 mm	115.68 mm principal	0.23	Debt	Long	USA
GNII II 5.5% 08/01/2054 #TBA	90.00 mm	90.75 mm principal	0.23	ABS-mortgage backed security	Long	USA
JPM JPMorgan Chase & Co.	89.74 mm	90.09 mm principal	0.23	Debt	Long	USA
UST NOTES 4.625% 05/31/2031	87.03 mm	85.64 mm principal	0.22	Debt	Long	USA
PETROLEOS MEXICANOS 7.69% 01/23/2050	84.43 mm	117.14 mm principal	0.21	Debt	Long	Mexico
OHI Omega Healthcare Investors, Inc.	83.81 mm	86.57 mm principal	0.21	Debt	Long	USA
GNII II 5% 05/20/2054#MA9667	80.99 mm	83.19 mm principal	0.20	ABS-mortgage backed security	Long	USA
FORD MTR CR CO LLC 4.063% 11/01/2024	78.94 mm	79.42 mm principal	0.20	Debt	Long	USA
JPMORGAN CHASE and CO 5.717%/VAR 09/14/2033	76.24 mm	75.20 mm principal	0.19	Debt	Long	USA
BPR TRUST 2021-TY TSFR1M+174.77 04/15/2024 144A	76.03 mm	76.03 mm principal	0.19	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY BOND 4.625% 05/15/2054	74.93 mm	73.90 mm principal	0.19	Debt	Long	USA
T AT&T Inc.	74.14 mm	106.13 mm principal	0.19	Debt	Long	USA
FHLG 30YR 2.5% 11/01/2050#SD7530	72.91 mm	87.69 mm principal	0.18	ABS-mortgage backed security	Long	USA
GNII II 5% 07/01/2054 #TBA	72.44 mm	74.40 mm principal	0.18	ABS-mortgage backed security	Long	USA
FHLG 30YR 2% 05/51#SD7541	72.14 mm	90.47 mm principal	0.18	ABS-mortgage backed security	Long	USA
Spectrum Management Holding Company, LLC	70.02 mm	73.94 mm principal	0.18	Debt	Long	USA
UNITED STATES TREASURY BOND 1.875% 11/15/2051	69.69 mm	120.05 mm principal	0.18	Debt	Long	USA
UNITED STATES TREASURY BOND 2.375% 02/15/2042	69.65 mm	95.70 mm principal	0.17	Debt	Long	USA
ALLY Ally Financial Inc.	68.17 mm	68.23 mm principal	0.17	Debt	Long	USA
C Citigroup Inc.	67.74 mm	69.50 mm principal	0.17	Debt	Long	USA
PETROLEOS MEXICANOS 6.75% 09/21/2047	67.29 mm	102.13 mm principal	0.17	Debt	Long	Mexico
DEUTSCHE BANK AG 4.5% 04/01/2025	66.83 mm	67.66 mm principal	0.17	Debt	Long	Germany
JPMORGAN CHASE and CO 4.586%/VAR 04/26/2033	66.78 mm	70.00 mm principal	0.17	Debt	Long	USA
BANK OF AMERICA CORPORATION 2.299%/VAR 07/21/2032	65.49 mm	80.00 mm principal	0.16	Debt	Long	USA
GNII II 4% 07/01/2054 #TBA	64.87 mm	70.20 mm principal	0.16	ABS-mortgage backed security	Long	USA
Cigna Holding Co	63.66 mm	67.80 mm principal	0.16	Debt	Long	USA
GS The Goldman Sachs Group, Inc.	63.31 mm	67.72 mm principal	0.16	Debt	Long	USA
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 5.375% 05/01/2047	62.94 mm	78.78 mm principal	0.16	Debt	Long	USA
BAYER US FIN II LLC 4.25% 12/15/2025 144A	62.60 mm	63.99 mm principal	0.16	Debt	Long	USA
MORGAN STANLEY 6.342%/VAR 10/18/2033	61.57 mm	58.00 mm principal	0.15	Debt	Long	USA
CF HIPPOLYTA ISSUER LLC 1.69% 07/15/2060 144A	61.25 mm	64.64 mm principal	0.15	ABS-mortgage backed security	Long	USA
CEDAR FUNDING LTD 24-18A A TSFR3M+155 04/23/2037 144A	60.92 mm	60.60 mm principal	0.15	ABS-collateralized bond/debt obligation	Long	Jersey
JPM JPMorgan Chase & Co.	60.80 mm	63.81 mm principal	0.15	Debt	Long	USA
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 6.45% 04/15/2027	60.80 mm	59.44 mm principal	0.15	Debt	Long	Ireland
JPMORGAN CHASE and CO 5.35%/VAR 06/01/2034	59.73 mm	60.00 mm principal	0.15	Debt	Long	USA
BX 2024-CNYN TSFR1M+144.188 04/15/2029 144A	59.61 mm	59.58 mm principal	0.15	ABS-mortgage backed security	Long	USA
CLECO CORPORATE HLDGS LLC 3.743% 05/01/2026	58.54 mm	60.73 mm principal	0.15	Debt	Long	USA
ALLY Ally Financial Inc.	58.52 mm	60.00 mm principal	0.15	Debt	Long	USA
ANHEUSER BUSCH INBEV WORLD INC 5.8% 01/23/2059	58.21 mm	55.95 mm principal	0.15	Debt	Long	USA
WELLS FARGO and CO NEW 4.478%/VAR 04/04/2031	58.21 mm	60.80 mm principal	0.15	Debt	Long	USA
AMGN Amgen Inc.	56.87 mm	65.00 mm principal	0.14	Debt	Long	USA
ATHENE GLOBAL FUNDING 5.339% 01/15/2027 144A	56.72 mm	56.73 mm principal	0.14	Debt	Long	USA
LIFE FINANCIAL SERVICES TRUST 2022 TSFR1M+129.524 05/15/2039 144A	56.47 mm	57.50 mm principal	0.14	ABS-mortgage backed security	Long	USA
BANK OF AMERICA CORPORATION 3.705/VAR 04/24/2028	56.43 mm	58.92 mm principal	0.14	Debt	Long	USA
AIMCO CLO 22 LTD / AIMCO CLO 22 LLC TSFR3M+150 04/25/2037 144A	55.73 mm	55.62 mm principal	0.14	ABS-collateralized bond/debt obligation	Long	Jersey
FLATIRON CLO 20 LTD / LLC 1A AR TSFR3M+138 05/20/2036 144A	55.21 mm	55.13 mm principal	0.14	ABS-collateralized bond/debt obligation	Long	Cayman Islands
ANHEUSER BUSCH INBEV WORLD INC 5.55% 01/23/2049	54.74 mm	54.33 mm principal	0.14	Debt	Long	USA
COF Capital One Financial Corporation	54.69 mm	57.19 mm principal	0.14	Debt	Long	USA
PRS Prudential Financial, Inc. 5.62	54.37 mm	55.02 mm principal	0.14	Debt	Long	USA
INTOWN 2022-STAY MORTGAGE TRUST TSFR1M+223.92 08/15/2037 144A	54.18 mm	54.07 mm principal	0.14	ABS-mortgage backed security	Long	USA
MORGAN STANLEY 6.627%/VAR 11/01/2034	54.00 mm	50.00 mm principal	0.14	Debt	Long	USA
BERKSHIRE HATHAWAY ENERGY COMPANY 4.05% 04/15/2025	53.11 mm	53.70 mm principal	0.13	Debt	Long	USA
ARCC Ares Capital Corporation	52.84 mm	54.73 mm principal	0.13	Debt	Long	USA
MS Morgan Stanley	52.55 mm	54.32 mm principal	0.13	Debt	Long	USA
BX COML MTG TR 2024-MDHS 6.8415% 05/15/2041 144A	51.56 mm	51.69 mm principal	0.13	ABS-mortgage backed security	Long	USA
Broadcom Pte. Ltd.	51.48 mm	61.13 mm principal	0.13	Debt	Long	USA
ELP COMMERCIAL MORTGAGE TRUST 2021-ELP TSFR1M+81.548 1 11/15/2036 144A	51.16 mm	51.78 mm principal	0.13	ABS-mortgage backed security	Long	USA
C Citigroup Inc.	50.79 mm	52.07 mm principal	0.13	Debt	Long	USA
SUBWAY FDG LLC ISSUER 6.028% 07/30/2054 144A	50.69 mm	50.25 mm principal	0.13	ABS-collateralized bond/debt obligation	Long	USA
BANK OF AMERICA CORPORATION 5.468%/VAR 01/23/2035	49.95 mm	50.00 mm principal	0.13	Debt	Long	USA
FNMA 30YR 3% 05/01/2052#FS4815	49.82 mm	58.52 mm principal	0.13	ABS-mortgage backed security	Long	USA
ALLY Ally Financial Inc.	49.71 mm	50.00 mm principal	0.12	Debt	Long	USA
JPMORGAN CHASE and CO 5.336%/VAR 01/23/2035	49.70 mm	50.00 mm principal	0.12	Debt	Long	USA
Broadcom Pte. Ltd.	49.54 mm	61.13 mm principal	0.12	Debt	Long	USA
MORGAN STANLEY 5.25/VAR 04/21/2034	49.22 mm	50.00 mm principal	0.12	Debt	Long	USA
BANK OF AMERICA CORPORATION 5.015%/VAR 07/22/2033	48.87 mm	50.00 mm principal	0.12	Debt	Long	USA
Credit Suisse Group AG	48.29 mm	48.62 mm principal	0.12	Debt	Long	Switzerland
INTESA SANPAOLO SPA 5.71% 01/15/2026 144A	48.14 mm	48.61 mm principal	0.12	Debt	Long	Italy
FNMA 30YR 3.5% 07/01/2051#	48.00 mm	53.85 mm principal	0.12	ABS-mortgage backed security	Long	USA
BCS Barclays PLC	47.71 mm	45.00 mm principal	0.12	Debt	Long	UK
GNII II 2% 01/20/2052#MA7826	47.67 mm	58.90 mm principal	0.12	ABS-mortgage backed security	Long	USA
MORGAN STANLEY 5.424%/VAR 07/21/2034	47.19 mm	47.42 mm principal	0.12	Debt	Long	USA
LOW Lowe's Companies, Inc.	47.15 mm	60.00 mm principal	0.12	Debt	Long	USA
AIMCO CLO 14 LTD / AIMCO CLO 14 LLC 21-14A A TSFR3M+125.161 04/20/2034 144A	46.94 mm	46.92 mm principal	0.12	ABS-collateralized bond/debt obligation	Long	Cayman Islands
TAP Molson Coors Beverage Company	46.28 mm	48.35 mm principal	0.12	Debt	Long	USA
COF Capital One Financial Corporation	46.06 mm	46.54 mm principal	0.12	Debt	Long	USA
KKR CLO 41 LTD 22-41A A1 TSFR3M+133 04/15/2035 144A	46.06 mm	46.05 mm principal	0.12	ABS-collateralized bond/debt obligation	Long	Cayman Islands
C Citigroup Inc.	45.57 mm	47.46 mm principal	0.11	Debt	Long	USA
GNMA II 2.5% 08/20/2051#785602	45.31 mm	54.62 mm principal	0.11	ABS-mortgage backed security	Long	USA
GNII II 2% 10/20/2050#MA6930	44.86 mm	55.36 mm principal	0.11	ABS-mortgage backed security	Long	USA
JPMORGAN CHASE and CO 4.452%/VAR 12/05/2029	44.66 mm	46.00 mm principal	0.11	Debt	Long	USA
VENTAS RLTY LTD PARTNERSHIP 2.5% 09/01/2031	43.54 mm	53.03 mm principal	0.11	Debt	Long	USA
IPALCO ENTERPRISES INC 5.75% 04/01/2034 144A	43.44 mm	43.70 mm principal	0.11	Debt	Long	USA
BARINGS CLO LTD 2023-IV TSFR3M+175 01/20/2037 144A	43.09 mm	42.65 mm principal	0.11	ABS-collateralized bond/debt obligation	Long	Cayman Islands
C Citigroup Inc.	42.98 mm	45.10 mm principal	0.11	Debt	Long	USA
CF HIPPOLYTA ISSUER LLC 1.53% 03/15/2061 144A	42.91 mm	46.85 mm principal	0.11	ABS-mortgage backed security	Long	USA
T AT&T Inc.	42.71 mm	53.72 mm principal	0.11	Debt	Long	USA
Blackstone Private Credit Fund	42.71 mm	43.14 mm principal	0.11	Debt	Long	USA
FIVE CORNERS FND TR II 2.85% 05/15/2030 144A	42.65 mm	48.44 mm principal	0.11	Debt	Long	USA
C Citigroup Inc.	42.53 mm	42.58 mm principal	0.11	Debt	Long	USA
UMBS 30YR 4% 08/01/2054 #TBA	42.52 mm	46.45 mm principal	0.11	ABS-mortgage backed security	Long	USA
WHEELS FLEET LEASE FUNDING 1 LLC 6.46% 08/18/2038 144A	41.93 mm	41.60 mm principal	0.11	ABS-collateralized bond/debt obligation	Long	USA
OAK HILL CREDIT PARTNERS TSFR3M+150 04/20/2037 144A	41.54 mm	41.26 mm principal	0.10	ABS-collateralized bond/debt obligation	Long	Cayman Islands
WMB The Williams Companies, Inc.	41.28 mm	45.54 mm principal	0.10	Debt	Long	USA
DFS Discover Financial Services	41.02 mm	41.29 mm principal	0.10	Debt	Long	USA
MORGAN STANLEY CAP I TR 2019-MEAD 3.17% 11/10/2036 144A	40.96 mm	42.97 mm principal	0.10	ABS-mortgage backed security	Long	USA
GS The Goldman Sachs Group, Inc.	40.57 mm	47.50 mm principal	0.10	Debt	Long	USA
RPAI Retail Properties of America, Inc.	40.34 mm	42.24 mm principal	0.10	Debt	Long	USA
VENTAS RLTY LTD PARTNERSHIP 4.75% 11/15/2030	40.28 mm	41.97 mm principal	0.10	Debt	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 5.482% 01/25/2029	40.25 mm	39.50 mm principal	0.10	ABS-mortgage backed security	Long	USA
WELLS FARGO and CO NEW 3.526%/VAR 03/24/2028	40.18 mm	42.13 mm principal	0.10	Debt	Long	USA
VZ Verizon Communications Inc.	40.17 mm	65.61 mm principal	0.10	Debt	Long	USA
FHLG 15YR 2% 06/01/2035#QN2507	39.83 mm	45.00 mm principal	0.10	ABS-mortgage backed security	Long	USA
AVOLON HOLDINGS FUNDING LTD 5.75% 03/01/2029 144A	39.77 mm	40.00 mm principal	0.10	Debt	Long	Cayman Islands
COF Capital One Financial Corporation	39.76 mm	40.47 mm principal	0.10	Debt	Long	USA
SYMP 2022-32A A1 TSFR3M+132 04/23/2035 144A	39.68 mm	39.61 mm principal	0.10	ABS-collateralized bond/debt obligation	Long	Cayman Islands
PANAMA REPUBLIC OF 3.298% 01/19/2033	39.54 mm	50.83 mm principal	0.10	Debt	Long	Panama
Blackstone Private Credit Fund	39.46 mm	39.08 mm principal	0.10	Debt	Long	USA
FNMA 30YR 3% 04/01/2050#FM3830	39.20 mm	45.19 mm principal	0.10	ABS-mortgage backed security	Long	USA
ALLY Ally Financial Inc.	39.20 mm	37.62 mm principal	0.10	Debt	Long	USA
FNMA 15YR 3% 02/01/2034#FS4276	39.14 mm	41.45 mm principal	0.10	ABS-mortgage backed security	Long	USA
AES The AES Corporation	39.06 mm	42.72 mm principal	0.10	Debt	Long	USA
BANK OF AMERICA CORPORATION 4.376%/VAR 04/27/2028	39.04 mm	40.00 mm principal	0.10	Debt	Long	USA
MORGAN STANLEY 4.21%/VAR 04/20/2028	38.87 mm	40.00 mm principal	0.10	Debt	Long	USA
FHLG 30YR 5.5% 03/01/2053#SD7559	38.67 mm	38.65 mm principal	0.10	ABS-mortgage backed security	Long	USA
BX COML MTG TR 2024-XL4 A TSFR1M+144.203 02/15/2039 144A	38.64 mm	38.78 mm principal	0.10	ABS-mortgage backed security	Long	USA
BX COMMERCIAL MORTGAGE TRUST 2021-PAC TSFR1M+80.358 21 10/15/2036 144A	38.64 mm	39.14 mm principal	0.10	ABS-mortgage backed security	Long	USA
GNII II 2% 12/20/2050#MA7051	38.51 mm	47.52 mm principal	0.10	ABS-mortgage backed security	Long	USA
MS Morgan Stanley	38.36 mm	41.80 mm principal	0.10	Debt	Long	USA
RR 7 LTD TSFR3M+134 01/15/2037 144A	38.26 mm	38.24 mm principal	0.10	ABS-collateralized bond/debt obligation	Long	Cayman Islands
SREIT TR 2021-MFP TSFR1M+84.528 08 11/15/2038 144A	38.16 mm	38.52 mm principal	0.10	ABS-mortgage backed security	Long	USA
CARLYLE US CLO 2021-11A A1R LTD TSFR3M+141 07/25/2037 144A	38.10 mm	38.10 mm principal	0.10	ABS-collateralized bond/debt obligation	Long	Cayman Islands
BEECHWOOD PARK CLO LTD 19-1A A1R TSFR3M+130 01/17/2035 144A	37.95 mm	38.05 mm principal	0.10	ABS-collateralized bond/debt obligation	Long	Cayman Islands
COLUMBIA CENT CLO 30 LTD / COLUMBIA CENT CLO 30 CORP TSFR3M+157.161 01/20/2034 144A	37.88 mm	37.85 mm principal	0.10	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Broadcom Pte. Ltd.	37.84 mm	49.37 mm principal	0.10	Debt	Long	USA
SOCIETE GENERALE FRANCE 1.488%/VAR 12/14/2026 144A	37.58 mm	40.20 mm principal	0.09	Debt	Long	France
FNMA 30YR 4% 04/01/2045#FM2986	37.45 mm	39.92 mm principal	0.09	ABS-mortgage backed security	Long	USA
Credit Suisse Group AG	37.41 mm	40.08 mm principal	0.09	Debt	Long	Switzerland
ARES LVIII CLO LLC SOFR90A+133 01/15/2035 144A	37.08 mm	37.07 mm principal	0.09	ABS-collateralized bond/debt obligation	Long	Cayman Islands
VICI PROPERTIES LP 4.95% 02/15/2030	36.88 mm	38.23 mm principal	0.09	Debt	Long	USA
MADISON PK FDG LXVII LTD / MADISON PK FDG LXVII LLC TSFR3M+151 04/25/2037 144A	36.71 mm	36.63 mm principal	0.09	ABS-collateralized bond/debt obligation	Long	Cayman Islands
NI NiSource Inc.	36.62 mm	40.74 mm principal	0.09	Debt	Long	USA
VOYA CLO 2020-3 LTD / LLC TSFR3M+141.161 10/20/2034 144A	36.49 mm	36.48 mm principal	0.09	ABS-collateralized bond/debt obligation	Long	Cayman Islands
BAMLL COML MTG SECS TR 2019 3.287% 11/05/2032 144A	36.48 mm	38.00 mm principal	0.09	ABS-mortgage backed security	Long	USA
SANTANDER HLDGS USA INC 6.499%/VAR 03/09/2029	36.33 mm	35.67 mm principal	0.09	Debt	Long	USA
AASET 2021-2 TR 2.798% 01/15/2047 144A	36.33 mm	40.62 mm principal	0.09	ABS-collateralized bond/debt obligation	Long	USA
AES The AES Corporation	36.30 mm	37.23 mm principal	0.09	Debt	Long	USA
JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL 6.75% 03/15/2034 144A	36.04 mm	34.00 mm principal	0.09	Debt	Long	Luxembourg
ARES CLO 2019-54A AR TSFR3M+127 10/15/2032 144A	36.04 mm	36.02 mm principal	0.09	ABS-collateralized bond/debt obligation	Long	Cayman Islands
COOPERATIEVE RABOBANK UA 4.375% 08/04/2025	35.94 mm	36.52 mm principal	0.09	Debt	Long	Netherlands
ROCKLAND PARK CLO LTD TSFR3M+138.161 04/20/2034 144A	35.89 mm	35.86 mm principal	0.09	ABS-collateralized bond/debt obligation	Long	Cayman Islands
PETROLEOS MEXICANOS 6.49% 01/23/2027	35.82 mm	37.36 mm principal	0.09	Debt	Long	Mexico
JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL 2.5% 01/15/2027	35.82 mm	38.50 mm principal	0.09	Debt	Long	Luxembourg
JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL 3% 05/15/2032	35.60 mm	43.24 mm principal	0.09	Debt	Long	Luxembourg